Package cdm.product.asset.floatingrate

Interface FloatingRateProcessingParameters

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder

All Known Implementing Classes:

FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilderImpl, FloatingRateProcessingParameters.FloatingRateProcessingParametersImpl

@RosettaDataType(value="FloatingRateProcessingParameters",
                 builder=FloatingRateProcessingParametersBuilderImpl.class,
                 version="5.30.0")
@RuneDataType(value="FloatingRateProcessingParameters",
              model="cdm",
              builder=FloatingRateProcessingParametersBuilderImpl.class,
              version="5.30.0")
public interface FloatingRateProcessingParameters
extends com.rosetta.model.lib.RosettaModelObject

Type to hold the processing parameters that should be or were used to calculate a floating amount. These parameters can vary over a schedule so this type holds the acutal values applicable to this calculation.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder	Builder Interface
static class	FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilderImpl	Builder Implementation of FloatingRateProcessingParameters
static class	FloatingRateProcessingParameters.FloatingRateProcessingParametersImpl	Immutable Implementation of FloatingRateProcessingParameters

Field Summary

Fields

Modifier and Type	Field	Description
static final FloatingRateProcessingParametersMeta	metaData

Method Summary

Modifier and Type	Method	Description
FloatingRateProcessingParameters	build()	Build Methods
static FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder	builder()
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.
default Class<? extends FloatingRateProcessingParameters>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends FloatingRateProcessingParameters>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final FloatingRateProcessingParametersMeta metaData

Method Details

getInitialRate

Price getInitialRate()

The rate to be applied for the initial period.

getMultiplier

BigDecimal getMultiplier()

floating rate multiplier.

getSpread

BigDecimal getSpread()

spread to be added to the floating rate.

getTreatment

RateTreatmentEnum getTreatment()

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

getCapRate

BigDecimal getCapRate()

capt to be applied to the floating rate.

getFloorRate

BigDecimal getFloorRate()

floor to be applied to the floating rate.

getRounding

Rounding getRounding()

THe final rate rounding to be applied.

getNegativeTreatment

NegativeInterestRateTreatmentEnum getNegativeTreatment()

How to handle negative interest rates.

build

FloatingRateProcessingParameters build()

Build Methods

Specified by:

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

toBuilder

FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder toBuilder()

Specified by:

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

builder

static FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder builder()

metaData

default com.rosetta.model.lib.meta.RosettaMetaData<? extends FloatingRateProcessingParameters> metaData()

Utility Methods

Specified by:

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

getType

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