Package org.isda.cdm

Class 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
    • 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 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