Package cdm.base.math

Interface DatedValue

All Superinterfaces:
com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
DatedValue.DatedValueBuilder
All Known Implementing Classes:
DatedValue.DatedValueBuilderImpl, DatedValue.DatedValueImpl
@RosettaDataType(value="DatedValue", builder=DatedValueBuilderImpl.class, version="5.30.0") @RuneDataType(value="DatedValue", model="cdm", builder=DatedValueBuilderImpl.class, version="5.30.0") public interface DatedValue extends com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.GlobalKey
Defines a date and value pair. This definition is used for varying rate or amount schedules, e.g. a notional amortisation or a step-up coupon schedule.
Version:
5.30.0

  • Nested Class Summary

    Nested Classes
    Modifier and Type
    Interface
    Description
    static interface 
    DatedValue.DatedValueBuilder
    Builder Interface
    static class 
    DatedValue.DatedValueBuilderImpl
    Builder Implementation of DatedValue
    static class 
    DatedValue.DatedValueImpl
    Immutable Implementation of DatedValue

    Nested classes/interfaces inherited from interface com.rosetta.model.lib.GlobalKey

    com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    static final DatedValueMeta
    metaData
     

  • Method Summary

    Modifier and Type
    Method
    Description
    DatedValue
    build()
    Build Methods
    static DatedValue.DatedValueBuilder
    builder()
     
    com.rosetta.model.lib.records.Date
    getDate()
    The date on which the associated step value becomes effective.
    com.rosetta.model.metafields.MetaFields
    getMeta()
     
    default Class<? extends DatedValue>
    getType()
     
    BigDecimal
    getValue()
    The rate of amount which becomes effective on the associated step date.
    default com.rosetta.model.lib.meta.RosettaMetaData<? extends DatedValue>
    metaData()
    Utility Methods
    default void
    process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
     
    DatedValue.DatedValueBuilder
    toBuilder()
     

    Methods inherited from interface com.rosetta.model.lib.RosettaModelObject

    processRosetta, processRosetta

  • Field Details

  • Method Details

    • getDate

      com.rosetta.model.lib.records.Date getDate()
      The date on which the associated step value becomes effective. This day may be subject to adjustment in accordance with a business day convention.

    • getValue

      BigDecimal getValue()
      The rate of amount which becomes effective on the associated step date. A rate of 5% would be represented as 0.05.

    • getMeta

      com.rosetta.model.metafields.MetaFields getMeta()
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey

    • build

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

    • toBuilder

      DatedValue.DatedValueBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static DatedValue.DatedValueBuilder builder()

    • metaData

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

    • getType

      @RuneAttribute("@type") default Class<? extends DatedValue> 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