Package cdm.observable.asset

Class TransactedPrice.TransactedPriceImpl

java.lang.Object
cdm.observable.asset.TransactedPrice.TransactedPriceImpl
All Implemented Interfaces:
TransactedPrice, com.rosetta.model.lib.RosettaModelObject
Enclosing interface:
TransactedPrice
public static class TransactedPrice.TransactedPriceImpl extends Object implements TransactedPrice
Immutable Implementation of TransactedPrice

  • Constructor Details

  • Method Details

    • getMarketFixedRate

      @RosettaAttribute("marketFixedRate") @RuneAttribute("marketFixedRate") public BigDecimal getMarketFixedRate()
      Description copied from interface: TransactedPrice
      An optional element that only has meaning in a credit index trade. This element contains the credit spread ('fair value') at which the trade was executed. Unlike the fixedRate of an index, the marketFixedRate varies over the life of the index depending on market conditions. The marketFixedRate is the price of the index as quoted by trading desks.
      Specified by:
      getMarketFixedRate in interface TransactedPrice

    • getInitialPoints

      @RosettaAttribute("initialPoints") @RuneAttribute("initialPoints") public BigDecimal getInitialPoints()
      Description copied from interface: TransactedPrice
      An optional element that contains the up-front points expressed as a percentage of the notional. An initialPoints value of 5% would be represented as 0.05. The initialPoints element is an alternative to marketFixedRate in quoting the traded level of a trade. When initialPoints is used, the traded level is the sum of fixedRate and initialPoints. The initialPoints is one of the items that are factored into the initialPayment calculation and is payable by the Buyer to the Seller. Note that initialPoints and marketFixedRate may both be present in the same document when both implied values are desired.
      Specified by:
      getInitialPoints in interface TransactedPrice

    • getMarketPrice

      @RosettaAttribute("marketPrice") @RuneAttribute("marketPrice") public BigDecimal getMarketPrice()
      Description copied from interface: TransactedPrice
      An optional element that only has meaning in a credit index trade. This element contains the price at which the trade was executed and is used instead of marketFixedRate on credit trades on certain indicies which are quoted using a price rather than a spread.
      Specified by:
      getMarketPrice in interface TransactedPrice

    • getQuotationStyle

      @RosettaAttribute("quotationStyle") @RuneAttribute("quotationStyle") public QuotationStyleEnum getQuotationStyle()
      Description copied from interface: TransactedPrice
      An optional element that contains the up-front points expressed as a percentage of the notional. An initialPoints value of 5% would be represented as 0.05. The initialPoints element is an alternative to marketFixedRate in quoting the traded level of a trade. When initialPoints is used, the traded level is the sum of fixedRate and initialPoints. The initialPoints is one of the items that are factored into the initialPayment calculation and is payable by the Buyer to the Seller. Note that initialPoints and marketFixedRate may both be present in the same document when both implied values are desired.
      Specified by:
      getQuotationStyle in interface TransactedPrice

    • build

      public TransactedPrice build()
      Description copied from interface: TransactedPrice
      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject
      Specified by:
      build in interface TransactedPrice

    • toBuilder

      public TransactedPrice.TransactedPriceBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject
      Specified by:
      toBuilder in interface TransactedPrice

    • setBuilderFields

      protected void setBuilderFields(TransactedPrice.TransactedPriceBuilder 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