Package cdm.observable.asset.fro

Interface FloatingRateIndexDefinition

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
FloatingRateIndexDefinition.FloatingRateIndexDefinitionBuilder
All Known Implementing Classes:
FloatingRateIndexDefinition.FloatingRateIndexDefinitionBuilderImpl, FloatingRateIndexDefinition.FloatingRateIndexDefinitionImpl
@RosettaDataType(value="FloatingRateIndexDefinition", builder=FloatingRateIndexDefinitionBuilderImpl.class, version="6.19.0") @RuneDataType(value="FloatingRateIndexDefinition", model="cdm", builder=FloatingRateIndexDefinitionBuilderImpl.class, version="6.19.0") public interface FloatingRateIndexDefinition extends com.rosetta.model.lib.RosettaModelObject
Version:
6.19.0

  • Field Details

  • Method Details

    • getFro

      FloatingRateIndexIdentification getFro()
      The underlying FRO name and designated maturity.

    • getCalculationDefaults

      FloatingRateIndexCalculationDefaults getCalculationDefaults()
      Any calculation default values.

    • getSupportedDefinition

      List<? extends ContractualDefinition> getSupportedDefinition()
      The definition version or versions supported by the FRO.

    • getDefinitionalSource

      String getDefinitionalSource()
      The source of an FRO, particularly if not a Contractual Definition (e.g. the broker rates matrix).

    • getDesignatedMaturityApplicable

      Boolean getDesignatedMaturityApplicable()

    • getMappings

      FloatingRateIndexMappings getMappings()
      Any mappings to other FRos.

    • getExternalMappings

      FloatingRateIndexExternalMappings getExternalMappings()
      Any mappings to other codes for this index.

    • getInLoan

      Boolean getInLoan()
      YES / NO to flag FROs identified by the FpML Syndicated Loan WG as having underlying benchmark that may also be referenced in syndicated loans.

    • getHistory

      FroHistory getHistory()
      FRO History

    • getDeprecationReason

      String getDeprecationReason()
      Deprecation and Code Descriptions

    • getFpmlDescription

      String getFpmlDescription()
      FpML Description

    • build

      FloatingRateIndexDefinition build()
      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      FloatingRateIndexDefinition.FloatingRateIndexDefinitionBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static FloatingRateIndexDefinition.FloatingRateIndexDefinitionBuilder builder()

    • metaData

      default com.rosetta.model.lib.meta.RosettaMetaData<? extends FloatingRateIndexDefinition> metaData()
      Utility Methods
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject

    • getType

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