Uses of Interface
cdm.observable.asset.Price

Packages that use Price

Package	Description
cdm.base.staticdata.identifier	Basic identifier and assigned identifier concepts that are applicable across the model.
cdm.event.common	Business event concepts: primitives, contract state and associated state transition function specifications.
cdm.event.common.functions
cdm.event.position	Position concepts: portfolio and portfolio aggregation.
cdm.observable.asset	Observable asset concepts: schedule, settlement, price and quantity notation etc.
cdm.observable.asset.meta
cdm.observable.asset.validation
cdm.observable.asset.validation.datarule
cdm.observable.asset.validation.exists
cdm.observable.event	Observable event concepts: extraordinary event, trigger event, disruption event etc.
cdm.observable.event.functions
cdm.product.asset	Product concepts applicable to specific asset classes.
cdm.product.asset.floatingrate	Product-related, asset class-specific floating-rate index concepts, such as rate definitions.
cdm.product.template	Template feature concepts to define payouts.

Uses of Price in cdm.base.staticdata.identifier

Methods in cdm.base.staticdata.identifier that return Price

Modifier and Type	Method	Description
Price	IdentifiedList.getPrice()	The price of the package.
Price	IdentifiedList.IdentifiedListImpl.getPrice()

Methods in cdm.base.staticdata.identifier with parameters of type Price

Modifier and Type	Method	Description
IdentifiedList.IdentifiedListBuilder	IdentifiedList.IdentifiedListBuilder.setPrice(Price price)
IdentifiedList.IdentifiedListBuilder	IdentifiedList.IdentifiedListBuilderImpl.setPrice(Price _price)

Uses of Price in cdm.event.common

Methods in cdm.event.common that return Price

Modifier and Type	Method	Description
Price	CreditEvent.CreditEventImpl.getFinalPrice()
Price	CreditEvent.getFinalPrice()	The final price resulting from the auction.
Price	Valuation.getPriceComponent()	Denotes the price used to compute the valuation.
Price	Valuation.ValuationImpl.getPriceComponent()
Price	Reset.getResetValue()	Specifies the reset or fixing value.
Price	Reset.ResetImpl.getResetValue()

Methods in cdm.event.common with parameters of type Price

Modifier and Type	Method	Description
CreditEvent.CreditEventBuilder	CreditEvent.CreditEventBuilder.setFinalPrice(Price finalPrice)
CreditEvent.CreditEventBuilder	CreditEvent.CreditEventBuilderImpl.setFinalPrice(Price _finalPrice)
Valuation.ValuationBuilder	Valuation.ValuationBuilder.setPriceComponent(Price priceComponent)
Valuation.ValuationBuilder	Valuation.ValuationBuilderImpl.setPriceComponent(Price _priceComponent)
Reset.ResetBuilder	Reset.ResetBuilder.setResetValue(Price resetValue)
Reset.ResetBuilder	Reset.ResetBuilderImpl.setResetValue(Price _resetValue)

Uses of Price in cdm.event.common.functions

Methods in cdm.event.common.functions that return types with arguments of type Price

Modifier and Type	Method	Description
protected com.rosetta.model.lib.mapper.MapperS<? extends Price>	Create_AdjustmentPrimitiveInstruction.Create_AdjustmentPrimitiveInstructionDefault.newPrice(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newAssetQuantity, AdjustableOrRelativeDate effectiveRepriceDate)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends Price>	Create_AdjustmentPrimitiveInstruction.newPrice(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newAssetQuantity, AdjustableOrRelativeDate effectiveRepriceDate)
protected com.rosetta.model.lib.mapper.MapperS<? extends Price>	Create_OnDemandRateChangePriceChangeInstruction.Create_OnDemandRateChangePriceChangeInstructionDefault.newPrice(List<? extends PriceQuantity> priceQuantity, BigDecimal newRate)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends Price>	Create_OnDemandRateChangePriceChangeInstruction.newPrice(List<? extends PriceQuantity> priceQuantity, BigDecimal newRate)
protected com.rosetta.model.lib.mapper.MapperS<? extends Price>	Create_RepricePrimitiveInstruction.Create_RepricePrimitiveInstructionDefault.newPrice(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newCashValue, AdjustableOrRelativeDate effectiveRepriceDate)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends Price>	Create_RepricePrimitiveInstruction.newPrice(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newCashValue, AdjustableOrRelativeDate effectiveRepriceDate)
protected com.rosetta.model.lib.mapper.MapperS<? extends Price>	EquityPerformance.EquityPerformanceDefault.periodEndPrice(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends Price>	EquityPerformance.periodEndPrice(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.mapper.MapperS<? extends Price>	Create_StockSplit.Create_StockSplitDefault.postSplitPrice(StockSplitInstruction stockSplitInstruction, TradeState before)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends Price>	Create_StockSplit.postSplitPrice(StockSplitInstruction stockSplitInstruction, TradeState before)

