Uses of Interface
cdm.observable.asset.PriceSchedule
Packages that use PriceSchedule
Package
Description
Observable asset concepts: schedule, settlement, price and quantity notation etc.
Product concepts applicable to specific asset classes.
Common product schedule concepts: calculation period, reset, fixing and payment dates, stub, notional schedule, roll convention.
Common product settlement concepts: cash vs physical, non-deliverable, money and cashflow, delivery vs payment.
Template feature concepts to define payouts.
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Uses of PriceSchedule in cdm.event.common.functions
Methods in cdm.event.common.functions that return types with arguments of type PriceScheduleModifier and TypeMethodDescriptionprotected 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<? extends PriceSchedule> Create_AssetTransfer.Create_AssetTransferDefault.securityPrice(CalculateTransferInstruction instruction) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends PriceSchedule> Create_AssetTransfer.securityPrice(CalculateTransferInstruction instruction) protected com.rosetta.model.lib.mapper.MapperS<? extends PriceSchedule> SecurityFinanceCashSettlementAmount.SecurityFinanceCashSettlementAmountDefault.securityPrice(TradeState tradeState, com.rosetta.model.lib.records.Date date, Quantity quantity, PayerReceiver payerReceiver) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends PriceSchedule> SecurityFinanceCashSettlementAmount.securityPrice(TradeState tradeState, com.rosetta.model.lib.records.Date date, Quantity quantity, PayerReceiver payerReceiver) Methods in cdm.event.common.functions with parameters of type PriceScheduleModifier and TypeMethodDescriptionprotected BigDecimalRateOfReturn.RateOfReturnDefault.assignOutput(BigDecimal rateOfReturn, PriceSchedule initialPrice, PriceSchedule finalPrice) protected abstract BigDecimalRateOfReturn.doEvaluate(PriceSchedule initialPrice, PriceSchedule finalPrice) protected BigDecimalRateOfReturn.RateOfReturnDefault.doEvaluate(PriceSchedule initialPrice, PriceSchedule finalPrice) RateOfReturn.evaluate(PriceSchedule initialPrice, PriceSchedule finalPrice) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> RateOfReturn.finalPriceValue(PriceSchedule initialPrice, PriceSchedule finalPrice) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> RateOfReturn.RateOfReturnDefault.finalPriceValue(PriceSchedule initialPrice, PriceSchedule finalPrice) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> RateOfReturn.initialPriceValue(PriceSchedule initialPrice, PriceSchedule finalPrice) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> RateOfReturn.RateOfReturnDefault.initialPriceValue(PriceSchedule initialPrice, PriceSchedule finalPrice) -
Uses of PriceSchedule in cdm.event.qualification.functions
Methods in cdm.event.qualification.functions that return types with arguments of type PriceScheduleModifier and TypeMethodDescriptionprotected com.rosetta.model.lib.mapper.MapperS<? extends PriceSchedule> Qualify_IndexTransition.Qualify_IndexTransitionDefault.spread(BusinessEvent businessEvent) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends PriceSchedule> Qualify_IndexTransition.spread(BusinessEvent businessEvent) -
Uses of PriceSchedule in cdm.observable.asset
Subinterfaces of PriceSchedule in cdm.observable.assetModifier and TypeInterfaceDescriptioninterfaceSpecifies a price as a single value to be associated to a financial product.static interfaceBuilder Interfacestatic interfaceBuilder InterfaceClasses in cdm.observable.asset that implement PriceScheduleModifier and TypeClassDescriptionstatic classBuilder Implementation of Pricestatic classImmutable Implementation of Pricestatic classBuilder Implementation of PriceSchedulestatic classImmutable Implementation of PriceScheduleMethods in cdm.observable.asset that return PriceScheduleModifier and TypeMethodDescriptionPriceSchedule.build()Build MethodsPriceSchedule.PriceScheduleBuilderImpl.build()PriceSchedule.PriceScheduleImpl.build()Methods in cdm.observable.asset that return types with arguments of type PriceScheduleModifier and TypeMethodDescriptiondefault Class<? extends PriceSchedule> PriceSchedule.getType()default com.rosetta.model.lib.meta.RosettaMetaData<? extends PriceSchedule> PriceSchedule.metaData()Utility Methods -
