Package cdm.product.asset

Class FloatingRate.FloatingRateBuilderImpl

java.lang.Object

cdm.product.asset.FloatingRateBase.FloatingRateBaseBuilderImpl

cdm.product.asset.FloatingRate.FloatingRateBuilderImpl

All Implemented Interfaces:

FloatingRate, FloatingRate.FloatingRateBuilder, FloatingRateBase, FloatingRateBase.FloatingRateBaseBuilder, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

Direct Known Subclasses:

FloatingRateSpecification.FloatingRateSpecificationBuilderImpl

Enclosing interface:

FloatingRate

public static class FloatingRate.FloatingRateBuilderImpl
extends FloatingRateBase.FloatingRateBaseBuilderImpl
implements FloatingRate.FloatingRateBuilder

Builder Implementation of FloatingRate

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.product.asset.FloatingRate

FloatingRate.FloatingRateBuilder, FloatingRate.FloatingRateBuilderImpl, FloatingRate.FloatingRateImpl

Nested classes/interfaces inherited from interface cdm.product.asset.FloatingRateBase

FloatingRateBase.FloatingRateBaseBuilder, FloatingRateBase.FloatingRateBaseBuilderImpl, FloatingRateBase.FloatingRateBaseImpl

Nested classes/interfaces inherited from interface com.rosetta.model.lib.GlobalKey

com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Field Summary

Fields

Modifier and Type	Field	Description
protected FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder	calculationParameters
protected FallbackRateParameters.FallbackRateParametersBuilder	fallbackRate
protected RateSchedule.RateScheduleBuilder	floatingRateMultiplierSchedule
protected RateTreatmentEnum	rateTreatment

Fields inherited from class cdm.product.asset.FloatingRateBase.FloatingRateBaseBuilderImpl

capRateSchedule, floorRateSchedule, meta, rateOption, spreadSchedule

Fields inherited from interface cdm.product.asset.FloatingRate

metaData

Fields inherited from interface cdm.product.asset.FloatingRateBase

metaData

Constructor Summary

Constructors

Constructor	Description
FloatingRateBuilderImpl()

Method Summary

Modifier and Type	Method	Description
FloatingRate	build()	Build Methods
boolean	equals(Object o)
FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder	getCalculationParameters()	Support for modular calculated rates, such such as lockout compound calculations.
FallbackRateParameters.FallbackRateParametersBuilder	getFallbackRate()	Definition of any fallback rate that may be applicable.
RateSchedule.RateScheduleBuilder	getFloatingRateMultiplierSchedule()	A rate multiplier or multiplier schedule to apply to the floating rate.
FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder	getOrCreateCalculationParameters()
FallbackRateParameters.FallbackRateParametersBuilder	getOrCreateFallbackRate()
RateSchedule.RateScheduleBuilder	getOrCreateFloatingRateMultiplierSchedule()
RateTreatmentEnum	getRateTreatment()	The specification of any rate conversion which needs to be applied to the observed rate before being used in any calculations.
boolean	hasData()
int	hashCode()
FloatingRate.FloatingRateBuilder	merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
FloatingRate.FloatingRateBuilder	prune()
FloatingRate.FloatingRateBuilder	setCalculationParameters(FloatingRateCalculationParameters _calculationParameters)
FloatingRate.FloatingRateBuilder	setCapRateSchedule(StrikeSchedule _capRateSchedule)
FloatingRate.FloatingRateBuilder	setFallbackRate(FallbackRateParameters _fallbackRate)
FloatingRate.FloatingRateBuilder	setFloatingRateMultiplierSchedule(RateSchedule _floatingRateMultiplierSchedule)
FloatingRate.FloatingRateBuilder	setFloorRateSchedule(StrikeSchedule _floorRateSchedule)
FloatingRate.FloatingRateBuilder	setMeta(com.rosetta.model.metafields.MetaFields _meta)
FloatingRate.FloatingRateBuilder	setRateOption(ReferenceWithMetaFloatingRateOption _rateOption)
FloatingRate.FloatingRateBuilder	setRateOptionValue(FloatingRateOption _rateOption)
FloatingRate.FloatingRateBuilder	setRateTreatment(RateTreatmentEnum _rateTreatment)
FloatingRate.FloatingRateBuilder	setSpreadSchedule(SpreadSchedule _spreadSchedule)
FloatingRate.FloatingRateBuilder	toBuilder()
String	toString()

Methods inherited from class cdm.product.asset.FloatingRateBase.FloatingRateBaseBuilderImpl

getCapRateSchedule, getFloorRateSchedule, getMeta, getOrCreateCapRateSchedule, getOrCreateFloorRateSchedule, getOrCreateMeta, getOrCreateRateOption, getOrCreateSpreadSchedule, getRateOption, getSpreadSchedule

