Package cdm.observable.asset

Interface SwapCurveValuation

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

MakeWholeAmount, MakeWholeAmount.MakeWholeAmountBuilder, SwapCurveValuation.SwapCurveValuationBuilder

All Known Implementing Classes:

MakeWholeAmount.MakeWholeAmountBuilderImpl, MakeWholeAmount.MakeWholeAmountImpl, SwapCurveValuation.SwapCurveValuationBuilderImpl, SwapCurveValuation.SwapCurveValuationImpl

@RosettaDataType(value="SwapCurveValuation",
                 builder=SwapCurveValuationBuilderImpl.class,
                 version="5.30.0")
@RuneDataType(value="SwapCurveValuation",
              model="cdm",
              builder=SwapCurveValuationBuilderImpl.class,
              version="5.30.0")
public interface SwapCurveValuation
extends com.rosetta.model.lib.RosettaModelObject

A class to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	SwapCurveValuation.SwapCurveValuationBuilder	Builder Interface
static class	SwapCurveValuation.SwapCurveValuationBuilderImpl	Builder Implementation of SwapCurveValuation
static class	SwapCurveValuation.SwapCurveValuationImpl	Immutable Implementation of SwapCurveValuation

Field Summary

Fields

Modifier and Type	Field	Description
static final SwapCurveValuationMeta	metaData

Method Summary

Modifier and Type	Method	Description
SwapCurveValuation	build()	Build Methods
static SwapCurveValuation.SwapCurveValuationBuilder	builder()
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.
default Class<? extends SwapCurveValuation>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends SwapCurveValuation>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
SwapCurveValuation.SwapCurveValuationBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final SwapCurveValuationMeta metaData

Method Details

getFloatingRateIndex

FloatingRateIndexEnum getFloatingRateIndex()

Getter Methods

getIndexTenor

Period getIndexTenor()

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

getSpread

BigDecimal getSpread()

Spread in basis points over the floating rate index.

getSide

QuotationSideEnum getSide()

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

build

SwapCurveValuation build()

Build Methods

Specified by:

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

toBuilder

SwapCurveValuation.SwapCurveValuationBuilder toBuilder()

Specified by:

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

builder

static SwapCurveValuation.SwapCurveValuationBuilder builder()

metaData

default com.rosetta.model.lib.meta.RosettaMetaData<? extends SwapCurveValuation> metaData()

Utility Methods

Specified by:

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

getType

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