Package cdm.event.common

Interface IndexTransitionInstruction.IndexTransitionInstructionBuilder

All Superinterfaces:

IndexTransitionInstruction, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

All Known Implementing Classes:

IndexTransitionInstruction.IndexTransitionInstructionBuilderImpl

Enclosing interface:

IndexTransitionInstruction

public static interface IndexTransitionInstruction.IndexTransitionInstructionBuilder
extends IndexTransitionInstruction, com.rosetta.model.lib.RosettaModelObjectBuilder

Builder Interface

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.event.common.IndexTransitionInstruction

IndexTransitionInstruction.IndexTransitionInstructionBuilder, IndexTransitionInstruction.IndexTransitionInstructionBuilderImpl, IndexTransitionInstruction.IndexTransitionInstructionImpl

Field Summary

Fields inherited from interface cdm.event.common.IndexTransitionInstruction

metaData

Method Summary

Modifier and Type	Method	Description
IndexTransitionInstruction.IndexTransitionInstructionBuilder	addPriceQuantity(PriceQuantity priceQuantity)
IndexTransitionInstruction.IndexTransitionInstructionBuilder	addPriceQuantity(PriceQuantity priceQuantity, int idx)
IndexTransitionInstruction.IndexTransitionInstructionBuilder	addPriceQuantity(List<? extends PriceQuantity> priceQuantity)
Transfer.TransferBuilder	getCashTransfer()	Specifies the cash transfer that can optionally be tied to an index transition event.
Transfer.TransferBuilder	getOrCreateCashTransfer()
PriceQuantity.PriceQuantityBuilder	getOrCreatePriceQuantity(int index)
List<? extends PriceQuantity.PriceQuantityBuilder>	getPriceQuantity()	Specifies both new floating rate index and spread adjustment for each leg to be updated.
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
IndexTransitionInstruction.IndexTransitionInstructionBuilder	prune()
IndexTransitionInstruction.IndexTransitionInstructionBuilder	setCashTransfer(Transfer cashTransfer)
IndexTransitionInstruction.IndexTransitionInstructionBuilder	setEffectiveDate(com.rosetta.model.lib.records.Date effectiveDate)
IndexTransitionInstruction.IndexTransitionInstructionBuilder	setPriceQuantity(List<? extends PriceQuantity> priceQuantity)

Methods inherited from interface cdm.event.common.IndexTransitionInstruction

build, getEffectiveDate, getType, metaData, process, toBuilder

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

processRosetta, processRosetta

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

getIndex, hasData, merge, processRosetta, processRosetta

Method Details

getOrCreatePriceQuantity

PriceQuantity.PriceQuantityBuilder getOrCreatePriceQuantity(int index)

getPriceQuantity

List<? extends PriceQuantity.PriceQuantityBuilder> getPriceQuantity()

Description copied from interface: IndexTransitionInstruction

Specifies both new floating rate index and spread adjustment for each leg to be updated. The spread adjustment accounts for the difference between the old floating rate index relative to the new one. This spread amount is added to the existing spread to determine the new spread, which is applied from the specified effective date forward. In the case of the IBOR Fallback Rate Adjustments, the adjustment spread (also known as the Fallback Adjustment) accounts for two distinctions: i) the fact that the replacement Risk-Free Rate is an overnight rate while IBORs have term structures (e.g., 1, 3, 6-month LIBOR); and (ii) the historical spread differential between IBORs and their term equivalent Overnight Risk-Free Rate compounded rates.

Specified by:

getPriceQuantity in interface IndexTransitionInstruction

getOrCreateCashTransfer

Transfer.TransferBuilder getOrCreateCashTransfer()

getCashTransfer

Transfer.TransferBuilder getCashTransfer()

Description copied from interface: IndexTransitionInstruction

Specifies the cash transfer that can optionally be tied to an index transition event.

Specified by:

getCashTransfer in interface IndexTransitionInstruction

addPriceQuantity

IndexTransitionInstruction.IndexTransitionInstructionBuilder addPriceQuantity(PriceQuantity priceQuantity)

addPriceQuantity

IndexTransitionInstruction.IndexTransitionInstructionBuilder addPriceQuantity(PriceQuantity priceQuantity,
 int idx)

addPriceQuantity

IndexTransitionInstruction.IndexTransitionInstructionBuilder addPriceQuantity(List<? extends PriceQuantity> priceQuantity)

setPriceQuantity

IndexTransitionInstruction.IndexTransitionInstructionBuilder setPriceQuantity(List<? extends PriceQuantity> priceQuantity)

setEffectiveDate

IndexTransitionInstruction.IndexTransitionInstructionBuilder setEffectiveDate(com.rosetta.model.lib.records.Date effectiveDate)

setCashTransfer

IndexTransitionInstruction.IndexTransitionInstructionBuilder setCashTransfer(Transfer cashTransfer)

process

default void process(com.rosetta.model.lib.path.RosettaPath path,
 com.rosetta.model.lib.process.BuilderProcessor processor)

Specified by:

process in interface com.rosetta.model.lib.RosettaModelObjectBuilder

prune

IndexTransitionInstruction.IndexTransitionInstructionBuilder prune()

Specified by:

prune in interface com.rosetta.model.lib.RosettaModelObjectBuilder