Package cdm.product.asset

Interface FloatingRateBase.FloatingRateBaseBuilder

All Superinterfaces:

FloatingRateBase, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

All Known Subinterfaces:

CollateralAgreementFloatingRate.CollateralAgreementFloatingRateBuilder, FloatingRate.FloatingRateBuilder, FloatingRateSpecification.FloatingRateSpecificationBuilder, InflationRateSpecification.InflationRateSpecificationBuilder

All Known Implementing Classes:

CollateralAgreementFloatingRate.CollateralAgreementFloatingRateBuilderImpl, FloatingRate.FloatingRateBuilderImpl, FloatingRateBase.FloatingRateBaseBuilderImpl, FloatingRateSpecification.FloatingRateSpecificationBuilderImpl, InflationRateSpecification.InflationRateSpecificationBuilderImpl

Enclosing interface:

FloatingRateBase

public static interface FloatingRateBase.FloatingRateBaseBuilder
extends FloatingRateBase, com.rosetta.model.lib.RosettaModelObjectBuilder, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Builder Interface

Nested Class Summary

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.FloatingRateBase

metaData

Method Summary

Modifier and Type	Method	Description
StrikeSchedule.StrikeScheduleBuilder	getCapRateSchedule()	The cap rate or cap rate schedule, if any, which applies to the floating rate.
StrikeSchedule.StrikeScheduleBuilder	getFloorRateSchedule()	The floor rate or floor rate schedule, if any, which applies to the floating rate.
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getMeta()
StrikeSchedule.StrikeScheduleBuilder	getOrCreateCapRateSchedule()
StrikeSchedule.StrikeScheduleBuilder	getOrCreateFloorRateSchedule()
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getOrCreateMeta()
ReferenceWithMetaFloatingRateOption.ReferenceWithMetaFloatingRateOptionBuilder	getOrCreateRateOption()
SpreadSchedule.SpreadScheduleBuilder	getOrCreateSpreadSchedule()
ReferenceWithMetaFloatingRateOption.ReferenceWithMetaFloatingRateOptionBuilder	getRateOption()	Getter Methods
SpreadSchedule.SpreadScheduleBuilder	getSpreadSchedule()	The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
FloatingRateBase.FloatingRateBaseBuilder	prune()
FloatingRateBase.FloatingRateBaseBuilder	setCapRateSchedule(StrikeSchedule capRateSchedule)
FloatingRateBase.FloatingRateBaseBuilder	setFloorRateSchedule(StrikeSchedule floorRateSchedule)
FloatingRateBase.FloatingRateBaseBuilder	setMeta(com.rosetta.model.metafields.MetaFields meta)
FloatingRateBase.FloatingRateBaseBuilder	setRateOption(ReferenceWithMetaFloatingRateOption rateOption)
FloatingRateBase.FloatingRateBaseBuilder	setRateOptionValue(FloatingRateOption rateOption)
FloatingRateBase.FloatingRateBaseBuilder	setSpreadSchedule(SpreadSchedule spreadSchedule)

Methods inherited from interface cdm.product.asset.FloatingRateBase

build, getType, metaData, process, toBuilder

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

processRosetta, processRosetta

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

getIndex, hasData, merge, processRosetta, processRosetta

Method Details

getOrCreateRateOption

ReferenceWithMetaFloatingRateOption.ReferenceWithMetaFloatingRateOptionBuilder getOrCreateRateOption()

getRateOption

ReferenceWithMetaFloatingRateOption.ReferenceWithMetaFloatingRateOptionBuilder getRateOption()

Description copied from interface: FloatingRateBase

Getter Methods

Specified by:

getRateOption in interface FloatingRateBase

getOrCreateSpreadSchedule

SpreadSchedule.SpreadScheduleBuilder getOrCreateSpreadSchedule()

getSpreadSchedule

SpreadSchedule.SpreadScheduleBuilder getSpreadSchedule()

Description copied from interface: FloatingRateBase

The ISDA Spread or a Spread schedule expressed as explicit spreads and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001.

Specified by:

getSpreadSchedule in interface FloatingRateBase

getOrCreateCapRateSchedule

StrikeSchedule.StrikeScheduleBuilder getOrCreateCapRateSchedule()

getCapRateSchedule

StrikeSchedule.StrikeScheduleBuilder getCapRateSchedule()

Description copied from interface: FloatingRateBase

The cap rate or cap rate schedule, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. A cap rate schedule is expressed as explicit cap rates and dates and the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.

Specified by:

getCapRateSchedule in interface FloatingRateBase

getOrCreateFloorRateSchedule

StrikeSchedule.StrikeScheduleBuilder getOrCreateFloorRateSchedule()

getFloorRateSchedule

StrikeSchedule.StrikeScheduleBuilder getFloorRateSchedule()

Description copied from interface: FloatingRateBase

The floor rate or floor rate schedule, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. A floor rate schedule is expressed as explicit floor rates and dates and the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.

Specified by:

getFloorRateSchedule in interface FloatingRateBase

getOrCreateMeta

com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getOrCreateMeta()

Specified by:

getOrCreateMeta in interface com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

getMeta

com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getMeta()

Specified by:

getMeta in interface FloatingRateBase

Specified by:

getMeta in interface com.rosetta.model.lib.GlobalKey

Specified by:

getMeta in interface com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

setRateOption

FloatingRateBase.FloatingRateBaseBuilder setRateOption(ReferenceWithMetaFloatingRateOption rateOption)

setRateOptionValue

FloatingRateBase.FloatingRateBaseBuilder setRateOptionValue(FloatingRateOption rateOption)

setSpreadSchedule

FloatingRateBase.FloatingRateBaseBuilder setSpreadSchedule(SpreadSchedule spreadSchedule)

setCapRateSchedule

FloatingRateBase.FloatingRateBaseBuilder setCapRateSchedule(StrikeSchedule capRateSchedule)

setFloorRateSchedule

FloatingRateBase.FloatingRateBaseBuilder setFloorRateSchedule(StrikeSchedule floorRateSchedule)

setMeta

FloatingRateBase.FloatingRateBaseBuilder setMeta(com.rosetta.model.metafields.MetaFields meta)

process

default void process(com.rosetta.model.lib.path.RosettaPath path,
 com.rosetta.model.lib.process.BuilderProcessor processor)

Specified by:

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

prune

FloatingRateBase.FloatingRateBaseBuilder prune()

Specified by:

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