Package cdm.product.asset

Interface CommodityPayout

All Superinterfaces:
com.rosetta.model.lib.GlobalKey, PayoutBase, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
CommodityPayout.CommodityPayoutBuilder
All Known Implementing Classes:
CommodityPayout.CommodityPayoutBuilderImpl, CommodityPayout.CommodityPayoutImpl
@RosettaDataType(value="CommodityPayout", builder=CommodityPayoutBuilderImpl.class, version="5.30.0") @RuneDataType(value="CommodityPayout", model="cdm", builder=CommodityPayoutBuilderImpl.class, version="5.30.0") public interface CommodityPayout extends PayoutBase, com.rosetta.model.lib.GlobalKey
Payout based on the averaged price of a referenced underlier. (e.g. Commodities). Can represent both average (average of many) & bullet (average of 1) pricing
Version:
5.30.0

  • Field Details

  • Method Details

    • getAveragingFeature

      AveragingCalculation getAveragingFeature()
      Indicates if the averaging calculation, when applicable, is weighted or unweighted.

    • getCommodityPriceReturnTerms

      CommodityPriceReturnTerms getCommodityPriceReturnTerms()
      Defines parameters in which the commodity price is assessed.

    • getPricingDates

      PricingDates getPricingDates()
      Specifies specific dates or parametric rules for the dates on which the price will be determined.

    • getSchedule

      CalculationSchedule getSchedule()
      Allows the full representation of a payout by defining a set of schedule periods. It supports standard schedule customization by expressing all the dates, quantities, and pricing data in a non-parametric way.

    • getCalculationPeriodDates

      CalculationPeriodDates getCalculationPeriodDates()
      Defines the calculation period dates schedule.

    • getPaymentDates

      PaymentDates getPaymentDates()
      Defines the payment date schedule, as defined by the parameters that are needed to specify it, either in a parametric way or by reference to another schedule of dates (e.g. the valuation dates).

    • getUnderlier

      Product getUnderlier()
      Identifies the underlying product that is referenced for pricing of the applicable leg in a swap. Referenced in the '2018 ISDA CDM Equity Confirmation for Security Equity Swap' as Security.

    • getFxFeature

      FxFeature getFxFeature()
      Defines quanto or composite FX features that are included in the swap leg.

    • getDelivery

      AssetDeliveryInformation getDelivery()
      Contains the information relative to the delivery of the asset.

    • getMeta

      com.rosetta.model.metafields.MetaFields getMeta()
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey

    • build

      CommodityPayout build()
      Build Methods
      Specified by:
      build in interface PayoutBase
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      CommodityPayout.CommodityPayoutBuilder toBuilder()
      Specified by:
      toBuilder in interface PayoutBase
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static CommodityPayout.CommodityPayoutBuilder builder()

    • metaData

      default com.rosetta.model.lib.meta.RosettaMetaData<? extends CommodityPayout> metaData()
      Utility Methods
      Specified by:
      metaData in interface PayoutBase
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject

    • getType

      @RuneAttribute("@type") default Class<? extends CommodityPayout> getType()
      Specified by:
      getType in interface PayoutBase
      Specified by:
      getType in interface com.rosetta.model.lib.RosettaModelObject

    • process

      default void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
      Specified by:
      process in interface PayoutBase
      Specified by:
      process in interface com.rosetta.model.lib.RosettaModelObject