Package cdm.product.asset

Class ReturnTermsBase.ReturnTermsBaseBuilderImpl

java.lang.Object

cdm.product.asset.ReturnTermsBase.ReturnTermsBaseBuilderImpl

All Implemented Interfaces:

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

Direct Known Subclasses:

CorrelationReturnTerms.CorrelationReturnTermsBuilderImpl, VarianceReturnTerms.VarianceReturnTermsBuilderImpl, VolatilityReturnTerms.VolatilityReturnTermsBuilderImpl

Enclosing interface:

ReturnTermsBase

public static class ReturnTermsBase.ReturnTermsBaseBuilderImpl
extends Object
implements ReturnTermsBase.ReturnTermsBaseBuilder

Builder Implementation of ReturnTermsBase

Nested Class Summary

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 Integer	annualizationFactor
protected DividendApplicability.DividendApplicabilityBuilder	dividendApplicability
protected EquityUnderlierProvisions.EquityUnderlierProvisionsBuilder	equityUnderlierProvisions
protected Integer	expectedN
protected BigDecimal	initialLevel
protected DeterminationMethodEnum	initialLevelSource
protected Boolean	meanAdjustment
protected String	performance
protected Boolean	sharePriceDividendAdjustment
protected ValuationTerms.ValuationTermsBuilder	valuationTerms

Fields inherited from interface cdm.product.asset.ReturnTermsBase

metaData

Constructor Summary

Constructors

Constructor	Description
ReturnTermsBaseBuilderImpl()

Method Summary

Modifier and Type	Method	Description
ReturnTermsBase	build()	Build Methods
boolean	equals(Object o)
Integer	getAnnualizationFactor()	This specifies the numerator of an annualization factor.
DividendApplicability.DividendApplicabilityBuilder	getDividendApplicability()	The parameters which define whether dividends are applicable
EquityUnderlierProvisions.EquityUnderlierProvisionsBuilder	getEquityUnderlierProvisions()	Contains Equity underlier provisions regarding jurisdiction and fallbacks.
Integer	getExpectedN()	Expected number of trading days.
BigDecimal	getInitialLevel()	Contract will strike off this initial level.
DeterminationMethodEnum	getInitialLevelSource()	In this context, this is AgreedInitialPrice - a specified Initial Index Level.
Boolean	getMeanAdjustment()	Specifies whether Mean Adjustment is applicable or not in the calculation of the Realized Volatility, Variance or Correlation
DividendApplicability.DividendApplicabilityBuilder	getOrCreateDividendApplicability()
EquityUnderlierProvisions.EquityUnderlierProvisionsBuilder	getOrCreateEquityUnderlierProvisions()
ValuationTerms.ValuationTermsBuilder	getOrCreateValuationTerms()
String	getPerformance()	Performance calculation, in accordance with Part 1 Section 12 of the 2018 ISDA CDM Equity Confirmation for Security Equity Swap, Para 75.
Boolean	getSharePriceDividendAdjustment()	Indicates whether the price of shares is adjusted for dividends or not.
ValuationTerms.ValuationTermsBuilder	getValuationTerms()	Contains all non-date valuation information.
boolean	hasData()
int	hashCode()
ReturnTermsBase.ReturnTermsBaseBuilder	merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
ReturnTermsBase.ReturnTermsBaseBuilder	prune()
ReturnTermsBase.ReturnTermsBaseBuilder	setAnnualizationFactor(Integer _annualizationFactor)
ReturnTermsBase.ReturnTermsBaseBuilder	setDividendApplicability(DividendApplicability _dividendApplicability)
ReturnTermsBase.ReturnTermsBaseBuilder	setEquityUnderlierProvisions(EquityUnderlierProvisions _equityUnderlierProvisions)
ReturnTermsBase.ReturnTermsBaseBuilder	setExpectedN(Integer _expectedN)
ReturnTermsBase.ReturnTermsBaseBuilder	setInitialLevel(BigDecimal _initialLevel)
ReturnTermsBase.ReturnTermsBaseBuilder	setInitialLevelSource(DeterminationMethodEnum _initialLevelSource)
ReturnTermsBase.ReturnTermsBaseBuilder	setMeanAdjustment(Boolean _meanAdjustment)
ReturnTermsBase.ReturnTermsBaseBuilder	setPerformance(String _performance)
ReturnTermsBase.ReturnTermsBaseBuilder	setSharePriceDividendAdjustment(Boolean _sharePriceDividendAdjustment)
ReturnTermsBase.ReturnTermsBaseBuilder	setValuationTerms(ValuationTerms _valuationTerms)
ReturnTermsBase.ReturnTermsBaseBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

