Uses of Interface
cdm.product.asset.floatingrate.FloatingRateProcessingDetails
Packages that use FloatingRateProcessingDetails
Package
Description
Product-related, asset class-specific floating-rate index concepts, such as rate definitions.
-
Uses of FloatingRateProcessingDetails in cdm.product.asset.calculation.functions
Methods in cdm.product.asset.calculation.functions that return FloatingRateProcessingDetailsMethods in cdm.product.asset.calculation.functions that return types with arguments of type FloatingRateProcessingDetailsModifier and TypeMethodDescriptionprotected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateProcessingDetails> ApplyFloatingRateSetting.ApplyFloatingRateSettingDefault.processedRateDetails(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateProcessingDetails> ApplyFloatingRateSetting.processedRateDetails(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) Methods in cdm.product.asset.calculation.functions with parameters of type FloatingRateProcessingDetailsModifier and TypeMethodDescriptionprotected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.annualAccrual(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault.annualAccrual(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.appliedRate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault.appliedRate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault.assignOutput(FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder result, InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault.cashflow(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.cashflow(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaDayCountFractionEnum> CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault.dcf(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaDayCountFractionEnum> CalculateFloatingCashFlow.dcf(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected abstract FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilderCalculateFloatingCashFlow.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) CalculateFloatingCashFlow.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault.notionalAccrual(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.notionalAccrual(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault.spreadExclusiveCashflow(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.spreadExclusiveCashflow(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault.spreadExclusiveRate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.spreadExclusiveRate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault.yearFraction(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.yearFraction(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) -
Uses of FloatingRateProcessingDetails in cdm.product.asset.floatingrate
Subinterfaces of FloatingRateProcessingDetails in cdm.product.asset.floatingrateModifier and TypeInterfaceDescriptionstatic interfaceBuilder InterfaceClasses in cdm.product.asset.floatingrate that implement FloatingRateProcessingDetailsModifier and TypeClassDescriptionstatic classBuilder Implementation of FloatingRateProcessingDetailsstatic classImmutable Implementation of FloatingRateProcessingDetailsMethods in cdm.product.asset.floatingrate that return FloatingRateProcessingDetailsModifier and TypeMethodDescriptionFloatingRateProcessingDetails.build()Build MethodsFloatingRateProcessingDetails.FloatingRateProcessingDetailsBuilderImpl.build()FloatingRateProcessingDetails.FloatingRateProcessingDetailsImpl.build()FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsImpl.getProcessingDetails()FloatingAmountCalculationDetails.getProcessingDetails()Details fo the floating rate treatment after the rate is observed or calculated.Methods in cdm.product.asset.floatingrate that return types with arguments of type FloatingRateProcessingDetailsModifier and TypeMethodDescriptiondefault Class<? extends FloatingRateProcessingDetails> FloatingRateProcessingDetails.getType()default com.rosetta.model.lib.meta.RosettaMetaData<? extends FloatingRateProcessingDetails> FloatingRateProcessingDetails.metaData()Utility MethodsMethods in cdm.product.asset.floatingrate with parameters of type FloatingRateProcessingDetailsModifier and TypeMethodDescriptionFloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder.setProcessingDetails(FloatingRateProcessingDetails processingDetails) FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilderImpl.setProcessingDetails(FloatingRateProcessingDetails _processingDetails) -
Uses of FloatingRateProcessingDetails in cdm.product.asset.floatingrate.functions
Methods in cdm.product.asset.floatingrate.functions that return FloatingRateProcessingDetailsModifier and TypeMethodDescriptionApplyFloatingRateProcessing.evaluate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) -
Uses of FloatingRateProcessingDetails in cdm.product.asset.floatingrate.meta
Methods in cdm.product.asset.floatingrate.meta that return types with arguments of type FloatingRateProcessingDetailsModifier and TypeMethodDescriptionList<com.rosetta.model.lib.validation.Validator<? super FloatingRateProcessingDetails>> FloatingRateProcessingDetailsMeta.dataRules(com.rosetta.model.lib.validation.ValidatorFactory factory) List<Function<? super FloatingRateProcessingDetails, com.rosetta.model.lib.qualify.QualifyResult>> FloatingRateProcessingDetailsMeta.getQualifyFunctions(com.rosetta.model.lib.qualify.QualifyFunctionFactory factory) com.rosetta.model.lib.validation.ValidatorWithArg<? super FloatingRateProcessingDetails, Set<String>> FloatingRateProcessingDetailsMeta.onlyExistsValidator()com.rosetta.model.lib.validation.Validator<? super FloatingRateProcessingDetails> FloatingRateProcessingDetailsMeta.typeFormatValidator()Deprecated.com.rosetta.model.lib.validation.Validator<? super FloatingRateProcessingDetails> FloatingRateProcessingDetailsMeta.typeFormatValidator(com.rosetta.model.lib.validation.ValidatorFactory factory) com.rosetta.model.lib.validation.Validator<? super FloatingRateProcessingDetails> FloatingRateProcessingDetailsMeta.validator()Deprecated.com.rosetta.model.lib.validation.Validator<? super FloatingRateProcessingDetails> FloatingRateProcessingDetailsMeta.validator(com.rosetta.model.lib.validation.ValidatorFactory factory) -
Uses of FloatingRateProcessingDetails in cdm.product.asset.floatingrate.validation
Methods in cdm.product.asset.floatingrate.validation with parameters of type FloatingRateProcessingDetailsModifier and TypeMethodDescriptionList<com.rosetta.model.lib.validation.ValidationResult<?>> FloatingRateProcessingDetailsTypeFormatValidator.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, FloatingRateProcessingDetails o) List<com.rosetta.model.lib.validation.ValidationResult<?>> FloatingRateProcessingDetailsValidator.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, FloatingRateProcessingDetails o) -
Uses of FloatingRateProcessingDetails in cdm.product.asset.floatingrate.validation.exists
Methods in cdm.product.asset.floatingrate.validation.exists with type parameters of type FloatingRateProcessingDetailsModifier and TypeMethodDescription<T2 extends FloatingRateProcessingDetails>
com.rosetta.model.lib.validation.ValidationResult<FloatingRateProcessingDetails> FloatingRateProcessingDetailsOnlyExistsValidator.validate(com.rosetta.model.lib.path.RosettaPath path, T2 o, Set<String> fields) Methods in cdm.product.asset.floatingrate.validation.exists that return types with arguments of type FloatingRateProcessingDetailsModifier and TypeMethodDescription<T2 extends FloatingRateProcessingDetails>
com.rosetta.model.lib.validation.ValidationResult<FloatingRateProcessingDetails> FloatingRateProcessingDetailsOnlyExistsValidator.validate(com.rosetta.model.lib.path.RosettaPath path, T2 o, Set<String> fields)