Uses of Interface
cdm.observable.asset.InterestRateIndex
Packages that use InterestRateIndex
Package
Description
Observable asset concepts: schedule, settlement, price and quantity notation etc.
Product concepts applicable to specific asset classes.
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Uses of InterestRateIndex in cdm.observable.asset
Subinterfaces of InterestRateIndex in cdm.observable.assetModifier and TypeInterfaceDescriptionstatic interfaceBuilder InterfaceClasses in cdm.observable.asset that implement InterestRateIndexModifier and TypeClassDescriptionstatic classBuilder Implementation of InterestRateIndexstatic classImmutable Implementation of InterestRateIndexMethods in cdm.observable.asset that return InterestRateIndexModifier and TypeMethodDescriptionInterestRateIndex.build()Build MethodsInterestRateIndex.InterestRateIndexBuilderImpl.build()InterestRateIndex.InterestRateIndexImpl.build()Methods in cdm.observable.asset that return types with arguments of type InterestRateIndexModifier and TypeMethodDescriptiondefault Class<? extends InterestRateIndex> InterestRateIndex.getType()default com.rosetta.model.lib.meta.RosettaMetaData<? extends InterestRateIndex> InterestRateIndex.metaData()Utility MethodsMethods in cdm.observable.asset with parameters of type InterestRateIndexModifier and TypeMethodDescriptionIndex.IndexBuilder.setInterestRateIndexValue(InterestRateIndex _InterestRateIndex) Index.IndexBuilderImpl.setInterestRateIndexValue(InterestRateIndex _interestRateIndex) -
Uses of InterestRateIndex in cdm.observable.asset.calculatedrate.functions
Methods in cdm.observable.asset.calculatedrate.functions that return types with arguments of type InterestRateIndexModifier and TypeMethodDescriptionprotected com.rosetta.model.lib.mapper.MapperS<? extends InterestRateIndex> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.rate(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends InterestRateIndex> EvaluateCalculatedRate.rate(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) Methods in cdm.observable.asset.calculatedrate.functions with parameters of type InterestRateIndexModifier and TypeMethodDescriptionEvaluateCalculatedRate.EvaluateCalculatedRateDefault.assignOutput(FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder results, InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected BigDecimalIndexValueObservation.IndexValueObservationDefault.assignOutput(BigDecimal observedValue, com.rosetta.model.lib.records.Date observationDate, InterestRateIndex interestRateIndex) protected List<BigDecimal> IndexValueObservationMultiple.IndexValueObservationMultipleDefault.assignOutput(List<BigDecimal> observedValues, List<com.rosetta.model.lib.records.Date> observationDate, InterestRateIndex interestRateIndex) protected abstract com.rosetta.model.lib.mapper.MapperS<CalculationMethodEnum> EvaluateCalculatedRate.calculationMethod(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperS<CalculationMethodEnum> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.calculationMethod(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculatedRateDetails> EvaluateCalculatedRate.calculationResults(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperS<? extends CalculatedRateDetails> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.calculationResults(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculatedRateObservationDatesAndWeights> EvaluateCalculatedRate.datesAndWeights(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperS<? extends CalculatedRateObservationDatesAndWeights> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.datesAndWeights(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract FloatingRateSettingDetails.FloatingRateSettingDetailsBuilderEvaluateCalculatedRate.doEvaluate(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) EvaluateCalculatedRate.EvaluateCalculatedRateDefault.doEvaluate(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract BigDecimalIndexValueObservation.doEvaluate(com.rosetta.model.lib.records.Date observationDate, InterestRateIndex interestRateIndex) protected BigDecimalIndexValueObservation.IndexValueObservationDefault.doEvaluate(com.rosetta.model.lib.records.Date observationDate, InterestRateIndex interestRateIndex) protected abstract List<BigDecimal> IndexValueObservationMultiple.doEvaluate(List<com.rosetta.model.lib.records.Date> observationDate, InterestRateIndex interestRateIndex) protected List<BigDecimal> IndexValueObservationMultiple.IndexValueObservationMultipleDefault.doEvaluate(List<com.rosetta.model.lib.records.Date> observationDate, InterestRateIndex