Methods in cdm.event.common.functions with parameters of type Price

Modifier and Type	Method	Description
protected BigDecimal	EquityNotionalAmount.EquityNotionalAmountDefault.assignOutput(BigDecimal equityNotionalAmount, BigDecimal numberOfSecurities, Price price)
protected BigDecimal	EquityPerformance.EquityPerformanceDefault.assignOutput(BigDecimal equityPerformance, Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected abstract BigDecimal	EquityNotionalAmount.doEvaluate(BigDecimal numberOfSecurities, Price price)
protected BigDecimal	EquityNotionalAmount.EquityNotionalAmountDefault.doEvaluate(BigDecimal numberOfSecurities, Price price)
protected abstract BigDecimal	EquityPerformance.doEvaluate(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected BigDecimal	EquityPerformance.EquityPerformanceDefault.doEvaluate(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
BigDecimal	EquityNotionalAmount.evaluate(BigDecimal numberOfSecurities, Price price)
BigDecimal	EquityPerformance.evaluate(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	EquityPerformance.EquityPerformanceDefault.notionalAmount(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal>	EquityPerformance.notionalAmount(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	EquityPerformance.EquityPerformanceDefault.numberOfSecurities(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal>	EquityPerformance.numberOfSecurities(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.mapper.MapperS<? extends PerformancePayout>	EquityPerformance.EquityPerformanceDefault.performancePayout(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends PerformancePayout>	EquityPerformance.performancePayout(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.mapper.MapperS<? extends Price>	EquityPerformance.EquityPerformanceDefault.periodEndPrice(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends Price>	EquityPerformance.periodEndPrice(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.mapper.MapperS<? extends PriceSchedule>	EquityPerformance.EquityPerformanceDefault.periodStartPrice(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends PriceSchedule>	EquityPerformance.periodStartPrice(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	EquityNotionalAmount.EquityNotionalAmountDefault.priceValue(BigDecimal numberOfSecurities, Price price)
protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal>	EquityNotionalAmount.priceValue(BigDecimal numberOfSecurities, Price price)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	EquityPerformance.EquityPerformanceDefault.rateOfReturn1(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal>	EquityPerformance.rateOfReturn1(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)

Uses of Price in cdm.event.position

Methods in cdm.event.position that return Price

Modifier and Type	Method	Description
Price	AvailableInventoryRecord.AvailableInventoryRecordImpl.getInterestRate()
Price	AvailableInventoryRecord.getInterestRate()	An optional element which can be used to hold a rate associated to this piece of availability.

Methods in cdm.event.position with parameters of type Price

Modifier and Type	Method	Description
AvailableInventoryRecord.AvailableInventoryRecordBuilder	AvailableInventoryRecord.AvailableInventoryRecordBuilder.setInterestRate(Price interestRate)
AvailableInventoryRecord.AvailableInventoryRecordBuilder	AvailableInventoryRecord.AvailableInventoryRecordBuilderImpl.setInterestRate(Price _interestRate)

Uses of Price in cdm.observable.asset

Subinterfaces of Price in cdm.observable.asset

Modifier and Type	Interface	Description
static interface	Price.PriceBuilder	Builder Interface

Classes in cdm.observable.asset that implement Price

Modifier and Type	Class	Description
static class	Price.PriceBuilderImpl	Builder Implementation of Price
static class	Price.PriceImpl	Immutable Implementation of Price

