Package cdm.product.asset

Class FloatingRate.FloatingRateImpl

java.lang.Object

cdm.product.asset.FloatingRateBase.FloatingRateBaseImpl

cdm.product.asset.FloatingRate.FloatingRateImpl

All Implemented Interfaces:

FloatingRate, FloatingRateBase, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject

Direct Known Subclasses:

FloatingRateSpecification.FloatingRateSpecificationImpl

Enclosing interface:

FloatingRate

public static class FloatingRate.FloatingRateImpl
extends FloatingRateBase.FloatingRateBaseImpl
implements FloatingRate

Immutable 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 inherited from interface cdm.product.asset.FloatingRate

metaData

Fields inherited from interface cdm.product.asset.FloatingRateBase

metaData

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FloatingRateImpl(FloatingRate.FloatingRateBuilder builder)

Method Summary

Modifier and Type	Method	Description
FloatingRate	build()	Build Methods
boolean	equals(Object o)
FloatingRateCalculationParameters	getCalculationParameters()	Support for modular calculated rates, such such as lockout compound calculations.
FallbackRateParameters	getFallbackRate()	Definition of any fallback rate that may be applicable.
RateSchedule	getFloatingRateMultiplierSchedule()	A rate multiplier or multiplier schedule to apply to the floating rate.
RateTreatmentEnum	getRateTreatment()	The specification of any rate conversion which needs to be applied to the observed rate before being used in any calculations.
int	hashCode()
protected void	setBuilderFields(FloatingRate.FloatingRateBuilder builder)
FloatingRate.FloatingRateBuilder	toBuilder()
String	toString()

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

getCapRateSchedule, getFloorRateSchedule, getMeta, getRateOption, getSpreadSchedule, setBuilderFields

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.FloatingRateBase

getCapRateSchedule, getFloorRateSchedule, getMeta, getRateOption, getSpreadSchedule

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

processRosetta, processRosetta

Constructor Details

FloatingRateImpl

protected FloatingRateImpl(FloatingRate.FloatingRateBuilder builder)

Method Details

getFloatingRateMultiplierSchedule

@RosettaAttribute("floatingRateMultiplierSchedule")
@RuneAttribute("floatingRateMultiplierSchedule")
public RateSchedule 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

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 getCalculationParameters()

Description copied from interface: FloatingRate

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

Specified by:

getCalculationParameters in interface FloatingRate

getFallbackRate

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

Description copied from interface: FloatingRate

Definition of any fallback rate that may be applicable.

Specified by:

getFallbackRate in interface FloatingRate

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.FloatingRateBaseImpl

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.FloatingRateBaseImpl

setBuilderFields

protected void setBuilderFields(FloatingRate.FloatingRateBuilder builder)

equals

public boolean equals(Object o)

Overrides:

equals in class FloatingRateBase.FloatingRateBaseImpl

hashCode

public int hashCode()

Overrides:

hashCode in class FloatingRateBase.FloatingRateBaseImpl

toString

public String toString()

Overrides:

toString in class FloatingRateBase.FloatingRateBaseImpl