Package cdm.product.asset

Interface InflationRateSpecification.InflationRateSpecificationBuilder

All Superinterfaces:

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

All Known Implementing Classes:

InflationRateSpecification.InflationRateSpecificationBuilderImpl

Enclosing interface:

InflationRateSpecification

public static interface InflationRateSpecification.InflationRateSpecificationBuilder
extends InflationRateSpecification, FloatingRateSpecification.FloatingRateSpecificationBuilder

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

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

InflationRateSpecification.InflationRateSpecificationBuilder, InflationRateSpecification.InflationRateSpecificationBuilderImpl, InflationRateSpecification.InflationRateSpecificationImpl

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

Fields inherited from interface cdm.product.asset.InflationRateSpecification

metaData

Method Summary

Modifier and Type	Method	Description
FieldWithMetaString.FieldWithMetaStringBuilder	getIndexSource()	The reference source such as Reuters or Bloomberg.
Offset.OffsetBuilder	getInflationLag()	An off-setting period from the payment date which determines the reference period for which the inflation index is observed.
FieldWithMetaInterpolationMethodEnum.FieldWithMetaInterpolationMethodEnumBuilder	getInterpolationMethod()	The method used when calculating the Inflation Index Level from multiple points.
FieldWithMetaString.FieldWithMetaStringBuilder	getMainPublication()	The current main publication source such as relevant web site or a government body.
FieldWithMetaString.FieldWithMetaStringBuilder	getOrCreateIndexSource()
Offset.OffsetBuilder	getOrCreateInflationLag()
FieldWithMetaInterpolationMethodEnum.FieldWithMetaInterpolationMethodEnumBuilder	getOrCreateInterpolationMethod()
FieldWithMetaString.FieldWithMetaStringBuilder	getOrCreateMainPublication()
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
InflationRateSpecification.InflationRateSpecificationBuilder	prune()
InflationRateSpecification.InflationRateSpecificationBuilder	setAveragingMethod(AveragingWeightingMethodEnum averagingMethod)
InflationRateSpecification.InflationRateSpecificationBuilder	setCalculationMethod(InflationCalculationMethodEnum calculationMethod)
InflationRateSpecification.InflationRateSpecificationBuilder	setCalculationParameters(FloatingRateCalculationParameters calculationParameters)
InflationRateSpecification.InflationRateSpecificationBuilder	setCalculationStyle(InflationCalculationStyleEnum calculationStyle)
InflationRateSpecification.InflationRateSpecificationBuilder	setCapRateSchedule(StrikeSchedule capRateSchedule)
InflationRateSpecification.InflationRateSpecificationBuilder	setFallbackBondApplicable(Boolean fallbackBondApplicable)
InflationRateSpecification.InflationRateSpecificationBuilder	setFallbackRate(FallbackRateParameters fallbackRate)
InflationRateSpecification.InflationRateSpecificationBuilder	setFinalPrincipalExchangeCalculation(FinalPrincipalExchangeCalculationEnum finalPrincipalExchangeCalculation)
InflationRateSpecification.InflationRateSpecificationBuilder	setFinalRateRounding(Rounding finalRateRounding)
InflationRateSpecification.InflationRateSpecificationBuilder	setFloatingRateMultiplierSchedule(RateSchedule floatingRateMultiplierSchedule)
InflationRateSpecification.InflationRateSpecificationBuilder	setFloorRateSchedule(StrikeSchedule floorRateSchedule)
InflationRateSpecification.InflationRateSpecificationBuilder	setIndexSource(FieldWithMetaString indexSource)
InflationRateSpecification.InflationRateSpecificationBuilder	setIndexSourceValue(String indexSource)
InflationRateSpecification.InflationRateSpecificationBuilder	setInflationLag(Offset inflationLag)
InflationRateSpecification.InflationRateSpecificationBuilder	setInitialIndexLevel(BigDecimal initialIndexLevel)
InflationRateSpecification.InflationRateSpecificationBuilder	setInitialRate(Price initialRate)
InflationRateSpecification.InflationRateSpecificationBuilder	setInterpolationMethod(FieldWithMetaInterpolationMethodEnum interpolationMethod)
InflationRateSpecification.InflationRateSpecificationBuilder	setInterpolationMethodValue(InterpolationMethodEnum interpolationMethod)
InflationRateSpecification.InflationRateSpecificationBuilder	setMainPublication(FieldWithMetaString mainPublication)
InflationRateSpecification.InflationRateSpecificationBuilder	setMainPublicationValue(String mainPublication)
InflationRateSpecification.InflationRateSpecificationBuilder	setMeta(com.rosetta.model.metafields.MetaFields meta)
InflationRateSpecification.InflationRateSpecificationBuilder	setNegativeInterestRateTreatment(NegativeInterestRateTreatmentEnum negativeInterestRateTreatment)
InflationRateSpecification.InflationRateSpecificationBuilder	setRateOption(ReferenceWithMetaFloatingRateOption rateOption)
InflationRateSpecification.InflationRateSpecificationBuilder	setRateOptionValue(FloatingRateOption rateOption)
InflationRateSpecification.InflationRateSpecificationBuilder	setRateTreatment(RateTreatmentEnum rateTreatment)
InflationRateSpecification.InflationRateSpecificationBuilder	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

