Interface ObservationParameters

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
ObservationParameters.ObservationParametersBuilder
All Known Implementing Classes:
ObservationParameters.ObservationParametersBuilderImpl, ObservationParameters.ObservationParametersImpl

@RosettaDataType(value="ObservationParameters", builder=ObservationParametersBuilderImpl.class, version="5.30.0") @RuneDataType(value="ObservationParameters", model="cdm", builder=ObservationParametersBuilderImpl.class, version="5.30.0") public interface ObservationParameters extends com.rosetta.model.lib.RosettaModelObject
Parameters on daily observed computed rates, specifically daily caps and floors. This type is used to represent modular computed rates in interestRatePayouts.
Version:
5.30.0
  • Field Details

  • Method Details

    • getObservationCapRate

      BigDecimal getObservationCapRate()
      A daily observation cap rate.
    • getObservationFloorRate

      BigDecimal getObservationFloorRate()
      A daily observation floor rate.
    • build

      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject
    • toBuilder

      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject
    • builder

    • metaData

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

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