Package org.isda.cdm

Class RateObservation

  • 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
    • Method Detail

      • 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.
      • 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.
      • getMeta

        public final MetaFields getMeta()
        Specified by:
        getMeta in interface com.rosetta.model.lib.GlobalKey
      • 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.
      • 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.
      • 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.
      • 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.
      • 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.
      • 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.
      • metaData

        public com.rosetta.model.lib.meta.RosettaMetaData<? extends RateObservation> metaData()
        Specified by:
        metaData in class com.rosetta.model.lib.RosettaModelObject
      • process

        public void process​(com.rosetta.model.lib.path.RosettaPath path,
                            com.rosetta.model.lib.process.Processor processor)
        Specified by:
        process in class com.rosetta.model.lib.RosettaModelObject
      • equals

        public boolean equals​(java.lang.Object o)
        Overrides:
        equals in class java.lang.Object
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class java.lang.Object
      • toString

        public java.lang.String toString()
        Overrides:
        toString in class java.lang.Object