Package cdm.observable.asset

Interface BondValuationModel

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

BondValuationModel.BondValuationModelBuilder

All Known Implementing Classes:

BondValuationModel.BondValuationModelBuilderImpl, BondValuationModel.BondValuationModelImpl

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

Bond valuation model for the security leg in a securities financing transaction, closely modelled onto the BondCollateral.model in FpML.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	BondValuationModel.BondValuationModelBuilder	Builder Interface
static class	BondValuationModel.BondValuationModelBuilderImpl	Builder Implementation of BondValuationModel
static class	BondValuationModel.BondValuationModelImpl	Immutable Implementation of BondValuationModel

Field Summary

Fields

Modifier and Type	Field	Description
static final BondValuationModelMeta	metaData

Method Summary

Modifier and Type	Method	Description
BondValuationModel	build()	Build Methods
static BondValuationModel.BondValuationModelBuilder	builder()
Money	getAccrualsAmount()	Accruals amount for the bond in the security leg
BondPriceAndYieldModel	getBondPriceAndYieldModel()	Price and yield model for valuing a bond security leg.
Money	getNominalAmount()	The quantity of the underlier expressed as a nominal amount.
default Class<? extends BondValuationModel>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends BondValuationModel>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
BondValuationModel.BondValuationModelBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final BondValuationModelMeta metaData

Method Details

getNominalAmount

Money getNominalAmount()

The quantity of the underlier expressed as a nominal amount.

getBondPriceAndYieldModel

BondPriceAndYieldModel getBondPriceAndYieldModel()

Price and yield model for valuing a bond security leg.

getAccrualsAmount

Money getAccrualsAmount()

Accruals amount for the bond in the security leg

build

BondValuationModel build()

Build Methods

Specified by:

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

toBuilder

BondValuationModel.BondValuationModelBuilder toBuilder()

Specified by:

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

builder

static BondValuationModel.BondValuationModelBuilder builder()

metaData

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

Utility Methods

Specified by:

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

getType

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