Package cdm.product.asset

Interface InterestRatePayout.InterestRatePayoutBuilder

All Superinterfaces:

com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder, InterestRatePayout, PayoutBase, PayoutBase.PayoutBaseBuilder, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

All Known Implementing Classes:

InterestRatePayout.InterestRatePayoutBuilderImpl

Enclosing interface:

InterestRatePayout

public static interface InterestRatePayout.InterestRatePayoutBuilder
extends InterestRatePayout, PayoutBase.PayoutBaseBuilder, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Builder Interface

Nested Class Summary

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.InterestRatePayout

InterestRatePayout.InterestRatePayoutBuilder, InterestRatePayout.InterestRatePayoutBuilderImpl, InterestRatePayout.InterestRatePayoutImpl

Nested classes/interfaces inherited from interface cdm.product.common.settlement.PayoutBase

PayoutBase.PayoutBaseBuilder, PayoutBase.PayoutBaseBuilderImpl, PayoutBase.PayoutBaseImpl

Field Summary

Fields inherited from interface cdm.product.asset.InterestRatePayout

metaData

Fields inherited from interface cdm.product.common.settlement.PayoutBase

metaData

Method Summary

Modifier and Type	Method	Description
BondReference.BondReferenceBuilder	getBondReference()	Reference to a bond underlier to represent an asset swap or Condition Precedent Bond.
CalculationPeriodDates.CalculationPeriodDatesBuilder	getCalculationPeriodDates()	The parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.
CashflowRepresentation.CashflowRepresentationBuilder	getCashflowRepresentation()	The cashflow representation of the swap stream.
FieldWithMetaDayCountFractionEnum.FieldWithMetaDayCountFractionEnumBuilder	getDayCountFraction()	The day count fraction.
DiscountingMethod.DiscountingMethodBuilder	getDiscountingMethod()	The parameters specifying any discounting conventions that may apply.
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getMeta()
BondReference.BondReferenceBuilder	getOrCreateBondReference()
CalculationPeriodDates.CalculationPeriodDatesBuilder	getOrCreateCalculationPeriodDates()
CashflowRepresentation.CashflowRepresentationBuilder	getOrCreateCashflowRepresentation()
FieldWithMetaDayCountFractionEnum.FieldWithMetaDayCountFractionEnumBuilder	getOrCreateDayCountFraction()
DiscountingMethod.DiscountingMethodBuilder	getOrCreateDiscountingMethod()
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getOrCreateMeta()
AdjustableDate.AdjustableDateBuilder	getOrCreatePaymentDate()
PaymentDates.PaymentDatesBuilder	getOrCreatePaymentDates()
RateSpecification.RateSpecificationBuilder	getOrCreateRateSpecification()
ResetDates.ResetDatesBuilder	getOrCreateResetDates()
StubPeriod.StubPeriodBuilder	getOrCreateStubPeriod()
AdjustableDate.AdjustableDateBuilder	getPaymentDate()	The payment date, where only one date is specified, as for the FRA product.
PaymentDates.PaymentDatesBuilder	getPaymentDates()	The payment date schedule, as defined by the parameters that are needed to specify it, either in a parametric way or by reference to another schedule of dates (e.g. the reset dates).
RateSpecification.RateSpecificationBuilder	getRateSpecification()	The specification of the rate value(s) applicable to the contract using either a floating rate calculation, a single fixed rate, a fixed rate schedule, or an inflation rate calculation.
ResetDates.ResetDatesBuilder	getResetDates()	The reset dates schedule, i.e. the dates on which the new observed index value is applied for each period and the interest rate hence begins to accrue.
StubPeriod.StubPeriodBuilder	getStubPeriod()	The stub calculation period amount parameters.
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
InterestRatePayout.InterestRatePayoutBuilder	prune()
InterestRatePayout.InterestRatePayoutBuilder	setBondReference(BondReference bondReference)
InterestRatePayout.InterestRatePayoutBuilder	setCalculationPeriodDates(CalculationPeriodDates calculationPeriodDates)
InterestRatePayout.InterestRatePayoutBuilder	setCashflowRepresentation(CashflowRepresentation cashflowRepresentation)
InterestRatePayout.InterestRatePayoutBuilder	setCompoundingMethod(CompoundingMethodEnum compoundingMethod)
InterestRatePayout.InterestRatePayoutBuilder	setDayCountFraction(FieldWithMetaDayCountFractionEnum dayCountFraction)
InterestRatePayout.InterestRatePayoutBuilder	setDayCountFractionValue(DayCountFractionEnum dayCountFraction)
InterestRatePayout.InterestRatePayoutBuilder	setDiscountingMethod(DiscountingMethod discountingMethod)
InterestRatePayout.InterestRatePayoutBuilder	setFixedAmount(String fixedAmount)
InterestRatePayout.InterestRatePayoutBuilder	setFloatingAmount(String floatingAmount)
InterestRatePayout.InterestRatePayoutBuilder	setMeta(com.rosetta.model.metafields.MetaFields meta)
InterestRatePayout.InterestRatePayoutBuilder	setPayerReceiver(PayerReceiver payerReceiver)
InterestRatePayout.InterestRatePayoutBuilder	setPaymentDate(AdjustableDate paymentDate)
InterestRatePayout.InterestRatePayoutBuilder	setPaymentDates(PaymentDates paymentDates)
InterestRatePayout.InterestRatePayoutBuilder	setPaymentDelay(Boolean paymentDelay)
InterestRatePayout.InterestRatePayoutBuilder	setPriceQuantity(ResolvablePriceQuantity priceQuantity)
InterestRatePayout.InterestRatePayoutBuilder	setPrincipalPayment(PrincipalPayments principalPayment)
InterestRatePayout.InterestRatePayoutBuilder	setRateSpecification(RateSpecification rateSpecification)
InterestRatePayout.InterestRatePayoutBuilder	setResetDates(ResetDates resetDates)
InterestRatePayout.InterestRatePayoutBuilder	setSettlementTerms(SettlementTerms settlementTerms)
InterestRatePayout.InterestRatePayoutBuilder	setSpreadCalculationMethod(SpreadCalculationMethodEnum spreadCalculationMethod)
InterestRatePayout.InterestRatePayoutBuilder	setStubPeriod(StubPeriod stubPeriod)

