Package cdm.event.common

Interface AccrualFactor

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

AccrualFactor.AccrualFactorBuilder

All Known Implementing Classes:

AccrualFactor.AccrualFactorBuilderImpl, AccrualFactor.AccrualFactorImpl

@RosettaDataType(value="AccrualFactor",
                 builder=AccrualFactorBuilderImpl.class,
                 version="7.0.0-dev.105")
@RuneDataType(value="AccrualFactor",
              model="cdm",
              builder=AccrualFactorBuilderImpl.class,
              version="7.0.0-dev.105")
public interface AccrualFactor
extends com.rosetta.model.lib.RosettaModelObject

The accrual rate and related terms, to adjust the price of an underlier impacted by a Corporate Action when economic impact consists in freezing the underlier price to the last fixing then applying accruals per each remaining underlier price fixing date required i.e. for each fixing date, adjustedPrice = lastFixingPrice x accrualFactor, where: accrualFactor = (1 + accrualRateValue x DCF).

Version:

7.0.0-dev.105

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	AccrualFactor.AccrualFactorBuilder	Builder Interface
static class	AccrualFactor.AccrualFactorBuilderImpl	Builder Implementation of AccrualFactor
static class	AccrualFactor.AccrualFactorImpl	Immutable Implementation of AccrualFactor

Field Summary

Fields

Modifier and Type	Field	Description
static final AccrualFactorMeta	metaData

Method Summary

Modifier and Type	Method	Description
AccrualFactor	build()	Build Methods
static AccrualFactor.AccrualFactorBuilder	builder()
AccrualFactorCalculationTerms	getCalculationTerms()	Describes the input terms involved in the calculation of the accrual factor.
default Class<? extends AccrualFactor>	getType()
FieldWithMetaPriceSchedule	getValue()	The rate to be applied to the last fixing price, for price accrual calculation purposes.
default com.rosetta.model.lib.meta.RosettaMetaData<? extends AccrualFactor>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
AccrualFactor.AccrualFactorBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final AccrualFactorMeta metaData

Method Details

getValue

FieldWithMetaPriceSchedule getValue()

The rate to be applied to the last fixing price, for price accrual calculation purposes. DatedValue may be used for the purpose of representing Price series if such calculation is required for multiple dates.

getCalculationTerms

AccrualFactorCalculationTerms getCalculationTerms()

Describes the input terms involved in the calculation of the accrual factor.

build

AccrualFactor build()

Build Methods

Specified by:

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

toBuilder

AccrualFactor.AccrualFactorBuilder toBuilder()

Specified by:

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

builder

static AccrualFactor.AccrualFactorBuilder builder()

metaData

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

Utility Methods

Specified by:

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

getType

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