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

Methods inherited from interface cdm.product.asset.ReturnTermsBase

getType, metaData, process

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

process

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

valuationTerms

protected ValuationTerms.ValuationTermsBuilder valuationTerms

annualizationFactor

protected Integer annualizationFactor

dividendApplicability

protected DividendApplicability.DividendApplicabilityBuilder dividendApplicability

equityUnderlierProvisions

protected EquityUnderlierProvisions.EquityUnderlierProvisionsBuilder equityUnderlierProvisions

sharePriceDividendAdjustment

protected Boolean sharePriceDividendAdjustment

expectedN

protected Integer expectedN

initialLevel

protected BigDecimal initialLevel

initialLevelSource

protected DeterminationMethodEnum initialLevelSource

meanAdjustment

protected Boolean meanAdjustment

performance

protected String performance

Constructor Details

ReturnTermsBaseBuilderImpl

public ReturnTermsBaseBuilderImpl()

Method Details

getValuationTerms

@RosettaAttribute(value="valuationTerms",
                  isRequired=true)
@RuneAttribute(value="valuationTerms",
               isRequired=true)
public ValuationTerms.ValuationTermsBuilder getValuationTerms()

Description copied from interface: ReturnTermsBase

Contains all non-date valuation information.

Specified by:

getValuationTerms in interface ReturnTermsBase

Specified by:

getValuationTerms in interface ReturnTermsBase.ReturnTermsBaseBuilder

getOrCreateValuationTerms

public ValuationTerms.ValuationTermsBuilder getOrCreateValuationTerms()

Specified by:

getOrCreateValuationTerms in interface ReturnTermsBase.ReturnTermsBaseBuilder

getAnnualizationFactor

@RosettaAttribute("annualizationFactor")
@RuneAttribute("annualizationFactor")
public Integer getAnnualizationFactor()

Description copied from interface: ReturnTermsBase

This specifies the numerator of an annualization factor. Frequently this number is equal to the number of observations of prices in a year e.g. 252.

Specified by:

getAnnualizationFactor in interface ReturnTermsBase

getDividendApplicability

@RosettaAttribute("dividendApplicability")
@RuneAttribute("dividendApplicability")
public DividendApplicability.DividendApplicabilityBuilder getDividendApplicability()

Description copied from interface: ReturnTermsBase

The parameters which define whether dividends are applicable

Specified by:

getDividendApplicability in interface ReturnTermsBase

Specified by:

getDividendApplicability in interface ReturnTermsBase.ReturnTermsBaseBuilder

getOrCreateDividendApplicability

public DividendApplicability.DividendApplicabilityBuilder getOrCreateDividendApplicability()

Specified by:

getOrCreateDividendApplicability in interface ReturnTermsBase.ReturnTermsBaseBuilder

getEquityUnderlierProvisions

@RosettaAttribute("equityUnderlierProvisions")
@RuneAttribute("equityUnderlierProvisions")
public EquityUnderlierProvisions.EquityUnderlierProvisionsBuilder getEquityUnderlierProvisions()

Description copied from interface: ReturnTermsBase

Contains Equity underlier provisions regarding jurisdiction and fallbacks.

Specified by:

getEquityUnderlierProvisions in interface ReturnTermsBase

Specified by:

getEquityUnderlierProvisions in interface ReturnTermsBase.ReturnTermsBaseBuilder

getOrCreateEquityUnderlierProvisions

public EquityUnderlierProvisions.EquityUnderlierProvisionsBuilder getOrCreateEquityUnderlierProvisions()

Specified by:

getOrCreateEquityUnderlierProvisions in interface ReturnTermsBase.ReturnTermsBaseBuilder

getSharePriceDividendAdjustment

@RosettaAttribute("sharePriceDividendAdjustment")
@RuneAttribute("sharePriceDividendAdjustment")
public Boolean getSharePriceDividendAdjustment()

Description copied from interface: ReturnTermsBase

Indicates whether the price of shares is adjusted for dividends or not.

Specified by:

getSharePriceDividendAdjustment in interface ReturnTermsBase

getExpectedN

@RosettaAttribute(value="expectedN",
                  isRequired=true)
@RuneAttribute(value="expectedN",
               isRequired=true)
public Integer getExpectedN()

Description copied from interface: ReturnTermsBase

Expected number of trading days.

Specified by:

getExpectedN in interface ReturnTermsBase

getInitialLevel

@RosettaAttribute("initialLevel")
@RuneAttribute("initialLevel")
public BigDecimal getInitialLevel()

Description copied from interface: ReturnTermsBase

Contract will strike off this initial level. Providing just the initialLevel without initialLevelSource, infers that this is AgreedInitialPrice - a specified Initial Index Level.

