Package cdm.product.asset.floatingrate

Class FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsImpl

java.lang.Object

cdm.product.asset.floatingrate.FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsImpl

All Implemented Interfaces:

FloatingAmountCalculationDetails, com.rosetta.model.lib.RosettaModelObject

Enclosing interface:

FloatingAmountCalculationDetails

public static class FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsImpl
extends Object
implements FloatingAmountCalculationDetails

Immutable Implementation of FloatingAmountCalculationDetails

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.product.asset.floatingrate.FloatingAmountCalculationDetails

FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder, FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilderImpl, FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsImpl

Field Summary

Fields inherited from interface cdm.product.asset.floatingrate.FloatingAmountCalculationDetails

metaData

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FloatingAmountCalculationDetailsImpl(FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder builder)

Method Summary

Modifier and Type	Method	Description
FloatingAmountCalculationDetails	build()	Build Methods
boolean	equals(Object o)
BigDecimal	getAppliedRate()	The rate that was actually applied, after all calculations and treatments.
BigDecimal	getCalculatedAmount()	The amount of the cash flow that was computed, including any spreads and other processing.
CalculationPeriodBase	getCalculationPeriod()	The calculation period for which the floating calculation was performed.
Money	getCalculationPeriodNotionalAmount()	The notional in effect during the calculation period.
FloatingRateSettingDetails	getFloatingRate()	The details of the floating rate setting.
FloatingRateProcessingDetails	getProcessingDetails()	Details fo the floating rate treatment after the rate is observed or calculated.
BigDecimal	getSpreadExclusiveCalculatedAMount()	The amount of the cash flow excluding any spread, for subsequent processing.
BigDecimal	getYearFraction()	The fraction of a year that this calculation represents, according to the day count fraction method.
int	hashCode()
protected void	setBuilderFields(FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder builder)
FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

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

Methods inherited from interface cdm.product.asset.floatingrate.FloatingAmountCalculationDetails

getType, metaData, process

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

processRosetta, processRosetta

Constructor Details

FloatingAmountCalculationDetailsImpl

protected FloatingAmountCalculationDetailsImpl(FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder builder)

Method Details

getCalculationPeriod

@RosettaAttribute(value="calculationPeriod",
                  isRequired=true)
@RuneAttribute(value="calculationPeriod",
               isRequired=true)
public CalculationPeriodBase getCalculationPeriod()

Description copied from interface: FloatingAmountCalculationDetails

The calculation period for which the floating calculation was performed.

Specified by:

getCalculationPeriod in interface FloatingAmountCalculationDetails

getCalculationPeriodNotionalAmount

@RosettaAttribute(value="calculationPeriodNotionalAmount",
                  isRequired=true)
@RuneAttribute(value="calculationPeriodNotionalAmount",
               isRequired=true)
public Money getCalculationPeriodNotionalAmount()

Description copied from interface: FloatingAmountCalculationDetails

The notional in effect during the calculation period.

Specified by:

getCalculationPeriodNotionalAmount in interface FloatingAmountCalculationDetails

getFloatingRate

@RosettaAttribute("floatingRate")
@RuneAttribute("floatingRate")
public FloatingRateSettingDetails getFloatingRate()

Description copied from interface: FloatingAmountCalculationDetails

The details of the floating rate setting. (If it is a calculated rate, details of that calculation will be inside that.

Specified by:

getFloatingRate in interface FloatingAmountCalculationDetails

getProcessingDetails

@RosettaAttribute("processingDetails")
@RuneAttribute("processingDetails")
public FloatingRateProcessingDetails getProcessingDetails()

Description copied from interface: FloatingAmountCalculationDetails

Details fo the floating rate treatment after the rate is observed or calculated. This will include details of things like multipliers, spreads, caps and floors, and the raw and treated rates.

Specified by:

getProcessingDetails in interface FloatingAmountCalculationDetails

getAppliedRate

@RosettaAttribute(value="appliedRate",
                  isRequired=true)
@RuneAttribute(value="appliedRate",
               isRequired=true)
public BigDecimal getAppliedRate()

Description copied from interface: FloatingAmountCalculationDetails

The rate that was actually applied, after all calculations and treatments.

Specified by:

getAppliedRate in interface FloatingAmountCalculationDetails

getYearFraction

@RosettaAttribute(value="yearFraction",
                  isRequired=true)
@RuneAttribute(value="yearFraction",
               isRequired=true)
public BigDecimal getYearFraction()

Description copied from interface: FloatingAmountCalculationDetails

The fraction of a year that this calculation represents, according to the day count fraction method.

Specified by:

getYearFraction in interface FloatingAmountCalculationDetails

getCalculatedAmount

@RosettaAttribute(value="calculatedAmount",
                  isRequired=true)
@RuneAttribute(value="calculatedAmount",
               isRequired=true)
public BigDecimal getCalculatedAmount()

Description copied from interface: FloatingAmountCalculationDetails

The amount of the cash flow that was computed, including any spreads and other processing.

Specified by:

getCalculatedAmount in interface FloatingAmountCalculationDetails

getSpreadExclusiveCalculatedAMount

@RosettaAttribute(value="spreadExclusiveCalculatedAMount",
                  isRequired=true)
@RuneAttribute(value="spreadExclusiveCalculatedAMount",
               isRequired=true)
public BigDecimal getSpreadExclusiveCalculatedAMount()

Description copied from interface: FloatingAmountCalculationDetails

The amount of the cash flow excluding any spread, for subsequent processing.

Specified by:

getSpreadExclusiveCalculatedAMount in interface FloatingAmountCalculationDetails

build

public FloatingAmountCalculationDetails build()

Description copied from interface: FloatingAmountCalculationDetails

Build Methods

Specified by:

build in interface FloatingAmountCalculationDetails

Specified by:

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

toBuilder

public FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder toBuilder()

Specified by:

toBuilder in interface FloatingAmountCalculationDetails

Specified by:

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

setBuilderFields

protected void setBuilderFields(FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder 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