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface cdm.product.asset.FloatingRate

getType, metaData, process

Methods inherited from interface cdm.product.asset.FloatingRate.FloatingRateBuilder

process

Methods inherited from interface cdm.product.asset.FloatingRateBase.FloatingRateBaseBuilder

getCapRateSchedule, getFloorRateSchedule, getMeta, getOrCreateCapRateSchedule, getOrCreateFloorRateSchedule, getOrCreateMeta, getOrCreateRateOption, getOrCreateSpreadSchedule, getRateOption, getSpreadSchedule

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

processRosetta, processRosetta

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

getIndex, processRosetta, processRosetta

Field Details

floatingRateMultiplierSchedule

protected RateSchedule.RateScheduleBuilder floatingRateMultiplierSchedule

rateTreatment

protected RateTreatmentEnum rateTreatment

calculationParameters

protected FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder calculationParameters

fallbackRate

protected FallbackRateParameters.FallbackRateParametersBuilder fallbackRate

Constructor Details

FloatingRateBuilderImpl

public FloatingRateBuilderImpl()

Method Details

getFloatingRateMultiplierSchedule

@RosettaAttribute("floatingRateMultiplierSchedule")
@RuneAttribute("floatingRateMultiplierSchedule")
public RateSchedule.RateScheduleBuilder getFloatingRateMultiplierSchedule()

Description copied from interface: FloatingRate

A rate multiplier or multiplier schedule to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be a positive or negative decimal. This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.

Specified by:

getFloatingRateMultiplierSchedule in interface FloatingRate

Specified by:

getFloatingRateMultiplierSchedule in interface FloatingRate.FloatingRateBuilder

getOrCreateFloatingRateMultiplierSchedule

public RateSchedule.RateScheduleBuilder getOrCreateFloatingRateMultiplierSchedule()

Specified by:

getOrCreateFloatingRateMultiplierSchedule in interface FloatingRate.FloatingRateBuilder

getRateTreatment

@RosettaAttribute("rateTreatment")
@RuneAttribute("rateTreatment")
public RateTreatmentEnum getRateTreatment()

Description copied from interface: FloatingRate

The specification of any rate conversion which needs to be applied to the observed rate before being used in any calculations. The two common conversions are for securities quoted on a bank discount basis which will need to be converted to either a Money Market Yield or Bond Equivalent Yield. See the Annex to the 2000 ISDA Definitions, Section 7.3. Certain General Definitions Relating to Floating Rate Options, paragraphs (g) and (h) for definitions of these terms.

Specified by:

getRateTreatment in interface FloatingRate

getCalculationParameters

@RosettaAttribute("calculationParameters")
@RuneAttribute("calculationParameters")
public FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder getCalculationParameters()

Description copied from interface: FloatingRate

Support for modular calculated rates, such such as lockout compound calculations.

Specified by:

getCalculationParameters in interface FloatingRate

Specified by:

getCalculationParameters in interface FloatingRate.FloatingRateBuilder

getOrCreateCalculationParameters

public FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder getOrCreateCalculationParameters()

Specified by:

getOrCreateCalculationParameters in interface FloatingRate.FloatingRateBuilder

getFallbackRate

@RosettaAttribute("fallbackRate")
@RuneAttribute("fallbackRate")
public FallbackRateParameters.FallbackRateParametersBuilder getFallbackRate()

Description copied from interface: FloatingRate

Definition of any fallback rate that may be applicable.

Specified by:

getFallbackRate in interface FloatingRate

Specified by:

getFallbackRate in interface FloatingRate.FloatingRateBuilder

getOrCreateFallbackRate

public FallbackRateParameters.FallbackRateParametersBuilder getOrCreateFallbackRate()

Specified by:

getOrCreateFallbackRate in interface FloatingRate.FloatingRateBuilder

setRateOption

@RosettaAttribute("rateOption")
@RuneAttribute("rateOption")
@RuneScopedAttributeReference
public FloatingRate.FloatingRateBuilder setRateOption(ReferenceWithMetaFloatingRateOption _rateOption)

Specified by:

setRateOption in interface FloatingRate.FloatingRateBuilder

Specified by:

setRateOption in interface FloatingRateBase.FloatingRateBaseBuilder

Overrides:

setRateOption in class FloatingRateBase.FloatingRateBaseBuilderImpl

setRateOptionValue

public FloatingRate.FloatingRateBuilder setRateOptionValue(FloatingRateOption _rateOption)

Specified by:

setRateOptionValue in interface FloatingRate.FloatingRateBuilder

Specified by:

setRateOptionValue in interface FloatingRateBase.FloatingRateBaseBuilder

Overrides:

setRateOptionValue in class FloatingRateBase.FloatingRateBaseBuilderImpl

setSpreadSchedule

@RosettaAttribute("spreadSchedule")
@RuneAttribute("spreadSchedule")
public FloatingRate.FloatingRateBuilder setSpreadSchedule(SpreadSchedule _spreadSchedule)

