Package org.isda.cdm

Class MultipleValuationDates


  • @RosettaClass
    @RosettaSynonym(value="MultipleValuationDates",
                    source="FpML_5_10")
    public class MultipleValuationDates
    extends SingleValuationDate
    Version:
    2.5.4
    • Method Detail

      • getBusinessDaysThereafter

        @RosettaSynonym(value="businessDaysThereafter",source="FpML_5_10") @RosettaSynonym(value="businessDaysThereafter",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="businessDaysThereafter",source="DTCC_11_0") @RosettaSynonym(value="businessDaysThereafter",source="DTCC_9_0") @RosettaSynonym(value="businessDaysThereafter",source="CME_ClearedConfirm_1_17")
        public final java.lang.Integer getBusinessDaysThereafter()
        The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. ISDA 2003 Term: Business Days thereafter.
      • getNumberValuationDates

        @RosettaSynonym(value="numberValuationDates",source="FpML_5_10") @RosettaSynonym(value="numberValuationDates",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="numberValuationDates",source="DTCC_11_0") @RosettaSynonym(value="numberValuationDates",source="DTCC_9_0") @RosettaSynonym(value="numberValuationDates",source="CME_ClearedConfirm_1_17")
        public final java.lang.Integer getNumberValuationDates()
        Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies (a) the number of applicable valuation dates, and (b) the number of business days after satisfaction of all conditions to settlement when the first such valuation date occurs, and (c) the number of business days thereafter of each successive valuation date. ISDA 2003 Term: Multiple Valuation Dates.
      • process

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