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

Nested Class Summary

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

ValuationMethod.ValuationMethodBuilder, ValuationMethod.ValuationMethodBuilderImpl, ValuationMethod.ValuationMethodImpl

Field Summary

Fields

Modifier and Type	Field	Description
protected CashCollateralValuationMethod.CashCollateralValuationMethodBuilder	cashCollateralValuationMethod
protected Money.MoneyBuilder	minimumQuotationAmount
protected Money.MoneyBuilder	quotationAmount
protected QuotationRateTypeEnum	quotationMethod
protected ValuationMethodEnum	valuationMethod
protected ValuationSource.ValuationSourceBuilder	valuationSource

Fields inherited from interface cdm.observable.asset.ValuationMethod

metaData

Constructor Summary

Constructors

Constructor	Description
ValuationMethodBuilderImpl()

Method Summary

Modifier and Type	Method	Description
ValuationMethod	build()	Build Methods
boolean	equals(Object o)
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.
QuotationRateTypeEnum	getQuotationMethod()	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.
ValuationMethodEnum	getValuationMethod()	The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
ValuationSource.ValuationSourceBuilder	getValuationSource()	The source for obtaining a valuation.
boolean	hasData()
int	hashCode()
ValuationMethod.ValuationMethodBuilder	merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
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)
ValuationMethod.ValuationMethodBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

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

processRosetta, processRosetta

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

getIndex, processRosetta, processRosetta

Methods inherited from interface cdm.observable.asset.ValuationMethod

getType, metaData, process

Methods inherited from interface cdm.observable.asset.ValuationMethod.ValuationMethodBuilder

process

Field Details

valuationSource

protected ValuationSource.ValuationSourceBuilder valuationSource

quotationMethod

protected QuotationRateTypeEnum quotationMethod

valuationMethod

protected ValuationMethodEnum valuationMethod

quotationAmount

protected Money.MoneyBuilder quotationAmount

minimumQuotationAmount

protected Money.MoneyBuilder minimumQuotationAmount

cashCollateralValuationMethod

protected CashCollateralValuationMethod.CashCollateralValuationMethodBuilder cashCollateralValuationMethod

Constructor Details

ValuationMethodBuilderImpl

public ValuationMethodBuilderImpl()

Method Details

getValuationSource

@RosettaAttribute(value="valuationSource",
                  isRequired=true)
@RuneAttribute(value="valuationSource",
               isRequired=true)
public 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

Specified by:

getValuationSource in interface ValuationMethod.ValuationMethodBuilder

getOrCreateValuationSource

public ValuationSource.ValuationSourceBuilder getOrCreateValuationSource()

Specified by:

getOrCreateValuationSource in interface ValuationMethod.ValuationMethodBuilder

getQuotationMethod

@RosettaAttribute("quotationMethod")
@RuneAttribute("quotationMethod")
public QuotationRateTypeEnum getQuotationMethod()

Description copied from interface: ValuationMethod

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. 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:

getQuotationMethod in interface ValuationMethod

getValuationMethod

@RosettaAttribute("valuationMethod")
@RuneAttribute("valuationMethod")
public ValuationMethodEnum getValuationMethod()

Description copied from interface: ValuationMethod

The 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:

getValuationMethod in interface ValuationMethod

getQuotationAmount

@RosettaAttribute("quotationAmount")
@RuneAttribute("quotationAmount")
public 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

Specified by:

getQuotationAmount in interface ValuationMethod.ValuationMethodBuilder

getOrCreateQuotationAmount

public Money.MoneyBuilder getOrCreateQuotationAmount()

Specified by:

getOrCreateQuotationAmount in interface ValuationMethod.ValuationMethodBuilder

getMinimumQuotationAmount

@RosettaAttribute("minimumQuotationAmount")
@RuneAttribute("minimumQuotationAmount")
public 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

Specified by:

getMinimumQuotationAmount in interface ValuationMethod.ValuationMethodBuilder

getOrCreateMinimumQuotationAmount

public Money.MoneyBuilder getOrCreateMinimumQuotationAmount()

Specified by:

getOrCreateMinimumQuotationAmount in interface ValuationMethod.ValuationMethodBuilder

getCashCollateralValuationMethod

@RosettaAttribute("cashCollateralValuationMethod")
@RuneAttribute("cashCollateralValuationMethod")
public 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

Specified by:

getCashCollateralValuationMethod in interface ValuationMethod.ValuationMethodBuilder

getOrCreateCashCollateralValuationMethod

public CashCollateralValuationMethod.CashCollateralValuationMethodBuilder getOrCreateCashCollateralValuationMethod()

Specified by:

getOrCreateCashCollateralValuationMethod in interface ValuationMethod.ValuationMethodBuilder

setValuationSource

@RosettaAttribute(value="valuationSource",
                  isRequired=true)
@RuneAttribute(value="valuationSource",
               isRequired=true)
public ValuationMethod.ValuationMethodBuilder setValuationSource(ValuationSource _valuationSource)

Specified by:

setValuationSource in interface ValuationMethod.ValuationMethodBuilder

setQuotationMethod

@RosettaAttribute("quotationMethod")
@RuneAttribute("quotationMethod")
public ValuationMethod.ValuationMethodBuilder setQuotationMethod(QuotationRateTypeEnum _quotationMethod)

Specified by:

setQuotationMethod in interface ValuationMethod.ValuationMethodBuilder

setValuationMethod

@RosettaAttribute("valuationMethod")
@RuneAttribute("valuationMethod")
public ValuationMethod.ValuationMethodBuilder setValuationMethod(ValuationMethodEnum _valuationMethod)

Specified by:

setValuationMethod in interface ValuationMethod.ValuationMethodBuilder

setQuotationAmount

@RosettaAttribute("quotationAmount")
@RuneAttribute("quotationAmount")
public ValuationMethod.ValuationMethodBuilder setQuotationAmount(Money _quotationAmount)

Specified by:

setQuotationAmount in interface ValuationMethod.ValuationMethodBuilder

setMinimumQuotationAmount

@RosettaAttribute("minimumQuotationAmount")
@RuneAttribute("minimumQuotationAmount")
public ValuationMethod.ValuationMethodBuilder setMinimumQuotationAmount(Money _minimumQuotationAmount)

Specified by:

setMinimumQuotationAmount in interface ValuationMethod.ValuationMethodBuilder

setCashCollateralValuationMethod

@RosettaAttribute("cashCollateralValuationMethod")
@RuneAttribute("cashCollateralValuationMethod")
public ValuationMethod.ValuationMethodBuilder setCashCollateralValuationMethod(CashCollateralValuationMethod _cashCollateralValuationMethod)

Specified by:

setCashCollateralValuationMethod in interface ValuationMethod.ValuationMethodBuilder

build

public ValuationMethod build()

Description copied from interface: ValuationMethod

Build Methods

Specified by:

build in interface com.rosetta.model.lib.RosettaModelObject

Specified by:

build in interface ValuationMethod

toBuilder

public ValuationMethod.ValuationMethodBuilder toBuilder()

Specified by:

toBuilder in interface com.rosetta.model.lib.RosettaModelObject

Specified by:

toBuilder in interface ValuationMethod

prune

public ValuationMethod.ValuationMethodBuilder prune()

Specified by:

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

Specified by:

prune in interface ValuationMethod.ValuationMethodBuilder

hasData

public boolean hasData()

Specified by:

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

merge

public ValuationMethod.ValuationMethodBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other,
 com.rosetta.model.lib.process.BuilderMerger merger)

Specified by:

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

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