Uses of Interface
cdm.product.asset.floatingrate.FloatingRateSettingDetails
Packages that use FloatingRateSettingDetails
Package
Description
Product-related, asset class-specific floating-rate index concepts, such as rate definitions.
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Uses of FloatingRateSettingDetails in cdm.observable.asset.calculatedrate.functions
Methods in cdm.observable.asset.calculatedrate.functions that return FloatingRateSettingDetailsModifier and TypeMethodDescriptionEvaluateCalculatedRate.evaluate(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) -
Uses of FloatingRateSettingDetails in cdm.product.asset.calculation.functions
Methods in cdm.product.asset.calculation.functions that return types with arguments of type FloatingRateSettingDetailsModifier and TypeMethodDescriptionprotected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateSettingDetails> FloatingAmountCalculation.FloatingAmountCalculationDefault.floatingRateSetting(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateSettingDetails> FloatingAmountCalculation.floatingRateSetting(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate) Methods in cdm.product.asset.calculation.functions with parameters of type FloatingRateSettingDetailsModifier 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) ApplyFloatingRateSetting.ApplyFloatingRateSettingDefault.assignOutput(FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder result, InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) 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 FieldWithMetaString> ApplyFloatingRateSetting.ApplyFloatingRateSettingDefault.currency(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaString> ApplyFloatingRateSetting.currency(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) 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) ApplyFloatingRateSetting.ApplyFloatingRateSettingDefault.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) protected abstract FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilderApplyFloatingRateSetting.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) 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) ApplyFloatingRateSetting.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) CalculateFloatingCashFlow.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateSetting.ApplyFloatingRateSettingDefault.floatingRate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateSetting.floatingRate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateSetting.ApplyFloatingRateSettingDefault.notional(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateSetting.notional(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) 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<? extends Money> ApplyFloatingRateSetting.ApplyFloatingRateSettingDefault.periodNotional(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends Money> ApplyFloatingRateSetting.periodNotional(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) protected 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) protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateProcessingParameters> ApplyFloatingRateSetting.ApplyFloatingRateSettingDefault.processingParameters(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateProcessingParameters> ApplyFloatingRateSetting.processingParameters(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) 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 FloatingRateSettingDetails in cdm.product.asset.floatingrate
Subinterfaces of FloatingRateSettingDetails in cdm.product.asset.floatingrateModifier and TypeInterfaceDescriptionstatic interfaceBuilder InterfaceClasses in cdm.product.asset.floatingrate that implement FloatingRateSettingDetailsModifier and TypeClassDescriptionstatic classBuilder Implementation of FloatingRateSettingDetailsstatic classImmutable Implementation of FloatingRateSettingDetailsMethods in cdm.product.asset.floatingrate that return FloatingRateSettingDetailsModifier and TypeMethodDescriptionFloatingRateSettingDetails.build()Build MethodsFloatingRateSettingDetails.FloatingRateSettingDetailsBuilderImpl.build()FloatingRateSettingDetails.FloatingRateSettingDetailsImpl.build()FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsImpl.getFloatingRate()FloatingAmountCalculationDetails.getFloatingRate()The details of the floating rate setting.Methods in cdm.product.asset.floatingrate that return types with arguments of type FloatingRateSettingDetailsModifier and TypeMethodDescriptiondefault Class<? extends FloatingRateSettingDetails> FloatingRateSettingDetails.getType()default com.rosetta.model.lib.meta.RosettaMetaData<? extends FloatingRateSettingDetails> FloatingRateSettingDetails.metaData()Utility MethodsMethods in cdm.product.asset.floatingrate with parameters of type FloatingRateSettingDetailsModifier and TypeMethodDescriptionFloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder.setFloatingRate(FloatingRateSettingDetails floatingRate) FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilderImpl.setFloatingRate(FloatingRateSettingDetails _floatingRate) -
Uses of FloatingRateSettingDetails in cdm.product.asset.floatingrate.functions
Methods in cdm.product.asset.floatingrate.functions that return FloatingRateSettingDetailsModifier and TypeMethodDescriptionDetermineFloatingRateReset.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod) EvaluateScreenRate.evaluate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) ProcessFloatingRateReset.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) ProcessFloatingRateReset.ProcessFloatingRateResetOIS.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) -
Uses of FloatingRateSettingDetails in cdm.product.asset.floatingrate.meta
Methods in cdm.product.asset.floatingrate.meta that return types with arguments of type FloatingRateSettingDetailsModifier and TypeMethodDescriptionList<com.rosetta.model.lib.validation.Validator<? super FloatingRateSettingDetails>> FloatingRateSettingDetailsMeta.dataRules(com.rosetta.model.lib.validation.ValidatorFactory factory) List<Function<? super FloatingRateSettingDetails, com.rosetta.model.lib.qualify.QualifyResult>> FloatingRateSettingDetailsMeta.getQualifyFunctions(com.rosetta.model.lib.qualify.QualifyFunctionFactory factory) com.rosetta.model.lib.validation.ValidatorWithArg<? super FloatingRateSettingDetails, Set<String>> FloatingRateSettingDetailsMeta.onlyExistsValidator()com.rosetta.model.lib.validation.Validator<? super FloatingRateSettingDetails> FloatingRateSettingDetailsMeta.typeFormatValidator()Deprecated.com.rosetta.model.lib.validation.Validator<? super FloatingRateSettingDetails> FloatingRateSettingDetailsMeta.typeFormatValidator(com.rosetta.model.lib.validation.ValidatorFactory factory) com.rosetta.model.lib.validation.Validator<? super FloatingRateSettingDetails> FloatingRateSettingDetailsMeta.validator()Deprecated.com.rosetta.model.lib.validation.Validator<? super FloatingRateSettingDetails> FloatingRateSettingDetailsMeta.validator(com.rosetta.model.lib.validation.ValidatorFactory factory) -
Uses of FloatingRateSettingDetails in cdm.product.asset.floatingrate.validation
Methods in cdm.product.asset.floatingrate.validation with parameters of type FloatingRateSettingDetailsModifier and TypeMethodDescriptionList<com.rosetta.model.lib.validation.ValidationResult<?>> FloatingRateSettingDetailsTypeFormatValidator.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, FloatingRateSettingDetails o) List<com.rosetta.model.lib.validation.ValidationResult<?>> FloatingRateSettingDetailsValidator.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, FloatingRateSettingDetails o) -
Uses of FloatingRateSettingDetails in cdm.product.asset.floatingrate.validation.exists
Methods in cdm.product.asset.floatingrate.validation.exists with type parameters of type FloatingRateSettingDetailsModifier and TypeMethodDescription<T2 extends FloatingRateSettingDetails>
com.rosetta.model.lib.validation.ValidationResult<FloatingRateSettingDetails> FloatingRateSettingDetailsOnlyExistsValidator.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 FloatingRateSettingDetailsModifier and TypeMethodDescription<T2 extends FloatingRateSettingDetails>
com.rosetta.model.lib.validation.ValidationResult<FloatingRateSettingDetails> FloatingRateSettingDetailsOnlyExistsValidator.validate(com.rosetta.model.lib.path.RosettaPath path, T2 o, Set<String> fields)