Package cdm.observable.asset

Class ValuationMethod.ValuationMethodImpl

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

  • Constructor Details

  • Method Details

    • getValuationSource

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

    • 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 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

    • getMinimumQuotationAmount

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

    • getCashCollateralValuationMethod

      @RosettaAttribute("cashCollateralValuationMethod") @RuneAttribute("cashCollateralValuationMethod") public CashCollateralValuationMethod getCashCollateralValuationMethod()
      Description copied from interface: ValuationMethod
      Specifies the parameters representing several mid-market valuation and replacement value methods.
      Specified by:
      getCashCollateralValuationMethod in interface ValuationMethod

    • 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

    • setBuilderFields

      protected void setBuilderFields(ValuationMethod.ValuationMethodBuilder 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