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

Nested Class Summary

Nested classes/interfaces inherited from interface com.rosetta.model.lib.GlobalKey

com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Nested classes/interfaces inherited from interface cdm.observable.asset.RateObservation

RateObservation.RateObservationBuilder, RateObservation.RateObservationBuilderImpl, RateObservation.RateObservationImpl

Field Summary

Fields

Modifier and Type	Field	Description
protected com.rosetta.model.lib.records.Date	adjustedFixingDate
protected BigDecimal	forecastRate
protected com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	meta
protected Integer	observationWeight
protected BigDecimal	observedRate
protected ReferenceWithMetaRateObservation.ReferenceWithMetaRateObservationBuilder	rateReference
protected com.rosetta.model.lib.records.Date	resetDate
protected BigDecimal	treatedForecastRate
protected BigDecimal	treatedRate

Fields inherited from interface cdm.observable.asset.RateObservation

metaData

Constructor Summary

Constructors

Constructor	Description
RateObservationBuilderImpl()

Method Summary

Modifier and Type	Method	Description
RateObservation	build()	Build Methods
boolean	equals(Object o)
com.rosetta.model.lib.records.Date	getAdjustedFixingDate()	The adjusted fixing date, i.e. the actual date the rate is observed.
BigDecimal	getForecastRate()	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.MetaFieldsBuilder	getMeta()
Integer	getObservationWeight()	The number of days weighting to be associated with the rate observation, i.e. the number of days such rate is in effect.
BigDecimal	getObservedRate()	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.MetaFieldsBuilder	getOrCreateMeta()
ReferenceWithMetaRateObservation.ReferenceWithMetaRateObservationBuilder	getOrCreateRateReference()
ReferenceWithMetaRateObservation.ReferenceWithMetaRateObservationBuilder	getRateReference()	A pointer style reference to a floating rate component defined as part of a stub calculation period amount component.
com.rosetta.model.lib.records.Date	getResetDate()	The reset date.
BigDecimal	getTreatedForecastRate()	The value representing the forecast rate after applying rate treatment rules.
BigDecimal	getTreatedRate()	The observed rate after any required rate treatment is applied.
boolean	hasData()
int	hashCode()
RateObservation.RateObservationBuilder	merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
RateObservation.RateObservationBuilder	prune()
RateObservation.RateObservationBuilder	setAdjustedFixingDate(com.rosetta.model.lib.records.Date _adjustedFixingDate)
RateObservation.RateObservationBuilder	setForecastRate(BigDecimal _forecastRate)
RateObservation.RateObservationBuilder	setMeta(com.rosetta.model.metafields.MetaFields _meta)
RateObservation.RateObservationBuilder	setObservationWeight(Integer _observationWeight)
RateObservation.RateObservationBuilder	setObservedRate(BigDecimal _observedRate)
RateObservation.RateObservationBuilder	setRateReference(ReferenceWithMetaRateObservation _rateReference)
RateObservation.RateObservationBuilder	setRateReferenceValue(RateObservation _rateReference)
RateObservation.RateObservationBuilder	setResetDate(com.rosetta.model.lib.records.Date _resetDate)
RateObservation.RateObservationBuilder	setTreatedForecastRate(BigDecimal _treatedForecastRate)
RateObservation.RateObservationBuilder	setTreatedRate(BigDecimal _treatedRate)
RateObservation.RateObservationBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface cdm.observable.asset.RateObservation

getType, metaData, process

Methods inherited from interface cdm.observable.asset.RateObservation.RateObservationBuilder

process

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

processRosetta, processRosetta

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

getIndex, processRosetta, processRosetta

Field Details

resetDate

protected com.rosetta.model.lib.records.Date resetDate

adjustedFixingDate

protected com.rosetta.model.lib.records.Date adjustedFixingDate

observedRate

protected BigDecimal observedRate

treatedRate

protected BigDecimal treatedRate

observationWeight

protected Integer observationWeight

rateReference

protected ReferenceWithMetaRateObservation.ReferenceWithMetaRateObservationBuilder rateReference

forecastRate

protected BigDecimal forecastRate

treatedForecastRate

protected BigDecimal treatedForecastRate

meta

protected com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder meta

Constructor Details

RateObservationBuilderImpl

public RateObservationBuilderImpl()

Method Details

getResetDate

@RosettaAttribute("resetDate")
@RuneAttribute("resetDate")
public com.rosetta.model.lib.records.Date getResetDate()

Description copied from interface: RateObservation

The reset date.

Specified by:

getResetDate in interface RateObservation

getAdjustedFixingDate

@RosettaAttribute("adjustedFixingDate")
@RuneAttribute("adjustedFixingDate")
public com.rosetta.model.lib.records.Date getAdjustedFixingDate()

Description copied from interface: RateObservation

The 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:

getAdjustedFixingDate in interface RateObservation

getObservedRate

@RosettaAttribute("observedRate")
@RuneAttribute("observedRate")
public BigDecimal getObservedRate()

Description copied from interface: RateObservation

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. An observed rate of 5% would be represented as 0.05.

Specified by:

getObservedRate in interface RateObservation

getTreatedRate

@RosettaAttribute("treatedRate")
@RuneAttribute("treatedRate")
public BigDecimal getTreatedRate()

Description copied from interface: RateObservation

The observed rate after any required rate treatment is applied. A treated rate of 5% would be represented as 0.05.

