Package cdm.event.common

Interface Valuation

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
Valuation.ValuationBuilder
All Known Implementing Classes:
Valuation.ValuationBuilderImpl, Valuation.ValuationImpl
@RosettaDataType(value="Valuation", builder=ValuationBuilderImpl.class, version="5.30.0") @RuneDataType(value="Valuation", model="cdm", builder=ValuationBuilderImpl.class, version="5.30.0") public interface Valuation extends com.rosetta.model.lib.RosettaModelObject
Defines the value of an investment, asset, or security
Version:
5.30.0

  • Field Details

  • Method Details

    • getAmount

      Money getAmount()
      Current value of the outstanding contract

    • getTimestamp

      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.

    • getMethod

      ValuationTypeEnum getMethod()
      Method used for the valuation of the transaction by the valuation party.

    • getSource

      ValuationSourceEnum getSource()
      Source of the valuation of the transaction by the valuation party.

    • getDelta

      BigDecimal getDelta()
      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.

    • getValuationTiming

      PriceTimingEnum getValuationTiming()
      Denotes when the valuation was sourced during a business day.

    • getPriceComponent

      Price getPriceComponent()
      Denotes the price used to compute the valuation.

    • build

      Valuation build()
      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      Valuation.ValuationBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static Valuation.ValuationBuilder builder()

    • metaData

      default com.rosetta.model.lib.meta.RosettaMetaData<? extends Valuation> metaData()
      Utility Methods
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject

    • getType

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