Package cdm.product.asset

Interface FloatingRateBase

All Superinterfaces:
com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
CollateralAgreementFloatingRate, CollateralAgreementFloatingRate.CollateralAgreementFloatingRateBuilder, FloatingRate, FloatingRate.FloatingRateBuilder, FloatingRateBase.FloatingRateBaseBuilder, FloatingRateSpecification, FloatingRateSpecification.FloatingRateSpecificationBuilder, InflationRateSpecification, InflationRateSpecification.InflationRateSpecificationBuilder
All Known Implementing Classes:
CollateralAgreementFloatingRate.CollateralAgreementFloatingRateBuilderImpl, CollateralAgreementFloatingRate.CollateralAgreementFloatingRateImpl, FloatingRate.FloatingRateBuilderImpl, FloatingRate.FloatingRateImpl, FloatingRateBase.FloatingRateBaseBuilderImpl, FloatingRateBase.FloatingRateBaseImpl, FloatingRateSpecification.FloatingRateSpecificationBuilderImpl, FloatingRateSpecification.FloatingRateSpecificationImpl, InflationRateSpecification.InflationRateSpecificationBuilderImpl, InflationRateSpecification.InflationRateSpecificationImpl
@RosettaDataType(value="FloatingRateBase", builder=FloatingRateBaseBuilderImpl.class, version="5.30.0") @RuneDataType(value="FloatingRateBase", model="cdm", builder=FloatingRateBaseBuilderImpl.class, version="5.30.0") public interface FloatingRateBase extends com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.GlobalKey
A class defining a floating interest rate through the specification of the floating rate index, the tenor, the multiplier schedule, the spread, the qualification of whether a specific rate treatment and/or a cap or floor apply.
Version:
5.30.0

  • Field Details

  • Method Details

    • getRateOption

      ReferenceWithMetaFloatingRateOption getRateOption()
      Getter Methods

    • getSpreadSchedule

      SpreadSchedule getSpreadSchedule()
      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.

    • getCapRateSchedule

      StrikeSchedule getCapRateSchedule()
      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.

    • getFloorRateSchedule

      StrikeSchedule getFloorRateSchedule()
      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.

    • getMeta

      com.rosetta.model.metafields.MetaFields getMeta()
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey

    • build

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

    • toBuilder

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

    • builder

      static FloatingRateBase.FloatingRateBaseBuilder builder()

    • metaData

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

    • getType

      @RuneAttribute("@type") default Class<? extends FloatingRateBase> getType()
      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 com.rosetta.model.lib.RosettaModelObject