Uses of PriceSchedule in cdm.observable.asset.functions
Methods in cdm.observable.asset.functions that return PriceScheduleModifier and TypeMethodDescriptionFilterPrice.evaluate(List<? extends PriceSchedule> prices, PriceTypeEnum priceType, List<ArithmeticOperationEnum> arithmeticOperators, PriceExpressionEnum priceExpression) Method parameters in cdm.observable.asset.functions with type arguments of type PriceScheduleModifier and TypeMethodDescriptionprotected PriceSchedule.PriceScheduleBuilderFilterPrice.FilterPriceDefault.assignOutput(PriceSchedule.PriceScheduleBuilder price, List<? extends PriceSchedule> prices, PriceTypeEnum priceType, List<ArithmeticOperationEnum> arithmeticOperators, PriceExpressionEnum priceExpression) protected abstract PriceSchedule.PriceScheduleBuilderFilterPrice.doEvaluate(List<? extends PriceSchedule> prices, PriceTypeEnum priceType, List<ArithmeticOperationEnum> arithmeticOperators, PriceExpressionEnum priceExpression) protected PriceSchedule.PriceScheduleBuilderFilterPrice.FilterPriceDefault.doEvaluate(List<? extends PriceSchedule> prices, PriceTypeEnum priceType, List<ArithmeticOperationEnum> arithmeticOperators, PriceExpressionEnum priceExpression) FilterPrice.evaluate(List<? extends PriceSchedule> prices, PriceTypeEnum priceType, List<ArithmeticOperationEnum> arithmeticOperators, PriceExpressionEnum priceExpression) -
Uses of PriceSchedule in cdm.observable.asset.meta
Methods in cdm.observable.asset.meta that return types with arguments of type PriceScheduleModifier and TypeMethodDescriptionList<com.rosetta.model.lib.validation.Validator<? super PriceSchedule>> PriceScheduleMeta.dataRules(com.rosetta.model.lib.validation.ValidatorFactory factory) List<Function<? super PriceSchedule, com.rosetta.model.lib.qualify.QualifyResult>> PriceScheduleMeta.getQualifyFunctions(com.rosetta.model.lib.qualify.QualifyFunctionFactory factory) com.rosetta.model.lib.validation.ValidatorWithArg<? super PriceSchedule, Set<String>> PriceScheduleMeta.onlyExistsValidator()com.rosetta.model.lib.validation.Validator<? super PriceSchedule> PriceScheduleMeta.typeFormatValidator()Deprecated.com.rosetta.model.lib.validation.Validator<? super PriceSchedule> PriceScheduleMeta.typeFormatValidator(com.rosetta.model.lib.validation.ValidatorFactory factory) com.rosetta.model.lib.validation.Validator<? super PriceSchedule> PriceScheduleMeta.validator()Deprecated.com.rosetta.model.lib.validation.Validator<? super PriceSchedule> PriceScheduleMeta.validator(com.rosetta.model.lib.validation.ValidatorFactory factory) -
Uses of PriceSchedule in cdm.observable.asset.metafields
Methods in cdm.observable.asset.metafields that return PriceScheduleModifier and TypeMethodDescriptionFieldWithMetaPriceSchedule.FieldWithMetaPriceScheduleImpl.getValue()FieldWithMetaPriceSchedule.getValue()Getter MethodsReferenceWithMetaPriceSchedule.getValue()Getter MethodsReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleImpl.getValue()Methods in cdm.observable.asset.metafields that return types with arguments of type PriceScheduleModifier and TypeMethodDescriptiondefault Class<PriceSchedule> FieldWithMetaPriceSchedule.getValueType()default Class<PriceSchedule> ReferenceWithMetaPriceSchedule.getValueType()Methods in cdm.observable.asset.metafields with parameters of type PriceScheduleModifier and TypeMethodDescriptionFieldWithMetaPriceSchedule.FieldWithMetaPriceScheduleBuilder.setValue(PriceSchedule value) FieldWithMetaPriceSchedule.FieldWithMetaPriceScheduleBuilderImpl.setValue(PriceSchedule _value) ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder.setValue(PriceSchedule value) ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilderImpl.setValue(PriceSchedule _value) -