Specified by:

getInitialLevel in interface ReturnTermsBase

getInitialLevelSource

@RosettaAttribute("initialLevelSource")
@RuneAttribute("initialLevelSource")
public DeterminationMethodEnum getInitialLevelSource()

Description copied from interface: ReturnTermsBase

In this context, this is AgreedInitialPrice - a specified Initial Index Level.

Specified by:

getInitialLevelSource in interface ReturnTermsBase

getMeanAdjustment

@RosettaAttribute("meanAdjustment")
@RuneAttribute("meanAdjustment")
public Boolean getMeanAdjustment()

Description copied from interface: ReturnTermsBase

Specifies whether Mean Adjustment is applicable or not in the calculation of the Realized Volatility, Variance or Correlation

Specified by:

getMeanAdjustment in interface ReturnTermsBase

getPerformance

@RosettaAttribute("performance")
@RuneAttribute("performance")
public String getPerformance()

Description copied from interface: ReturnTermsBase

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.

Specified by:

getPerformance in interface ReturnTermsBase

setValuationTerms

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

Specified by:

setValuationTerms in interface ReturnTermsBase.ReturnTermsBaseBuilder

setAnnualizationFactor

@RosettaAttribute("annualizationFactor")
@RuneAttribute("annualizationFactor")
public ReturnTermsBase.ReturnTermsBaseBuilder setAnnualizationFactor(Integer _annualizationFactor)

Specified by:

setAnnualizationFactor in interface ReturnTermsBase.ReturnTermsBaseBuilder

setDividendApplicability

@RosettaAttribute("dividendApplicability")
@RuneAttribute("dividendApplicability")
public ReturnTermsBase.ReturnTermsBaseBuilder setDividendApplicability(DividendApplicability _dividendApplicability)

Specified by:

setDividendApplicability in interface ReturnTermsBase.ReturnTermsBaseBuilder

setEquityUnderlierProvisions

@RosettaAttribute("equityUnderlierProvisions")
@RuneAttribute("equityUnderlierProvisions")
public ReturnTermsBase.ReturnTermsBaseBuilder setEquityUnderlierProvisions(EquityUnderlierProvisions _equityUnderlierProvisions)

Specified by:

setEquityUnderlierProvisions in interface ReturnTermsBase.ReturnTermsBaseBuilder

setSharePriceDividendAdjustment

@RosettaAttribute("sharePriceDividendAdjustment")
@RuneAttribute("sharePriceDividendAdjustment")
public ReturnTermsBase.ReturnTermsBaseBuilder setSharePriceDividendAdjustment(Boolean _sharePriceDividendAdjustment)

Specified by:

setSharePriceDividendAdjustment in interface ReturnTermsBase.ReturnTermsBaseBuilder

setExpectedN

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

Specified by:

setExpectedN in interface ReturnTermsBase.ReturnTermsBaseBuilder

setInitialLevel

@RosettaAttribute("initialLevel")
@RuneAttribute("initialLevel")
public ReturnTermsBase.ReturnTermsBaseBuilder setInitialLevel(BigDecimal _initialLevel)

Specified by:

setInitialLevel in interface ReturnTermsBase.ReturnTermsBaseBuilder

setInitialLevelSource

@RosettaAttribute("initialLevelSource")
@RuneAttribute("initialLevelSource")
public ReturnTermsBase.ReturnTermsBaseBuilder setInitialLevelSource(DeterminationMethodEnum _initialLevelSource)

Specified by:

setInitialLevelSource in interface ReturnTermsBase.ReturnTermsBaseBuilder

setMeanAdjustment

@RosettaAttribute("meanAdjustment")
@RuneAttribute("meanAdjustment")
public ReturnTermsBase.ReturnTermsBaseBuilder setMeanAdjustment(Boolean _meanAdjustment)

Specified by:

setMeanAdjustment in interface ReturnTermsBase.ReturnTermsBaseBuilder

setPerformance

@RosettaAttribute("performance")
@RuneAttribute("performance")
public ReturnTermsBase.ReturnTermsBaseBuilder setPerformance(String _performance)

Specified by:

setPerformance in interface ReturnTermsBase.ReturnTermsBaseBuilder

build

public ReturnTermsBase build()

Description copied from interface: ReturnTermsBase

Build Methods

Specified by:

build in interface ReturnTermsBase

Specified by:

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

toBuilder

public ReturnTermsBase.ReturnTermsBaseBuilder toBuilder()

Specified by:

toBuilder in interface ReturnTermsBase

Specified by:

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

prune

public ReturnTermsBase.ReturnTermsBaseBuilder prune()

Specified by:

prune in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

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

hasData

public boolean hasData()

Specified by:

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

merge

public ReturnTermsBase.ReturnTermsBaseBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other,
 com.rosetta.model.lib.process.BuilderMerger merger)

Specified by:

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

equals

public boolean equals(Object o)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object