Package cdm.product.asset

Interface FloatingRate

All Superinterfaces:
FloatingRateBase, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
FloatingRate.FloatingRateBuilder, FloatingRateSpecification, FloatingRateSpecification.FloatingRateSpecificationBuilder, InflationRateSpecification, InflationRateSpecification.InflationRateSpecificationBuilder
All Known Implementing Classes:
FloatingRate.FloatingRateBuilderImpl, FloatingRate.FloatingRateImpl, FloatingRateSpecification.FloatingRateSpecificationBuilderImpl, FloatingRateSpecification.FloatingRateSpecificationImpl, InflationRateSpecification.InflationRateSpecificationBuilderImpl, InflationRateSpecification.InflationRateSpecificationImpl
@RosettaDataType(value="FloatingRate", builder=FloatingRateBuilderImpl.class, version="5.30.0") @RuneDataType(value="FloatingRate", model="cdm", builder=FloatingRateBuilderImpl.class, version="5.30.0") public interface FloatingRate extends FloatingRateBase
Version:
5.30.0

  • Field Details

  • Method Details

    • getFloatingRateMultiplierSchedule

      RateSchedule getFloatingRateMultiplierSchedule()
      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.

    • getRateTreatment

      RateTreatmentEnum getRateTreatment()
      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.

    • getCalculationParameters

      FloatingRateCalculationParameters getCalculationParameters()
      Support for modular calculated rates, such such as lockout compound calculations.

    • getFallbackRate

      FallbackRateParameters getFallbackRate()
      Definition of any fallback rate that may be applicable.

    • build

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

    • toBuilder

      FloatingRate.FloatingRateBuilder toBuilder()
      Specified by:
      toBuilder in interface FloatingRateBase
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static FloatingRate.FloatingRateBuilder builder()

    • metaData

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

    • getType

      @RuneAttribute("@type") default Class<? extends FloatingRate> getType()
      Specified by:
      getType in interface FloatingRateBase
      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 FloatingRateBase
      Specified by:
      process in interface com.rosetta.model.lib.RosettaModelObject