Package cdm.product.asset

Class FloatingRateDefinition.FloatingRateDefinitionImpl

java.lang.Object
cdm.product.asset.FloatingRateDefinition.FloatingRateDefinitionImpl
All Implemented Interfaces:
FloatingRateDefinition, com.rosetta.model.lib.RosettaModelObject
Enclosing interface:
FloatingRateDefinition
public static class FloatingRateDefinition.FloatingRateDefinitionImpl extends Object implements FloatingRateDefinition
Immutable Implementation of FloatingRateDefinition

  • Constructor Details

  • 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> 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

    • 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> 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

    • getFloorRate

      @RosettaAttribute("floorRate") @RuneAttribute("floorRate") public List<? extends Strike> 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

    • 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

    • setBuilderFields

      protected void setBuilderFields(FloatingRateDefinition.FloatingRateDefinitionBuilder builder)

    • 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