Package cdm.product.common.schedule

Interface ObservationTerms

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
ObservationTerms.ObservationTermsBuilder
All Known Implementing Classes:
ObservationTerms.ObservationTermsBuilderImpl, ObservationTerms.ObservationTermsImpl
@RosettaDataType(value="ObservationTerms", builder=ObservationTermsBuilderImpl.class, version="6.19.0") @RuneDataType(value="ObservationTerms", model="cdm", builder=ObservationTermsBuilderImpl.class, version="6.19.0") public interface ObservationTerms extends com.rosetta.model.lib.RosettaModelObject
Class containing terms that are associated with observing a price/benchmark/index across either single or multiple observations.
Version:
6.19.0

  • Field Details

  • Method Details

    • getObservationTime

      BusinessCenterTime getObservationTime()
      Defines time in respect to a business calendar location that the price/benchmark/index is observed

    • getObservationTimeType

      TimeTypeEnum getObservationTimeType()
      The enumerated values to specify points in the day when option exercise and valuation can occur.

    • getInformationSource

      FxSpotRateSource getInformationSource()
      The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.

    • getPrecision

      Rounding getPrecision()
      Defines rounding rules and precision to be used in the rounding of observations.

    • getCalculationPeriodDates

      CalculationPeriodDates getCalculationPeriodDates()
      Defines parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods. A calculation period schedule consists of an optional initial stub calculation period, one or more regular calculation periods and an optional final stub calculation period. In the absence of any initial or final stub calculation periods, the regular part of the calculation period schedule is assumed to be between the effective date and the termination date. No implicit stubs are allowed, i.e. stubs must be explicitly specified using an appropriate combination of firstPeriodStartDate, firstRegularPeriodStartDate and lastRegularPeriodEndDate.

    • getObservationDates

      ObservationDates getObservationDates()
      Describes date details for a set of observation dates in parametric or non-parametric form.

    • getNumberOfObservationDates

      Integer getNumberOfObservationDates()
      The number of observation dates between observation start date and observation end date.

    • build

      ObservationTerms build()
      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      ObservationTerms.ObservationTermsBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static ObservationTerms.ObservationTermsBuilder builder()

    • metaData

      default com.rosetta.model.lib.meta.RosettaMetaData<? extends ObservationTerms> metaData()
      Utility Methods
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject

    • getType

      @RuneAttribute("@type") default Class<? extends ObservationTerms> getType()
      Specified by:
      getType in interface com.rosetta.model.lib.RosettaModelObject

    • process

      default void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
      Specified by:
      process in interface com.rosetta.model.lib.RosettaModelObject