Uses of PriceSchedule in cdm.observable.asset.validation
Methods in cdm.observable.asset.validation with parameters of type PriceScheduleModifier and TypeMethodDescriptionList<com.rosetta.model.lib.validation.ValidationResult<?>> PriceScheduleTypeFormatValidator.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule o) List<com.rosetta.model.lib.validation.ValidationResult<?>> PriceScheduleValidator.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule o) -
Uses of PriceSchedule in cdm.observable.asset.validation.datarule
Methods in cdm.observable.asset.validation.datarule with parameters of type PriceScheduleModifier and TypeMethodDescriptionList<com.rosetta.model.lib.validation.ValidationResult<?>> PriceScheduleAccruedInterest.Default.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule priceSchedule) List<com.rosetta.model.lib.validation.ValidationResult<?>> PriceScheduleAccruedInterest.NoOp.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule priceSchedule) List<com.rosetta.model.lib.validation.ValidationResult<?>> PriceScheduleArithmeticOperator.Default.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule priceSchedule) List<com.rosetta.model.lib.validation.ValidationResult<?>> PriceScheduleArithmeticOperator.NoOp.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule priceSchedule) List<com.rosetta.model.lib.validation.ValidationResult<?>> PriceScheduleCashPrice.Default.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule priceSchedule) List<com.rosetta.model.lib.validation.ValidationResult<?>> PriceScheduleCashPrice.NoOp.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule priceSchedule) List<com.rosetta.model.lib.validation.ValidationResult<?>> PriceScheduleChoice.Default.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule priceSchedule) List<com.rosetta.model.lib.validation.ValidationResult<?>> PriceScheduleChoice.NoOp.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule priceSchedule) List<com.rosetta.model.lib.validation.ValidationResult<?>> PriceScheduleCurrencyUnitForInterestRate.Default.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule priceSchedule) List<com.rosetta.model.lib.validation.ValidationResult<?>> PriceScheduleCurrencyUnitForInterestRate.NoOp.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule priceSchedule) List<com.rosetta.model.lib.validation.ValidationResult<?>> PriceScheduleForwardPoint.Default.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule priceSchedule) List<com.rosetta.model.lib.validation.ValidationResult<?>> PriceScheduleForwardPoint.NoOp.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule priceSchedule) List<com.rosetta.model.lib.validation.ValidationResult<?>> PriceSchedulePositiveAssetPrice.Default.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule priceSchedule) List<com.rosetta.model.lib.validation.ValidationResult<?>> PriceSchedulePositiveAssetPrice.NoOp.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule priceSchedule) List<com.rosetta.model.lib.validation.ValidationResult<?>> PriceSchedulePositiveCashPrice.Default.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule priceSchedule) List<com.rosetta.model.lib.validation.ValidationResult<?>> PriceSchedulePositiveCashPrice.NoOp.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule priceSchedule) List<com.rosetta.model.lib.validation.ValidationResult<?>> PriceSchedulePositiveSpotRate.Default.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule priceSchedule) List<com.rosetta.model.lib.validation.ValidationResult<?>> PriceSchedulePositiveSpotRate.NoOp.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule priceSchedule) List<com.rosetta.model.lib.validation.ValidationResult<?