Specified by:

getTreatedRate in interface RateObservation

getObservationWeight

@RosettaAttribute("observationWeight")
@RuneAttribute("observationWeight")
public Integer getObservationWeight()

Description copied from interface: RateObservation

The 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:

getObservationWeight in interface RateObservation

getRateReference

@RosettaAttribute("rateReference")
@RuneAttribute("rateReference")
public ReferenceWithMetaRateObservation.ReferenceWithMetaRateObservationBuilder getRateReference()

Description copied from interface: RateObservation

A 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:

getRateReference in interface RateObservation

Specified by:

getRateReference in interface RateObservation.RateObservationBuilder

getOrCreateRateReference

public ReferenceWithMetaRateObservation.ReferenceWithMetaRateObservationBuilder getOrCreateRateReference()

Specified by:

getOrCreateRateReference in interface RateObservation.RateObservationBuilder

getForecastRate

@RosettaAttribute("forecastRate")
@RuneAttribute("forecastRate")
public BigDecimal getForecastRate()

Description copied from interface: RateObservation

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.

Specified by:

getForecastRate in interface RateObservation

getTreatedForecastRate

@RosettaAttribute("treatedForecastRate")
@RuneAttribute("treatedForecastRate")
public BigDecimal getTreatedForecastRate()

Description copied from interface: RateObservation

The value representing the forecast rate after applying rate treatment rules. A value of 1% should be represented as 0.01.

Specified by:

getTreatedForecastRate in interface RateObservation

getMeta

@RosettaAttribute("meta")
@RuneAttribute("meta")
@RuneMetaType
public com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getMeta()

Specified by:

getMeta in interface com.rosetta.model.lib.GlobalKey

Specified by:

getMeta in interface com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Specified by:

getMeta in interface RateObservation

Specified by:

getMeta in interface RateObservation.RateObservationBuilder

getOrCreateMeta

public com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getOrCreateMeta()

Specified by:

getOrCreateMeta in interface com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Specified by:

getOrCreateMeta in interface RateObservation.RateObservationBuilder

setResetDate

@RosettaAttribute("resetDate")
@RuneAttribute("resetDate")
public RateObservation.RateObservationBuilder setResetDate(com.rosetta.model.lib.records.Date _resetDate)

Specified by:

setResetDate in interface RateObservation.RateObservationBuilder

setAdjustedFixingDate

@RosettaAttribute("adjustedFixingDate")
@RuneAttribute("adjustedFixingDate")
public RateObservation.RateObservationBuilder setAdjustedFixingDate(com.rosetta.model.lib.records.Date _adjustedFixingDate)

Specified by:

setAdjustedFixingDate in interface RateObservation.RateObservationBuilder

setObservedRate

@RosettaAttribute("observedRate")
@RuneAttribute("observedRate")
public RateObservation.RateObservationBuilder setObservedRate(BigDecimal _observedRate)

Specified by:

setObservedRate in interface RateObservation.RateObservationBuilder

setTreatedRate

@RosettaAttribute("treatedRate")
@RuneAttribute("treatedRate")
public RateObservation.RateObservationBuilder setTreatedRate(BigDecimal _treatedRate)

Specified by:

setTreatedRate in interface RateObservation.RateObservationBuilder

setObservationWeight

@RosettaAttribute("observationWeight")
@RuneAttribute("observationWeight")
public RateObservation.RateObservationBuilder setObservationWeight(Integer _observationWeight)

Specified by:

setObservationWeight in interface RateObservation.RateObservationBuilder

setRateReference

@RosettaAttribute("rateReference")
@RuneAttribute("rateReference")
public RateObservation.RateObservationBuilder setRateReference(ReferenceWithMetaRateObservation _rateReference)

Specified by:

setRateReference in interface RateObservation.RateObservationBuilder

setRateReferenceValue

public RateObservation.RateObservationBuilder setRateReferenceValue(RateObservation _rateReference)

Specified by:

setRateReferenceValue in interface RateObservation.RateObservationBuilder

setForecastRate

@RosettaAttribute("forecastRate")
@RuneAttribute("forecastRate")
public RateObservation.RateObservationBuilder setForecastRate(BigDecimal _forecastRate)

Specified by:

setForecastRate in interface RateObservation.RateObservationBuilder

setTreatedForecastRate

@RosettaAttribute("treatedForecastRate")
@RuneAttribute("treatedForecastRate")
public RateObservation.RateObservationBuilder setTreatedForecastRate(BigDecimal _treatedForecastRate)

Specified by:

setTreatedForecastRate in interface RateObservation.RateObservationBuilder

setMeta

@RosettaAttribute("meta")
@RuneAttribute("meta")
@RuneMetaType
public RateObservation.RateObservationBuilder setMeta(com.rosetta.model.metafields.MetaFields _meta)

Specified by:

setMeta in interface RateObservation.RateObservationBuilder

build

public RateObservation build()

Description copied from interface: RateObservation

Build Methods

Specified by:

build in interface RateObservation

Specified by:

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

toBuilder

public RateObservation.RateObservationBuilder toBuilder()

Specified by:

toBuilder in interface RateObservation

Specified by:

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

prune

public RateObservation.RateObservationBuilder prune()

Specified by:

prune in interface RateObservation.RateObservationBuilder

Specified by:

prune in interface com.rosetta.model.lib.RosettaModelObjectBuilder

hasData

public boolean hasData()

Specified by:

hasData in interface com.rosetta.model.lib.RosettaModelObjectBuilder

merge

public RateObservation.RateObservationBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other,
 com.rosetta.model.lib.process.BuilderMerger merger)

Specified by:

merge in interface com.rosetta.model.lib.RosettaModelObjectBuilder

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