Package org.isda.cdm
Class CalculationPeriod
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.CalculationPeriodBase
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- org.isda.cdm.CalculationPeriod
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- All Implemented Interfaces:
com.rosetta.model.lib.GlobalKey
@RosettaClass @RosettaSynonym(value="CalculationPeriod", source="FpML_5_10") public class CalculationPeriod extends CalculationPeriodBase
A class defining the parameters used in the calculation of a fixed or floating rate calculation period amount. This class forms part of cashflows representation of a swap stream.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
CalculationPeriod.CalculationPeriodBuilder
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Nested classes/interfaces inherited from class org.isda.cdm.CalculationPeriodBase
CalculationPeriodBase.CalculationPeriodBaseBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static CalculationPeriod.CalculationPeriodBuilder
builder()
boolean
equals(java.lang.Object o)
java.lang.Integer
getCalculationPeriodNumberOfDays()
The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.java.math.BigDecimal
getDayCountYearFraction()
The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.java.math.BigDecimal
getFixedRate()
The calculation period fixed rate.FloatingRateDefinition
getFloatingRateDefinition()
The floating rate reset information for the calculation period.Money
getForecastAmount()
The amount representing the forecast of the accrued value of the calculation period.java.math.BigDecimal
getForecastRate()
A value representing the forecast rate used to calculate the forecast future value of the accrual period.FxLinkedNotionalAmount
getFxLinkedNotionalAmount()
The amount that a cashflow will accrue interest on.java.math.BigDecimal
getNotionalAmount()
The amount that a cashflow will accrue interest on.com.rosetta.model.lib.records.Date
getUnadjustedEndDate()
The calculation end date, unadjusted.com.rosetta.model.lib.records.Date
getUnadjustedStartDate()
The calculation start date, unadjusted.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends CalculationPeriod>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
CalculationPeriod.CalculationPeriodBuilder
toBuilder()
java.lang.String
toString()
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Methods inherited from class org.isda.cdm.CalculationPeriodBase
getAdjustedEndDate, getAdjustedStartDate, getMeta
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Method Detail
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getCalculationPeriodNumberOfDays
@RosettaSynonym(value="calculationPeriodNumberOfDays",source="FpML_5_10") @RosettaSynonym(value="calculationPeriodNumberOfDays",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="calculationPeriodNumberOfDays",source="DTCC_11_0") @RosettaSynonym(value="calculationPeriodNumberOfDays",source="DTCC_9_0") @RosettaSynonym(value="calculationPeriodNumberOfDays",source="CME_ClearedConfirm_1_17") public final java.lang.Integer getCalculationPeriodNumberOfDays()
The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.
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getDayCountYearFraction
@RosettaSynonym(value="dayCountYearFraction",source="FpML_5_10") @RosettaSynonym(value="dayCountYearFraction",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="dayCountYearFraction",source="DTCC_11_0") @RosettaSynonym(value="dayCountYearFraction",source="DTCC_9_0") @RosettaSynonym(value="dayCountYearFraction",source="CME_ClearedConfirm_1_17") public final java.math.BigDecimal getDayCountYearFraction()
The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.
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getFixedRate
@RosettaSynonym(value="fixedRate",source="FpML_5_10") @RosettaSynonym(value="fixedRate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="fixedRate",source="DTCC_11_0") @RosettaSynonym(value="fixedRate",source="DTCC_9_0") @RosettaSynonym(value="fixedRate",source="CME_ClearedConfirm_1_17") public final java.math.BigDecimal getFixedRate()
The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.
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getFloatingRateDefinition
@RosettaSynonym(value="floatingRateDefinition",source="FpML_5_10") @RosettaSynonym(value="floatingRateDefinition",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="floatingRateDefinition",source="DTCC_11_0") @RosettaSynonym(value="floatingRateDefinition",source="DTCC_9_0") @RosettaSynonym(value="floatingRateDefinition",source="CME_ClearedConfirm_1_17") public final FloatingRateDefinition getFloatingRateDefinition()
The floating rate reset information for the calculation period.
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getForecastAmount
@RosettaSynonym(value="forecastAmount",source="FpML_5_10") @RosettaSynonym(value="forecastAmount",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="forecastAmount",source="DTCC_11_0") @RosettaSynonym(value="forecastAmount",source="DTCC_9_0") @RosettaSynonym(value="forecastAmount",source="CME_ClearedConfirm_1_17") public final Money getForecastAmount()
The amount representing the forecast of the accrued value of the calculation period. An intermediate value used to generate the forecastPaymentAmount in the PaymentCalculationPeriod.
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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()
A value representing the forecast rate used to calculate the forecast future value of the accrual period. This is a calculated rate determined based on averaging the rates in the rateObservation elements, and incorporates all of the rate treatment and averaging rules. A value of 1% should be represented as 0.01.
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getFxLinkedNotionalAmount
@RosettaSynonym(value="fxLinkedNotionalAmount",source="FpML_5_10") @RosettaSynonym(value="fxLinkedNotionalAmount",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="fxLinkedNotionalAmount",source="DTCC_11_0") @RosettaSynonym(value="fxLinkedNotionalAmount",source="DTCC_9_0") @RosettaSynonym(value="fxLinkedNotionalAmount",source="CME_ClearedConfirm_1_17") public final FxLinkedNotionalAmount getFxLinkedNotionalAmount()
The amount that a cashflow will accrue interest on. This is the calculated amount of the FX linked - i.e. the other currency notional amount multiplied by the appropriate FX spot rate.
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getNotionalAmount
@RosettaSynonym(value="notionalAmount",source="FpML_5_10") @RosettaSynonym(value="notionalAmount",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="notionalAmount",source="DTCC_11_0") @RosettaSynonym(value="notionalAmount",source="DTCC_9_0") @RosettaSynonym(value="notionalAmount",source="CME_ClearedConfirm_1_17") public final java.math.BigDecimal getNotionalAmount()
The amount that a cashflow will accrue interest on.
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getUnadjustedEndDate
@RosettaSynonym(value="unadjustedEndDate",source="FpML_5_10") @RosettaSynonym(value="unadjustedEndDate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="unadjustedEndDate",source="DTCC_11_0") @RosettaSynonym(value="unadjustedEndDate",source="DTCC_9_0") @RosettaSynonym(value="unadjustedEndDate",source="CME_ClearedConfirm_1_17") public final com.rosetta.model.lib.records.Date getUnadjustedEndDate()
The calculation end date, unadjusted.
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getUnadjustedStartDate
@RosettaSynonym(value="unadjustedStartDate",source="FpML_5_10") @RosettaSynonym(value="unadjustedStartDate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="unadjustedStartDate",source="DTCC_11_0") @RosettaSynonym(value="unadjustedStartDate",source="DTCC_9_0") @RosettaSynonym(value="unadjustedStartDate",source="CME_ClearedConfirm_1_17") public final com.rosetta.model.lib.records.Date getUnadjustedStartDate()
The calculation start date, unadjusted.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends CalculationPeriod> metaData()
- Overrides:
metaData
in classCalculationPeriodBase
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toBuilder
public CalculationPeriod.CalculationPeriodBuilder toBuilder()
- Overrides:
toBuilder
in classCalculationPeriodBase
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builder
public static CalculationPeriod.CalculationPeriodBuilder 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 classCalculationPeriodBase
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equals
public boolean equals(java.lang.Object o)
- Overrides:
equals
in classCalculationPeriodBase
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hashCode
public int hashCode()
- Overrides:
hashCode
in classCalculationPeriodBase
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toString
public java.lang.String toString()
- Overrides:
toString
in classCalculationPeriodBase
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