Package cdm.product.asset

Class CorrelationReturnTerms.CorrelationReturnTermsBuilderImpl

java.lang.Object

cdm.product.asset.ReturnTermsBase.ReturnTermsBaseBuilderImpl

cdm.product.asset.CorrelationReturnTerms.CorrelationReturnTermsBuilderImpl

All Implemented Interfaces:

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

Enclosing interface:

CorrelationReturnTerms

public static class CorrelationReturnTerms.CorrelationReturnTermsBuilderImpl
extends ReturnTermsBase.ReturnTermsBaseBuilderImpl
implements CorrelationReturnTerms.CorrelationReturnTermsBuilder

Builder Implementation of CorrelationReturnTerms

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

Modifier and Type	Field	Description
protected NumberRange.NumberRangeBuilder	boundedCorrelation
protected Price.PriceBuilder	correlationStrikePrice
protected Integer	numberOfDataSeries

Fields inherited from class cdm.product.asset.ReturnTermsBase.ReturnTermsBaseBuilderImpl

annualizationFactor, dividendApplicability, equityUnderlierProvisions, expectedN, initialLevel, initialLevelSource, meanAdjustment, performance, sharePriceDividendAdjustment, valuationTerms

Fields inherited from interface cdm.product.asset.CorrelationReturnTerms

metaData

Fields inherited from interface cdm.product.asset.ReturnTermsBase

metaData

Constructor Summary

Constructors

Constructor	Description
CorrelationReturnTermsBuilderImpl()

Method Summary

Modifier and Type	Method	Description
CorrelationReturnTerms	build()	Build Methods
boolean	equals(Object o)
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.
Integer	getNumberOfDataSeries()	Number of data series, normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific, each of these geographic areas will have its own data series to avoid contagion.
NumberRange.NumberRangeBuilder	getOrCreateBoundedCorrelation()
Price.PriceBuilder	getOrCreateCorrelationStrikePrice()
boolean	hasData()
int	hashCode()
CorrelationReturnTerms.CorrelationReturnTermsBuilder	merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
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)
CorrelationReturnTerms.CorrelationReturnTermsBuilder	toBuilder()
String	toString()

Methods inherited from class cdm.product.asset.ReturnTermsBase.ReturnTermsBaseBuilderImpl

getAnnualizationFactor, getDividendApplicability, getEquityUnderlierProvisions, getExpectedN, getInitialLevel, getInitialLevelSource, getMeanAdjustment, getOrCreateDividendApplicability, getOrCreateEquityUnderlierProvisions, getOrCreateValuationTerms, getPerformance, getSharePriceDividendAdjustment, getValuationTerms

Methods inherited from class java.lang.Object

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

Methods inherited from interface cdm.product.asset.CorrelationReturnTerms

getType, metaData, process

Methods inherited from interface cdm.product.asset.CorrelationReturnTerms.CorrelationReturnTermsBuilder

process

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, processRosetta, processRosetta

Field Details

correlationStrikePrice

protected Price.PriceBuilder correlationStrikePrice

boundedCorrelation

protected NumberRange.NumberRangeBuilder boundedCorrelation

numberOfDataSeries

protected Integer numberOfDataSeries

Constructor Details

CorrelationReturnTermsBuilderImpl

public CorrelationReturnTermsBuilderImpl()

Method Details

getCorrelationStrikePrice

@RosettaAttribute(value="correlationStrikePrice",
                  isRequired=true)
@RuneAttribute(value="correlationStrikePrice",
               isRequired=true)
public 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

Specified by:

getCorrelationStrikePrice in interface CorrelationReturnTerms.CorrelationReturnTermsBuilder

getOrCreateCorrelationStrikePrice

public Price.PriceBuilder getOrCreateCorrelationStrikePrice()

Specified by:

getOrCreateCorrelationStrikePrice in interface CorrelationReturnTerms.CorrelationReturnTermsBuilder

getBoundedCorrelation

@RosettaAttribute("boundedCorrelation")
@RuneAttribute("boundedCorrelation")
public 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

Specified by:

getBoundedCorrelation in interface CorrelationReturnTerms.CorrelationReturnTermsBuilder

getOrCreateBoundedCorrelation

public NumberRange.NumberRangeBuilder getOrCreateBoundedCorrelation()

Specified by:

getOrCreateBoundedCorrelation in interface CorrelationReturnTerms.CorrelationReturnTermsBuilder

getNumberOfDataSeries

@RosettaAttribute("numberOfDataSeries")
@RuneAttribute("numberOfDataSeries")
public Integer getNumberOfDataSeries()

Description copied from interface: CorrelationReturnTerms

Number of data series, normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific, each of these geographic areas will have its own data series to avoid contagion.

