Package org.isda.cdm
Class StubPeriod
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.StubPeriod
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@RosettaClass @RosettaSynonym(value="StubCalculationPeriodAmount", source="FpML_5_10") public class StubPeriod extends com.rosetta.model.lib.RosettaModelObject
A class defining how the initial or final stub calculation period amounts is calculated. For example, the rate to be applied to the initial or final stub calculation period may be the linear interpolation of two different tenors for the floating rate index specified in the calculation period amount component, e.g. A two month stub period may used the linear interpolation of a one month and three month floating rate. The different rate tenors would be specified in this component. Note that a maximum of two rate tenors can be specified. If a stub period uses a single index tenor and this is the same as that specified in the calculation period amount component then the initial stub or final stub component, as the case may be, must not be included.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
StubPeriod.StubPeriodBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static StubPeriod.StubPeriodBuilder
builder()
boolean
equals(java.lang.Object o)
ReferenceWithMetaCalculationPeriodDates
getCalculationPeriodDatesReference()
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.StubValue
getFinalStub()
Specifies how the final stub amount is calculated.StubValue
getInitialStub()
Specifies how the initial stub amount is calculated.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends StubPeriod>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
StubPeriod.StubPeriodBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getCalculationPeriodDatesReference
@RosettaSynonym(value="calculationPeriodDatesReference",source="FpML_5_10") @RosettaSynonym(value="calculationPeriodDatesReference",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="calculationPeriodDatesReference",source="DTCC_11_0") @RosettaSynonym(value="calculationPeriodDatesReference",source="DTCC_9_0") @RosettaSynonym(value="calculationPeriodDatesReference",source="CME_ClearedConfirm_1_17") public final ReferenceWithMetaCalculationPeriodDates getCalculationPeriodDatesReference()
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
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getFinalStub
@RosettaSynonym(value="finalStub",source="FpML_5_10") @RosettaSynonym(value="finalStub",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="finalStub",source="DTCC_11_0") @RosettaSynonym(value="finalStub",source="DTCC_9_0") @RosettaSynonym(value="finalStub",source="CME_ClearedConfirm_1_17") public final StubValue getFinalStub()
Specifies how the final stub 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 tenors may 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.
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getInitialStub
@RosettaSynonym(value="initialStub",source="FpML_5_10") @RosettaSynonym(value="initialStub",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="initialStub",source="DTCC_11_0") @RosettaSynonym(value="initialStub",source="DTCC_9_0") @RosettaSynonym(value="initialStub",source="CME_ClearedConfirm_1_17") public final StubValue getInitialStub()
Specifies how the initial stub 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 tenors may 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.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends StubPeriod> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public StubPeriod.StubPeriodBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static StubPeriod.StubPeriodBuilder 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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