Package cdm.product.asset
Class FloatingRateDefinition.FloatingRateDefinitionBuilderImpl
java.lang.Object
cdm.product.asset.FloatingRateDefinition.FloatingRateDefinitionBuilderImpl
- All Implemented Interfaces:
FloatingRateDefinition,FloatingRateDefinition.FloatingRateDefinitionBuilder,com.rosetta.model.lib.RosettaModelObject,com.rosetta.model.lib.RosettaModelObjectBuilder
- Enclosing interface:
FloatingRateDefinition
public static class FloatingRateDefinition.FloatingRateDefinitionBuilderImpl
extends Object
implements FloatingRateDefinition.FloatingRateDefinitionBuilder
Builder Implementation of FloatingRateDefinition
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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
FieldsModifier and TypeFieldDescriptionprotected BigDecimalprotected List<Strike.StrikeBuilder> protected BigDecimalprotected List<Strike.StrikeBuilder> protected List<RateObservation.RateObservationBuilder> protected BigDecimalFields inherited from interface cdm.product.asset.FloatingRateDefinition
metaData -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionaddCapRate(Strike _capRate) addCapRate(Strike _capRate, int idx) addCapRate(List<? extends Strike> capRates) addFloorRate(Strike _floorRate) addFloorRate(Strike _floorRate, int idx) addFloorRate(List<? extends Strike> floorRates) addRateObservation(RateObservation _rateObservation) addRateObservation(RateObservation _rateObservation, int idx) addRateObservation(List<? extends RateObservation> rateObservations) build()Build MethodsbooleanThe final calculated rate for a calculation period after any required averaging of rates A calculated rate of 5% would be represented as 0.05.List<? extends Strike.StrikeBuilder> The cap rate, if any, which applies to the floating rate for the calculation period.A rate multiplier to apply to the floating rate.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.The ISDA Spread, if any, which applies for the calculation period.booleanhasData()inthashCode()merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger) prune()setCalculatedRate(BigDecimal _calculatedRate) setCapRate(List<? extends Strike> capRates) setFloatingRateMultiplier(BigDecimal _floatingRateMultiplier) setFloorRate(List<? extends Strike> floorRates) setRateObservation(List<? extends RateObservation> rateObservations) setSpread(BigDecimal _spread) toString()Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, waitMethods inherited from interface cdm.product.asset.FloatingRateDefinition
getType, metaData, processMethods inherited from interface cdm.product.asset.FloatingRateDefinition.FloatingRateDefinitionBuilder
processMethods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosettaMethods inherited from interface com.rosetta.model.lib.RosettaModelObjectBuilder
getIndex, processRosetta, processRosetta
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Field Details
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calculatedRate
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rateObservation
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floatingRateMultiplier
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spread
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capRate
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floorRate
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Constructor Details
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FloatingRateDefinitionBuilderImpl
public FloatingRateDefinitionBuilderImpl()
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Method Details
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getCalculatedRate
@RosettaAttribute("calculatedRate") @RuneAttribute("calculatedRate") public BigDecimal getCalculatedRate()Description copied from interface:FloatingRateDefinitionThe final calculated rate for a calculation period after any required averaging of rates A calculated rate of 5% would be represented as 0.05.- Specified by:
getCalculatedRatein interfaceFloatingRateDefinition
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getRateObservation
@RosettaAttribute("rateObservation") @RuneAttribute("rateObservation") public 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- Specified by:
getRateObservationin interfaceFloatingRateDefinition.FloatingRateDefinitionBuilder
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getOrCreateRateObservation
- Specified by:
getOrCreateRateObservationin interfaceFloatingRateDefinition.FloatingRateDefinitionBuilder
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getFloatingRateMultiplier
@RosettaAttribute("floatingRateMultiplier") @RuneAttribute("floatingRateMultiplier") public BigDecimal getFloatingRateMultiplier()Description copied from interface:FloatingRateDefinitionA rate multiplier to apply to the floating rate. The multiplier can be a positive or negative decimal. This element should only be included if the multiplier is not equal to 1 (one).- Specified by:
getFloatingRateMultiplierin interfaceFloatingRateDefinition
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getSpread
Description copied from interface:FloatingRateDefinitionThe ISDA Spread, if any, which applies for the calculation period. 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:
getSpreadin interfaceFloatingRateDefinition
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getCapRate
@RosettaAttribute("capRate") @RuneAttribute("capRate") public 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- Specified by:
getCapRatein interfaceFloatingRateDefinition.FloatingRateDefinitionBuilder
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getOrCreateCapRate
- Specified by:
getOrCreateCapRatein interfaceFloatingRateDefinition.FloatingRateDefinitionBuilder
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getFloorRate
@RosettaAttribute("floorRate") @RuneAttribute("floorRate") public 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- Specified by:
