Package org.isda.cdm
Class StubValue
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.StubValue
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@RosettaClass @RosettaSynonym(value="StubValue", source="FpML_5_10") public class StubValue extends com.rosetta.model.lib.RosettaModelObject
A type defining how a stub calculation period amount is calculated. A single floating rate tenor different to that used for the regular part of the calculation periods schedule may be specified, or two floating rate tenors many be specified. If two floating rate tenors are specified then Linear Interpolation (in accordance with the 2000 ISDA Definitions, Section 8.3 Interpolation) is assumed to apply. Alternatively, an actual known stub rate or stub amount may be specified.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
StubValue.StubValueBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static StubValue.StubValueBuilder
builder()
boolean
equals(java.lang.Object o)
java.util.List<StubFloatingRate>
getFloatingRate()
The rates to be applied to the initial or final stub may be the linear interpolation of two different rates.Money
getStubAmount()
An actual amount to apply for the initial or final stub period may have been agreed between the two parties.java.math.BigDecimal
getStubRate()
An actual rate to apply for the initial or final stub period may have been agreed between the principal parties (in a similar way to how an initial rate may have been agreed for the first regular period).int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends StubValue>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
StubValue.StubValueBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getFloatingRate
@RosettaSynonym(value="floatingRate",source="FpML_5_10") @RosettaSynonym(value="floatingRate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="floatingRate",source="DTCC_11_0") @RosettaSynonym(value="floatingRate",source="DTCC_9_0") @RosettaSynonym(value="floatingRate",source="CME_ClearedConfirm_1_17") public final java.util.List<StubFloatingRate> getFloatingRate()
The rates to be applied to the initial or final stub may be the linear interpolation of two different rates. While the majority of the time, the rate indices will be the same as that specified in the stream and only the tenor itself will be different, it is possible to specift two different rates. For example, a 2 month stub period may use the linear interpolation of a 1 month and 3 month rate. The different rates would be specified in this component. Note that a maximum of two rates can be specified. If a stub period uses the same floating rate index, including tenor, as the regular calculation periods then this should not be specified again within this component, i.e. the stub calculation period amount component may not need to be specified even if there is an initial or final stub period. If a stub period uses a different floating rate index compared to the regular calculation periods then this should be specified within this component. If specified here, they are likely to have id attributes, allowing them to be referenced from within the cashflows component.
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getStubAmount
@RosettaSynonym(value="stubAmount",source="FpML_5_10") @RosettaSynonym(value="stubAmount",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="stubAmount",source="DTCC_11_0") @RosettaSynonym(value="stubAmount",source="DTCC_9_0") @RosettaSynonym(value="stubAmount",source="CME_ClearedConfirm_1_17") public final Money getStubAmount()
An actual amount to apply for the initial or final stub period may have been agreed between the two parties. If an actual stub amount has been agreed then it would be included in this component.
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getStubRate
@RosettaSynonym(value="stubRate",source="FpML_5_10") @RosettaSynonym(value="stubRate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="stubRate",source="DTCC_11_0") @RosettaSynonym(value="stubRate",source="DTCC_9_0") @RosettaSynonym(value="stubRate",source="CME_ClearedConfirm_1_17") public final java.math.BigDecimal getStubRate()
An actual rate to apply for the initial or final stub period may have been agreed between the principal parties (in a similar way to how an initial rate may have been agreed for the first regular period). If an actual stub rate has been agreed then it would be included in this component. It will be a per annum rate, expressed as a decimal. A stub rate of 5% would be represented as 0.05.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends StubValue> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public StubValue.StubValueBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static StubValue.StubValueBuilder 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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