Package cdm.product.common.settlement

Interface RollFeature

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
RollFeature.RollFeatureBuilder
All Known Implementing Classes:
RollFeature.RollFeatureBuilderImpl, RollFeature.RollFeatureImpl
@RosettaDataType(value="RollFeature", builder=RollFeatureBuilderImpl.class, version="5.30.0") @RuneDataType(value="RollFeature", model="cdm", builder=RollFeatureBuilderImpl.class, version="5.30.0") public interface RollFeature extends com.rosetta.model.lib.RosettaModelObject
Used in conjunction with an exchange-based pricing source. Identifies a way in which the futures contracts referenced will roll between periods.
Version:
5.30.0

  • Field Details

  • Method Details

    • getRollSourceCalendar

      RollSourceCalendarEnum getRollSourceCalendar()
      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.

    • getDeliveryDateRollConvention

      Offset getDeliveryDateRollConvention()
      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.

    • build

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

    • toBuilder

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

    • builder

      static RollFeature.RollFeatureBuilder builder()

    • metaData

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

    • getType

      @RuneAttribute("@type") default Class<? extends RollFeature> getType()
      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 com.rosetta.model.lib.RosettaModelObject