interestRateIndex) EvaluateCalculatedRate.evaluate(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) IndexValueObservation.evaluate(com.rosetta.model.lib.records.Date observationDate, InterestRateIndex interestRateIndex) IndexValueObservationMultiple.evaluate(List<com.rosetta.model.lib.records.Date> observationDate, InterestRateIndex interestRateIndex) protected com.rosetta.model.lib.mapper.MapperS<Boolean> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.isCompounding(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperS<Boolean> EvaluateCalculatedRate.isCompounding(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.observationDates(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> EvaluateCalculatedRate.observationDates(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperC<BigDecimal> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.observations(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperC<BigDecimal> EvaluateCalculatedRate.observations(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperC<BigDecimal> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.processedObservations(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperC<BigDecimal> EvaluateCalculatedRate.processedObservations(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperS<? extends InterestRateIndex> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.rate(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends InterestRateIndex> EvaluateCalculatedRate.rate(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperC<BigDecimal> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.weights(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperC<BigDecimal> EvaluateCalculatedRate.weights(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.yearFraction(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> EvaluateCalculatedRate.yearFraction(InterestRateIndex interestRateIndex, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) -
Uses of InterestRateIndex in cdm.observable.asset.fro.functions
Methods in cdm.observable.asset.fro.functions with parameters of type InterestRateIndexModifier and TypeMethodDescriptionprotected BigDecimalIndexValueObservationEmptyDataProvider.doEvaluate(com.rosetta.model.lib.records.Date observationDate, InterestRateIndex index) -
Uses of InterestRateIndex in cdm.observable.asset.meta
Methods in cdm.observable.asset.meta that return types with arguments of type InterestRateIndexModifier and TypeMethodDescriptionList<com.rosetta.model.lib.validation.Validator<? super InterestRateIndex>> InterestRateIndexMeta.dataRules(com.rosetta.model.lib.validation.ValidatorFactory factory) List<Function<? super InterestRateIndex, com.rosetta.model.lib.qualify.QualifyResult>> InterestRateIndexMeta.getQualifyFunctions(com.rosetta.model.lib.qualify.QualifyFunctionFactory factory) com.rosetta.model.lib.validation.ValidatorWithArg<? super InterestRateIndex, Set<String>> InterestRateIndexMeta.onlyExistsValidator()com.rosetta.model.lib.validation.Validator<? super InterestRateIndex> InterestRateIndexMeta.typeFormatValidator()Deprecated.com.rosetta.model.lib.validation.Validator<? super InterestRateIndex> InterestRateIndexMeta.typeFormatValidator(com.rosetta.model.lib.validation.ValidatorFactory factory) com.rosetta.model.lib.validation.Validator<? super InterestRateIndex> InterestRateIndexMeta.validator()Deprecated.com.rosetta.model.lib.validation.Validator<? super InterestRateIndex> InterestRateIndexMeta.validator(com.rosetta.model.lib.validation.ValidatorFactory factory) -
Uses of InterestRateIndex in cdm.observable.asset.metafields
Methods in cdm.observable.asset.metafields that return InterestRateIndexModifier and TypeMethodDescriptionFieldWithMetaInterestRateIndex.FieldWithMetaInterestRateIndexImpl.getValue()FieldWithMetaInterestRateIndex.getValue()Getter MethodsReferenceWithMetaInterestRateIndex.getValue()Getter MethodsReferenceWithMetaInterestRateIndex.ReferenceWithMetaInterestRateIndexImpl.getValue()Methods in cdm.observable.asset.metafields that return types with arguments of type InterestRateIndexModifier and TypeMethodDescriptiondefault Class<InterestRateIndex> FieldWithMetaInterestRateIndex.getValueType()default Class<InterestRateIndex> ReferenceWithMetaInterestRateIndex.getValueType()Methods in cdm.observable.asset.metafields with parameters of type InterestRateIndexModifier and TypeMethodDescriptionFieldWithMetaInterestRateIndex.FieldWithMetaInterestRateIndexBuilder.setValue(InterestRateIndex value) FieldWithMetaInterestRateIndex.FieldWithMetaInterestRateIndexBuilderImpl.setValue(InterestRateIndex _value) ReferenceWithMetaInterestRateIndex.ReferenceWithMetaInterestRateIndexBuilder.setValue(InterestRateIndex value) ReferenceWithMetaInterestRateIndex.ReferenceWithMetaInterestRateIndexBuilderImpl.setValue(InterestRateIndex _value) -