getFloorRatein interfaceFloatingRateDefinition.FloatingRateDefinitionBuilder
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getOrCreateFloorRate
- Specified by:
getOrCreateFloorRatein interfaceFloatingRateDefinition.FloatingRateDefinitionBuilder
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setCalculatedRate
@RosettaAttribute("calculatedRate") @RuneAttribute("calculatedRate") public FloatingRateDefinition.FloatingRateDefinitionBuilder setCalculatedRate(BigDecimal _calculatedRate) - Specified by:
setCalculatedRatein interfaceFloatingRateDefinition.FloatingRateDefinitionBuilder
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addRateObservation
@RosettaAttribute("rateObservation") @RuneAttribute("rateObservation") public FloatingRateDefinition.FloatingRateDefinitionBuilder addRateObservation(RateObservation _rateObservation) - Specified by:
addRateObservationin interfaceFloatingRateDefinition.FloatingRateDefinitionBuilder
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addRateObservation
public FloatingRateDefinition.FloatingRateDefinitionBuilder addRateObservation(RateObservation _rateObservation, int idx) - Specified by:
addRateObservationin interfaceFloatingRateDefinition.FloatingRateDefinitionBuilder
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addRateObservation
public FloatingRateDefinition.FloatingRateDefinitionBuilder addRateObservation(List<? extends RateObservation> rateObservations) - Specified by:
addRateObservationin interfaceFloatingRateDefinition.FloatingRateDefinitionBuilder
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setRateObservation
@RuneAttribute("rateObservation") public FloatingRateDefinition.FloatingRateDefinitionBuilder setRateObservation(List<? extends RateObservation> rateObservations) - Specified by:
setRateObservationin interfaceFloatingRateDefinition.FloatingRateDefinitionBuilder
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setFloatingRateMultiplier
@RosettaAttribute("floatingRateMultiplier") @RuneAttribute("floatingRateMultiplier") public FloatingRateDefinition.FloatingRateDefinitionBuilder setFloatingRateMultiplier(BigDecimal _floatingRateMultiplier) - Specified by:
setFloatingRateMultiplierin interfaceFloatingRateDefinition.FloatingRateDefinitionBuilder
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setSpread
@RosettaAttribute("spread") @RuneAttribute("spread") public FloatingRateDefinition.FloatingRateDefinitionBuilder setSpread(BigDecimal _spread) - Specified by:
setSpreadin interfaceFloatingRateDefinition.FloatingRateDefinitionBuilder
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addCapRate
@RosettaAttribute("capRate") @RuneAttribute("capRate") public FloatingRateDefinition.FloatingRateDefinitionBuilder addCapRate(Strike _capRate) - Specified by:
addCapRatein interfaceFloatingRateDefinition.FloatingRateDefinitionBuilder
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addCapRate
- Specified by:
addCapRatein interfaceFloatingRateDefinition.FloatingRateDefinitionBuilder
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addCapRate
public FloatingRateDefinition.FloatingRateDefinitionBuilder addCapRate(List<? extends Strike> capRates) - Specified by:
addCapRatein interfaceFloatingRateDefinition.FloatingRateDefinitionBuilder
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setCapRate
@RuneAttribute("capRate") public FloatingRateDefinition.FloatingRateDefinitionBuilder setCapRate(List<? extends Strike> capRates) - Specified by:
setCapRatein interfaceFloatingRateDefinition.FloatingRateDefinitionBuilder
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addFloorRate
@RosettaAttribute("floorRate") @RuneAttribute("floorRate") public FloatingRateDefinition.FloatingRateDefinitionBuilder addFloorRate(Strike _floorRate) - Specified by:
addFloorRatein interfaceFloatingRateDefinition.FloatingRateDefinitionBuilder
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addFloorRate
public FloatingRateDefinition.FloatingRateDefinitionBuilder addFloorRate(Strike _floorRate, int idx) - Specified by:
addFloorRatein interfaceFloatingRateDefinition.FloatingRateDefinitionBuilder
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addFloorRate
public FloatingRateDefinition.FloatingRateDefinitionBuilder addFloorRate(List<? extends Strike> floorRates) - Specified by:
addFloorRatein interfaceFloatingRateDefinition.FloatingRateDefinitionBuilder
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setFloorRate
@RuneAttribute("floorRate") public FloatingRateDefinition.FloatingRateDefinitionBuilder setFloorRate(List<? extends Strike> floorRates) - Specified by:
setFloorRatein interfaceFloatingRateDefinition.FloatingRateDefinitionBuilder
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build
Description copied from interface:FloatingRateDefinitionBuild Methods- Specified by:
buildin interfaceFloatingRateDefinition- Specified by:
buildin interfacecom.rosetta.model.lib.RosettaModelObject
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toBuilder
- Specified by:
toBuilderin interfaceFloatingRateDefinition- Specified by:
toBuilderin interfacecom.rosetta.model.lib.RosettaModelObject
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prune
- Specified by:
prunein interfaceFloatingRateDefinition.FloatingRateDefinitionBuilder- Specified by:
prunein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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hasData
public boolean hasData()- Specified by:
hasDatain interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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merge
public FloatingRateDefinition.FloatingRateDefinitionBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger) - Specified by:
mergein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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equals
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hashCode
public int hashCode() -
toString
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