Package cdm.product.asset

Class StubValue.StubValueImpl

java.lang.Object
cdm.product.asset.StubValue.StubValueImpl
All Implemented Interfaces:
StubValue, com.rosetta.model.lib.RosettaModelObject
Enclosing interface:
StubValue
public static class StubValue.StubValueImpl extends Object implements StubValue
Immutable Implementation of StubValue

  • Constructor Details

  • Method Details

    • getFloatingRate

      @RosettaAttribute("floatingRate") @RuneAttribute("floatingRate") public List<? extends StubFloatingRate> getFloatingRate()
      Description copied from interface: StubValue
      The rates to be applied to the initial or final stub may be the linear interpolation of two different rates. While the majority of the time, the rate indices will be the same as that specified in the stream and only the tenor itself will be different, it is possible to specift two different rates. For example, a 2 month stub period may use the linear interpolation of a 1 month and 3 month rate. The different rates would be specified in this component. Note that a maximum of two rates can be specified. If a stub period uses the same floating rate index, including tenor, as the regular calculation periods then this should not be specified again within this component, i.e. the stub calculation period amount component may not need to be specified even if there is an initial or final stub period. If a stub period uses a different floating rate index compared to the regular calculation periods then this should be specified within this component. If specified here, they are likely to have id attributes, allowing them to be referenced from within the cashflows component.
      Specified by:
      getFloatingRate in interface StubValue

    • getStubRate

      @RosettaAttribute("stubRate") @RuneAttribute("stubRate") public BigDecimal getStubRate()
      Description copied from interface: StubValue
      An actual rate to apply for the initial or final stub period may have been agreed between the principal parties (in a similar way to how an initial rate may have been agreed for the first regular period). If an actual stub rate has been agreed then it would be included in this component. It will be a per annum rate, expressed as a decimal. A stub rate of 5% would be represented as 0.05.
      Specified by:
      getStubRate in interface StubValue

    • getStubAmount

      @RosettaAttribute("stubAmount") @RuneAttribute("stubAmount") public Money getStubAmount()
      Description copied from interface: StubValue
      An actual amount to apply for the initial or final stub period may have been agreed between the two parties. If an actual stub amount has been agreed then it would be included in this component.
      Specified by:
      getStubAmount in interface StubValue

    • build

      public StubValue build()
      Description copied from interface: StubValue
      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject
      Specified by:
      build in interface StubValue

    • toBuilder

      public StubValue.StubValueBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject
      Specified by:
      toBuilder in interface StubValue

    • setBuilderFields

      protected void setBuilderFields(StubValue.StubValueBuilder builder)

    • 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