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
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Nested Class Summary
Nested classes/interfaces inherited from interface cdm.product.asset.FloatingRate
FloatingRate.FloatingRateBuilder, FloatingRate.FloatingRateBuilderImpl, FloatingRate.FloatingRateImplNested classes/interfaces inherited from interface cdm.product.asset.FloatingRateBase
FloatingRateBase.FloatingRateBaseBuilder, FloatingRateBase.FloatingRateBaseBuilderImpl, FloatingRateBase.FloatingRateBaseImplNested classes/interfaces inherited from interface cdm.product.asset.FloatingRateSpecification
FloatingRateSpecification.FloatingRateSpecificationBuilder, FloatingRateSpecification.FloatingRateSpecificationBuilderImpl, FloatingRateSpecification.FloatingRateSpecificationImplNested classes/interfaces inherited from interface com.rosetta.model.lib.GlobalKey
com.rosetta.model.lib.GlobalKey.GlobalKeyBuilderNested 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
metaDataFields inherited from interface cdm.product.asset.FloatingRateBase
metaDataFields inherited from interface cdm.product.asset.FloatingRateSpecification
metaDataFields inherited from interface cdm.product.asset.InflationRateSpecification
metaData -
Constructor Summary
ConstructorsModifierConstructorDescriptionprotectedInflationRateSpecificationImpl(InflationRateSpecification.InflationRateSpecificationBuilder builder) -
Method Summary
Modifier and TypeMethodDescriptionbuild()Build MethodsbooleanIndicates how to use the inflation index to calculate the payment (e.g.Indicates the style of how the inflation index calculates the payment (e.g.The applicability of a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8.To be specified only for products that embed a redemption payment.The reference source such as Reuters or Bloomberg.An off-setting period from the payment date which determines the reference period for which the inflation index is observed.Initial known index level for the first calculation period.The method used when calculating the Inflation Index Level from multiple points.The current main publication source such as relevant web site or a government body.inthashCode()protected voidtoString()Methods inherited from class cdm.product.asset.FloatingRateSpecification.FloatingRateSpecificationImpl
getAveragingMethod, getFinalRateRounding, getInitialRate, getNegativeInterestRateTreatment, setBuilderFieldsMethods inherited from class cdm.product.asset.FloatingRate.FloatingRateImpl
getCalculationParameters, getFallbackRate, getFloatingRateMultiplierSchedule, getRateTreatment, setBuilderFieldsMethods inherited from class cdm.product.asset.FloatingRateBase.FloatingRateBaseImpl
getCapRateSchedule, getFloorRateSchedule, getMeta, getRateOption, getSpreadSchedule, setBuilderFieldsMethods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, waitMethods inherited from interface cdm.product.asset.FloatingRate
getCalculationParameters, getFallbackRate, getFloatingRateMultiplierSchedule, getRateTreatmentMethods inherited from interface cdm.product.asset.FloatingRateBase
getCapRateSchedule, getFloorRateSchedule, getMeta, getRateOption, getSpreadScheduleMethods inherited from interface cdm.product.asset.FloatingRateSpecification
getAveragingMethod, getFinalRateRounding, getInitialRate, getNegativeInterestRateTreatmentMethods inherited from interface cdm.product.asset.InflationRateSpecification
getType, metaData, processMethods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosetta
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Constructor Details
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InflationRateSpecificationImpl
protected InflationRateSpecificationImpl(InflationRateSpecification.InflationRateSpecificationBuilder builder)
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Method Details
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getInflationLag
@RosettaAttribute(value="inflationLag", isRequired=true) @RuneAttribute(value="inflationLag", isRequired=true) public Offset getInflationLag()Description copied from interface:InflationRateSpecificationAn off-setting period from the payment date which determines the reference period for which the inflation index is observed.- Specified by:
getInflationLagin interfaceInflationRateSpecification
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getIndexSource
@RosettaAttribute(value="indexSource", isRequired=true) @RuneAttribute(value="indexSource", isRequired=true) public FieldWithMetaString getIndexSource()Description copied from interface:InflationRateSpecificationThe reference source such as Reuters or Bloomberg. FpML specifies indexSource to be of type rateSourcePageScheme, but without specifying actual values.- Specified by:
