Package cdm.product.asset

Interface FixedAmountCalculationDetails

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
FixedAmountCalculationDetails.FixedAmountCalculationDetailsBuilder
All Known Implementing Classes:
FixedAmountCalculationDetails.FixedAmountCalculationDetailsBuilderImpl, FixedAmountCalculationDetails.FixedAmountCalculationDetailsImpl
@RosettaDataType(value="FixedAmountCalculationDetails", builder=FixedAmountCalculationDetailsBuilderImpl.class, version="5.30.0") @RuneDataType(value="FixedAmountCalculationDetails", model="cdm", builder=FixedAmountCalculationDetailsBuilderImpl.class, version="5.30.0") public interface FixedAmountCalculationDetails extends com.rosetta.model.lib.RosettaModelObject
Type for reporting the detailed results of calculating a cash flow for a calculation period. This is enhanced relative to the FpML-based cashflows structure to allow more information to be returned about daily compounded rates.
Version:
5.30.0

  • Field Details

  • Method Details

    • getCalculationPeriod

      CalculationPeriodBase getCalculationPeriod()
      The calculation period for which the floating calculation was performed.

    • getCalculationPeriodNotionalAmount

      Money getCalculationPeriodNotionalAmount()
      The notional in effect during the calculation period.

    • getFixedRate

      BigDecimal getFixedRate()
      The value of the fixed rate that was used.

    • getYearFraction

      BigDecimal getYearFraction()
      The fraction of a year that this calculation represents, according to the day count fraction method.

    • getCalculatedAmount

      BigDecimal getCalculatedAmount()
      The amount of the cash flow that was computed, including any spreads and other processing.

    • build

      FixedAmountCalculationDetails build()
      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      FixedAmountCalculationDetails.FixedAmountCalculationDetailsBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static FixedAmountCalculationDetails.FixedAmountCalculationDetailsBuilder builder()

    • metaData

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

    • getType

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