Package cdm.product.common.settlement

Class SettlementDate.SettlementDateImpl

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

  • Constructor Details

  • Method Details

    • getAdjustableOrRelativeDate

      @RosettaAttribute("adjustableOrRelativeDate") @RuneAttribute("adjustableOrRelativeDate") public AdjustableOrAdjustedOrRelativeDate getAdjustableOrRelativeDate()
      Description copied from interface: SettlementDate
      A single settlement date subject to adjustment or specified as relative to another date (e.g. the trade date). This attribute was formerly part of 'SettlementTerms', which is now being harmonised to include a common 'SettlementDate', as inherited from 'SettlementBase'.
      Specified by:
      getAdjustableOrRelativeDate in interface SettlementDate

    • getValueDate

      @RosettaAttribute("valueDate") @RuneAttribute("valueDate") public com.rosetta.model.lib.records.Date getValueDate()
      Description copied from interface: SettlementDate
      The settlement date for a forward settling product. For Foreign Exchange contracts, this represents a common settlement date between both currency legs. To specify different settlement dates for each currency leg, see the ForeignExchange class. This attribute was formerly part of 'SettlementTerms', which is now being harmonised to include a common 'SettlementDate', as inherited from 'SettlementBase'.
      Specified by:
      getValueDate in interface SettlementDate

    • getAdjustableDates

      @RosettaAttribute("adjustableDates") @RuneAttribute("adjustableDates") public AdjustableDates getAdjustableDates()
      Description copied from interface: SettlementDate
      A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date. This attributes was formerly part of 'CashSettlementPaymentDate' as included into 'OptionCashSettlement' (which is now merged into a unique 'CashSettlementTerms' data type.
      Specified by:
      getAdjustableDates in interface SettlementDate

    • getBusinessDateRange

      @RosettaAttribute("businessDateRange") @RuneAttribute("businessDateRange") public BusinessDateRange getBusinessDateRange()
      Description copied from interface: SettlementDate
      A range of contiguous business days. This attribute is meant to be merged with the 'settlementDate' at some future point once we refactor 'Date' to use a single complex type across the model. This attributes was formerly part of 'CashSettlementPaymentDate', as included into 'OptionCashSettlement' (which is now merged into a unique 'CashSettlementTerms' data type.
      Specified by:
      getBusinessDateRange in interface SettlementDate

    • getCashSettlementBusinessDays

      @RosettaAttribute("cashSettlementBusinessDays") @RuneAttribute("cashSettlementBusinessDays") public Integer getCashSettlementBusinessDays()
      Description copied from interface: SettlementDate
      The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. This attribute was formerly part of 'CashSettlementTerms' as used for credit event settlement, which now includes a common 'SettlementDate' attribute.
      Specified by:
      getCashSettlementBusinessDays in interface SettlementDate

    • getPaymentDelay

      @RosettaAttribute("paymentDelay") @RuneAttribute("paymentDelay") public Boolean getPaymentDelay()
      Description copied from interface: SettlementDate
      Applicable to CDS on MBS to specify whether payment delays are applicable to the fixed Amount. RMBS typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. CMBS do not, on the other hand, with both payment dates being on the 25th of each month.
      Specified by:
      getPaymentDelay in interface SettlementDate

    • getMeta

      @RosettaAttribute("meta") @RuneAttribute("meta") @RuneMetaType public com.rosetta.model.metafields.MetaFields getMeta()
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey
      Specified by:
      getMeta in interface SettlementDate

    • build

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

    • toBuilder

      public SettlementDate.SettlementDateBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject
      Specified by:
      toBuilder in interface SettlementDate

    • setBuilderFields

      protected void setBuilderFields(SettlementDate.SettlementDateBuilder 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