Package org.isda.cdm
Class FloatingRateDefinition
- java.lang.Object
-
- com.rosetta.model.lib.RosettaModelObject
-
- org.isda.cdm.FloatingRateDefinition
-
@RosettaClass @RosettaSynonym(value="FloatingRateDefinition", source="FpML_5_10") public class FloatingRateDefinition extends com.rosetta.model.lib.RosettaModelObject
A class defining parameters associated with a floating rate reset. This class forms part of the cashflows representation of a stream.- Version:
- 2.5.4
-
-
Nested Class Summary
Nested Classes Modifier and Type Class Description static class
FloatingRateDefinition.FloatingRateDefinitionBuilder
-
Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static FloatingRateDefinition.FloatingRateDefinitionBuilder
builder()
boolean
equals(java.lang.Object o)
java.math.BigDecimal
getCalculatedRate()
The final calculated rate for a calculation period after any required averaging of rates A calculated rate of 5% would be represented as 0.05.java.util.List<Strike>
getCapRate()
The cap rate, if any, which applies to the floating rate for the calculation period.java.math.BigDecimal
getFloatingRateMultiplier()
A rate multiplier to apply to the floating rate.java.util.List<Strike>
getFloorRate()
The floor rate, if any, which applies to the floating rate for the calculation period.java.util.List<RateObservation>
getRateObservation()
The details of a particular rate observation, including the fixing date and observed rate.java.math.BigDecimal
getSpread()
The ISDA Spread, if any, which applies for the calculation period.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends FloatingRateDefinition>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
FloatingRateDefinition.FloatingRateDefinitionBuilder
toBuilder()
java.lang.String
toString()
-
-
-
Method Detail
-
getCalculatedRate
@RosettaSynonym(value="calculatedRate",source="FpML_5_10") @RosettaSynonym(value="calculatedRate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="calculatedRate",source="DTCC_11_0") @RosettaSynonym(value="calculatedRate",source="DTCC_9_0") @RosettaSynonym(value="calculatedRate",source="CME_ClearedConfirm_1_17") public final java.math.BigDecimal getCalculatedRate()
The final calculated rate for a calculation period after any required averaging of rates A calculated rate of 5% would be represented as 0.05.
-
getCapRate
@RosettaSynonym(value="capRate",source="FpML_5_10") @RosettaSynonym(value="capRate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="capRate",source="DTCC_11_0") @RosettaSynonym(value="capRate",source="DTCC_9_0") @RosettaSynonym(value="capRate",source="CME_ClearedConfirm_1_17") public final java.util.List<Strike> getCapRate()
The cap rate, if any, which applies to the floating rate for the calculation period. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain strike level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
-
getFloatingRateMultiplier
@RosettaSynonym(value="floatingRateMultiplier",source="FpML_5_10") @RosettaSynonym(value="floatingRateMultiplier",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="floatingRateMultiplier",source="DTCC_11_0") @RosettaSynonym(value="floatingRateMultiplier",source="DTCC_9_0") @RosettaSynonym(value="floatingRateMultiplier",source="CME_ClearedConfirm_1_17") public final java.math.BigDecimal getFloatingRateMultiplier()
A rate multiplier to apply to the floating rate. The multiplier can be a positive or negative decimal. This element should only be included if the multiplier is not equal to 1 (one).
-
getFloorRate
@RosettaSynonym(value="floorRate",source="FpML_5_10") @RosettaSynonym(value="floorRate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="floorRate",source="DTCC_11_0") @RosettaSynonym(value="floorRate",source="DTCC_9_0") @RosettaSynonym(value="floorRate",source="CME_ClearedConfirm_1_17") public final java.util.List<Strike> getFloorRate()
The floor rate, if any, which applies to the floating rate for the calculation period. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. The floor rate of 5% would be represented as 0.05.
-
getRateObservation
@RosettaSynonym(value="rateObservation",source="FpML_5_10") @RosettaSynonym(value="rateObservation",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="rateObservation",source="DTCC_11_0") @RosettaSynonym(value="rateObservation",source="DTCC_9_0") @RosettaSynonym(value="rateObservation",source="CME_ClearedConfirm_1_17") public final java.util.List<RateObservation> getRateObservation()
The details of a particular rate observation, including the fixing date and observed rate. A list of rate observation elements may be ordered in the document by ascending adjusted fixing date. An FpML document containing an unordered list of rate observations is still regarded as a conformant document.
-
getSpread
@RosettaSynonym(value="spread",source="FpML_5_10") @RosettaSynonym(value="spread",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="spread",source="DTCC_11_0") @RosettaSynonym(value="spread",source="DTCC_9_0") @RosettaSynonym(value="spread",source="CME_ClearedConfirm_1_17") public final java.math.BigDecimal getSpread()
The ISDA Spread, if any, which applies for the calculation period. The spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001.
-
metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends FloatingRateDefinition> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
-
toBuilder
public FloatingRateDefinition.FloatingRateDefinitionBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
-
builder
public static FloatingRateDefinition.FloatingRateDefinitionBuilder builder()
-
process
public void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
- Specified by:
process
in classcom.rosetta.model.lib.RosettaModelObject
-
equals
public boolean equals(java.lang.Object o)
- Overrides:
equals
in classjava.lang.Object
-
hashCode
public int hashCode()
- Overrides:
hashCode
in classjava.lang.Object
-
toString
public java.lang.String toString()
- Overrides:
toString
in classjava.lang.Object
-
-