Package cdm.observable.asset.fro

Interface FloatingRateIndexCalculationDefaults

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

FloatingRateIndexCalculationDefaults.FloatingRateIndexCalculationDefaultsBuilder

All Known Implementing Classes:

FloatingRateIndexCalculationDefaults.FloatingRateIndexCalculationDefaultsBuilderImpl, FloatingRateIndexCalculationDefaults.FloatingRateIndexCalculationDefaultsImpl

@RosettaDataType(value="FloatingRateIndexCalculationDefaults",
                 builder=FloatingRateIndexCalculationDefaultsBuilderImpl.class,
                 version="6.19.0")
@RuneDataType(value="FloatingRateIndexCalculationDefaults",
              model="cdm",
              builder=FloatingRateIndexCalculationDefaultsBuilderImpl.class,
              version="6.19.0")
public interface FloatingRateIndexCalculationDefaults
extends com.rosetta.model.lib.RosettaModelObject

This holds the rate calculation defaults applicable for a floating rate index.

Version:

6.19.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	FloatingRateIndexCalculationDefaults.FloatingRateIndexCalculationDefaultsBuilder	Builder Interface
static class	FloatingRateIndexCalculationDefaults.FloatingRateIndexCalculationDefaultsBuilderImpl	Builder Implementation of FloatingRateIndexCalculationDefaults
static class	FloatingRateIndexCalculationDefaults.FloatingRateIndexCalculationDefaultsImpl	Immutable Implementation of FloatingRateIndexCalculationDefaults

Field Summary

Fields

Modifier and Type	Field	Description
static final FloatingRateIndexCalculationDefaultsMeta	metaData

Method Summary

Modifier and Type	Method	Description
FloatingRateIndexCalculationDefaults	build()	Build Methods
static FloatingRateIndexCalculationDefaults.FloatingRateIndexCalculationDefaultsBuilder	builder()
BusinessCenters	getApplicableBusinessDays()	The default applicable business days.
FloatingRateIndexCategoryEnum	getCategory()	The ISDA FRO category (e.g. screen rate or calculated rate).
DayCountFractionEnum	getDayCountFraction()	The default day count fraction.
List<? extends FloatingRateIndexFixingDetails>	getFixing()	The default fixing details.
FloatingRateIndexStyleEnum	getIndexStyle()	The ISDA FRO style (e.g. term rate, swap rate, etc).
FloatingRateIndexCalculationMethodEnum	getMethod()	The ISDA FRO calculation method (e.g.
BusinessCenterEnum	getPublicationCalendar()	Publication Calendar (e.g.
default Class<? extends FloatingRateIndexCalculationDefaults>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends FloatingRateIndexCalculationDefaults>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
FloatingRateIndexCalculationDefaults.FloatingRateIndexCalculationDefaultsBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final FloatingRateIndexCalculationDefaultsMeta metaData

Method Details

getCategory

FloatingRateIndexCategoryEnum getCategory()

The ISDA FRO category (e.g. screen rate or calculated rate).

getIndexStyle

FloatingRateIndexStyleEnum getIndexStyle()

The ISDA FRO style (e.g. term rate, swap rate, etc).

getMethod

FloatingRateIndexCalculationMethodEnum getMethod()

The ISDA FRO calculation method (e.g. OIS Compounding).

getFixing

List<? extends FloatingRateIndexFixingDetails> getFixing()

The default fixing details.

getDayCountFraction

DayCountFractionEnum getDayCountFraction()

The default day count fraction.

getApplicableBusinessDays

BusinessCenters getApplicableBusinessDays()

The default applicable business days.

getPublicationCalendar

BusinessCenterEnum getPublicationCalendar()

Publication Calendar (e.g. EUR-ICESWAP)

build

FloatingRateIndexCalculationDefaults build()

Build Methods

Specified by:

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

toBuilder

FloatingRateIndexCalculationDefaults.FloatingRateIndexCalculationDefaultsBuilder toBuilder()

Specified by:

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

builder

static FloatingRateIndexCalculationDefaults.FloatingRateIndexCalculationDefaultsBuilder builder()

metaData

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

Utility Methods

Specified by:

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

getType

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

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 com.rosetta.model.lib.RosettaModelObject