Package cdm.product.asset

Interface FloatingRateSpecification

All Superinterfaces:

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

All Known Subinterfaces:

FloatingRateSpecification.FloatingRateSpecificationBuilder, InflationRateSpecification, InflationRateSpecification.InflationRateSpecificationBuilder

All Known Implementing Classes:

FloatingRateSpecification.FloatingRateSpecificationBuilderImpl, FloatingRateSpecification.FloatingRateSpecificationImpl, InflationRateSpecification.InflationRateSpecificationBuilderImpl, InflationRateSpecification.InflationRateSpecificationImpl

@RosettaDataType(value="FloatingRateSpecification",
                 builder=FloatingRateSpecificationBuilderImpl.class,
                 version="5.30.0")
@RuneDataType(value="FloatingRateSpecification",
              model="cdm",
              builder=FloatingRateSpecificationBuilderImpl.class,
              version="5.30.0")
public interface FloatingRateSpecification
extends FloatingRate

A class to specify the floating interest rate by extending the floating rate definition with a set of attributes that specify such rate: the initial value specified as part of the trade, the rounding convention, the averaging method and the negative interest rate treatment.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	FloatingRateSpecification.FloatingRateSpecificationBuilder	Builder Interface
static class	FloatingRateSpecification.FloatingRateSpecificationBuilderImpl	Builder Implementation of FloatingRateSpecification
static class	FloatingRateSpecification.FloatingRateSpecificationImpl	Immutable Implementation of FloatingRateSpecification

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 com.rosetta.model.lib.GlobalKey

com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Field Summary

Fields

Modifier and Type	Field	Description
static final FloatingRateSpecificationMeta	metaData

Method Summary

Modifier and Type	Method	Description
FloatingRateSpecification	build()	Build Methods
static FloatingRateSpecification.FloatingRateSpecificationBuilder	builder()
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).
default Class<? extends FloatingRateSpecification>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends FloatingRateSpecification>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
FloatingRateSpecification.FloatingRateSpecificationBuilder	toBuilder()

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 com.rosetta.model.lib.RosettaModelObject

processRosetta, processRosetta

Field Details

metaData

static final FloatingRateSpecificationMeta metaData

Method Details

getInitialRate

Price getInitialRate()

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.

getFinalRateRounding

Rounding getFinalRateRounding()

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

getAveragingMethod

AveragingWeightingMethodEnum getAveragingMethod()

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.

getNegativeInterestRateTreatment

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).

build

FloatingRateSpecification build()

Build Methods

Specified by:

build in interface FloatingRate

Specified by:

build in interface FloatingRateBase

Specified by:

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

toBuilder

FloatingRateSpecification.FloatingRateSpecificationBuilder toBuilder()

Specified by:

toBuilder in interface FloatingRate

Specified by:

toBuilder in interface FloatingRateBase

Specified by:

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

builder

static FloatingRateSpecification.FloatingRateSpecificationBuilder builder()

metaData

default com.rosetta.model.lib.meta.RosettaMetaData<? extends FloatingRateSpecification> metaData()

Utility Methods

Specified by:

metaData in interface FloatingRate

Specified by:

metaData in interface FloatingRateBase

Specified by:

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

getType

@RuneAttribute("@type")
default Class<? extends FloatingRateSpecification> getType()

Specified by:

getType in interface FloatingRate

Specified by:

getType in interface FloatingRateBase

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 FloatingRate

Specified by:

process in interface FloatingRateBase

Specified by:

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