Package cdm.product.asset

Interface StubValue

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
StubValue.StubValueBuilder
All Known Implementing Classes:
StubValue.StubValueBuilderImpl, StubValue.StubValueImpl
@RosettaDataType(value="StubValue", builder=StubValueBuilderImpl.class, version="5.30.0") @RuneDataType(value="StubValue", model="cdm", builder=StubValueBuilderImpl.class, version="5.30.0") public interface StubValue extends com.rosetta.model.lib.RosettaModelObject
A type defining how a stub calculation period amount is calculated. A single floating rate tenor different to that used for the regular part of the calculation periods schedule may be specified, or two floating rate tenors many be specified. If two floating rate tenors are specified then Linear Interpolation (in accordance with the 2000 ISDA Definitions, Section 8.3 Interpolation) is assumed to apply. Alternatively, an actual known stub rate or stub amount may be specified.
Version:
5.30.0

  • Nested Class Summary

    Nested Classes
    Modifier and Type
    Interface
    Description
    static interface 
    StubValue.StubValueBuilder
    Builder Interface
    static class 
    StubValue.StubValueBuilderImpl
    Builder Implementation of StubValue
    static class 
    StubValue.StubValueImpl
    Immutable Implementation of StubValue

  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    static final StubValueMeta
    metaData
     

  • Method Summary

    Modifier and Type
    Method
    Description
    StubValue
    build()
    Build Methods
    static StubValue.StubValueBuilder
    builder()
     
    List<? extends StubFloatingRate>
    getFloatingRate()
    The rates to be applied to the initial or final stub may be the linear interpolation of two different rates.
    Money
    getStubAmount()
    An actual amount to apply for the initial or final stub period may have been agreed between the two parties.
    BigDecimal
    getStubRate()
    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).
    default Class<? extends StubValue>
    getType()
     
    default com.rosetta.model.lib.meta.RosettaMetaData<? extends StubValue>
    metaData()
    Utility Methods
    default void
    process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
     
    StubValue.StubValueBuilder
    toBuilder()
     

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

    processRosetta, processRosetta

  • Field Details

  • Method Details

    • getFloatingRate

      List<? extends StubFloatingRate> getFloatingRate()
      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.

    • getStubRate

      BigDecimal getStubRate()
      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.

    • getStubAmount

      Money getStubAmount()
      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.

    • build

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

    • toBuilder

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

    • builder

      static StubValue.StubValueBuilder builder()

    • metaData

      default com.rosetta.model.lib.meta.RosettaMetaData<? extends StubValue> metaData()
      Utility Methods
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject

    • getType

      @RuneAttribute("@type") default Class<? extends StubValue> getType()
      Specified by:
      getType in interface com.rosetta.model.lib.RosettaModelObject

    • process

      default void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
      Specified by:
      process in interface com.rosetta.model.lib.RosettaModelObject