Uses of InterestRateIndex in cdm.observable.asset.util
Methods in cdm.observable.asset.util with parameters of type InterestRateIndexModifier and TypeMethodDescriptionInterestRateIndexDeepPathUtil.chooseAssetClass(InterestRateIndex interestRateIndex) InterestRateIndexDeepPathUtil.chooseAssetType(InterestRateIndex interestRateIndex) InterestRateIndexDeepPathUtil.chooseExchange(InterestRateIndex interestRateIndex) InterestRateIndexDeepPathUtil.chooseIdentifier(InterestRateIndex interestRateIndex) InterestRateIndexDeepPathUtil.chooseIndexTenor(InterestRateIndex interestRateIndex) InterestRateIndexDeepPathUtil.chooseIsExchangeListed(InterestRateIndex interestRateIndex) InterestRateIndexDeepPathUtil.chooseName(InterestRateIndex interestRateIndex) InterestRateIndexDeepPathUtil.chooseProvider(InterestRateIndex interestRateIndex) InterestRateIndexDeepPathUtil.chooseRelatedExchange(InterestRateIndex interestRateIndex) InterestRateIndexDeepPathUtil.chooseTaxonomy(InterestRateIndex interestRateIndex) -
Uses of InterestRateIndex in cdm.observable.asset.validation
Methods in cdm.observable.asset.validation with parameters of type InterestRateIndexModifier and TypeMethodDescriptionList<com.rosetta.model.lib.validation.ValidationResult<?>> InterestRateIndexTypeFormatValidator.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, InterestRateIndex o) List<com.rosetta.model.lib.validation.ValidationResult<?>> InterestRateIndexValidator.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, InterestRateIndex o) -
Uses of InterestRateIndex in cdm.observable.asset.validation.datarule
Methods in cdm.observable.asset.validation.datarule with parameters of type InterestRateIndexModifier and TypeMethodDescriptionList<com.rosetta.model.lib.validation.ValidationResult<?>> InterestRateIndexChoice.Default.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, InterestRateIndex interestRateIndex) List<com.rosetta.model.lib.validation.ValidationResult<?>> InterestRateIndexChoice.NoOp.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, InterestRateIndex interestRateIndex) -
Uses of InterestRateIndex in cdm.observable.asset.validation.exists
Methods in cdm.observable.asset.validation.exists with type parameters of type InterestRateIndexModifier and TypeMethodDescription<T2 extends InterestRateIndex>
com.rosetta.model.lib.validation.ValidationResult<InterestRateIndex> InterestRateIndexOnlyExistsValidator.validate(com.rosetta.model.lib.path.RosettaPath path, T2 o, Set<String> fields) Methods in cdm.observable.asset.validation.exists that return types with arguments of type InterestRateIndexModifier and TypeMethodDescription<T2 extends InterestRateIndex>
com.rosetta.model.lib.validation.ValidationResult<InterestRateIndex> InterestRateIndexOnlyExistsValidator.validate(com.rosetta.model.lib.path.RosettaPath path, T2 o, Set<String> fields) -
Uses of InterestRateIndex in cdm.product.asset
Methods in cdm.product.asset with parameters of type InterestRateIndexModifier and TypeMethodDescriptionFloatingRate.FloatingRateBuilder.setRateOptionValue(InterestRateIndex rateOption) FloatingRate.FloatingRateBuilderImpl.setRateOptionValue(InterestRateIndex _rateOption) FloatingRateBase.FloatingRateBaseBuilder.setRateOptionValue(InterestRateIndex rateOption) FloatingRateBase.FloatingRateBaseBuilderImpl.setRateOptionValue(InterestRateIndex _rateOption) FloatingRateSpecification.FloatingRateSpecificationBuilder.setRateOptionValue(InterestRateIndex rateOption) FloatingRateSpecification.FloatingRateSpecificationBuilderImpl.setRateOptionValue(InterestRateIndex _rateOption) InflationRateSpecification.InflationRateSpecificationBuilder.setRateOptionValue(InterestRateIndex rateOption) InflationRateSpecification.InflationRateSpecificationBuilderImpl.setRateOptionValue(InterestRateIndex _rateOption) -
Uses of InterestRateIndex in cdm.product.collateral
Methods in cdm.product.collateral with parameters of type InterestRateIndexModifier and TypeMethodDescriptionCollateralAgreementFloatingRate.CollateralAgreementFloatingRateBuilder.setRateOptionValue(InterestRateIndex rateOption) CollateralAgreementFloatingRate.CollateralAgreementFloatingRateBuilderImpl.setRateOptionValue(InterestRateIndex _rateOption)