Package cdm.event.common

Class IndexTransitionInstruction.IndexTransitionInstructionBuilderImpl

java.lang.Object

cdm.event.common.IndexTransitionInstruction.IndexTransitionInstructionBuilderImpl

All Implemented Interfaces:

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

Enclosing interface:

IndexTransitionInstruction

public static class IndexTransitionInstruction.IndexTransitionInstructionBuilderImpl
extends Object
implements IndexTransitionInstruction.IndexTransitionInstructionBuilder

Builder Implementation of IndexTransitionInstruction

Nested Class Summary

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

IndexTransitionInstruction.IndexTransitionInstructionBuilder, IndexTransitionInstruction.IndexTransitionInstructionBuilderImpl, IndexTransitionInstruction.IndexTransitionInstructionImpl

Field Summary

Fields

Modifier and Type	Field	Description
protected Transfer.TransferBuilder	cashTransfer
protected com.rosetta.model.lib.records.Date	effectiveDate
protected List<PriceQuantity.PriceQuantityBuilder>	priceQuantity

Fields inherited from interface cdm.event.common.IndexTransitionInstruction

metaData

Constructor Summary

Constructors

Constructor	Description
IndexTransitionInstructionBuilderImpl()

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> priceQuantitys)
IndexTransitionInstruction	build()	Build Methods
boolean	equals(Object o)
Transfer.TransferBuilder	getCashTransfer()	Specifies the cash transfer that can optionally be tied to an index transition event.
com.rosetta.model.lib.records.Date	getEffectiveDate()	Specifies the effective date of the 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.
boolean	hasData()
int	hashCode()
IndexTransitionInstruction.IndexTransitionInstructionBuilder	merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
IndexTransitionInstruction.IndexTransitionInstructionBuilder	prune()
IndexTransitionInstruction.IndexTransitionInstructionBuilder	setCashTransfer(Transfer _cashTransfer)
IndexTransitionInstruction.IndexTransitionInstructionBuilder	setEffectiveDate(com.rosetta.model.lib.records.Date _effectiveDate)
IndexTransitionInstruction.IndexTransitionInstructionBuilder	setPriceQuantity(List<? extends PriceQuantity> priceQuantitys)
IndexTransitionInstruction.IndexTransitionInstructionBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface cdm.event.common.IndexTransitionInstruction

getType, metaData, process

Methods inherited from interface cdm.event.common.IndexTransitionInstruction.IndexTransitionInstructionBuilder

process

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

processRosetta, processRosetta

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

getIndex, processRosetta, processRosetta

Field Details

priceQuantity

protected List<PriceQuantity.PriceQuantityBuilder> priceQuantity

effectiveDate

protected com.rosetta.model.lib.records.Date effectiveDate

cashTransfer

protected Transfer.TransferBuilder cashTransfer

Constructor Details

IndexTransitionInstructionBuilderImpl

public IndexTransitionInstructionBuilderImpl()

Method Details

getPriceQuantity

@RosettaAttribute(value="priceQuantity",
                  isRequired=true)
@RuneAttribute(value="priceQuantity",
               isRequired=true)
public 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

Specified by:

getPriceQuantity in interface IndexTransitionInstruction.IndexTransitionInstructionBuilder

getOrCreatePriceQuantity

public PriceQuantity.PriceQuantityBuilder getOrCreatePriceQuantity(int index)

Specified by:

getOrCreatePriceQuantity in interface IndexTransitionInstruction.IndexTransitionInstructionBuilder

getEffectiveDate

@RosettaAttribute(value="effectiveDate",
                  isRequired=true)
@RuneAttribute(value="effectiveDate",
               isRequired=true)
public com.rosetta.model.lib.records.Date getEffectiveDate()

Description copied from interface: IndexTransitionInstruction

Specifies the effective date of the index transition event. This is first date on which the floating rate calculation will use the new floating rate index and adjusted spread in the floating rate calculation.

Specified by:

getEffectiveDate in interface IndexTransitionInstruction

getCashTransfer

@RosettaAttribute("cashTransfer")
@RuneAttribute("cashTransfer")
public 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

Specified by:

getCashTransfer in interface IndexTransitionInstruction.IndexTransitionInstructionBuilder

getOrCreateCashTransfer

public Transfer.TransferBuilder getOrCreateCashTransfer()

Specified by:

getOrCreateCashTransfer in interface IndexTransitionInstruction.IndexTransitionInstructionBuilder

addPriceQuantity

@RosettaAttribute(value="priceQuantity",
                  isRequired=true)
@RuneAttribute(value="priceQuantity",
               isRequired=true)
public IndexTransitionInstruction.IndexTransitionInstructionBuilder addPriceQuantity(PriceQuantity _priceQuantity)

Specified by:

addPriceQuantity in interface IndexTransitionInstruction.IndexTransitionInstructionBuilder

addPriceQuantity

public IndexTransitionInstruction.IndexTransitionInstructionBuilder addPriceQuantity(PriceQuantity _priceQuantity,
 int idx)

Specified by:

addPriceQuantity in interface IndexTransitionInstruction.IndexTransitionInstructionBuilder

addPriceQuantity

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

Specified by:

addPriceQuantity in interface IndexTransitionInstruction.IndexTransitionInstructionBuilder

setPriceQuantity

@RuneAttribute("priceQuantity")
public IndexTransitionInstruction.IndexTransitionInstructionBuilder setPriceQuantity(List<? extends PriceQuantity> priceQuantitys)

Specified by:

setPriceQuantity in interface IndexTransitionInstruction.IndexTransitionInstructionBuilder

setEffectiveDate

@RosettaAttribute(value="effectiveDate",
                  isRequired=true)
@RuneAttribute(value="effectiveDate",
               isRequired=true)
public IndexTransitionInstruction.IndexTransitionInstructionBuilder setEffectiveDate(com.rosetta.model.lib.records.Date _effectiveDate)

Specified by:

setEffectiveDate in interface IndexTransitionInstruction.IndexTransitionInstructionBuilder

setCashTransfer

@RosettaAttribute("cashTransfer")
@RuneAttribute("cashTransfer")
public IndexTransitionInstruction.IndexTransitionInstructionBuilder setCashTransfer(Transfer _cashTransfer)

Specified by:

setCashTransfer in interface IndexTransitionInstruction.IndexTransitionInstructionBuilder

build

public IndexTransitionInstruction build()

Description copied from interface: IndexTransitionInstruction

Build Methods

Specified by:

build in interface IndexTransitionInstruction

Specified by:

build in interface com.rosetta.model.lib.RosettaModelObject

toBuilder

public IndexTransitionInstruction.IndexTransitionInstructionBuilder toBuilder()

Specified by:

toBuilder in interface IndexTransitionInstruction

Specified by:

toBuilder in interface com.rosetta.model.lib.RosettaModelObject

prune

public IndexTransitionInstruction.IndexTransitionInstructionBuilder prune()

Specified by:

prune in interface IndexTransitionInstruction.IndexTransitionInstructionBuilder

Specified by:

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

hasData

public boolean hasData()

Specified by:

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

merge

public IndexTransitionInstruction.IndexTransitionInstructionBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other,
 com.rosetta.model.lib.process.BuilderMerger merger)

Specified by:

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

equals

public boolean equals(Object o)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object