Package org.isda.cdm

Class RateSpecification


  • @RosettaClass
    public class RateSpecification
    extends com.rosetta.model.lib.RosettaModelObject
    A class to specify the fixed interest rate, floating interest rate or inflation rate.
    Version:
    2.5.4
    • Method Detail

      • getFixedRate

        public final Schedule getFixedRate()
        The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments.
      • getFloatingRate

        public final FloatingRateSpecification getFloatingRate()
        The floating interest rate specification, which includes the definition of the floating rate index. the tenor, the initial value, and, when applicable, the spread, the rounding convention, the averaging method and the negative interest rate treatment.
      • getInflationRate

        @RosettaSynonym(value="inflationRateCalculation",source="FpML_5_10",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="inflationRateCalculation",source="CME_SubmissionIRS_1_0",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="inflationRateCalculation",source="DTCC_11_0",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="inflationRateCalculation",source="DTCC_9_0",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="inflationRateCalculation",source="CME_ClearedConfirm_1_17",path="calculationPeriodAmount.calculation")
        public final InflationRateSpecification getInflationRate()
        An inflation rate calculation definition.
      • metaData

        public com.rosetta.model.lib.meta.RosettaMetaData<? extends RateSpecification> 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