Package cdm.observable.asset

Interface FloatingRateIndex

All Superinterfaces:

AssetBase, IndexBase, com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

FloatingRateIndex.FloatingRateIndexBuilder

All Known Implementing Classes:

FloatingRateIndex.FloatingRateIndexBuilderImpl, FloatingRateIndex.FloatingRateIndexImpl

@RosettaDataType(value="FloatingRateIndex",
                 builder=FloatingRateIndexBuilderImpl.class,
                 version="6.19.0")
@RuneDataType(value="FloatingRateIndex",
              model="cdm",
              builder=FloatingRateIndexBuilderImpl.class,
              version="6.19.0")
public interface FloatingRateIndex
extends IndexBase

Specification of an interest rate index which can change over time, e.g. the SONIA (Sterling Overnight Index Average) in the UK.

Version:

6.19.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	FloatingRateIndex.FloatingRateIndexBuilder	Builder Interface
static class	FloatingRateIndex.FloatingRateIndexBuilderImpl	Builder Implementation of FloatingRateIndex
static class	FloatingRateIndex.FloatingRateIndexImpl	Immutable Implementation of FloatingRateIndex

Nested classes/interfaces inherited from interface cdm.base.staticdata.asset.common.AssetBase

AssetBase.AssetBaseBuilder, AssetBase.AssetBaseBuilderImpl, AssetBase.AssetBaseImpl

Nested classes/interfaces inherited from interface cdm.observable.asset.IndexBase

IndexBase.IndexBaseBuilder, IndexBase.IndexBaseBuilderImpl, IndexBase.IndexBaseImpl

Field Summary

Fields

Modifier and Type	Field	Description
static final FloatingRateIndexMeta	metaData

Method Summary

Modifier and Type	Method	Description
FloatingRateIndex	build()	Build Methods
static FloatingRateIndex.FloatingRateIndexBuilder	builder()
FieldWithMetaFloatingRateIndexEnum	getFloatingRateIndex()	The reference index that is used to specify the floating interest rate.
Period	getIndexTenor()	The ISDA Designated Maturity, i.e. the floating rate tenor.
default Class<? extends FloatingRateIndex>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends FloatingRateIndex>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
FloatingRateIndex.FloatingRateIndexBuilder	toBuilder()

Methods inherited from interface cdm.base.staticdata.asset.common.AssetBase

getExchange, getIdentifier, getIsExchangeListed, getRelatedExchange, getTaxonomy

Methods inherited from interface cdm.observable.asset.IndexBase

getAssetClass, getName, getProvider

Methods inherited from interface com.rosetta.model.lib.RosettaModelObject

processRosetta, processRosetta

Field Details

metaData

static final FloatingRateIndexMeta metaData

Method Details

getFloatingRateIndex

FieldWithMetaFloatingRateIndexEnum getFloatingRateIndex()

The reference index that is used to specify the floating interest rate.

getIndexTenor

Period getIndexTenor()

The ISDA Designated Maturity, i.e. the floating rate tenor.

build

FloatingRateIndex build()

Build Methods

Specified by:

build in interface AssetBase

Specified by:

build in interface IndexBase

Specified by:

build in interface com.rosetta.model.lib.RosettaModelObject

toBuilder

FloatingRateIndex.FloatingRateIndexBuilder toBuilder()

Specified by:

toBuilder in interface AssetBase

Specified by:

toBuilder in interface IndexBase

Specified by:

toBuilder in interface com.rosetta.model.lib.RosettaModelObject

builder

static FloatingRateIndex.FloatingRateIndexBuilder builder()

metaData

default com.rosetta.model.lib.meta.RosettaMetaData<? extends FloatingRateIndex> metaData()

Utility Methods

Specified by:

metaData in interface AssetBase

Specified by:

metaData in interface IndexBase

Specified by:

metaData in interface com.rosetta.model.lib.RosettaModelObject

getType

@RuneAttribute("@type")
default Class<? extends FloatingRateIndex> getType()

Specified by:

getType in interface AssetBase

Specified by:

getType in interface IndexBase

Specified by:

getType in interface com.rosetta.model.lib.RosettaModelObject

process

default void process(com.rosetta.model.lib.path.RosettaPath path,
 com.rosetta.model.lib.process.Processor processor)

Specified by:

process in interface AssetBase

Specified by:

process in interface IndexBase

Specified by:

process in interface com.rosetta.model.lib.RosettaModelObject