Package cdm.observable.asset.calculatedrate

Interface CalculatedRateDetails

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
CalculatedRateDetails.CalculatedRateDetailsBuilder
All Known Implementing Classes:
CalculatedRateDetails.CalculatedRateDetailsBuilderImpl, CalculatedRateDetails.CalculatedRateDetailsImpl
@RosettaDataType(value="CalculatedRateDetails", builder=CalculatedRateDetailsBuilderImpl.class, version="5.30.0") @RuneDataType(value="CalculatedRateDetails", model="cdm", builder=CalculatedRateDetailsBuilderImpl.class, version="5.30.0") public interface CalculatedRateDetails extends com.rosetta.model.lib.RosettaModelObject
Type for reporting details of calculated rates, including the observations that went into the final reported rate.
Version:
5.30.0

  • Field Details

  • Method Details

    • getObservations

      CalculatedRateObservations getObservations()
      The observation dates and weights for each observation date.

    • getWeightedRates

      List<BigDecimal> getWeightedRates()
      The weighted value of each observation.

    • getGrowthFactor

      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.

    • getCompoundedGrowth

      List<BigDecimal> getCompoundedGrowth()
      The compounding curve, showing how the initial value grew during the calculation period.

    • getAggregateValue

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

    • getAggregateWeight

      BigDecimal getAggregateWeight()
      The total weight of all the terms that went into the calculated rate.

    • getCalculatedRate

      BigDecimal getCalculatedRate()
      The resulting calculated weight.

    • build

      CalculatedRateDetails build()
      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      CalculatedRateDetails.CalculatedRateDetailsBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static CalculatedRateDetails.CalculatedRateDetailsBuilder builder()

    • metaData

      default com.rosetta.model.lib.meta.RosettaMetaData<? extends CalculatedRateDetails> metaData()
      Utility Methods
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject

    • getType

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