Methods inherited from interface cdm.product.asset.InterestRatePayout

build, getCompoundingMethod, getFixedAmount, getFloatingAmount, getPaymentDelay, getSpreadCalculationMethod, getType, metaData, process, toBuilder

Methods inherited from interface cdm.product.common.settlement.PayoutBase.PayoutBaseBuilder

getOrCreatePayerReceiver, getOrCreatePriceQuantity, getOrCreatePrincipalPayment, getOrCreateSettlementTerms, getPayerReceiver, getPriceQuantity, getPrincipalPayment, getSettlementTerms

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

getOrCreateRateSpecification

RateSpecification.RateSpecificationBuilder getOrCreateRateSpecification()

getRateSpecification

RateSpecification.RateSpecificationBuilder getRateSpecification()

Description copied from interface: InterestRatePayout

The specification of the rate value(s) applicable to the contract using either a floating rate calculation, a single fixed rate, a fixed rate schedule, or an inflation rate calculation.

Specified by:

getRateSpecification in interface InterestRatePayout

getOrCreateDayCountFraction

FieldWithMetaDayCountFractionEnum.FieldWithMetaDayCountFractionEnumBuilder getOrCreateDayCountFraction()

getDayCountFraction

FieldWithMetaDayCountFractionEnum.FieldWithMetaDayCountFractionEnumBuilder getDayCountFraction()

Description copied from interface: InterestRatePayout

The day count fraction. The cardinality has been relaxed when compared with the FpML interest rate swap for the purpose of accommodating standardized credit default swaps which DCF is not explicitly stated as part of the economic terms. The data rule InterestRatePayout_dayCountFraction requires that the DCF be stated for interest rate products.

