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
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Nested Class Summary
Nested classes/interfaces inherited from interface cdm.product.asset.StubFloatingRate
StubFloatingRate.StubFloatingRateBuilder, StubFloatingRate.StubFloatingRateBuilderImpl, StubFloatingRate.StubFloatingRateImpl -
Field Summary
FieldsModifier and TypeFieldDescriptionprotected List<StrikeSchedule.StrikeScheduleBuilder> protected FloatingRateIndexEnumprotected Schedule.ScheduleBuilderprotected List<StrikeSchedule.StrikeScheduleBuilder> protected Period.PeriodBuilderprotected RateTreatmentEnumprotected List<SpreadSchedule.SpreadScheduleBuilder> Fields inherited from interface cdm.product.asset.StubFloatingRate
metaData -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionaddCapRateSchedule(StrikeSchedule _capRateSchedule) addCapRateSchedule(StrikeSchedule _capRateSchedule, int idx) addCapRateSchedule(List<? extends StrikeSchedule> capRateSchedules) addFloorRateSchedule(StrikeSchedule _floorRateSchedule) addFloorRateSchedule(StrikeSchedule _floorRateSchedule, int idx) addFloorRateSchedule(List<? extends StrikeSchedule> floorRateSchedules) addSpreadSchedule(SpreadSchedule _spreadSchedule) addSpreadSchedule(SpreadSchedule _spreadSchedule, int idx) addSpreadSchedule(List<? extends SpreadSchedule> spreadSchedules) build()Build MethodsbooleanList<? extends StrikeSchedule.StrikeScheduleBuilder> The cap rate or cap rate schedule, if any, which applies to the floating rate.The floating rate index.A rate multiplier or multiplier schedule to apply to the floating rate.List<? extends StrikeSchedule.StrikeScheduleBuilder> The floor rate or floor rate schedule, if any, which applies to the floating rate.The ISDA Designated Maturity, i.e. the tenor of the floating rate.getOrCreateCapRateSchedule(int index) getOrCreateFloorRateSchedule(int index) getOrCreateSpreadSchedule(int index) 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> The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.booleanhasData()inthashCode()merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger) prune()setCapRateSchedule(List<? extends StrikeSchedule> capRateSchedules) setFloatingRateIndex(FloatingRateIndexEnum _floatingRateIndex) setFloatingRateMultiplierSchedule(Schedule _floatingRateMultiplierSchedule) setFloorRateSchedule(List<? extends StrikeSchedule> floorRateSchedules) setIndexTenor(Period _indexTenor) setRateTreatment(RateTreatmentEnum _rateTreatment) setSpreadSchedule(List<? extends SpreadSchedule> spreadSchedules) toString()Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, waitMethods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosettaMethods inherited from interface com.rosetta.model.lib.RosettaModelObjectBuilder
getIndex, processRosetta, processRosettaMethods inherited from interface cdm.product.asset.StubFloatingRate
getType, metaData, processMethods inherited from interface cdm.product.asset.StubFloatingRate.StubFloatingRateBuilder
process
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Field Details
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floatingRateIndex
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indexTenor
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floatingRateMultiplierSchedule
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spreadSchedule
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rateTreatment
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capRateSchedule
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floorRateSchedule
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Constructor Details
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StubFloatingRateBuilderImpl
public StubFloatingRateBuilderImpl()
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Method Details
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getFloatingRateIndex
@RosettaAttribute(value="floatingRateIndex", isRequired=true) @RuneAttribute(value="floatingRateIndex", isRequired=true) public FloatingRateIndexEnum getFloatingRateIndex()Description copied from interface:StubFloatingRateThe floating rate index.- Specified by:
getFloatingRateIndexin interfaceStubFloatingRate
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getIndexTenor
@RosettaAttribute("indexTenor") @RuneAttribute("indexTenor") public Period.PeriodBuilder getIndexTenor()Description copied from interface:StubFloatingRateThe ISDA Designated Maturity, i.e. the tenor of the floating rate.- Specified by:
getIndexTenorin interfaceStubFloatingRate- Specified by:
getIndexTenorin interfaceStubFloatingRate.StubFloatingRateBuilder
