Package cdm.observable.asset
Interface ValuationMethod.ValuationMethodBuilder
- All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject,com.rosetta.model.lib.RosettaModelObjectBuilder,ValuationMethod
- All Known Implementing Classes:
ValuationMethod.ValuationMethodBuilderImpl
- Enclosing interface:
ValuationMethod
public static interface ValuationMethod.ValuationMethodBuilder
extends ValuationMethod, com.rosetta.model.lib.RosettaModelObjectBuilder
Builder Interface
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Nested Class Summary
Nested classes/interfaces inherited from interface cdm.observable.asset.ValuationMethod
ValuationMethod.ValuationMethodBuilder, ValuationMethod.ValuationMethodBuilderImpl, ValuationMethod.ValuationMethodImpl -
Field Summary
Fields inherited from interface cdm.observable.asset.ValuationMethod
metaData -
Method Summary
Modifier and TypeMethodDescriptionSpecifies the parameters representing several mid-market valuation and replacement value methods.In the determination of a cash settlement amount, if weighted average quotations are to be obtained, the minimum quotation amount specifies a minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained.In the determination of a cash settlement amount, if weighted average quotations are to be obtained, the quotation amount specifies an upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained.The source for obtaining a valuation.default voidprocess(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor) prune()setCashCollateralValuationMethod(CashCollateralValuationMethod cashCollateralValuationMethod) setMinimumQuotationAmount(Money minimumQuotationAmount) setQuotationAmount(Money quotationAmount) setQuotationMethod(QuotationRateTypeEnum quotationMethod) setValuationMethod(ValuationMethodEnum valuationMethod) setValuationSource(ValuationSource valuationSource) Methods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosettaMethods inherited from interface com.rosetta.model.lib.RosettaModelObjectBuilder
getIndex, hasData, merge, processRosetta, processRosettaMethods inherited from interface cdm.observable.asset.ValuationMethod
build, getQuotationMethod, getType, getValuationMethod, metaData, process, toBuilder
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Method Details
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getOrCreateValuationSource
ValuationSource.ValuationSourceBuilder getOrCreateValuationSource() -
getValuationSource
ValuationSource.ValuationSourceBuilder getValuationSource()Description copied from interface:ValuationMethodThe source for obtaining a valuation. This may come from some information source (e.g. Reuters), from a rate option fixing (e.g. FX fixing for cross-currency settlement), or from a set of reference banks. This is a mandatory attribute as the valuation method relies on one of those sources to be specified.- Specified by:
getValuationSourcein interfaceValuationMethod
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getOrCreateQuotationAmount
Money.MoneyBuilder getOrCreateQuotationAmount() -
getQuotationAmount
Money.MoneyBuilder getQuotationAmount()Description copied from interface:ValuationMethodIn the determination of a cash settlement amount, if weighted average quotations are to be obtained, the quotation amount specifies an upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount equal to the floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount.- Specified by:
getQuotationAmountin interfaceValuationMethod
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getOrCreateMinimumQuotationAmount
Money.MoneyBuilder getOrCreateMinimumQuotationAmount() -
getMinimumQuotationAmount
Money.MoneyBuilder getMinimumQuotationAmount()Description copied from interface:ValuationMethodIn the determination of a cash settlement amount, if weighted average quotations are to be obtained, the minimum quotation amount specifies a minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD 1,000,000 (or its equivalent in the relevant obligation currency) or the quotation amount. ISDA 2003 Term: Minimum Quotation Amount.- Specified by:
getMinimumQuotationAmountin interfaceValuationMethod
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getOrCreateCashCollateralValuationMethod
CashCollateralValuationMethod.CashCollateralValuationMethodBuilder getOrCreateCashCollateralValuationMethod() -
getCashCollateralValuationMethod
CashCollateralValuationMethod.CashCollateralValuationMethodBuilder getCashCollateralValuationMethod()Description copied from interface:ValuationMethodSpecifies the parameters representing several mid-market valuation and replacement value methods.- Specified by:
getCashCollateralValuationMethodin interfaceValuationMethod
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setValuationSource
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setQuotationMethod
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setValuationMethod
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setQuotationAmount
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setMinimumQuotationAmount
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setCashCollateralValuationMethod
ValuationMethod.ValuationMethodBuilder setCashCollateralValuationMethod(CashCollateralValuationMethod cashCollateralValuationMethod) -
process
default void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor) - Specified by:
processin interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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prune
- Specified by:
prunein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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