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

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 Type	Method	Description
CashCollateralValuationMethod.CashCollateralValuationMethodBuilder	getCashCollateralValuationMethod()	Specifies the parameters representing several mid-market valuation and replacement value methods.
Money.MoneyBuilder	getMinimumQuotationAmount()	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.
CashCollateralValuationMethod.CashCollateralValuationMethodBuilder	getOrCreateCashCollateralValuationMethod()
Money.MoneyBuilder	getOrCreateMinimumQuotationAmount()
Money.MoneyBuilder	getOrCreateQuotationAmount()
ValuationSource.ValuationSourceBuilder	getOrCreateValuationSource()
Money.MoneyBuilder	getQuotationAmount()	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.
ValuationSource.ValuationSourceBuilder	getValuationSource()	The source for obtaining a valuation.
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
ValuationMethod.ValuationMethodBuilder	prune()
ValuationMethod.ValuationMethodBuilder	setCashCollateralValuationMethod(CashCollateralValuationMethod cashCollateralValuationMethod)
ValuationMethod.ValuationMethodBuilder	setMinimumQuotationAmount(Money minimumQuotationAmount)
ValuationMethod.ValuationMethodBuilder	setQuotationAmount(Money quotationAmount)
ValuationMethod.ValuationMethodBuilder	setQuotationMethod(QuotationRateTypeEnum quotationMethod)
ValuationMethod.ValuationMethodBuilder	setValuationMethod(ValuationMethodEnum valuationMethod)
ValuationMethod.ValuationMethodBuilder	setValuationSource(ValuationSource valuationSource)

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

Methods inherited from interface cdm.observable.asset.ValuationMethod

build, getQuotationMethod, getType, getValuationMethod, metaData, process, toBuilder

Method Details

getOrCreateValuationSource

ValuationSource.ValuationSourceBuilder getOrCreateValuationSource()

getValuationSource

ValuationSource.ValuationSourceBuilder getValuationSource()

Description copied from interface: ValuationMethod

The 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:

getValuationSource in interface ValuationMethod

getOrCreateQuotationAmount

Money.MoneyBuilder getOrCreateQuotationAmount()

getQuotationAmount

Money.MoneyBuilder getQuotationAmount()

Description copied from interface: ValuationMethod

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. 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:

getQuotationAmount in interface ValuationMethod

getOrCreateMinimumQuotationAmount

Money.MoneyBuilder getOrCreateMinimumQuotationAmount()

getMinimumQuotationAmount

Money.MoneyBuilder getMinimumQuotationAmount()

Description copied from interface: ValuationMethod

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. 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:

getMinimumQuotationAmount in interface ValuationMethod

getOrCreateCashCollateralValuationMethod

CashCollateralValuationMethod.CashCollateralValuationMethodBuilder getOrCreateCashCollateralValuationMethod()

getCashCollateralValuationMethod

CashCollateralValuationMethod.CashCollateralValuationMethodBuilder getCashCollateralValuationMethod()

Description copied from interface: ValuationMethod

Specifies the parameters representing several mid-market valuation and replacement value methods.

Specified by:

getCashCollateralValuationMethod in interface ValuationMethod

setValuationSource

ValuationMethod.ValuationMethodBuilder setValuationSource(ValuationSource valuationSource)

setQuotationMethod

ValuationMethod.ValuationMethodBuilder setQuotationMethod(QuotationRateTypeEnum quotationMethod)

setValuationMethod

ValuationMethod.ValuationMethodBuilder setValuationMethod(ValuationMethodEnum valuationMethod)

setQuotationAmount

ValuationMethod.ValuationMethodBuilder setQuotationAmount(Money quotationAmount)

setMinimumQuotationAmount

ValuationMethod.ValuationMethodBuilder setMinimumQuotationAmount(Money minimumQuotationAmount)

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:

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

prune

ValuationMethod.ValuationMethodBuilder prune()

Specified by:

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