Package org.isda.cdm
Class ResetDates
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.ResetDates
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- All Implemented Interfaces:
com.rosetta.model.lib.GlobalKey
@RosettaClass @RosettaSynonym(value="ResetDates",source="FpML_5_10") @RosettaSynonym(value="ResetDates",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ResetDates",source="DTCC_11_0") @RosettaSynonym(value="ResetDates",source="DTCC_9_0") @RosettaSynonym(value="ResetDates",source="CME_ClearedConfirm_1_17") public class ResetDates extends com.rosetta.model.lib.RosettaModelObject implements com.rosetta.model.lib.GlobalKey
A class defining the parameters used to generate the reset dates schedule and associated fixing dates. The reset dates are the dates on which the new index value (which is observed on the fixing date) is applied for each period and on which the interest rate hence begins to accrue.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
ResetDates.ResetDatesBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static ResetDates.ResetDatesBuilder
builder()
boolean
equals(java.lang.Object o)
ReferenceWithMetaCalculationPeriodDates
getCalculationPeriodDatesReference()
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.AdjustableDate
getFinalFixingDate()
This attribute is not part of the FpML ResetDate, and has been added as part of the CDM to support the credit derivatives final fixing date.RelativeDateOffset
getFixingDates()
The fixing dates are the dates on which the index values are observed.InitialFixingDate
getInitialFixingDate()
The initial fixing date.MetaFields
getMeta()
Offset
getRateCutOffDaysOffset()
Specifies the number of business days before the period end date when the rate cut-off date is assumed to apply.BusinessDayAdjustments
getResetDatesAdjustments()
The definition of the business day convention and financial business centers used for adjusting the reset date if it would otherwise fall on a day that is not a business day in the specified business center.ResetFrequency
getResetFrequency()
The frequency at which the reset dates occur.ResetRelativeToEnum
getResetRelativeTo()
Specifies whether the reset dates are determined with respect to each adjusted calculation period start date or adjusted calculation period end date.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends ResetDates>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
ResetDates.ResetDatesBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getCalculationPeriodDatesReference
@RosettaSynonym(value="calculationPeriodDatesReference",source="FpML_5_10",path="resetDates") @RosettaSynonym(value="calculationPeriodDatesReference",source="CME_SubmissionIRS_1_0",path="resetDates") @RosettaSynonym(value="calculationPeriodDatesReference",source="DTCC_11_0",path="resetDates") @RosettaSynonym(value="calculationPeriodDatesReference",source="DTCC_9_0",path="resetDates") @RosettaSynonym(value="calculationPeriodDatesReference",source="CME_ClearedConfirm_1_17",path="resetDates") @RosettaSynonym(value="calculationPeriodDatesReference",source="FpML_5_10",path="interestLegCalculationPeriodDates.interestLegResetDates") public final ReferenceWithMetaCalculationPeriodDates getCalculationPeriodDatesReference()
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
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getFinalFixingDate
@RosettaSynonym(value="finalFixingDate",source="FpML_5_10",path="periodicPayment.floatingAmountCalculation") @RosettaSynonym(value="finalFixingDate",source="CME_SubmissionIRS_1_0",path="periodicPayment.floatingAmountCalculation") @RosettaSynonym(value="finalFixingDate",source="DTCC_11_0",path="periodicPayment.floatingAmountCalculation") @RosettaSynonym(value="finalFixingDate",source="DTCC_9_0",path="periodicPayment.floatingAmountCalculation") @RosettaSynonym(value="finalFixingDate",source="CME_ClearedConfirm_1_17",path="periodicPayment.floatingAmountCalculation") public final AdjustableDate getFinalFixingDate()
This attribute is not part of the FpML ResetDate, and has been added as part of the CDM to support the credit derivatives final fixing date.
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getFixingDates
@RosettaSynonym(value="fixingDates",source="FpML_5_10",path="resetDates") @RosettaSynonym(value="fixingDates",source="CME_SubmissionIRS_1_0",path="resetDates") @RosettaSynonym(value="fixingDates",source="DTCC_11_0",path="resetDates") @RosettaSynonym(value="fixingDates",source="DTCC_9_0",path="resetDates") @RosettaSynonym(value="fixingDates",source="CME_ClearedConfirm_1_17",path="resetDates") @RosettaSynonym(value="fixingDateOffset",source="FpML_5_10") @RosettaSynonym(value="fixingDateOffset",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="fixingDateOffset",source="DTCC_11_0") @RosettaSynonym(value="fixingDateOffset",source="DTCC_9_0") @RosettaSynonym(value="fixingDateOffset",source="CME_ClearedConfirm_1_17") public final RelativeDateOffset getFixingDates()
The fixing dates are the dates on which the index values are observed. The fixing dates are specified by reference to the reset date through business days offset and an associated set of financial business centers. Normally these offset calculation rules will be those specified in the ISDA definition for the relevant floating rate index (ISDA's Floating Rate Option). However, non-standard offset calculation rules may apply for a trade if mutually agreed by the principal parties to the transaction.
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getInitialFixingDate
public final InitialFixingDate getInitialFixingDate()
The initial fixing date.
