Package cdm.observable.asset

Interface ReferenceSwapCurve.ReferenceSwapCurveBuilder

All Superinterfaces:

ReferenceSwapCurve, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

All Known Implementing Classes:

ReferenceSwapCurve.ReferenceSwapCurveBuilderImpl

Enclosing interface:

ReferenceSwapCurve

public static interface ReferenceSwapCurve.ReferenceSwapCurveBuilder
extends ReferenceSwapCurve, com.rosetta.model.lib.RosettaModelObjectBuilder

Builder Interface

Nested Class Summary

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

ReferenceSwapCurve.ReferenceSwapCurveBuilder, ReferenceSwapCurve.ReferenceSwapCurveBuilderImpl, ReferenceSwapCurve.ReferenceSwapCurveImpl

Field Summary

Fields inherited from interface cdm.observable.asset.ReferenceSwapCurve

metaData

Method Summary

Modifier and Type	Method	Description
MakeWholeAmount.MakeWholeAmountBuilder	getMakeWholeAmount()	Amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date.
MakeWholeAmount.MakeWholeAmountBuilder	getOrCreateMakeWholeAmount()
SwapCurveValuation.SwapCurveValuationBuilder	getOrCreateSwapUnwindValue()
SwapCurveValuation.SwapCurveValuationBuilder	getSwapUnwindValue()	Getter Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
ReferenceSwapCurve.ReferenceSwapCurveBuilder	prune()
ReferenceSwapCurve.ReferenceSwapCurveBuilder	setMakeWholeAmount(MakeWholeAmount makeWholeAmount)
ReferenceSwapCurve.ReferenceSwapCurveBuilder	setSwapUnwindValue(SwapCurveValuation swapUnwindValue)

Methods inherited from interface cdm.observable.asset.ReferenceSwapCurve

build, getType, metaData, process, toBuilder

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

processRosetta, processRosetta

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

getIndex, hasData, merge, processRosetta, processRosetta

Method Details

getOrCreateSwapUnwindValue

SwapCurveValuation.SwapCurveValuationBuilder getOrCreateSwapUnwindValue()

getSwapUnwindValue

SwapCurveValuation.SwapCurveValuationBuilder getSwapUnwindValue()

Description copied from interface: ReferenceSwapCurve

Getter Methods

Specified by:

getSwapUnwindValue in interface ReferenceSwapCurve

getOrCreateMakeWholeAmount

MakeWholeAmount.MakeWholeAmountBuilder getOrCreateMakeWholeAmount()

getMakeWholeAmount

MakeWholeAmount.MakeWholeAmountBuilder getMakeWholeAmount()

Description copied from interface: ReferenceSwapCurve

Amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date. (The market practice in the convertible bond option space being that the buyer should be penalised if he/she exercises the option early on.)

Specified by:

getMakeWholeAmount in interface ReferenceSwapCurve

setSwapUnwindValue

ReferenceSwapCurve.ReferenceSwapCurveBuilder setSwapUnwindValue(SwapCurveValuation swapUnwindValue)

setMakeWholeAmount

ReferenceSwapCurve.ReferenceSwapCurveBuilder setMakeWholeAmount(MakeWholeAmount makeWholeAmount)

process

default void process(com.rosetta.model.lib.path.RosettaPath path,
 com.rosetta.model.lib.process.BuilderProcessor processor)

Specified by:

process in interface com.rosetta.model.lib.RosettaModelObjectBuilder

prune

ReferenceSwapCurve.ReferenceSwapCurveBuilder prune()

Specified by:

prune in interface com.rosetta.model.lib.RosettaModelObjectBuilder