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getOrCreateIndexTenor
- Specified by:
getOrCreateIndexTenorin interfaceStubFloatingRate.StubFloatingRateBuilder
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getFloatingRateMultiplierSchedule
@RosettaAttribute("floatingRateMultiplierSchedule") @RuneAttribute("floatingRateMultiplierSchedule") public Schedule.ScheduleBuilder getFloatingRateMultiplierSchedule()Description copied from interface:StubFloatingRateA 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:
getFloatingRateMultiplierSchedulein interfaceStubFloatingRate- Specified by:
getFloatingRateMultiplierSchedulein interfaceStubFloatingRate.StubFloatingRateBuilder
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getOrCreateFloatingRateMultiplierSchedule
- Specified by:
getOrCreateFloatingRateMultiplierSchedulein interfaceStubFloatingRate.StubFloatingRateBuilder
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getSpreadSchedule
@RosettaAttribute("spreadSchedule") @RuneAttribute("spreadSchedule") public List<? extends SpreadSchedule.SpreadScheduleBuilder> getSpreadSchedule()Description copied from interface:StubFloatingRateThe 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:
getSpreadSchedulein interfaceStubFloatingRate- Specified by:
getSpreadSchedulein interfaceStubFloatingRate.StubFloatingRateBuilder
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getOrCreateSpreadSchedule
- Specified by:
getOrCreateSpreadSchedulein interfaceStubFloatingRate.StubFloatingRateBuilder
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getRateTreatment
@RosettaAttribute("rateTreatment") @RuneAttribute("rateTreatment") public RateTreatmentEnum getRateTreatment()Description copied from interface:StubFloatingRateThe 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:
getRateTreatmentin interfaceStubFloatingRate
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getCapRateSchedule
@RosettaAttribute("capRateSchedule") @RuneAttribute("capRateSchedule") public List<? extends StrikeSchedule.StrikeScheduleBuilder> getCapRateSchedule()Description copied from interface:StubFloatingRateThe 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:
getCapRateSchedulein interfaceStubFloatingRate- Specified by:
getCapRateSchedulein interfaceStubFloatingRate.StubFloatingRateBuilder
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getOrCreateCapRateSchedule
- Specified by:
getOrCreateCapRateSchedulein interfaceStubFloatingRate.StubFloatingRateBuilder
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getFloorRateSchedule
@RosettaAttribute("floorRateSchedule") @RuneAttribute("floorRateSchedule") public List<? extends StrikeSchedule.StrikeScheduleBuilder> getFloorRateSchedule()Description copied from interface:StubFloatingRateThe 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:
getFloorRateSchedulein interfaceStubFloatingRate- Specified by:
getFloorRateSchedulein interfaceStubFloatingRate.StubFloatingRateBuilder
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getOrCreateFloorRateSchedule
- Specified by:
getOrCreateFloorRateSchedulein interfaceStubFloatingRate.StubFloatingRateBuilder
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setFloatingRateIndex
@RosettaAttribute(value="floatingRateIndex", isRequired=true) @RuneAttribute(value="floatingRateIndex", isRequired=true) public StubFloatingRate.StubFloatingRateBuilder setFloatingRateIndex(FloatingRateIndexEnum _floatingRateIndex) - Specified by:
setFloatingRateIndexin interfaceStubFloatingRate.StubFloatingRateBuilder
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setIndexTenor
@RosettaAttribute("indexTenor") @RuneAttribute("indexTenor") public StubFloatingRate.StubFloatingRateBuilder setIndexTenor(Period _indexTenor) - Specified by:
setIndexTenorin interfaceStubFloatingRate.StubFloatingRateBuilder
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setFloatingRateMultiplierSchedule
@RosettaAttribute("floatingRateMultiplierSchedule") @RuneAttribute("floatingRateMultiplierSchedule") public StubFloatingRate.StubFloatingRateBuilder setFloatingRateMultiplierSchedule(Schedule _floatingRateMultiplierSchedule) - Specified by:
setFloatingRateMultiplierSchedulein interfaceStubFloatingRate.StubFloatingRateBuilder
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addSpreadSchedule
@RosettaAttribute("spreadSchedule") @RuneAttribute("spreadSchedule") public StubFloatingRate.StubFloatingRateBuilder addSpreadSchedule(SpreadSchedule _spreadSchedule) - Specified by:
addSpreadSchedulein interfaceStubFloatingRate.StubFloatingRateBuilder
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addSpreadSchedule
public StubFloatingRate.StubFloatingRateBuilder addSpreadSchedule(SpreadSchedule _spreadSchedule, int idx) - Specified by:
