Package cdm.product.asset

Class BoundedVariance.BoundedVarianceImpl

java.lang.Object
cdm.product.asset.BoundedVariance.BoundedVarianceImpl
All Implemented Interfaces:
BoundedVariance, com.rosetta.model.lib.RosettaModelObject
Enclosing interface:
BoundedVariance
public static class BoundedVariance.BoundedVarianceImpl extends Object implements BoundedVariance
Immutable Implementation of BoundedVariance

  • Constructor Details

  • 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

    • 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

    • setBuilderFields

      protected void setBuilderFields(BoundedVariance.BoundedVarianceBuilder builder)

    • 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