Package org.isda.cdm

Class RelativeDateOffset

  • All Implemented Interfaces:
    com.rosetta.model.lib.GlobalKey
    Direct Known Subclasses:
    AdjustedRelativeDateOffset, RelativeDates

    @RosettaClass
    @RosettaSynonym(value="RelativeDateOffset",
                    source="FpML_5_10")
    public class RelativeDateOffset
    extends Offset
    A class defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date). If the anchor date is itself an adjustable date then the offset is assumed to be calculated from the adjusted anchor date. A number of different scenarios can be supported, namely; 1) the derived date may simply be a number of calendar periods (days, weeks, months or years) preceding or following the anchor date; 2) the unadjusted derived date may be a number of calendar periods (days, weeks, months or years) preceding or following the anchor date with the resulting unadjusted derived date subject to adjustment in accordance with a specified business day convention, i.e. the derived date must fall on a good business day; 3) the derived date may be a number of business days preceding or following the anchor date. Note that the businessDayConvention specifies any required adjustment to the unadjusted derived date. A negative or positive value in the periodMultiplier indicates whether the unadjusted derived precedes or follows the anchor date. The businessDayConvention should contain a value NONE if the day type element contains a value of Business (since specifying a negative or positive business days offset would already guarantee that the derived date would fall on a good business day in the specified business centers).
    Version:
    2.5.4
    • Method Detail

      • getAdjustedDate

        @RosettaSynonym(value="adjustedDate",source="FpML_5_10") @RosettaSynonym(value="adjustedDate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="adjustedDate",source="DTCC_11_0") @RosettaSynonym(value="adjustedDate",source="DTCC_9_0") @RosettaSynonym(value="adjustedDate",source="CME_ClearedConfirm_1_17")
        public final com.rosetta.model.lib.records.Date getAdjustedDate()
        The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).
      • getBusinessCenters

        @RosettaSynonym(value="businessCenters",source="FpML_5_10") @RosettaSynonym(value="businessCenters",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="businessCenters",source="DTCC_11_0") @RosettaSynonym(value="businessCenters",source="DTCC_9_0") @RosettaSynonym(value="businessCenters",source="CME_ClearedConfirm_1_17")
        public final BusinessCenters getBusinessCenters()
      • getBusinessCentersReference

        @RosettaSynonym(value="businessCentersReference",source="FpML_5_10") @RosettaSynonym(value="businessCentersReference",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="businessCentersReference",source="DTCC_11_0") @RosettaSynonym(value="businessCentersReference",source="DTCC_9_0") @RosettaSynonym(value="businessCentersReference",source="CME_ClearedConfirm_1_17")
        public final ReferenceWithMetaBusinessCenters getBusinessCentersReference()
        A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.
      • getBusinessDayConvention

        @RosettaSynonym(value="businessDayConvention",source="FpML_5_10") @RosettaSynonym(value="businessDayConvention",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="businessDayConvention",source="DTCC_11_0") @RosettaSynonym(value="businessDayConvention",source="DTCC_9_0") @RosettaSynonym(value="businessDayConvention",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="businessDayConvention",source="FpML_5_10",path="dateOffset")
        public final BusinessDayConventionEnum getBusinessDayConvention()
        The convention for adjusting a date if it would otherwise fall on a day that is not a business day, as specified by an ISDA convention (e.g. Following, Precedent).
      • getDateRelativeTo

        @RosettaSynonym(value="dateRelativeTo",source="FpML_5_10") @RosettaSynonym(value="dateRelativeTo",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="dateRelativeTo",source="DTCC_11_0") @RosettaSynonym(value="dateRelativeTo",source="DTCC_9_0") @RosettaSynonym(value="dateRelativeTo",source="CME_ClearedConfirm_1_17")
        public final BasicReferenceWithMetaDate getDateRelativeTo()
        Specifies the anchor as an href attribute. The href attribute value is a pointer style reference to the element or component elsewhere in the document where the anchor date is defined.
      • process

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

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

        public int hashCode()
        Overrides:
        hashCode in class Offset
      • toString

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