Package cdm.product.asset

Interface StubFloatingRate.StubFloatingRateBuilder

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder, StubFloatingRate

All Known Implementing Classes:

StubFloatingRate.StubFloatingRateBuilderImpl

Enclosing interface:

StubFloatingRate

public static interface StubFloatingRate.StubFloatingRateBuilder
extends StubFloatingRate, com.rosetta.model.lib.RosettaModelObjectBuilder

Builder Interface

Nested Class Summary

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

StubFloatingRate.StubFloatingRateBuilder, StubFloatingRate.StubFloatingRateBuilderImpl, StubFloatingRate.StubFloatingRateImpl

Field Summary

Fields inherited from interface cdm.product.asset.StubFloatingRate

metaData

Method Summary

Modifier and Type	Method	Description
StubFloatingRate.StubFloatingRateBuilder	addCapRateSchedule(StrikeSchedule capRateSchedule)
StubFloatingRate.StubFloatingRateBuilder	addCapRateSchedule(StrikeSchedule capRateSchedule, int idx)
StubFloatingRate.StubFloatingRateBuilder	addCapRateSchedule(List<? extends StrikeSchedule> capRateSchedule)
StubFloatingRate.StubFloatingRateBuilder	addFloorRateSchedule(StrikeSchedule floorRateSchedule)
StubFloatingRate.StubFloatingRateBuilder	addFloorRateSchedule(StrikeSchedule floorRateSchedule, int idx)
StubFloatingRate.StubFloatingRateBuilder	addFloorRateSchedule(List<? extends StrikeSchedule> floorRateSchedule)
StubFloatingRate.StubFloatingRateBuilder	addSpreadSchedule(SpreadSchedule spreadSchedule)
StubFloatingRate.StubFloatingRateBuilder	addSpreadSchedule(SpreadSchedule spreadSchedule, int idx)
StubFloatingRate.StubFloatingRateBuilder	addSpreadSchedule(List<? extends SpreadSchedule> spreadSchedule)
List<? extends StrikeSchedule.StrikeScheduleBuilder>	getCapRateSchedule()	The cap rate or cap rate schedule, if any, which applies to the floating rate.
Schedule.ScheduleBuilder	getFloatingRateMultiplierSchedule()	A rate multiplier or multiplier schedule to apply to the floating rate.
List<? extends StrikeSchedule.StrikeScheduleBuilder>	getFloorRateSchedule()	The floor rate or floor rate schedule, if any, which applies to the floating rate.
Period.PeriodBuilder	getIndexTenor()	The ISDA Designated Maturity, i.e. the tenor of the floating rate.
StrikeSchedule.StrikeScheduleBuilder	getOrCreateCapRateSchedule(int index)
Schedule.ScheduleBuilder	getOrCreateFloatingRateMultiplierSchedule()
StrikeSchedule.StrikeScheduleBuilder	getOrCreateFloorRateSchedule(int index)
Period.PeriodBuilder	getOrCreateIndexTenor()
SpreadSchedule.SpreadScheduleBuilder	getOrCreateSpreadSchedule(int index)
List<? extends SpreadSchedule.SpreadScheduleBuilder>	getSpreadSchedule()	The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
StubFloatingRate.StubFloatingRateBuilder	prune()
StubFloatingRate.StubFloatingRateBuilder	setCapRateSchedule(List<? extends StrikeSchedule> capRateSchedule)
StubFloatingRate.StubFloatingRateBuilder	setFloatingRateIndex(FloatingRateIndexEnum floatingRateIndex)
StubFloatingRate.StubFloatingRateBuilder	setFloatingRateMultiplierSchedule(Schedule floatingRateMultiplierSchedule)
StubFloatingRate.StubFloatingRateBuilder	setFloorRateSchedule(List<? extends StrikeSchedule> floorRateSchedule)
StubFloatingRate.StubFloatingRateBuilder	setIndexTenor(Period indexTenor)
StubFloatingRate.StubFloatingRateBuilder	setRateTreatment(RateTreatmentEnum rateTreatment)
StubFloatingRate.StubFloatingRateBuilder	setSpreadSchedule(List<? extends SpreadSchedule> spreadSchedule)

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

Methods inherited from interface cdm.product.asset.StubFloatingRate

build, getFloatingRateIndex, getRateTreatment, getType, metaData, process, toBuilder

Method Details

getOrCreateIndexTenor

Period.PeriodBuilder getOrCreateIndexTenor()

getIndexTenor

Period.PeriodBuilder getIndexTenor()

Description copied from interface: StubFloatingRate

The ISDA Designated Maturity, i.e. the tenor of the floating rate.

