Uses of Interface
cdm.observable.asset.metafields.ReferenceWithMetaPriceSchedule

Packages that use ReferenceWithMetaPriceSchedule

Package	Description
cdm.observable.asset.metafields
cdm.product.asset	Product concepts applicable to specific asset classes.
cdm.product.common.schedule	Common product schedule concepts: calculation period, reset, fixing and payment dates, stub, notional schedule, roll convention.
cdm.product.common.settlement	Common product settlement concepts: cash vs physical, non-deliverable, money and cashflow, delivery vs payment.
cdm.product.template	Template feature concepts to define payouts.

Uses of ReferenceWithMetaPriceSchedule in cdm.observable.asset.metafields

Subinterfaces of ReferenceWithMetaPriceSchedule in cdm.observable.asset.metafields

Modifier and Type	Interface	Description
static interface	ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder	Builder Interface

Classes in cdm.observable.asset.metafields that implement ReferenceWithMetaPriceSchedule

Modifier and Type	Class	Description
static class	ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilderImpl	Builder Implementation of ReferenceWithMetaPriceSchedule
static class	ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleImpl	Immutable Implementation of ReferenceWithMetaPriceSchedule

Methods in cdm.observable.asset.metafields that return ReferenceWithMetaPriceSchedule

Modifier and Type	Method	Description
ReferenceWithMetaPriceSchedule	ReferenceWithMetaPriceSchedule.build()	Build Methods
ReferenceWithMetaPriceSchedule	ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilderImpl.build()
ReferenceWithMetaPriceSchedule	ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleImpl.build()

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

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

Uses of ReferenceWithMetaPriceSchedule in cdm.product.asset

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

Modifier and Type	Method	Description
SpreadSchedule.SpreadScheduleBuilder	SpreadSchedule.SpreadScheduleBuilder.setPrice(ReferenceWithMetaPriceSchedule price)
SpreadSchedule.SpreadScheduleBuilder	SpreadSchedule.SpreadScheduleBuilderImpl.setPrice(ReferenceWithMetaPriceSchedule _price)

Uses of ReferenceWithMetaPriceSchedule in cdm.product.common.schedule

Methods in cdm.product.common.schedule that return ReferenceWithMetaPriceSchedule

Modifier and Type	Method	Description
ReferenceWithMetaPriceSchedule	RateSchedule.getPrice()	The initial rate.
ReferenceWithMetaPriceSchedule	RateSchedule.RateScheduleImpl.getPrice()

Methods in cdm.product.common.schedule with parameters of type ReferenceWithMetaPriceSchedule

Modifier and Type	Method	Description
RateSchedule.RateScheduleBuilder	RateSchedule.RateScheduleBuilder.setPrice(ReferenceWithMetaPriceSchedule price)
RateSchedule.RateScheduleBuilder	RateSchedule.RateScheduleBuilderImpl.setPrice(ReferenceWithMetaPriceSchedule _price)

Uses of ReferenceWithMetaPriceSchedule in cdm.product.common.settlement

Methods in cdm.product.common.settlement that return ReferenceWithMetaPriceSchedule

Modifier and Type	Method	Description
ReferenceWithMetaPriceSchedule	FixedPrice.FixedPriceImpl.getPrice()
ReferenceWithMetaPriceSchedule	FixedPrice.getPrice()	Fixed price step schedule, including an initial price specified as an absolute number.

Methods in cdm.product.common.settlement that return types with arguments of type ReferenceWithMetaPriceSchedule

Modifier and Type	Method	Description
List<? extends ReferenceWithMetaPriceSchedule>	ResolvablePriceQuantity.getPriceSchedule()	A payout's price specified as a schedule, which may also contain a single value if that price is constant.
List<? extends ReferenceWithMetaPriceSchedule>	ResolvablePriceQuantity.ResolvablePriceQuantityImpl.getPriceSchedule()

Methods in cdm.product.common.settlement with parameters of type ReferenceWithMetaPriceSchedule

Modifier and Type	Method	Description
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	ResolvablePriceQuantity.ResolvablePriceQuantityBuilder.addPriceSchedule(ReferenceWithMetaPriceSchedule priceSchedule)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	ResolvablePriceQuantity.ResolvablePriceQuantityBuilder.addPriceSchedule(ReferenceWithMetaPriceSchedule priceSchedule, int idx)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	ResolvablePriceQuantity.ResolvablePriceQuantityBuilderImpl.addPriceSchedule(ReferenceWithMetaPriceSchedule _priceSchedule)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	ResolvablePriceQuantity.ResolvablePriceQuantityBuilderImpl.addPriceSchedule(ReferenceWithMetaPriceSchedule _priceSchedule, int idx)
FixedPrice.FixedPriceBuilder	FixedPrice.FixedPriceBuilder.setPrice(ReferenceWithMetaPriceSchedule price)
FixedPrice.FixedPriceBuilder	FixedPrice.FixedPriceBuilderImpl.setPrice(ReferenceWithMetaPriceSchedule _price)

