Package cdm.product.common.settlement

Class RollFeature.RollFeatureImpl

java.lang.Object
cdm.product.common.settlement.RollFeature.RollFeatureImpl
All Implemented Interfaces:
RollFeature, com.rosetta.model.lib.RosettaModelObject
Enclosing interface:
RollFeature
public static class RollFeature.RollFeatureImpl extends Object implements RollFeature
Immutable Implementation of RollFeature

  • Constructor Details

  • Method Details

    • getRollSourceCalendar

      @RosettaAttribute("rollSourceCalendar") @RuneAttribute("rollSourceCalendar") public RollSourceCalendarEnum getRollSourceCalendar()
      Description copied from interface: RollFeature
      Used in conjunction with an exchange-based pricing source. Identifies a date source calendar from which the pricing dates and thus roll to the next contract will be based off (e.g. pricing is based on the NYMEX WTI First Nearby Futures Contract, if Future is chosen, the pricing will roll to the next futures contract on expiration, if ListedOption is chosen, the pricing will roll to the next futures contract on the Option expiration date which is three business days before the expiration of the NYMEX WTI futures contract.) Omitting this element will result in the default behavior expected with the pricing source described within the commodity element.
      Specified by:
      getRollSourceCalendar in interface RollFeature

    • getDeliveryDateRollConvention

      @RosettaAttribute("deliveryDateRollConvention") @RuneAttribute("deliveryDateRollConvention") public Offset 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

    • build

      public RollFeature build()
      Description copied from interface: RollFeature
      Build Methods
      Specified by:
      build in interface RollFeature
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      public RollFeature.RollFeatureBuilder toBuilder()
      Specified by:
      toBuilder in interface RollFeature
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • setBuilderFields

      protected void setBuilderFields(RollFeature.RollFeatureBuilder builder)

    • equals

      public boolean equals(Object o)
      Overrides:
      equals in class Object

    • hashCode

      public int hashCode()
      Overrides:
      hashCode in class Object

    • toString

      public String toString()
      Overrides:
      toString in class Object