Specified by:

setSpreadSchedule in interface FloatingRate.FloatingRateBuilder

Specified by:

setSpreadSchedule in interface FloatingRateBase.FloatingRateBaseBuilder

Overrides:

setSpreadSchedule in class FloatingRateBase.FloatingRateBaseBuilderImpl

setCapRateSchedule

@RosettaAttribute("capRateSchedule")
@RuneAttribute("capRateSchedule")
public FloatingRate.FloatingRateBuilder setCapRateSchedule(StrikeSchedule _capRateSchedule)

Specified by:

setCapRateSchedule in interface FloatingRate.FloatingRateBuilder

Specified by:

setCapRateSchedule in interface FloatingRateBase.FloatingRateBaseBuilder

Overrides:

setCapRateSchedule in class FloatingRateBase.FloatingRateBaseBuilderImpl

setFloorRateSchedule

@RosettaAttribute("floorRateSchedule")
@RuneAttribute("floorRateSchedule")
public FloatingRate.FloatingRateBuilder setFloorRateSchedule(StrikeSchedule _floorRateSchedule)

Specified by:

setFloorRateSchedule in interface FloatingRate.FloatingRateBuilder

Specified by:

setFloorRateSchedule in interface FloatingRateBase.FloatingRateBaseBuilder

Overrides:

setFloorRateSchedule in class FloatingRateBase.FloatingRateBaseBuilderImpl

setMeta

@RosettaAttribute("meta")
@RuneAttribute("meta")
@RuneMetaType
public FloatingRate.FloatingRateBuilder setMeta(com.rosetta.model.metafields.MetaFields _meta)

Specified by:

setMeta in interface FloatingRate.FloatingRateBuilder

Specified by:

setMeta in interface FloatingRateBase.FloatingRateBaseBuilder

Overrides:

setMeta in class FloatingRateBase.FloatingRateBaseBuilderImpl

setFloatingRateMultiplierSchedule

@RosettaAttribute("floatingRateMultiplierSchedule")
@RuneAttribute("floatingRateMultiplierSchedule")
public FloatingRate.FloatingRateBuilder setFloatingRateMultiplierSchedule(RateSchedule _floatingRateMultiplierSchedule)

Specified by:

setFloatingRateMultiplierSchedule in interface FloatingRate.FloatingRateBuilder

setRateTreatment

@RosettaAttribute("rateTreatment")
@RuneAttribute("rateTreatment")
public FloatingRate.FloatingRateBuilder setRateTreatment(RateTreatmentEnum _rateTreatment)

Specified by:

setRateTreatment in interface FloatingRate.FloatingRateBuilder

setCalculationParameters

@RosettaAttribute("calculationParameters")
@RuneAttribute("calculationParameters")
public FloatingRate.FloatingRateBuilder setCalculationParameters(FloatingRateCalculationParameters _calculationParameters)

Specified by:

setCalculationParameters in interface FloatingRate.FloatingRateBuilder

setFallbackRate

@RosettaAttribute("fallbackRate")
@RuneAttribute("fallbackRate")
public FloatingRate.FloatingRateBuilder setFallbackRate(FallbackRateParameters _fallbackRate)

Specified by:

setFallbackRate in interface FloatingRate.FloatingRateBuilder

build

public FloatingRate build()

Description copied from interface: FloatingRateBase

Build Methods

Specified by:

build in interface FloatingRate

Specified by:

build in interface FloatingRateBase

Specified by:

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

Overrides:

build in class FloatingRateBase.FloatingRateBaseBuilderImpl

toBuilder

public FloatingRate.FloatingRateBuilder toBuilder()

Specified by:

toBuilder in interface FloatingRate

Specified by:

toBuilder in interface FloatingRateBase

Specified by:

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

Overrides:

toBuilder in class FloatingRateBase.FloatingRateBaseBuilderImpl

prune

public FloatingRate.FloatingRateBuilder prune()

Specified by:

prune in interface FloatingRate.FloatingRateBuilder

Specified by:

prune in interface FloatingRateBase.FloatingRateBaseBuilder

Specified by:

prune in interface com.rosetta.model.lib.RosettaModelObjectBuilder

Overrides:

prune in class FloatingRateBase.FloatingRateBaseBuilderImpl

hasData

public boolean hasData()

Specified by:

hasData in interface com.rosetta.model.lib.RosettaModelObjectBuilder

Overrides:

hasData in class FloatingRateBase.FloatingRateBaseBuilderImpl

merge

public FloatingRate.FloatingRateBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other,
 com.rosetta.model.lib.process.BuilderMerger merger)

Specified by:

merge in interface com.rosetta.model.lib.RosettaModelObjectBuilder

Overrides:

merge in class FloatingRateBase.FloatingRateBaseBuilderImpl

equals

public boolean equals(Object o)

Overrides:

equals in class FloatingRateBase.FloatingRateBaseBuilderImpl

hashCode

public int hashCode()

Overrides:

hashCode in class FloatingRateBase.FloatingRateBaseBuilderImpl

toString

public String toString()

Overrides:

toString in class FloatingRateBase.FloatingRateBaseBuilderImpl