getIndexSourcein interfaceInflationRateSpecification
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getMainPublication
@RosettaAttribute(value="mainPublication", isRequired=true) @RuneAttribute(value="mainPublication", isRequired=true) public FieldWithMetaString getMainPublication()Description copied from interface:InflationRateSpecificationThe 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:
getMainPublicationin interfaceInflationRateSpecification
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getInterpolationMethod
@RosettaAttribute(value="interpolationMethod", isRequired=true) @RuneAttribute(value="interpolationMethod", isRequired=true) public FieldWithMetaInterpolationMethodEnum getInterpolationMethod()Description copied from interface:InflationRateSpecificationThe method used when calculating the Inflation Index Level from multiple points. The most common is Linear.- Specified by:
getInterpolationMethodin interfaceInflationRateSpecification
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getInitialIndexLevel
@RosettaAttribute("initialIndexLevel") @RuneAttribute("initialIndexLevel") public BigDecimal getInitialIndexLevel()Description copied from interface:InflationRateSpecificationInitial known index level for the first calculation period.- Specified by:
getInitialIndexLevelin interfaceInflationRateSpecification
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getFallbackBondApplicable
@RosettaAttribute(value="fallbackBondApplicable", isRequired=true) @RuneAttribute(value="fallbackBondApplicable", isRequired=true) public Boolean getFallbackBondApplicable()Description copied from interface:InflationRateSpecificationThe applicability of a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8.- Specified by:
getFallbackBondApplicablein interfaceInflationRateSpecification
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getCalculationMethod
@RosettaAttribute("calculationMethod") @RuneAttribute("calculationMethod") public InflationCalculationMethodEnum getCalculationMethod()Description copied from interface:InflationRateSpecificationIndicates how to use the inflation index to calculate the payment (e.g. Ratio, Return, Spread). Added for Inflation Asset Swap- Specified by:
getCalculationMethodin interfaceInflationRateSpecification
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getCalculationStyle
@RosettaAttribute("calculationStyle") @RuneAttribute("calculationStyle") public InflationCalculationStyleEnum getCalculationStyle()Description copied from interface:InflationRateSpecificationIndicates the style of how the inflation index calculates the payment (e.g. YearOnYear, ZeroCoupon).- Specified by:
getCalculationStylein interfaceInflationRateSpecification
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getFinalPrincipalExchangeCalculation
@RosettaAttribute("finalPrincipalExchangeCalculation") @RuneAttribute("finalPrincipalExchangeCalculation") public FinalPrincipalExchangeCalculationEnum getFinalPrincipalExchangeCalculation()Description copied from interface:InflationRateSpecificationTo be specified only for products that embed a redemption payment.- Specified by:
getFinalPrincipalExchangeCalculationin interfaceInflationRateSpecification
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build
Description copied from interface:FloatingRateBaseBuild Methods- Specified by:
buildin interfaceFloatingRate- Specified by:
buildin interfaceFloatingRateBase- Specified by:
buildin interfaceFloatingRateSpecification- Specified by:
buildin interfaceInflationRateSpecification- Specified by:
buildin interfacecom.rosetta.model.lib.RosettaModelObject- Overrides:
buildin classFloatingRateSpecification.FloatingRateSpecificationImpl
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toBuilder
- Specified by:
toBuilderin interfaceFloatingRate- Specified by:
toBuilderin interfaceFloatingRateBase- Specified by:
toBuilderin interfaceFloatingRateSpecification- Specified by:
toBuilderin interfaceInflationRateSpecification- Specified by:
toBuilderin interfacecom.rosetta.model.lib.RosettaModelObject- Overrides:
toBuilderin classFloatingRateSpecification.FloatingRateSpecificationImpl
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setBuilderFields
protected void setBuilderFields(InflationRateSpecification.InflationRateSpecificationBuilder builder) -
equals
- Overrides:
equalsin classFloatingRateSpecification.FloatingRateSpecificationImpl
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hashCode
public int hashCode()- Overrides:
hashCodein classFloatingRateSpecification.FloatingRateSpecificationImpl
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toString
- Overrides:
toStringin classFloatingRateSpecification.FloatingRateSpecificationImpl
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