Package cdm.observable.asset.calculatedrate

Interface FallbackRateParameters

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
FallbackRateParameters.FallbackRateParametersBuilder
All Known Implementing Classes:
FallbackRateParameters.FallbackRateParametersBuilderImpl, FallbackRateParameters.FallbackRateParametersImpl
@RosettaDataType(value="FallbackRateParameters", builder=FallbackRateParametersBuilderImpl.class, version="5.30.0") @RuneDataType(value="FallbackRateParameters", model="cdm", builder=FallbackRateParametersBuilderImpl.class, version="5.30.0") public interface FallbackRateParameters extends com.rosetta.model.lib.RosettaModelObject
Defines the structure needed to represent fallback rate parameters. This type is used to represent modular computed rates in interestRatePayouts.
Version:
5.30.0

  • Field Details

  • Method Details

    • getFloatingRateIndex

      FloatingRateIndexEnum getFloatingRateIndex()
      The floating rate index that is used as the basis of the fallback rate.

    • getEffectiveDate

      com.rosetta.model.lib.records.Date getEffectiveDate()
      The date the fallback rate takes effect.

    • getCalculationParameters

      FloatingRateCalculationParameters getCalculationParameters()
      Support for modular calculated rates, such such as lockout compound calculations.

    • getSpreadAdjustment

      BigDecimal getSpreadAdjustment()
      The economic spread applied to the underlying fallback rate to replicate the original risky rate.

    • build

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

    • toBuilder

      FallbackRateParameters.FallbackRateParametersBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static FallbackRateParameters.FallbackRateParametersBuilder builder()

    • metaData

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

    • getType

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