Package cdm.product.asset.floatingrate

Interface FloatingAmountCalculationDetails

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder
All Known Implementing Classes:
FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilderImpl, FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsImpl
@RosettaDataType(value="FloatingAmountCalculationDetails", builder=FloatingAmountCalculationDetailsBuilderImpl.class, version="5.30.0") @RuneDataType(value="FloatingAmountCalculationDetails", model="cdm", builder=FloatingAmountCalculationDetailsBuilderImpl.class, version="5.30.0") public interface FloatingAmountCalculationDetails extends com.rosetta.model.lib.RosettaModelObject
Type for reporting the detailed results of calculating a cash flow for a calculation period. This is enhanced relative to the FpML-based cashflows structure to allow more information to be returned about daily compounded rates.
Version:
5.30.0

  • Field Details

  • Method Details

    • getCalculationPeriod

      CalculationPeriodBase getCalculationPeriod()
      The calculation period for which the floating calculation was performed.

    • getCalculationPeriodNotionalAmount

      Money getCalculationPeriodNotionalAmount()
      The notional in effect during the calculation period.

    • getFloatingRate

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

    • getProcessingDetails

      FloatingRateProcessingDetails getProcessingDetails()
      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.

    • getAppliedRate

      BigDecimal getAppliedRate()
      The rate that was actually applied, after all calculations and treatments.

    • getYearFraction

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

    • getCalculatedAmount

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

    • getSpreadExclusiveCalculatedAMount

      BigDecimal getSpreadExclusiveCalculatedAMount()
      The amount of the cash flow excluding any spread, for subsequent processing.

    • build

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

    • toBuilder

      FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder builder()

    • metaData

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

    • getType

      @RuneAttribute("@type") default Class<? extends FloatingAmountCalculationDetails> 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