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

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.product.asset.FloatingRateDefinition

FloatingRateDefinition.FloatingRateDefinitionBuilder, FloatingRateDefinition.FloatingRateDefinitionBuilderImpl, FloatingRateDefinition.FloatingRateDefinitionImpl

Field Summary

Fields

Modifier and Type	Field	Description
protected BigDecimal	calculatedRate
protected List<Strike.StrikeBuilder>	capRate
protected BigDecimal	floatingRateMultiplier
protected List<Strike.StrikeBuilder>	floorRate
protected List<RateObservation.RateObservationBuilder>	rateObservation
protected BigDecimal	spread

Fields inherited from interface cdm.product.asset.FloatingRateDefinition

metaData

Constructor Summary

Constructors

Constructor	Description
FloatingRateDefinitionBuilderImpl()

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> capRates)
FloatingRateDefinition.FloatingRateDefinitionBuilder	addFloorRate(Strike _floorRate)
FloatingRateDefinition.FloatingRateDefinitionBuilder	addFloorRate(Strike _floorRate, int idx)
FloatingRateDefinition.FloatingRateDefinitionBuilder	addFloorRate(List<? extends Strike> floorRates)
FloatingRateDefinition.FloatingRateDefinitionBuilder	addRateObservation(RateObservation _rateObservation)
FloatingRateDefinition.FloatingRateDefinitionBuilder	addRateObservation(RateObservation _rateObservation, int idx)
FloatingRateDefinition.FloatingRateDefinitionBuilder	addRateObservation(List<? extends RateObservation> rateObservations)
FloatingRateDefinition	build()	Build Methods
boolean	equals(Object o)
BigDecimal	getCalculatedRate()	The 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>	getCapRate()	The cap rate, if any, which applies to the floating rate for the calculation period.
BigDecimal	getFloatingRateMultiplier()	A rate multiplier to apply to the floating rate.
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.
BigDecimal	getSpread()	The ISDA Spread, if any, which applies for the calculation period.
boolean	hasData()
int	hashCode()
FloatingRateDefinition.FloatingRateDefinitionBuilder	merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
FloatingRateDefinition.FloatingRateDefinitionBuilder	prune()
FloatingRateDefinition.FloatingRateDefinitionBuilder	setCalculatedRate(BigDecimal _calculatedRate)
FloatingRateDefinition.FloatingRateDefinitionBuilder	setCapRate(List<? extends Strike> capRates)
FloatingRateDefinition.FloatingRateDefinitionBuilder	setFloatingRateMultiplier(BigDecimal _floatingRateMultiplier)
FloatingRateDefinition.FloatingRateDefinitionBuilder	setFloorRate(List<? extends Strike> floorRates)
FloatingRateDefinition.FloatingRateDefinitionBuilder	setRateObservation(List<? extends RateObservation> rateObservations)
FloatingRateDefinition.FloatingRateDefinitionBuilder	setSpread(BigDecimal _spread)
FloatingRateDefinition.FloatingRateDefinitionBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface cdm.product.asset.FloatingRateDefinition

getType, metaData, process

Methods inherited from interface cdm.product.asset.FloatingRateDefinition.FloatingRateDefinitionBuilder

process

Methods inherited from interface com.rosetta.model.lib.RosettaModelObject

processRosetta, processRosetta

Methods inherited from interface com.rosetta.model.lib.RosettaModelObjectBuilder

getIndex, processRosetta, processRosetta

Field Details

calculatedRate

protected BigDecimal calculatedRate

rateObservation

protected List<RateObservation.RateObservationBuilder> rateObservation

floatingRateMultiplier

protected BigDecimal floatingRateMultiplier

spread

protected BigDecimal spread

capRate

protected List<Strike.StrikeBuilder> capRate

floorRate

protected List<Strike.StrikeBuilder> floorRate

Constructor Details

FloatingRateDefinitionBuilderImpl

public FloatingRateDefinitionBuilderImpl()

Method Details

getCalculatedRate

@RosettaAttribute("calculatedRate")
@RuneAttribute("calculatedRate")
public BigDecimal getCalculatedRate()

Description copied from interface: FloatingRateDefinition

The 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:

getCalculatedRate in interface FloatingRateDefinition

getRateObservation

@RosettaAttribute("rateObservation")
@RuneAttribute("rateObservation")
public 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

Specified by:

getRateObservation in interface FloatingRateDefinition.FloatingRateDefinitionBuilder

getOrCreateRateObservation

public RateObservation.RateObservationBuilder getOrCreateRateObservation(int index)

Specified by:

getOrCreateRateObservation in interface FloatingRateDefinition.FloatingRateDefinitionBuilder

getFloatingRateMultiplier

@RosettaAttribute("floatingRateMultiplier")
@RuneAttribute("floatingRateMultiplier")
public BigDecimal getFloatingRateMultiplier()

Description copied from interface: FloatingRateDefinition

A 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:

getFloatingRateMultiplier in interface FloatingRateDefinition

getSpread

@RosettaAttribute("spread")
@RuneAttribute("spread")
public BigDecimal getSpread()

Description copied from interface: FloatingRateDefinition

The 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:

getSpread in interface FloatingRateDefinition

getCapRate

@RosettaAttribute("capRate")
@RuneAttribute("capRate")
public 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

Specified by:

getCapRate in interface FloatingRateDefinition.FloatingRateDefinitionBuilder

getOrCreateCapRate

public Strike.StrikeBuilder getOrCreateCapRate(int index)

