Package cdm.observable.asset
Class BondPriceAndYieldModel.BondPriceAndYieldModelBuilderImpl
java.lang.Object
cdm.observable.asset.BondPriceAndYieldModel.BondPriceAndYieldModelBuilderImpl
- All Implemented Interfaces:
BondPriceAndYieldModel,BondPriceAndYieldModel.BondPriceAndYieldModelBuilder,com.rosetta.model.lib.RosettaModelObject,com.rosetta.model.lib.RosettaModelObjectBuilder
- Enclosing interface:
BondPriceAndYieldModel
public static class BondPriceAndYieldModel.BondPriceAndYieldModelBuilderImpl
extends Object
implements BondPriceAndYieldModel.BondPriceAndYieldModelBuilder
Builder Implementation of BondPriceAndYieldModel
-
Nested Class Summary
Nested classes/interfaces inherited from interface cdm.observable.asset.BondPriceAndYieldModel
BondPriceAndYieldModel.BondPriceAndYieldModelBuilder, BondPriceAndYieldModel.BondPriceAndYieldModelBuilderImpl, BondPriceAndYieldModel.BondPriceAndYieldModelImpl -
Field Summary
FieldsModifier and TypeFieldDescriptionprotected BigDecimalprotected BigDecimalprotected RelativePrice.RelativePriceBuilderprotected BigDecimalFields inherited from interface cdm.observable.asset.BondPriceAndYieldModel
metaData -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionbuild()Build MethodsbooleanBond all-in-price which is a price that includes all relevant price adjustments (i.e. accrued interest, haircut or margin ratio, inflation factor,etc.).Either the clean or dirty price of the bond.The inflation factor is specified for inflation-linked products which require some additional elements to calculate prices correctly.Bond price relative to a Benchmark.Price specified as a yield to maturity.booleanhasData()inthashCode()merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger) prune()setAllInPrice(BigDecimal _allInPrice) setCleanOrDirtyPrice(CleanOrDirtyPrice _cleanOrDirtyPrice) setInflationFactor(BigDecimal _inflationFactor) setRelativePrice(RelativePrice _relativePrice) setYieldToMaturity(BigDecimal _yieldToMaturity) toString()Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, waitMethods inherited from interface cdm.observable.asset.BondPriceAndYieldModel
getType, metaData, processMethods inherited from interface cdm.observable.asset.BondPriceAndYieldModel.BondPriceAndYieldModelBuilder
processMethods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosettaMethods inherited from interface com.rosetta.model.lib.RosettaModelObjectBuilder
getIndex, processRosetta, processRosetta
-
Field Details
-
cleanOrDirtyPrice
-
relativePrice
-
yieldToMaturity
-
inflationFactor
-
allInPrice
-
-
Constructor Details
-
BondPriceAndYieldModelBuilderImpl
public BondPriceAndYieldModelBuilderImpl()
-
-
Method Details
-
getCleanOrDirtyPrice
@RosettaAttribute("cleanOrDirtyPrice") @RuneAttribute("cleanOrDirtyPrice") public CleanOrDirtyPrice.CleanOrDirtyPriceBuilder getCleanOrDirtyPrice()Description copied from interface:BondPriceAndYieldModelEither the clean or dirty price of the bond.- Specified by:
getCleanOrDirtyPricein interfaceBondPriceAndYieldModel- Specified by:
getCleanOrDirtyPricein interfaceBondPriceAndYieldModel.BondPriceAndYieldModelBuilder
-
getOrCreateCleanOrDirtyPrice
- Specified by:
getOrCreateCleanOrDirtyPricein interfaceBondPriceAndYieldModel.BondPriceAndYieldModelBuilder
-
getRelativePrice
@RosettaAttribute("relativePrice") @RuneAttribute("relativePrice") public RelativePrice.RelativePriceBuilder getRelativePrice()Description copied from interface:BondPriceAndYieldModelBond price relative to a Benchmark.- Specified by:
getRelativePricein interfaceBondPriceAndYieldModel- Specified by:
