Package cdm.observable.asset.calculatedrate

Interface FloatingRateCalculationParameters

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder

All Known Implementing Classes:

FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilderImpl, FloatingRateCalculationParameters.FloatingRateCalculationParametersImpl

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

Defines the structures needed to represent the calculation parameters for daily averaged and compounded modular rates as defined in the 2021 ISDA Definitions in Section 7. This type is used to represent modular computed rates in interestRatePayouts.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder	Builder Interface
static class	FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilderImpl	Builder Implementation of FloatingRateCalculationParameters
static class	FloatingRateCalculationParameters.FloatingRateCalculationParametersImpl	Immutable Implementation of FloatingRateCalculationParameters

Field Summary

Fields

Modifier and Type	Field	Description
static final FloatingRateCalculationParametersMeta	metaData

Method Summary

Modifier and Type	Method	Description
FloatingRateCalculationParameters	build()	Build Methods
static FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder	builder()
BusinessCenters	getApplicableBusinessDays()	the business days that are applicable for the calculation.
CalculationMethodEnum	getCalculationMethod()	calculation type (averaging or compounding).
OffsetCalculation	getLockoutCalculation()	any lockout parameters if applicable.
OffsetCalculation	getLookbackCalculation()	any lookback parameters if applicable.
ObservationParameters	getObservationParameters()	any applicable observation parameters, such as daily caps or floors.
ObservationShiftCalculation	getObservationShiftCalculation()	any obervation shift parameters if applicable.
default Class<? extends FloatingRateCalculationParameters>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends FloatingRateCalculationParameters>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final FloatingRateCalculationParametersMeta metaData

Method Details

getCalculationMethod

CalculationMethodEnum getCalculationMethod()

calculation type (averaging or compounding).

getObservationShiftCalculation

ObservationShiftCalculation getObservationShiftCalculation()

any obervation shift parameters if applicable.

getLookbackCalculation

OffsetCalculation getLookbackCalculation()

any lookback parameters if applicable.

getLockoutCalculation

OffsetCalculation getLockoutCalculation()

any lockout parameters if applicable.

getApplicableBusinessDays

BusinessCenters getApplicableBusinessDays()

the business days that are applicable for the calculation.

getObservationParameters

ObservationParameters getObservationParameters()

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

build

FloatingRateCalculationParameters build()

Build Methods

Specified by:

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

toBuilder

FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder toBuilder()

Specified by:

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

builder

static FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder builder()

metaData

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

Utility Methods

Specified by:

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

getType

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