Uses of Interface
cdm.observable.asset.calculatedrate.FloatingRateCalculationParameters

Packages that use FloatingRateCalculationParameters

Package	Description
cdm.observable.asset.calculatedrate	Floating amount calculations for calculated rates.
cdm.observable.asset.calculatedrate.functions
cdm.observable.asset.calculatedrate.meta
cdm.observable.asset.calculatedrate.validation
cdm.observable.asset.calculatedrate.validation.exists
cdm.product.asset	Product concepts applicable to specific asset classes.
cdm.product.asset.floatingrate.functions

Uses of FloatingRateCalculationParameters in cdm.observable.asset.calculatedrate

Subinterfaces of FloatingRateCalculationParameters in cdm.observable.asset.calculatedrate

Modifier and Type	Interface	Description
static interface	FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder	Builder Interface

Classes in cdm.observable.asset.calculatedrate that implement FloatingRateCalculationParameters

Modifier and Type	Class	Description
static class	FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilderImpl	Builder Implementation of FloatingRateCalculationParameters
static class	FloatingRateCalculationParameters.FloatingRateCalculationParametersImpl	Immutable Implementation of FloatingRateCalculationParameters

Methods in cdm.observable.asset.calculatedrate that return FloatingRateCalculationParameters

Modifier and Type	Method	Description
FloatingRateCalculationParameters	FloatingRateCalculationParameters.build()	Build Methods
FloatingRateCalculationParameters	FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilderImpl.build()
FloatingRateCalculationParameters	FloatingRateCalculationParameters.FloatingRateCalculationParametersImpl.build()
FloatingRateCalculationParameters	FallbackRateParameters.FallbackRateParametersImpl.getCalculationParameters()
FloatingRateCalculationParameters	FallbackRateParameters.getCalculationParameters()	Support for modular calculated rates, such such as lockout compound calculations.

Methods in cdm.observable.asset.calculatedrate that return types with arguments of type FloatingRateCalculationParameters

Modifier and Type	Method	Description
default Class<? extends FloatingRateCalculationParameters>	FloatingRateCalculationParameters.getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends FloatingRateCalculationParameters>	FloatingRateCalculationParameters.metaData()	Utility Methods

Methods in cdm.observable.asset.calculatedrate with parameters of type FloatingRateCalculationParameters

Modifier and Type	Method	Description
FallbackRateParameters.FallbackRateParametersBuilder	FallbackRateParameters.FallbackRateParametersBuilder.setCalculationParameters(FloatingRateCalculationParameters calculationParameters)
FallbackRateParameters.FallbackRateParametersBuilder	FallbackRateParameters.FallbackRateParametersBuilderImpl.setCalculationParameters(FloatingRateCalculationParameters _calculationParameters)

Uses of FloatingRateCalculationParameters in cdm.observable.asset.calculatedrate.functions

Methods in cdm.observable.asset.calculatedrate.functions with parameters of type FloatingRateCalculationParameters

