Package cdm.event.common

Interface Exposure

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

Exposure.ExposureBuilder

All Known Implementing Classes:

Exposure.ExposureBuilderImpl, Exposure.ExposureImpl

@RosettaDataType(value="Exposure",
                 builder=ExposureBuilderImpl.class,
                 version="5.30.0")
@RuneDataType(value="Exposure",
              model="cdm",
              builder=ExposureBuilderImpl.class,
              version="5.30.0")
public interface Exposure
extends com.rosetta.model.lib.RosettaModelObject

Represents the current mark to market value or IM calculation value of the trade portfolio as recorded by the principle (in base currency).

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	Exposure.ExposureBuilder	Builder Interface
static class	Exposure.ExposureBuilderImpl	Builder Implementation of Exposure
static class	Exposure.ExposureImpl	Immutable Implementation of Exposure

Field Summary

Fields

Modifier and Type	Field	Description
static final ExposureMeta	metaData

Method Summary

Modifier and Type	Method	Description
Exposure	build()	Build Methods
static Exposure.ExposureBuilder	builder()
Money	getAggregateValue()	Represents the aggregate value of the portfolio in base currency.
ZonedDateTime	getCalculationDateTime()	Indicates the date when the exposure is calculated if different from valuation date.
ReferenceWithMetaPortfolioState	getTradePortfolio()	Represents a Portfolio that describes all the positions held at a given time, in various states which can be either traded, settled, etc., with lineage information to the previous state.
default Class<? extends Exposure>	getType()
ZonedDateTime	getValuationDateTime()	Indicates the valuation date of the exposure underlying the calculation.
default com.rosetta.model.lib.meta.RosettaMetaData<? extends Exposure>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
Exposure.ExposureBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final ExposureMeta metaData

Method Details

getTradePortfolio

ReferenceWithMetaPortfolioState getTradePortfolio()

Represents a Portfolio that describes all the positions held at a given time, in various states which can be either traded, settled, etc., with lineage information to the previous state.

getAggregateValue

Money getAggregateValue()

Represents the aggregate value of the portfolio in base currency.

getCalculationDateTime

ZonedDateTime getCalculationDateTime()

Indicates the date when the exposure is calculated if different from valuation date.

getValuationDateTime

ZonedDateTime getValuationDateTime()

Indicates the valuation date of the exposure underlying the calculation.

build

Exposure build()

Build Methods

Specified by:

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

toBuilder

Exposure.ExposureBuilder toBuilder()

Specified by:

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

builder

static Exposure.ExposureBuilder builder()

metaData

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

Utility Methods

Specified by:

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

getType

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