Package cdm.observable.asset

Interface RateObservation

All Superinterfaces:
com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
RateObservation.RateObservationBuilder
All Known Implementing Classes:
RateObservation.RateObservationBuilderImpl, RateObservation.RateObservationImpl
@RosettaDataType(value="RateObservation", builder=RateObservationBuilderImpl.class, version="5.30.0") @RuneDataType(value="RateObservation", model="cdm", builder=RateObservationBuilderImpl.class, version="5.30.0") public interface RateObservation extends com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.GlobalKey
A class defining parameters associated with an individual observation or fixing. This class forms part of the cashflow representation of a stream.
Version:
5.30.0

  • Field Details

  • Method Details

    • getResetDate

      com.rosetta.model.lib.records.Date getResetDate()
      The reset date.

    • getAdjustedFixingDate

      com.rosetta.model.lib.records.Date getAdjustedFixingDate()
      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.

    • getObservedRate

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

    • getTreatedRate

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

    • getObservationWeight

      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. 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.

    • getRateReference

      ReferenceWithMetaRateObservation getRateReference()
      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.

    • getForecastRate

      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.

    • getTreatedForecastRate

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

    • getMeta

      com.rosetta.model.metafields.MetaFields getMeta()
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey

    • build

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

    • toBuilder

      RateObservation.RateObservationBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static RateObservation.RateObservationBuilder builder()

    • metaData

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

    • getType

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