Specified by:

getNumberOfDataSeries in interface CorrelationReturnTerms

setValuationTerms

@RosettaAttribute(value="valuationTerms",
                  isRequired=true)
@RuneAttribute(value="valuationTerms",
               isRequired=true)
public CorrelationReturnTerms.CorrelationReturnTermsBuilder setValuationTerms(ValuationTerms _valuationTerms)

Specified by:

setValuationTerms in interface CorrelationReturnTerms.CorrelationReturnTermsBuilder

Specified by:

setValuationTerms in interface ReturnTermsBase.ReturnTermsBaseBuilder

Overrides:

setValuationTerms in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setAnnualizationFactor

@RosettaAttribute("annualizationFactor")
@RuneAttribute("annualizationFactor")
public CorrelationReturnTerms.CorrelationReturnTermsBuilder setAnnualizationFactor(Integer _annualizationFactor)

Specified by:

setAnnualizationFactor in interface CorrelationReturnTerms.CorrelationReturnTermsBuilder

Specified by:

setAnnualizationFactor in interface ReturnTermsBase.ReturnTermsBaseBuilder

Overrides:

setAnnualizationFactor in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setDividendApplicability

@RosettaAttribute("dividendApplicability")
@RuneAttribute("dividendApplicability")
public CorrelationReturnTerms.CorrelationReturnTermsBuilder setDividendApplicability(DividendApplicability _dividendApplicability)

Specified by:

setDividendApplicability in interface CorrelationReturnTerms.CorrelationReturnTermsBuilder

Specified by:

setDividendApplicability in interface ReturnTermsBase.ReturnTermsBaseBuilder

Overrides:

setDividendApplicability in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setEquityUnderlierProvisions

@RosettaAttribute("equityUnderlierProvisions")
@RuneAttribute("equityUnderlierProvisions")
public CorrelationReturnTerms.CorrelationReturnTermsBuilder setEquityUnderlierProvisions(EquityUnderlierProvisions _equityUnderlierProvisions)

Specified by:

setEquityUnderlierProvisions in interface CorrelationReturnTerms.CorrelationReturnTermsBuilder

Specified by:

setEquityUnderlierProvisions in interface ReturnTermsBase.ReturnTermsBaseBuilder

Overrides:

setEquityUnderlierProvisions in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setSharePriceDividendAdjustment

@RosettaAttribute("sharePriceDividendAdjustment")
@RuneAttribute("sharePriceDividendAdjustment")
public CorrelationReturnTerms.CorrelationReturnTermsBuilder setSharePriceDividendAdjustment(Boolean _sharePriceDividendAdjustment)

Specified by:

setSharePriceDividendAdjustment in interface CorrelationReturnTerms.CorrelationReturnTermsBuilder

Specified by:

setSharePriceDividendAdjustment in interface ReturnTermsBase.ReturnTermsBaseBuilder

Overrides:

setSharePriceDividendAdjustment in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setExpectedN

@RosettaAttribute(value="expectedN",
                  isRequired=true)
@RuneAttribute(value="expectedN",
               isRequired=true)
public CorrelationReturnTerms.CorrelationReturnTermsBuilder setExpectedN(Integer _expectedN)

Specified by:

setExpectedN in interface CorrelationReturnTerms.CorrelationReturnTermsBuilder

Specified by:

setExpectedN in interface ReturnTermsBase.ReturnTermsBaseBuilder

Overrides:

setExpectedN in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setInitialLevel

@RosettaAttribute("initialLevel")
@RuneAttribute("initialLevel")
public CorrelationReturnTerms.CorrelationReturnTermsBuilder setInitialLevel(BigDecimal _initialLevel)

