Package org.isda.cdm

Class CalculationPeriodFrequency

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

    @RosettaClass
    @RosettaSynonym(value="CalculationPeriodFrequency",
                    source="FpML_5_10")
    public class CalculationPeriodFrequency
    extends Frequency
    A class to specify the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and their roll date convention.
    Version:
    2.5.4
    • Method Detail

      • getRollConvention

        @RosettaSynonym(value="rollConvention",source="FpML_5_10") @RosettaSynonym(value="rollConvention",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="rollConvention",source="DTCC_11_0") @RosettaSynonym(value="rollConvention",source="DTCC_9_0") @RosettaSynonym(value="rollConvention",source="CME_ClearedConfirm_1_17")
        public final RollConventionEnum getRollConvention()
        The roll convention specifies the period term as part of a periodic schedule, i.e. the calculation period end date within the regular part of the calculation period. The value could be a rule, e.g. IMM Settlement Dates, which is the 3rd Wednesday of the month, or it could be a specific day of the month, such as the first day of the applicable month. It is used in conjunction with a frequency and the regular period start date of a calculation period.
      • process

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

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

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