Interface RollFeature.RollFeatureBuilder

All Superinterfaces:
RollFeature, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder
All Known Implementing Classes:
RollFeature.RollFeatureBuilderImpl
Enclosing interface:
RollFeature

public static interface RollFeature.RollFeatureBuilder extends RollFeature, com.rosetta.model.lib.RosettaModelObjectBuilder
Builder Interface
  • Method Details

    • getOrCreateDeliveryDateRollConvention

      Offset.OffsetBuilder getOrCreateDeliveryDateRollConvention()
    • getDeliveryDateRollConvention

      Offset.OffsetBuilder getDeliveryDateRollConvention()
      Description copied from interface: RollFeature
      Specifies, for a Commodity Transaction that references a delivery date for a listed future, the day on which the specified future will roll to the next nearby month prior to the expiration of the referenced future. If the future will not roll at all - i.e. the price will be taken from the expiring contract, 0 should be specified here. If the future will roll to the next nearby on the last trading day - i.e. the price will be taken from the next nearby on the last trading day, then 1 should be specified and so on.
      Specified by:
      getDeliveryDateRollConvention in interface RollFeature
    • setRollSourceCalendar

      RollFeature.RollFeatureBuilder setRollSourceCalendar(RollSourceCalendarEnum rollSourceCalendar)
    • setDeliveryDateRollConvention

      RollFeature.RollFeatureBuilder setDeliveryDateRollConvention(Offset deliveryDateRollConvention)
    • process

      default void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
      Specified by:
      process in interface com.rosetta.model.lib.RosettaModelObjectBuilder
    • prune

      Specified by:
      prune in interface com.rosetta.model.lib.RosettaModelObjectBuilder