Package cdm.event.common

Class Valuation.ValuationImpl

java.lang.Object
cdm.event.common.Valuation.ValuationImpl
All Implemented Interfaces:
Valuation, com.rosetta.model.lib.RosettaModelObject
Enclosing interface:
Valuation
public static class Valuation.ValuationImpl extends Object implements Valuation
Immutable Implementation of Valuation

  • Constructor Details

  • Method Details

    • getAmount

      @RosettaAttribute(value="amount", isRequired=true) @RuneAttribute(value="amount", isRequired=true) public Money getAmount()
      Description copied from interface: Valuation
      Current value of the outstanding contract
      Specified by:
      getAmount in interface Valuation

    • 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 getPriceComponent()
      Description copied from interface: Valuation
      Denotes the price used to compute the valuation.
      Specified by:
      getPriceComponent in interface Valuation

    • 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

    • setBuilderFields

      protected void setBuilderFields(Valuation.ValuationBuilder builder)

    • 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