Package cdm.product.common.schedule

Class CalculationPeriod.CalculationPeriodImpl

java.lang.Object

cdm.product.common.schedule.CalculationPeriodBase.CalculationPeriodBaseImpl

cdm.product.common.schedule.CalculationPeriod.CalculationPeriodImpl

All Implemented Interfaces:

CalculationPeriod, CalculationPeriodBase, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject

Enclosing interface:

CalculationPeriod

public static class CalculationPeriod.CalculationPeriodImpl
extends CalculationPeriodBase.CalculationPeriodBaseImpl
implements CalculationPeriod

Immutable Implementation of CalculationPeriod

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.product.common.schedule.CalculationPeriod

CalculationPeriod.CalculationPeriodBuilder, CalculationPeriod.CalculationPeriodBuilderImpl, CalculationPeriod.CalculationPeriodImpl

Nested classes/interfaces inherited from interface cdm.product.common.schedule.CalculationPeriodBase

CalculationPeriodBase.CalculationPeriodBaseBuilder, CalculationPeriodBase.CalculationPeriodBaseBuilderImpl, CalculationPeriodBase.CalculationPeriodBaseImpl

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.common.schedule.CalculationPeriod

metaData

Fields inherited from interface cdm.product.common.schedule.CalculationPeriodBase

metaData

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	CalculationPeriodImpl(CalculationPeriod.CalculationPeriodBuilder builder)

Method Summary

Modifier and Type	Method	Description
CalculationPeriod	build()	Build Methods
boolean	equals(Object o)
Integer	getCalculationPeriodNumberOfDays()	The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.
BigDecimal	getDayCountYearFraction()	The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.
BigDecimal	getFixedRate()	The calculation period fixed rate.
FloatingRateDefinition	getFloatingRateDefinition()	The floating rate reset information for the calculation period.
Money	getForecastAmount()	The amount representing the forecast of the accrued value of the calculation period.
BigDecimal	getForecastRate()	A value representing the forecast rate used to calculate the forecast future value of the accrual period.
FxLinkedNotionalAmount	getFxLinkedNotionalAmount()	The amount that a cashflow will accrue interest on.
BigDecimal	getNotionalAmount()	The amount that a cashflow will accrue interest on.
com.rosetta.model.lib.records.Date	getUnadjustedEndDate()	The calculation end date, unadjusted.
com.rosetta.model.lib.records.Date	getUnadjustedStartDate()	The calculation start date, unadjusted.
int	hashCode()
protected void	setBuilderFields(CalculationPeriod.CalculationPeriodBuilder builder)
CalculationPeriod.CalculationPeriodBuilder	toBuilder()
String	toString()

Methods inherited from class cdm.product.common.schedule.CalculationPeriodBase.CalculationPeriodBaseImpl

getAdjustedEndDate, getAdjustedStartDate, getMeta, setBuilderFields

Methods inherited from class java.lang.Object

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

Methods inherited from interface cdm.product.common.schedule.CalculationPeriod

getType, metaData, process

Methods inherited from interface cdm.product.common.schedule.CalculationPeriodBase

getAdjustedEndDate, getAdjustedStartDate, getMeta

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

processRosetta, processRosetta

Constructor Details

CalculationPeriodImpl

protected CalculationPeriodImpl(CalculationPeriod.CalculationPeriodBuilder builder)

Method Details

getUnadjustedStartDate

@RosettaAttribute("unadjustedStartDate")
@RuneAttribute("unadjustedStartDate")
public com.rosetta.model.lib.records.Date getUnadjustedStartDate()

Description copied from interface: CalculationPeriod

The calculation start date, unadjusted.

Specified by:

getUnadjustedStartDate in interface CalculationPeriod

getUnadjustedEndDate

@RosettaAttribute("unadjustedEndDate")
@RuneAttribute("unadjustedEndDate")
public com.rosetta.model.lib.records.Date getUnadjustedEndDate()

Description copied from interface: CalculationPeriod

The calculation end date, unadjusted.