>> PriceScheduleSpreadPrice.Default.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule priceSchedule) List<com.rosetta.model.lib.validation.ValidationResult<?>> PriceScheduleSpreadPrice.NoOp.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule priceSchedule) List<com.rosetta.model.lib.validation.ValidationResult<?>> PriceScheduleUnitOfAmountExists.Default.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule priceSchedule) List<com.rosetta.model.lib.validation.ValidationResult<?>> PriceScheduleUnitOfAmountExists.NoOp.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, PriceSchedule priceSchedule) -
Uses of PriceSchedule in cdm.observable.asset.validation.exists
Methods in cdm.observable.asset.validation.exists with type parameters of type PriceScheduleModifier and TypeMethodDescription<T2 extends PriceSchedule>
com.rosetta.model.lib.validation.ValidationResult<PriceSchedule> PriceScheduleOnlyExistsValidator.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 PriceScheduleModifier and TypeMethodDescription<T2 extends PriceSchedule>
com.rosetta.model.lib.validation.ValidationResult<PriceSchedule> PriceScheduleOnlyExistsValidator.validate(com.rosetta.model.lib.path.RosettaPath path, T2 o, Set<String> fields) -
Uses of PriceSchedule in cdm.product.asset
Methods in cdm.product.asset that return PriceScheduleModifier and TypeMethodDescriptionPriceReturnTerms.getValuationPriceFinal()2018 ISDA CDM Equity Confirmation for Security Equity Swap: Final Price | Specifies the final valuation price of the underlier.PriceReturnTerms.PriceReturnTermsImpl.getValuationPriceFinal()PriceReturnTerms.getValuationPriceInitial()Specifies the initial valuation price(s) of the underlier.PriceReturnTerms.PriceReturnTermsImpl.getValuationPriceInitial()Methods in cdm.product.asset with parameters of type PriceScheduleModifier and TypeMethodDescriptionSpreadSchedule.SpreadScheduleBuilder.setPriceValue(PriceSchedule price) SpreadSchedule.SpreadScheduleBuilderImpl.setPriceValue(PriceSchedule _price) PriceReturnTerms.PriceReturnTermsBuilder.setValuationPriceFinal(PriceSchedule valuationPriceFinal) PriceReturnTerms.PriceReturnTermsBuilderImpl.setValuationPriceFinal(PriceSchedule _valuationPriceFinal) PriceReturnTerms.PriceReturnTermsBuilder.setValuationPriceInitial(PriceSchedule valuationPriceInitial) PriceReturnTerms.PriceReturnTermsBuilderImpl.setValuationPriceInitial(PriceSchedule _valuationPriceInitial) -
Uses of PriceSchedule in cdm.product.asset.functions
Methods in cdm.product.asset.functions that return PriceScheduleModifier and TypeMethodDescriptionResolveEquityInitialPrice.evaluate(List<? extends PriceSchedule> price) ResolvePerformancePeriodStartPrice.evaluate(PerformancePayout performancePayout, List<? extends PriceSchedule> price, Observable observable, com.rosetta.model.lib.records.Date adjustedDate) Method parameters in cdm.product.asset.functions with type arguments of type PriceScheduleModifier and TypeMethodDescriptionprotected abstract com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> ResolvePerformancePeriodStartPrice.adjustedValuationDates1(PerformancePayout performancePayout, List<? extends PriceSchedule> price, Observable observable, com.rosetta.model.lib.records.Date adjustedDate) protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> ResolvePerformancePeriodStartPrice.ResolvePerformancePeriodStartPriceDefault.adjustedValuationDates1(PerformancePayout performancePayout, List<? extends PriceSchedule> price, Observable observable, com.rosetta.model.lib.records.Date adjustedDate) protected PriceSchedule.PriceScheduleBuilderResolveEquityInitialPrice.ResolveEquityInitialPriceDefault.assignOutput(PriceSchedule.PriceScheduleBuilder initialPrice, List<? extends PriceSchedule> price) protected PriceSchedule.PriceScheduleBuilderResolvePerformancePeriodStartPrice.ResolvePerformancePeriodStartPriceDefault.assignOutput(PriceSchedule.PriceScheduleBuilder