Package cdm.product.asset

Interface FloatingRateSpecification.FloatingRateSpecificationBuilder

All Superinterfaces:

FloatingRate, FloatingRate.FloatingRateBuilder, FloatingRateBase, FloatingRateBase.FloatingRateBaseBuilder, FloatingRateSpecification, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

All Known Subinterfaces:

InflationRateSpecification.InflationRateSpecificationBuilder

All Known Implementing Classes:

FloatingRateSpecification.FloatingRateSpecificationBuilderImpl, InflationRateSpecification.InflationRateSpecificationBuilderImpl

Enclosing interface:

FloatingRateSpecification

public static interface FloatingRateSpecification.FloatingRateSpecificationBuilder
extends FloatingRateSpecification, FloatingRate.FloatingRateBuilder

Builder Interface

Nested Class Summary

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

FloatingRate.FloatingRateBuilder, FloatingRate.FloatingRateBuilderImpl, FloatingRate.FloatingRateImpl

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

FloatingRateBase.FloatingRateBaseBuilder, FloatingRateBase.FloatingRateBaseBuilderImpl, FloatingRateBase.FloatingRateBaseImpl

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

FloatingRateSpecification.FloatingRateSpecificationBuilder, FloatingRateSpecification.FloatingRateSpecificationBuilderImpl, FloatingRateSpecification.FloatingRateSpecificationImpl

Nested classes/interfaces inherited from interface com.rosetta.model.lib.GlobalKey

com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Field Summary

Fields inherited from interface cdm.product.asset.FloatingRate

metaData

Fields inherited from interface cdm.product.asset.FloatingRateBase

metaData

Fields inherited from interface cdm.product.asset.FloatingRateSpecification

metaData

Method Summary

Modifier and Type	Method	Description
Rounding.RoundingBuilder	getFinalRateRounding()	The rounding convention to apply to the final rate used in determination of a calculation period amount.
Price.PriceBuilder	getInitialRate()	The initial floating rate reset agreed between the principal parties involved in the trade.
Rounding.RoundingBuilder	getOrCreateFinalRateRounding()
Price.PriceBuilder	getOrCreateInitialRate()
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
FloatingRateSpecification.FloatingRateSpecificationBuilder	prune()
FloatingRateSpecification.FloatingRateSpecificationBuilder	setAveragingMethod(AveragingWeightingMethodEnum averagingMethod)
FloatingRateSpecification.FloatingRateSpecificationBuilder	setCalculationParameters(FloatingRateCalculationParameters calculationParameters)
FloatingRateSpecification.FloatingRateSpecificationBuilder	setCapRateSchedule(StrikeSchedule capRateSchedule)
FloatingRateSpecification.FloatingRateSpecificationBuilder	setFallbackRate(FallbackRateParameters fallbackRate)
FloatingRateSpecification.FloatingRateSpecificationBuilder	setFinalRateRounding(Rounding finalRateRounding)
FloatingRateSpecification.FloatingRateSpecificationBuilder	setFloatingRateMultiplierSchedule(RateSchedule floatingRateMultiplierSchedule)
FloatingRateSpecification.FloatingRateSpecificationBuilder	setFloorRateSchedule(StrikeSchedule floorRateSchedule)
FloatingRateSpecification.FloatingRateSpecificationBuilder	setInitialRate(Price initialRate)
FloatingRateSpecification.FloatingRateSpecificationBuilder	setMeta(com.rosetta.model.metafields.MetaFields meta)
FloatingRateSpecification.FloatingRateSpecificationBuilder	setNegativeInterestRateTreatment(NegativeInterestRateTreatmentEnum negativeInterestRateTreatment)
FloatingRateSpecification.FloatingRateSpecificationBuilder	setRateOption(ReferenceWithMetaFloatingRateOption rateOption)
FloatingRateSpecification.FloatingRateSpecificationBuilder	setRateOptionValue(FloatingRateOption rateOption)
FloatingRateSpecification.FloatingRateSpecificationBuilder	setRateTreatment(RateTreatmentEnum rateTreatment)
FloatingRateSpecification.FloatingRateSpecificationBuilder	setSpreadSchedule(SpreadSchedule spreadSchedule)

Methods inherited from interface cdm.product.asset.FloatingRate

getRateTreatment

Methods inherited from interface cdm.product.asset.FloatingRate.FloatingRateBuilder

getCalculationParameters, getFallbackRate, getFloatingRateMultiplierSchedule, getOrCreateCalculationParameters, getOrCreateFallbackRate, getOrCreateFloatingRateMultiplierSchedule

Methods inherited from interface cdm.product.asset.FloatingRateBase.FloatingRateBaseBuilder

getCapRateSchedule, getFloorRateSchedule, getMeta, getOrCreateCapRateSchedule, getOrCreateFloorRateSchedule, getOrCreateMeta, getOrCreateRateOption, getOrCreateSpreadSchedule, getRateOption, getSpreadSchedule

Methods inherited from interface cdm.product.asset.FloatingRateSpecification

build, getAveragingMethod, getNegativeInterestRateTreatment, 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

getOrCreateInitialRate

Price.PriceBuilder getOrCreateInitialRate()

getInitialRate

Price.PriceBuilder getInitialRate()

Description copied from interface: FloatingRateSpecification

The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05.

