Package cdm.observable.asset

Interface BondPriceAndYieldModel

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
BondPriceAndYieldModel.BondPriceAndYieldModelBuilder
All Known Implementing Classes:
BondPriceAndYieldModel.BondPriceAndYieldModelBuilderImpl, BondPriceAndYieldModel.BondPriceAndYieldModelImpl
@RosettaDataType(value="BondPriceAndYieldModel", builder=BondPriceAndYieldModelBuilderImpl.class, version="5.30.0") @RuneDataType(value="BondPriceAndYieldModel", model="cdm", builder=BondPriceAndYieldModelBuilderImpl.class, version="5.30.0") public interface BondPriceAndYieldModel extends com.rosetta.model.lib.RosettaModelObject
Bond price and yield valuation model for the security leg in a securities financing transaction, closely modelled onto the BondPriceAndYield.model in FpML.
Version:
5.30.0

  • Field Details

  • Method Details

    • getCleanOrDirtyPrice

      CleanOrDirtyPrice getCleanOrDirtyPrice()
      Either the clean or dirty price of the bond.

    • getRelativePrice

      RelativePrice getRelativePrice()
      Bond price relative to a Benchmark.

    • getYieldToMaturity

      BigDecimal getYieldToMaturity()
      Price specified as a yield to maturity.

    • getInflationFactor

      BigDecimal getInflationFactor()
      The inflation factor is specified for inflation-linked products which require some additional elements to calculate prices correctly.

    • getAllInPrice

      BigDecimal getAllInPrice()
      Bond all-in-price which is a price that includes all relevant price adjustments (i.e. accrued interest, haircut or margin ratio, inflation factor,etc.). It expresses a price in terms of percentage of nominal amount.

    • build

      BondPriceAndYieldModel build()
      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      BondPriceAndYieldModel.BondPriceAndYieldModelBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static BondPriceAndYieldModel.BondPriceAndYieldModelBuilder builder()

    • metaData

      default com.rosetta.model.lib.meta.RosettaMetaData<? extends BondPriceAndYieldModel> metaData()
      Utility Methods
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject

    • getType

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