Package cdm.product.asset

Class FloatingRateBase.FloatingRateBaseImpl

java.lang.Object
cdm.product.asset.FloatingRateBase.FloatingRateBaseImpl
All Implemented Interfaces:
FloatingRateBase, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
Direct Known Subclasses:
CollateralAgreementFloatingRate.CollateralAgreementFloatingRateImpl, FloatingRate.FloatingRateImpl
Enclosing interface:
FloatingRateBase
public static class FloatingRateBase.FloatingRateBaseImpl extends Object implements FloatingRateBase
Immutable Implementation of FloatingRateBase

  • Constructor Details

  • Method Details

    • getRateOption

      @RosettaAttribute("rateOption") @RuneAttribute("rateOption") @RuneScopedAttributeReference public ReferenceWithMetaFloatingRateOption getRateOption()
      Description copied from interface: FloatingRateBase
      Getter Methods
      Specified by:
      getRateOption in interface FloatingRateBase

    • getSpreadSchedule

      @RosettaAttribute("spreadSchedule") @RuneAttribute("spreadSchedule") public SpreadSchedule 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

    • getCapRateSchedule

      @RosettaAttribute("capRateSchedule") @RuneAttribute("capRateSchedule") public StrikeSchedule 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

    • getFloorRateSchedule

      @RosettaAttribute("floorRateSchedule") @RuneAttribute("floorRateSchedule") public StrikeSchedule 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

    • getMeta

      @RosettaAttribute("meta") @RuneAttribute("meta") @RuneMetaType public com.rosetta.model.metafields.MetaFields getMeta()
      Specified by:
      getMeta in interface FloatingRateBase
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey

    • build

      public FloatingRateBase build()
      Description copied from interface: FloatingRateBase
      Build Methods
      Specified by:
      build in interface FloatingRateBase
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      public FloatingRateBase.FloatingRateBaseBuilder toBuilder()
      Specified by:
      toBuilder in interface FloatingRateBase
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • setBuilderFields

      protected void setBuilderFields(FloatingRateBase.FloatingRateBaseBuilder builder)

    • equals

      public boolean equals(Object o)
      Overrides:
      equals in class Object

    • hashCode

      public int hashCode()
      Overrides:
      hashCode in class Object

    • toString

      public String toString()
      Overrides:
      toString in class Object