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

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.event.common.Valuation

Valuation.ValuationBuilder, Valuation.ValuationBuilderImpl, Valuation.ValuationImpl

Field Summary

Fields

Modifier and Type	Field	Description
protected Money.MoneyBuilder	amount
protected BigDecimal	delta
protected ValuationTypeEnum	method
protected Price.PriceBuilder	priceComponent
protected ValuationSourceEnum	source
protected ZonedDateTime	timestamp
protected PriceTimingEnum	valuationTiming

Fields inherited from interface cdm.event.common.Valuation

metaData

Constructor Summary

Constructors

Constructor	Description
ValuationBuilderImpl()

Method Summary

Modifier and Type	Method	Description
Valuation	build()	Build Methods
boolean	equals(Object o)
Money.MoneyBuilder	getAmount()	Current value of the outstanding contract
BigDecimal	getDelta()	The ratio of the change in the price of a derivative transaction to the change in the price of the underlying.
ValuationTypeEnum	getMethod()	Method used for the valuation of the transaction by the valuation party.
Money.MoneyBuilder	getOrCreateAmount()
Price.PriceBuilder	getOrCreatePriceComponent()
Price.PriceBuilder	getPriceComponent()	Denotes the price used to compute the valuation.
ValuationSourceEnum	getSource()	Source of the valuation of the transaction by the valuation party.
ZonedDateTime	getTimestamp()	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.
PriceTimingEnum	getValuationTiming()	Denotes when the valuation was sourced during a business day.
boolean	hasData()
int	hashCode()
Valuation.ValuationBuilder	merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
Valuation.ValuationBuilder	prune()
Valuation.ValuationBuilder	setAmount(Money _amount)
Valuation.ValuationBuilder	setDelta(BigDecimal _delta)
Valuation.ValuationBuilder	setMethod(ValuationTypeEnum _method)
Valuation.ValuationBuilder	setPriceComponent(Price _priceComponent)
Valuation.ValuationBuilder	setSource(ValuationSourceEnum _source)
Valuation.ValuationBuilder	setTimestamp(ZonedDateTime _timestamp)
Valuation.ValuationBuilder	setValuationTiming(PriceTimingEnum _valuationTiming)
Valuation.ValuationBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

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

processRosetta, processRosetta

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

getIndex, processRosetta, processRosetta

Methods inherited from interface cdm.event.common.Valuation

getType, metaData, process

Methods inherited from interface cdm.event.common.Valuation.ValuationBuilder

process

Field Details

amount

protected Money.MoneyBuilder amount

timestamp

protected ZonedDateTime timestamp

method

protected ValuationTypeEnum method

source

protected ValuationSourceEnum source

delta

protected BigDecimal delta

valuationTiming

protected PriceTimingEnum valuationTiming

priceComponent

protected Price.PriceBuilder priceComponent

Constructor Details

ValuationBuilderImpl

public ValuationBuilderImpl()

Method Details

getAmount

@RosettaAttribute(value="amount",
                  isRequired=true)
@RuneAttribute(value="amount",
               isRequired=true)
public Money.MoneyBuilder getAmount()

Description copied from interface: Valuation

Current value of the outstanding contract

Specified by:

getAmount in interface Valuation

Specified by:

getAmount in interface Valuation.ValuationBuilder

getOrCreateAmount

public Money.MoneyBuilder getOrCreateAmount()

Specified by:

getOrCreateAmount in interface Valuation.ValuationBuilder

getTimestamp

@RosettaAttribute(value="timestamp",
                  isRequired=true)
@RuneAttribute(value="timestamp",
               isRequired=true)
public ZonedDateTime getTimestamp()

Description copied from interface: Valuation

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.

Specified by:

getTimestamp in interface Valuation

getMethod

@RosettaAttribute("method")
@RuneAttribute("method")
public ValuationTypeEnum getMethod()

Description copied from interface: Valuation

Method used for the valuation of the transaction by the valuation party.