Specified by:

getDayCountFraction in interface InterestRatePayout

getOrCreateCalculationPeriodDates

CalculationPeriodDates.CalculationPeriodDatesBuilder getOrCreateCalculationPeriodDates()

getCalculationPeriodDates

CalculationPeriodDates.CalculationPeriodDatesBuilder getCalculationPeriodDates()

Description copied from interface: InterestRatePayout

The parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.

Specified by:

getCalculationPeriodDates in interface InterestRatePayout

getOrCreatePaymentDates

PaymentDates.PaymentDatesBuilder getOrCreatePaymentDates()

getPaymentDates

PaymentDates.PaymentDatesBuilder getPaymentDates()

Description copied from interface: InterestRatePayout

The payment date schedule, as defined by the parameters that are needed to specify it, either in a parametric way or by reference to another schedule of dates (e.g. the reset dates).

Specified by:

getPaymentDates in interface InterestRatePayout

getOrCreatePaymentDate

AdjustableDate.AdjustableDateBuilder getOrCreatePaymentDate()

getPaymentDate

AdjustableDate.AdjustableDateBuilder getPaymentDate()

Description copied from interface: InterestRatePayout

The payment date, where only one date is specified, as for the FRA product.

Specified by:

getPaymentDate in interface InterestRatePayout

getOrCreateResetDates

ResetDates.ResetDatesBuilder getOrCreateResetDates()

getResetDates

ResetDates.ResetDatesBuilder getResetDates()

Description copied from interface: InterestRatePayout

The reset dates schedule, i.e. the dates on which the new observed index value is applied for each period and the interest rate hence begins to accrue.

Specified by:

getResetDates in interface InterestRatePayout

getOrCreateDiscountingMethod

DiscountingMethod.DiscountingMethodBuilder getOrCreateDiscountingMethod()

getDiscountingMethod

DiscountingMethod.DiscountingMethodBuilder getDiscountingMethod()

Description copied from interface: InterestRatePayout

The parameters specifying any discounting conventions that may apply. This element must only be included if discounting applies.

Specified by:

getDiscountingMethod in interface InterestRatePayout

getOrCreateCashflowRepresentation

CashflowRepresentation.CashflowRepresentationBuilder getOrCreateCashflowRepresentation()

getCashflowRepresentation

CashflowRepresentation.CashflowRepresentationBuilder getCashflowRepresentation()

Description copied from interface: InterestRatePayout

The cashflow representation of the swap stream.

Specified by:

getCashflowRepresentation in interface InterestRatePayout

getOrCreateStubPeriod

StubPeriod.StubPeriodBuilder getOrCreateStubPeriod()

getStubPeriod

StubPeriod.StubPeriodBuilder getStubPeriod()

Description copied from interface: InterestRatePayout

The stub calculation period amount parameters. This element must only be included if there is an initial or final stub calculation period. Even then, it must only be included if either the stub references a different floating rate tenor to the regular calculation periods, or if the stub is calculated as a linear interpolation of two different floating rate tenors, or if a specific stub rate or stub amount has been negotiated.

Specified by:

getStubPeriod in interface InterestRatePayout

getOrCreateBondReference

BondReference.BondReferenceBuilder getOrCreateBondReference()

getBondReference

BondReference.BondReferenceBuilder getBondReference()

Description copied from interface: InterestRatePayout

Reference to a bond underlier to represent an asset swap or Condition Precedent Bond.

