Package cdm.product.asset.floatingrate
Class FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilderImpl
java.lang.Object
cdm.product.asset.floatingrate.FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilderImpl
- All Implemented Interfaces:
FloatingRateProcessingParameters,FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder,com.rosetta.model.lib.RosettaModelObject,com.rosetta.model.lib.RosettaModelObjectBuilder
- Enclosing interface:
FloatingRateProcessingParameters
public static class FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilderImpl
extends Object
implements FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder
Builder Implementation of FloatingRateProcessingParameters
-
Nested Class Summary
Nested classes/interfaces inherited from interface cdm.product.asset.floatingrate.FloatingRateProcessingParameters
FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder, FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilderImpl, FloatingRateProcessingParameters.FloatingRateProcessingParametersImpl -
Field Summary
FieldsModifier and TypeFieldDescriptionprotected BigDecimalprotected BigDecimalprotected Price.PriceBuilderprotected BigDecimalprotected NegativeInterestRateTreatmentEnumprotected Rounding.RoundingBuilderprotected BigDecimalprotected RateTreatmentEnumFields inherited from interface cdm.product.asset.floatingrate.FloatingRateProcessingParameters
metaData -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionbuild()Build Methodsbooleancapt to be applied to the floating rate.floor to be applied to the floating rate.The rate to be applied for the initial period.floating rate multiplier.How to handle negative interest rates.THe final rate rounding to be applied.spread to be added to the floating rate.US rate treatment (Bond Equivalent Yield or Money Market Yield, if applicable.booleanhasData()inthashCode()merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger) prune()setCapRate(BigDecimal _capRate) setFloorRate(BigDecimal _floorRate) setInitialRate(Price _initialRate) setMultiplier(BigDecimal _multiplier) setNegativeTreatment(NegativeInterestRateTreatmentEnum _negativeTreatment) setRounding(Rounding _rounding) setSpread(BigDecimal _spread) setTreatment(RateTreatmentEnum _treatment) toString()Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, waitMethods inherited from interface cdm.product.asset.floatingrate.FloatingRateProcessingParameters
getType, metaData, processMethods inherited from interface cdm.product.asset.floatingrate.FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder
processMethods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosettaMethods inherited from interface com.rosetta.model.lib.RosettaModelObjectBuilder
getIndex, processRosetta, processRosetta
-
Field Details
-
initialRate
-
multiplier
-
spread
-
treatment
-
capRate
-
floorRate
-
rounding
-
negativeTreatment
-
-
Constructor Details
-
FloatingRateProcessingParametersBuilderImpl
public FloatingRateProcessingParametersBuilderImpl()
-
-
Method Details
-
getInitialRate
@RosettaAttribute("initialRate") @RuneAttribute("initialRate") public Price.PriceBuilder getInitialRate()Description copied from interface:FloatingRateProcessingParametersThe rate to be applied for the initial period.- Specified by:
getInitialRatein interfaceFloatingRateProcessingParameters- Specified by:
getInitialRatein interfaceFloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder
-
getOrCreateInitialRate
- Specified by:
getOrCreateInitialRatein interfaceFloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder
-
getMultiplier
Description copied from interface:FloatingRateProcessingParametersfloating rate multiplier.- Specified by:
getMultiplierin interfaceFloatingRateProcessingParameters
-
getSpread
Description copied from interface:FloatingRateProcessingParametersspread to be added to the floating rate.- Specified by:
getSpreadin interfaceFloatingRateProcessingParameters
-
getTreatment
Description copied from interface:FloatingRateProcessingParametersUS rate treatment (Bond Equivalent Yield or Money Market Yield, if applicable.- Specified by:
getTreatmentin interfaceFloatingRateProcessingParameters
-
getCapRate
Description copied from interface:FloatingRateProcessingParameterscapt to be applied to the floating rate.- Specified by:
getCapRatein interfaceFloatingRateProcessingParameters
-
getFloorRate
Description copied from interface:FloatingRateProcessingParametersfloor to be applied to the floating rate.- Specified by:
getFloorRatein interfaceFloatingRateProcessingParameters
-
getRounding
@RosettaAttribute("rounding") @RuneAttribute("rounding") public Rounding.RoundingBuilder getRounding()Description copied from interface:FloatingRateProcessingParametersTHe final rate rounding to be applied.- Specified by:
getRoundingin interfaceFloatingRateProcessingParameters- Specified by:
getRoundingin interfaceFloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder
-
getOrCreateRounding
- Specified by:
getOrCreateRoundingin interfaceFloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder
-
getNegativeTreatment
@RosettaAttribute("negativeTreatment") @RuneAttribute("negativeTreatment") public NegativeInterestRateTreatmentEnum getNegativeTreatment()Description copied from interface:FloatingRateProcessingParametersHow to handle negative interest rates.- Specified by:
getNegativeTreatmentin interfaceFloatingRateProcessingParameters
-
setInitialRate
@RosettaAttribute("initialRate") @RuneAttribute("initialRate") public FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder setInitialRate(Price _initialRate) - Specified by:
setInitialRatein interfaceFloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder
-
setMultiplier
@RosettaAttribute("multiplier") @RuneAttribute("multiplier") public FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder setMultiplier(BigDecimal _multiplier) - Specified by:
setMultiplierin interfaceFloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder
-
setSpread
@RosettaAttribute("spread") @RuneAttribute("spread") public FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder setSpread(BigDecimal _spread) - Specified by:
setSpreadin interfaceFloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder
-
setTreatment
@RosettaAttribute("treatment") @RuneAttribute("treatment") public FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder setTreatment(RateTreatmentEnum _treatment) - Specified by:
setTreatmentin interfaceFloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder
-
setCapRate
@RosettaAttribute("capRate") @RuneAttribute("capRate") public FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder setCapRate(BigDecimal _capRate) - Specified by:
setCapRatein interfaceFloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder
-
setFloorRate
@RosettaAttribute("floorRate") @RuneAttribute("floorRate") public FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder setFloorRate(BigDecimal _floorRate) - Specified by:
setFloorRatein interfaceFloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder
-
setRounding
@RosettaAttribute("rounding") @RuneAttribute("rounding") public FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder setRounding(Rounding _rounding) - Specified by:
setRoundingin interfaceFloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder
-
setNegativeTreatment
@RosettaAttribute("negativeTreatment") @RuneAttribute("negativeTreatment") public FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder setNegativeTreatment(NegativeInterestRateTreatmentEnum _negativeTreatment) - Specified by:
setNegativeTreatmentin interfaceFloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder
-
build
Description copied from interface:FloatingRateProcessingParametersBuild Methods- Specified by:
buildin interfaceFloatingRateProcessingParameters- Specified by:
buildin interfacecom.rosetta.model.lib.RosettaModelObject
-
toBuilder
- Specified by:
toBuilderin interfaceFloatingRateProcessingParameters- Specified by:
toBuilderin interfacecom.rosetta.model.lib.RosettaModelObject
-
prune
- Specified by:
prunein interfaceFloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder- Specified by:
prunein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
-
hasData
public boolean hasData()- Specified by:
hasDatain interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
-
merge
public FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger) - Specified by:
mergein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
-
equals
-
hashCode
public int hashCode() -
toString
-