Package org.isda.cdm
Class FxFixingDate
- 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.FxFixingDate
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- 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
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
FxFixingDate.FxFixingDateBuilder
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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 FxFixingDate.FxFixingDateBuilder
builder()
boolean
equals(java.lang.Object o)
BusinessCenters
getBusinessCenters()
ReferenceWithMetaBusinessCenters
getBusinessCentersReference()
A 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.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.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.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends FxFixingDate>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
FxFixingDate.FxFixingDateBuilder
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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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 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") 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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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.
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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.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends FxFixingDate> metaData()
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toBuilder
public FxFixingDate.FxFixingDateBuilder toBuilder()
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builder
public static FxFixingDate.FxFixingDateBuilder 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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