Package cdm.observable.asset

Interface PriceComposite

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

PriceComposite.PriceCompositeBuilder

All Known Implementing Classes:

PriceComposite.PriceCompositeBuilderImpl, PriceComposite.PriceCompositeImpl

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

Defines the inputs required to calculate a price as a simple composite of 2 other values. The inputs consist of 2 numbers and a simple arithmetic operator. This generic data type applies to a variety of use cases where a price is obtained by simple composition, e.g. dirty = clean + accrued (Bond), forward rate = spot rate + forward point (FX) etc.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	PriceComposite.PriceCompositeBuilder	Builder Interface
static class	PriceComposite.PriceCompositeBuilderImpl	Builder Implementation of PriceComposite
static class	PriceComposite.PriceCompositeImpl	Immutable Implementation of PriceComposite

Field Summary

Fields

Modifier and Type	Field	Description
static final PriceCompositeMeta	metaData

Method Summary

Modifier and Type	Method	Description
PriceComposite	build()	Build Methods
static PriceComposite.PriceCompositeBuilder	builder()
ArithmeticOperationEnum	getArithmeticOperator()	Specifies the arithmetic operator via an enumeration.
BigDecimal	getBaseValue()	The 1st value in the arithmetic operation, which may be non-commutative in some cases: Subtract, Divide).
BigDecimal	getOperand()	The 2nd value in the arithmetic operation, which may be non-commutative in some cases: Subtract, Divide).
PriceOperandEnum	getOperandType()	Optionally qualifies the type of operand: e.g. accrued or forward point.
default Class<? extends PriceComposite>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends PriceComposite>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
PriceComposite.PriceCompositeBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final PriceCompositeMeta metaData

Method Details

getBaseValue

BigDecimal getBaseValue()

The 1st value in the arithmetic operation, which may be non-commutative in some cases: Subtract, Divide). This 1st operand is called 'baseValue' as it refers to the price anchor in the arithmetic operation: e.g. the clean price (Bond) or the spot rate (FX).

getOperand

BigDecimal getOperand()

The 2nd value in the arithmetic operation, which may be non-commutative in some cases: Subtract, Divide). The 2nd operand is called 'operand' to distinguish it from the 1st one which is the price anchor.

getArithmeticOperator

ArithmeticOperationEnum getArithmeticOperator()

Specifies the arithmetic operator via an enumeration.

getOperandType

PriceOperandEnum getOperandType()

Optionally qualifies the type of operand: e.g. accrued or forward point.

build

PriceComposite build()

Build Methods

Specified by:

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

toBuilder

PriceComposite.PriceCompositeBuilder toBuilder()

Specified by:

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

builder

static PriceComposite.PriceCompositeBuilder builder()

metaData

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

Utility Methods

Specified by:

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

getType

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