Package cdm.observable.asset

Class SwapCurveValuation.SwapCurveValuationImpl

java.lang.Object

cdm.observable.asset.SwapCurveValuation.SwapCurveValuationImpl

All Implemented Interfaces:

SwapCurveValuation, com.rosetta.model.lib.RosettaModelObject

Direct Known Subclasses:

MakeWholeAmount.MakeWholeAmountImpl

Enclosing interface:

SwapCurveValuation

public static class SwapCurveValuation.SwapCurveValuationImpl
extends Object
implements SwapCurveValuation

Immutable 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 inherited from interface cdm.observable.asset.SwapCurveValuation

metaData

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	SwapCurveValuationImpl(SwapCurveValuation.SwapCurveValuationBuilder builder)

Method Summary

Modifier and Type	Method	Description
SwapCurveValuation	build()	Build Methods
boolean	equals(Object o)
FloatingRateIndexEnum	getFloatingRateIndex()	Getter Methods
Period	getIndexTenor()	The ISDA Designated Maturity, i.e. the tenor of the floating rate.
QuotationSideEnum	getSide()	The side (bid/mid/ask) of the measure.
BigDecimal	getSpread()	Spread in basis points over the floating rate index.
int	hashCode()
protected void	setBuilderFields(SwapCurveValuation.SwapCurveValuationBuilder builder)
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 cdm.observable.asset.SwapCurveValuation

getType, metaData, process

Constructor Details

SwapCurveValuationImpl

protected SwapCurveValuationImpl(SwapCurveValuation.SwapCurveValuationBuilder builder)

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 getIndexTenor()

Description copied from interface: SwapCurveValuation

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

Specified by:

getIndexTenor in interface SwapCurveValuation

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

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

setBuilderFields

protected void setBuilderFields(SwapCurveValuation.SwapCurveValuationBuilder 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