Package cdm.observable.asset.calculatedrate

Interface OffsetCalculation

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

OffsetCalculation.OffsetCalculationBuilder

All Known Implementing Classes:

OffsetCalculation.OffsetCalculationBuilderImpl, OffsetCalculation.OffsetCalculationImpl

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

Defines business day shifts for daily componded or averaged rates. This type is used for lookback and lockout rates. 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	OffsetCalculation.OffsetCalculationBuilder	Builder Interface
static class	OffsetCalculation.OffsetCalculationBuilderImpl	Builder Implementation of OffsetCalculation
static class	OffsetCalculation.OffsetCalculationImpl	Immutable Implementation of OffsetCalculation

Field Summary

Fields

Modifier and Type	Field	Description
static final OffsetCalculationMeta	metaData

Method Summary

Modifier and Type	Method	Description
OffsetCalculation	build()	Build Methods
static OffsetCalculation.OffsetCalculationBuilder	builder()
Integer	getOffsetDays()	The number of business days offset.
default Class<? extends OffsetCalculation>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends OffsetCalculation>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
OffsetCalculation.OffsetCalculationBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final OffsetCalculationMeta metaData

Method Details

getOffsetDays

Integer getOffsetDays()

The number of business days offset.

build

OffsetCalculation build()

Build Methods

Specified by:

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

toBuilder

OffsetCalculation.OffsetCalculationBuilder toBuilder()

Specified by:

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

builder

static OffsetCalculation.OffsetCalculationBuilder builder()

metaData

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

Utility Methods

Specified by:

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

getType

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