Package org.isda.cdm
Class InflationRateSpecification
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.FloatingRate
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- org.isda.cdm.FloatingRateSpecification
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- org.isda.cdm.InflationRateSpecification
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- 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
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
InflationRateSpecification.InflationRateSpecificationBuilder
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Nested classes/interfaces inherited from class org.isda.cdm.FloatingRateSpecification
FloatingRateSpecification.FloatingRateSpecificationBuilder
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Nested classes/interfaces inherited from class org.isda.cdm.FloatingRate
FloatingRate.FloatingRateBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static InflationRateSpecification.InflationRateSpecificationBuilder
builder()
boolean
equals(java.lang.Object o)
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.FieldWithMetaString
getIndexSource()
The reference source such as Reuters or Bloomberg.Offset
getInflationLag()
An off-setting period from the payment date which determines the reference period for which the inflation index is observed.java.math.BigDecimal
getInitialIndexLevel()
Initial known index level for the first calculation period.FieldWithMetaInterpolationMethodEnum
getInterpolationMethod()
The method used when calculating the Inflation Index Level from multiple points.FieldWithMetaString
getMainPublication()
The current main publication source such as relevant web site or a government body.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends InflationRateSpecification>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
InflationRateSpecification.InflationRateSpecificationBuilder
toBuilder()
java.lang.String
toString()
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Methods inherited from class org.isda.cdm.FloatingRateSpecification
getAveragingMethod, getFinalRateRounding, getInitialRate, getNegativeInterestRateTreatment
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Methods inherited from class org.isda.cdm.FloatingRate
getCapRateSchedule, getFloatingRateIndex, getFloatingRateMultiplierSchedule, getFloorRateSchedule, getIndexTenor, getMeta, getRateTreatment, getSpreadSchedule
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Method Detail
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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.
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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.
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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.
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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.
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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.
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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.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends InflationRateSpecification> metaData()
- Overrides:
metaData
in classFloatingRateSpecification
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toBuilder
public InflationRateSpecification.InflationRateSpecificationBuilder toBuilder()
- Overrides:
toBuilder
in classFloatingRateSpecification
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builder
public static InflationRateSpecification.InflationRateSpecificationBuilder builder()
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process
public void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
- Overrides:
process
in classFloatingRateSpecification
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equals
public boolean equals(java.lang.Object o)
- Overrides:
equals
in classFloatingRateSpecification
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hashCode
public int hashCode()
- Overrides:
hashCode
in classFloatingRateSpecification
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toString
public java.lang.String toString()
- Overrides:
toString
in classFloatingRateSpecification
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