Package cdm.observable.asset

Class BondPriceAndYieldModel.BondPriceAndYieldModelImpl

java.lang.Object

cdm.observable.asset.BondPriceAndYieldModel.BondPriceAndYieldModelImpl

All Implemented Interfaces:

BondPriceAndYieldModel, com.rosetta.model.lib.RosettaModelObject

Enclosing interface:

BondPriceAndYieldModel

public static class BondPriceAndYieldModel.BondPriceAndYieldModelImpl
extends Object
implements BondPriceAndYieldModel

Immutable Implementation of BondPriceAndYieldModel

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.observable.asset.BondPriceAndYieldModel

BondPriceAndYieldModel.BondPriceAndYieldModelBuilder, BondPriceAndYieldModel.BondPriceAndYieldModelBuilderImpl, BondPriceAndYieldModel.BondPriceAndYieldModelImpl

Field Summary

Fields inherited from interface cdm.observable.asset.BondPriceAndYieldModel

metaData

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	BondPriceAndYieldModelImpl(BondPriceAndYieldModel.BondPriceAndYieldModelBuilder builder)

Method Summary

Modifier and Type	Method	Description
BondPriceAndYieldModel	build()	Build Methods
boolean	equals(Object o)
BigDecimal	getAllInPrice()	Bond all-in-price which is a price that includes all relevant price adjustments (i.e. accrued interest, haircut or margin ratio, inflation factor,etc.).
CleanOrDirtyPrice	getCleanOrDirtyPrice()	Either the clean or dirty price of the bond.
BigDecimal	getInflationFactor()	The inflation factor is specified for inflation-linked products which require some additional elements to calculate prices correctly.
RelativePrice	getRelativePrice()	Bond price relative to a Benchmark.
BigDecimal	getYieldToMaturity()	Price specified as a yield to maturity.
int	hashCode()
protected void	setBuilderFields(BondPriceAndYieldModel.BondPriceAndYieldModelBuilder builder)
BondPriceAndYieldModel.BondPriceAndYieldModelBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

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

Methods inherited from interface cdm.observable.asset.BondPriceAndYieldModel

getType, metaData, process

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

processRosetta, processRosetta

Constructor Details

BondPriceAndYieldModelImpl

protected BondPriceAndYieldModelImpl(BondPriceAndYieldModel.BondPriceAndYieldModelBuilder builder)

Method Details

getCleanOrDirtyPrice

@RosettaAttribute("cleanOrDirtyPrice")
@RuneAttribute("cleanOrDirtyPrice")
public CleanOrDirtyPrice getCleanOrDirtyPrice()

Description copied from interface: BondPriceAndYieldModel

Either the clean or dirty price of the bond.

Specified by:

getCleanOrDirtyPrice in interface BondPriceAndYieldModel

getRelativePrice

@RosettaAttribute("relativePrice")
@RuneAttribute("relativePrice")
public RelativePrice getRelativePrice()

Description copied from interface: BondPriceAndYieldModel

Bond price relative to a Benchmark.

Specified by:

getRelativePrice in interface BondPriceAndYieldModel

getYieldToMaturity

@RosettaAttribute("yieldToMaturity")
@RuneAttribute("yieldToMaturity")
public BigDecimal getYieldToMaturity()

Description copied from interface: BondPriceAndYieldModel

Price specified as a yield to maturity.

Specified by:

getYieldToMaturity in interface BondPriceAndYieldModel

getInflationFactor

@RosettaAttribute("inflationFactor")
@RuneAttribute("inflationFactor")
public BigDecimal getInflationFactor()

Description copied from interface: BondPriceAndYieldModel

The inflation factor is specified for inflation-linked products which require some additional elements to calculate prices correctly.

Specified by:

getInflationFactor in interface BondPriceAndYieldModel

getAllInPrice

@RosettaAttribute("allInPrice")
@RuneAttribute("allInPrice")
public BigDecimal getAllInPrice()

Description copied from interface: BondPriceAndYieldModel

Bond 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:

getAllInPrice in interface BondPriceAndYieldModel

build

public BondPriceAndYieldModel build()

Description copied from interface: BondPriceAndYieldModel

Build Methods

Specified by:

build in interface BondPriceAndYieldModel

Specified by:

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

toBuilder

public BondPriceAndYieldModel.BondPriceAndYieldModelBuilder toBuilder()

Specified by:

toBuilder in interface BondPriceAndYieldModel

Specified by:

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

setBuilderFields

protected void setBuilderFields(BondPriceAndYieldModel.BondPriceAndYieldModelBuilder 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