Package cdm.observable.asset
Class RateObservation.RateObservationBuilderImpl
java.lang.Object
cdm.observable.asset.RateObservation.RateObservationBuilderImpl
- All Implemented Interfaces:
RateObservation,RateObservation.RateObservationBuilder,com.rosetta.model.lib.GlobalKey,com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder,com.rosetta.model.lib.RosettaModelObject,com.rosetta.model.lib.RosettaModelObjectBuilder
- Enclosing interface:
RateObservation
public static class RateObservation.RateObservationBuilderImpl
extends Object
implements RateObservation.RateObservationBuilder
Builder Implementation of RateObservation
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Nested Class Summary
Nested classes/interfaces inherited from interface com.rosetta.model.lib.GlobalKey
com.rosetta.model.lib.GlobalKey.GlobalKeyBuilderNested classes/interfaces inherited from interface cdm.observable.asset.RateObservation
RateObservation.RateObservationBuilder, RateObservation.RateObservationBuilderImpl, RateObservation.RateObservationImpl -
Field Summary
FieldsModifier and TypeFieldDescriptionprotected com.rosetta.model.lib.records.Dateprotected BigDecimalprotected com.rosetta.model.metafields.MetaFields.MetaFieldsBuilderprotected Integerprotected BigDecimalprotected com.rosetta.model.lib.records.Dateprotected BigDecimalprotected BigDecimalFields inherited from interface cdm.observable.asset.RateObservation
metaData -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionbuild()Build Methodsbooleancom.rosetta.model.lib.records.DateThe adjusted fixing date, i.e. the actual date the rate is observed.The value representing the forecast rate used to calculate the forecast future value of the accrual period.A value of 1% should be represented as 0.01.com.rosetta.model.metafields.MetaFields.MetaFieldsBuildergetMeta()The number of days weighting to be associated with the rate observation, i.e. the number of days such rate is in effect.The actual observed rate before any required rate treatment is applied, e.g. before converting a rate quoted on a discount basis to an equivalent yield.com.rosetta.model.metafields.MetaFields.MetaFieldsBuilderA pointer style reference to a floating rate component defined as part of a stub calculation period amount component.com.rosetta.model.lib.records.DateThe reset date.The value representing the forecast rate after applying rate treatment rules.The observed rate after any required rate treatment is applied.booleanhasData()inthashCode()merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger) prune()setAdjustedFixingDate(com.rosetta.model.lib.records.Date _adjustedFixingDate) setForecastRate(BigDecimal _forecastRate) setMeta(com.rosetta.model.metafields.MetaFields _meta) setObservationWeight(Integer _observationWeight) setObservedRate(BigDecimal _observedRate) setRateReference(ReferenceWithMetaRateObservation _rateReference) setRateReferenceValue(RateObservation _rateReference) setResetDate(com.rosetta.model.lib.records.Date _resetDate) setTreatedForecastRate(BigDecimal _treatedForecastRate) setTreatedRate(BigDecimal _treatedRate) toString()Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, waitMethods inherited from interface cdm.observable.asset.RateObservation
getType, metaData, processMethods inherited from interface cdm.observable.asset.RateObservation.RateObservationBuilder
processMethods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosettaMethods inherited from interface com.rosetta.model.lib.RosettaModelObjectBuilder
getIndex, processRosetta, processRosetta
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Field Details
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resetDate
protected com.rosetta.model.lib.records.Date resetDate -
adjustedFixingDate
protected com.rosetta.model.lib.records.Date adjustedFixingDate -
observedRate
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treatedRate
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observationWeight
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rateReference
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forecastRate
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treatedForecastRate
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meta
protected com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder meta
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Constructor Details
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RateObservationBuilderImpl
public RateObservationBuilderImpl()
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Method Details
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getResetDate
@RosettaAttribute("resetDate") @RuneAttribute("resetDate") public com.rosetta.model.lib.records.Date getResetDate()Description copied from interface:RateObservationThe reset date.- Specified by:
getResetDatein interfaceRateObservation
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getAdjustedFixingDate
@RosettaAttribute("adjustedFixingDate") @RuneAttribute("adjustedFixingDate") public com.rosetta.model.lib.records.Date getAdjustedFixingDate()Description copied from interface:RateObservationThe adjusted fixing date, i.e. the actual date the rate is observed. The date should already be adjusted for any applicable business day convention.- Specified by:
getAdjustedFixingDatein interfaceRateObservation
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getObservedRate
@RosettaAttribute("observedRate") @RuneAttribute("observedRate") public BigDecimal getObservedRate()Description copied from interface:RateObservationThe actual observed rate before any required rate treatment is applied, e.g. before converting a rate quoted on a discount basis to an equivalent yield. An observed rate of 5% would be represented as 0.05.- Specified by:
getObservedRatein interfaceRateObservation
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getTreatedRate
Description copied from interface:RateObservationThe observed rate after any required rate treatment is applied. A treated rate of 5% would be represented as 0.05.- Specified by:
getTreatedRatein interfaceRateObservation
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getObservationWeight
@RosettaAttribute("observationWeight") @RuneAttribute("observationWeight") public Integer getObservationWeight()Description copied from interface:RateObservationThe number of days weighting to be associated with the rate observation, i.e. the number of days such rate is in effect. This is applicable in the case of a weighted average method of calculation where more than one reset date is established for a single calculation period.- Specified by:
getObservationWeightin interfaceRateObservation
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getRateReference
