Package org.isda.cdm

Class InflationRateSpecification

  • All Implemented Interfaces:
    com.rosetta.model.lib.GlobalKey

    @RosettaClass
    @RosettaSynonym(value="InflationRateCalculation",source="FpML_5_10") @RosettaSynonym(value="InfltnIndx",source="ISO20022")
    public class InflationRateSpecification
    extends FloatingRateSpecification
    A class to specify the inflation rate.
    Version:
    2.5.4
    • Method Detail

      • getFallbackBondApplicable

        @RosettaSynonym(value="fallbackBondApplicable",source="FpML_5_10") @RosettaSynonym(value="fallbackBondApplicable",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="fallbackBondApplicable",source="DTCC_11_0") @RosettaSynonym(value="fallbackBondApplicable",source="DTCC_9_0") @RosettaSynonym(value="fallbackBondApplicable",source="CME_ClearedConfirm_1_17")
        public final java.lang.Boolean getFallbackBondApplicable()
        The applicability of a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8.
      • getIndexSource

        @RosettaSynonym(value="indexSource",source="FpML_5_10") @RosettaSynonym(value="indexSource",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="indexSource",source="DTCC_11_0") @RosettaSynonym(value="indexSource",source="DTCC_9_0") @RosettaSynonym(value="indexSource",source="CME_ClearedConfirm_1_17")
        public final FieldWithMetaString getIndexSource()
        The reference source such as Reuters or Bloomberg. FpML specifies indexSource to be of type rateSourcePageScheme, but without specifying actual values.
      • getInflationLag

        @RosettaSynonym(value="inflationLag",source="FpML_5_10") @RosettaSynonym(value="inflationLag",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="inflationLag",source="DTCC_11_0") @RosettaSynonym(value="inflationLag",source="DTCC_9_0") @RosettaSynonym(value="inflationLag",source="CME_ClearedConfirm_1_17")
        public final Offset getInflationLag()
        An off-setting period from the payment date which determines the reference period for which the inflation index is observed.
      • getInitialIndexLevel

        @RosettaSynonym(value="initialIndexLevel",source="FpML_5_10") @RosettaSynonym(value="initialIndexLevel",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="initialIndexLevel",source="DTCC_11_0") @RosettaSynonym(value="initialIndexLevel",source="DTCC_9_0") @RosettaSynonym(value="initialIndexLevel",source="CME_ClearedConfirm_1_17")
        public final java.math.BigDecimal getInitialIndexLevel()
        Initial known index level for the first calculation period.
      • getInterpolationMethod

        @RosettaSynonym(value="interpolationMethod",source="FpML_5_10") @RosettaSynonym(value="interpolationMethod",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="interpolationMethod",source="DTCC_11_0") @RosettaSynonym(value="interpolationMethod",source="DTCC_9_0") @RosettaSynonym(value="interpolationMethod",source="CME_ClearedConfirm_1_17")
        public final FieldWithMetaInterpolationMethodEnum getInterpolationMethod()
        The method used when calculating the Inflation Index Level from multiple points. The most common is Linear.
      • getMainPublication

        @RosettaSynonym(value="mainPublication",source="FpML_5_10") @RosettaSynonym(value="mainPublication",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="mainPublication",source="DTCC_11_0") @RosettaSynonym(value="mainPublication",source="DTCC_9_0") @RosettaSynonym(value="mainPublication",source="CME_ClearedConfirm_1_17")
        public final FieldWithMetaString getMainPublication()
        The current main publication source such as relevant web site or a government body. FpML specifies mainPublication to be of type mainPublicationSource, but without specifying actual values.
      • process

        public void process​(com.rosetta.model.lib.path.RosettaPath path,
                            com.rosetta.model.lib.process.Processor processor)
        Overrides:
        process in class FloatingRateSpecification