Methods in cdm.observable.asset that return Price

Modifier and Type	Method	Description
Price	Price.build()	Build Methods
Price	Price.PriceBuilderImpl.build()
Price	Price.PriceImpl.build()

Methods in cdm.observable.asset that return types with arguments of type Price

Modifier and Type	Method	Description
default Class<? extends Price>	Price.getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends Price>	Price.metaData()	Utility Methods

Uses of Price in cdm.observable.asset.meta

Methods in cdm.observable.asset.meta that return types with arguments of type Price

Modifier and Type	Method	Description
List<com.rosetta.model.lib.validation.Validator<? super Price>>	PriceMeta.dataRules(com.rosetta.model.lib.validation.ValidatorFactory factory)
List<Function<? super Price,com.rosetta.model.lib.qualify.QualifyResult>>	PriceMeta.getQualifyFunctions(com.rosetta.model.lib.qualify.QualifyFunctionFactory factory)
com.rosetta.model.lib.validation.ValidatorWithArg<? super Price,Set<String>>	PriceMeta.onlyExistsValidator()
com.rosetta.model.lib.validation.Validator<? super Price>	PriceMeta.typeFormatValidator()	Deprecated.
com.rosetta.model.lib.validation.Validator<? super Price>	PriceMeta.typeFormatValidator(com.rosetta.model.lib.validation.ValidatorFactory factory)
com.rosetta.model.lib.validation.Validator<? super Price>	PriceMeta.validator()	Deprecated.
com.rosetta.model.lib.validation.Validator<? super Price>	PriceMeta.validator(com.rosetta.model.lib.validation.ValidatorFactory factory)

Uses of Price in cdm.observable.asset.validation

Methods in cdm.observable.asset.validation with parameters of type Price

Modifier and Type	Method	Description
List<com.rosetta.model.lib.validation.ValidationResult<?>>	PriceTypeFormatValidator.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, Price o)
List<com.rosetta.model.lib.validation.ValidationResult<?>>	PriceValidator.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, Price o)

Uses of Price in cdm.observable.asset.validation.datarule

Methods in cdm.observable.asset.validation.datarule with parameters of type Price

Modifier and Type	Method	Description
List<com.rosetta.model.lib.validation.ValidationResult<?>>	PriceAmountOnlyExists.Default.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, Price price)
List<com.rosetta.model.lib.validation.ValidationResult<?>>	PriceAmountOnlyExists.NoOp.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, Price price)

Uses of Price in cdm.observable.asset.validation.exists

Methods in cdm.observable.asset.validation.exists with type parameters of type Price

Modifier and Type	Method	Description
<T2 extends Price> com.rosetta.model.lib.validation.ValidationResult<Price>	PriceOnlyExistsValidator.validate(com.rosetta.model.lib.path.RosettaPath path, T2 o, Set<String> fields)

Methods in cdm.observable.asset.validation.exists that return types with arguments of type Price

Modifier and Type	Method	Description
<T2 extends Price> com.rosetta.model.lib.validation.ValidationResult<Price>	PriceOnlyExistsValidator.validate(com.rosetta.model.lib.path.RosettaPath path, T2 o, Set<String> fields)

Uses of Price in cdm.observable.event

Methods in cdm.observable.event that return Price

Modifier and Type	Method	Description
Price	Observation.getObservedValue()	Specifies the observed value as a number.
Price	Observation.ObservationImpl.getObservedValue()

Methods in cdm.observable.event with parameters of type Price

Modifier and Type	Method	Description
Observation.ObservationBuilder	Observation.ObservationBuilder.setObservedValue(Price observedValue)
Observation.ObservationBuilder	Observation.ObservationBuilderImpl.setObservedValue(Price _observedValue)

Uses of Price in cdm.observable.event.functions

Methods in cdm.observable.event.functions that return Price

Modifier and Type	Method	Description
Price	ResolveObservationAverage.evaluate(List<? extends Observation> observations)

Methods in cdm.observable.event.functions that return types with arguments of type Price

Modifier and Type	Method	Description
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends Price>	ResolveObservationAverage.firstObservedValue(List<? extends Observation> observations)
protected com.rosetta.model.lib.mapper.MapperS<? extends Price>	ResolveObservationAverage.ResolveObservationAverageDefault.firstObservedValue(List<? extends Observation> observations)

