Package cdm.product.asset

Class StubFloatingRate.StubFloatingRateBuilderImpl

java.lang.Object

cdm.product.asset.StubFloatingRate.StubFloatingRateBuilderImpl

All Implemented Interfaces:

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

Enclosing interface:

StubFloatingRate

public static class StubFloatingRate.StubFloatingRateBuilderImpl
extends Object
implements StubFloatingRate.StubFloatingRateBuilder

Builder Implementation of StubFloatingRate

Nested Class Summary

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

StubFloatingRate.StubFloatingRateBuilder, StubFloatingRate.StubFloatingRateBuilderImpl, StubFloatingRate.StubFloatingRateImpl

Field Summary

Fields

Modifier and Type	Field	Description
protected List<StrikeSchedule.StrikeScheduleBuilder>	capRateSchedule
protected FloatingRateIndexEnum	floatingRateIndex
protected Schedule.ScheduleBuilder	floatingRateMultiplierSchedule
protected List<StrikeSchedule.StrikeScheduleBuilder>	floorRateSchedule
protected Period.PeriodBuilder	indexTenor
protected RateTreatmentEnum	rateTreatment
protected List<SpreadSchedule.SpreadScheduleBuilder>	spreadSchedule

Fields inherited from interface cdm.product.asset.StubFloatingRate

metaData

Constructor Summary

Constructors

Constructor	Description
StubFloatingRateBuilderImpl()

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> capRateSchedules)
StubFloatingRate.StubFloatingRateBuilder	addFloorRateSchedule(StrikeSchedule _floorRateSchedule)
StubFloatingRate.StubFloatingRateBuilder	addFloorRateSchedule(StrikeSchedule _floorRateSchedule, int idx)
StubFloatingRate.StubFloatingRateBuilder	addFloorRateSchedule(List<? extends StrikeSchedule> floorRateSchedules)
StubFloatingRate.StubFloatingRateBuilder	addSpreadSchedule(SpreadSchedule _spreadSchedule)
StubFloatingRate.StubFloatingRateBuilder	addSpreadSchedule(SpreadSchedule _spreadSchedule, int idx)
StubFloatingRate.StubFloatingRateBuilder	addSpreadSchedule(List<? extends SpreadSchedule> spreadSchedules)
StubFloatingRate	build()	Build Methods
boolean	equals(Object o)
List<? extends StrikeSchedule.StrikeScheduleBuilder>	getCapRateSchedule()	The cap rate or cap rate schedule, if any, which applies to the floating rate.
FloatingRateIndexEnum	getFloatingRateIndex()	The floating rate index.
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)
RateTreatmentEnum	getRateTreatment()	The specification of any rate conversion which needs to be applied to the observed rate before being used in any calculations.
List<? extends SpreadSchedule.SpreadScheduleBuilder>	getSpreadSchedule()	The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
boolean	hasData()
int	hashCode()
StubFloatingRate.StubFloatingRateBuilder	merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
StubFloatingRate.StubFloatingRateBuilder	prune()
StubFloatingRate.StubFloatingRateBuilder	setCapRateSchedule(List<? extends StrikeSchedule> capRateSchedules)
StubFloatingRate.StubFloatingRateBuilder	setFloatingRateIndex(FloatingRateIndexEnum _floatingRateIndex)
StubFloatingRate.StubFloatingRateBuilder	setFloatingRateMultiplierSchedule(Schedule _floatingRateMultiplierSchedule)
StubFloatingRate.StubFloatingRateBuilder	setFloorRateSchedule(List<? extends StrikeSchedule> floorRateSchedules)
StubFloatingRate.StubFloatingRateBuilder	setIndexTenor(Period _indexTenor)
StubFloatingRate.StubFloatingRateBuilder	setRateTreatment(RateTreatmentEnum _rateTreatment)
StubFloatingRate.StubFloatingRateBuilder	setSpreadSchedule(List<? extends SpreadSchedule> spreadSchedules)
StubFloatingRate.StubFloatingRateBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

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

processRosetta, processRosetta

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

getIndex, processRosetta, processRosetta

Methods inherited from interface cdm.product.asset.StubFloatingRate

getType, metaData, process

Methods inherited from interface cdm.product.asset.StubFloatingRate.StubFloatingRateBuilder

process

Field Details

floatingRateIndex

protected FloatingRateIndexEnum floatingRateIndex

indexTenor

protected Period.PeriodBuilder indexTenor

floatingRateMultiplierSchedule

protected Schedule.ScheduleBuilder floatingRateMultiplierSchedule

spreadSchedule

protected List<SpreadSchedule.SpreadScheduleBuilder> spreadSchedule

rateTreatment

protected RateTreatmentEnum rateTreatment

capRateSchedule

protected List<StrikeSchedule.StrikeScheduleBuilder> capRateSchedule

floorRateSchedule

protected List<StrikeSchedule.StrikeScheduleBuilder> floorRateSchedule

Constructor Details

StubFloatingRateBuilderImpl

public StubFloatingRateBuilderImpl()

Method Details

getFloatingRateIndex

@RosettaAttribute(value="floatingRateIndex",
                  isRequired=true)
@RuneAttribute(value="floatingRateIndex",
               isRequired=true)
public FloatingRateIndexEnum getFloatingRateIndex()

Description copied from interface: StubFloatingRate

The floating rate index.

