Package cdm.event.position

Interface Portfolio

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

Portfolio.PortfolioBuilder

All Known Implementing Classes:

Portfolio.PortfolioBuilderImpl, Portfolio.PortfolioImpl

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

A Portfolio represents an aggregation of multiple Positions, by describing the parameters that this Portfolio should be aggregated based on. The resulting PortfolioState is calculated using these aggregation parameters as inputs, by aggregating all the Events that are relevant to this Portfolio. The concept of Portfolio works at all levels in the model: from the highest for a given LegalEntity for instance, to the lowest to account for security substitutions in a secutity financing transaction. As such, Portfolio can be used either above or below the Contract level.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	Portfolio.PortfolioBuilder	Builder Interface
static class	Portfolio.PortfolioBuilderImpl	Builder Implementation of Portfolio
static class	Portfolio.PortfolioImpl	Immutable Implementation of Portfolio

Field Summary

Fields

Modifier and Type	Field	Description
static final PortfolioMeta	metaData

Method Summary

Modifier and Type	Method	Description
Portfolio	build()	Build Methods
static Portfolio.PortfolioBuilder	builder()
AggregationParameters	getAggregationParameters()	Describes the portfolio by describing how to aggregate all its relevant Events.
PortfolioState	getPortfolioState()	Describes the state of the Portfolio as a list of Positions resulting from the aggregation.
default Class<? extends Portfolio>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends Portfolio>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
Portfolio.PortfolioBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final PortfolioMeta metaData

Method Details

getAggregationParameters

AggregationParameters getAggregationParameters()

Describes the portfolio by describing how to aggregate all its relevant Events.

getPortfolioState

PortfolioState getPortfolioState()

Describes the state of the Portfolio as a list of Positions resulting from the aggregation.

build

Portfolio build()

Build Methods

Specified by:

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

toBuilder

Portfolio.PortfolioBuilder toBuilder()

Specified by:

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

builder

static Portfolio.PortfolioBuilder builder()

metaData

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

Utility Methods

Specified by:

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

getType

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