Package cdm.product.asset

Interface PriceReturnTerms

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
PriceReturnTerms.PriceReturnTermsBuilder
All Known Implementing Classes:
PriceReturnTerms.PriceReturnTermsBuilderImpl, PriceReturnTerms.PriceReturnTermsImpl
@RosettaDataType(value="PriceReturnTerms", builder=PriceReturnTermsBuilderImpl.class, version="5.30.0") @RuneDataType(value="PriceReturnTerms", model="cdm", builder=PriceReturnTermsBuilderImpl.class, version="5.30.0") public interface PriceReturnTerms extends com.rosetta.model.lib.RosettaModelObject
Version:
5.30.0

  • Field Details

  • Method Details

    • getValuationPriceInitial

      PriceSchedule getValuationPriceInitial()
      Specifies the initial valuation price(s) of the underlier. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.

    • getValuationPriceFinal

      PriceSchedule getValuationPriceFinal()
      2018 ISDA CDM Equity Confirmation for Security Equity Swap: Final Price | Specifies the final valuation price of the underlier. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.

    • getReturnType

      ReturnTypeEnum getReturnType()
      The type of return associated with the equity swap.

    • getConversionFactor

      BigDecimal getConversionFactor()
      Defines the conversion applied if the quantity unit on contract is different from unit on referenced underlier.

    • getPerformance

      String getPerformance()
      Performance calculation, in accordance with Part 1 Section 12 of the 2018 ISDA CDM Equity Confirmation for Security Equity Swap, Para 75. 'Equity Performance'. Cumulative performance is used as a notional multiplier factor on both legs of an Equity Swap.

    • build

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

    • toBuilder

      PriceReturnTerms.PriceReturnTermsBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static PriceReturnTerms.PriceReturnTermsBuilder builder()

    • metaData

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

    • getType

      @RuneAttribute("@type") default Class<? extends PriceReturnTerms> getType()
      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 com.rosetta.model.lib.RosettaModelObject