Package cdm.product.asset

Interface FloatingRateDefinition

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
FloatingRateDefinition.FloatingRateDefinitionBuilder
All Known Implementing Classes:
FloatingRateDefinition.FloatingRateDefinitionBuilderImpl, FloatingRateDefinition.FloatingRateDefinitionImpl
@RosettaDataType(value="FloatingRateDefinition", builder=FloatingRateDefinitionBuilderImpl.class, version="5.30.0") @RuneDataType(value="FloatingRateDefinition", model="cdm", builder=FloatingRateDefinitionBuilderImpl.class, version="5.30.0") public interface FloatingRateDefinition extends com.rosetta.model.lib.RosettaModelObject
A data defining: parameters associated with a floating rate reset. This data forms: part of the cashflows representation of a stream.
Version:
5.30.0

  • Field Details

  • Method Details

    • getCalculatedRate

      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.

    • getRateObservation

      List<? extends RateObservation> getRateObservation()
      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.

    • getFloatingRateMultiplier

      BigDecimal getFloatingRateMultiplier()
      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).

    • getSpread

      BigDecimal getSpread()
      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.

    • getCapRate

      List<? extends Strike> getCapRate()
      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.

    • getFloorRate

      List<? extends Strike> getFloorRate()
      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.

    • build

      FloatingRateDefinition build()
      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      FloatingRateDefinition.FloatingRateDefinitionBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static FloatingRateDefinition.FloatingRateDefinitionBuilder builder()

    • metaData

      default com.rosetta.model.lib.meta.RosettaMetaData<? extends FloatingRateDefinition> metaData()
      Utility Methods
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject

    • getType

      @RuneAttribute("@type") default Class<? extends FloatingRateDefinition> getType()
      Specified by:
      getType in interface com.rosetta.model.lib.RosettaModelObject

    • process

      default void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
      Specified by:
      process in interface com.rosetta.model.lib.RosettaModelObject