Package cdm.product.asset

Interface CorrelationReturnTerms

All Superinterfaces:

ReturnTermsBase, com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

CorrelationReturnTerms.CorrelationReturnTermsBuilder

All Known Implementing Classes:

CorrelationReturnTerms.CorrelationReturnTermsBuilderImpl, CorrelationReturnTerms.CorrelationReturnTermsImpl

@RosettaDataType(value="CorrelationReturnTerms",
                 builder=CorrelationReturnTermsBuilderImpl.class,
                 version="5.30.0")
@RuneDataType(value="CorrelationReturnTerms",
              model="cdm",
              builder=CorrelationReturnTermsBuilderImpl.class,
              version="5.30.0")
public interface CorrelationReturnTerms
extends ReturnTermsBase

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	CorrelationReturnTerms.CorrelationReturnTermsBuilder	Builder Interface
static class	CorrelationReturnTerms.CorrelationReturnTermsBuilderImpl	Builder Implementation of CorrelationReturnTerms
static class	CorrelationReturnTerms.CorrelationReturnTermsImpl	Immutable Implementation of CorrelationReturnTerms

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

ReturnTermsBase.ReturnTermsBaseBuilder, ReturnTermsBase.ReturnTermsBaseBuilderImpl, ReturnTermsBase.ReturnTermsBaseImpl

Field Summary

Fields

Modifier and Type	Field	Description
static final CorrelationReturnTermsMeta	metaData

Method Summary

Modifier and Type	Method	Description
CorrelationReturnTerms	build()	Build Methods
static CorrelationReturnTerms.CorrelationReturnTermsBuilder	builder()
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.
default Class<? extends CorrelationReturnTerms>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends CorrelationReturnTerms>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
CorrelationReturnTerms.CorrelationReturnTermsBuilder	toBuilder()

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

Field Details

metaData

static final CorrelationReturnTermsMeta metaData

Method Details

getCorrelationStrikePrice

Price getCorrelationStrikePrice()

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

getBoundedCorrelation

NumberRange getBoundedCorrelation()

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

getNumberOfDataSeries

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.

build

CorrelationReturnTerms build()

Build Methods

Specified by:

build in interface ReturnTermsBase

Specified by:

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

toBuilder

CorrelationReturnTerms.CorrelationReturnTermsBuilder toBuilder()

Specified by:

toBuilder in interface ReturnTermsBase

Specified by:

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

builder

static CorrelationReturnTerms.CorrelationReturnTermsBuilder builder()

metaData

default com.rosetta.model.lib.meta.RosettaMetaData<? extends CorrelationReturnTerms> metaData()

Utility Methods

Specified by:

metaData in interface ReturnTermsBase

Specified by:

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

getType

@RuneAttribute("@type")
default Class<? extends CorrelationReturnTerms> getType()

Specified by:

getType in interface ReturnTermsBase

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 ReturnTermsBase

Specified by:

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