Modifier and Type	Method	Description
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends BusinessCenters>	DetermineObservationPeriod.additionalBusinessDays(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected com.rosetta.model.lib.mapper.MapperS<? extends BusinessCenters>	DetermineObservationPeriod.DetermineObservationPeriodDefault.additionalBusinessDays(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase>	GenerateObservationDatesAndWeights.adjustedCalculationPeriod(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase>	GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.adjustedCalculationPeriod(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected abstract com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum>	DetermineObservationPeriod.allBusinessDays(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum>	DetermineObservationPeriod.DetermineObservationPeriodDefault.allBusinessDays(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected CalculationPeriodBase.CalculationPeriodBaseBuilder	DetermineObservationPeriod.DetermineObservationPeriodDefault.assignOutput(CalculationPeriodBase.CalculationPeriodBaseBuilder observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected List<com.rosetta.model.lib.records.Date>	DetermineWeightingDates.DetermineWeightingDatesDefault.assignOutput(List<com.rosetta.model.lib.records.Date> weightingDates, FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
protected FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder	EvaluateCalculatedRate.EvaluateCalculatedRateDefault.assignOutput(FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder results, FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected CalculatedRateObservationDatesAndWeights.CalculatedRateObservationDatesAndWeightsBuilder	GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.assignOutput(CalculatedRateObservationDatesAndWeights.CalculatedRateObservationDatesAndWeightsBuilder results, FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected List<BigDecimal>	GenerateWeightings.GenerateWeightingsDefault.assignOutput(List<BigDecimal> weights, FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
protected List<BigDecimal>	ProcessObservations.ProcessObservationsDefault.assignOutput(List<BigDecimal> processedObservations, FloatingRateCalculationParameters calculationParameters, List<BigDecimal> rawObservations)
protected abstract com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date>	DetermineWeightingDates.baseWeightingDates(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date>	DetermineWeightingDates.DetermineWeightingDatesDefault.baseWeightingDates(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
protected abstract com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum>	DetermineWeightingDates.businessCenters(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
protected com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum>	DetermineWeightingDates.DetermineWeightingDatesDefault.businessCenters(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends BusinessCenters>	DetermineObservationPeriod.businessDays(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected com.rosetta.model.lib.mapper.MapperS<? extends BusinessCenters>	DetermineObservationPeriod.DetermineObservationPeriodDefault.businessDays(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected abstract com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum>	GenerateObservationDatesAndWeights.businessDays(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum>	GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.businessDays(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected abstract com.rosetta.model.lib.mapper.MapperS<ObservationPeriodDatesEnum>	GenerateObservationDatesAndWeights.calculateRelative(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<ObservationPeriodDatesEnum>	GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.calculateRelative(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected abstract com.rosetta.model.lib.mapper.MapperS<CalculationMethodEnum>	EvaluateCalculatedRate.calculationMethod(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected com.rosetta.model.lib.mapper.MapperS<CalculationMethodEnum>	EvaluateCalculatedRate.EvaluateCalculatedRateDefault.calculationMethod(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculatedRateDetails>	EvaluateCalculatedRate.calculationResults(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected com.rosetta.model.lib.mapper.MapperS<? extends CalculatedRateDetails>	EvaluateCalculatedRate.EvaluateCalculatedRateDefault.calculationResults(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal>	ProcessObservations.cap(FloatingRateCalculationParameters calculationParameters, List<BigDecimal> rawObservations)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	ProcessObservations.ProcessObservationsDefault.cap(FloatingRateCalculationParameters calculationParameters, List<BigDecimal> rawObservations)
protected abstract com.rosetta.model.lib.mapper.MapperC<BigDecimal>	ProcessObservations.cappedObservations(FloatingRateCalculationParameters calculationParameters, List<BigDecimal> rawObservations)
protected com.rosetta.model.lib.mapper.MapperC<BigDecimal>	ProcessObservations.ProcessObservationsDefault.cappedObservations(FloatingRateCalculationParameters calculationParameters, List<BigDecimal> rawObservations)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculatedRateObservationDatesAndWeights>	EvaluateCalculatedRate.datesAndWeights(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected com.rosetta.model.lib.mapper.MapperS<? extends CalculatedRateObservationDatesAndWeights>	EvaluateCalculatedRate.EvaluateCalculatedRateDefault.datesAndWeights(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected CalculationPeriodBase.CalculationPeriodBaseBuilder	DetermineObservationPeriod.DetermineObservationPeriodDefault.doEvaluate(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected abstract CalculationPeriodBase.CalculationPeriodBaseBuilder	DetermineObservationPeriod.doEvaluate(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected List<com.rosetta.model.lib.records.Date>	DetermineWeightingDates.DetermineWeightingDatesDefault.doEvaluate(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
protected abstract List<com.rosetta.model.lib.records.Date>	DetermineWeightingDates.doEvaluate(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
protected abstract FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder	EvaluateCalculatedRate.doEvaluate(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder	EvaluateCalculatedRate.EvaluateCalculatedRateDefault.doEvaluate(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected abstract CalculatedRateObservationDatesAndWeights.CalculatedRateObservationDatesAndWeightsBuilder	GenerateObservationDatesAndWeights.doEvaluate(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected CalculatedRateObservationDatesAndWeights.CalculatedRateObservationDatesAndWeightsBuilder	GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.doEvaluate(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected abstract List<BigDecimal>	GenerateWeightings.doEvaluate(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
protected List<BigDecimal>	GenerateWeightings.GenerateWeightingsDefault.doEvaluate(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
protected abstract List<BigDecimal>	ProcessObservations.doEvaluate(FloatingRateCalculationParameters calculationParameters, List<BigDecimal> rawObservations)
protected List<BigDecimal>	ProcessObservations.ProcessObservationsDefault.doEvaluate(FloatingRateCalculationParameters calculationParameters, List<BigDecimal> rawObservations)
CalculationPeriodBase	DetermineObservationPeriod.evaluate(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
List<com.rosetta.model.lib.records.Date>	DetermineWeightingDates.evaluate(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
FloatingRateSettingDetails	EvaluateCalculatedRate.evaluate(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
