Interface BusinessDayOffset

All Superinterfaces:
com.rosetta.model.lib.GlobalKey, Period, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
BusinessDayOffset.BusinessDayOffsetBuilder, FloatingRateIndexFixingOffset, FloatingRateIndexFixingOffset.FloatingRateIndexFixingOffsetBuilder
All Known Implementing Classes:
BusinessDayOffset.BusinessDayOffsetBuilderImpl, BusinessDayOffset.BusinessDayOffsetImpl, FloatingRateIndexFixingOffset.FloatingRateIndexFixingOffsetBuilderImpl, FloatingRateIndexFixingOffset.FloatingRateIndexFixingOffsetImpl

@RosettaDataType(value="BusinessDayOffset", builder=BusinessDayOffsetBuilderImpl.class, version="7.0.0-dev.105") @RuneDataType(value="BusinessDayOffset", model="cdm", builder=BusinessDayOffsetBuilderImpl.class, version="7.0.0-dev.105") public interface BusinessDayOffset extends Period
This allows an offset to be specified as, for instance, N business days, with a business centers specified as included.
Version:
7.0.0-dev.105
  • Field Details

  • Method Details

    • getBusinessCenters

      BusinessCenters getBusinessCenters()
      The business centers for the offset.
    • getFixingOffsetDefinition

      String getFixingOffsetDefinition()
      Legal text that underlies the Fixing Offset. ISDA Fixing Offset Definition. (e.g. One day that is either a Sydney Business Day or a Melbourne Business Day following the Reset Date)
    • getFixingOffsetReason

      String getFixingOffsetReason()
      Fixing Offset Reason
    • build

      Build Methods
      Specified by:
      build in interface Period
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject
    • toBuilder

      Specified by:
      toBuilder in interface Period
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject
    • builder

    • metaData

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

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