Package cdm.event.common

Interface AccrualFactorCalculationTerms

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

AccrualFactorCalculationTerms.AccrualFactorCalculationTermsBuilder

All Known Implementing Classes:

AccrualFactorCalculationTerms.AccrualFactorCalculationTermsBuilderImpl, AccrualFactorCalculationTerms.AccrualFactorCalculationTermsImpl

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

Describes the input terms involved in the calculation of the accrual factor. Optionnally, long and short stub interpolation rates can be specified.

Version:

7.0.0-dev.105

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	AccrualFactorCalculationTerms.AccrualFactorCalculationTermsBuilder	Builder Interface
static class	AccrualFactorCalculationTerms.AccrualFactorCalculationTermsBuilderImpl	Builder Implementation of AccrualFactorCalculationTerms
static class	AccrualFactorCalculationTerms.AccrualFactorCalculationTermsImpl	Immutable Implementation of AccrualFactorCalculationTerms

Field Summary

Fields

Modifier and Type	Field	Description
static final AccrualFactorCalculationTermsMeta	metaData

Method Summary

Modifier and Type	Method	Description
AccrualFactorCalculationTerms	build()	Build Methods
static AccrualFactorCalculationTerms.AccrualFactorCalculationTermsBuilder	builder()
DayCountFractionEnum	getDayCountFraction()	The enumerated values to specify the day count fraction.
StubValue	getInterpolationTerms()	Describes the rate, tenor, period duration for the short and long stubs, when the accrualRate optionnaly results from an interpolation method.
BigDecimal	getTenorTillMaturity()	The duration between last fixing date and the payment date of accruals, calculated in accordance with the appropriate DayCountFraction.
default Class<? extends AccrualFactorCalculationTerms>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends AccrualFactorCalculationTerms>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
AccrualFactorCalculationTerms.AccrualFactorCalculationTermsBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final AccrualFactorCalculationTermsMeta metaData

Method Details

getTenorTillMaturity

BigDecimal getTenorTillMaturity()

The duration between last fixing date and the payment date of accruals, calculated in accordance with the appropriate DayCountFraction.

getDayCountFraction

DayCountFractionEnum getDayCountFraction()

The enumerated values to specify the day count fraction.

getInterpolationTerms

StubValue getInterpolationTerms()

Describes the rate, tenor, period duration for the short and long stubs, when the accrualRate optionnaly results from an interpolation method.

build

AccrualFactorCalculationTerms build()

Build Methods

Specified by:

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

toBuilder

AccrualFactorCalculationTerms.AccrualFactorCalculationTermsBuilder toBuilder()

Specified by:

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

builder

static AccrualFactorCalculationTerms.AccrualFactorCalculationTermsBuilder builder()

metaData

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

Utility Methods

Specified by:

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

getType

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