CalculatedRateObservationDatesAndWeights	GenerateObservationDatesAndWeights.evaluate(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
List<BigDecimal>	GenerateWeightings.evaluate(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
List<BigDecimal>	ProcessObservations.evaluate(FloatingRateCalculationParameters calculationParameters, List<BigDecimal> rawObservations)
protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal>	ProcessObservations.floor(FloatingRateCalculationParameters calculationParameters, List<BigDecimal> rawObservations)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	ProcessObservations.ProcessObservationsDefault.floor(FloatingRateCalculationParameters calculationParameters, List<BigDecimal> rawObservations)
protected abstract com.rosetta.model.lib.mapper.MapperC<BigDecimal>	ProcessObservations.flooredObservations(FloatingRateCalculationParameters calculationParameters, List<BigDecimal> rawObservations)
protected com.rosetta.model.lib.mapper.MapperC<BigDecimal>	ProcessObservations.ProcessObservationsDefault.flooredObservations(FloatingRateCalculationParameters calculationParameters, List<BigDecimal> rawObservations)
protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateOption>	EvaluateCalculatedRate.EvaluateCalculatedRateDefault.fro(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateOption>	EvaluateCalculatedRate.fro(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected com.rosetta.model.lib.mapper.MapperS<Boolean>	EvaluateCalculatedRate.EvaluateCalculatedRateDefault.isCompounding(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected abstract com.rosetta.model.lib.mapper.MapperS<Boolean>	EvaluateCalculatedRate.isCompounding(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected com.rosetta.model.lib.mapper.MapperS<? extends OffsetCalculation>	GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.lockout(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends OffsetCalculation>	GenerateObservationDatesAndWeights.lockout(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<Integer>	GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.lockoutDays(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected abstract com.rosetta.model.lib.mapper.MapperS<Integer>	GenerateObservationDatesAndWeights.lockoutDays(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<? extends OffsetCalculation>	DetermineObservationPeriod.DetermineObservationPeriodDefault.lookback(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends OffsetCalculation>	DetermineObservationPeriod.lookback(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected com.rosetta.model.lib.mapper.MapperS<? extends OffsetCalculation>	DetermineWeightingDates.DetermineWeightingDatesDefault.lookback(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends OffsetCalculation>	DetermineWeightingDates.lookback(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date>	EvaluateCalculatedRate.EvaluateCalculatedRateDefault.observationDates(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected abstract com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date>	EvaluateCalculatedRate.observationDates(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date>	GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.observationDates(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected abstract com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date>	GenerateObservationDatesAndWeights.observationDates(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase>	GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.observationPeriod(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase>	GenerateObservationDatesAndWeights.observationPeriod(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected com.rosetta.model.lib.mapper.MapperC<BigDecimal>	EvaluateCalculatedRate.EvaluateCalculatedRateDefault.observations(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected abstract com.rosetta.model.lib.mapper.MapperC<BigDecimal>	EvaluateCalculatedRate.observations(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected com.rosetta.model.lib.mapper.MapperS<? extends ObservationShiftCalculation>	DetermineObservationPeriod.DetermineObservationPeriodDefault.obsShift(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ObservationShiftCalculation>	DetermineObservationPeriod.obsShift(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected com.rosetta.model.lib.mapper.MapperS<? extends ObservationShiftCalculation>	DetermineWeightingDates.DetermineWeightingDatesDefault.obsShift(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ObservationShiftCalculation>	DetermineWeightingDates.obsShift(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
protected com.rosetta.model.lib.mapper.MapperS<? extends ObservationShiftCalculation>	GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.obsShift(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ObservationShiftCalculation>	GenerateObservationDatesAndWeights.obsShift(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ObservationParameters>	ProcessObservations.params(FloatingRateCalculationParameters calculationParameters, List<BigDecimal> rawObservations)
protected com.rosetta.model.lib.mapper.MapperS<? extends ObservationParameters>	ProcessObservations.ProcessObservationsDefault.params(FloatingRateCalculationParameters calculationParameters, List<BigDecimal> rawObservations)
protected com.rosetta.model.lib.mapper.MapperC<BigDecimal>	EvaluateCalculatedRate.EvaluateCalculatedRateDefault.processedObservations(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected abstract com.rosetta.model.lib.mapper.MapperC<BigDecimal>	EvaluateCalculatedRate.processedObservations(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected com.rosetta.model.lib.mapper.MapperS<Integer>	DetermineObservationPeriod.DetermineObservationPeriodDefault.shift(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected abstract com.rosetta.model.lib.mapper.MapperS<Integer>	DetermineObservationPeriod.shift(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected com.rosetta.model.lib.mapper.MapperS<Integer>	DetermineObservationPeriod.DetermineObservationPeriodDefault.shiftDefaulted(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected abstract com.rosetta.model.lib.mapper.MapperS<Integer>	DetermineObservationPeriod.shiftDefaulted(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected com.rosetta.model.lib.mapper.MapperS<Integer>	GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.specifiedLockout(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected abstract com.rosetta.model.lib.mapper.MapperS<Integer>	GenerateObservationDatesAndWeights.specifiedLockout(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date>	GenerateWeightings.GenerateWeightingsDefault.weightingDates(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
protected abstract com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date>	GenerateWeightings.weightingDates(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date>	DetermineWeightingDates.DetermineWeightingDatesDefault.weightingDatesAll(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
protected abstract com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date>	DetermineWeightingDates.weightingDatesAll(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
protected com.rosetta.model.lib.mapper.MapperC<BigDecimal>	EvaluateCalculatedRate.EvaluateCalculatedRateDefault.weights(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected abstract com.rosetta.model.lib.mapper.MapperC<BigDecimal>	EvaluateCalculatedRate.weights(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase>	DetermineWeightingDates.DetermineWeightingDatesDefault.wtPeriod(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase>	DetermineWeightingDates.wtPeriod(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	EvaluateCalculatedRate.EvaluateCalculatedRateDefault.yearFraction(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal>	EvaluateCalculatedRate.yearFraction(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)

