Package cdm.product.asset

Class InflationRateSpecification.InflationRateSpecificationImpl

java.lang.Object

cdm.product.asset.FloatingRateBase.FloatingRateBaseImpl

cdm.product.asset.FloatingRate.FloatingRateImpl

cdm.product.asset.FloatingRateSpecification.FloatingRateSpecificationImpl

cdm.product.asset.InflationRateSpecification.InflationRateSpecificationImpl

All Implemented Interfaces:

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

Enclosing interface:

InflationRateSpecification

public static class InflationRateSpecification.InflationRateSpecificationImpl
extends FloatingRateSpecification.FloatingRateSpecificationImpl
implements InflationRateSpecification

Immutable Implementation of InflationRateSpecification

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	InflationRateSpecificationImpl(InflationRateSpecification.InflationRateSpecificationBuilder builder)

Method Summary

Modifier and Type	Method	Description
InflationRateSpecification	build()	Build Methods
boolean	equals(Object o)
InflationCalculationMethodEnum	getCalculationMethod()	Indicates how to use the inflation index to calculate the payment (e.g.
InflationCalculationStyleEnum	getCalculationStyle()	Indicates the style of how the inflation index calculates the payment (e.g.
Boolean	getFallbackBondApplicable()	The applicability of a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8.
FinalPrincipalExchangeCalculationEnum	getFinalPrincipalExchangeCalculation()	To be specified only for products that embed a redemption payment.
FieldWithMetaString	getIndexSource()	The reference source such as Reuters or Bloomberg.
Offset	getInflationLag()	An off-setting period from the payment date which determines the reference period for which the inflation index is observed.
BigDecimal	getInitialIndexLevel()	Initial known index level for the first calculation period.
FieldWithMetaInterpolationMethodEnum	getInterpolationMethod()	The method used when calculating the Inflation Index Level from multiple points.
FieldWithMetaString	getMainPublication()	The current main publication source such as relevant web site or a government body.
int	hashCode()
protected void	setBuilderFields(InflationRateSpecification.InflationRateSpecificationBuilder builder)
InflationRateSpecification.InflationRateSpecificationBuilder	toBuilder()
String	toString()

Methods inherited from class cdm.product.asset.FloatingRateSpecification.FloatingRateSpecificationImpl

getAveragingMethod, getFinalRateRounding, getInitialRate, getNegativeInterestRateTreatment, setBuilderFields

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

getAveragingMethod, getFinalRateRounding, getInitialRate, getNegativeInterestRateTreatment

Methods inherited from interface cdm.product.asset.InflationRateSpecification

getType, metaData, process

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

processRosetta, processRosetta

Constructor Details

InflationRateSpecificationImpl

protected InflationRateSpecificationImpl(InflationRateSpecification.InflationRateSpecificationBuilder builder)

Method Details

getInflationLag

@RosettaAttribute(value="inflationLag",
                  isRequired=true)
@RuneAttribute(value="inflationLag",
               isRequired=true)
public Offset 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

getIndexSource

@RosettaAttribute(value="indexSource",
                  isRequired=true)
@RuneAttribute(value="indexSource",
               isRequired=true)
public FieldWithMetaString 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

getMainPublication

@RosettaAttribute(value="mainPublication",
                  isRequired=true)
@RuneAttribute(value="mainPublication",
               isRequired=true)
public FieldWithMetaString 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

getInterpolationMethod

@RosettaAttribute(value="interpolationMethod",
                  isRequired=true)
@RuneAttribute(value="interpolationMethod",
               isRequired=true)
public FieldWithMetaInterpolationMethodEnum 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

getInitialIndexLevel

@RosettaAttribute("initialIndexLevel")
@RuneAttribute("initialIndexLevel")
public BigDecimal getInitialIndexLevel()

Description copied from interface: InflationRateSpecification

Initial known index level for the first calculation period.

Specified by:

getInitialIndexLevel in interface InflationRateSpecification

getFallbackBondApplicable

@RosettaAttribute(value="fallbackBondApplicable",
                  isRequired=true)
@RuneAttribute(value="fallbackBondApplicable",
               isRequired=true)
public Boolean getFallbackBondApplicable()

Description copied from interface: InflationRateSpecification

The applicability of a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8.

Specified by:

getFallbackBondApplicable in interface InflationRateSpecification

getCalculationMethod

@RosettaAttribute("calculationMethod")
@RuneAttribute("calculationMethod")
public InflationCalculationMethodEnum getCalculationMethod()

Description copied from interface: InflationRateSpecification

Indicates how to use the inflation index to calculate the payment (e.g. Ratio, Return, Spread). Added for Inflation Asset Swap

Specified by:

getCalculationMethod in interface InflationRateSpecification

getCalculationStyle

@RosettaAttribute("calculationStyle")
@RuneAttribute("calculationStyle")
public InflationCalculationStyleEnum getCalculationStyle()

Description copied from interface: InflationRateSpecification

Indicates the style of how the inflation index calculates the payment (e.g. YearOnYear, ZeroCoupon).

Specified by:

getCalculationStyle in interface InflationRateSpecification

getFinalPrincipalExchangeCalculation

@RosettaAttribute("finalPrincipalExchangeCalculation")
@RuneAttribute("finalPrincipalExchangeCalculation")
public FinalPrincipalExchangeCalculationEnum getFinalPrincipalExchangeCalculation()

Description copied from interface: InflationRateSpecification

To be specified only for products that embed a redemption payment.

Specified by:

getFinalPrincipalExchangeCalculation in interface InflationRateSpecification

build

public InflationRateSpecification 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 InflationRateSpecification

Specified by:

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

Overrides:

build in class FloatingRateSpecification.FloatingRateSpecificationImpl

toBuilder

public InflationRateSpecification.InflationRateSpecificationBuilder toBuilder()

Specified by:

toBuilder in interface FloatingRate

Specified by:

toBuilder in interface FloatingRateBase

Specified by:

toBuilder in interface FloatingRateSpecification

Specified by:

toBuilder in interface InflationRateSpecification

Specified by:

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

Overrides:

toBuilder in class FloatingRateSpecification.FloatingRateSpecificationImpl

setBuilderFields

protected void setBuilderFields(InflationRateSpecification.InflationRateSpecificationBuilder builder)

equals

public boolean equals(Object o)

Overrides:

equals in class FloatingRateSpecification.FloatingRateSpecificationImpl

hashCode

public int hashCode()

Overrides:

hashCode in class FloatingRateSpecification.FloatingRateSpecificationImpl

toString

public String toString()

Overrides:

toString in class FloatingRateSpecification.FloatingRateSpecificationImpl