Specified by:

getFloatingRateIndex in interface StubFloatingRate

getIndexTenor

@RosettaAttribute("indexTenor")
@RuneAttribute("indexTenor")
public 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

Specified by:

getIndexTenor in interface StubFloatingRate.StubFloatingRateBuilder

getOrCreateIndexTenor

public Period.PeriodBuilder getOrCreateIndexTenor()

Specified by:

getOrCreateIndexTenor in interface StubFloatingRate.StubFloatingRateBuilder

getFloatingRateMultiplierSchedule

@RosettaAttribute("floatingRateMultiplierSchedule")
@RuneAttribute("floatingRateMultiplierSchedule")
public 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

Specified by:

getFloatingRateMultiplierSchedule in interface StubFloatingRate.StubFloatingRateBuilder

getOrCreateFloatingRateMultiplierSchedule

public Schedule.ScheduleBuilder getOrCreateFloatingRateMultiplierSchedule()

Specified by:

getOrCreateFloatingRateMultiplierSchedule in interface StubFloatingRate.StubFloatingRateBuilder

getSpreadSchedule

@RosettaAttribute("spreadSchedule")
@RuneAttribute("spreadSchedule")
public 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

Specified by:

getSpreadSchedule in interface StubFloatingRate.StubFloatingRateBuilder

getOrCreateSpreadSchedule

public SpreadSchedule.SpreadScheduleBuilder getOrCreateSpreadSchedule(int index)

Specified by:

getOrCreateSpreadSchedule in interface StubFloatingRate.StubFloatingRateBuilder

getRateTreatment

@RosettaAttribute("rateTreatment")
@RuneAttribute("rateTreatment")
public RateTreatmentEnum getRateTreatment()

Description copied from interface: StubFloatingRate

The specification of any rate conversion which needs to be applied to the observed rate before being used in any calculations. The two common conversions are for securities quoted on a bank discount basis which will need to be converted to either a Money Market Yield or Bond Equivalent Yield. See the Annex to the 2000 ISDA Definitions, Section 7.3. Certain General Definitions Relating to Floating Rate Options, paragraphs (g) and (h) for definitions of these terms.

Specified by:

getRateTreatment in interface StubFloatingRate

getCapRateSchedule

@RosettaAttribute("capRateSchedule")
@RuneAttribute("capRateSchedule")
public 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

Specified by:

getCapRateSchedule in interface StubFloatingRate.StubFloatingRateBuilder

getOrCreateCapRateSchedule

public StrikeSchedule.StrikeScheduleBuilder getOrCreateCapRateSchedule(int index)

Specified by:

getOrCreateCapRateSchedule in interface StubFloatingRate.StubFloatingRateBuilder

getFloorRateSchedule

@RosettaAttribute("floorRateSchedule")
@RuneAttribute("floorRateSchedule")
public 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

Specified by:

getFloorRateSchedule in interface StubFloatingRate.StubFloatingRateBuilder

getOrCreateFloorRateSchedule

public StrikeSchedule.StrikeScheduleBuilder getOrCreateFloorRateSchedule(int index)

Specified by:

getOrCreateFloorRateSchedule in interface StubFloatingRate.StubFloatingRateBuilder

setFloatingRateIndex

@RosettaAttribute(value="floatingRateIndex",
                  isRequired=true)
@RuneAttribute(value="floatingRateIndex",
               isRequired=true)
public StubFloatingRate.StubFloatingRateBuilder setFloatingRateIndex(FloatingRateIndexEnum _floatingRateIndex)

Specified by:

setFloatingRateIndex in interface StubFloatingRate.StubFloatingRateBuilder

setIndexTenor

@RosettaAttribute("indexTenor")
@RuneAttribute("indexTenor")
public StubFloatingRate.StubFloatingRateBuilder setIndexTenor(Period _indexTenor)

