Package cdm.event.common
Class Valuation.ValuationBuilderImpl
java.lang.Object
cdm.event.common.Valuation.ValuationBuilderImpl
- All Implemented Interfaces:
Valuation,Valuation.ValuationBuilder,com.rosetta.model.lib.RosettaModelObject,com.rosetta.model.lib.RosettaModelObjectBuilder
- Enclosing interface:
Valuation
public static class Valuation.ValuationBuilderImpl
extends Object
implements Valuation.ValuationBuilder
Builder Implementation of Valuation
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Nested Class Summary
Nested classes/interfaces inherited from interface cdm.event.common.Valuation
Valuation.ValuationBuilder, Valuation.ValuationBuilderImpl, Valuation.ValuationImpl -
Field Summary
FieldsModifier and TypeFieldDescriptionprotected Money.MoneyBuilderprotected BigDecimalprotected ValuationTypeEnumprotected Price.PriceBuilderprotected ValuationSourceEnumprotected ZonedDateTimeprotected PriceTimingEnum -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionbuild()Build MethodsbooleanCurrent value of the outstanding contractgetDelta()The ratio of the change in the price of a derivative transaction to the change in the price of the underlying.Method used for the valuation of the transaction by the valuation party.Denotes the price used to compute the valuation.Source of the valuation of the transaction by the valuation party.Date and time of the last valuation marked to market, provided by the central counterparty (CCP) or calculated using the current or last available market price of the inputs.Denotes when the valuation was sourced during a business day.booleanhasData()inthashCode()merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger) prune()setDelta(BigDecimal _delta) setMethod(ValuationTypeEnum _method) setPriceComponent(Price _priceComponent) setSource(ValuationSourceEnum _source) setTimestamp(ZonedDateTime _timestamp) setValuationTiming(PriceTimingEnum _valuationTiming) toString()Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, waitMethods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosettaMethods inherited from interface com.rosetta.model.lib.RosettaModelObjectBuilder
getIndex, processRosetta, processRosettaMethods inherited from interface cdm.event.common.Valuation.ValuationBuilder
process
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Field Details
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amount
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timestamp
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method
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source
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delta
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valuationTiming
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priceComponent
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Constructor Details
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ValuationBuilderImpl
public ValuationBuilderImpl()
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Method Details
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getAmount
@RosettaAttribute(value="amount", isRequired=true) @RuneAttribute(value="amount", isRequired=true) public Money.MoneyBuilder getAmount()Description copied from interface:ValuationCurrent value of the outstanding contract- Specified by:
getAmountin interfaceValuation- Specified by:
getAmountin interfaceValuation.ValuationBuilder
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getOrCreateAmount
- Specified by:
getOrCreateAmountin interfaceValuation.ValuationBuilder
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getTimestamp
@RosettaAttribute(value="timestamp", isRequired=true) @RuneAttribute(value="timestamp", isRequired=true) public ZonedDateTime getTimestamp()Description copied from interface:ValuationDate and time of the last valuation marked to market, provided by the central counterparty (CCP) or calculated using the current or last available market price of the inputs.- Specified by:
getTimestampin interfaceValuation
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getMethod
Description copied from interface:ValuationMethod used for the valuation of the transaction by the valuation party. -
getSource
Description copied from interface:ValuationSource of the valuation of the transaction by the valuation party. -
getDelta
Description copied from interface:ValuationThe ratio of the change in the price of a derivative transaction to the change in the price of the underlying. This field is applicable only to options and swaptions. -
getValuationTiming
@RosettaAttribute("valuationTiming") @RuneAttribute("valuationTiming") public PriceTimingEnum getValuationTiming()Description copied from interface:ValuationDenotes when the valuation was sourced during a business day.- Specified by:
getValuationTimingin interfaceValuation
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getPriceComponent
@RosettaAttribute("priceComponent") @RuneAttribute("priceComponent") public Price.PriceBuilder getPriceComponent()Description copied from interface:ValuationDenotes the price used to compute the valuation.- Specified by:
getPriceComponentin interfaceValuation- Specified by:
getPriceComponentin interfaceValuation.ValuationBuilder
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getOrCreatePriceComponent
- Specified by:
getOrCreatePriceComponentin interfaceValuation.ValuationBuilder
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setAmount
@RosettaAttribute(value="amount", isRequired=true) @RuneAttribute(value="amount", isRequired=true) public Valuation.ValuationBuilder setAmount(Money _amount) - Specified by:
setAmountin interfaceValuation.ValuationBuilder
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setTimestamp
@RosettaAttribute(value="timestamp", isRequired=true) @RuneAttribute(value="timestamp", isRequired=true) public Valuation.ValuationBuilder setTimestamp(ZonedDateTime _timestamp) - Specified by:
setTimestampin interfaceValuation.ValuationBuilder
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setMethod
@RosettaAttribute("method") @RuneAttribute("method") public Valuation.ValuationBuilder setMethod(ValuationTypeEnum _method) - Specified by:
setMethodin interfaceValuation.ValuationBuilder
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setSource
@RosettaAttribute("source") @RuneAttribute("source") public Valuation.ValuationBuilder setSource(ValuationSourceEnum _source) - Specified by:
setSourcein interfaceValuation.ValuationBuilder
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setDelta
@RosettaAttribute("delta") @RuneAttribute("delta") public Valuation.ValuationBuilder setDelta(BigDecimal _delta) - Specified by:
setDeltain interfaceValuation.ValuationBuilder
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setValuationTiming
@RosettaAttribute("valuationTiming") @RuneAttribute("valuationTiming") public Valuation.ValuationBuilder setValuationTiming(PriceTimingEnum _valuationTiming) - Specified by:
setValuationTimingin interfaceValuation.ValuationBuilder
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setPriceComponent
@RosettaAttribute("priceComponent") @RuneAttribute("priceComponent") public Valuation.ValuationBuilder setPriceComponent(Price _priceComponent) - Specified by:
setPriceComponentin interfaceValuation.ValuationBuilder
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build
Description copied from interface:ValuationBuild Methods -
toBuilder
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prune
- Specified by:
prunein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder- Specified by:
prunein interfaceValuation.ValuationBuilder
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hasData
public boolean hasData()- Specified by:
hasDatain interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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merge
public Valuation.ValuationBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger) - Specified by:
mergein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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equals
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hashCode
public int hashCode() -
toString
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