Package cdm.product.common.schedule

Interface CalculationPeriod

All Superinterfaces:
CalculationPeriodBase, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
CalculationPeriod.CalculationPeriodBuilder
All Known Implementing Classes:
CalculationPeriod.CalculationPeriodBuilderImpl, CalculationPeriod.CalculationPeriodImpl
@RosettaDataType(value="CalculationPeriod", builder=CalculationPeriodBuilderImpl.class, version="5.30.0") @RuneDataType(value="CalculationPeriod", model="cdm", builder=CalculationPeriodBuilderImpl.class, version="5.30.0") public interface CalculationPeriod extends CalculationPeriodBase
A data defining: the parameters used in the calculation of a fixed or floating rate calculation period amount. This data forms: part of cashflows representation of a swap stream.
Version:
5.30.0

  • Field Details

  • Method Details

    • getUnadjustedStartDate

      com.rosetta.model.lib.records.Date getUnadjustedStartDate()
      The calculation start date, unadjusted.

    • getUnadjustedEndDate

      com.rosetta.model.lib.records.Date getUnadjustedEndDate()
      The calculation end date, unadjusted.

    • getCalculationPeriodNumberOfDays

      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.

    • getNotionalAmount

      BigDecimal getNotionalAmount()
      The amount that a cashflow will accrue interest on.

    • getFxLinkedNotionalAmount

      FxLinkedNotionalAmount getFxLinkedNotionalAmount()
      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.

    • getFloatingRateDefinition

      FloatingRateDefinition getFloatingRateDefinition()
      The floating rate reset information for the calculation period.

    • getFixedRate

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

    • getDayCountYearFraction

      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.

    • getForecastAmount

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

    • getForecastRate

      BigDecimal getForecastRate()
      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.

    • build

      CalculationPeriod build()
      Build Methods
      Specified by:
      build in interface CalculationPeriodBase
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      CalculationPeriod.CalculationPeriodBuilder toBuilder()
      Specified by:
      toBuilder in interface CalculationPeriodBase
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static CalculationPeriod.CalculationPeriodBuilder builder()

    • metaData

      default com.rosetta.model.lib.meta.RosettaMetaData<? extends CalculationPeriod> metaData()
      Utility Methods
      Specified by:
      metaData in interface CalculationPeriodBase
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject

    • getType

      @RuneAttribute("@type") default Class<? extends CalculationPeriod> getType()
      Specified by:
      getType in interface CalculationPeriodBase
      Specified by:
      getType in interface com.rosetta.model.lib.RosettaModelObject

    • process

      default void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
      Specified by:
      process in interface CalculationPeriodBase
      Specified by:
      process in interface com.rosetta.model.lib.RosettaModelObject