Package cdm.observable.asset

Class ValuationSource.ValuationSourceBuilderImpl

java.lang.Object

cdm.observable.asset.ValuationSource.ValuationSourceBuilderImpl

All Implemented Interfaces:

ValuationSource, ValuationSource.ValuationSourceBuilder, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

Enclosing interface:

ValuationSource

public static class ValuationSource.ValuationSourceBuilderImpl
extends Object
implements ValuationSource.ValuationSourceBuilder

Builder Implementation of ValuationSource

Nested Class Summary

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

ValuationSource.ValuationSourceBuilder, ValuationSource.ValuationSourceBuilderImpl, ValuationSource.ValuationSourceImpl

Field Summary

Fields

Modifier and Type	Field	Description
protected AncillaryEntity.AncillaryEntityBuilder	dealerOrCCP
protected FxSpotRateSource.FxSpotRateSourceBuilder	informationSource
protected ReferenceWithMetaQuotedCurrencyPair.ReferenceWithMetaQuotedCurrencyPairBuilder	quotedCurrencyPair
protected ReferenceBanks.ReferenceBanksBuilder	referenceBanks
protected SettlementRateOption.SettlementRateOptionBuilder	settlementRateOption

Fields inherited from interface cdm.observable.asset.ValuationSource

metaData

Constructor Summary

Constructors

Constructor	Description
ValuationSourceBuilderImpl()

Method Summary

Modifier and Type	Method	Description
ValuationSource	build()	Build Methods
boolean	equals(Object o)
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.
boolean	hasData()
int	hashCode()
ValuationSource.ValuationSourceBuilder	merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
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)
ValuationSource.ValuationSourceBuilder	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.ValuationSource

getType, metaData, process

Methods inherited from interface cdm.observable.asset.ValuationSource.ValuationSourceBuilder

process

Field Details

quotedCurrencyPair

protected ReferenceWithMetaQuotedCurrencyPair.ReferenceWithMetaQuotedCurrencyPairBuilder quotedCurrencyPair

informationSource

protected FxSpotRateSource.FxSpotRateSourceBuilder informationSource

settlementRateOption

protected SettlementRateOption.SettlementRateOptionBuilder settlementRateOption

referenceBanks

protected ReferenceBanks.ReferenceBanksBuilder referenceBanks

dealerOrCCP

protected AncillaryEntity.AncillaryEntityBuilder dealerOrCCP

Constructor Details

ValuationSourceBuilderImpl

public ValuationSourceBuilderImpl()

Method Details

getQuotedCurrencyPair

@RosettaAttribute("quotedCurrencyPair")
@RuneAttribute("quotedCurrencyPair")
@RuneScopedAttributeReference
public 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

Specified by:

getQuotedCurrencyPair in interface ValuationSource.ValuationSourceBuilder

getOrCreateQuotedCurrencyPair

public ReferenceWithMetaQuotedCurrencyPair.ReferenceWithMetaQuotedCurrencyPairBuilder getOrCreateQuotedCurrencyPair()

Specified by:

getOrCreateQuotedCurrencyPair in interface ValuationSource.ValuationSourceBuilder

getInformationSource

@RosettaAttribute("informationSource")
@RuneAttribute("informationSource")
public 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

Specified by:

getInformationSource in interface ValuationSource.ValuationSourceBuilder

getOrCreateInformationSource

public FxSpotRateSource.FxSpotRateSourceBuilder getOrCreateInformationSource()

Specified by:

getOrCreateInformationSource in interface ValuationSource.ValuationSourceBuilder

getSettlementRateOption

@RosettaAttribute("settlementRateOption")
@RuneAttribute("settlementRateOption")
public 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

Specified by:

getSettlementRateOption in interface ValuationSource.ValuationSourceBuilder

getOrCreateSettlementRateOption

public SettlementRateOption.SettlementRateOptionBuilder getOrCreateSettlementRateOption()

Specified by:

getOrCreateSettlementRateOption in interface ValuationSource.ValuationSourceBuilder

getReferenceBanks

@RosettaAttribute("referenceBanks")
@RuneAttribute("referenceBanks")
public 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

Specified by:

getReferenceBanks in interface ValuationSource.ValuationSourceBuilder

getOrCreateReferenceBanks

public ReferenceBanks.ReferenceBanksBuilder getOrCreateReferenceBanks()

Specified by:

getOrCreateReferenceBanks in interface ValuationSource.ValuationSourceBuilder

getDealerOrCCP

@RosettaAttribute("dealerOrCCP")
@RuneAttribute("dealerOrCCP")
public 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

Specified by:

getDealerOrCCP in interface ValuationSource.ValuationSourceBuilder

getOrCreateDealerOrCCP

public AncillaryEntity.AncillaryEntityBuilder getOrCreateDealerOrCCP()

Specified by:

getOrCreateDealerOrCCP in interface ValuationSource.ValuationSourceBuilder

setQuotedCurrencyPair

@RosettaAttribute("quotedCurrencyPair")
@RuneAttribute("quotedCurrencyPair")
@RuneScopedAttributeReference
public ValuationSource.ValuationSourceBuilder setQuotedCurrencyPair(ReferenceWithMetaQuotedCurrencyPair _quotedCurrencyPair)

Specified by:

setQuotedCurrencyPair in interface ValuationSource.ValuationSourceBuilder

setQuotedCurrencyPairValue

public ValuationSource.ValuationSourceBuilder setQuotedCurrencyPairValue(QuotedCurrencyPair _quotedCurrencyPair)

Specified by:

setQuotedCurrencyPairValue in interface ValuationSource.ValuationSourceBuilder

setInformationSource

@RosettaAttribute("informationSource")
@RuneAttribute("informationSource")
public ValuationSource.ValuationSourceBuilder setInformationSource(FxSpotRateSource _informationSource)

Specified by:

setInformationSource in interface ValuationSource.ValuationSourceBuilder

setSettlementRateOption

@RosettaAttribute("settlementRateOption")
@RuneAttribute("settlementRateOption")
public ValuationSource.ValuationSourceBuilder setSettlementRateOption(SettlementRateOption _settlementRateOption)

Specified by:

setSettlementRateOption in interface ValuationSource.ValuationSourceBuilder

setReferenceBanks

@RosettaAttribute("referenceBanks")
@RuneAttribute("referenceBanks")
public ValuationSource.ValuationSourceBuilder setReferenceBanks(ReferenceBanks _referenceBanks)

Specified by:

setReferenceBanks in interface ValuationSource.ValuationSourceBuilder

setDealerOrCCP

@RosettaAttribute("dealerOrCCP")
@RuneAttribute("dealerOrCCP")
public ValuationSource.ValuationSourceBuilder setDealerOrCCP(AncillaryEntity _dealerOrCCP)

Specified by:

setDealerOrCCP in interface ValuationSource.ValuationSourceBuilder

build

public ValuationSource build()

Description copied from interface: ValuationSource

Build Methods

Specified by:

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

Specified by:

build in interface ValuationSource

toBuilder

public ValuationSource.ValuationSourceBuilder toBuilder()

Specified by:

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

Specified by:

toBuilder in interface ValuationSource

prune

public ValuationSource.ValuationSourceBuilder prune()

Specified by:

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

Specified by:

prune in interface ValuationSource.ValuationSourceBuilder

hasData

public boolean hasData()

Specified by:

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

merge

public ValuationSource.ValuationSourceBuilder 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