Specified by:

setIndexTenor in interface StubFloatingRate.StubFloatingRateBuilder

setFloatingRateMultiplierSchedule

@RosettaAttribute("floatingRateMultiplierSchedule")
@RuneAttribute("floatingRateMultiplierSchedule")
public StubFloatingRate.StubFloatingRateBuilder setFloatingRateMultiplierSchedule(Schedule _floatingRateMultiplierSchedule)

Specified by:

setFloatingRateMultiplierSchedule in interface StubFloatingRate.StubFloatingRateBuilder

addSpreadSchedule

@RosettaAttribute("spreadSchedule")
@RuneAttribute("spreadSchedule")
public StubFloatingRate.StubFloatingRateBuilder addSpreadSchedule(SpreadSchedule _spreadSchedule)

Specified by:

addSpreadSchedule in interface StubFloatingRate.StubFloatingRateBuilder

addSpreadSchedule

public StubFloatingRate.StubFloatingRateBuilder addSpreadSchedule(SpreadSchedule _spreadSchedule,
 int idx)

Specified by:

addSpreadSchedule in interface StubFloatingRate.StubFloatingRateBuilder

addSpreadSchedule

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

Specified by:

addSpreadSchedule in interface StubFloatingRate.StubFloatingRateBuilder

setSpreadSchedule

@RuneAttribute("spreadSchedule")
public StubFloatingRate.StubFloatingRateBuilder setSpreadSchedule(List<? extends SpreadSchedule> spreadSchedules)

Specified by:

setSpreadSchedule in interface StubFloatingRate.StubFloatingRateBuilder

setRateTreatment

@RosettaAttribute("rateTreatment")
@RuneAttribute("rateTreatment")
public StubFloatingRate.StubFloatingRateBuilder setRateTreatment(RateTreatmentEnum _rateTreatment)

Specified by:

setRateTreatment in interface StubFloatingRate.StubFloatingRateBuilder

addCapRateSchedule

@RosettaAttribute("capRateSchedule")
@RuneAttribute("capRateSchedule")
public StubFloatingRate.StubFloatingRateBuilder addCapRateSchedule(StrikeSchedule _capRateSchedule)

Specified by:

addCapRateSchedule in interface StubFloatingRate.StubFloatingRateBuilder

addCapRateSchedule

public StubFloatingRate.StubFloatingRateBuilder addCapRateSchedule(StrikeSchedule _capRateSchedule,
 int idx)

Specified by:

addCapRateSchedule in interface StubFloatingRate.StubFloatingRateBuilder

addCapRateSchedule

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

Specified by:

addCapRateSchedule in interface StubFloatingRate.StubFloatingRateBuilder

setCapRateSchedule

@RuneAttribute("capRateSchedule")
public StubFloatingRate.StubFloatingRateBuilder setCapRateSchedule(List<? extends StrikeSchedule> capRateSchedules)

Specified by:

setCapRateSchedule in interface StubFloatingRate.StubFloatingRateBuilder

addFloorRateSchedule

@RosettaAttribute("floorRateSchedule")
@RuneAttribute("floorRateSchedule")
public StubFloatingRate.StubFloatingRateBuilder addFloorRateSchedule(StrikeSchedule _floorRateSchedule)

Specified by:

addFloorRateSchedule in interface StubFloatingRate.StubFloatingRateBuilder

addFloorRateSchedule

public StubFloatingRate.StubFloatingRateBuilder addFloorRateSchedule(StrikeSchedule _floorRateSchedule,
 int idx)

Specified by:

addFloorRateSchedule in interface StubFloatingRate.StubFloatingRateBuilder

addFloorRateSchedule

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

Specified by:

addFloorRateSchedule in interface StubFloatingRate.StubFloatingRateBuilder

setFloorRateSchedule

@RuneAttribute("floorRateSchedule")
public StubFloatingRate.StubFloatingRateBuilder setFloorRateSchedule(List<? extends StrikeSchedule> floorRateSchedules)

Specified by:

setFloorRateSchedule in interface StubFloatingRate.StubFloatingRateBuilder

build

public StubFloatingRate build()

Description copied from interface: StubFloatingRate

Build Methods

Specified by:

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

Specified by:

build in interface StubFloatingRate

toBuilder

public StubFloatingRate.StubFloatingRateBuilder toBuilder()

Specified by:

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

Specified by:

toBuilder in interface StubFloatingRate

prune

public StubFloatingRate.StubFloatingRateBuilder prune()

Specified by:

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

Specified by:

prune in interface StubFloatingRate.StubFloatingRateBuilder

hasData

public boolean hasData()

Specified by:

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

merge

public StubFloatingRate.StubFloatingRateBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other,
 com.rosetta.model.lib.process.BuilderMerger merger)

Specified by:

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

equals

public boolean equals(Object o)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object