Package cdm.observable.asset

Interface PremiumExpression

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

PremiumExpression.PremiumExpressionBuilder

All Known Implementing Classes:

PremiumExpression.PremiumExpressionBuilderImpl, PremiumExpression.PremiumExpressionImpl

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

This class corresponds to the FpML Premium.model group for representing the option premium when expressed in a way other than an amount.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	PremiumExpression.PremiumExpressionBuilder	Builder Interface
static class	PremiumExpression.PremiumExpressionBuilderImpl	Builder Implementation of PremiumExpression
static class	PremiumExpression.PremiumExpressionImpl	Immutable Implementation of PremiumExpression

Field Summary

Fields

Modifier and Type	Field	Description
static final PremiumExpressionMeta	metaData

Method Summary

Modifier and Type	Method	Description
PremiumExpression	build()	Build Methods
static PremiumExpression.PremiumExpressionBuilder	builder()
BigDecimal	getPercentageOfNotional()	The amount of premium to be paid expressed as a percentage of the notional value of the transaction.
PremiumTypeEnum	getPremiumType()	Forward start premium type
Money	getPricePerOption()	The amount of premium to be paid expressed as a function of the number of options.
default Class<? extends PremiumExpression>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends PremiumExpression>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
PremiumExpression.PremiumExpressionBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final PremiumExpressionMeta metaData

Method Details

getPremiumType

PremiumTypeEnum getPremiumType()

Forward start premium type

getPricePerOption

Money getPricePerOption()

The amount of premium to be paid expressed as a function of the number of options.

getPercentageOfNotional

BigDecimal getPercentageOfNotional()

The amount of premium to be paid expressed as a percentage of the notional value of the transaction. A percentage of 5% would be expressed as 0.05.

build

PremiumExpression build()

Build Methods

Specified by:

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

toBuilder

PremiumExpression.PremiumExpressionBuilder toBuilder()

Specified by:

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

builder

static PremiumExpression.PremiumExpressionBuilder builder()

metaData

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

Utility Methods

Specified by:

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

getType

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