Package cdm.product.asset

Class ReturnTermsBase.ReturnTermsBaseImpl

java.lang.Object
cdm.product.asset.ReturnTermsBase.ReturnTermsBaseImpl
All Implemented Interfaces:
ReturnTermsBase, com.rosetta.model.lib.RosettaModelObject
Direct Known Subclasses:
CorrelationReturnTerms.CorrelationReturnTermsImpl, VarianceReturnTerms.VarianceReturnTermsImpl, VolatilityReturnTerms.VolatilityReturnTermsImpl
Enclosing interface:
ReturnTermsBase
public static class ReturnTermsBase.ReturnTermsBaseImpl extends Object implements ReturnTermsBase
Immutable Implementation of ReturnTermsBase

  • Constructor Details

  • Method Details

    • getValuationTerms

      @RosettaAttribute(value="valuationTerms", isRequired=true) @RuneAttribute(value="valuationTerms", isRequired=true) public ValuationTerms getValuationTerms()
      Description copied from interface: ReturnTermsBase
      Contains all non-date valuation information.
      Specified by:
      getValuationTerms in interface ReturnTermsBase

    • 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 getDividendApplicability()
      Description copied from interface: ReturnTermsBase
      The parameters which define whether dividends are applicable
      Specified by:
      getDividendApplicability in interface ReturnTermsBase

    • getEquityUnderlierProvisions

      @RosettaAttribute("equityUnderlierProvisions") @RuneAttribute("equityUnderlierProvisions") public EquityUnderlierProvisions getEquityUnderlierProvisions()
      Description copied from interface: ReturnTermsBase
      Contains Equity underlier provisions regarding jurisdiction and fallbacks.
      Specified by:
      getEquityUnderlierProvisions in interface ReturnTermsBase

    • 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

    • 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

    • setBuilderFields

      protected void setBuilderFields(ReturnTermsBase.ReturnTermsBaseBuilder builder)

    • 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