Package org.isda.cdm

Class AggregationParameters


  • @RosettaClass
    @RosettaQualified(attribute="productQualifier",
                      qualifiedClass=EconomicTerms.class)
    public class AggregationParameters
    extends com.rosetta.model.lib.RosettaModelObject
    Parameters to be used to filter events that are relevant to a given portfolio in order to calculate the state of this portfolio. The attributes correspond to all the possible aggregation criteria that can be used and these criteria can be combined. All the attributes are optional.
    Version:
    2.5.4
    • Method Detail

      • getContractReference

        public final java.util.List<ReferenceWithMetaContract> getContractReference()
        To aggregate based only on given Contract(s).
      • getDateTime

        public final java.time.ZonedDateTime getDateTime()
        To aggregate as of a particular date
      • getExecutionReference

        public final java.util.List<ReferenceWithMetaExecution> getExecutionReference()
        To aggregate based only on given Execution(s).
      • getParty

        public final java.util.List<ReferenceWithMetaParty> getParty()
        To aggregate based on a selection of party(ies) / legal entity(ies).
      • getPositionStatus

        public final PositionStatusEnum getPositionStatus()
        To aggregate based on position status (EXECUTED, SETTLED etc)
      • getProduct

        public final java.util.List<Product> getProduct()
        To aggregate based on a selection of products.
      • getProductQualifier

        public final java.util.List<java.lang.String> getProductQualifier()
        To aggregate based on a selection of product type(s).
      • getTotalPosition

        public final java.lang.Boolean getTotalPosition()
        Specifies whether to calculate total position to given date, or only daily position for the given date.
      • metaData

        public com.rosetta.model.lib.meta.RosettaMetaData<? extends AggregationParameters> metaData()
        Specified by:
        metaData in class com.rosetta.model.lib.RosettaModelObject
      • process

        public void process​(com.rosetta.model.lib.path.RosettaPath path,
                            com.rosetta.model.lib.process.Processor processor)
        Specified by:
        process in class com.rosetta.model.lib.RosettaModelObject
      • equals

        public boolean equals​(java.lang.Object o)
        Overrides:
        equals in class java.lang.Object
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class java.lang.Object
      • toString

        public java.lang.String toString()
        Overrides:
        toString in class java.lang.Object