Specified by:

getUnadjustedEndDate in interface CalculationPeriod

getCalculationPeriodNumberOfDays

@RosettaAttribute("calculationPeriodNumberOfDays")
@RuneAttribute("calculationPeriodNumberOfDays")
public Integer getCalculationPeriodNumberOfDays()

Description copied from interface: CalculationPeriod

The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.

Specified by:

getCalculationPeriodNumberOfDays in interface CalculationPeriod

getNotionalAmount

@RosettaAttribute("notionalAmount")
@RuneAttribute("notionalAmount")
public BigDecimal getNotionalAmount()

Description copied from interface: CalculationPeriod

The amount that a cashflow will accrue interest on.

Specified by:

getNotionalAmount in interface CalculationPeriod

getFxLinkedNotionalAmount

@RosettaAttribute("fxLinkedNotionalAmount")
@RuneAttribute("fxLinkedNotionalAmount")
public FxLinkedNotionalAmount getFxLinkedNotionalAmount()

Description copied from interface: CalculationPeriod

The amount that a cashflow will accrue interest on. This is the calculated amount of the FX linked - i.e. the other currency notional amount multiplied by the appropriate FX spot rate.

Specified by:

getFxLinkedNotionalAmount in interface CalculationPeriod

getFloatingRateDefinition

@RosettaAttribute("floatingRateDefinition")
@RuneAttribute("floatingRateDefinition")
public FloatingRateDefinition getFloatingRateDefinition()

Description copied from interface: CalculationPeriod

The floating rate reset information for the calculation period.

Specified by:

getFloatingRateDefinition in interface CalculationPeriod

getFixedRate

@RosettaAttribute("fixedRate")
@RuneAttribute("fixedRate")
public BigDecimal getFixedRate()

Description copied from interface: CalculationPeriod

The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.

Specified by:

getFixedRate in interface CalculationPeriod

getDayCountYearFraction

@RosettaAttribute("dayCountYearFraction")
@RuneAttribute("dayCountYearFraction")
public BigDecimal getDayCountYearFraction()

Description copied from interface: CalculationPeriod

The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.

Specified by:

getDayCountYearFraction in interface CalculationPeriod

getForecastAmount

@RosettaAttribute("forecastAmount")
@RuneAttribute("forecastAmount")
public Money getForecastAmount()

Description copied from interface: CalculationPeriod

The amount representing the forecast of the accrued value of the calculation period. An intermediate value used to generate the forecastPaymentAmount in the PaymentCalculationPeriod.

Specified by:

getForecastAmount in interface CalculationPeriod

getForecastRate

@RosettaAttribute("forecastRate")
@RuneAttribute("forecastRate")
public BigDecimal getForecastRate()

Description copied from interface: CalculationPeriod

A value representing the forecast rate used to calculate the forecast future value of the accrual period. This is a calculated rate determined based on averaging the rates in the rateObservation elements, and incorporates all of the rate treatment and averaging rules. A value of 1% should be represented as 0.01.

Specified by:

getForecastRate in interface CalculationPeriod

build

public CalculationPeriod build()

Description copied from interface: CalculationPeriodBase

Build Methods

Specified by:

build in interface CalculationPeriod

Specified by:

build in interface CalculationPeriodBase

Specified by:

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

Overrides:

build in class CalculationPeriodBase.CalculationPeriodBaseImpl

toBuilder

public CalculationPeriod.CalculationPeriodBuilder toBuilder()

Specified by:

toBuilder in interface CalculationPeriod

Specified by:

toBuilder in interface CalculationPeriodBase

Specified by:

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

Overrides:

toBuilder in class CalculationPeriodBase.CalculationPeriodBaseImpl

setBuilderFields

protected void setBuilderFields(CalculationPeriod.CalculationPeriodBuilder builder)

equals

public boolean equals(Object o)

Overrides:

equals in class CalculationPeriodBase.CalculationPeriodBaseImpl

hashCode

public int hashCode()

Overrides:

hashCode in class CalculationPeriodBase.CalculationPeriodBaseImpl

toString

public String toString()

Overrides:

toString in class CalculationPeriodBase.CalculationPeriodBaseImpl