Package cdm.product.common.settlement

Interface SettlementDate

All Superinterfaces:
com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
SettlementDate.SettlementDateBuilder
All Known Implementing Classes:
SettlementDate.SettlementDateBuilderImpl, SettlementDate.SettlementDateImpl
@RosettaDataType(value="SettlementDate", builder=SettlementDateBuilderImpl.class, version="5.30.0") @RuneDataType(value="SettlementDate", model="cdm", builder=SettlementDateBuilderImpl.class, version="5.30.0") public interface SettlementDate extends com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.GlobalKey
A data defining the settlement date(s) for cash or physical settlement as either a set of explicit dates, together with applicable adjustments, or as a date relative to some other (anchor) date, or as any date in a range of contiguous business days. This data type provides a level of abstraction on top of the different legacy methods used to specify a settlement / payment date, which vary across product types, asset classes and delivery types.
Version:
5.30.0

  • Field Details

  • Method Details

    • getAdjustableOrRelativeDate

      AdjustableOrAdjustedOrRelativeDate getAdjustableOrRelativeDate()
      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'.

    • getValueDate

      com.rosetta.model.lib.records.Date getValueDate()
      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'.

    • getAdjustableDates

      AdjustableDates getAdjustableDates()
      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.

    • getBusinessDateRange

      BusinessDateRange getBusinessDateRange()
      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.

    • getCashSettlementBusinessDays

      Integer getCashSettlementBusinessDays()
      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.

    • getPaymentDelay

      Boolean getPaymentDelay()
      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.

    • getMeta

      com.rosetta.model.metafields.MetaFields getMeta()
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey

    • build

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

    • toBuilder

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

    • builder

      static SettlementDate.SettlementDateBuilder builder()

    • metaData

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

    • getType

      @RuneAttribute("@type") default Class<? extends SettlementDate> 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