Package cdm.event.common

Interface IndexTransitionInstruction

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

IndexTransitionInstruction.IndexTransitionInstructionBuilder

All Known Implementing Classes:

IndexTransitionInstruction.IndexTransitionInstructionBuilderImpl, IndexTransitionInstruction.IndexTransitionInstructionImpl

@RosettaDataType(value="IndexTransitionInstruction",
                 builder=IndexTransitionInstructionBuilderImpl.class,
                 version="5.30.0")
@RuneDataType(value="IndexTransitionInstruction",
              model="cdm",
              builder=IndexTransitionInstructionBuilderImpl.class,
              version="5.30.0")
public interface IndexTransitionInstruction
extends com.rosetta.model.lib.RosettaModelObject

Defines the information needed to create a Index Transition Business Event.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	IndexTransitionInstruction.IndexTransitionInstructionBuilder	Builder Interface
static class	IndexTransitionInstruction.IndexTransitionInstructionBuilderImpl	Builder Implementation of IndexTransitionInstruction
static class	IndexTransitionInstruction.IndexTransitionInstructionImpl	Immutable Implementation of IndexTransitionInstruction

Field Summary

Fields

Modifier and Type	Field	Description
static final IndexTransitionInstructionMeta	metaData

Method Summary

Modifier and Type	Method	Description
IndexTransitionInstruction	build()	Build Methods
static IndexTransitionInstruction.IndexTransitionInstructionBuilder	builder()
Transfer	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.
List<? extends PriceQuantity>	getPriceQuantity()	Specifies both new floating rate index and spread adjustment for each leg to be updated.
default Class<? extends IndexTransitionInstruction>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends IndexTransitionInstruction>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
IndexTransitionInstruction.IndexTransitionInstructionBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final IndexTransitionInstructionMeta metaData

Method Details

getPriceQuantity

List<? extends PriceQuantity> getPriceQuantity()

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.

getEffectiveDate

com.rosetta.model.lib.records.Date getEffectiveDate()

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.

getCashTransfer

Transfer getCashTransfer()

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

build

IndexTransitionInstruction build()

Build Methods

Specified by:

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

toBuilder

IndexTransitionInstruction.IndexTransitionInstructionBuilder toBuilder()

Specified by:

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

builder

static IndexTransitionInstruction.IndexTransitionInstructionBuilder builder()

metaData

default com.rosetta.model.lib.meta.RosettaMetaData<? extends IndexTransitionInstruction> metaData()

Utility Methods

Specified by:

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

getType

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