Package cdm.product.asset

Interface CorrelationReturnTerms.CorrelationReturnTermsBuilder

All Superinterfaces:

CorrelationReturnTerms, ReturnTermsBase, ReturnTermsBase.ReturnTermsBaseBuilder, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

All Known Implementing Classes:

CorrelationReturnTerms.CorrelationReturnTermsBuilderImpl

Enclosing interface:

CorrelationReturnTerms

public static interface CorrelationReturnTerms.CorrelationReturnTermsBuilder
extends CorrelationReturnTerms, ReturnTermsBase.ReturnTermsBaseBuilder

Builder Interface

Nested Class Summary

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

CorrelationReturnTerms.CorrelationReturnTermsBuilder, CorrelationReturnTerms.CorrelationReturnTermsBuilderImpl, CorrelationReturnTerms.CorrelationReturnTermsImpl

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

ReturnTermsBase.ReturnTermsBaseBuilder, ReturnTermsBase.ReturnTermsBaseBuilderImpl, ReturnTermsBase.ReturnTermsBaseImpl

Field Summary

Fields inherited from interface cdm.product.asset.CorrelationReturnTerms

metaData

Fields inherited from interface cdm.product.asset.ReturnTermsBase

metaData

Method Summary

Modifier and Type	Method	Description
NumberRange.NumberRangeBuilder	getBoundedCorrelation()	Describes correlation bounds, which form a cap and a floor on the realized correlation.
Price.PriceBuilder	getCorrelationStrikePrice()	Correlation Strike Price in accordance with the ISDA 2011 Equity Derivatives Definitions.
NumberRange.NumberRangeBuilder	getOrCreateBoundedCorrelation()
Price.PriceBuilder	getOrCreateCorrelationStrikePrice()
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
CorrelationReturnTerms.CorrelationReturnTermsBuilder	prune()
CorrelationReturnTerms.CorrelationReturnTermsBuilder	setAnnualizationFactor(Integer annualizationFactor)
CorrelationReturnTerms.CorrelationReturnTermsBuilder	setBoundedCorrelation(NumberRange boundedCorrelation)
CorrelationReturnTerms.CorrelationReturnTermsBuilder	setCorrelationStrikePrice(Price correlationStrikePrice)
CorrelationReturnTerms.CorrelationReturnTermsBuilder	setDividendApplicability(DividendApplicability dividendApplicability)
CorrelationReturnTerms.CorrelationReturnTermsBuilder	setEquityUnderlierProvisions(EquityUnderlierProvisions equityUnderlierProvisions)
CorrelationReturnTerms.CorrelationReturnTermsBuilder	setExpectedN(Integer expectedN)
CorrelationReturnTerms.CorrelationReturnTermsBuilder	setInitialLevel(BigDecimal initialLevel)
CorrelationReturnTerms.CorrelationReturnTermsBuilder	setInitialLevelSource(DeterminationMethodEnum initialLevelSource)
CorrelationReturnTerms.CorrelationReturnTermsBuilder	setMeanAdjustment(Boolean meanAdjustment)
CorrelationReturnTerms.CorrelationReturnTermsBuilder	setNumberOfDataSeries(Integer numberOfDataSeries)
CorrelationReturnTerms.CorrelationReturnTermsBuilder	setPerformance(String performance)
CorrelationReturnTerms.CorrelationReturnTermsBuilder	setSharePriceDividendAdjustment(Boolean sharePriceDividendAdjustment)
CorrelationReturnTerms.CorrelationReturnTermsBuilder	setValuationTerms(ValuationTerms valuationTerms)

Methods inherited from interface cdm.product.asset.CorrelationReturnTerms

build, getNumberOfDataSeries, getType, metaData, process, toBuilder

Methods inherited from interface cdm.product.asset.ReturnTermsBase

getAnnualizationFactor, getExpectedN, getInitialLevel, getInitialLevelSource, getMeanAdjustment, getPerformance, getSharePriceDividendAdjustment

Methods inherited from interface cdm.product.asset.ReturnTermsBase.ReturnTermsBaseBuilder

getDividendApplicability, getEquityUnderlierProvisions, getOrCreateDividendApplicability, getOrCreateEquityUnderlierProvisions, getOrCreateValuationTerms, getValuationTerms

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

processRosetta, processRosetta

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

getIndex, hasData, merge, processRosetta, processRosetta

Method Details

getOrCreateCorrelationStrikePrice

Price.PriceBuilder getOrCreateCorrelationStrikePrice()

getCorrelationStrikePrice

Price.PriceBuilder getCorrelationStrikePrice()

Description copied from interface: CorrelationReturnTerms

Correlation Strike Price in accordance with the ISDA 2011 Equity Derivatives Definitions.

