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

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 Type	Method	Description
FloatingRateDefinition.FloatingRateDefinitionBuilder	addCapRate(Strike capRate)
FloatingRateDefinition.FloatingRateDefinitionBuilder	addCapRate(Strike capRate, int idx)
FloatingRateDefinition.FloatingRateDefinitionBuilder	addCapRate(List<? extends Strike> capRate)
FloatingRateDefinition.FloatingRateDefinitionBuilder	addFloorRate(Strike floorRate)
FloatingRateDefinition.FloatingRateDefinitionBuilder	addFloorRate(Strike floorRate, int idx)
FloatingRateDefinition.FloatingRateDefinitionBuilder	addFloorRate(List<? extends Strike> floorRate)
FloatingRateDefinition.FloatingRateDefinitionBuilder	addRateObservation(RateObservation rateObservation)
FloatingRateDefinition.FloatingRateDefinitionBuilder	addRateObservation(RateObservation rateObservation, int idx)
FloatingRateDefinition.FloatingRateDefinitionBuilder	addRateObservation(List<? extends RateObservation> rateObservation)
List<? extends Strike.StrikeBuilder>	getCapRate()	The cap rate, if any, which applies to the floating rate for the calculation period.
List<? extends Strike.StrikeBuilder>	getFloorRate()	The floor rate, if any, which applies to the floating rate for the calculation period.
Strike.StrikeBuilder	getOrCreateCapRate(int index)
Strike.StrikeBuilder	getOrCreateFloorRate(int index)
RateObservation.RateObservationBuilder	getOrCreateRateObservation(int index)
List<? extends RateObservation.RateObservationBuilder>	getRateObservation()	The details of a particular rate observation, including the fixing date and observed rate.
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
FloatingRateDefinition.FloatingRateDefinitionBuilder	prune()
FloatingRateDefinition.FloatingRateDefinitionBuilder	setCalculatedRate(BigDecimal calculatedRate)
FloatingRateDefinition.FloatingRateDefinitionBuilder	setCapRate(List<? extends Strike> capRate)
FloatingRateDefinition.FloatingRateDefinitionBuilder	setFloatingRateMultiplier(BigDecimal floatingRateMultiplier)
FloatingRateDefinition.FloatingRateDefinitionBuilder	setFloorRate(List<? extends Strike> floorRate)
FloatingRateDefinition.FloatingRateDefinitionBuilder	setRateObservation(List<? extends RateObservation> rateObservation)
FloatingRateDefinition.FloatingRateDefinitionBuilder	setSpread(BigDecimal spread)

Methods inherited from interface cdm.product.asset.FloatingRateDefinition

build, getCalculatedRate, getFloatingRateMultiplier, getSpread, 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

getOrCreateRateObservation

RateObservation.RateObservationBuilder getOrCreateRateObservation(int index)

getRateObservation

List<? extends RateObservation.RateObservationBuilder> getRateObservation()

Description copied from interface: FloatingRateDefinition

The 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:

getRateObservation in interface FloatingRateDefinition

getOrCreateCapRate

Strike.StrikeBuilder getOrCreateCapRate(int index)

getCapRate

List<? extends Strike.StrikeBuilder> getCapRate()

Description copied from interface: FloatingRateDefinition

The 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:

getCapRate in interface FloatingRateDefinition

getOrCreateFloorRate

Strike.StrikeBuilder getOrCreateFloorRate(int index)

getFloorRate

List<? extends Strike.StrikeBuilder> getFloorRate()

Description copied from interface: FloatingRateDefinition

The 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:

getFloorRate in interface FloatingRateDefinition

setCalculatedRate

FloatingRateDefinition.FloatingRateDefinitionBuilder setCalculatedRate(BigDecimal calculatedRate)

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

FloatingRateDefinition.FloatingRateDefinitionBuilder setSpread(BigDecimal spread)

addCapRate

FloatingRateDefinition.FloatingRateDefinitionBuilder addCapRate(Strike capRate)

addCapRate

FloatingRateDefinition.FloatingRateDefinitionBuilder addCapRate(Strike capRate,
 int idx)

addCapRate

FloatingRateDefinition.FloatingRateDefinitionBuilder addCapRate(List<? extends Strike> capRate)

setCapRate

FloatingRateDefinition.FloatingRateDefinitionBuilder setCapRate(List<? extends Strike> capRate)

addFloorRate

FloatingRateDefinition.FloatingRateDefinitionBuilder addFloorRate(Strike floorRate)

addFloorRate

FloatingRateDefinition.FloatingRateDefinitionBuilder addFloorRate(Strike floorRate,
 int idx)

addFloorRate

FloatingRateDefinition.FloatingRateDefinitionBuilder addFloorRate(List<? extends Strike> floorRate)

setFloorRate

FloatingRateDefinition.FloatingRateDefinitionBuilder setFloorRate(List<? extends Strike> floorRate)

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

FloatingRateDefinition.FloatingRateDefinitionBuilder prune()

Specified by:

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