startPrice, PerformancePayout performancePayout, List<? extends PriceSchedule> price, Observable observable, com.rosetta.model.lib.records.Date adjustedDate) protected abstract PriceSchedule.PriceScheduleBuilderResolveEquityInitialPrice.doEvaluate(List<? extends PriceSchedule> price) protected PriceSchedule.PriceScheduleBuilderResolveEquityInitialPrice.ResolveEquityInitialPriceDefault.doEvaluate(List<? extends PriceSchedule> price) protected abstract PriceSchedule.PriceScheduleBuilderResolvePerformancePeriodStartPrice.doEvaluate(PerformancePayout performancePayout, List<? extends PriceSchedule> price, Observable observable, com.rosetta.model.lib.records.Date adjustedDate) protected PriceSchedule.PriceScheduleBuilderResolvePerformancePeriodStartPrice.ResolvePerformancePeriodStartPriceDefault.doEvaluate(PerformancePayout performancePayout, List<? extends PriceSchedule> price, Observable observable, com.rosetta.model.lib.records.Date adjustedDate) ResolveEquityInitialPrice.evaluate(List<? extends PriceSchedule> price) ResolvePerformancePeriodStartPrice.evaluate(PerformancePayout performancePayout, List<? extends PriceSchedule> price, Observable observable, com.rosetta.model.lib.records.Date adjustedDate) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends PriceReturnTerms> ResolvePerformancePeriodStartPrice.priceReturnTerms(PerformancePayout performancePayout, List<? extends PriceSchedule> price, Observable observable, com.rosetta.model.lib.records.Date adjustedDate) protected com.rosetta.model.lib.mapper.MapperS<? extends PriceReturnTerms> ResolvePerformancePeriodStartPrice.ResolvePerformancePeriodStartPriceDefault.priceReturnTerms(PerformancePayout performancePayout, List<? extends PriceSchedule> price, Observable observable, com.rosetta.model.lib.records.Date adjustedDate) -
Uses of PriceSchedule in cdm.product.common.schedule
Methods in cdm.product.common.schedule with parameters of type PriceScheduleModifier and TypeMethodDescriptionRateSchedule.RateScheduleBuilder.setPriceValue(PriceSchedule price) RateSchedule.RateScheduleBuilderImpl.setPriceValue(PriceSchedule _price) -
Uses of PriceSchedule in cdm.product.common.settlement
Methods in cdm.product.common.settlement with parameters of type PriceScheduleModifier and TypeMethodDescriptionResolvablePriceQuantity.ResolvablePriceQuantityBuilder.addPriceScheduleValue(PriceSchedule priceSchedule) ResolvablePriceQuantity.ResolvablePriceQuantityBuilder.addPriceScheduleValue(PriceSchedule priceSchedule, int idx) ResolvablePriceQuantity.ResolvablePriceQuantityBuilderImpl.addPriceScheduleValue(PriceSchedule _priceSchedule) ResolvablePriceQuantity.ResolvablePriceQuantityBuilderImpl.addPriceScheduleValue(PriceSchedule _priceSchedule, int idx) PriceQuantity.PriceQuantityBuilder.addPriceValue(PriceSchedule price) PriceQuantity.PriceQuantityBuilder.addPriceValue(PriceSchedule price, int idx) PriceQuantity.PriceQuantityBuilderImpl.addPriceValue(PriceSchedule _price) PriceQuantity.PriceQuantityBuilderImpl.addPriceValue(PriceSchedule _price, int idx) FixedPrice.FixedPriceBuilder.setPriceValue(PriceSchedule price) FixedPrice.FixedPriceBuilderImpl.setPriceValue(PriceSchedule _price) Method parameters in cdm.product.common.settlement with type arguments of type PriceScheduleModifier and TypeMethodDescriptionResolvablePriceQuantity.ResolvablePriceQuantityBuilder.addPriceScheduleValue(List<? extends PriceSchedule> priceSchedule) ResolvablePriceQuantity.ResolvablePriceQuantityBuilderImpl.addPriceScheduleValue(List<? extends PriceSchedule> priceSchedules) PriceQuantity.PriceQuantityBuilder.addPriceValue(List<? extends PriceSchedule> price) PriceQuantity.PriceQuantityBuilderImpl.addPriceValue(List<? extends PriceSchedule> prices) ResolvablePriceQuantity.ResolvablePriceQuantityBuilder.setPriceScheduleValue(List<? extends PriceSchedule> priceSchedule) ResolvablePriceQuantity.ResolvablePriceQuantityBuilderImpl.setPriceScheduleValue(List<? extends PriceSchedule> priceSchedules) PriceQuantity.PriceQuantityBuilder.setPriceValue(List<? extends PriceSchedule> price) PriceQuantity.PriceQuantityBuilderImpl.setPriceValue(List<? extends PriceSchedule> prices) -