addSpreadSchedulein interfaceStubFloatingRate.StubFloatingRateBuilder
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addSpreadSchedule
public StubFloatingRate.StubFloatingRateBuilder addSpreadSchedule(List<? extends SpreadSchedule> spreadSchedules) - Specified by:
addSpreadSchedulein interfaceStubFloatingRate.StubFloatingRateBuilder
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setSpreadSchedule
@RuneAttribute("spreadSchedule") public StubFloatingRate.StubFloatingRateBuilder setSpreadSchedule(List<? extends SpreadSchedule> spreadSchedules) - Specified by:
setSpreadSchedulein interfaceStubFloatingRate.StubFloatingRateBuilder
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setRateTreatment
@RosettaAttribute("rateTreatment") @RuneAttribute("rateTreatment") public StubFloatingRate.StubFloatingRateBuilder setRateTreatment(RateTreatmentEnum _rateTreatment) - Specified by:
setRateTreatmentin interfaceStubFloatingRate.StubFloatingRateBuilder
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addCapRateSchedule
@RosettaAttribute("capRateSchedule") @RuneAttribute("capRateSchedule") public StubFloatingRate.StubFloatingRateBuilder addCapRateSchedule(StrikeSchedule _capRateSchedule) - Specified by:
addCapRateSchedulein interfaceStubFloatingRate.StubFloatingRateBuilder
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addCapRateSchedule
public StubFloatingRate.StubFloatingRateBuilder addCapRateSchedule(StrikeSchedule _capRateSchedule, int idx) - Specified by:
addCapRateSchedulein interfaceStubFloatingRate.StubFloatingRateBuilder
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addCapRateSchedule
public StubFloatingRate.StubFloatingRateBuilder addCapRateSchedule(List<? extends StrikeSchedule> capRateSchedules) - Specified by:
addCapRateSchedulein interfaceStubFloatingRate.StubFloatingRateBuilder
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setCapRateSchedule
@RuneAttribute("capRateSchedule") public StubFloatingRate.StubFloatingRateBuilder setCapRateSchedule(List<? extends StrikeSchedule> capRateSchedules) - Specified by:
setCapRateSchedulein interfaceStubFloatingRate.StubFloatingRateBuilder
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addFloorRateSchedule
@RosettaAttribute("floorRateSchedule") @RuneAttribute("floorRateSchedule") public StubFloatingRate.StubFloatingRateBuilder addFloorRateSchedule(StrikeSchedule _floorRateSchedule) - Specified by:
addFloorRateSchedulein interfaceStubFloatingRate.StubFloatingRateBuilder
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addFloorRateSchedule
public StubFloatingRate.StubFloatingRateBuilder addFloorRateSchedule(StrikeSchedule _floorRateSchedule, int idx) - Specified by:
addFloorRateSchedulein interfaceStubFloatingRate.StubFloatingRateBuilder
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addFloorRateSchedule
public StubFloatingRate.StubFloatingRateBuilder addFloorRateSchedule(List<? extends StrikeSchedule> floorRateSchedules) - Specified by:
addFloorRateSchedulein interfaceStubFloatingRate.StubFloatingRateBuilder
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setFloorRateSchedule
@RuneAttribute("floorRateSchedule") public StubFloatingRate.StubFloatingRateBuilder setFloorRateSchedule(List<? extends StrikeSchedule> floorRateSchedules) - Specified by:
setFloorRateSchedulein interfaceStubFloatingRate.StubFloatingRateBuilder
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build
Description copied from interface:StubFloatingRateBuild Methods- Specified by:
buildin interfacecom.rosetta.model.lib.RosettaModelObject- Specified by:
buildin interfaceStubFloatingRate
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toBuilder
- Specified by:
toBuilderin interfacecom.rosetta.model.lib.RosettaModelObject- Specified by:
toBuilderin interfaceStubFloatingRate
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prune
- Specified by:
prunein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder- Specified by:
prunein interfaceStubFloatingRate.StubFloatingRateBuilder
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hasData
public boolean hasData()- Specified by:
hasDatain interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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merge
public StubFloatingRate.StubFloatingRateBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger) - Specified by:
mergein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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equals
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hashCode
public int hashCode() -
toString
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