Package cdm.product.asset

Class FloatingRateSpecification.FloatingRateSpecificationBuilderImpl

java.lang.Object

cdm.product.asset.FloatingRateBase.FloatingRateBaseBuilderImpl

cdm.product.asset.FloatingRate.FloatingRateBuilderImpl

cdm.product.asset.FloatingRateSpecification.FloatingRateSpecificationBuilderImpl

All Implemented Interfaces:

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

Direct Known Subclasses:

InflationRateSpecification.InflationRateSpecificationBuilderImpl

Enclosing interface:

FloatingRateSpecification

public static class FloatingRateSpecification.FloatingRateSpecificationBuilderImpl
extends FloatingRate.FloatingRateBuilderImpl
implements FloatingRateSpecification.FloatingRateSpecificationBuilder

Builder Implementation of FloatingRateSpecification

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

Modifier and Type	Field	Description
protected AveragingWeightingMethodEnum	averagingMethod
protected Rounding.RoundingBuilder	finalRateRounding
protected Price.PriceBuilder	initialRate
protected NegativeInterestRateTreatmentEnum	negativeInterestRateTreatment

Fields inherited from class cdm.product.asset.FloatingRate.FloatingRateBuilderImpl

calculationParameters, fallbackRate, floatingRateMultiplierSchedule, rateTreatment

Fields inherited from class cdm.product.asset.FloatingRateBase.FloatingRateBaseBuilderImpl

capRateSchedule, floorRateSchedule, meta, rateOption, spreadSchedule

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

Constructor Summary

Constructors

Constructor	Description
FloatingRateSpecificationBuilderImpl()

Method Summary

Modifier and Type	Method	Description
FloatingRateSpecification	build()	Build Methods
boolean	equals(Object o)
AveragingWeightingMethodEnum	getAveragingMethod()	If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used.
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.
NegativeInterestRateTreatmentEnum	getNegativeInterestRateTreatment()	The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
Rounding.RoundingBuilder	getOrCreateFinalRateRounding()
Price.PriceBuilder	getOrCreateInitialRate()
boolean	hasData()
int	hashCode()
FloatingRateSpecification.FloatingRateSpecificationBuilder	merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
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)
FloatingRateSpecification.FloatingRateSpecificationBuilder	toBuilder()
String	toString()

Methods inherited from class cdm.product.asset.FloatingRate.FloatingRateBuilderImpl

getCalculationParameters, getFallbackRate, getFloatingRateMultiplierSchedule, getOrCreateCalculationParameters, getOrCreateFallbackRate, getOrCreateFloatingRateMultiplierSchedule, getRateTreatment

Methods inherited from class cdm.product.asset.FloatingRateBase.FloatingRateBaseBuilderImpl

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

Methods inherited from class java.lang.Object

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

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

getType, metaData, process

Methods inherited from interface cdm.product.asset.FloatingRateSpecification.FloatingRateSpecificationBuilder

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

initialRate

protected Price.PriceBuilder initialRate

finalRateRounding

protected Rounding.RoundingBuilder finalRateRounding

averagingMethod

protected AveragingWeightingMethodEnum averagingMethod

negativeInterestRateTreatment

protected NegativeInterestRateTreatmentEnum negativeInterestRateTreatment

Constructor Details

FloatingRateSpecificationBuilderImpl

public FloatingRateSpecificationBuilderImpl()

Method Details

getInitialRate

@RosettaAttribute("initialRate")
@RuneAttribute("initialRate")
public 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

Specified by:

getInitialRate in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

getOrCreateInitialRate

public Price.PriceBuilder getOrCreateInitialRate()

Specified by:

getOrCreateInitialRate in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

getFinalRateRounding

@RosettaAttribute("finalRateRounding")
@RuneAttribute("finalRateRounding")
public 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

Specified by:

getFinalRateRounding in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

getOrCreateFinalRateRounding

public Rounding.RoundingBuilder getOrCreateFinalRateRounding()

Specified by:

getOrCreateFinalRateRounding in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

getAveragingMethod

@RosettaAttribute("averagingMethod")
@RuneAttribute("averagingMethod")
public AveragingWeightingMethodEnum getAveragingMethod()

Description copied from interface: FloatingRateSpecification

If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used. The component must only be included when averaging applies.