getAveragingMethod, getNegativeInterestRateTreatment

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

getFinalRateRounding, getInitialRate, getOrCreateFinalRateRounding, getOrCreateInitialRate

Methods inherited from interface cdm.product.asset.InflationRateSpecification

build, getCalculationMethod, getCalculationStyle, getFallbackBondApplicable, getFinalPrincipalExchangeCalculation, getInitialIndexLevel, 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

getOrCreateInflationLag

Offset.OffsetBuilder getOrCreateInflationLag()

getInflationLag

Offset.OffsetBuilder getInflationLag()

Description copied from interface: InflationRateSpecification

An off-setting period from the payment date which determines the reference period for which the inflation index is observed.

Specified by:

getInflationLag in interface InflationRateSpecification

getOrCreateIndexSource

FieldWithMetaString.FieldWithMetaStringBuilder getOrCreateIndexSource()

getIndexSource

FieldWithMetaString.FieldWithMetaStringBuilder getIndexSource()

Description copied from interface: InflationRateSpecification

The reference source such as Reuters or Bloomberg. FpML specifies indexSource to be of type rateSourcePageScheme, but without specifying actual values.

Specified by:

getIndexSource in interface InflationRateSpecification

getOrCreateMainPublication

FieldWithMetaString.FieldWithMetaStringBuilder getOrCreateMainPublication()

getMainPublication

FieldWithMetaString.FieldWithMetaStringBuilder getMainPublication()

Description copied from interface: InflationRateSpecification

The current main publication source such as relevant web site or a government body. FpML specifies mainPublication to be of type mainPublicationSource, but without specifying actual values.

Specified by:

getMainPublication in interface InflationRateSpecification

getOrCreateInterpolationMethod

FieldWithMetaInterpolationMethodEnum.FieldWithMetaInterpolationMethodEnumBuilder getOrCreateInterpolationMethod()

getInterpolationMethod

FieldWithMetaInterpolationMethodEnum.FieldWithMetaInterpolationMethodEnumBuilder getInterpolationMethod()

Description copied from interface: InflationRateSpecification

The method used when calculating the Inflation Index Level from multiple points. The most common is Linear.

Specified by:

getInterpolationMethod in interface InflationRateSpecification

setRateOption

InflationRateSpecification.InflationRateSpecificationBuilder setRateOption(ReferenceWithMetaFloatingRateOption rateOption)

Specified by:

setRateOption in interface FloatingRate.FloatingRateBuilder

Specified by:

setRateOption in interface FloatingRateBase.FloatingRateBaseBuilder

Specified by:

setRateOption in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

setRateOptionValue

InflationRateSpecification.InflationRateSpecificationBuilder setRateOptionValue(FloatingRateOption rateOption)

Specified by:

setRateOptionValue in interface FloatingRate.FloatingRateBuilder

Specified by:

setRateOptionValue in interface FloatingRateBase.FloatingRateBaseBuilder

Specified by:

setRateOptionValue in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

setSpreadSchedule

InflationRateSpecification.InflationRateSpecificationBuilder setSpreadSchedule(SpreadSchedule spreadSchedule)

Specified by:

setSpreadSchedule in interface FloatingRate.FloatingRateBuilder

Specified by:

setSpreadSchedule in interface FloatingRateBase.FloatingRateBaseBuilder

Specified by:

setSpreadSchedule in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

setCapRateSchedule

InflationRateSpecification.InflationRateSpecificationBuilder setCapRateSchedule(StrikeSchedule capRateSchedule)

Specified by:

setCapRateSchedule in interface FloatingRate.FloatingRateBuilder

Specified by:

setCapRateSchedule in interface FloatingRateBase.FloatingRateBaseBuilder

Specified by:

setCapRateSchedule in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

setFloorRateSchedule

InflationRateSpecification.InflationRateSpecificationBuilder setFloorRateSchedule(StrikeSchedule floorRateSchedule)

