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
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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
FieldsModifier and TypeFieldDescriptionprotected AncillaryEntity.AncillaryEntityBuilderprotected FxSpotRateSource.FxSpotRateSourceBuilderprotected ReferenceBanks.ReferenceBanksBuilderFields inherited from interface cdm.observable.asset.ValuationSource
metaData -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionbuild()Build MethodsbooleanHolds 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.booleanhasData()inthashCode()merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger) prune()setDealerOrCCP(AncillaryEntity _dealerOrCCP) setInformationSource(FxSpotRateSource _informationSource) setQuotedCurrencyPair(ReferenceWithMetaQuotedCurrencyPair _quotedCurrencyPair) setQuotedCurrencyPairValue(QuotedCurrencyPair _quotedCurrencyPair) setReferenceBanks(ReferenceBanks _referenceBanks) setSettlementRateOption(SettlementRateOption _settlementRateOption) toString()Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, waitMethods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosettaMethods inherited from interface com.rosetta.model.lib.RosettaModelObjectBuilder
getIndex, processRosetta, processRosettaMethods inherited from interface cdm.observable.asset.ValuationSource
getType, metaData, processMethods inherited from interface cdm.observable.asset.ValuationSource.ValuationSourceBuilder
process
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Field Details
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quotedCurrencyPair
protected ReferenceWithMetaQuotedCurrencyPair.ReferenceWithMetaQuotedCurrencyPairBuilder quotedCurrencyPair -
informationSource
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settlementRateOption
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referenceBanks
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dealerOrCCP
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Constructor Details
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ValuationSourceBuilderImpl
public ValuationSourceBuilderImpl()
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Method Details
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getQuotedCurrencyPair
@RosettaAttribute("quotedCurrencyPair") @RuneAttribute("quotedCurrencyPair") @RuneScopedAttributeReference public 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- Specified by:
getQuotedCurrencyPairin interfaceValuationSource.ValuationSourceBuilder
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getOrCreateQuotedCurrencyPair
public ReferenceWithMetaQuotedCurrencyPair.ReferenceWithMetaQuotedCurrencyPairBuilder getOrCreateQuotedCurrencyPair()- Specified by:
getOrCreateQuotedCurrencyPairin interfaceValuationSource.ValuationSourceBuilder
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getInformationSource
@RosettaAttribute("informationSource") @RuneAttribute("informationSource") public 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- Specified by:
getInformationSourcein interfaceValuationSource.ValuationSourceBuilder
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getOrCreateInformationSource
- Specified by:
getOrCreateInformationSourcein interfaceValuationSource.ValuationSourceBuilder
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getSettlementRateOption
@RosettaAttribute("settlementRateOption") @RuneAttribute("settlementRateOption") public 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- Specified by:
getSettlementRateOptionin interfaceValuationSource.ValuationSourceBuilder
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getOrCreateSettlementRateOption
- Specified by:
getOrCreateSettlementRateOptionin interfaceValuationSource.ValuationSourceBuilder
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getReferenceBanks
@RosettaAttribute("referenceBanks") @RuneAttribute("referenceBanks") public 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- Specified by:
getReferenceBanksin interfaceValuationSource.ValuationSourceBuilder
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getOrCreateReferenceBanks
- Specified by:
getOrCreateReferenceBanksin interfaceValuationSource.ValuationSourceBuilder
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getDealerOrCCP
@RosettaAttribute("dealerOrCCP") @RuneAttribute("dealerOrCCP") public 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- Specified by:
getDealerOrCCPin interfaceValuationSource.ValuationSourceBuilder
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getOrCreateDealerOrCCP
- Specified by:
getOrCreateDealerOrCCPin interfaceValuationSource.ValuationSourceBuilder
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setQuotedCurrencyPair
@RosettaAttribute("quotedCurrencyPair") @RuneAttribute("quotedCurrencyPair") @RuneScopedAttributeReference public ValuationSource.ValuationSourceBuilder setQuotedCurrencyPair(ReferenceWithMetaQuotedCurrencyPair _quotedCurrencyPair) - Specified by:
setQuotedCurrencyPairin interfaceValuationSource.ValuationSourceBuilder
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setQuotedCurrencyPairValue
public ValuationSource.ValuationSourceBuilder setQuotedCurrencyPairValue(QuotedCurrencyPair _quotedCurrencyPair) - Specified by:
setQuotedCurrencyPairValuein interfaceValuationSource.ValuationSourceBuilder
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setInformationSource
@RosettaAttribute("informationSource") @RuneAttribute("informationSource") public ValuationSource.ValuationSourceBuilder setInformationSource(FxSpotRateSource _informationSource) - Specified by:
setInformationSourcein interfaceValuationSource.ValuationSourceBuilder
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setSettlementRateOption
@RosettaAttribute("settlementRateOption") @RuneAttribute("settlementRateOption") public ValuationSource.ValuationSourceBuilder setSettlementRateOption(SettlementRateOption _settlementRateOption) - Specified by:
setSettlementRateOptionin interfaceValuationSource.ValuationSourceBuilder
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setReferenceBanks
@RosettaAttribute("referenceBanks") @RuneAttribute("referenceBanks") public ValuationSource.ValuationSourceBuilder setReferenceBanks(ReferenceBanks _referenceBanks) - Specified by:
setReferenceBanksin interfaceValuationSource.ValuationSourceBuilder
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setDealerOrCCP
@RosettaAttribute("dealerOrCCP") @RuneAttribute("dealerOrCCP") public ValuationSource.ValuationSourceBuilder setDealerOrCCP(AncillaryEntity _dealerOrCCP) - Specified by:
setDealerOrCCPin interfaceValuationSource.ValuationSourceBuilder
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build
Description copied from interface:ValuationSourceBuild Methods- Specified by:
buildin interfacecom.rosetta.model.lib.RosettaModelObject- Specified by:
buildin interfaceValuationSource
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toBuilder
- Specified by:
toBuilderin interfacecom.rosetta.model.lib.RosettaModelObject- Specified by:
toBuilderin interfaceValuationSource
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prune
- Specified by:
prunein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder- Specified by:
prunein interfaceValuationSource.ValuationSourceBuilder
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hasData
public boolean hasData()- Specified by:
hasDatain interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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merge
public ValuationSource.ValuationSourceBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger) - Specified by:
mergein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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equals
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hashCode
public int hashCode() -
toString
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