Package org.isda.cdm
Class ResetFrequency
- java.lang.Object
-
- com.rosetta.model.lib.RosettaModelObject
-
- org.isda.cdm.Frequency
-
- org.isda.cdm.ResetFrequency
-
- All Implemented Interfaces:
com.rosetta.model.lib.GlobalKey
@RosettaClass @RosettaSynonym(value="ResetFrequency", source="FpML_5_10") public class ResetFrequency extends Frequency
A class defining the reset frequency. In the case of a weekly reset, also specifies the day of the week that the reset occurs. If the reset frequency is greater than the calculation period frequency the this implies that more or more reset dates is established for each calculation period and some form of rate averaging is applicable. The specific averaging method of calculation is specified in FloatingRateCalculation. In case the reset frequency is of value T (term), the period is defined by the swap/swapStream/calculationPerioDates/effectiveDate and the swap/swapStream/calculationPerioDates/terminationDate.- Version:
- 2.5.4
-
-
Nested Class Summary
Nested Classes Modifier and Type Class Description static class
ResetFrequency.ResetFrequencyBuilder
-
Nested classes/interfaces inherited from class org.isda.cdm.Frequency
Frequency.FrequencyBuilder
-
-
Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static ResetFrequency.ResetFrequencyBuilder
builder()
boolean
equals(java.lang.Object o)
WeeklyRollConventionEnum
getWeeklyRollConvention()
The day of the week on which a weekly reset date occurs.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends ResetFrequency>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
ResetFrequency.ResetFrequencyBuilder
toBuilder()
java.lang.String
toString()
-
Methods inherited from class org.isda.cdm.Frequency
getMeta, getPeriod, getPeriodMultiplier
-
-
-
-
Method Detail
-
getWeeklyRollConvention
@RosettaSynonym(value="weeklyRollConvention",source="FpML_5_10") @RosettaSynonym(value="weeklyRollConvention",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="weeklyRollConvention",source="DTCC_11_0") @RosettaSynonym(value="weeklyRollConvention",source="DTCC_9_0") @RosettaSynonym(value="weeklyRollConvention",source="CME_ClearedConfirm_1_17") public final WeeklyRollConventionEnum getWeeklyRollConvention()
The day of the week on which a weekly reset date occurs. This element must be included if the reset frequency is defined as weekly and not otherwise.
-
metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends ResetFrequency> metaData()
-
toBuilder
public ResetFrequency.ResetFrequencyBuilder toBuilder()
-
builder
public static ResetFrequency.ResetFrequencyBuilder builder()
-
process
public void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
-
-