Package cdm.product.asset

Interface InflationRateSpecification

All Superinterfaces:

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

All Known Subinterfaces:

InflationRateSpecification.InflationRateSpecificationBuilder

All Known Implementing Classes:

InflationRateSpecification.InflationRateSpecificationBuilderImpl, InflationRateSpecification.InflationRateSpecificationImpl

@RosettaDataType(value="InflationRateSpecification",
                 builder=InflationRateSpecificationBuilderImpl.class,
                 version="7.0.0-dev.105")
@RuneDataType(value="InflationRateSpecification",
              model="cdm",
              builder=InflationRateSpecificationBuilderImpl.class,
              version="7.0.0-dev.105")
public interface InflationRateSpecification
extends FloatingRateSpecification

A data to: specify the inflation rate.

Version:

7.0.0-dev.105

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	InflationRateSpecification.InflationRateSpecificationBuilder	Builder Interface
static class	InflationRateSpecification.InflationRateSpecificationBuilderImpl	Builder Implementation of InflationRateSpecification
static class	InflationRateSpecification.InflationRateSpecificationImpl	Immutable Implementation of InflationRateSpecification

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

FloatingRate.FloatingRateBuilder, FloatingRate.FloatingRateBuilderImpl, FloatingRate.FloatingRateImpl

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

FloatingRateBase.FloatingRateBaseBuilder, FloatingRateBase.FloatingRateBaseBuilderImpl, FloatingRateBase.FloatingRateBaseImpl

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

FloatingRateSpecification.FloatingRateSpecificationBuilder, FloatingRateSpecification.FloatingRateSpecificationBuilderImpl, FloatingRateSpecification.FloatingRateSpecificationImpl

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 InflationRateSpecificationMeta	metaData

Method Summary

Modifier and Type	Method	Description
InflationRateSpecification	build()	Build Methods
static InflationRateSpecification.InflationRateSpecificationBuilder	builder()
InflationCalculationMethodEnum	getCalculationMethod()	Indicates how to use the inflation index to calculate the payment (e.g.
InflationCalculationStyleEnum	getCalculationStyle()	Indicates the style of how the inflation index calculates the payment (e.g.
Boolean	getFallbackBondApplicable()	The applicability of a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8.
FinalPrincipalExchangeCalculationEnum	getFinalPrincipalExchangeCalculation()	To be specified only for products that embed a redemption payment.
FieldWithMetaString	getIndexSource()	The reference source such as Reuters or Bloomberg.
Offset	getInflationLag()	An off-setting period from the payment date which determines the reference period for which the inflation index is observed.
BigDecimal	getInitialIndexLevel()	Initial known index level for the first calculation period.
FieldWithMetaInterpolationMethodEnum	getInterpolationMethod()	The method used when calculating the Inflation Index Level from multiple points.
FieldWithMetaString	getMainPublication()	The current main publication source such as relevant web site or a government body.
default Class<? extends InflationRateSpecification>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends InflationRateSpecification>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
InflationRateSpecification.InflationRateSpecificationBuilder	toBuilder()

Methods inherited from interface cdm.product.asset.FloatingRate

getCalculationParameters, getFallbackRate, getFloatingRateMultiplierSchedule, getRateTreatment

Methods inherited from interface cdm.product.asset.FloatingRateBase

getCapRateSchedule, getFloorRateSchedule, getMeta, getRateOption, getSpreadSchedule

Methods inherited from interface cdm.product.asset.FloatingRateSpecification

getAveragingMethod, getFinalRateRounding, getInitialRate, getNegativeInterestRateTreatment

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

processRosetta, processRosetta

Field Details

metaData

static final InflationRateSpecificationMeta metaData

Method Details

getInflationLag

Offset getInflationLag()

An off-setting period from the payment date which determines the reference period for which the inflation index is observed.

getIndexSource

FieldWithMetaString getIndexSource()

The reference source such as Reuters or Bloomberg. FpML specifies indexSource to be of type rateSourcePageScheme, but without specifying actual values.

getMainPublication

FieldWithMetaString getMainPublication()

The current main publication source such as relevant web site or a government body. FpML specifies mainPublication to be of type mainPublicationSource, but without specifying actual values.

getInterpolationMethod

FieldWithMetaInterpolationMethodEnum getInterpolationMethod()

The method used when calculating the Inflation Index Level from multiple points. The most common is Linear.

getInitialIndexLevel

BigDecimal getInitialIndexLevel()

Initial known index level for the first calculation period.

getFallbackBondApplicable

Boolean getFallbackBondApplicable()

The applicability of a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8.

getCalculationMethod

InflationCalculationMethodEnum getCalculationMethod()

Indicates how to use the inflation index to calculate the payment (e.g. Ratio, Return, Spread). Added for Inflation Asset Swap

getCalculationStyle

InflationCalculationStyleEnum getCalculationStyle()

Indicates the style of how the inflation index calculates the payment (e.g. YearOnYear, ZeroCoupon).

getFinalPrincipalExchangeCalculation

FinalPrincipalExchangeCalculationEnum getFinalPrincipalExchangeCalculation()

To be specified only for products that embed a redemption payment.

build

InflationRateSpecification build()

Build Methods

Specified by:

build in interface FloatingRate

Specified by:

build in interface FloatingRateBase

Specified by:

build in interface FloatingRateSpecification

Specified by:

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

toBuilder

InflationRateSpecification.InflationRateSpecificationBuilder toBuilder()

Specified by:

toBuilder in interface FloatingRate

Specified by:

toBuilder in interface FloatingRateBase

Specified by:

toBuilder in interface FloatingRateSpecification

Specified by:

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

builder

static InflationRateSpecification.InflationRateSpecificationBuilder builder()

metaData

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

Utility Methods

Specified by:

metaData in interface FloatingRate

Specified by:

metaData in interface FloatingRateBase

Specified by:

metaData in interface FloatingRateSpecification

Specified by:

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

getType

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

Specified by:

getType in interface FloatingRate

Specified by:

getType in interface FloatingRateBase

Specified by:

getType in interface FloatingRateSpecification

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 FloatingRate

Specified by:

process in interface FloatingRateBase

Specified by:

process in interface FloatingRateSpecification

Specified by:

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