Package org.isda.cdm

Class FxFixingDate

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

    @RosettaClass
    @RosettaSynonym(value="FxFixingDate",
                    source="FpML_5_10")
    public class FxFixingDate
    extends Offset
    A class that is extending the Offset structure for providing the ability to specify an FX fixing date as an offset to dates specified somewhere else in the document.
    Version:
    2.5.4
    • Method Detail

      • 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 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")
        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).
      • getDateRelativeToCalculationPeriodDates

        @RosettaSynonym(value="dateRelativeToCalculationPeriodDates",source="FpML_5_10") @RosettaSynonym(value="dateRelativeToCalculationPeriodDates",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="dateRelativeToCalculationPeriodDates",source="DTCC_11_0") @RosettaSynonym(value="dateRelativeToCalculationPeriodDates",source="DTCC_9_0") @RosettaSynonym(value="dateRelativeToCalculationPeriodDates",source="CME_ClearedConfirm_1_17")
        public final DateRelativeToCalculationPeriodDates getDateRelativeToCalculationPeriodDates()
        The calculation period references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure. Implemented for Brazilian-CDI swaps where it will refer to the termination date of the appropriate leg.
      • getDateRelativeToPaymentDates

        @RosettaSynonym(value="dateRelativeToPaymentDates",source="FpML_5_10") @RosettaSynonym(value="dateRelativeToPaymentDates",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="dateRelativeToPaymentDates",source="DTCC_11_0") @RosettaSynonym(value="dateRelativeToPaymentDates",source="DTCC_9_0") @RosettaSynonym(value="dateRelativeToPaymentDates",source="CME_ClearedConfirm_1_17")
        public final DateRelativeToPaymentDates getDateRelativeToPaymentDates()
        The payment date references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure.
      • metaData

        public com.rosetta.model.lib.meta.RosettaMetaData<? extends FxFixingDate> metaData()
        Overrides:
        metaData in class Offset
      • 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