Specified by:

getMethod in interface Valuation

getSource

@RosettaAttribute("source")
@RuneAttribute("source")
public ValuationSourceEnum getSource()

Description copied from interface: Valuation

Source of the valuation of the transaction by the valuation party.

Specified by:

getSource in interface Valuation

getDelta

@RosettaAttribute("delta")
@RuneAttribute("delta")
public BigDecimal getDelta()

Description copied from interface: Valuation

The 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.

Specified by:

getDelta in interface Valuation

getValuationTiming

@RosettaAttribute("valuationTiming")
@RuneAttribute("valuationTiming")
public PriceTimingEnum getValuationTiming()

Description copied from interface: Valuation

Denotes when the valuation was sourced during a business day.

Specified by:

getValuationTiming in interface Valuation

getPriceComponent

@RosettaAttribute("priceComponent")
@RuneAttribute("priceComponent")
public Price.PriceBuilder getPriceComponent()

Description copied from interface: Valuation

Denotes the price used to compute the valuation.

Specified by:

getPriceComponent in interface Valuation

Specified by:

getPriceComponent in interface Valuation.ValuationBuilder

getOrCreatePriceComponent

public Price.PriceBuilder getOrCreatePriceComponent()

Specified by:

getOrCreatePriceComponent in interface Valuation.ValuationBuilder

setAmount

@RosettaAttribute(value="amount",
                  isRequired=true)
@RuneAttribute(value="amount",
               isRequired=true)
public Valuation.ValuationBuilder setAmount(Money _amount)

Specified by:

setAmount in interface Valuation.ValuationBuilder

setTimestamp

@RosettaAttribute(value="timestamp",
                  isRequired=true)
@RuneAttribute(value="timestamp",
               isRequired=true)
public Valuation.ValuationBuilder setTimestamp(ZonedDateTime _timestamp)

Specified by:

setTimestamp in interface Valuation.ValuationBuilder

setMethod

@RosettaAttribute("method")
@RuneAttribute("method")
public Valuation.ValuationBuilder setMethod(ValuationTypeEnum _method)

Specified by:

setMethod in interface Valuation.ValuationBuilder

setSource

@RosettaAttribute("source")
@RuneAttribute("source")
public Valuation.ValuationBuilder setSource(ValuationSourceEnum _source)

Specified by:

setSource in interface Valuation.ValuationBuilder

setDelta

@RosettaAttribute("delta")
@RuneAttribute("delta")
public Valuation.ValuationBuilder setDelta(BigDecimal _delta)

Specified by:

setDelta in interface Valuation.ValuationBuilder

setValuationTiming

@RosettaAttribute("valuationTiming")
@RuneAttribute("valuationTiming")
public Valuation.ValuationBuilder setValuationTiming(PriceTimingEnum _valuationTiming)

Specified by:

setValuationTiming in interface Valuation.ValuationBuilder

setPriceComponent

@RosettaAttribute("priceComponent")
@RuneAttribute("priceComponent")
public Valuation.ValuationBuilder setPriceComponent(Price _priceComponent)

Specified by:

setPriceComponent in interface Valuation.ValuationBuilder

build

public Valuation build()

Description copied from interface: Valuation

Build Methods

Specified by:

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

Specified by:

build in interface Valuation

toBuilder

public Valuation.ValuationBuilder toBuilder()

Specified by:

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

Specified by:

toBuilder in interface Valuation

prune

public Valuation.ValuationBuilder prune()

Specified by:

prune in interface com.rosetta.model.lib.RosettaModelObjectBuilder

Specified by:

prune in interface Valuation.ValuationBuilder

hasData

public boolean hasData()

Specified by:

hasData in interface com.rosetta.model.lib.RosettaModelObjectBuilder

merge

public Valuation.ValuationBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other,
 com.rosetta.model.lib.process.BuilderMerger merger)

Specified by:

merge in interface com.rosetta.model.lib.RosettaModelObjectBuilder

equals

public boolean equals(Object o)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object