Specified by:

getCorrelationStrikePrice in interface CorrelationReturnTerms

getOrCreateBoundedCorrelation

NumberRange.NumberRangeBuilder getOrCreateBoundedCorrelation()

getBoundedCorrelation

NumberRange.NumberRangeBuilder getBoundedCorrelation()

Description copied from interface: CorrelationReturnTerms

Describes correlation bounds, which form a cap and a floor on the realized correlation.

Specified by:

getBoundedCorrelation in interface CorrelationReturnTerms

setValuationTerms

CorrelationReturnTerms.CorrelationReturnTermsBuilder setValuationTerms(ValuationTerms valuationTerms)

Specified by:

setValuationTerms in interface ReturnTermsBase.ReturnTermsBaseBuilder

setAnnualizationFactor

CorrelationReturnTerms.CorrelationReturnTermsBuilder setAnnualizationFactor(Integer annualizationFactor)

Specified by:

setAnnualizationFactor in interface ReturnTermsBase.ReturnTermsBaseBuilder

setDividendApplicability

CorrelationReturnTerms.CorrelationReturnTermsBuilder setDividendApplicability(DividendApplicability dividendApplicability)

Specified by:

setDividendApplicability in interface ReturnTermsBase.ReturnTermsBaseBuilder

setEquityUnderlierProvisions

CorrelationReturnTerms.CorrelationReturnTermsBuilder setEquityUnderlierProvisions(EquityUnderlierProvisions equityUnderlierProvisions)

Specified by:

setEquityUnderlierProvisions in interface ReturnTermsBase.ReturnTermsBaseBuilder

setSharePriceDividendAdjustment

CorrelationReturnTerms.CorrelationReturnTermsBuilder setSharePriceDividendAdjustment(Boolean sharePriceDividendAdjustment)

Specified by:

setSharePriceDividendAdjustment in interface ReturnTermsBase.ReturnTermsBaseBuilder

setExpectedN

CorrelationReturnTerms.CorrelationReturnTermsBuilder setExpectedN(Integer expectedN)

Specified by:

setExpectedN in interface ReturnTermsBase.ReturnTermsBaseBuilder

setInitialLevel

CorrelationReturnTerms.CorrelationReturnTermsBuilder setInitialLevel(BigDecimal initialLevel)

Specified by:

setInitialLevel in interface ReturnTermsBase.ReturnTermsBaseBuilder

setInitialLevelSource

CorrelationReturnTerms.CorrelationReturnTermsBuilder setInitialLevelSource(DeterminationMethodEnum initialLevelSource)

Specified by:

setInitialLevelSource in interface ReturnTermsBase.ReturnTermsBaseBuilder

setMeanAdjustment

CorrelationReturnTerms.CorrelationReturnTermsBuilder setMeanAdjustment(Boolean meanAdjustment)

Specified by:

setMeanAdjustment in interface ReturnTermsBase.ReturnTermsBaseBuilder

setPerformance

CorrelationReturnTerms.CorrelationReturnTermsBuilder setPerformance(String performance)

Specified by:

setPerformance in interface ReturnTermsBase.ReturnTermsBaseBuilder

setCorrelationStrikePrice

CorrelationReturnTerms.CorrelationReturnTermsBuilder setCorrelationStrikePrice(Price correlationStrikePrice)

setBoundedCorrelation

CorrelationReturnTerms.CorrelationReturnTermsBuilder setBoundedCorrelation(NumberRange boundedCorrelation)

setNumberOfDataSeries

CorrelationReturnTerms.CorrelationReturnTermsBuilder setNumberOfDataSeries(Integer numberOfDataSeries)

process

default void process(com.rosetta.model.lib.path.RosettaPath path,
 com.rosetta.model.lib.process.BuilderProcessor processor)

Specified by:

process in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

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

prune

CorrelationReturnTerms.CorrelationReturnTermsBuilder prune()

Specified by:

prune in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

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