@RosettaAttribute("rateReference") @RuneAttribute("rateReference") public ReferenceWithMetaRateObservation.ReferenceWithMetaRateObservationBuilder getRateReference()Description copied from interface:RateObservationA pointer style reference to a floating rate component defined as part of a stub calculation period amount component. It is only required when it is necessary to distinguish two rate observations for the same fixing date which could occur when linear interpolation of two different rates occurs for a stub calculation period.- Specified by:
getRateReferencein interfaceRateObservation- Specified by:
getRateReferencein interfaceRateObservation.RateObservationBuilder
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getOrCreateRateReference
public ReferenceWithMetaRateObservation.ReferenceWithMetaRateObservationBuilder getOrCreateRateReference()- Specified by:
getOrCreateRateReferencein interfaceRateObservation.RateObservationBuilder
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getForecastRate
@RosettaAttribute("forecastRate") @RuneAttribute("forecastRate") public BigDecimal getForecastRate()Description copied from interface:RateObservationThe value representing the forecast rate used to calculate the forecast future value of the accrual period.A value of 1% should be represented as 0.01.- Specified by:
getForecastRatein interfaceRateObservation
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getTreatedForecastRate
@RosettaAttribute("treatedForecastRate") @RuneAttribute("treatedForecastRate") public BigDecimal getTreatedForecastRate()Description copied from interface:RateObservationThe value representing the forecast rate after applying rate treatment rules. A value of 1% should be represented as 0.01.- Specified by:
getTreatedForecastRatein interfaceRateObservation
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getMeta
@RosettaAttribute("meta") @RuneAttribute("meta") @RuneMetaType public com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getMeta()- Specified by:
getMetain interfacecom.rosetta.model.lib.GlobalKey- Specified by:
getMetain interfacecom.rosetta.model.lib.GlobalKey.GlobalKeyBuilder- Specified by:
getMetain interfaceRateObservation- Specified by:
getMetain interfaceRateObservation.RateObservationBuilder
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getOrCreateMeta
public com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getOrCreateMeta()- Specified by:
getOrCreateMetain interfacecom.rosetta.model.lib.GlobalKey.GlobalKeyBuilder- Specified by:
getOrCreateMetain interfaceRateObservation.RateObservationBuilder
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setResetDate
@RosettaAttribute("resetDate") @RuneAttribute("resetDate") public RateObservation.RateObservationBuilder setResetDate(com.rosetta.model.lib.records.Date _resetDate) - Specified by:
setResetDatein interfaceRateObservation.RateObservationBuilder
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setAdjustedFixingDate
@RosettaAttribute("adjustedFixingDate") @RuneAttribute("adjustedFixingDate") public RateObservation.RateObservationBuilder setAdjustedFixingDate(com.rosetta.model.lib.records.Date _adjustedFixingDate) - Specified by:
setAdjustedFixingDatein interfaceRateObservation.RateObservationBuilder
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setObservedRate
@RosettaAttribute("observedRate") @RuneAttribute("observedRate") public RateObservation.RateObservationBuilder setObservedRate(BigDecimal _observedRate) - Specified by:
setObservedRatein interfaceRateObservation.RateObservationBuilder
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setTreatedRate
@RosettaAttribute("treatedRate") @RuneAttribute("treatedRate") public RateObservation.RateObservationBuilder setTreatedRate(BigDecimal _treatedRate) - Specified by:
setTreatedRatein interfaceRateObservation.RateObservationBuilder
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setObservationWeight
@RosettaAttribute("observationWeight") @RuneAttribute("observationWeight") public RateObservation.RateObservationBuilder setObservationWeight(Integer _observationWeight) - Specified by:
setObservationWeightin interfaceRateObservation.RateObservationBuilder
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setRateReference
@RosettaAttribute("rateReference") @RuneAttribute("rateReference") public RateObservation.RateObservationBuilder setRateReference(ReferenceWithMetaRateObservation _rateReference) - Specified by:
setRateReferencein interfaceRateObservation.RateObservationBuilder
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setRateReferenceValue
- Specified by:
setRateReferenceValuein interfaceRateObservation.RateObservationBuilder
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setForecastRate
@RosettaAttribute("forecastRate") @RuneAttribute("forecastRate") public RateObservation.RateObservationBuilder setForecastRate(BigDecimal _forecastRate) - Specified by:
setForecastRatein interfaceRateObservation.RateObservationBuilder
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setTreatedForecastRate
@RosettaAttribute("treatedForecastRate") @RuneAttribute("treatedForecastRate") public RateObservation.RateObservationBuilder setTreatedForecastRate(BigDecimal _treatedForecastRate) - Specified by:
setTreatedForecastRatein interfaceRateObservation.RateObservationBuilder
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setMeta
@RosettaAttribute("meta") @RuneAttribute("meta") @RuneMetaType public RateObservation.RateObservationBuilder setMeta(com.rosetta.model.metafields.MetaFields _meta) - Specified by:
setMetain interfaceRateObservation.RateObservationBuilder
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build
Description copied from interface:RateObservationBuild Methods- Specified by:
buildin interfaceRateObservation- Specified by:
buildin interfacecom.rosetta.model.lib.RosettaModelObject
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toBuilder
- Specified by:
toBuilderin interfaceRateObservation- Specified by:
toBuilderin interfacecom.rosetta.model.lib.RosettaModelObject
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prune
- Specified by:
prunein interfaceRateObservation.RateObservationBuilder- Specified by:
prunein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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hasData
public boolean hasData()- Specified by:
hasDatain interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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merge
public RateObservation.RateObservationBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger) - Specified by:
mergein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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equals
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hashCode
public int hashCode() -
toString
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