Specified by:

getInitialRate in interface FloatingRateSpecification

getOrCreateFinalRateRounding

Rounding.RoundingBuilder getOrCreateFinalRateRounding()

getFinalRateRounding

Rounding.RoundingBuilder getFinalRateRounding()

Description copied from interface: FloatingRateSpecification

The rounding convention to apply to the final rate used in determination of a calculation period amount.

Specified by:

getFinalRateRounding in interface FloatingRateSpecification

setRateOption

FloatingRateSpecification.FloatingRateSpecificationBuilder setRateOption(ReferenceWithMetaFloatingRateOption rateOption)

Specified by:

setRateOption in interface FloatingRate.FloatingRateBuilder

Specified by:

setRateOption in interface FloatingRateBase.FloatingRateBaseBuilder

setRateOptionValue

FloatingRateSpecification.FloatingRateSpecificationBuilder setRateOptionValue(FloatingRateOption rateOption)

Specified by:

setRateOptionValue in interface FloatingRate.FloatingRateBuilder

Specified by:

setRateOptionValue in interface FloatingRateBase.FloatingRateBaseBuilder

setSpreadSchedule

FloatingRateSpecification.FloatingRateSpecificationBuilder setSpreadSchedule(SpreadSchedule spreadSchedule)

Specified by:

setSpreadSchedule in interface FloatingRate.FloatingRateBuilder

Specified by:

setSpreadSchedule in interface FloatingRateBase.FloatingRateBaseBuilder

setCapRateSchedule

FloatingRateSpecification.FloatingRateSpecificationBuilder setCapRateSchedule(StrikeSchedule capRateSchedule)

Specified by:

setCapRateSchedule in interface FloatingRate.FloatingRateBuilder

Specified by:

setCapRateSchedule in interface FloatingRateBase.FloatingRateBaseBuilder

setFloorRateSchedule

FloatingRateSpecification.FloatingRateSpecificationBuilder setFloorRateSchedule(StrikeSchedule floorRateSchedule)

Specified by:

setFloorRateSchedule in interface FloatingRate.FloatingRateBuilder

Specified by:

setFloorRateSchedule in interface FloatingRateBase.FloatingRateBaseBuilder

setMeta

FloatingRateSpecification.FloatingRateSpecificationBuilder setMeta(com.rosetta.model.metafields.MetaFields meta)

Specified by:

setMeta in interface FloatingRate.FloatingRateBuilder

Specified by:

setMeta in interface FloatingRateBase.FloatingRateBaseBuilder

setFloatingRateMultiplierSchedule

FloatingRateSpecification.FloatingRateSpecificationBuilder setFloatingRateMultiplierSchedule(RateSchedule floatingRateMultiplierSchedule)

Specified by:

setFloatingRateMultiplierSchedule in interface FloatingRate.FloatingRateBuilder

setRateTreatment

FloatingRateSpecification.FloatingRateSpecificationBuilder setRateTreatment(RateTreatmentEnum rateTreatment)

Specified by:

setRateTreatment in interface FloatingRate.FloatingRateBuilder

setCalculationParameters

FloatingRateSpecification.FloatingRateSpecificationBuilder setCalculationParameters(FloatingRateCalculationParameters calculationParameters)

Specified by:

setCalculationParameters in interface FloatingRate.FloatingRateBuilder

setFallbackRate

FloatingRateSpecification.FloatingRateSpecificationBuilder setFallbackRate(FallbackRateParameters fallbackRate)

Specified by:

setFallbackRate in interface FloatingRate.FloatingRateBuilder

setInitialRate

FloatingRateSpecification.FloatingRateSpecificationBuilder setInitialRate(Price initialRate)

setFinalRateRounding

FloatingRateSpecification.FloatingRateSpecificationBuilder setFinalRateRounding(Rounding finalRateRounding)

setAveragingMethod

FloatingRateSpecification.FloatingRateSpecificationBuilder setAveragingMethod(AveragingWeightingMethodEnum averagingMethod)

setNegativeInterestRateTreatment

FloatingRateSpecification.FloatingRateSpecificationBuilder setNegativeInterestRateTreatment(NegativeInterestRateTreatmentEnum negativeInterestRateTreatment)

process

default void process(com.rosetta.model.lib.path.RosettaPath path,
 com.rosetta.model.lib.process.BuilderProcessor processor)

Specified by:

process in interface FloatingRate.FloatingRateBuilder

Specified by:

process in interface FloatingRateBase.FloatingRateBaseBuilder

Specified by:

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

prune

FloatingRateSpecification.FloatingRateSpecificationBuilder prune()

Specified by:

prune in interface FloatingRate.FloatingRateBuilder

Specified by:

prune in interface FloatingRateBase.FloatingRateBaseBuilder

Specified by:

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