Specified by:

getBondReference in interface InterestRatePayout

getOrCreateMeta

com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getOrCreateMeta()

Specified by:

getOrCreateMeta in interface com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

getMeta

com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getMeta()

Specified by:

getMeta in interface com.rosetta.model.lib.GlobalKey

Specified by:

getMeta in interface com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Specified by:

getMeta in interface InterestRatePayout

setPayerReceiver

InterestRatePayout.InterestRatePayoutBuilder setPayerReceiver(PayerReceiver payerReceiver)

Specified by:

setPayerReceiver in interface PayoutBase.PayoutBaseBuilder

setPriceQuantity

InterestRatePayout.InterestRatePayoutBuilder setPriceQuantity(ResolvablePriceQuantity priceQuantity)

Specified by:

setPriceQuantity in interface PayoutBase.PayoutBaseBuilder

setPrincipalPayment

InterestRatePayout.InterestRatePayoutBuilder setPrincipalPayment(PrincipalPayments principalPayment)

Specified by:

setPrincipalPayment in interface PayoutBase.PayoutBaseBuilder

setSettlementTerms

InterestRatePayout.InterestRatePayoutBuilder setSettlementTerms(SettlementTerms settlementTerms)

Specified by:

setSettlementTerms in interface PayoutBase.PayoutBaseBuilder

setRateSpecification

InterestRatePayout.InterestRatePayoutBuilder setRateSpecification(RateSpecification rateSpecification)

setDayCountFraction

InterestRatePayout.InterestRatePayoutBuilder setDayCountFraction(FieldWithMetaDayCountFractionEnum dayCountFraction)

setDayCountFractionValue

InterestRatePayout.InterestRatePayoutBuilder setDayCountFractionValue(DayCountFractionEnum dayCountFraction)

setCalculationPeriodDates

InterestRatePayout.InterestRatePayoutBuilder setCalculationPeriodDates(CalculationPeriodDates calculationPeriodDates)

setPaymentDates

InterestRatePayout.InterestRatePayoutBuilder setPaymentDates(PaymentDates paymentDates)

setPaymentDate

InterestRatePayout.InterestRatePayoutBuilder setPaymentDate(AdjustableDate paymentDate)

setPaymentDelay

InterestRatePayout.InterestRatePayoutBuilder setPaymentDelay(Boolean paymentDelay)

setResetDates

InterestRatePayout.InterestRatePayoutBuilder setResetDates(ResetDates resetDates)

setDiscountingMethod

InterestRatePayout.InterestRatePayoutBuilder setDiscountingMethod(DiscountingMethod discountingMethod)

setCompoundingMethod

InterestRatePayout.InterestRatePayoutBuilder setCompoundingMethod(CompoundingMethodEnum compoundingMethod)

setCashflowRepresentation

InterestRatePayout.InterestRatePayoutBuilder setCashflowRepresentation(CashflowRepresentation cashflowRepresentation)

setStubPeriod

InterestRatePayout.InterestRatePayoutBuilder setStubPeriod(StubPeriod stubPeriod)

setBondReference

InterestRatePayout.InterestRatePayoutBuilder setBondReference(BondReference bondReference)

setFixedAmount

InterestRatePayout.InterestRatePayoutBuilder setFixedAmount(String fixedAmount)

setFloatingAmount

InterestRatePayout.InterestRatePayoutBuilder setFloatingAmount(String floatingAmount)

setSpreadCalculationMethod

InterestRatePayout.InterestRatePayoutBuilder setSpreadCalculationMethod(SpreadCalculationMethodEnum spreadCalculationMethod)

setMeta

InterestRatePayout.InterestRatePayoutBuilder setMeta(com.rosetta.model.metafields.MetaFields meta)

process

default void process(com.rosetta.model.lib.path.RosettaPath path,
 com.rosetta.model.lib.process.BuilderProcessor processor)

Specified by:

process in interface PayoutBase.PayoutBaseBuilder

Specified by:

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

prune

InterestRatePayout.InterestRatePayoutBuilder prune()

Specified by:

prune in interface PayoutBase.PayoutBaseBuilder

Specified by:

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