Method parameters in cdm.product.common.settlement with type arguments of type ReferenceWithMetaPriceSchedule

Modifier and Type	Method	Description
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	ResolvablePriceQuantity.ResolvablePriceQuantityBuilder.addPriceSchedule(List<? extends ReferenceWithMetaPriceSchedule> priceSchedule)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	ResolvablePriceQuantity.ResolvablePriceQuantityBuilderImpl.addPriceSchedule(List<? extends ReferenceWithMetaPriceSchedule> priceSchedules)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	ResolvablePriceQuantity.ResolvablePriceQuantityBuilder.setPriceSchedule(List<? extends ReferenceWithMetaPriceSchedule> priceSchedule)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	ResolvablePriceQuantity.ResolvablePriceQuantityBuilderImpl.setPriceSchedule(List<? extends ReferenceWithMetaPriceSchedule> priceSchedules)

Uses of ReferenceWithMetaPriceSchedule in cdm.product.template

Methods in cdm.product.template that return types with arguments of type ReferenceWithMetaPriceSchedule

Modifier and Type	Method	Description
List<? extends ReferenceWithMetaPriceSchedule>	BasketConstituent.BasketConstituentImpl.getFinalValuationPrice()
List<? extends ReferenceWithMetaPriceSchedule>	BasketConstituent.getFinalValuationPrice()	Specifies a final price schedule to be associated to an individual underlier that is a basket constituent.
List<? extends ReferenceWithMetaPriceSchedule>	PerformancePayout.getFinalValuationPrice()	Specifies the net final valuation price(s) of the underlier at Performance Payout level.
List<? extends ReferenceWithMetaPriceSchedule>	PerformancePayout.PerformancePayoutImpl.getFinalValuationPrice()
List<? extends ReferenceWithMetaPriceSchedule>	PortfolioReturnTerms.getFinalValuationPrice()	2018 ISDA CDM Equity Confirmation for Security Equity Swap: Final Price | Specifies the final valuation price of the underlier.
List<? extends ReferenceWithMetaPriceSchedule>	PortfolioReturnTerms.PortfolioReturnTermsImpl.getFinalValuationPrice()
List<? extends ReferenceWithMetaPriceSchedule>	BasketConstituent.BasketConstituentImpl.getInitialValuationPrice()
List<? extends ReferenceWithMetaPriceSchedule>	BasketConstituent.getInitialValuationPrice()	Specifies an initial price schedule to be associated to an individual underlier that is a basket constituent.
List<? extends ReferenceWithMetaPriceSchedule>	PerformancePayout.getInitialValuationPrice()	Specifies the net initial valuation price(s) of the underlier at Performance Payout level.
List<? extends ReferenceWithMetaPriceSchedule>	PerformancePayout.PerformancePayoutImpl.getInitialValuationPrice()
List<? extends ReferenceWithMetaPriceSchedule>	PortfolioReturnTerms.getInitialValuationPrice()	Specifies the initial valuation price(s) of the underlier.
List<? extends ReferenceWithMetaPriceSchedule>	PortfolioReturnTerms.PortfolioReturnTermsImpl.getInitialValuationPrice()
List<? extends ReferenceWithMetaPriceSchedule>	BasketConstituent.BasketConstituentImpl.getInterimValuationPrice()
List<? extends ReferenceWithMetaPriceSchedule>	BasketConstituent.getInterimValuationPrice()	Specifies an interim price schedule to be associated to an individual underlier that is a basket constituent.
List<? extends ReferenceWithMetaPriceSchedule>	PerformancePayout.getInterimValuationPrice()	Specifies the net initial valuation price(s) of the underlier at Performance Payout level.
List<? extends ReferenceWithMetaPriceSchedule>	PerformancePayout.PerformancePayoutImpl.getInterimValuationPrice()
List<? extends ReferenceWithMetaPriceSchedule>	PortfolioReturnTerms.getInterimValuationPrice()	Specifies the initial valuation price(s) of the underlier.
List<? extends ReferenceWithMetaPriceSchedule>	PortfolioReturnTerms.PortfolioReturnTermsImpl.getInterimValuationPrice()

