Package org.isda.cdm
Class CalculationPeriodFrequency
- java.lang.Object
-
- com.rosetta.model.lib.RosettaModelObject
-
- org.isda.cdm.Frequency
-
- org.isda.cdm.CalculationPeriodFrequency
-
- All Implemented Interfaces:
com.rosetta.model.lib.GlobalKey
@RosettaClass @RosettaSynonym(value="CalculationPeriodFrequency", source="FpML_5_10") public class CalculationPeriodFrequency extends Frequency
A class to specify the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and their roll date convention.- Version:
- 2.5.4
-
-
Nested Class Summary
Nested Classes Modifier and Type Class Description static class
CalculationPeriodFrequency.CalculationPeriodFrequencyBuilder
-
Nested classes/interfaces inherited from class org.isda.cdm.Frequency
Frequency.FrequencyBuilder
-
-
Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static CalculationPeriodFrequency.CalculationPeriodFrequencyBuilder
builder()
boolean
equals(java.lang.Object o)
RollConventionEnum
getRollConvention()
The roll convention specifies the period term as part of a periodic schedule, i.e.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends CalculationPeriodFrequency>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
CalculationPeriodFrequency.CalculationPeriodFrequencyBuilder
toBuilder()
java.lang.String
toString()
-
Methods inherited from class org.isda.cdm.Frequency
getMeta, getPeriod, getPeriodMultiplier
-
-
-
-
Method Detail
-
getRollConvention
@RosettaSynonym(value="rollConvention",source="FpML_5_10") @RosettaSynonym(value="rollConvention",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="rollConvention",source="DTCC_11_0") @RosettaSynonym(value="rollConvention",source="DTCC_9_0") @RosettaSynonym(value="rollConvention",source="CME_ClearedConfirm_1_17") public final RollConventionEnum getRollConvention()
The roll convention specifies the period term as part of a periodic schedule, i.e. the calculation period end date within the regular part of the calculation period. The value could be a rule, e.g. IMM Settlement Dates, which is the 3rd Wednesday of the month, or it could be a specific day of the month, such as the first day of the applicable month. It is used in conjunction with a frequency and the regular period start date of a calculation period.
-
metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends CalculationPeriodFrequency> metaData()
-
toBuilder
public CalculationPeriodFrequency.CalculationPeriodFrequencyBuilder toBuilder()
-
builder
public static CalculationPeriodFrequency.CalculationPeriodFrequencyBuilder builder()
-
process
public void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
-
-