Package cdm.observable.asset.calculatedrate

Class CalculatedRateDetails.CalculatedRateDetailsImpl

java.lang.Object

cdm.observable.asset.calculatedrate.CalculatedRateDetails.CalculatedRateDetailsImpl

All Implemented Interfaces:

CalculatedRateDetails, com.rosetta.model.lib.RosettaModelObject

Enclosing interface:

CalculatedRateDetails

public static class CalculatedRateDetails.CalculatedRateDetailsImpl
extends Object
implements CalculatedRateDetails

Immutable Implementation of CalculatedRateDetails

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.observable.asset.calculatedrate.CalculatedRateDetails

CalculatedRateDetails.CalculatedRateDetailsBuilder, CalculatedRateDetails.CalculatedRateDetailsBuilderImpl, CalculatedRateDetails.CalculatedRateDetailsImpl

Field Summary

Fields inherited from interface cdm.observable.asset.calculatedrate.CalculatedRateDetails

metaData

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	CalculatedRateDetailsImpl(CalculatedRateDetails.CalculatedRateDetailsBuilder builder)

Method Summary

Modifier and Type	Method	Description
CalculatedRateDetails	build()	Build Methods
boolean	equals(Object o)
BigDecimal	getAggregateValue()	The total sum or product of all the individual terms that went into the calculated rate.
BigDecimal	getAggregateWeight()	The total weight of all the terms that went into the calculated rate.
BigDecimal	getCalculatedRate()	The resulting calculated weight.
List<BigDecimal>	getCompoundedGrowth()	The compounding curve, showing how the initial value grew during the calculation period.
List<BigDecimal>	getGrowthFactor()	The daily growth factors, showing the weighted rates divided by the day count basis plus one, giving how much the value grows for each step in the calculation.
CalculatedRateObservations	getObservations()	The observation dates and weights for each observation date.
List<BigDecimal>	getWeightedRates()	The weighted value of each observation.
int	hashCode()
protected void	setBuilderFields(CalculatedRateDetails.CalculatedRateDetailsBuilder builder)
CalculatedRateDetails.CalculatedRateDetailsBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

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

Methods inherited from interface cdm.observable.asset.calculatedrate.CalculatedRateDetails

getType, metaData, process

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

processRosetta, processRosetta

Constructor Details

CalculatedRateDetailsImpl

protected CalculatedRateDetailsImpl(CalculatedRateDetails.CalculatedRateDetailsBuilder builder)

Method Details

getObservations

@RosettaAttribute("observations")
@RuneAttribute("observations")
public CalculatedRateObservations getObservations()

Description copied from interface: CalculatedRateDetails

The observation dates and weights for each observation date.

Specified by:

getObservations in interface CalculatedRateDetails

getWeightedRates

@RosettaAttribute("weightedRates")
@RuneAttribute("weightedRates")
public List<BigDecimal> getWeightedRates()

Description copied from interface: CalculatedRateDetails

The weighted value of each observation.

Specified by:

getWeightedRates in interface CalculatedRateDetails

getGrowthFactor

@RosettaAttribute("growthFactor")
@RuneAttribute("growthFactor")
public List<BigDecimal> getGrowthFactor()

Description copied from interface: CalculatedRateDetails

The daily growth factors, showing the weighted rates divided by the day count basis plus one, giving how much the value grows for each step in the calculation.

Specified by:

getGrowthFactor in interface CalculatedRateDetails

getCompoundedGrowth

@RosettaAttribute("compoundedGrowth")
@RuneAttribute("compoundedGrowth")
public List<BigDecimal> getCompoundedGrowth()

Description copied from interface: CalculatedRateDetails

The compounding curve, showing how the initial value grew during the calculation period.

Specified by:

getCompoundedGrowth in interface CalculatedRateDetails

getAggregateValue

@RosettaAttribute("aggregateValue")
@RuneAttribute("aggregateValue")
public BigDecimal getAggregateValue()

Description copied from interface: CalculatedRateDetails

The total sum or product of all the individual terms that went into the calculated rate.

Specified by:

getAggregateValue in interface CalculatedRateDetails

getAggregateWeight

@RosettaAttribute("aggregateWeight")
@RuneAttribute("aggregateWeight")
public BigDecimal getAggregateWeight()

Description copied from interface: CalculatedRateDetails

The total weight of all the terms that went into the calculated rate.

Specified by:

getAggregateWeight in interface CalculatedRateDetails

getCalculatedRate

@RosettaAttribute("calculatedRate")
@RuneAttribute("calculatedRate")
public BigDecimal getCalculatedRate()

Description copied from interface: CalculatedRateDetails

The resulting calculated weight.

Specified by:

getCalculatedRate in interface CalculatedRateDetails

build

public CalculatedRateDetails build()

Description copied from interface: CalculatedRateDetails

Build Methods

Specified by:

build in interface CalculatedRateDetails

Specified by:

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

toBuilder

public CalculatedRateDetails.CalculatedRateDetailsBuilder toBuilder()

Specified by:

toBuilder in interface CalculatedRateDetails

Specified by:

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

setBuilderFields

protected void setBuilderFields(CalculatedRateDetails.CalculatedRateDetailsBuilder 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