Package cdm.product.asset

Class CorrelationReturnTerms.CorrelationReturnTermsImpl

java.lang.Object

cdm.product.asset.ReturnTermsBase.ReturnTermsBaseImpl

cdm.product.asset.CorrelationReturnTerms.CorrelationReturnTermsImpl

All Implemented Interfaces:

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

Enclosing interface:

CorrelationReturnTerms

public static class CorrelationReturnTerms.CorrelationReturnTermsImpl
extends ReturnTermsBase.ReturnTermsBaseImpl
implements CorrelationReturnTerms

Immutable 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 inherited from interface cdm.product.asset.CorrelationReturnTerms

metaData

Fields inherited from interface cdm.product.asset.ReturnTermsBase

metaData

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	CorrelationReturnTermsImpl(CorrelationReturnTerms.CorrelationReturnTermsBuilder builder)

Method Summary

Modifier and Type	Method	Description
CorrelationReturnTerms	build()	Build Methods
boolean	equals(Object o)
NumberRange	getBoundedCorrelation()	Describes correlation bounds, which form a cap and a floor on the realized correlation.
Price	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.
int	hashCode()
protected void	setBuilderFields(CorrelationReturnTerms.CorrelationReturnTermsBuilder builder)
CorrelationReturnTerms.CorrelationReturnTermsBuilder	toBuilder()
String	toString()

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

getAnnualizationFactor, getDividendApplicability, getEquityUnderlierProvisions, getExpectedN, getInitialLevel, getInitialLevelSource, getMeanAdjustment, getPerformance, getSharePriceDividendAdjustment, getValuationTerms, setBuilderFields

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.ReturnTermsBase

getAnnualizationFactor, getDividendApplicability, getEquityUnderlierProvisions, getExpectedN, getInitialLevel, getInitialLevelSource, getMeanAdjustment, getPerformance, getSharePriceDividendAdjustment, getValuationTerms

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

processRosetta, processRosetta

Constructor Details

CorrelationReturnTermsImpl

protected CorrelationReturnTermsImpl(CorrelationReturnTerms.CorrelationReturnTermsBuilder builder)

Method Details

getCorrelationStrikePrice

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

Description copied from interface: CorrelationReturnTerms

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

Specified by:

getCorrelationStrikePrice in interface CorrelationReturnTerms

getBoundedCorrelation

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

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

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.ReturnTermsBaseImpl

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.ReturnTermsBaseImpl

setBuilderFields

protected void setBuilderFields(CorrelationReturnTerms.CorrelationReturnTermsBuilder builder)

equals

public boolean equals(Object o)

Overrides:

equals in class ReturnTermsBase.ReturnTermsBaseImpl

hashCode

public int hashCode()

Overrides:

hashCode in class ReturnTermsBase.ReturnTermsBaseImpl

toString

public String toString()

Overrides:

toString in class ReturnTermsBase.ReturnTermsBaseImpl