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

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 Type	Method	Description
AncillaryEntity.AncillaryEntityBuilder	getDealerOrCCP()	Holds an identifier for the reference entity that is agreed by both parties as a basis for cash settlement calculations.
FxSpotRateSource.FxSpotRateSourceBuilder	getInformationSource()	The information source where a published or displayed market rate will be obtained, e.g.
AncillaryEntity.AncillaryEntityBuilder	getOrCreateDealerOrCCP()
FxSpotRateSource.FxSpotRateSourceBuilder	getOrCreateInformationSource()
ReferenceWithMetaQuotedCurrencyPair.ReferenceWithMetaQuotedCurrencyPairBuilder	getOrCreateQuotedCurrencyPair()
ReferenceBanks.ReferenceBanksBuilder	getOrCreateReferenceBanks()
SettlementRateOption.SettlementRateOptionBuilder	getOrCreateSettlementRateOption()
ReferenceWithMetaQuotedCurrencyPair.ReferenceWithMetaQuotedCurrencyPairBuilder	getQuotedCurrencyPair()	Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
ReferenceBanks.ReferenceBanksBuilder	getReferenceBanks()	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.
SettlementRateOption.SettlementRateOptionBuilder	getSettlementRateOption()	The rate option to use for the fixing.
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
ValuationSource.ValuationSourceBuilder	prune()
ValuationSource.ValuationSourceBuilder	setDealerOrCCP(AncillaryEntity dealerOrCCP)
ValuationSource.ValuationSourceBuilder	setInformationSource(FxSpotRateSource informationSource)
ValuationSource.ValuationSourceBuilder	setQuotedCurrencyPair(ReferenceWithMetaQuotedCurrencyPair quotedCurrencyPair)
ValuationSource.ValuationSourceBuilder	setQuotedCurrencyPairValue(QuotedCurrencyPair quotedCurrencyPair)
ValuationSource.ValuationSourceBuilder	setReferenceBanks(ReferenceBanks referenceBanks)
ValuationSource.ValuationSourceBuilder	setSettlementRateOption(SettlementRateOption settlementRateOption)

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.ValuationSource

build, getType, metaData, process, toBuilder

Method Details

getOrCreateQuotedCurrencyPair

ReferenceWithMetaQuotedCurrencyPair.ReferenceWithMetaQuotedCurrencyPairBuilder getOrCreateQuotedCurrencyPair()

getQuotedCurrencyPair

ReferenceWithMetaQuotedCurrencyPair.ReferenceWithMetaQuotedCurrencyPairBuilder getQuotedCurrencyPair()

Description copied from interface: ValuationSource

Defines 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:

getQuotedCurrencyPair in interface ValuationSource

getOrCreateInformationSource

FxSpotRateSource.FxSpotRateSourceBuilder getOrCreateInformationSource()

getInformationSource

FxSpotRateSource.FxSpotRateSourceBuilder getInformationSource()

Description copied from interface: ValuationSource

The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.

Specified by:

getInformationSource in interface ValuationSource

getOrCreateSettlementRateOption

SettlementRateOption.SettlementRateOptionBuilder getOrCreateSettlementRateOption()

getSettlementRateOption

SettlementRateOption.SettlementRateOptionBuilder getSettlementRateOption()

Description copied from interface: ValuationSource

The rate option to use for the fixing. Currently only applicable to foreign exchange fixing in case of cross-currency settlement.

Specified by:

getSettlementRateOption in interface ValuationSource

getOrCreateReferenceBanks

ReferenceBanks.ReferenceBanksBuilder getOrCreateReferenceBanks()

getReferenceBanks

ReferenceBanks.ReferenceBanksBuilder getReferenceBanks()

Description copied from interface: ValuationSource

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. 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:

getReferenceBanks in interface ValuationSource

getOrCreateDealerOrCCP

AncillaryEntity.AncillaryEntityBuilder getOrCreateDealerOrCCP()

getDealerOrCCP

AncillaryEntity.AncillaryEntityBuilder getDealerOrCCP()

Description copied from interface: ValuationSource

Holds 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:

getDealerOrCCP in interface ValuationSource

setQuotedCurrencyPair

ValuationSource.ValuationSourceBuilder setQuotedCurrencyPair(ReferenceWithMetaQuotedCurrencyPair quotedCurrencyPair)

setQuotedCurrencyPairValue

ValuationSource.ValuationSourceBuilder setQuotedCurrencyPairValue(QuotedCurrencyPair quotedCurrencyPair)

setInformationSource

ValuationSource.ValuationSourceBuilder setInformationSource(FxSpotRateSource informationSource)

setSettlementRateOption

ValuationSource.ValuationSourceBuilder setSettlementRateOption(SettlementRateOption settlementRateOption)

setReferenceBanks

ValuationSource.ValuationSourceBuilder setReferenceBanks(ReferenceBanks referenceBanks)

setDealerOrCCP

ValuationSource.ValuationSourceBuilder setDealerOrCCP(AncillaryEntity dealerOrCCP)

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

ValuationSource.ValuationSourceBuilder prune()

Specified by:

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