Uses of PriceSchedule in cdm.product.common.settlement.functions
Methods in cdm.product.common.settlement.functions with parameters of type PriceScheduleModifier and TypeMethodDescriptionprotected abstract com.rosetta.model.lib.mapper.MapperS<Boolean> PriceUnitEquals.arithmeticOperatorMatches(PriceSchedule p1, PriceSchedule p2) protected com.rosetta.model.lib.mapper.MapperS<Boolean> PriceUnitEquals.PriceUnitEqualsDefault.arithmeticOperatorMatches(PriceSchedule p1, PriceSchedule p2) protected BooleanPriceUnitEquals.PriceUnitEqualsDefault.assignOutput(Boolean result, PriceSchedule p1, PriceSchedule p2) protected abstract BooleanPriceUnitEquals.doEvaluate(PriceSchedule p1, PriceSchedule p2) protected BooleanPriceUnitEquals.PriceUnitEqualsDefault.doEvaluate(PriceSchedule p1, PriceSchedule p2) PriceUnitEquals.evaluate(PriceSchedule p1, PriceSchedule p2) protected abstract com.rosetta.model.lib.mapper.MapperS<Boolean> PriceUnitEquals.perUnitOfMatches(PriceSchedule p1, PriceSchedule p2) protected com.rosetta.model.lib.mapper.MapperS<Boolean> PriceUnitEquals.PriceUnitEqualsDefault.perUnitOfMatches(PriceSchedule p1, PriceSchedule p2) protected abstract com.rosetta.model.lib.mapper.MapperS<Boolean> PriceUnitEquals.priceExpressionMatches(PriceSchedule p1, PriceSchedule p2) protected com.rosetta.model.lib.mapper.MapperS<Boolean> PriceUnitEquals.PriceUnitEqualsDefault.priceExpressionMatches(PriceSchedule p1, PriceSchedule p2) protected abstract com.rosetta.model.lib.mapper.MapperS<Boolean> PriceUnitEquals.priceTypeMatches(PriceSchedule p1, PriceSchedule p2) protected com.rosetta.model.lib.mapper.MapperS<Boolean> PriceUnitEquals.PriceUnitEqualsDefault.priceTypeMatches(PriceSchedule p1, PriceSchedule p2) protected com.rosetta.model.lib.mapper.MapperS<Boolean> PriceUnitEquals.PriceUnitEqualsDefault.unitMatches(PriceSchedule p1, PriceSchedule p2) protected abstract com.rosetta.model.lib.mapper.MapperS<Boolean> PriceUnitEquals.unitMatches(PriceSchedule p1, PriceSchedule p2) Method parameters in cdm.product.common.settlement.functions with type arguments of type PriceScheduleModifier and TypeMethodDescriptionUpdatePriceAmountForEachMatchingQuantity.UpdatePriceAmountForEachMatchingQuantityDefault.assignOutput(FieldWithMetaPriceSchedule.FieldWithMetaPriceScheduleBuilder updatedPrice, FieldWithMetaPriceSchedule price, List<? extends PriceSchedule> change, QuantityChangeDirectionEnum direction) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> UpdatePriceAmountForEachMatchingQuantity.changedAmount(FieldWithMetaPriceSchedule price, List<? extends PriceSchedule> change, QuantityChangeDirectionEnum direction) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> UpdatePriceAmountForEachMatchingQuantity.UpdatePriceAmountForEachMatchingQuantityDefault.changedAmount(FieldWithMetaPriceSchedule price, List<? extends PriceSchedule> change, QuantityChangeDirectionEnum direction) protected abstract FieldWithMetaPriceSchedule.FieldWithMetaPriceScheduleBuilderUpdatePriceAmountForEachMatchingQuantity.doEvaluate(FieldWithMetaPriceSchedule price, List<? extends PriceSchedule> change, QuantityChangeDirectionEnum direction) UpdatePriceAmountForEachMatchingQuantity.UpdatePriceAmountForEachMatchingQuantityDefault.doEvaluate(FieldWithMetaPriceSchedule price, List<? extends PriceSchedule> change, QuantityChangeDirectionEnum direction) UpdatePriceAmountForEachMatchingQuantity.evaluate(FieldWithMetaPriceSchedule price, List<? extends PriceSchedule> change, QuantityChangeDirectionEnum direction) -
Uses of PriceSchedule in cdm.product.template