Uses of FloatingRateCalculationParameters in cdm.observable.asset.calculatedrate.meta

Methods in cdm.observable.asset.calculatedrate.meta that return types with arguments of type FloatingRateCalculationParameters

Modifier and Type	Method	Description
List<com.rosetta.model.lib.validation.Validator<? super FloatingRateCalculationParameters>>	FloatingRateCalculationParametersMeta.dataRules(com.rosetta.model.lib.validation.ValidatorFactory factory)
List<Function<? super FloatingRateCalculationParameters,com.rosetta.model.lib.qualify.QualifyResult>>	FloatingRateCalculationParametersMeta.getQualifyFunctions(com.rosetta.model.lib.qualify.QualifyFunctionFactory factory)
com.rosetta.model.lib.validation.ValidatorWithArg<? super FloatingRateCalculationParameters,Set<String>>	FloatingRateCalculationParametersMeta.onlyExistsValidator()
com.rosetta.model.lib.validation.Validator<? super FloatingRateCalculationParameters>	FloatingRateCalculationParametersMeta.typeFormatValidator()	Deprecated.
com.rosetta.model.lib.validation.Validator<? super FloatingRateCalculationParameters>	FloatingRateCalculationParametersMeta.typeFormatValidator(com.rosetta.model.lib.validation.ValidatorFactory factory)
com.rosetta.model.lib.validation.Validator<? super FloatingRateCalculationParameters>	FloatingRateCalculationParametersMeta.validator()	Deprecated.
com.rosetta.model.lib.validation.Validator<? super FloatingRateCalculationParameters>	FloatingRateCalculationParametersMeta.validator(com.rosetta.model.lib.validation.ValidatorFactory factory)

Uses of FloatingRateCalculationParameters in cdm.observable.asset.calculatedrate.validation

Methods in cdm.observable.asset.calculatedrate.validation with parameters of type FloatingRateCalculationParameters

