Rosetta Editor
Edit and test Rosetta reporting & projection rules
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reporting rule InterestRatePayoutReport
from InterestRatePayout:
extract item -> rateSpecification -> fixedRate -> rateSchedule -> price -> value
as "Fixed Rate"
extract item -> dayCountFraction
as "Day Count"
extract item -> calculationPeriodDates -> effectiveDate -> adjustableDate -> unadjustedDate
as "Start Date"
extract item -> calculationPeriodDates -> terminationDate -> adjustableDate -> unadjustedDate
as "End Date"
extract item -> paymentDates -> paymentFrequency -> periodMultiplier
as "Payment Frequency"
extract item -> priceQuantity -> quantitySchedule -> value
as "Notional"
reporting rule FloatingLegReport
from InterestRatePayout:
extract item -> rateSpecification -> floatingRate -> floatingRateIndex
as "Index"
extract item -> rateSpecification -> floatingRate -> spreadSchedule -> value
as "Spread"
extract item -> resetDates -> resetFrequency -> periodMultiplier
as "Reset Frequency"
Line 5, Col 12|Rosetta DSL 11.25.0| Valid
32 lines | 2 rules defined
Test Output
Passed3 records processed — 42ms
| Fixed Rate | Day Count | Start Date | End Date | Pay Freq | Notional |
|---|---|---|---|---|---|
| 0.0325 | 30/360 | 2026-02-18 | 2031-02-18 | 6M | 50,000,000 |
| 0.0275 | ACT/360 | 2025-09-15 | 2030-09-15 | 3M | 25,000,000 |
| 0.0410 | 30/360 | 2026-01-10 | 2028-01-10 | 12M | 100,000,000 |
Rule Info
Input TypeInterestRatePayout
Output Fields6 columns
Versionv1.2.0
Last Deployed2026-02-13 14:30