Uses of Price in cdm.product.asset

Methods in cdm.product.asset that return Price

Modifier and Type	Method	Description
Price	CorrelationReturnTerms.CorrelationReturnTermsImpl.getCorrelationStrikePrice()
Price	CorrelationReturnTerms.getCorrelationStrikePrice()	Correlation Strike Price in accordance with the ISDA 2011 Equity Derivatives Definitions.
Price	FloatingRateSpecification.FloatingRateSpecificationImpl.getInitialRate()
Price	FloatingRateSpecification.getInitialRate()	The initial floating rate reset agreed between the principal parties involved in the trade.
Price	AssetDeliveryProfileBlock.AssetDeliveryProfileBlockImpl.getPriceTimeIntervalQuantity()
Price	AssetDeliveryProfileBlock.getPriceTimeIntervalQuantity()	Price per quantity per delivery time interval.
Price	CalculationScheduleDeliveryPeriods.CalculationScheduleDeliveryPeriodsImpl.getPriceTimeIntervalQuantity()
Price	CalculationScheduleDeliveryPeriods.getPriceTimeIntervalQuantity()	Price per quantity per delivery time interval.
Price	ReferenceInformation.getReferencePrice()	Used to determine (a) for physically settled trades, the Physical Settlement Amount, which equals the Floating Rate Payer Calculation Amount times the Reference Price and (b) for cash settled trades, the Cash Settlement Amount, which equals the greater of (i) the difference between the Reference Price and the Final Price and (ii) zero.
Price	ReferenceInformation.ReferenceInformationImpl.getReferencePrice()
Price	VarianceReturnTerms.getVarianceStrikePrice()	Variance Strike Price in accordance with the ISDA 2011 Equity Derivatives Definitions.
Price	VarianceReturnTerms.VarianceReturnTermsImpl.getVarianceStrikePrice()
Price	VarianceReturnTerms.getVolatilityStrikePrice()	Volatility Strike Price in accordance with the ISDA 2011 Equity Derivatives Definitions.
Price	VarianceReturnTerms.VarianceReturnTermsImpl.getVolatilityStrikePrice()
Price	VolatilityReturnTerms.getVolatilityStrikePrice()	Volatility Strike Price in accordance with the ISDA 2011 Equity Derivatives Definitions.
Price	VolatilityReturnTerms.VolatilityReturnTermsImpl.getVolatilityStrikePrice()

