Package cdm.observable.asset
Class ValuationMethod.ValuationMethodBuilderImpl
java.lang.Object
cdm.observable.asset.ValuationMethod.ValuationMethodBuilderImpl
- All Implemented Interfaces:
ValuationMethod,ValuationMethod.ValuationMethodBuilder,com.rosetta.model.lib.RosettaModelObject,com.rosetta.model.lib.RosettaModelObjectBuilder
- Enclosing interface:
ValuationMethod
public static class ValuationMethod.ValuationMethodBuilderImpl
extends Object
implements ValuationMethod.ValuationMethodBuilder
Builder Implementation of ValuationMethod
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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
FieldsModifier and TypeFieldDescriptionprotected Money.MoneyBuilderprotected Money.MoneyBuilderprotected QuotationRateTypeEnumprotected ValuationMethodEnumprotected ValuationSource.ValuationSourceBuilderFields inherited from interface cdm.observable.asset.ValuationMethod
metaData -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionbuild()Build MethodsbooleanSpecifies 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 type of price quotations to be requested from dealers when determining the market value of the reference obligation for purposes of cash settlement, or which rate quote is to be observed for a fixing.The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.The source for obtaining a valuation.booleanhasData()inthashCode()merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger) prune()setCashCollateralValuationMethod(CashCollateralValuationMethod _cashCollateralValuationMethod) setMinimumQuotationAmount(Money _minimumQuotationAmount) setQuotationAmount(Money _quotationAmount) setQuotationMethod(QuotationRateTypeEnum _quotationMethod) setValuationMethod(ValuationMethodEnum _valuationMethod) setValuationSource(ValuationSource _valuationSource) toString()Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, waitMethods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosettaMethods inherited from interface com.rosetta.model.lib.RosettaModelObjectBuilder
getIndex, processRosetta, processRosettaMethods inherited from interface cdm.observable.asset.ValuationMethod
getType, metaData, processMethods inherited from interface cdm.observable.asset.ValuationMethod.ValuationMethodBuilder
process
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Field Details
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valuationSource
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quotationMethod
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valuationMethod
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quotationAmount
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minimumQuotationAmount
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cashCollateralValuationMethod
protected CashCollateralValuationMethod.CashCollateralValuationMethodBuilder cashCollateralValuationMethod
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Constructor Details
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ValuationMethodBuilderImpl
public ValuationMethodBuilderImpl()
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Method Details
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getValuationSource
@RosettaAttribute(value="valuationSource", isRequired=true) @RuneAttribute(value="valuationSource", isRequired=true) public 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- Specified by:
getValuationSourcein interfaceValuationMethod.ValuationMethodBuilder
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getOrCreateValuationSource
- Specified by:
getOrCreateValuationSourcein interfaceValuationMethod.ValuationMethodBuilder
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getQuotationMethod
@RosettaAttribute("quotationMethod") @RuneAttribute("quotationMethod") public QuotationRateTypeEnum getQuotationMethod()Description copied from interface:ValuationMethodThe type of price quotations to be requested from dealers when determining the market value of the reference obligation for purposes of cash settlement, or which rate quote is to be observed for a fixing. For example, Bid, Offer, Mid-market or Exercising Party Pays. ISDA 2003 Term: Quotation Method. The meaning of Exercising Party Pays is defined in the 2000 ISDA Definitions, Section 17.2. Certain Definitions Relating to Cash Settlement, paragraph (j).- Specified by:
getQuotationMethodin interfaceValuationMethod
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getValuationMethod
@RosettaAttribute("valuationMethod") @RuneAttribute("valuationMethod") public ValuationMethodEnum getValuationMethod()Description copied from interface:ValuationMethodThe ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. (ISDA 2003 Term: Valuation Method). For example, Market, Highest etc.- Specified by:
getValuationMethodin interfaceValuationMethod
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getQuotationAmount
@RosettaAttribute("quotationAmount") @RuneAttribute("quotationAmount") public 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- Specified by:
