Package cdm.observable.asset.calculatedrate

package cdm.observable.asset.calculatedrate

Floating amount calculations for calculated rates.

Support for calculated floating rates such as lookback compound or observation shift compound rate.

Support for calculated floating rates such as lookback compound or observation shift compound rates

Related Packages

Package	Description
cdm.observable.asset	Observable asset concepts: schedule, settlement, price and quantity notation etc.
cdm.observable.asset.calculatedrate.functions
cdm.observable.asset.calculatedrate.meta
cdm.observable.asset.calculatedrate.validation

Class	Description
CalculatedRateDetails	Type for reporting details of calculated rates, including the observations that went into the final reported rate.
CalculatedRateDetails.CalculatedRateDetailsBuilder	Builder Interface
CalculatedRateDetails.CalculatedRateDetailsBuilderImpl	Builder Implementation of CalculatedRateDetails
CalculatedRateDetails.CalculatedRateDetailsImpl	Immutable Implementation of CalculatedRateDetails
CalculatedRateObservationDatesAndWeights	Type for reporting the observations dates and the corresponding weights going into a daily calculated rate
CalculatedRateObservationDatesAndWeights.CalculatedRateObservationDatesAndWeightsBuilder	Builder Interface
CalculatedRateObservationDatesAndWeights.CalculatedRateObservationDatesAndWeightsBuilderImpl	Builder Implementation of CalculatedRateObservationDatesAndWeights
CalculatedRateObservationDatesAndWeights.CalculatedRateObservationDatesAndWeightsImpl	Immutable Implementation of CalculatedRateObservationDatesAndWeights
CalculatedRateObservations	Type for reporting observations that went into the final reported rate.
CalculatedRateObservations.CalculatedRateObservationsBuilder	Builder Interface
CalculatedRateObservations.CalculatedRateObservationsBuilderImpl	Builder Implementation of CalculatedRateObservations
CalculatedRateObservations.CalculatedRateObservationsImpl	Immutable Implementation of CalculatedRateObservations
CalculationMethodEnum	What calculation type is required, averaging or compounding.
CalculationShiftMethodEnum	the specific calculation method, e.g. lookback.
FallbackRateParameters	Defines the structure needed to represent fallback rate parameters.
FallbackRateParameters.FallbackRateParametersBuilder	Builder Interface
FallbackRateParameters.FallbackRateParametersBuilderImpl	Builder Implementation of FallbackRateParameters
FallbackRateParameters.FallbackRateParametersImpl	Immutable Implementation of FallbackRateParameters
FloatingRateCalculationParameters	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.
FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder	Builder Interface
FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilderImpl	Builder Implementation of FloatingRateCalculationParameters
FloatingRateCalculationParameters.FloatingRateCalculationParametersImpl	Immutable Implementation of FloatingRateCalculationParameters
InflationCalculationMethodEnum	Indicates how to use the inflation index to calculate the payment (e.g.
InflationCalculationStyleEnum	Indicates the style of how the inflation index calculates the payment (e.g.
ObservationParameters	Parameters on daily observed computed rates, specifically daily caps and floors.
ObservationParameters.ObservationParametersBuilder	Builder Interface
ObservationParameters.ObservationParametersBuilderImpl	Builder Implementation of ObservationParameters
ObservationParameters.ObservationParametersImpl	Immutable Implementation of ObservationParameters
ObservationPeriodDatesEnum	The enumerated values to specify whether rate calculations occur relative to the first or last day of a calculation period.
ObservationShiftCalculation	Parameters to describe the observation shift for a daily compounded or averaged floating rate.
ObservationShiftCalculation.ObservationShiftCalculationBuilder	Builder Interface
ObservationShiftCalculation.ObservationShiftCalculationBuilderImpl	Builder Implementation of ObservationShiftCalculation
ObservationShiftCalculation.ObservationShiftCalculationImpl	Immutable Implementation of ObservationShiftCalculation
OffsetCalculation	Defines business day shifts for daily componded or averaged rates.
OffsetCalculation.OffsetCalculationBuilder	Builder Interface
OffsetCalculation.OffsetCalculationBuilderImpl	Builder Implementation of OffsetCalculation
OffsetCalculation.OffsetCalculationImpl	Immutable Implementation of OffsetCalculation