Package cdm.observable.asset.calculatedrate

Interface CalculatedRateObservations

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

CalculatedRateObservations.CalculatedRateObservationsBuilder

All Known Implementing Classes:

CalculatedRateObservations.CalculatedRateObservationsBuilderImpl, CalculatedRateObservations.CalculatedRateObservationsImpl

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

Type for reporting observations that went into the final reported rate.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	CalculatedRateObservations.CalculatedRateObservationsBuilder	Builder Interface
static class	CalculatedRateObservations.CalculatedRateObservationsBuilderImpl	Builder Implementation of CalculatedRateObservations
static class	CalculatedRateObservations.CalculatedRateObservationsImpl	Immutable Implementation of CalculatedRateObservations

Field Summary

Fields

Modifier and Type	Field	Description
static final CalculatedRateObservationsMeta	metaData

Method Summary

Modifier and Type	Method	Description
CalculatedRateObservations	build()	Build Methods
static CalculatedRateObservations.CalculatedRateObservationsBuilder	builder()
List<com.rosetta.model.lib.records.Date>	getObservationDates()	The observation date upon which the rate is observed.
List<BigDecimal>	getObservedRates()	The value observed for that date
List<BigDecimal>	getProcessedRates()	The value after any processing, such as application of caps or floors.
default Class<? extends CalculatedRateObservations>	getType()
List<BigDecimal>	getWeights()	The corresponding weight for each date.
default com.rosetta.model.lib.meta.RosettaMetaData<? extends CalculatedRateObservations>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
CalculatedRateObservations.CalculatedRateObservationsBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final CalculatedRateObservationsMeta metaData

Method Details

getObservationDates

List<com.rosetta.model.lib.records.Date> getObservationDates()

The observation date upon which the rate is observed.

getWeights

List<BigDecimal> getWeights()

The corresponding weight for each date.

getObservedRates

List<BigDecimal> getObservedRates()

The value observed for that date

getProcessedRates

List<BigDecimal> getProcessedRates()

The value after any processing, such as application of caps or floors.

build

CalculatedRateObservations build()

Build Methods

Specified by:

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

toBuilder

CalculatedRateObservations.CalculatedRateObservationsBuilder toBuilder()

Specified by:

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

builder

static CalculatedRateObservations.CalculatedRateObservationsBuilder builder()

metaData

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

Utility Methods

Specified by:

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

getType

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