Package cdm.product.asset.floatingrate

Class FloatingRateProcessingParameters.FloatingRateProcessingParametersImpl

java.lang.Object

cdm.product.asset.floatingrate.FloatingRateProcessingParameters.FloatingRateProcessingParametersImpl

All Implemented Interfaces:

FloatingRateProcessingParameters, com.rosetta.model.lib.RosettaModelObject

Enclosing interface:

FloatingRateProcessingParameters

public static class FloatingRateProcessingParameters.FloatingRateProcessingParametersImpl
extends Object
implements FloatingRateProcessingParameters

Immutable 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

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

metaData

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FloatingRateProcessingParametersImpl(FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder builder)

Method Summary

Modifier and Type	Method	Description
FloatingRateProcessingParameters	build()	Build Methods
boolean	equals(Object o)
BigDecimal	getCapRate()	capt to be applied to the floating rate.
BigDecimal	getFloorRate()	floor to be applied to the floating rate.
Price	getInitialRate()	The rate to be applied for the initial period.
BigDecimal	getMultiplier()	floating rate multiplier.
NegativeInterestRateTreatmentEnum	getNegativeTreatment()	How to handle negative interest rates.
Rounding	getRounding()	THe final rate rounding to be applied.
BigDecimal	getSpread()	spread to be added to the floating rate.
RateTreatmentEnum	getTreatment()	US rate treatment (Bond Equivalent Yield or Money Market Yield, if applicable.
int	hashCode()
protected void	setBuilderFields(FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder builder)
FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder	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.FloatingRateProcessingParameters

getType, metaData, process

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

processRosetta, processRosetta

Constructor Details

FloatingRateProcessingParametersImpl

protected FloatingRateProcessingParametersImpl(FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder builder)

Method Details

getInitialRate

@RosettaAttribute("initialRate")
@RuneAttribute("initialRate")
public Price getInitialRate()

Description copied from interface: FloatingRateProcessingParameters

The rate to be applied for the initial period.

Specified by:

getInitialRate in interface FloatingRateProcessingParameters

getMultiplier

@RosettaAttribute("multiplier")
@RuneAttribute("multiplier")
public BigDecimal getMultiplier()

Description copied from interface: FloatingRateProcessingParameters

floating rate multiplier.

Specified by:

getMultiplier in interface FloatingRateProcessingParameters

getSpread

@RosettaAttribute("spread")
@RuneAttribute("spread")
public BigDecimal getSpread()

Description copied from interface: FloatingRateProcessingParameters

spread to be added to the floating rate.

Specified by:

getSpread in interface FloatingRateProcessingParameters

getTreatment

@RosettaAttribute("treatment")
@RuneAttribute("treatment")
public RateTreatmentEnum getTreatment()

Description copied from interface: FloatingRateProcessingParameters

US rate treatment (Bond Equivalent Yield or Money Market Yield, if applicable.

Specified by:

getTreatment in interface FloatingRateProcessingParameters

getCapRate

@RosettaAttribute("capRate")
@RuneAttribute("capRate")
public BigDecimal getCapRate()

Description copied from interface: FloatingRateProcessingParameters

capt to be applied to the floating rate.

Specified by:

getCapRate in interface FloatingRateProcessingParameters

getFloorRate

@RosettaAttribute("floorRate")
@RuneAttribute("floorRate")
public BigDecimal getFloorRate()

Description copied from interface: FloatingRateProcessingParameters

floor to be applied to the floating rate.

Specified by:

getFloorRate in interface FloatingRateProcessingParameters

getRounding

@RosettaAttribute("rounding")
@RuneAttribute("rounding")
public Rounding getRounding()

Description copied from interface: FloatingRateProcessingParameters

THe final rate rounding to be applied.

Specified by:

getRounding in interface FloatingRateProcessingParameters

getNegativeTreatment

@RosettaAttribute("negativeTreatment")
@RuneAttribute("negativeTreatment")
public NegativeInterestRateTreatmentEnum getNegativeTreatment()

Description copied from interface: FloatingRateProcessingParameters

How to handle negative interest rates.

Specified by:

getNegativeTreatment in interface FloatingRateProcessingParameters

build

public FloatingRateProcessingParameters build()

Description copied from interface: FloatingRateProcessingParameters

Build Methods

Specified by:

build in interface FloatingRateProcessingParameters

Specified by:

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

toBuilder

public FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder toBuilder()

Specified by:

toBuilder in interface FloatingRateProcessingParameters

Specified by:

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

setBuilderFields

protected void setBuilderFields(FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder 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