Package org.isda.cdm
Class RateObservation
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.RateObservation
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- All Implemented Interfaces:
com.rosetta.model.lib.GlobalKey
@RosettaClass @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 class RateObservation extends com.rosetta.model.lib.RosettaModelObject implements com.rosetta.model.lib.GlobalKey
A class defining parameters associated with an individual observation or fixing. This class forms part of the cashflow representation of a stream.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
RateObservation.RateObservationBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static RateObservation.RateObservationBuilder
builder()
boolean
equals(java.lang.Object o)
com.rosetta.model.lib.records.Date
getAdjustedFixingDate()
The adjusted fixing date, i.e.java.math.BigDecimal
getForecastRate()
The value representing the forecast rate used to calculate the forecast future value of the accrual period.A value of 1% should be represented as 0.01.MetaFields
getMeta()
java.lang.Integer
getObservationWeight()
The number of days weighting to be associated with the rate observation, i.e.java.math.BigDecimal
getObservedRate()
The actual observed rate before any required rate treatment is applied, e.g.ReferenceWithMetaRateObservation
getRateReference()
A pointer style reference to a floating rate component defined as part of a stub calculation period amount component.com.rosetta.model.lib.records.Date
getResetDate()
The reset date.java.math.BigDecimal
getTreatedForecastRate()
The value representing the forecast rate after applying rate treatment rules.java.math.BigDecimal
getTreatedRate()
The observed rate after any required rate treatment is applied.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends RateObservation>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
RateObservation.RateObservationBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getAdjustedFixingDate
@RosettaSynonym(value="adjustedFixingDate",source="FpML_5_10") @RosettaSynonym(value="adjustedFixingDate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="adjustedFixingDate",source="DTCC_11_0") @RosettaSynonym(value="adjustedFixingDate",source="DTCC_9_0") @RosettaSynonym(value="adjustedFixingDate",source="CME_ClearedConfirm_1_17") public final com.rosetta.model.lib.records.Date getAdjustedFixingDate()
The adjusted fixing date, i.e. the actual date the rate is observed. The date should already be adjusted for any applicable business day convention.
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getForecastRate
@RosettaSynonym(value="forecastRate",source="FpML_5_10") @RosettaSynonym(value="forecastRate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="forecastRate",source="DTCC_11_0") @RosettaSynonym(value="forecastRate",source="DTCC_9_0") @RosettaSynonym(value="forecastRate",source="CME_ClearedConfirm_1_17") public final java.math.BigDecimal getForecastRate()
The value representing the forecast rate used to calculate the forecast future value of the accrual period.A value of 1% should be represented as 0.01.
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getMeta
public final MetaFields getMeta()
- Specified by:
getMeta
in interfacecom.rosetta.model.lib.GlobalKey
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getObservationWeight
@RosettaSynonym(value="observationWeight",source="FpML_5_10") @RosettaSynonym(value="observationWeight",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="observationWeight",source="DTCC_11_0") @RosettaSynonym(value="observationWeight",source="DTCC_9_0") @RosettaSynonym(value="observationWeight",source="CME_ClearedConfirm_1_17") public final java.lang.Integer getObservationWeight()
The number of days weighting to be associated with the rate observation, i.e. the number of days such rate is in effect. This is applicable in the case of a weighted average method of calculation where more than one reset date is established for a single calculation period.
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getObservedRate
@RosettaSynonym(value="observedRate",source="FpML_5_10") @RosettaSynonym(value="observedRate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="observedRate",source="DTCC_11_0") @RosettaSynonym(value="observedRate",source="DTCC_9_0") @RosettaSynonym(value="observedRate",source="CME_ClearedConfirm_1_17") public final java.math.BigDecimal getObservedRate()
The actual observed rate before any required rate treatment is applied, e.g. before converting a rate quoted on a discount basis to an equivalent yield. An observed rate of 5% would be represented as 0.05.
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getRateReference
@RosettaSynonym(value="rateReference",source="FpML_5_10") @RosettaSynonym(value="rateReference",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="rateReference",source="DTCC_11_0") @RosettaSynonym(value="rateReference",source="DTCC_9_0") @RosettaSynonym(value="rateReference",source="CME_ClearedConfirm_1_17") public final ReferenceWithMetaRateObservation getRateReference()
A pointer style reference to a floating rate component defined as part of a stub calculation period amount component. It is only required when it is necessary to distinguish two rate observations for the same fixing date which could occur when linear interpolation of two different rates occurs for a stub calculation period.
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getResetDate
@RosettaSynonym(value="resetDate",source="FpML_5_10") @RosettaSynonym(value="resetDate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="resetDate",source="DTCC_11_0") @RosettaSynonym(value="resetDate",source="DTCC_9_0") @RosettaSynonym(value="resetDate",source="CME_ClearedConfirm_1_17") public final com.rosetta.model.lib.records.Date getResetDate()
The reset date.
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getTreatedForecastRate
@RosettaSynonym(value="treatedForecastRate",source="FpML_5_10") @RosettaSynonym(value="treatedForecastRate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="treatedForecastRate",source="DTCC_11_0") @RosettaSynonym(value="treatedForecastRate",source="DTCC_9_0") @RosettaSynonym(value="treatedForecastRate",source="CME_ClearedConfirm_1_17") public final java.math.BigDecimal getTreatedForecastRate()
The value representing the forecast rate after applying rate treatment rules. A value of 1% should be represented as 0.01.
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getTreatedRate
@RosettaSynonym(value="treatedRate",source="FpML_5_10") @RosettaSynonym(value="treatedRate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="treatedRate",source="DTCC_11_0") @RosettaSynonym(value="treatedRate",source="DTCC_9_0") @RosettaSynonym(value="treatedRate",source="CME_ClearedConfirm_1_17") public final java.math.BigDecimal getTreatedRate()
The observed rate after any required rate treatment is applied. A treated rate of 5% would be represented as 0.05.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends RateObservation> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public RateObservation.RateObservationBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static RateObservation.RateObservationBuilder builder()
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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
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equals
public boolean equals(java.lang.Object o)
- Overrides:
equals
in classjava.lang.Object
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hashCode
public int hashCode()
- Overrides:
hashCode
in classjava.lang.Object
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toString
public java.lang.String toString()
- Overrides:
toString
in classjava.lang.Object
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