Package cdm.product.asset

Class BoundedVariance.BoundedVarianceBuilderImpl

java.lang.Object

cdm.product.asset.BoundedVariance.BoundedVarianceBuilderImpl

All Implemented Interfaces:

BoundedVariance, BoundedVariance.BoundedVarianceBuilder, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

Enclosing interface:

BoundedVariance

public static class BoundedVariance.BoundedVarianceBuilderImpl
extends Object
implements BoundedVariance.BoundedVarianceBuilder

Builder Implementation of BoundedVariance

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.product.asset.BoundedVariance

BoundedVariance.BoundedVarianceBuilder, BoundedVariance.BoundedVarianceBuilderImpl, BoundedVariance.BoundedVarianceImpl

Field Summary

Fields

Modifier and Type	Field	Description
protected Boolean	daysInRangeAdjustment
protected BigDecimal	lowerBarrier
protected RealisedVarianceMethodEnum	realisedVarianceMethod
protected BigDecimal	upperBarrier

Fields inherited from interface cdm.product.asset.BoundedVariance

metaData

Constructor Summary

Constructors

Constructor	Description
BoundedVarianceBuilderImpl()

Method Summary

Modifier and Type	Method	Description
BoundedVariance	build()	Build Methods
boolean	equals(Object o)
Boolean	getDaysInRangeAdjustment()	The contract specifies whether the notional should be scaled by the Number of Days in Range divided by the Expected N.
BigDecimal	getLowerBarrier()	All observations below this price level will be excluded from the variance calculation.
RealisedVarianceMethodEnum	getRealisedVarianceMethod()	The contract specifies which price must satisfy the boundary condition.
BigDecimal	getUpperBarrier()	All observations above this price level will be excluded from the variance calculation.
boolean	hasData()
int	hashCode()
BoundedVariance.BoundedVarianceBuilder	merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
BoundedVariance.BoundedVarianceBuilder	prune()
BoundedVariance.BoundedVarianceBuilder	setDaysInRangeAdjustment(Boolean _daysInRangeAdjustment)
BoundedVariance.BoundedVarianceBuilder	setLowerBarrier(BigDecimal _lowerBarrier)
BoundedVariance.BoundedVarianceBuilder	setRealisedVarianceMethod(RealisedVarianceMethodEnum _realisedVarianceMethod)
BoundedVariance.BoundedVarianceBuilder	setUpperBarrier(BigDecimal _upperBarrier)
BoundedVariance.BoundedVarianceBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface cdm.product.asset.BoundedVariance

getType, metaData, process

Methods inherited from interface cdm.product.asset.BoundedVariance.BoundedVarianceBuilder

process

Methods inherited from interface com.rosetta.model.lib.RosettaModelObject

processRosetta, processRosetta

Methods inherited from interface com.rosetta.model.lib.RosettaModelObjectBuilder

getIndex, processRosetta, processRosetta

Field Details

realisedVarianceMethod

protected RealisedVarianceMethodEnum realisedVarianceMethod

daysInRangeAdjustment

protected Boolean daysInRangeAdjustment

upperBarrier

protected BigDecimal upperBarrier

lowerBarrier

protected BigDecimal lowerBarrier

Constructor Details

BoundedVarianceBuilderImpl

public BoundedVarianceBuilderImpl()

Method Details

getRealisedVarianceMethod

@RosettaAttribute(value="realisedVarianceMethod",
                  isRequired=true)
@RuneAttribute(value="realisedVarianceMethod",
               isRequired=true)
public RealisedVarianceMethodEnum getRealisedVarianceMethod()

Description copied from interface: BoundedVariance

The contract specifies which price must satisfy the boundary condition.

Specified by:

getRealisedVarianceMethod in interface BoundedVariance

getDaysInRangeAdjustment

@RosettaAttribute(value="daysInRangeAdjustment",
                  isRequired=true)
@RuneAttribute(value="daysInRangeAdjustment",
               isRequired=true)
public Boolean getDaysInRangeAdjustment()

Description copied from interface: BoundedVariance

The contract specifies whether the notional should be scaled by the Number of Days in Range divided by the Expected N. The number of Days in Ranges refers to the number of returns that contribute to the realized volatility.

Specified by:

getDaysInRangeAdjustment in interface BoundedVariance

getUpperBarrier

@RosettaAttribute("upperBarrier")
@RuneAttribute("upperBarrier")
public BigDecimal getUpperBarrier()

Description copied from interface: BoundedVariance

All observations above this price level will be excluded from the variance calculation.

Specified by:

getUpperBarrier in interface BoundedVariance

getLowerBarrier

@RosettaAttribute("lowerBarrier")
@RuneAttribute("lowerBarrier")
public BigDecimal getLowerBarrier()

Description copied from interface: BoundedVariance

All observations below this price level will be excluded from the variance calculation.

Specified by:

getLowerBarrier in interface BoundedVariance

setRealisedVarianceMethod

@RosettaAttribute(value="realisedVarianceMethod",
                  isRequired=true)
@RuneAttribute(value="realisedVarianceMethod",
               isRequired=true)
public BoundedVariance.BoundedVarianceBuilder setRealisedVarianceMethod(RealisedVarianceMethodEnum _realisedVarianceMethod)

Specified by:

setRealisedVarianceMethod in interface BoundedVariance.BoundedVarianceBuilder

setDaysInRangeAdjustment

@RosettaAttribute(value="daysInRangeAdjustment",
                  isRequired=true)
@RuneAttribute(value="daysInRangeAdjustment",
               isRequired=true)
public BoundedVariance.BoundedVarianceBuilder setDaysInRangeAdjustment(Boolean _daysInRangeAdjustment)

Specified by:

setDaysInRangeAdjustment in interface BoundedVariance.BoundedVarianceBuilder

setUpperBarrier

@RosettaAttribute("upperBarrier")
@RuneAttribute("upperBarrier")
public BoundedVariance.BoundedVarianceBuilder setUpperBarrier(BigDecimal _upperBarrier)

Specified by:

setUpperBarrier in interface BoundedVariance.BoundedVarianceBuilder

setLowerBarrier

@RosettaAttribute("lowerBarrier")
@RuneAttribute("lowerBarrier")
public BoundedVariance.BoundedVarianceBuilder setLowerBarrier(BigDecimal _lowerBarrier)

Specified by:

setLowerBarrier in interface BoundedVariance.BoundedVarianceBuilder

build

public BoundedVariance build()

Description copied from interface: BoundedVariance

Build Methods

Specified by:

build in interface BoundedVariance

Specified by:

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

toBuilder

public BoundedVariance.BoundedVarianceBuilder toBuilder()

Specified by:

toBuilder in interface BoundedVariance

Specified by:

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

prune

public BoundedVariance.BoundedVarianceBuilder prune()

Specified by:

prune in interface BoundedVariance.BoundedVarianceBuilder

Specified by:

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

hasData

public boolean hasData()

Specified by:

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

merge

public BoundedVariance.BoundedVarianceBuilder 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