Package org.isda.cdm

Class RelativeDates

  • All Implemented Interfaces:
    com.rosetta.model.lib.GlobalKey

    @RosettaClass
    @RosettaSynonym(value="RelativeDates",
                    source="FpML_5_10")
    public class RelativeDates
    extends RelativeDateOffset
    A class describing a set of dates defined as relative to another set of dates.
    Version:
    2.5.4
    • Method Detail

      • getPeriodSkip

        @RosettaSynonym(value="periodSkip",source="FpML_5_10") @RosettaSynonym(value="periodSkip",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="periodSkip",source="DTCC_11_0") @RosettaSynonym(value="periodSkip",source="DTCC_9_0") @RosettaSynonym(value="periodSkip",source="CME_ClearedConfirm_1_17")
        public final java.lang.Integer getPeriodSkip()
        The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.
      • getScheduleBounds

        @RosettaSynonym(value="scheduleBounds",source="FpML_5_10") @RosettaSynonym(value="scheduleBounds",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="scheduleBounds",source="DTCC_11_0") @RosettaSynonym(value="scheduleBounds",source="DTCC_9_0") @RosettaSynonym(value="scheduleBounds",source="CME_ClearedConfirm_1_17")
        public final DateRange getScheduleBounds()
        The first and last dates of a schedule. This can be used to restrict the range of values in a reference series of dates.
      • process

        public void process​(com.rosetta.model.lib.path.RosettaPath path,
                            com.rosetta.model.lib.process.Processor processor)
        Overrides:
        process in class RelativeDateOffset