getRelativePricein interfaceBondPriceAndYieldModel.BondPriceAndYieldModelBuilder
-
getOrCreateRelativePrice
- Specified by:
getOrCreateRelativePricein interfaceBondPriceAndYieldModel.BondPriceAndYieldModelBuilder
-
getYieldToMaturity
@RosettaAttribute("yieldToMaturity") @RuneAttribute("yieldToMaturity") public BigDecimal getYieldToMaturity()Description copied from interface:BondPriceAndYieldModelPrice specified as a yield to maturity.- Specified by:
getYieldToMaturityin interfaceBondPriceAndYieldModel
-
getInflationFactor
@RosettaAttribute("inflationFactor") @RuneAttribute("inflationFactor") public BigDecimal getInflationFactor()Description copied from interface:BondPriceAndYieldModelThe inflation factor is specified for inflation-linked products which require some additional elements to calculate prices correctly.- Specified by:
getInflationFactorin interfaceBondPriceAndYieldModel
-
getAllInPrice
Description copied from interface:BondPriceAndYieldModelBond all-in-price which is a price that includes all relevant price adjustments (i.e. accrued interest, haircut or margin ratio, inflation factor,etc.). It expresses a price in terms of percentage of nominal amount.- Specified by:
getAllInPricein interfaceBondPriceAndYieldModel
-
setCleanOrDirtyPrice
@RosettaAttribute("cleanOrDirtyPrice") @RuneAttribute("cleanOrDirtyPrice") public BondPriceAndYieldModel.BondPriceAndYieldModelBuilder setCleanOrDirtyPrice(CleanOrDirtyPrice _cleanOrDirtyPrice) - Specified by:
setCleanOrDirtyPricein interfaceBondPriceAndYieldModel.BondPriceAndYieldModelBuilder
-
setRelativePrice
@RosettaAttribute("relativePrice") @RuneAttribute("relativePrice") public BondPriceAndYieldModel.BondPriceAndYieldModelBuilder setRelativePrice(RelativePrice _relativePrice) - Specified by:
setRelativePricein interfaceBondPriceAndYieldModel.BondPriceAndYieldModelBuilder
-
setYieldToMaturity
@RosettaAttribute("yieldToMaturity") @RuneAttribute("yieldToMaturity") public BondPriceAndYieldModel.BondPriceAndYieldModelBuilder setYieldToMaturity(BigDecimal _yieldToMaturity) - Specified by:
setYieldToMaturityin interfaceBondPriceAndYieldModel.BondPriceAndYieldModelBuilder
-
setInflationFactor
@RosettaAttribute("inflationFactor") @RuneAttribute("inflationFactor") public BondPriceAndYieldModel.BondPriceAndYieldModelBuilder setInflationFactor(BigDecimal _inflationFactor) - Specified by:
setInflationFactorin interfaceBondPriceAndYieldModel.BondPriceAndYieldModelBuilder
-
setAllInPrice
@RosettaAttribute("allInPrice") @RuneAttribute("allInPrice") public BondPriceAndYieldModel.BondPriceAndYieldModelBuilder setAllInPrice(BigDecimal _allInPrice) - Specified by:
setAllInPricein interfaceBondPriceAndYieldModel.BondPriceAndYieldModelBuilder
-
build
Description copied from interface:BondPriceAndYieldModelBuild Methods- Specified by:
buildin interfaceBondPriceAndYieldModel- Specified by:
buildin interfacecom.rosetta.model.lib.RosettaModelObject
-
toBuilder
- Specified by:
toBuilderin interfaceBondPriceAndYieldModel- Specified by:
toBuilderin interfacecom.rosetta.model.lib.RosettaModelObject
-
prune
- Specified by:
prunein interfaceBondPriceAndYieldModel.BondPriceAndYieldModelBuilder- Specified by:
prunein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
-
hasData
public boolean hasData()- Specified by:
hasDatain interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
-
merge
public BondPriceAndYieldModel.BondPriceAndYieldModelBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger) - Specified by:
mergein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
-
equals
-
hashCode
public int hashCode() -
toString
-