Uses of Package
cdm.observable.asset.calculatedrate

Packages that use cdm.observable.asset.calculatedrate

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	Product-related, asset class-specific floating-rate index concepts, such as rate definitions.
cdm.product.asset.floatingrate.functions

Classes in cdm.observable.asset.calculatedrate used by cdm.observable.asset.calculatedrate

Class	Description
CalculatedRateDetails	Type for reporting details of calculated rates, including the observations that went into the final reported rate.
CalculatedRateDetails.CalculatedRateDetailsBuilder	Builder Interface
CalculatedRateObservationDatesAndWeights	Type for reporting the observations dates and the corresponding weights going into a daily calculated rate
CalculatedRateObservationDatesAndWeights.CalculatedRateObservationDatesAndWeightsBuilder	Builder Interface
CalculatedRateObservations	Type for reporting observations that went into the final reported rate.
CalculatedRateObservations.CalculatedRateObservationsBuilder	Builder Interface
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
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
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
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
OffsetCalculation	Defines business day shifts for daily componded or averaged rates.
OffsetCalculation.OffsetCalculationBuilder	Builder Interface

Classes in cdm.observable.asset.calculatedrate used by cdm.observable.asset.calculatedrate.functions

Class	Description
CalculatedRateDetails	Type for reporting details of calculated rates, including the observations that went into the final reported rate.
CalculatedRateDetails.CalculatedRateDetailsBuilder	Builder Interface
CalculatedRateObservationDatesAndWeights	Type for reporting the observations dates and the corresponding weights going into a daily calculated rate
CalculatedRateObservationDatesAndWeights.CalculatedRateObservationDatesAndWeightsBuilder	Builder Interface
CalculationMethodEnum	What calculation type is required, averaging or compounding.
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.
ObservationParameters	Parameters on daily observed computed rates, specifically daily caps and floors.
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.
OffsetCalculation	Defines business day shifts for daily componded or averaged rates.

Classes in cdm.observable.asset.calculatedrate used by cdm.observable.asset.calculatedrate.meta

Class	Description
CalculatedRateDetails	Type for reporting details of calculated rates, including the observations that went into the final reported rate.
CalculatedRateObservationDatesAndWeights	Type for reporting the observations dates and the corresponding weights going into a daily calculated rate
CalculatedRateObservations	Type for reporting observations that went into the final reported rate.
FallbackRateParameters	Defines the structure needed to represent fallback rate parameters.
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.
ObservationParameters	Parameters on daily observed computed rates, specifically daily caps and floors.
ObservationShiftCalculation	Parameters to describe the observation shift for a daily compounded or averaged floating rate.
OffsetCalculation	Defines business day shifts for daily componded or averaged rates.

Classes in cdm.observable.asset.calculatedrate used by 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.
CalculatedRateObservationDatesAndWeights	Type for reporting the observations dates and the corresponding weights going into a daily calculated rate
CalculatedRateObservations	Type for reporting observations that went into the final reported rate.
FallbackRateParameters	Defines the structure needed to represent fallback rate parameters.
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.
ObservationParameters	Parameters on daily observed computed rates, specifically daily caps and floors.
ObservationShiftCalculation	Parameters to describe the observation shift for a daily compounded or averaged floating rate.
OffsetCalculation	Defines business day shifts for daily componded or averaged rates.

Classes in cdm.observable.asset.calculatedrate used by cdm.observable.asset.calculatedrate.validation.exists

Class	Description
CalculatedRateDetails	Type for reporting details of calculated rates, including the observations that went into the final reported rate.
CalculatedRateObservationDatesAndWeights	Type for reporting the observations dates and the corresponding weights going into a daily calculated rate
CalculatedRateObservations	Type for reporting observations that went into the final reported rate.
FallbackRateParameters	Defines the structure needed to represent fallback rate parameters.
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.
ObservationParameters	Parameters on daily observed computed rates, specifically daily caps and floors.
ObservationShiftCalculation	Parameters to describe the observation shift for a daily compounded or averaged floating rate.
OffsetCalculation	Defines business day shifts for daily componded or averaged rates.

Classes in cdm.observable.asset.calculatedrate used by cdm.product.asset

Class	Description
FallbackRateParameters	Defines the structure needed to represent fallback rate parameters.
FallbackRateParameters.FallbackRateParametersBuilder	Builder Interface
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
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.

Classes in cdm.observable.asset.calculatedrate used by cdm.product.asset.floatingrate

Class	Description
CalculatedRateDetails	Type for reporting details of calculated rates, including the observations that went into the final reported rate.
CalculatedRateDetails.CalculatedRateDetailsBuilder	Builder Interface

Classes in cdm.observable.asset.calculatedrate used by cdm.product.asset.floatingrate.functions

Class	Description
CalculationMethodEnum	What calculation type is required, averaging or compounding.
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