Package cdm.observable.asset

Class RateObservation.RateObservationImpl

java.lang.Object
cdm.observable.asset.RateObservation.RateObservationImpl
All Implemented Interfaces:
RateObservation, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
Enclosing interface:
RateObservation
public static class RateObservation.RateObservationImpl extends Object implements RateObservation
Immutable Implementation of RateObservation

  • Constructor Details

  • 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 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

    • 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 getMeta()
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey
      Specified by:
      getMeta in interface RateObservation

    • 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

    • setBuilderFields

      protected void setBuilderFields(RateObservation.RateObservationBuilder builder)

    • 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