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
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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 TypeMethodDescriptionaddPriceQuantity(PriceQuantity priceQuantity) addPriceQuantity(PriceQuantity priceQuantity, int idx) addPriceQuantity(List<? extends PriceQuantity> priceQuantity) Specifies the cash transfer that can optionally be tied to an index transition event.getOrCreatePriceQuantity(int index) List<? extends PriceQuantity.PriceQuantityBuilder> Specifies both new floating rate index and spread adjustment for each leg to be updated.default voidprocess(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor) prune()setCashTransfer(Transfer cashTransfer) setEffectiveDate(com.rosetta.model.lib.records.Date effectiveDate) setPriceQuantity(List<? extends PriceQuantity> priceQuantity) Methods inherited from interface cdm.event.common.IndexTransitionInstruction
build, getEffectiveDate, getType, metaData, process, toBuilderMethods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosettaMethods inherited from interface com.rosetta.model.lib.RosettaModelObjectBuilder
getIndex, hasData, merge, processRosetta, processRosetta
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Method Details
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getOrCreatePriceQuantity
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getPriceQuantity
List<? extends PriceQuantity.PriceQuantityBuilder> getPriceQuantity()Description copied from interface:IndexTransitionInstructionSpecifies 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:
getPriceQuantityin interfaceIndexTransitionInstruction
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getOrCreateCashTransfer
Transfer.TransferBuilder getOrCreateCashTransfer() -
getCashTransfer
Transfer.TransferBuilder getCashTransfer()Description copied from interface:IndexTransitionInstructionSpecifies the cash transfer that can optionally be tied to an index transition event.- Specified by:
getCashTransferin interfaceIndexTransitionInstruction
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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
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process
default void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor) - Specified by:
processin interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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prune
- Specified by:
prunein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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