Package cdm.observable.asset

Interface SwapCurveValuation.SwapCurveValuationBuilder

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder, SwapCurveValuation

All Known Subinterfaces:

MakeWholeAmount.MakeWholeAmountBuilder

All Known Implementing Classes:

MakeWholeAmount.MakeWholeAmountBuilderImpl, SwapCurveValuation.SwapCurveValuationBuilderImpl

Enclosing interface:

SwapCurveValuation

public static interface SwapCurveValuation.SwapCurveValuationBuilder
extends SwapCurveValuation, com.rosetta.model.lib.RosettaModelObjectBuilder

Builder Interface

Nested Class Summary

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

SwapCurveValuation.SwapCurveValuationBuilder, SwapCurveValuation.SwapCurveValuationBuilderImpl, SwapCurveValuation.SwapCurveValuationImpl

Field Summary

Fields inherited from interface cdm.observable.asset.SwapCurveValuation

metaData

Method Summary

Modifier and Type	Method	Description
Period.PeriodBuilder	getIndexTenor()	The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Period.PeriodBuilder	getOrCreateIndexTenor()
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
SwapCurveValuation.SwapCurveValuationBuilder	prune()
SwapCurveValuation.SwapCurveValuationBuilder	setFloatingRateIndex(FloatingRateIndexEnum floatingRateIndex)
SwapCurveValuation.SwapCurveValuationBuilder	setIndexTenor(Period indexTenor)
SwapCurveValuation.SwapCurveValuationBuilder	setSide(QuotationSideEnum side)
SwapCurveValuation.SwapCurveValuationBuilder	setSpread(BigDecimal spread)

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

processRosetta, processRosetta

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

getIndex, hasData, merge, processRosetta, processRosetta

Methods inherited from interface cdm.observable.asset.SwapCurveValuation

build, getFloatingRateIndex, getSide, getSpread, getType, metaData, process, toBuilder

Method Details

getOrCreateIndexTenor

Period.PeriodBuilder getOrCreateIndexTenor()

getIndexTenor

Period.PeriodBuilder getIndexTenor()

Description copied from interface: SwapCurveValuation

The ISDA Designated Maturity, i.e. the tenor of the floating rate.

Specified by:

getIndexTenor in interface SwapCurveValuation

setFloatingRateIndex

SwapCurveValuation.SwapCurveValuationBuilder setFloatingRateIndex(FloatingRateIndexEnum floatingRateIndex)

setIndexTenor

SwapCurveValuation.SwapCurveValuationBuilder setIndexTenor(Period indexTenor)

setSpread

SwapCurveValuation.SwapCurveValuationBuilder setSpread(BigDecimal spread)

setSide

SwapCurveValuation.SwapCurveValuationBuilder setSide(QuotationSideEnum side)

process

default void process(com.rosetta.model.lib.path.RosettaPath path,
 com.rosetta.model.lib.process.BuilderProcessor processor)

Specified by:

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

prune

SwapCurveValuation.SwapCurveValuationBuilder prune()

Specified by:

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