Specified by:

getOrCreateCapRate in interface FloatingRateDefinition.FloatingRateDefinitionBuilder

getFloorRate

@RosettaAttribute("floorRate")
@RuneAttribute("floorRate")
public 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

Specified by:

getFloorRate in interface FloatingRateDefinition.FloatingRateDefinitionBuilder

getOrCreateFloorRate

public Strike.StrikeBuilder getOrCreateFloorRate(int index)

Specified by:

getOrCreateFloorRate in interface FloatingRateDefinition.FloatingRateDefinitionBuilder

setCalculatedRate

@RosettaAttribute("calculatedRate")
@RuneAttribute("calculatedRate")
public FloatingRateDefinition.FloatingRateDefinitionBuilder setCalculatedRate(BigDecimal _calculatedRate)

Specified by:

setCalculatedRate in interface FloatingRateDefinition.FloatingRateDefinitionBuilder

addRateObservation

@RosettaAttribute("rateObservation")
@RuneAttribute("rateObservation")
public FloatingRateDefinition.FloatingRateDefinitionBuilder addRateObservation(RateObservation _rateObservation)

Specified by:

addRateObservation in interface FloatingRateDefinition.FloatingRateDefinitionBuilder

addRateObservation

public FloatingRateDefinition.FloatingRateDefinitionBuilder addRateObservation(RateObservation _rateObservation,
 int idx)

Specified by:

addRateObservation in interface FloatingRateDefinition.FloatingRateDefinitionBuilder

addRateObservation

public FloatingRateDefinition.FloatingRateDefinitionBuilder addRateObservation(List<? extends RateObservation> rateObservations)

Specified by:

addRateObservation in interface FloatingRateDefinition.FloatingRateDefinitionBuilder

setRateObservation

@RuneAttribute("rateObservation")
public FloatingRateDefinition.FloatingRateDefinitionBuilder setRateObservation(List<? extends RateObservation> rateObservations)

Specified by:

setRateObservation in interface FloatingRateDefinition.FloatingRateDefinitionBuilder

setFloatingRateMultiplier

@RosettaAttribute("floatingRateMultiplier")
@RuneAttribute("floatingRateMultiplier")
public FloatingRateDefinition.FloatingRateDefinitionBuilder setFloatingRateMultiplier(BigDecimal _floatingRateMultiplier)

Specified by:

setFloatingRateMultiplier in interface FloatingRateDefinition.FloatingRateDefinitionBuilder

setSpread

@RosettaAttribute("spread")
@RuneAttribute("spread")
public FloatingRateDefinition.FloatingRateDefinitionBuilder setSpread(BigDecimal _spread)

Specified by:

setSpread in interface FloatingRateDefinition.FloatingRateDefinitionBuilder

addCapRate

@RosettaAttribute("capRate")
@RuneAttribute("capRate")
public FloatingRateDefinition.FloatingRateDefinitionBuilder addCapRate(Strike _capRate)

Specified by:

addCapRate in interface FloatingRateDefinition.FloatingRateDefinitionBuilder

addCapRate

public FloatingRateDefinition.FloatingRateDefinitionBuilder addCapRate(Strike _capRate,
 int idx)

Specified by:

addCapRate in interface FloatingRateDefinition.FloatingRateDefinitionBuilder

addCapRate

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

Specified by:

addCapRate in interface FloatingRateDefinition.FloatingRateDefinitionBuilder

setCapRate

@RuneAttribute("capRate")
public FloatingRateDefinition.FloatingRateDefinitionBuilder setCapRate(List<? extends Strike> capRates)

Specified by:

setCapRate in interface FloatingRateDefinition.FloatingRateDefinitionBuilder

addFloorRate

@RosettaAttribute("floorRate")
@RuneAttribute("floorRate")
public FloatingRateDefinition.FloatingRateDefinitionBuilder addFloorRate(Strike _floorRate)

Specified by:

addFloorRate in interface FloatingRateDefinition.FloatingRateDefinitionBuilder

addFloorRate

public FloatingRateDefinition.FloatingRateDefinitionBuilder addFloorRate(Strike _floorRate,
 int idx)

Specified by:

addFloorRate in interface FloatingRateDefinition.FloatingRateDefinitionBuilder

addFloorRate

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

Specified by:

addFloorRate in interface FloatingRateDefinition.FloatingRateDefinitionBuilder

setFloorRate

@RuneAttribute("floorRate")
public FloatingRateDefinition.FloatingRateDefinitionBuilder setFloorRate(List<? extends Strike> floorRates)

Specified by:

setFloorRate in interface FloatingRateDefinition.FloatingRateDefinitionBuilder

build

public FloatingRateDefinition build()

Description copied from interface: FloatingRateDefinition

Build Methods

Specified by:

build in interface FloatingRateDefinition

Specified by:

build in interface com.rosetta.model.lib.RosettaModelObject

toBuilder

public FloatingRateDefinition.FloatingRateDefinitionBuilder toBuilder()

Specified by:

toBuilder in interface FloatingRateDefinition

Specified by:

toBuilder in interface com.rosetta.model.lib.RosettaModelObject

prune

public FloatingRateDefinition.FloatingRateDefinitionBuilder prune()

Specified by:

prune in interface FloatingRateDefinition.FloatingRateDefinitionBuilder

Specified by:

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

hasData

public boolean hasData()

Specified by:

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

merge

public FloatingRateDefinition.FloatingRateDefinitionBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other,
 com.rosetta.model.lib.process.BuilderMerger merger)

Specified by:

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

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