Record Class IsdaCdsModel.Conventions

java.lang.Object
java.lang.Record
com.quantfinlib.credit.IsdaCdsModel.Conventions
Record Components:
calendar - business-day calendar for accrual, payment and settlement adjustment
halfDayAccrual - add half a day of accrued coupon at default (mid-day default convention)
Enclosing class:
IsdaCdsModel
public static record IsdaCdsModel.Conventions(BusinessCalendar calendar, boolean halfDayAccrual) extends Record
Model conventions beyond the contract terms.

  • Field Details

    • DEFAULT

      public static final IsdaCdsModel.Conventions DEFAULT
      The 2.1 behaviour: weekends only, no half-day adjustment.

  • Constructor Details

    • Conventions

      public Conventions(BusinessCalendar calendar, boolean halfDayAccrual)
      Validates the calendar.

  • Method Details

    • of

      public static IsdaCdsModel.Conventions of(BusinessCalendar calendar)
      Conventions with a holiday calendar and no half-day adjustment.
      Parameters:
      calendar - the calendar
      Returns:
      the conventions

    • withHalfDayAccrual

      public IsdaCdsModel.Conventions withHalfDayAccrual(boolean on)
      The same calendar with the half-day option set.
      Parameters:
      on - whether to apply the half-day adjustment
      Returns:
      new conventions

    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object

    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object

    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. Reference components are compared with Objects::equals(Object,Object); primitive components are compared with the compare method from their corresponding wrapper classes.
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.

    • calendar

      public BusinessCalendar calendar()
      Returns the value of the calendar record component.
      Returns:
      the value of the calendar record component

    • halfDayAccrual

      public boolean halfDayAccrual()
      Returns the value of the halfDayAccrual record component.
      Returns:
      the value of the halfDayAccrual record component