Package cdm.product.common.schedule

Interface PaymentCalculationPeriod

All Superinterfaces:
com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
PaymentCalculationPeriod.PaymentCalculationPeriodBuilder
All Known Implementing Classes:
PaymentCalculationPeriod.PaymentCalculationPeriodBuilderImpl, PaymentCalculationPeriod.PaymentCalculationPeriodImpl
@RosettaDataType(value="PaymentCalculationPeriod", builder=PaymentCalculationPeriodBuilderImpl.class, version="5.30.0") @RuneDataType(value="PaymentCalculationPeriod", model="cdm", builder=PaymentCalculationPeriodBuilderImpl.class, version="5.30.0") public interface PaymentCalculationPeriod extends com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.GlobalKey
A data defining: the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount. This data forms: part of the cashflow representation of a swap stream.
Version:
5.30.0

  • Field Details

  • Method Details

    • getUnadjustedPaymentDate

      com.rosetta.model.lib.records.Date getUnadjustedPaymentDate()
      The unadjusted payment date.

    • getAdjustedPaymentDate

      com.rosetta.model.lib.records.Date getAdjustedPaymentDate()
      The adjusted payment date. This date should already be adjusted for any applicable business day convention. This component is not intended for use in trade confirmation but may be specified to allow the fee structure to also serve as a cashflow type component.

    • getCalculationPeriod

      List<? extends CalculationPeriod> getCalculationPeriod()
      The parameters used in the calculation of a fixed or floating rate calculation period amount. A list of calculation period elements may be ordered in the document by ascending start date. An FpML document which contains an unordered list of calculation periods is still regarded as a conformant document.

    • getFixedPaymentAmount

      Money getFixedPaymentAmount()
      A known fixed payment amount.

    • getDiscountFactor

      BigDecimal getDiscountFactor()
      A decimal value representing the discount factor used to calculate the present value of cash flow.

    • getForecastPaymentAmount

      Money getForecastPaymentAmount()
      A monetary amount representing the forecast of the future value of the payment.

    • getPresentValueAmount

      Money getPresentValueAmount()
      A monetary amount representing the present value of the forecast payment.

    • getMeta

      com.rosetta.model.metafields.MetaFields getMeta()
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey

    • build

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

    • toBuilder

      PaymentCalculationPeriod.PaymentCalculationPeriodBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static PaymentCalculationPeriod.PaymentCalculationPeriodBuilder builder()

    • metaData

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

    • getType

      @RuneAttribute("@type") default Class<? extends PaymentCalculationPeriod> getType()
      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 com.rosetta.model.lib.RosettaModelObject