Specified by:

getIndexTenor in interface StubFloatingRate

getOrCreateFloatingRateMultiplierSchedule

Schedule.ScheduleBuilder getOrCreateFloatingRateMultiplierSchedule()

getFloatingRateMultiplierSchedule

Schedule.ScheduleBuilder getFloatingRateMultiplierSchedule()

Description copied from interface: StubFloatingRate

A rate multiplier or multiplier schedule to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be a positive or negative decimal. This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.

Specified by:

getFloatingRateMultiplierSchedule in interface StubFloatingRate

getOrCreateSpreadSchedule

SpreadSchedule.SpreadScheduleBuilder getOrCreateSpreadSchedule(int index)

getSpreadSchedule

List<? extends SpreadSchedule.SpreadScheduleBuilder> getSpreadSchedule()

Description copied from interface: StubFloatingRate

The ISDA Spread or a Spread schedule expressed as explicit spreads and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001.

Specified by:

getSpreadSchedule in interface StubFloatingRate

getOrCreateCapRateSchedule

StrikeSchedule.StrikeScheduleBuilder getOrCreateCapRateSchedule(int index)

getCapRateSchedule

List<? extends StrikeSchedule.StrikeScheduleBuilder> getCapRateSchedule()

Description copied from interface: StubFloatingRate

The cap rate or cap rate schedule, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. A cap rate schedule is expressed as explicit cap rates and dates and the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.

Specified by:

getCapRateSchedule in interface StubFloatingRate

getOrCreateFloorRateSchedule

StrikeSchedule.StrikeScheduleBuilder getOrCreateFloorRateSchedule(int index)

getFloorRateSchedule

List<? extends StrikeSchedule.StrikeScheduleBuilder> getFloorRateSchedule()

Description copied from interface: StubFloatingRate

The floor rate or floor rate schedule, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. A floor rate schedule is expressed as explicit floor rates and dates and the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.

Specified by:

getFloorRateSchedule in interface StubFloatingRate

setFloatingRateIndex

StubFloatingRate.StubFloatingRateBuilder setFloatingRateIndex(FloatingRateIndexEnum floatingRateIndex)

setIndexTenor

StubFloatingRate.StubFloatingRateBuilder setIndexTenor(Period indexTenor)

setFloatingRateMultiplierSchedule

StubFloatingRate.StubFloatingRateBuilder setFloatingRateMultiplierSchedule(Schedule floatingRateMultiplierSchedule)

addSpreadSchedule

StubFloatingRate.StubFloatingRateBuilder addSpreadSchedule(SpreadSchedule spreadSchedule)

addSpreadSchedule

StubFloatingRate.StubFloatingRateBuilder addSpreadSchedule(SpreadSchedule spreadSchedule,
 int idx)

addSpreadSchedule

StubFloatingRate.StubFloatingRateBuilder addSpreadSchedule(List<? extends SpreadSchedule> spreadSchedule)

setSpreadSchedule

StubFloatingRate.StubFloatingRateBuilder setSpreadSchedule(List<? extends SpreadSchedule> spreadSchedule)

setRateTreatment

StubFloatingRate.StubFloatingRateBuilder setRateTreatment(RateTreatmentEnum rateTreatment)

addCapRateSchedule

StubFloatingRate.StubFloatingRateBuilder addCapRateSchedule(StrikeSchedule capRateSchedule)

addCapRateSchedule

StubFloatingRate.StubFloatingRateBuilder addCapRateSchedule(StrikeSchedule capRateSchedule,
 int idx)

addCapRateSchedule

StubFloatingRate.StubFloatingRateBuilder addCapRateSchedule(List<? extends StrikeSchedule> capRateSchedule)

setCapRateSchedule

StubFloatingRate.StubFloatingRateBuilder setCapRateSchedule(List<? extends StrikeSchedule> capRateSchedule)

addFloorRateSchedule

StubFloatingRate.StubFloatingRateBuilder addFloorRateSchedule(StrikeSchedule floorRateSchedule)

addFloorRateSchedule

StubFloatingRate.StubFloatingRateBuilder addFloorRateSchedule(StrikeSchedule floorRateSchedule,
 int idx)

addFloorRateSchedule

StubFloatingRate.StubFloatingRateBuilder addFloorRateSchedule(List<? extends StrikeSchedule> floorRateSchedule)

setFloorRateSchedule

StubFloatingRate.StubFloatingRateBuilder setFloorRateSchedule(List<? extends StrikeSchedule> floorRateSchedule)

process

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

Specified by:

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

prune

StubFloatingRate.StubFloatingRateBuilder prune()

Specified by:

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