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getMeta
public final MetaFields getMeta()
- Specified by:
getMeta
in interfacecom.rosetta.model.lib.GlobalKey
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getRateCutOffDaysOffset
@RosettaSynonym(value="resetCutOffDaysOffset",source="FpML_5_10",path="resetDates") @RosettaSynonym(value="resetCutOffDaysOffset",source="CME_SubmissionIRS_1_0",path="resetDates") @RosettaSynonym(value="resetCutOffDaysOffset",source="DTCC_11_0",path="resetDates") @RosettaSynonym(value="resetCutOffDaysOffset",source="DTCC_9_0",path="resetDates") @RosettaSynonym(value="resetCutOffDaysOffset",source="CME_ClearedConfirm_1_17",path="resetDates") public final Offset getRateCutOffDaysOffset()
Specifies the number of business days before the period end date when the rate cut-off date is assumed to apply. The financial business centers associated with determining the rate cut-off date are those specified in the reset dates adjustments. The rate cut-off number of days must be a negative integer (a value of zero would imply no rate cut off applies in which case the rateCutOffDaysOffset element should not be included). The relevant rate for each reset date in the period from, and including, a rate cut-off date to, but excluding, the next applicable period end date (or, in the case of the last calculation period, the termination date) will (solely for purposes of calculating the floating amount payable on the next applicable payment date) be deemed to be the relevant rate in effect on that rate cut-off date. For example, if rate cut-off days for a daily averaging deal is -2 business days, then the refix rate applied on (period end date - 2 days) will also be applied as the reset on (period end date - 1 day), i.e. the actual number of reset dates remains the same but from the rate cut-off date until the period end date, the same refix rate is applied. Note that in the case of several calculation periods contributing to a single payment, the rate cut-off is assumed only to apply to the final calculation period contributing to that payment. The day type associated with the offset must imply a business days offset.
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getResetDatesAdjustments
@RosettaSynonym(value="resetDatesAdjustments",source="FpML_5_10",path="resetDates") @RosettaSynonym(value="resetDatesAdjustments",source="CME_SubmissionIRS_1_0",path="resetDates") @RosettaSynonym(value="resetDatesAdjustments",source="DTCC_11_0",path="resetDates") @RosettaSynonym(value="resetDatesAdjustments",source="DTCC_9_0",path="resetDates") @RosettaSynonym(value="resetDatesAdjustments",source="CME_ClearedConfirm_1_17",path="resetDates") public final BusinessDayAdjustments getResetDatesAdjustments()
The definition of the business day convention and financial business centers used for adjusting the reset date if it would otherwise fall on a day that is not a business day in the specified business center.
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getResetFrequency
@RosettaSynonym(value="resetFrequency",source="FpML_5_10",path="resetDates") @RosettaSynonym(value="resetFrequency",source="FpML_5_10",path="interestLegCalculationPeriodDates.interestLegResetDates") @RosettaSynonym(value="resetFrequency",source="CME_SubmissionIRS_1_0",path="resetDates") @RosettaSynonym(value="resetFrequency",source="CME_SubmissionIRS_1_0",path="interestLegCalculationPeriodDates.interestLegResetDates") @RosettaSynonym(value="resetFrequency",source="DTCC_11_0",path="resetDates") @RosettaSynonym(value="resetFrequency",source="DTCC_11_0",path="interestLegCalculationPeriodDates.interestLegResetDates") @RosettaSynonym(value="resetFrequency",source="DTCC_9_0",path="resetDates") @RosettaSynonym(value="resetFrequency",source="DTCC_9_0",path="interestLegCalculationPeriodDates.interestLegResetDates") @RosettaSynonym(value="resetFrequency",source="CME_ClearedConfirm_1_17",path="resetDates") @RosettaSynonym(value="resetFrequency",source="CME_ClearedConfirm_1_17",path="interestLegCalculationPeriodDates.interestLegResetDates") public final ResetFrequency getResetFrequency()
The frequency at which the reset dates occur. In the case of a weekly reset frequency, also specifies the day of the week that the reset occurs. If the reset frequency is greater than the calculation period frequency then this implies that more than one reset is established for each calculation period and some form of rate averaging is applicable.
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getResetRelativeTo
@RosettaSynonym(value="resetRelativeTo",source="FpML_5_10",path="resetDates") @RosettaSynonym(value="resetRelativeTo",source="CME_SubmissionIRS_1_0",path="resetDates") @RosettaSynonym(value="resetRelativeTo",source="DTCC_11_0",path="resetDates") @RosettaSynonym(value="resetRelativeTo",source="DTCC_9_0",path="resetDates") @RosettaSynonym(value="resetRelativeTo",source="CME_ClearedConfirm_1_17",path="resetDates") @RosettaSynonym(value="resetRelativeTo",source="FpML_5_10",path="interestLegCalculationPeriodDates.interestLegResetDates") public final ResetRelativeToEnum getResetRelativeTo()
Specifies whether the reset dates are determined with respect to each adjusted calculation period start date or adjusted calculation period end date. If the reset frequency is specified as daily this element must not be included.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends ResetDates> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public ResetDates.ResetDatesBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static ResetDates.ResetDatesBuilder builder()
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process
public void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
- Specified by:
process
in classcom.rosetta.model.lib.RosettaModelObject
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equals
public boolean equals(java.lang.Object o)
- Overrides:
equals
in classjava.lang.Object
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hashCode
public int hashCode()
- Overrides:
hashCode
in classjava.lang.Object
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toString
public java.lang.String toString()
- Overrides:
toString
in classjava.lang.Object
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