Methods in cdm.product.asset with parameters of type Price

Modifier and Type	Method	Description
CorrelationReturnTerms.CorrelationReturnTermsBuilder	CorrelationReturnTerms.CorrelationReturnTermsBuilder.setCorrelationStrikePrice(Price correlationStrikePrice)
CorrelationReturnTerms.CorrelationReturnTermsBuilder	CorrelationReturnTerms.CorrelationReturnTermsBuilderImpl.setCorrelationStrikePrice(Price _correlationStrikePrice)
FloatingRateSpecification.FloatingRateSpecificationBuilder	FloatingRateSpecification.FloatingRateSpecificationBuilder.setInitialRate(Price initialRate)
FloatingRateSpecification.FloatingRateSpecificationBuilder	FloatingRateSpecification.FloatingRateSpecificationBuilderImpl.setInitialRate(Price _initialRate)
InflationRateSpecification.InflationRateSpecificationBuilder	InflationRateSpecification.InflationRateSpecificationBuilder.setInitialRate(Price initialRate)
InflationRateSpecification.InflationRateSpecificationBuilder	InflationRateSpecification.InflationRateSpecificationBuilderImpl.setInitialRate(Price _initialRate)
AssetDeliveryProfileBlock.AssetDeliveryProfileBlockBuilder	AssetDeliveryProfileBlock.AssetDeliveryProfileBlockBuilder.setPriceTimeIntervalQuantity(Price priceTimeIntervalQuantity)
AssetDeliveryProfileBlock.AssetDeliveryProfileBlockBuilder	AssetDeliveryProfileBlock.AssetDeliveryProfileBlockBuilderImpl.setPriceTimeIntervalQuantity(Price _priceTimeIntervalQuantity)
CalculationScheduleDeliveryPeriods.CalculationScheduleDeliveryPeriodsBuilder	CalculationScheduleDeliveryPeriods.CalculationScheduleDeliveryPeriodsBuilder.setPriceTimeIntervalQuantity(Price priceTimeIntervalQuantity)
CalculationScheduleDeliveryPeriods.CalculationScheduleDeliveryPeriodsBuilder	CalculationScheduleDeliveryPeriods.CalculationScheduleDeliveryPeriodsBuilderImpl.setPriceTimeIntervalQuantity(Price _priceTimeIntervalQuantity)
ReferenceInformation.ReferenceInformationBuilder	ReferenceInformation.ReferenceInformationBuilder.setReferencePrice(Price referencePrice)
ReferenceInformation.ReferenceInformationBuilder	ReferenceInformation.ReferenceInformationBuilderImpl.setReferencePrice(Price _referencePrice)
VarianceReturnTerms.VarianceReturnTermsBuilder	VarianceReturnTerms.VarianceReturnTermsBuilder.setVarianceStrikePrice(Price varianceStrikePrice)
VarianceReturnTerms.VarianceReturnTermsBuilder	VarianceReturnTerms.VarianceReturnTermsBuilderImpl.setVarianceStrikePrice(Price _varianceStrikePrice)
VarianceReturnTerms.VarianceReturnTermsBuilder	VarianceReturnTerms.VarianceReturnTermsBuilder.setVolatilityStrikePrice(Price volatilityStrikePrice)
VarianceReturnTerms.VarianceReturnTermsBuilder	VarianceReturnTerms.VarianceReturnTermsBuilderImpl.setVolatilityStrikePrice(Price _volatilityStrikePrice)
VolatilityReturnTerms.VolatilityReturnTermsBuilder	VolatilityReturnTerms.VolatilityReturnTermsBuilder.setVolatilityStrikePrice(Price volatilityStrikePrice)
VolatilityReturnTerms.VolatilityReturnTermsBuilder	VolatilityReturnTerms.VolatilityReturnTermsBuilderImpl.setVolatilityStrikePrice(Price _volatilityStrikePrice)

Uses of Price in cdm.product.asset.floatingrate

Methods in cdm.product.asset.floatingrate that return Price

Modifier and Type	Method	Description
Price	FloatingRateProcessingParameters.FloatingRateProcessingParametersImpl.getInitialRate()
Price	FloatingRateProcessingParameters.getInitialRate()	The rate to be applied for the initial period.

Methods in cdm.product.asset.floatingrate with parameters of type Price

Modifier and Type	Method	Description
FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder	FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder.setInitialRate(Price initialRate)
FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder	FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilderImpl.setInitialRate(Price _initialRate)

Uses of Price in cdm.product.template

Methods in cdm.product.template that return Price

Modifier and Type	Method	Description
Price	EvergreenProvision.EvergreenProvisionImpl.getFinalPeriodFeeAdjustment()
Price	EvergreenProvision.getFinalPeriodFeeAdjustment()	An optional adjustment to the rate for the last period of the evergreen i.e. the period from when notice is given to stop rolling the contract through to the termination date.
Price	OptionStrike.getStrikePrice()	Defines the strike of an option in the form of a price that could be a cash price, interestRate, or other types.
Price	OptionStrike.OptionStrikeImpl.getStrikePrice()

Methods in cdm.product.template with parameters of type Price

Modifier and Type	Method	Description
EvergreenProvision.EvergreenProvisionBuilder	EvergreenProvision.EvergreenProvisionBuilder.setFinalPeriodFeeAdjustment(Price finalPeriodFeeAdjustment)
EvergreenProvision.EvergreenProvisionBuilder	EvergreenProvision.EvergreenProvisionBuilderImpl.setFinalPeriodFeeAdjustment(Price _finalPeriodFeeAdjustment)
OptionStrike.OptionStrikeBuilder	OptionStrike.OptionStrikeBuilder.setStrikePrice(Price strikePrice)
OptionStrike.OptionStrikeBuilder	OptionStrike.OptionStrikeBuilderImpl.setStrikePrice(Price _strikePrice)