Modifier and Type	Method	Description
List<com.rosetta.model.lib.validation.ValidationResult<?>>	FloatingRateCalculationParametersTypeFormatValidator.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, FloatingRateCalculationParameters o)
List<com.rosetta.model.lib.validation.ValidationResult<?>>	FloatingRateCalculationParametersValidator.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, FloatingRateCalculationParameters o)

Uses of FloatingRateCalculationParameters in cdm.observable.asset.calculatedrate.validation.exists

Methods in cdm.observable.asset.calculatedrate.validation.exists with type parameters of type FloatingRateCalculationParameters

Modifier and Type	Method	Description
<T2 extends FloatingRateCalculationParameters> com.rosetta.model.lib.validation.ValidationResult<FloatingRateCalculationParameters>	FloatingRateCalculationParametersOnlyExistsValidator.validate(com.rosetta.model.lib.path.RosettaPath path, T2 o, Set<String> fields)

Methods in cdm.observable.asset.calculatedrate.validation.exists that return types with arguments of type FloatingRateCalculationParameters

Modifier and Type	Method	Description
<T2 extends FloatingRateCalculationParameters> com.rosetta.model.lib.validation.ValidationResult<FloatingRateCalculationParameters>	FloatingRateCalculationParametersOnlyExistsValidator.validate(com.rosetta.model.lib.path.RosettaPath path, T2 o, Set<String> fields)

Uses of FloatingRateCalculationParameters in cdm.product.asset

Methods in cdm.product.asset that return FloatingRateCalculationParameters

Modifier and Type	Method	Description
FloatingRateCalculationParameters	FloatingRate.FloatingRateImpl.getCalculationParameters()
FloatingRateCalculationParameters	FloatingRate.getCalculationParameters()	Support for modular calculated rates, such such as lockout compound calculations.

Methods in cdm.product.asset with parameters of type FloatingRateCalculationParameters

Modifier and Type	Method	Description
FloatingRate.FloatingRateBuilder	FloatingRate.FloatingRateBuilder.setCalculationParameters(FloatingRateCalculationParameters calculationParameters)
FloatingRate.FloatingRateBuilder	FloatingRate.FloatingRateBuilderImpl.setCalculationParameters(FloatingRateCalculationParameters _calculationParameters)
FloatingRateSpecification.FloatingRateSpecificationBuilder	FloatingRateSpecification.FloatingRateSpecificationBuilder.setCalculationParameters(FloatingRateCalculationParameters calculationParameters)
FloatingRateSpecification.FloatingRateSpecificationBuilder	FloatingRateSpecification.FloatingRateSpecificationBuilderImpl.setCalculationParameters(FloatingRateCalculationParameters _calculationParameters)
InflationRateSpecification.InflationRateSpecificationBuilder	InflationRateSpecification.InflationRateSpecificationBuilder.setCalculationParameters(FloatingRateCalculationParameters calculationParameters)
InflationRateSpecification.InflationRateSpecificationBuilder	InflationRateSpecification.InflationRateSpecificationBuilderImpl.setCalculationParameters(FloatingRateCalculationParameters _calculationParameters)

Uses of FloatingRateCalculationParameters in cdm.product.asset.floatingrate.functions

Methods in cdm.product.asset.floatingrate.functions that return FloatingRateCalculationParameters

Modifier and Type	Method	Description
FloatingRateCalculationParameters	GetCalculatedFROCalculationParameters.evaluate(ResetDates resetDates, CalculationMethodEnum calcMethod)

Methods in cdm.product.asset.floatingrate.functions that return types with arguments of type FloatingRateCalculationParameters

Modifier and Type	Method	Description
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateCalculationParameters>	ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.calcParams(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType)
protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateCalculationParameters>	ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.ProcessFloatingRateResetMODULARDefault.calcParams(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateCalculationParameters>	ProcessFloatingRateReset.ProcessFloatingRateResetOIS.calcParams(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType)
protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateCalculationParameters>	ProcessFloatingRateReset.ProcessFloatingRateResetOIS.ProcessFloatingRateResetOISDefault.calcParams(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateCalculationParameters>	ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.calcParams(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType)
protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateCalculationParameters>	ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.ProcessFloatingRateResetOVERNIGHT_AVGDefault.calcParams(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType)