Package cdm.observable.asset

Class SwapCurveValuation.SwapCurveValuationBuilderImpl

java.lang.Object

cdm.observable.asset.SwapCurveValuation.SwapCurveValuationBuilderImpl

All Implemented Interfaces:

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

Direct Known Subclasses:

MakeWholeAmount.MakeWholeAmountBuilderImpl

Enclosing interface:

SwapCurveValuation

public static class SwapCurveValuation.SwapCurveValuationBuilderImpl
extends Object
implements SwapCurveValuation.SwapCurveValuationBuilder

Builder Implementation of SwapCurveValuation

Nested Class Summary

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

SwapCurveValuation.SwapCurveValuationBuilder, SwapCurveValuation.SwapCurveValuationBuilderImpl, SwapCurveValuation.SwapCurveValuationImpl

Field Summary

Fields

Modifier and Type	Field	Description
protected FloatingRateIndexEnum	floatingRateIndex
protected Period.PeriodBuilder	indexTenor
protected QuotationSideEnum	side
protected BigDecimal	spread

Fields inherited from interface cdm.observable.asset.SwapCurveValuation

metaData

Constructor Summary

Constructors

Constructor	Description
SwapCurveValuationBuilderImpl()

Method Summary

Modifier and Type	Method	Description
SwapCurveValuation	build()	Build Methods
boolean	equals(Object o)
FloatingRateIndexEnum	getFloatingRateIndex()	Getter Methods
Period.PeriodBuilder	getIndexTenor()	The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Period.PeriodBuilder	getOrCreateIndexTenor()
QuotationSideEnum	getSide()	The side (bid/mid/ask) of the measure.
BigDecimal	getSpread()	Spread in basis points over the floating rate index.
boolean	hasData()
int	hashCode()
SwapCurveValuation.SwapCurveValuationBuilder	merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
SwapCurveValuation.SwapCurveValuationBuilder	prune()
SwapCurveValuation.SwapCurveValuationBuilder	setFloatingRateIndex(FloatingRateIndexEnum _floatingRateIndex)
SwapCurveValuation.SwapCurveValuationBuilder	setIndexTenor(Period _indexTenor)
SwapCurveValuation.SwapCurveValuationBuilder	setSide(QuotationSideEnum _side)
SwapCurveValuation.SwapCurveValuationBuilder	setSpread(BigDecimal _spread)
SwapCurveValuation.SwapCurveValuationBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

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

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

processRosetta, processRosetta

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

getIndex, processRosetta, processRosetta

Methods inherited from interface cdm.observable.asset.SwapCurveValuation

getType, metaData, process

Methods inherited from interface cdm.observable.asset.SwapCurveValuation.SwapCurveValuationBuilder

process

Field Details

floatingRateIndex

protected FloatingRateIndexEnum floatingRateIndex

indexTenor

protected Period.PeriodBuilder indexTenor

spread

protected BigDecimal spread

side

protected QuotationSideEnum side

Constructor Details

SwapCurveValuationBuilderImpl

public SwapCurveValuationBuilderImpl()

Method Details

getFloatingRateIndex

@RosettaAttribute(value="floatingRateIndex",
                  isRequired=true)
@RuneAttribute(value="floatingRateIndex",
               isRequired=true)
public FloatingRateIndexEnum getFloatingRateIndex()

Description copied from interface: SwapCurveValuation

Getter Methods

Specified by:

getFloatingRateIndex in interface SwapCurveValuation

getIndexTenor

@RosettaAttribute("indexTenor")
@RuneAttribute("indexTenor")
public 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

Specified by:

getIndexTenor in interface SwapCurveValuation.SwapCurveValuationBuilder

getOrCreateIndexTenor

public Period.PeriodBuilder getOrCreateIndexTenor()

Specified by:

getOrCreateIndexTenor in interface SwapCurveValuation.SwapCurveValuationBuilder

getSpread

@RosettaAttribute(value="spread",
                  isRequired=true)
@RuneAttribute(value="spread",
               isRequired=true)
public BigDecimal getSpread()

Description copied from interface: SwapCurveValuation

Spread in basis points over the floating rate index.

Specified by:

getSpread in interface SwapCurveValuation

getSide

@RosettaAttribute("side")
@RuneAttribute("side")
public QuotationSideEnum getSide()

Description copied from interface: SwapCurveValuation

The side (bid/mid/ask) of the measure.

Specified by:

getSide in interface SwapCurveValuation

setFloatingRateIndex

@RosettaAttribute(value="floatingRateIndex",
                  isRequired=true)
@RuneAttribute(value="floatingRateIndex",
               isRequired=true)
public SwapCurveValuation.SwapCurveValuationBuilder setFloatingRateIndex(FloatingRateIndexEnum _floatingRateIndex)

Specified by:

setFloatingRateIndex in interface SwapCurveValuation.SwapCurveValuationBuilder

setIndexTenor

@RosettaAttribute("indexTenor")
@RuneAttribute("indexTenor")
public SwapCurveValuation.SwapCurveValuationBuilder setIndexTenor(Period _indexTenor)

Specified by:

setIndexTenor in interface SwapCurveValuation.SwapCurveValuationBuilder

setSpread

@RosettaAttribute(value="spread",
                  isRequired=true)
@RuneAttribute(value="spread",
               isRequired=true)
public SwapCurveValuation.SwapCurveValuationBuilder setSpread(BigDecimal _spread)

Specified by:

setSpread in interface SwapCurveValuation.SwapCurveValuationBuilder

setSide

@RosettaAttribute("side")
@RuneAttribute("side")
public SwapCurveValuation.SwapCurveValuationBuilder setSide(QuotationSideEnum _side)

Specified by:

setSide in interface SwapCurveValuation.SwapCurveValuationBuilder

build

public SwapCurveValuation build()

Description copied from interface: SwapCurveValuation

Build Methods

Specified by:

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

Specified by:

build in interface SwapCurveValuation

toBuilder

public SwapCurveValuation.SwapCurveValuationBuilder toBuilder()

Specified by:

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

Specified by:

toBuilder in interface SwapCurveValuation

prune

public SwapCurveValuation.SwapCurveValuationBuilder prune()

Specified by:

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

Specified by:

prune in interface SwapCurveValuation.SwapCurveValuationBuilder

hasData

public boolean hasData()

Specified by:

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

merge

public SwapCurveValuation.SwapCurveValuationBuilder 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