Package org.isda.cdm
Class RelativeDateOffset
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.Period
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- org.isda.cdm.Offset
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- org.isda.cdm.RelativeDateOffset
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- 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
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
RelativeDateOffset.RelativeDateOffsetBuilder
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Nested classes/interfaces inherited from class org.isda.cdm.Offset
Offset.OffsetBuilder
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Nested classes/interfaces inherited from class org.isda.cdm.Period
Period.PeriodBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static RelativeDateOffset.RelativeDateOffsetBuilder
builder()
boolean
equals(java.lang.Object o)
com.rosetta.model.lib.records.Date
getAdjustedDate()
The date once the adjustment has been performed.BusinessCenters
getBusinessCenters()
ReferenceWithMetaBusinessCenters
getBusinessCentersReference()
A pointer style reference to a set of financial business centers defined elsewhere in the document.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.BasicReferenceWithMetaDate
getDateRelativeTo()
Specifies the anchor as an href attribute.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends RelativeDateOffset>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
RelativeDateOffset.RelativeDateOffsetBuilder
toBuilder()
java.lang.String
toString()
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Methods inherited from class org.isda.cdm.Offset
getDayType
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Methods inherited from class org.isda.cdm.Period
getMeta, getPeriod, getPeriodMultiplier
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Method Detail
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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).
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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()
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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.
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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).
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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.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends RelativeDateOffset> metaData()
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toBuilder
public RelativeDateOffset.RelativeDateOffsetBuilder toBuilder()
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builder
public static RelativeDateOffset.RelativeDateOffsetBuilder builder()
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process
public void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
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