Package cdm.event.common

Class IndexTransitionInstruction.IndexTransitionInstructionImpl

java.lang.Object
cdm.event.common.IndexTransitionInstruction.IndexTransitionInstructionImpl
All Implemented Interfaces:
IndexTransitionInstruction, com.rosetta.model.lib.RosettaModelObject
Enclosing interface:
IndexTransitionInstruction
public static class IndexTransitionInstruction.IndexTransitionInstructionImpl extends Object implements IndexTransitionInstruction
Immutable Implementation of IndexTransitionInstruction

  • Constructor Details

  • Method Details

    • getPriceQuantity

      @RosettaAttribute(value="priceQuantity", isRequired=true) @RuneAttribute(value="priceQuantity", isRequired=true) public List<? extends PriceQuantity> 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

    • 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 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

    • 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

    • setBuilderFields

      protected void setBuilderFields(IndexTransitionInstruction.IndexTransitionInstructionBuilder builder)

    • 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