Specified by:

getAveragingMethod in interface FloatingRateSpecification

getNegativeInterestRateTreatment

@RosettaAttribute("negativeInterestRateTreatment")
@RuneAttribute("negativeInterestRateTreatment")
public NegativeInterestRateTreatmentEnum getNegativeInterestRateTreatment()

Description copied from interface: FloatingRateSpecification

The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).

Specified by:

getNegativeInterestRateTreatment in interface FloatingRateSpecification

setRateOption

@RosettaAttribute("rateOption")
@RuneAttribute("rateOption")
@RuneScopedAttributeReference
public FloatingRateSpecification.FloatingRateSpecificationBuilder setRateOption(ReferenceWithMetaFloatingRateOption _rateOption)

Specified by:

setRateOption in interface FloatingRate.FloatingRateBuilder

Specified by:

setRateOption in interface FloatingRateBase.FloatingRateBaseBuilder

Specified by:

setRateOption in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

Overrides:

setRateOption in class FloatingRate.FloatingRateBuilderImpl

setRateOptionValue

public FloatingRateSpecification.FloatingRateSpecificationBuilder setRateOptionValue(FloatingRateOption _rateOption)

Specified by:

setRateOptionValue in interface FloatingRate.FloatingRateBuilder

Specified by:

setRateOptionValue in interface FloatingRateBase.FloatingRateBaseBuilder

Specified by:

setRateOptionValue in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

Overrides:

setRateOptionValue in class FloatingRate.FloatingRateBuilderImpl

setSpreadSchedule

@RosettaAttribute("spreadSchedule")
@RuneAttribute("spreadSchedule")
public FloatingRateSpecification.FloatingRateSpecificationBuilder setSpreadSchedule(SpreadSchedule _spreadSchedule)

Specified by:

setSpreadSchedule in interface FloatingRate.FloatingRateBuilder

Specified by:

setSpreadSchedule in interface FloatingRateBase.FloatingRateBaseBuilder

Specified by:

setSpreadSchedule in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

Overrides:

setSpreadSchedule in class FloatingRate.FloatingRateBuilderImpl

setCapRateSchedule

@RosettaAttribute("capRateSchedule")
@RuneAttribute("capRateSchedule")
public FloatingRateSpecification.FloatingRateSpecificationBuilder setCapRateSchedule(StrikeSchedule _capRateSchedule)

Specified by:

setCapRateSchedule in interface FloatingRate.FloatingRateBuilder

Specified by:

setCapRateSchedule in interface FloatingRateBase.FloatingRateBaseBuilder

Specified by:

setCapRateSchedule in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

Overrides:

setCapRateSchedule in class FloatingRate.FloatingRateBuilderImpl

setFloorRateSchedule

@RosettaAttribute("floorRateSchedule")
@RuneAttribute("floorRateSchedule")
public FloatingRateSpecification.FloatingRateSpecificationBuilder setFloorRateSchedule(StrikeSchedule _floorRateSchedule)

Specified by:

setFloorRateSchedule in interface FloatingRate.FloatingRateBuilder

Specified by:

setFloorRateSchedule in interface FloatingRateBase.FloatingRateBaseBuilder

Specified by:

setFloorRateSchedule in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

Overrides:

setFloorRateSchedule in class FloatingRate.FloatingRateBuilderImpl

setMeta

@RosettaAttribute("meta")
@RuneAttribute("meta")
@RuneMetaType
public FloatingRateSpecification.FloatingRateSpecificationBuilder setMeta(com.rosetta.model.metafields.MetaFields _meta)

Specified by:

setMeta in interface FloatingRate.FloatingRateBuilder

Specified by:

setMeta in interface FloatingRateBase.FloatingRateBaseBuilder

Specified by:

setMeta in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

Overrides:

setMeta in class FloatingRate.FloatingRateBuilderImpl

setFloatingRateMultiplierSchedule

@RosettaAttribute("floatingRateMultiplierSchedule")
@RuneAttribute("floatingRateMultiplierSchedule")
public FloatingRateSpecification.FloatingRateSpecificationBuilder setFloatingRateMultiplierSchedule(RateSchedule _floatingRateMultiplierSchedule)

Specified by:

setFloatingRateMultiplierSchedule in interface FloatingRate.FloatingRateBuilder

Specified by:

setFloatingRateMultiplierSchedule in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

