Package cdm.product.common.settlement

Interface FxFixingDate

All Superinterfaces:
com.rosetta.model.lib.GlobalKey, Offset, Period, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
FxFixingDate.FxFixingDateBuilder
All Known Implementing Classes:
FxFixingDate.FxFixingDateBuilderImpl, FxFixingDate.FxFixingDateImpl
@RosettaDataType(value="FxFixingDate", builder=FxFixingDateBuilderImpl.class, version="5.30.0") @RuneDataType(value="FxFixingDate", model="cdm", builder=FxFixingDateBuilderImpl.class, version="5.30.0") public interface FxFixingDate extends Offset
Extends the Offset structure to specify an FX fixing date as an offset to dates specified somewhere else in the document.
Version:
5.30.0

  • Field Details

  • Method Details

    • getBusinessDayConvention

      BusinessDayConventionEnum getBusinessDayConvention()
      The convention for adjusting a date if it would otherwise fall on a day that is not a business day, as specified by an ISDA convention (e.g. Following, Precedent).

    • getBusinessCenters

      BusinessCenters getBusinessCenters()

    • getBusinessCentersReference

      ReferenceWithMetaBusinessCenters getBusinessCentersReference()
      A reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.

    • getDateRelativeToPaymentDates

      DateRelativeToPaymentDates getDateRelativeToPaymentDates()
      The payment date references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure.

    • getDateRelativeToCalculationPeriodDates

      DateRelativeToCalculationPeriodDates getDateRelativeToCalculationPeriodDates()
      The calculation period references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure. Implemented for Brazilian-CDI swaps where it will refer to the termination date of the appropriate leg.

    • getDateRelativeToValuationDates

      DateRelativeToValuationDates getDateRelativeToValuationDates()
      The calculation period references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure. Implemented for Brazilian-CDI swaps where it will refer to the termination date of the appropriate leg.

    • getFxFixingDate

      AdjustableOrRelativeDate getFxFixingDate()
      Describes the specific date when a non-deliverable forward or cash-settled option will 'fix' against a particular rate, which will be used to compute the ultimate cash settlement. This element should be omitted where a single, discrete fixing date cannot be identified e.g. on an american option, where fixing may occur at any date on a continuous range. This attribute was formerly part of 'fxSettlementTerms', which is now being harmonised into a common 'CashSettlementTerms' that includes a 'ValuationDate'.

    • build

      FxFixingDate build()
      Build Methods
      Specified by:
      build in interface Offset
      Specified by:
      build in interface Period
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      FxFixingDate.FxFixingDateBuilder toBuilder()
      Specified by:
      toBuilder in interface Offset
      Specified by:
      toBuilder in interface Period
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static FxFixingDate.FxFixingDateBuilder builder()

    • metaData

      default com.rosetta.model.lib.meta.RosettaMetaData<? extends FxFixingDate> metaData()
      Utility Methods
      Specified by:
      metaData in interface Offset
      Specified by:
      metaData in interface Period
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject

    • getType

      @RuneAttribute("@type") default Class<? extends FxFixingDate> getType()
      Specified by:
      getType in interface Offset
      Specified by:
      getType in interface Period
      Specified by:
      getType in interface com.rosetta.model.lib.RosettaModelObject

    • process

      default void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
      Specified by:
      process in interface Offset
      Specified by:
      process in interface Period
      Specified by:
      process in interface com.rosetta.model.lib.RosettaModelObject