Package cdm.product.collateral

Interface CollateralAgreementFloatingRate

All Superinterfaces:

FloatingRateBase, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

CollateralAgreementFloatingRate.CollateralAgreementFloatingRateBuilder

All Known Implementing Classes:

CollateralAgreementFloatingRate.CollateralAgreementFloatingRateBuilderImpl, CollateralAgreementFloatingRate.CollateralAgreementFloatingRateImpl

@RosettaDataType(value="CollateralAgreementFloatingRate",
                 builder=CollateralAgreementFloatingRateBuilderImpl.class,
                 version="6.19.0")
@RuneDataType(value="CollateralAgreementFloatingRate",
              model="cdm",
              builder=CollateralAgreementFloatingRateBuilderImpl.class,
              version="6.19.0")
public interface CollateralAgreementFloatingRate
extends FloatingRateBase

Represents the parameters needed to calculate the floating rate paid on collateral holdings.

Version:

6.19.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	CollateralAgreementFloatingRate.CollateralAgreementFloatingRateBuilder	Builder Interface
static class	CollateralAgreementFloatingRate.CollateralAgreementFloatingRateBuilderImpl	Builder Implementation of CollateralAgreementFloatingRate
static class	CollateralAgreementFloatingRate.CollateralAgreementFloatingRateImpl	Immutable Implementation of CollateralAgreementFloatingRate

Nested classes/interfaces inherited from interface cdm.product.asset.FloatingRateBase

FloatingRateBase.FloatingRateBaseBuilder, FloatingRateBase.FloatingRateBaseBuilderImpl, FloatingRateBase.FloatingRateBaseImpl

Nested classes/interfaces inherited from interface com.rosetta.model.lib.GlobalKey

com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Field Summary

Fields

Modifier and Type	Field	Description
static final CollateralAgreementFloatingRateMeta	metaData

Method Summary

Modifier and Type	Method	Description
CollateralAgreementFloatingRate	build()	Build Methods
static CollateralAgreementFloatingRate.CollateralAgreementFloatingRateBuilder	builder()
Boolean	getCompressibleSpread()	Specifies how spreads should be applied in a low/negative rate environment.
Boolean	getNegativeInterest()	Specifies how negative rates should be applied.
default Class<? extends CollateralAgreementFloatingRate>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends CollateralAgreementFloatingRate>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
CollateralAgreementFloatingRate.CollateralAgreementFloatingRateBuilder	toBuilder()

Methods inherited from interface cdm.product.asset.FloatingRateBase

getCapRateSchedule, getFloorRateSchedule, getMeta, getRateOption, getSpreadSchedule

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

processRosetta, processRosetta

Field Details

metaData

static final CollateralAgreementFloatingRateMeta metaData

Method Details

getNegativeInterest

Boolean getNegativeInterest()

Specifies how negative rates should be applied. If rates go negative, should the payment be reversed (true) or zeroed out (false)?

getCompressibleSpread

Boolean getCompressibleSpread()

Specifies how spreads should be applied in a low/negative rate environment. If true, spread is applied only if rate is positive.

build

CollateralAgreementFloatingRate build()

Build Methods

Specified by:

build in interface FloatingRateBase

Specified by:

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

toBuilder

CollateralAgreementFloatingRate.CollateralAgreementFloatingRateBuilder toBuilder()

Specified by:

toBuilder in interface FloatingRateBase

Specified by:

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

builder

static CollateralAgreementFloatingRate.CollateralAgreementFloatingRateBuilder builder()

metaData

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

Utility Methods

Specified by:

metaData in interface FloatingRateBase

Specified by:

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

getType

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

Specified by:

getType in interface FloatingRateBase

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 FloatingRateBase

Specified by:

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