Methods in cdm.product.template with parameters of type PriceScheduleModifier and TypeMethodDescriptionBasketConstituent.BasketConstituentBuilder.addFinalValuationPriceValue(PriceSchedule finalValuationPrice) BasketConstituent.BasketConstituentBuilder.addFinalValuationPriceValue(PriceSchedule finalValuationPrice, int idx) BasketConstituent.BasketConstituentBuilderImpl.addFinalValuationPriceValue(PriceSchedule _finalValuationPrice) BasketConstituent.BasketConstituentBuilderImpl.addFinalValuationPriceValue(PriceSchedule _finalValuationPrice, int idx) PerformancePayout.PerformancePayoutBuilder.addFinalValuationPriceValue(PriceSchedule finalValuationPrice) PerformancePayout.PerformancePayoutBuilder.addFinalValuationPriceValue(PriceSchedule finalValuationPrice, int idx) PerformancePayout.PerformancePayoutBuilderImpl.addFinalValuationPriceValue(PriceSchedule _finalValuationPrice) PerformancePayout.PerformancePayoutBuilderImpl.addFinalValuationPriceValue(PriceSchedule _finalValuationPrice, int idx) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addFinalValuationPriceValue(PriceSchedule finalValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addFinalValuationPriceValue(PriceSchedule finalValuationPrice, int idx) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addFinalValuationPriceValue(PriceSchedule _finalValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addFinalValuationPriceValue(PriceSchedule _finalValuationPrice, int idx) BasketConstituent.BasketConstituentBuilder.addInitialValuationPriceValue(PriceSchedule initialValuationPrice) BasketConstituent.BasketConstituentBuilder.addInitialValuationPriceValue(PriceSchedule initialValuationPrice, int idx) BasketConstituent.BasketConstituentBuilderImpl.addInitialValuationPriceValue(PriceSchedule _initialValuationPrice) BasketConstituent.BasketConstituentBuilderImpl.addInitialValuationPriceValue(PriceSchedule _initialValuationPrice, int idx) PerformancePayout.PerformancePayoutBuilder.addInitialValuationPriceValue(PriceSchedule initialValuationPrice) PerformancePayout.PerformancePayoutBuilder.addInitialValuationPriceValue(PriceSchedule initialValuationPrice, int idx) PerformancePayout.PerformancePayoutBuilderImpl.addInitialValuationPriceValue(PriceSchedule _initialValuationPrice) PerformancePayout.PerformancePayoutBuilderImpl.addInitialValuationPriceValue(PriceSchedule _initialValuationPrice, int idx) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInitialValuationPriceValue(PriceSchedule initialValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInitialValuationPriceValue(PriceSchedule initialValuationPrice, int idx) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInitialValuationPriceValue(PriceSchedule _initialValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInitialValuationPriceValue(PriceSchedule _initialValuationPrice, int idx) BasketConstituent.BasketConstituentBuilder.addInterimValuationPriceValue(PriceSchedule interimValuationPrice) BasketConstituent.BasketConstituentBuilder.addInterimValuationPriceValue(PriceSchedule interimValuationPrice, int idx) BasketConstituent.BasketConstituentBuilderImpl.addInterimValuationPriceValue(PriceSchedule _interimValuationPrice) BasketConstituent.BasketConstituentBuilderImpl.addInterimValuationPriceValue(PriceSchedule _interimValuationPrice, int idx) PerformancePayout.PerformancePayoutBuilder.addInterimValuationPriceValue(PriceSchedule interimValuationPrice) PerformancePayout.PerformancePayoutBuilder.addInterimValuationPriceValue(PriceSchedule interimValuationPrice, int idx) PerformancePayout.PerformancePayoutBuilderImpl.addInterimValuationPriceValue(PriceSchedule _interimValuationPrice) PerformancePayout.PerformancePayoutBuilderImpl.addInterimValuationPriceValue(PriceSchedule _interimValuationPrice, int idx) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInterimValuationPriceValue(PriceSchedule interimValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInterimValuationPriceValue(PriceSchedule interimValuationPrice, int idx) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInterimValuationPriceValue(PriceSchedule _interimValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInterimValuationPriceValue(PriceSchedule _interimValuationPrice, int idx) StrikeSchedule.StrikeScheduleBuilder.setPriceValue(PriceSchedule price) StrikeSchedule.StrikeScheduleBuilderImpl.setPriceValue(PriceSchedule _price) Method parameters in cdm.product.template with type arguments of type PriceScheduleModifier and TypeMethodDescriptionBasketConstituent.BasketConstituentBuilder.addFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrice) BasketConstituent.BasketConstituentBuilderImpl.addFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrices) PerformancePayout.PerformancePayoutBuilder.addFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrice) PerformancePayout.PerformancePayoutBuilderImpl.addFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrices) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrices) BasketConstituent.BasketConstituentBuilder.addInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrice) BasketConstituent.BasketConstituentBuilderImpl.addInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrices) PerformancePayout.PerformancePayoutBuilder.addInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrice) PerformancePayout.PerformancePayoutBuilderImpl.addInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrices) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrices) BasketConstituent.BasketConstituentBuilder.addInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrice) BasketConstituent.BasketConstituentBuilderImpl.addInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrices) PerformancePayout.PerformancePayoutBuilder.addInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrice) PerformancePayout.PerformancePayoutBuilderImpl.addInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrices) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrices) BasketConstituent.BasketConstituentBuilder.setFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrice) BasketConstituent.BasketConstituentBuilderImpl.setFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrices) PerformancePayout.PerformancePayoutBuilder.setFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrice) PerformancePayout.PerformancePayoutBuilderImpl.setFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrices) PortfolioReturnTerms.PortfolioReturnTermsBuilder.setFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.setFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrices) BasketConstituent.BasketConstituentBuilder.setInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrice) BasketConstituent.BasketConstituentBuilderImpl.setInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrices) PerformancePayout.PerformancePayoutBuilder.setInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrice) PerformancePayout.PerformancePayoutBuilderImpl.setInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrices) PortfolioReturnTerms.PortfolioReturnTermsBuilder.setInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.setInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrices) BasketConstituent.BasketConstituentBuilder.setInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrice) BasketConstituent.BasketConstituentBuilderImpl.setInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrices) PerformancePayout.PerformancePayoutBuilder.setInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrice) PerformancePayout.PerformancePayoutBuilderImpl.setInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrices) PortfolioReturnTerms.PortfolioReturnTermsBuilder.setInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.setInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrices)