Package cdm.observable.asset
Interface ValuationSource.ValuationSourceBuilder
- All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject,com.rosetta.model.lib.RosettaModelObjectBuilder,ValuationSource
- All Known Implementing Classes:
ValuationSource.ValuationSourceBuilderImpl
- Enclosing interface:
ValuationSource
public static interface ValuationSource.ValuationSourceBuilder
extends ValuationSource, com.rosetta.model.lib.RosettaModelObjectBuilder
Builder Interface
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Nested Class Summary
Nested classes/interfaces inherited from interface cdm.observable.asset.ValuationSource
ValuationSource.ValuationSourceBuilder, ValuationSource.ValuationSourceBuilderImpl, ValuationSource.ValuationSourceImpl -
Field Summary
Fields inherited from interface cdm.observable.asset.ValuationSource
metaData -
Method Summary
Modifier and TypeMethodDescriptionHolds an identifier for the reference entity that is agreed by both parties as a basis for cash settlement calculations.The information source where a published or displayed market rate will be obtained, e.g.Defines the two currencies for an FX trade and the quotation relationship between the two currencies.A container for a set of reference institutions that may be called upon to provide rate quotations as part of the method to determine the applicable cash settlement amount.The rate option to use for the fixing.default voidprocess(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor) prune()setDealerOrCCP(AncillaryEntity dealerOrCCP) setInformationSource(FxSpotRateSource informationSource) setQuotedCurrencyPair(ReferenceWithMetaQuotedCurrencyPair quotedCurrencyPair) setQuotedCurrencyPairValue(QuotedCurrencyPair quotedCurrencyPair) setReferenceBanks(ReferenceBanks referenceBanks) setSettlementRateOption(SettlementRateOption settlementRateOption) Methods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosettaMethods inherited from interface com.rosetta.model.lib.RosettaModelObjectBuilder
getIndex, hasData, merge, processRosetta, processRosetta
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Method Details
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getOrCreateQuotedCurrencyPair
ReferenceWithMetaQuotedCurrencyPair.ReferenceWithMetaQuotedCurrencyPairBuilder getOrCreateQuotedCurrencyPair() -
getQuotedCurrencyPair
ReferenceWithMetaQuotedCurrencyPair.ReferenceWithMetaQuotedCurrencyPairBuilder getQuotedCurrencyPair()Description copied from interface:ValuationSourceDefines the two currencies for an FX trade and the quotation relationship between the two currencies. This attribute was formerly part of 'fxSettlementTerms', which is now being harmonised into a common 'CashSettlementTerms' that includes a 'ValuationDate'.- Specified by:
getQuotedCurrencyPairin interfaceValuationSource
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getOrCreateInformationSource
FxSpotRateSource.FxSpotRateSourceBuilder getOrCreateInformationSource() -
getInformationSource
FxSpotRateSource.FxSpotRateSourceBuilder getInformationSource()Description copied from interface:ValuationSourceThe information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.- Specified by:
getInformationSourcein interfaceValuationSource
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getOrCreateSettlementRateOption
SettlementRateOption.SettlementRateOptionBuilder getOrCreateSettlementRateOption() -
getSettlementRateOption
SettlementRateOption.SettlementRateOptionBuilder getSettlementRateOption()Description copied from interface:ValuationSourceThe rate option to use for the fixing. Currently only applicable to foreign exchange fixing in case of cross-currency settlement.- Specified by:
getSettlementRateOptionin interfaceValuationSource
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getOrCreateReferenceBanks
ReferenceBanks.ReferenceBanksBuilder getOrCreateReferenceBanks() -
getReferenceBanks
ReferenceBanks.ReferenceBanksBuilder getReferenceBanks()Description copied from interface:ValuationSourceA container for a set of reference institutions that may be called upon to provide rate quotations as part of the method to determine the applicable cash settlement amount. If institutions are not specified, it is assumed that reference institutions will be agreed between the parties on the exercise date, or in the case of swap transaction to which mandatory early termination is applicable, the cash settlement valuation date.- Specified by:
getReferenceBanksin interfaceValuationSource
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getOrCreateDealerOrCCP
AncillaryEntity.AncillaryEntityBuilder getOrCreateDealerOrCCP() -
getDealerOrCCP
AncillaryEntity.AncillaryEntityBuilder getDealerOrCCP()Description copied from interface:ValuationSourceHolds an identifier for the reference entity that is agreed by both parties as a basis for cash settlement calculations. This could be a dealer from whom quotations are obtained by the calculation agent on the reference obligation for purposes of cash settlement in a credit event. ISDA 2003 Term: Dealer. This could be the clearing organization (CCP, DCO) to which the trade should be cleared, as applicable for cash-settled swaptions.- Specified by:
getDealerOrCCPin interfaceValuationSource
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setQuotedCurrencyPair
ValuationSource.ValuationSourceBuilder setQuotedCurrencyPair(ReferenceWithMetaQuotedCurrencyPair quotedCurrencyPair) -
setQuotedCurrencyPairValue
ValuationSource.ValuationSourceBuilder setQuotedCurrencyPairValue(QuotedCurrencyPair quotedCurrencyPair) -
setInformationSource
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setSettlementRateOption
ValuationSource.ValuationSourceBuilder setSettlementRateOption(SettlementRateOption settlementRateOption) -
setReferenceBanks
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setDealerOrCCP
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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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