Package cdm.product.collateral

Class CollateralAgreementFloatingRate.CollateralAgreementFloatingRateImpl

java.lang.Object

cdm.product.asset.FloatingRateBase.FloatingRateBaseImpl

cdm.product.collateral.CollateralAgreementFloatingRate.CollateralAgreementFloatingRateImpl

All Implemented Interfaces:

FloatingRateBase, CollateralAgreementFloatingRate, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject

Enclosing interface:

CollateralAgreementFloatingRate

public static class CollateralAgreementFloatingRate.CollateralAgreementFloatingRateImpl
extends FloatingRateBase.FloatingRateBaseImpl
implements CollateralAgreementFloatingRate

Immutable Implementation of CollateralAgreementFloatingRate

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.product.collateral.CollateralAgreementFloatingRate

CollateralAgreementFloatingRate.CollateralAgreementFloatingRateBuilder, CollateralAgreementFloatingRate.CollateralAgreementFloatingRateBuilderImpl, CollateralAgreementFloatingRate.CollateralAgreementFloatingRateImpl

Nested classes/interfaces inherited from interface cdm.product.asset.FloatingRateBase

FloatingRateBase.FloatingRateBaseBuilder, FloatingRateBase.FloatingRateBaseBuilderImpl, FloatingRateBase.FloatingRateBaseImpl

Nested classes/interfaces inherited from interface com.rosetta.model.lib.GlobalKey

com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Field Summary

Fields inherited from interface cdm.product.collateral.CollateralAgreementFloatingRate

metaData

Fields inherited from interface cdm.product.asset.FloatingRateBase

metaData

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	CollateralAgreementFloatingRateImpl(CollateralAgreementFloatingRate.CollateralAgreementFloatingRateBuilder builder)

Method Summary

Modifier and Type	Method	Description
CollateralAgreementFloatingRate	build()	Build Methods
boolean	equals(Object o)
Boolean	getCompressibleSpread()	Specifies how spreads should be applied in a low/negative rate environment.
Boolean	getNegativeInterest()	Specifies how negative rates should be applied.
int	hashCode()
protected void	setBuilderFields(CollateralAgreementFloatingRate.CollateralAgreementFloatingRateBuilder builder)
CollateralAgreementFloatingRate.CollateralAgreementFloatingRateBuilder	toBuilder()
String	toString()

Methods inherited from class cdm.product.asset.FloatingRateBase.FloatingRateBaseImpl

getCapRateSchedule, getFloorRateSchedule, getMeta, getRateOption, getSpreadSchedule, setBuilderFields

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface cdm.product.collateral.CollateralAgreementFloatingRate

getType, metaData, process

Methods inherited from interface cdm.product.asset.FloatingRateBase

getCapRateSchedule, getFloorRateSchedule, getMeta, getRateOption, getSpreadSchedule

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

processRosetta, processRosetta

Constructor Details

CollateralAgreementFloatingRateImpl

protected CollateralAgreementFloatingRateImpl(CollateralAgreementFloatingRate.CollateralAgreementFloatingRateBuilder builder)

Method Details

getNegativeInterest

@RosettaAttribute(value="negativeInterest",
                  isRequired=true)
@RuneAttribute(value="negativeInterest",
               isRequired=true)
public Boolean getNegativeInterest()

Description copied from interface: CollateralAgreementFloatingRate

Specifies how negative rates should be applied. If rates go negative, should the payment be reversed (true) or zeroed out (false)?

Specified by:

getNegativeInterest in interface CollateralAgreementFloatingRate

getCompressibleSpread

@RosettaAttribute(value="compressibleSpread",
                  isRequired=true)
@RuneAttribute(value="compressibleSpread",
               isRequired=true)
public Boolean getCompressibleSpread()

Description copied from interface: CollateralAgreementFloatingRate

Specifies how spreads should be applied in a low/negative rate environment. If true, spread is applied only if rate is positive.

Specified by:

getCompressibleSpread in interface CollateralAgreementFloatingRate

build

public CollateralAgreementFloatingRate build()

Description copied from interface: FloatingRateBase

Build Methods

Specified by:

build in interface CollateralAgreementFloatingRate

Specified by:

build in interface FloatingRateBase

Specified by:

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

Overrides:

build in class FloatingRateBase.FloatingRateBaseImpl

toBuilder

public CollateralAgreementFloatingRate.CollateralAgreementFloatingRateBuilder toBuilder()

Specified by:

toBuilder in interface CollateralAgreementFloatingRate

Specified by:

toBuilder in interface FloatingRateBase

Specified by:

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

Overrides:

toBuilder in class FloatingRateBase.FloatingRateBaseImpl

setBuilderFields

protected void setBuilderFields(CollateralAgreementFloatingRate.CollateralAgreementFloatingRateBuilder builder)

equals

public boolean equals(Object o)

Overrides:

equals in class FloatingRateBase.FloatingRateBaseImpl

hashCode

public int hashCode()

Overrides:

hashCode in class FloatingRateBase.FloatingRateBaseImpl

toString

public String toString()

Overrides:

toString in class FloatingRateBase.FloatingRateBaseImpl