Package cdm.product.asset

Class FloatingRateSpecification.FloatingRateSpecificationImpl

java.lang.Object

cdm.product.asset.FloatingRateBase.FloatingRateBaseImpl

cdm.product.asset.FloatingRate.FloatingRateImpl

cdm.product.asset.FloatingRateSpecification.FloatingRateSpecificationImpl

All Implemented Interfaces:

FloatingRate, FloatingRateBase, FloatingRateSpecification, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject

Direct Known Subclasses:

InflationRateSpecification.InflationRateSpecificationImpl

Enclosing interface:

FloatingRateSpecification

public static class FloatingRateSpecification.FloatingRateSpecificationImpl
extends FloatingRate.FloatingRateImpl
implements FloatingRateSpecification

Immutable 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 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

Modifier	Constructor	Description
protected	FloatingRateSpecificationImpl(FloatingRateSpecification.FloatingRateSpecificationBuilder builder)

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	getFinalRateRounding()	The rounding convention to apply to the final rate used in determination of a calculation period amount.
Price	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).
int	hashCode()
protected void	setBuilderFields(FloatingRateSpecification.FloatingRateSpecificationBuilder builder)
FloatingRateSpecification.FloatingRateSpecificationBuilder	toBuilder()
String	toString()

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

getCalculationParameters, getFallbackRate, getFloatingRateMultiplierSchedule, getRateTreatment, setBuilderFields

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

getCapRateSchedule, getFloorRateSchedule, getMeta, getRateOption, getSpreadSchedule, setBuilderFields

Methods inherited from class java.lang.Object

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

Methods inherited from interface cdm.product.asset.FloatingRate

getCalculationParameters, getFallbackRate, getFloatingRateMultiplierSchedule, getRateTreatment

Methods inherited from interface cdm.product.asset.FloatingRateBase

getCapRateSchedule, getFloorRateSchedule, getMeta, getRateOption, getSpreadSchedule

Methods inherited from interface cdm.product.asset.FloatingRateSpecification

getType, metaData, process

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

processRosetta, processRosetta

Constructor Details

FloatingRateSpecificationImpl

protected FloatingRateSpecificationImpl(FloatingRateSpecification.FloatingRateSpecificationBuilder builder)

Method Details

getInitialRate

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

getFinalRateRounding

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

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

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.FloatingRateImpl

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.FloatingRateImpl

setBuilderFields

protected void setBuilderFields(FloatingRateSpecification.FloatingRateSpecificationBuilder builder)

equals

public boolean equals(Object o)

Overrides:

equals in class FloatingRate.FloatingRateImpl

hashCode

public int hashCode()

Overrides:

hashCode in class FloatingRate.FloatingRateImpl

toString

public String toString()

Overrides:

toString in class FloatingRate.FloatingRateImpl