Package cdm.observable.asset

Interface FloatingRateOption

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
FloatingRateOption.FloatingRateOptionBuilder
All Known Implementing Classes:
FloatingRateOption.FloatingRateOptionBuilderImpl, FloatingRateOption.FloatingRateOptionImpl
@RosettaDataType(value="FloatingRateOption", builder=FloatingRateOptionBuilderImpl.class, version="5.30.0") @RuneDataType(value="FloatingRateOption", model="cdm", builder=FloatingRateOptionBuilderImpl.class, version="5.30.0") public interface FloatingRateOption extends com.rosetta.model.lib.RosettaModelObject
Specification of a floating rate option as a floating rate index and tenor.
Version:
5.30.0

  • Field Details

  • Method Details

    • getFloatingRateIndex

      FieldWithMetaFloatingRateIndexEnum getFloatingRateIndex()
      The reference index that is used to specify the floating interest rate. The FpML standard maintains the list of such indices, which are positioned as enumeration values as part of the CDM.

    • getInflationRateIndex

      FieldWithMetaInflationRateIndexEnum getInflationRateIndex()
      The reference index that is used to specify the inflation interest rate. The FpML standard maintains the list of such indices, which are positioned as enumeration values as part of the CDM.

    • getIndexTenor

      Period getIndexTenor()
      The ISDA Designated Maturity, i.e. the floating rate tenor.

    • getIndexReferenceInformation

      IndexReferenceInformation getIndexReferenceInformation()
      This Attribute contains all the terms relevant to defining an Index.

    • build

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

    • toBuilder

      FloatingRateOption.FloatingRateOptionBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static FloatingRateOption.FloatingRateOptionBuilder builder()

    • metaData

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

    • getType

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