Specified by:

setInitialLevel in interface CorrelationReturnTerms.CorrelationReturnTermsBuilder

Specified by:

setInitialLevel in interface ReturnTermsBase.ReturnTermsBaseBuilder

Overrides:

setInitialLevel in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setInitialLevelSource

@RosettaAttribute("initialLevelSource")
@RuneAttribute("initialLevelSource")
public CorrelationReturnTerms.CorrelationReturnTermsBuilder setInitialLevelSource(DeterminationMethodEnum _initialLevelSource)

Specified by:

setInitialLevelSource in interface CorrelationReturnTerms.CorrelationReturnTermsBuilder

Specified by:

setInitialLevelSource in interface ReturnTermsBase.ReturnTermsBaseBuilder

Overrides:

setInitialLevelSource in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setMeanAdjustment

@RosettaAttribute("meanAdjustment")
@RuneAttribute("meanAdjustment")
public CorrelationReturnTerms.CorrelationReturnTermsBuilder setMeanAdjustment(Boolean _meanAdjustment)

Specified by:

setMeanAdjustment in interface CorrelationReturnTerms.CorrelationReturnTermsBuilder

Specified by:

setMeanAdjustment in interface ReturnTermsBase.ReturnTermsBaseBuilder

Overrides:

setMeanAdjustment in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setPerformance

@RosettaAttribute("performance")
@RuneAttribute("performance")
public CorrelationReturnTerms.CorrelationReturnTermsBuilder setPerformance(String _performance)

Specified by:

setPerformance in interface CorrelationReturnTerms.CorrelationReturnTermsBuilder

Specified by:

setPerformance in interface ReturnTermsBase.ReturnTermsBaseBuilder

Overrides:

setPerformance in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setCorrelationStrikePrice

@RosettaAttribute(value="correlationStrikePrice",
                  isRequired=true)
@RuneAttribute(value="correlationStrikePrice",
               isRequired=true)
public CorrelationReturnTerms.CorrelationReturnTermsBuilder setCorrelationStrikePrice(Price _correlationStrikePrice)

Specified by:

setCorrelationStrikePrice in interface CorrelationReturnTerms.CorrelationReturnTermsBuilder

setBoundedCorrelation

@RosettaAttribute("boundedCorrelation")
@RuneAttribute("boundedCorrelation")
public CorrelationReturnTerms.CorrelationReturnTermsBuilder setBoundedCorrelation(NumberRange _boundedCorrelation)

Specified by:

setBoundedCorrelation in interface CorrelationReturnTerms.CorrelationReturnTermsBuilder

setNumberOfDataSeries

@RosettaAttribute("numberOfDataSeries")
@RuneAttribute("numberOfDataSeries")
public CorrelationReturnTerms.CorrelationReturnTermsBuilder setNumberOfDataSeries(Integer _numberOfDataSeries)

Specified by:

setNumberOfDataSeries in interface CorrelationReturnTerms.CorrelationReturnTermsBuilder

build

public CorrelationReturnTerms build()

Description copied from interface: ReturnTermsBase

Build Methods

Specified by:

build in interface CorrelationReturnTerms

Specified by:

build in interface ReturnTermsBase

Specified by:

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

Overrides:

build in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

toBuilder

public CorrelationReturnTerms.CorrelationReturnTermsBuilder toBuilder()

Specified by:

toBuilder in interface CorrelationReturnTerms

Specified by:

toBuilder in interface ReturnTermsBase

Specified by:

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

Overrides:

toBuilder in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

prune

public CorrelationReturnTerms.CorrelationReturnTermsBuilder prune()

Specified by:

prune in interface CorrelationReturnTerms.CorrelationReturnTermsBuilder

Specified by:

prune in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

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

Overrides:

prune in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

hasData

public boolean hasData()

Specified by:

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

Overrides:

hasData in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

merge

public CorrelationReturnTerms.CorrelationReturnTermsBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other,
 com.rosetta.model.lib.process.BuilderMerger merger)

Specified by:

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

Overrides:

merge in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

equals

public boolean equals(Object o)

Overrides:

equals in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

hashCode

public int hashCode()

Overrides:

hashCode in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

toString

public String toString()

Overrides:

toString in class ReturnTermsBase.ReturnTermsBaseBuilderImpl