Package cdm.product.asset.floatingrate.functions

package cdm.product.asset.floatingrate.functions

Related Packages

Package	Description
cdm.product.asset.floatingrate	Product-related, asset class-specific floating-rate index concepts, such as rate definitions.
cdm.product.asset.floatingrate.meta
cdm.product.asset.floatingrate.validation

Classes

Class	Description
ApplyCapsAndFloors
ApplyCapsAndFloors.ApplyCapsAndFloorsDefault
ApplyFinalRateRounding
ApplyFinalRateRounding.ApplyFinalRateRoundingDefault
ApplyFloatingRatePostSpreadProcessing
ApplyFloatingRatePostSpreadProcessing.ApplyFloatingRatePostSpreadProcessingDefault
ApplyFloatingRateProcessing
ApplyFloatingRateProcessing.ApplyFloatingRateProcessingDefault
ApplyUSRateTreatment
ApplyUSRateTreatment.ApplyUSRateTreatmentDefault
CapRateAmount
CapRateAmount.CapRateAmountDefault
DetermineFixingDate
DetermineFixingDate.DetermineFixingDateDefault
DetermineFloatingRateReset
DetermineFloatingRateReset.DetermineFloatingRateResetDefault
DetermineResetDate
DetermineResetDate.DetermineResetDateDefault
EvaluateScreenRate
EvaluateScreenRate.EvaluateScreenRateDefault
FloorRateAmount
FloorRateAmount.FloorRateAmountDefault
GetCalculatedFROCalculationParameters
GetCalculatedFROCalculationParameters.GetCalculatedFROCalculationParametersDefault
GetFloatingRateProcessingParameters
GetFloatingRateProcessingParameters.GetFloatingRateProcessingParametersDefault
GetFloatingRateProcessingType
GetFloatingRateProcessingType.GetFloatingRateProcessingTypeDefault
GetRateScheduleAmount
GetRateScheduleAmount.GetRateScheduleAmountDefault
GetRateScheduleStepValues
GetRateScheduleStepValues.GetRateScheduleStepValuesDefault
MultiplierAmount
MultiplierAmount.MultiplierAmountDefault
ProcessFloatingRateReset	Entry point for the function that performs the floating rate resetting operation.
ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX
ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX.ProcessFloatingRateResetCOMPOUND_INDEXDefault
ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR
ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.ProcessFloatingRateResetMODULARDefault
ProcessFloatingRateReset.ProcessFloatingRateResetOIS
ProcessFloatingRateReset.ProcessFloatingRateResetOIS.ProcessFloatingRateResetOISDefault
ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG
ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.ProcessFloatingRateResetOVERNIGHT_AVGDefault
ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN
ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN.ProcessFloatingRateResetSCREENDefault
SpreadAmount
SpreadAmount.SpreadAmountDefault