Overrides:

setFloatingRateMultiplierSchedule in class FloatingRate.FloatingRateBuilderImpl

setRateTreatment

@RosettaAttribute("rateTreatment")
@RuneAttribute("rateTreatment")
public FloatingRateSpecification.FloatingRateSpecificationBuilder setRateTreatment(RateTreatmentEnum _rateTreatment)

Specified by:

setRateTreatment in interface FloatingRate.FloatingRateBuilder

Specified by:

setRateTreatment in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

Overrides:

setRateTreatment in class FloatingRate.FloatingRateBuilderImpl

setCalculationParameters

@RosettaAttribute("calculationParameters")
@RuneAttribute("calculationParameters")
public FloatingRateSpecification.FloatingRateSpecificationBuilder setCalculationParameters(FloatingRateCalculationParameters _calculationParameters)

Specified by:

setCalculationParameters in interface FloatingRate.FloatingRateBuilder

Specified by:

setCalculationParameters in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

Overrides:

setCalculationParameters in class FloatingRate.FloatingRateBuilderImpl

setFallbackRate

@RosettaAttribute("fallbackRate")
@RuneAttribute("fallbackRate")
public FloatingRateSpecification.FloatingRateSpecificationBuilder setFallbackRate(FallbackRateParameters _fallbackRate)

Specified by:

setFallbackRate in interface FloatingRate.FloatingRateBuilder

Specified by:

setFallbackRate in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

Overrides:

setFallbackRate in class FloatingRate.FloatingRateBuilderImpl

setInitialRate

@RosettaAttribute("initialRate")
@RuneAttribute("initialRate")
public FloatingRateSpecification.FloatingRateSpecificationBuilder setInitialRate(Price _initialRate)

Specified by:

setInitialRate in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

setFinalRateRounding

@RosettaAttribute("finalRateRounding")
@RuneAttribute("finalRateRounding")
public FloatingRateSpecification.FloatingRateSpecificationBuilder setFinalRateRounding(Rounding _finalRateRounding)

Specified by:

setFinalRateRounding in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

setAveragingMethod

@RosettaAttribute("averagingMethod")
@RuneAttribute("averagingMethod")
public FloatingRateSpecification.FloatingRateSpecificationBuilder setAveragingMethod(AveragingWeightingMethodEnum _averagingMethod)

Specified by:

setAveragingMethod in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

setNegativeInterestRateTreatment

@RosettaAttribute("negativeInterestRateTreatment")
@RuneAttribute("negativeInterestRateTreatment")
public FloatingRateSpecification.FloatingRateSpecificationBuilder setNegativeInterestRateTreatment(NegativeInterestRateTreatmentEnum _negativeInterestRateTreatment)

Specified by:

setNegativeInterestRateTreatment in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

build

public FloatingRateSpecification build()

Description copied from interface: FloatingRateBase

Build Methods

Specified by:

build in interface FloatingRate

Specified by:

build in interface FloatingRateBase

Specified by:

build in interface FloatingRateSpecification

Specified by:

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

Overrides:

build in class FloatingRate.FloatingRateBuilderImpl

toBuilder

public FloatingRateSpecification.FloatingRateSpecificationBuilder toBuilder()

Specified by:

toBuilder in interface FloatingRate

Specified by:

toBuilder in interface FloatingRateBase

Specified by:

toBuilder in interface FloatingRateSpecification

Specified by:

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

Overrides:

toBuilder in class FloatingRate.FloatingRateBuilderImpl

prune

public FloatingRateSpecification.FloatingRateSpecificationBuilder prune()

Specified by:

prune in interface FloatingRate.FloatingRateBuilder

Specified by:

prune in interface FloatingRateBase.FloatingRateBaseBuilder

Specified by:

prune in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

Specified by:

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

Overrides:

prune in class FloatingRate.FloatingRateBuilderImpl

hasData

public boolean hasData()

Specified by:

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

Overrides:

hasData in class FloatingRate.FloatingRateBuilderImpl

merge

public FloatingRateSpecification.FloatingRateSpecificationBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other,
 com.rosetta.model.lib.process.BuilderMerger merger)

Specified by:

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

Overrides:

merge in class FloatingRate.FloatingRateBuilderImpl

equals

public boolean equals(Object o)

Overrides:

equals in class FloatingRate.FloatingRateBuilderImpl

hashCode

public int hashCode()

Overrides:

hashCode in class FloatingRate.FloatingRateBuilderImpl

toString

public String toString()

Overrides:

toString in class FloatingRate.FloatingRateBuilderImpl