Package cdm.product.asset
Interface FloatingRateDefinition.FloatingRateDefinitionBuilder
- All Superinterfaces:
FloatingRateDefinition,com.rosetta.model.lib.RosettaModelObject,com.rosetta.model.lib.RosettaModelObjectBuilder
- All Known Implementing Classes:
FloatingRateDefinition.FloatingRateDefinitionBuilderImpl
- Enclosing interface:
FloatingRateDefinition
public static interface FloatingRateDefinition.FloatingRateDefinitionBuilder
extends FloatingRateDefinition, com.rosetta.model.lib.RosettaModelObjectBuilder
Builder Interface
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Nested Class Summary
Nested classes/interfaces inherited from interface cdm.product.asset.FloatingRateDefinition
FloatingRateDefinition.FloatingRateDefinitionBuilder, FloatingRateDefinition.FloatingRateDefinitionBuilderImpl, FloatingRateDefinition.FloatingRateDefinitionImpl -
Field Summary
Fields inherited from interface cdm.product.asset.FloatingRateDefinition
metaData -
Method Summary
Modifier and TypeMethodDescriptionaddCapRate(Strike capRate) addCapRate(Strike capRate, int idx) addCapRate(List<? extends Strike> capRate) addFloorRate(Strike floorRate) addFloorRate(Strike floorRate, int idx) addFloorRate(List<? extends Strike> floorRate) addRateObservation(RateObservation rateObservation) addRateObservation(RateObservation rateObservation, int idx) addRateObservation(List<? extends RateObservation> rateObservation) List<? extends Strike.StrikeBuilder> The cap rate, if any, which applies to the floating rate for the calculation period.List<? extends Strike.StrikeBuilder> The floor rate, if any, which applies to the floating rate for the calculation period.getOrCreateCapRate(int index) getOrCreateFloorRate(int index) getOrCreateRateObservation(int index) List<? extends RateObservation.RateObservationBuilder> The details of a particular rate observation, including the fixing date and observed rate.default voidprocess(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor) prune()setCalculatedRate(BigDecimal calculatedRate) setCapRate(List<? extends Strike> capRate) setFloatingRateMultiplier(BigDecimal floatingRateMultiplier) setFloorRate(List<? extends Strike> floorRate) setRateObservation(List<? extends RateObservation> rateObservation) setSpread(BigDecimal spread) Methods inherited from interface cdm.product.asset.FloatingRateDefinition
build, getCalculatedRate, getFloatingRateMultiplier, getSpread, getType, metaData, process, toBuilderMethods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosettaMethods inherited from interface com.rosetta.model.lib.RosettaModelObjectBuilder
getIndex, hasData, merge, processRosetta, processRosetta
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Method Details
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getOrCreateRateObservation
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getRateObservation
List<? extends RateObservation.RateObservationBuilder> getRateObservation()Description copied from interface:FloatingRateDefinitionThe details of a particular rate observation, including the fixing date and observed rate. A list of rate observation elements may be ordered in the document by ascending adjusted fixing date. An FpML document containing an unordered list of rate observations is still regarded as a conformant document.- Specified by:
getRateObservationin interfaceFloatingRateDefinition
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getOrCreateCapRate
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getCapRate
List<? extends Strike.StrikeBuilder> getCapRate()Description copied from interface:FloatingRateDefinitionThe cap rate, if any, which applies to the floating rate for the calculation period. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain strike level. 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:
getCapRatein interfaceFloatingRateDefinition
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getOrCreateFloorRate
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getFloorRate
List<? extends Strike.StrikeBuilder> getFloorRate()Description copied from interface:FloatingRateDefinitionThe floor rate, if any, which applies to the floating rate for the calculation period. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. The floor rate of 5% would be represented as 0.05.- Specified by:
getFloorRatein interfaceFloatingRateDefinition
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setCalculatedRate
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addRateObservation
FloatingRateDefinition.FloatingRateDefinitionBuilder addRateObservation(RateObservation rateObservation) -
addRateObservation
FloatingRateDefinition.FloatingRateDefinitionBuilder addRateObservation(RateObservation rateObservation, int idx) -
addRateObservation
FloatingRateDefinition.FloatingRateDefinitionBuilder addRateObservation(List<? extends RateObservation> rateObservation) -
setRateObservation
FloatingRateDefinition.FloatingRateDefinitionBuilder setRateObservation(List<? extends RateObservation> rateObservation) -
setFloatingRateMultiplier
FloatingRateDefinition.FloatingRateDefinitionBuilder setFloatingRateMultiplier(BigDecimal floatingRateMultiplier) -
setSpread
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addCapRate
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addCapRate
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addCapRate
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setCapRate
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addFloorRate
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addFloorRate
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addFloorRate
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setFloorRate
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process
default void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor) - Specified by:
processin interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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prune
- Specified by:
prunein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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