getQuotationAmountin interfaceValuationMethod.ValuationMethodBuilder
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getOrCreateQuotationAmount
- Specified by:
getOrCreateQuotationAmountin interfaceValuationMethod.ValuationMethodBuilder
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getMinimumQuotationAmount
@RosettaAttribute("minimumQuotationAmount") @RuneAttribute("minimumQuotationAmount") public 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- Specified by:
getMinimumQuotationAmountin interfaceValuationMethod.ValuationMethodBuilder
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getOrCreateMinimumQuotationAmount
- Specified by:
getOrCreateMinimumQuotationAmountin interfaceValuationMethod.ValuationMethodBuilder
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getCashCollateralValuationMethod
@RosettaAttribute("cashCollateralValuationMethod") @RuneAttribute("cashCollateralValuationMethod") public CashCollateralValuationMethod.CashCollateralValuationMethodBuilder getCashCollateralValuationMethod()Description copied from interface:ValuationMethodSpecifies the parameters representing several mid-market valuation and replacement value methods.- Specified by:
getCashCollateralValuationMethodin interfaceValuationMethod- Specified by:
getCashCollateralValuationMethodin interfaceValuationMethod.ValuationMethodBuilder
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getOrCreateCashCollateralValuationMethod
public CashCollateralValuationMethod.CashCollateralValuationMethodBuilder getOrCreateCashCollateralValuationMethod()- Specified by:
getOrCreateCashCollateralValuationMethodin interfaceValuationMethod.ValuationMethodBuilder
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setValuationSource
@RosettaAttribute(value="valuationSource", isRequired=true) @RuneAttribute(value="valuationSource", isRequired=true) public ValuationMethod.ValuationMethodBuilder setValuationSource(ValuationSource _valuationSource) - Specified by:
setValuationSourcein interfaceValuationMethod.ValuationMethodBuilder
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setQuotationMethod
@RosettaAttribute("quotationMethod") @RuneAttribute("quotationMethod") public ValuationMethod.ValuationMethodBuilder setQuotationMethod(QuotationRateTypeEnum _quotationMethod) - Specified by:
setQuotationMethodin interfaceValuationMethod.ValuationMethodBuilder
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setValuationMethod
@RosettaAttribute("valuationMethod") @RuneAttribute("valuationMethod") public ValuationMethod.ValuationMethodBuilder setValuationMethod(ValuationMethodEnum _valuationMethod) - Specified by:
setValuationMethodin interfaceValuationMethod.ValuationMethodBuilder
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setQuotationAmount
@RosettaAttribute("quotationAmount") @RuneAttribute("quotationAmount") public ValuationMethod.ValuationMethodBuilder setQuotationAmount(Money _quotationAmount) - Specified by:
setQuotationAmountin interfaceValuationMethod.ValuationMethodBuilder
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setMinimumQuotationAmount
@RosettaAttribute("minimumQuotationAmount") @RuneAttribute("minimumQuotationAmount") public ValuationMethod.ValuationMethodBuilder setMinimumQuotationAmount(Money _minimumQuotationAmount) - Specified by:
setMinimumQuotationAmountin interfaceValuationMethod.ValuationMethodBuilder
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setCashCollateralValuationMethod
@RosettaAttribute("cashCollateralValuationMethod") @RuneAttribute("cashCollateralValuationMethod") public ValuationMethod.ValuationMethodBuilder setCashCollateralValuationMethod(CashCollateralValuationMethod _cashCollateralValuationMethod) - Specified by:
setCashCollateralValuationMethodin interfaceValuationMethod.ValuationMethodBuilder
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build
Description copied from interface:ValuationMethodBuild Methods- Specified by:
buildin interfacecom.rosetta.model.lib.RosettaModelObject- Specified by:
buildin interfaceValuationMethod
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toBuilder
- Specified by:
toBuilderin interfacecom.rosetta.model.lib.RosettaModelObject- Specified by:
toBuilderin interfaceValuationMethod
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prune
- Specified by:
prunein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder- Specified by:
prunein interfaceValuationMethod.ValuationMethodBuilder
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hasData
public boolean hasData()- Specified by:
hasDatain interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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merge
public ValuationMethod.ValuationMethodBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger) - Specified by:
mergein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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equals
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hashCode
public int hashCode() -
toString
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