Specified by:

setFloorRateSchedule in interface FloatingRate.FloatingRateBuilder

Specified by:

setFloorRateSchedule in interface FloatingRateBase.FloatingRateBaseBuilder

Specified by:

setFloorRateSchedule in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

setMeta

InflationRateSpecification.InflationRateSpecificationBuilder 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

setFloatingRateMultiplierSchedule

InflationRateSpecification.InflationRateSpecificationBuilder setFloatingRateMultiplierSchedule(RateSchedule floatingRateMultiplierSchedule)

Specified by:

setFloatingRateMultiplierSchedule in interface FloatingRate.FloatingRateBuilder

Specified by:

setFloatingRateMultiplierSchedule in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

setRateTreatment

InflationRateSpecification.InflationRateSpecificationBuilder setRateTreatment(RateTreatmentEnum rateTreatment)

Specified by:

setRateTreatment in interface FloatingRate.FloatingRateBuilder

Specified by:

setRateTreatment in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

setCalculationParameters

InflationRateSpecification.InflationRateSpecificationBuilder setCalculationParameters(FloatingRateCalculationParameters calculationParameters)

Specified by:

setCalculationParameters in interface FloatingRate.FloatingRateBuilder

Specified by:

setCalculationParameters in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

setFallbackRate

InflationRateSpecification.InflationRateSpecificationBuilder setFallbackRate(FallbackRateParameters fallbackRate)

Specified by:

setFallbackRate in interface FloatingRate.FloatingRateBuilder

Specified by:

setFallbackRate in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

setInitialRate

InflationRateSpecification.InflationRateSpecificationBuilder setInitialRate(Price initialRate)

Specified by:

setInitialRate in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

setFinalRateRounding

InflationRateSpecification.InflationRateSpecificationBuilder setFinalRateRounding(Rounding finalRateRounding)

Specified by:

setFinalRateRounding in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

setAveragingMethod

InflationRateSpecification.InflationRateSpecificationBuilder setAveragingMethod(AveragingWeightingMethodEnum averagingMethod)

Specified by:

setAveragingMethod in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

setNegativeInterestRateTreatment

InflationRateSpecification.InflationRateSpecificationBuilder setNegativeInterestRateTreatment(NegativeInterestRateTreatmentEnum negativeInterestRateTreatment)

Specified by:

setNegativeInterestRateTreatment in interface FloatingRateSpecification.FloatingRateSpecificationBuilder

setInflationLag

InflationRateSpecification.InflationRateSpecificationBuilder setInflationLag(Offset inflationLag)

setIndexSource

InflationRateSpecification.InflationRateSpecificationBuilder setIndexSource(FieldWithMetaString indexSource)

setIndexSourceValue

InflationRateSpecification.InflationRateSpecificationBuilder setIndexSourceValue(String indexSource)

setMainPublication

InflationRateSpecification.InflationRateSpecificationBuilder setMainPublication(FieldWithMetaString mainPublication)

setMainPublicationValue

InflationRateSpecification.InflationRateSpecificationBuilder setMainPublicationValue(String mainPublication)

setInterpolationMethod

InflationRateSpecification.InflationRateSpecificationBuilder setInterpolationMethod(FieldWithMetaInterpolationMethodEnum interpolationMethod)

setInterpolationMethodValue

InflationRateSpecification.InflationRateSpecificationBuilder setInterpolationMethodValue(InterpolationMethodEnum interpolationMethod)

setInitialIndexLevel

InflationRateSpecification.InflationRateSpecificationBuilder setInitialIndexLevel(BigDecimal initialIndexLevel)

setFallbackBondApplicable

InflationRateSpecification.InflationRateSpecificationBuilder setFallbackBondApplicable(Boolean fallbackBondApplicable)

setCalculationMethod

InflationRateSpecification.InflationRateSpecificationBuilder setCalculationMethod(InflationCalculationMethodEnum calculationMethod)

setCalculationStyle

InflationRateSpecification.InflationRateSpecificationBuilder setCalculationStyle(InflationCalculationStyleEnum calculationStyle)

setFinalPrincipalExchangeCalculation

InflationRateSpecification.InflationRateSpecificationBuilder setFinalPrincipalExchangeCalculation(FinalPrincipalExchangeCalculationEnum finalPrincipalExchangeCalculation)

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 FloatingRateSpecification.FloatingRateSpecificationBuilder

Specified by:

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

prune

InflationRateSpecification.InflationRateSpecificationBuilder 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