Package org.isda.cdm

Class PaymentDates

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

    @RosettaClass
    @RosettaSynonym(value="PaymentDates",source="FpML_5_10") @RosettaSynonym(value="PaymentDates",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="PaymentDates",source="DTCC_11_0") @RosettaSynonym(value="PaymentDates",source="DTCC_9_0") @RosettaSynonym(value="PaymentDates",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="PaymentDates",source="FpML_5_10")
    public class PaymentDates
    extends com.rosetta.model.lib.RosettaModelObject
    implements com.rosetta.model.lib.GlobalKey
    A class to specify the parameters to generate the payment date schedule, either through a parametric representation or by reference to other dates specified in the instance document (e.g. the reset dates or valuation dates). The CDM representation combines the FpML payment dates representation for interest rate and total return swap products by providing the ability to specify the payment dates as a function of some other dates specified in the instance document.
    Version:
    2.5.4
    • Method Detail

      • getDateRelativeTo

        @RosettaSynonym(value="dateRelativeTo",source="FpML_5_10",path="paymentDatesInterim.relativeDates") @RosettaSynonym(value="dateRelativeTo",source="FpML_5_10",path="relativeDates")
        public final BasicReferenceWithMetaDate getDateRelativeTo()
        The anchor date when the payment dates are specified by reference to a set of dates specified somewhere else in the instance document/transaction, e.g. the valuation dates as typically the case for equity swaps. When this attribute is specified, the paymentDaysOffset and the paymentDatesAdjustments also need to specified.
      • getFirstPaymentDate

        @RosettaSynonym(value="firstPaymentDate",source="FpML_5_10") @RosettaSynonym(value="firstPaymentDate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="firstPaymentDate",source="DTCC_11_0") @RosettaSynonym(value="firstPaymentDate",source="DTCC_9_0") @RosettaSynonym(value="firstPaymentDate",source="CME_ClearedConfirm_1_17")
        public final com.rosetta.model.lib.records.Date getFirstPaymentDate()
        The first unadjusted payment date. This day may be subject to adjustment in accordance with any business day convention specified in paymentDatesAdjustments. This element must only be included if there is an initial stub. This date will normally correspond to an unadjusted calculation period start or end date. This is true even if early or delayed payment is specified to be applicable since the actual first payment date will be the specified number of days before or after the applicable adjusted calculation period start or end date with the resulting payment date then being adjusted in accordance with any business day convention specified in paymentDatesAdjustments.
      • getLastPaymentDate

        public final LastRegularPaymentDate getLastPaymentDate()
        The last payment date. In the case of interest rate swaps, FpML specifies that this date must only be included if there is a final stub, with all calculation periods after this date contributing to the final payment.
      • getMeta

        public final MetaFields getMeta()
        Specified by:
        getMeta in interface com.rosetta.model.lib.GlobalKey
      • getPayRelativeTo

        @RosettaSynonym(value="payRelativeTo",source="FpML_5_10") @RosettaSynonym(value="payRelativeTo",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="payRelativeTo",source="DTCC_11_0") @RosettaSynonym(value="payRelativeTo",source="DTCC_9_0") @RosettaSynonym(value="payRelativeTo",source="CME_ClearedConfirm_1_17")
        public final PayRelativeToEnum getPayRelativeTo()
        Specifies whether the payments occur relative to each adjusted calculation period start date or end date, each reset date, valuation date or the last pricing date. Calculation period start date means relative to the start of the first calculation period contributing to a given payment. Similarly, calculation period end date means the end of the last calculation period contributing to a given payment. The valuation date is applicable for Brazilian-CDI and equity swaps.
      • getPaymentDatesAdjustments

        @RosettaSynonym(value="paymentDatesAdjustments",source="FpML_5_10") @RosettaSynonym(value="paymentDatesAdjustments",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="paymentDatesAdjustments",source="DTCC_11_0") @RosettaSynonym(value="paymentDatesAdjustments",source="DTCC_9_0") @RosettaSynonym(value="paymentDatesAdjustments",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="relativeDates",source="FpML_5_10",path="paymentDatesInterim")
        public final BusinessDayAdjustments getPaymentDatesAdjustments()
        The definition of the business day convention and financial business centers used for adjusting the payment date if it would otherwise fall on a day that is not a business day in the specified business center.
      • getPaymentDaysOffset

        @RosettaSynonym(value="paymentDaysOffset",source="FpML_5_10") @RosettaSynonym(value="paymentDaysOffset",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="paymentDaysOffset",source="DTCC_11_0") @RosettaSynonym(value="paymentDaysOffset",source="DTCC_9_0") @RosettaSynonym(value="paymentDaysOffset",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="relativeDates",source="FpML_5_10",path="paymentDatesInterim") @RosettaSynonym(value="relativeDates",source="FpML_5_10",path="")
        public final Offset getPaymentDaysOffset()
        If early payment or delayed payment is required, specifies the number of days offset that the payment occurs relative to what would otherwise be the unadjusted payment date. The offset can be specified in terms of either calendar or business days. Even in the case of a calendar days offset, the resulting payment date, adjusted for the specified calendar days offset, will still be adjusted in accordance with the specified payment dates adjustments. This element should only be included if early or delayed payment is applicable, i.e. if the periodMultiplier element value is not equal to zero. An early payment would be indicated by a negative periodMultiplier element value and a delayed payment (or payment lag) would be indicated by a positive periodMultiplier element value.
      • getPaymentFrequency

        @RosettaSynonym(value="paymentFrequency",source="FpML_5_10") @RosettaSynonym(value="paymentFrequency",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="paymentFrequency",source="DTCC_11_0") @RosettaSynonym(value="paymentFrequency",source="DTCC_9_0") @RosettaSynonym(value="paymentFrequency",source="CME_ClearedConfirm_1_17")
        public final Frequency getPaymentFrequency()
        The frequency at which regular payment dates occur. If the payment frequency is equal to the frequency defined in the calculation period dates component then one calculation period contributes to each payment amount. If the payment frequency is less frequent than the frequency defined in the calculation period dates component then more than one calculation period will contribute to the payment amount. A payment frequency more frequent than the calculation period frequency or one that is not a multiple of the calculation period frequency is invalid. If the payment frequency is of value T (term), the period is defined by the effectiveDate and the terminationDate.
      • metaData

        public com.rosetta.model.lib.meta.RosettaMetaData<? extends PaymentDates> metaData()
        Specified by:
        metaData in class com.rosetta.model.lib.RosettaModelObject
      • process

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

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

        public int hashCode()
        Overrides:
        hashCode in class java.lang.Object
      • toString

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