Package cdm.observable.asset.calculatedrate

Interface FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder

All Superinterfaces:

FloatingRateCalculationParameters, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

All Known Implementing Classes:

FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilderImpl

Enclosing interface:

FloatingRateCalculationParameters

public static interface FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder
extends FloatingRateCalculationParameters, com.rosetta.model.lib.RosettaModelObjectBuilder

Builder Interface

Nested Class Summary

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

FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder, FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilderImpl, FloatingRateCalculationParameters.FloatingRateCalculationParametersImpl

Field Summary

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

metaData

Method Summary

Modifier and Type	Method	Description
BusinessCenters.BusinessCentersBuilder	getApplicableBusinessDays()	the business days that are applicable for the calculation.
OffsetCalculation.OffsetCalculationBuilder	getLockoutCalculation()	any lockout parameters if applicable.
OffsetCalculation.OffsetCalculationBuilder	getLookbackCalculation()	any lookback parameters if applicable.
ObservationParameters.ObservationParametersBuilder	getObservationParameters()	any applicable observation parameters, such as daily caps or floors.
ObservationShiftCalculation.ObservationShiftCalculationBuilder	getObservationShiftCalculation()	any obervation shift parameters if applicable.
BusinessCenters.BusinessCentersBuilder	getOrCreateApplicableBusinessDays()
OffsetCalculation.OffsetCalculationBuilder	getOrCreateLockoutCalculation()
OffsetCalculation.OffsetCalculationBuilder	getOrCreateLookbackCalculation()
ObservationParameters.ObservationParametersBuilder	getOrCreateObservationParameters()
ObservationShiftCalculation.ObservationShiftCalculationBuilder	getOrCreateObservationShiftCalculation()
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder	prune()
FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder	setApplicableBusinessDays(BusinessCenters applicableBusinessDays)
FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder	setCalculationMethod(CalculationMethodEnum calculationMethod)
FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder	setLockoutCalculation(OffsetCalculation lockoutCalculation)
FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder	setLookbackCalculation(OffsetCalculation lookbackCalculation)
FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder	setObservationParameters(ObservationParameters observationParameters)
FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder	setObservationShiftCalculation(ObservationShiftCalculation observationShiftCalculation)

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

build, getCalculationMethod, getType, metaData, process, toBuilder

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

processRosetta, processRosetta

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

getIndex, hasData, merge, processRosetta, processRosetta

Method Details

getOrCreateObservationShiftCalculation

ObservationShiftCalculation.ObservationShiftCalculationBuilder getOrCreateObservationShiftCalculation()

getObservationShiftCalculation

ObservationShiftCalculation.ObservationShiftCalculationBuilder getObservationShiftCalculation()

Description copied from interface: FloatingRateCalculationParameters

any obervation shift parameters if applicable.

Specified by:

getObservationShiftCalculation in interface FloatingRateCalculationParameters

getOrCreateLookbackCalculation

OffsetCalculation.OffsetCalculationBuilder getOrCreateLookbackCalculation()

getLookbackCalculation

OffsetCalculation.OffsetCalculationBuilder getLookbackCalculation()

Description copied from interface: FloatingRateCalculationParameters

any lookback parameters if applicable.

Specified by:

getLookbackCalculation in interface FloatingRateCalculationParameters

getOrCreateLockoutCalculation

OffsetCalculation.OffsetCalculationBuilder getOrCreateLockoutCalculation()

getLockoutCalculation

OffsetCalculation.OffsetCalculationBuilder getLockoutCalculation()

Description copied from interface: FloatingRateCalculationParameters

any lockout parameters if applicable.

Specified by:

getLockoutCalculation in interface FloatingRateCalculationParameters

getOrCreateApplicableBusinessDays

BusinessCenters.BusinessCentersBuilder getOrCreateApplicableBusinessDays()

getApplicableBusinessDays

BusinessCenters.BusinessCentersBuilder getApplicableBusinessDays()

Description copied from interface: FloatingRateCalculationParameters

the business days that are applicable for the calculation.

Specified by:

getApplicableBusinessDays in interface FloatingRateCalculationParameters

getOrCreateObservationParameters

ObservationParameters.ObservationParametersBuilder getOrCreateObservationParameters()

getObservationParameters

ObservationParameters.ObservationParametersBuilder getObservationParameters()

Description copied from interface: FloatingRateCalculationParameters

any applicable observation parameters, such as daily caps or floors.

Specified by:

getObservationParameters in interface FloatingRateCalculationParameters

setCalculationMethod

FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder setCalculationMethod(CalculationMethodEnum calculationMethod)

setObservationShiftCalculation

FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder setObservationShiftCalculation(ObservationShiftCalculation observationShiftCalculation)

setLookbackCalculation

FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder setLookbackCalculation(OffsetCalculation lookbackCalculation)

setLockoutCalculation

FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder setLockoutCalculation(OffsetCalculation lockoutCalculation)

setApplicableBusinessDays

FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder setApplicableBusinessDays(BusinessCenters applicableBusinessDays)

setObservationParameters

FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder setObservationParameters(ObservationParameters observationParameters)

process

default void process(com.rosetta.model.lib.path.RosettaPath path,
 com.rosetta.model.lib.process.BuilderProcessor processor)

Specified by:

process in interface com.rosetta.model.lib.RosettaModelObjectBuilder

prune

FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder prune()

Specified by:

prune in interface com.rosetta.model.lib.RosettaModelObjectBuilder