Package cdm.product.common.settlement

Interface ValuationDate

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

ValuationDate.ValuationDateBuilder

All Known Implementing Classes:

ValuationDate.ValuationDateBuilderImpl, ValuationDate.ValuationDateImpl

@RosettaDataType(value="ValuationDate",
                 builder=ValuationDateBuilderImpl.class,
                 version="5.30.0")
@RuneDataType(value="ValuationDate",
              model="cdm",
              builder=ValuationDateBuilderImpl.class,
              version="5.30.0")
public interface ValuationDate
extends com.rosetta.model.lib.RosettaModelObject

A single object that represents the different methods to specify a valuation date, as used for cash settlement. The Single / Multiple ValuationDate is used for the determination of recovery in a credit event, the RelativeDateOffset is used for cash-settled option, and FxFixingDate is used for cross-currency settlement.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	ValuationDate.ValuationDateBuilder	Builder Interface
static class	ValuationDate.ValuationDateBuilderImpl	Builder Implementation of ValuationDate
static class	ValuationDate.ValuationDateImpl	Immutable Implementation of ValuationDate

Field Summary

Fields

Modifier and Type	Field	Description
static final ValuationDateMeta	metaData

Method Summary

Modifier and Type	Method	Description
ValuationDate	build()	Build Methods
static ValuationDate.ValuationDateBuilder	builder()
FxFixingDate	getFxFixingDate()	The date on which the currency rate will be determined for the purpose of specifying the amount in deliverable currency.
AdjustableDates	getFxFixingSchedule()	The date, when expressed as a schedule of date(s), on which the currency rate will be determined for the purpose of specifying the amount in deliverable currency.
MultipleValuationDates	getMultipleValuationDates()	Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies (a) the number of applicable valuation dates, and (b) the number of business days after satisfaction of all conditions to settlement when the first such valuation date occurs, and (c) the number of business days thereafter of each successive valuation date.
SingleValuationDate	getSingleValuationDate()	Where single valuation date is specified as being applicable for cash settlement, this element specifies the number of business days after satisfaction of all conditions to settlement when such valuation date occurs.
default Class<? extends ValuationDate>	getType()
RelativeDateOffset	getValuationDate()	The date on which the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.
default com.rosetta.model.lib.meta.RosettaMetaData<? extends ValuationDate>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
ValuationDate.ValuationDateBuilder	toBuilder()

Methods inherited from interface com.rosetta.model.lib.RosettaModelObject

processRosetta, processRosetta

Field Details

metaData

static final ValuationDateMeta metaData

Method Details

getSingleValuationDate

SingleValuationDate getSingleValuationDate()

Where single valuation date is specified as being applicable for cash settlement, this element specifies the number of business days after satisfaction of all conditions to settlement when such valuation date occurs. ISDA 2003 Term: Single Valuation Date.

getMultipleValuationDates

MultipleValuationDates getMultipleValuationDates()

Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies (a) the number of applicable valuation dates, and (b) the number of business days after satisfaction of all conditions to settlement when the first such valuation date occurs, and (c) the number of business days thereafter of each successive valuation date. ISDA 2003 Term: Multiple Valuation Dates.

getValuationDate

RelativeDateOffset getValuationDate()

The date on which the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount. This attribute was formerly part of 'OptionCashSettlement', which is now being harmonised into a common 'CashSettlementTerms' that includes a 'ValuationDate'.

getFxFixingDate

FxFixingDate getFxFixingDate()

The date on which the currency rate will be determined for the purpose of specifying the amount in deliverable currency. This attribute was formerly part of 'NonDeliverableSettlement', which is now being harmonised into a common 'CashSettlementTerms' that includes a 'ValuationDate'.

getFxFixingSchedule

AdjustableDates getFxFixingSchedule()

The date, when expressed as a schedule of date(s), on which the currency rate will be determined for the purpose of specifying the amount in deliverable currency. This attribute was formerly part of 'NonDeliverableSettlement', which is now being harmonised into a common 'CashSettlementTerms' that includes a 'ValuationDate'.

build

ValuationDate build()

Build Methods

Specified by:

build in interface com.rosetta.model.lib.RosettaModelObject

toBuilder

ValuationDate.ValuationDateBuilder toBuilder()

Specified by:

toBuilder in interface com.rosetta.model.lib.RosettaModelObject

builder

static ValuationDate.ValuationDateBuilder builder()

metaData

default com.rosetta.model.lib.meta.RosettaMetaData<? extends ValuationDate> metaData()

Utility Methods

Specified by:

metaData in interface com.rosetta.model.lib.RosettaModelObject

getType

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