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

Modifier and Type	Method	Description
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilder.addFinalValuationPrice(ReferenceWithMetaPriceSchedule finalValuationPrice)
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilder.addFinalValuationPrice(ReferenceWithMetaPriceSchedule finalValuationPrice, int idx)
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilderImpl.addFinalValuationPrice(ReferenceWithMetaPriceSchedule _finalValuationPrice)
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilderImpl.addFinalValuationPrice(ReferenceWithMetaPriceSchedule _finalValuationPrice, int idx)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilder.addFinalValuationPrice(ReferenceWithMetaPriceSchedule finalValuationPrice)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilder.addFinalValuationPrice(ReferenceWithMetaPriceSchedule finalValuationPrice, int idx)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilderImpl.addFinalValuationPrice(ReferenceWithMetaPriceSchedule _finalValuationPrice)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilderImpl.addFinalValuationPrice(ReferenceWithMetaPriceSchedule _finalValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilder.addFinalValuationPrice(ReferenceWithMetaPriceSchedule finalValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilder.addFinalValuationPrice(ReferenceWithMetaPriceSchedule finalValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addFinalValuationPrice(ReferenceWithMetaPriceSchedule _finalValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addFinalValuationPrice(ReferenceWithMetaPriceSchedule _finalValuationPrice, int idx)
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilder.addInitialValuationPrice(ReferenceWithMetaPriceSchedule initialValuationPrice)
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilder.addInitialValuationPrice(ReferenceWithMetaPriceSchedule initialValuationPrice, int idx)
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilderImpl.addInitialValuationPrice(ReferenceWithMetaPriceSchedule _initialValuationPrice)
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilderImpl.addInitialValuationPrice(ReferenceWithMetaPriceSchedule _initialValuationPrice, int idx)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilder.addInitialValuationPrice(ReferenceWithMetaPriceSchedule initialValuationPrice)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilder.addInitialValuationPrice(ReferenceWithMetaPriceSchedule initialValuationPrice, int idx)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilderImpl.addInitialValuationPrice(ReferenceWithMetaPriceSchedule _initialValuationPrice)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilderImpl.addInitialValuationPrice(ReferenceWithMetaPriceSchedule _initialValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInitialValuationPrice(ReferenceWithMetaPriceSchedule initialValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInitialValuationPrice(ReferenceWithMetaPriceSchedule initialValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInitialValuationPrice(ReferenceWithMetaPriceSchedule _initialValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInitialValuationPrice(ReferenceWithMetaPriceSchedule _initialValuationPrice, int idx)
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilder.addInterimValuationPrice(ReferenceWithMetaPriceSchedule interimValuationPrice)
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilder.addInterimValuationPrice(ReferenceWithMetaPriceSchedule interimValuationPrice, int idx)
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilderImpl.addInterimValuationPrice(ReferenceWithMetaPriceSchedule _interimValuationPrice)
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilderImpl.addInterimValuationPrice(ReferenceWithMetaPriceSchedule _interimValuationPrice, int idx)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilder.addInterimValuationPrice(ReferenceWithMetaPriceSchedule interimValuationPrice)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilder.addInterimValuationPrice(ReferenceWithMetaPriceSchedule interimValuationPrice, int idx)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilderImpl.addInterimValuationPrice(ReferenceWithMetaPriceSchedule _interimValuationPrice)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilderImpl.addInterimValuationPrice(ReferenceWithMetaPriceSchedule _interimValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInterimValuationPrice(ReferenceWithMetaPriceSchedule interimValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInterimValuationPrice(ReferenceWithMetaPriceSchedule interimValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInterimValuationPrice(ReferenceWithMetaPriceSchedule _interimValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInterimValuationPrice(ReferenceWithMetaPriceSchedule _interimValuationPrice, int idx)
StrikeSchedule.StrikeScheduleBuilder	StrikeSchedule.StrikeScheduleBuilder.setPrice(ReferenceWithMetaPriceSchedule price)
StrikeSchedule.StrikeScheduleBuilder	StrikeSchedule.StrikeScheduleBuilderImpl.setPrice(ReferenceWithMetaPriceSchedule _price)

Method parameters in cdm.product.template with type arguments of type ReferenceWithMetaPriceSchedule

Modifier and Type	Method	Description
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilder.addFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrice)
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilderImpl.addFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrices)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilder.addFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrice)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilderImpl.addFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrices)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilder.addFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrices)
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilder.addInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrice)
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilderImpl.addInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrices)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilder.addInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrice)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilderImpl.addInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrices)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrices)
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilder.addInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrice)
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilderImpl.addInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrices)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilder.addInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrice)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilderImpl.addInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrices)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrices)
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilder.setFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrice)
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilderImpl.setFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrices)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilder.setFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrice)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilderImpl.setFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrices)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilder.setFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.setFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrices)
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilder.setInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrice)
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilderImpl.setInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrices)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilder.setInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrice)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilderImpl.setInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrices)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilder.setInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.setInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrices)
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilder.setInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrice)
BasketConstituent.BasketConstituentBuilder	BasketConstituent.BasketConstituentBuilderImpl.setInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrices)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilder.setInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrice)
PerformancePayout.PerformancePayoutBuilder	PerformancePayout.PerformancePayoutBuilderImpl.setInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrices)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilder.setInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.setInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrices)