Package cdm.product.asset

Interface ReturnTermsBase

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
CorrelationReturnTerms, CorrelationReturnTerms.CorrelationReturnTermsBuilder, ReturnTermsBase.ReturnTermsBaseBuilder, VarianceReturnTerms, VarianceReturnTerms.VarianceReturnTermsBuilder, VolatilityReturnTerms, VolatilityReturnTerms.VolatilityReturnTermsBuilder
All Known Implementing Classes:
CorrelationReturnTerms.CorrelationReturnTermsBuilderImpl, CorrelationReturnTerms.CorrelationReturnTermsImpl, ReturnTermsBase.ReturnTermsBaseBuilderImpl, ReturnTermsBase.ReturnTermsBaseImpl, VarianceReturnTerms.VarianceReturnTermsBuilderImpl, VarianceReturnTerms.VarianceReturnTermsImpl, VolatilityReturnTerms.VolatilityReturnTermsBuilderImpl, VolatilityReturnTerms.VolatilityReturnTermsImpl
@RosettaDataType(value="ReturnTermsBase", builder=ReturnTermsBaseBuilderImpl.class, version="5.30.0") @RuneDataType(value="ReturnTermsBase", model="cdm", builder=ReturnTermsBaseBuilderImpl.class, version="5.30.0") public interface ReturnTermsBase extends com.rosetta.model.lib.RosettaModelObject
Contains all common elements in variance, volatility and correlation return Terms.
Version:
5.30.0

  • Field Details

  • Method Details

    • getValuationTerms

      ValuationTerms getValuationTerms()
      Contains all non-date valuation information.

    • getAnnualizationFactor

      Integer getAnnualizationFactor()
      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.

    • getDividendApplicability

      DividendApplicability getDividendApplicability()
      The parameters which define whether dividends are applicable

    • getEquityUnderlierProvisions

      EquityUnderlierProvisions getEquityUnderlierProvisions()
      Contains Equity underlier provisions regarding jurisdiction and fallbacks.

    • getSharePriceDividendAdjustment

      Boolean getSharePriceDividendAdjustment()
      Indicates whether the price of shares is adjusted for dividends or not.

    • getExpectedN

      Integer getExpectedN()
      Expected number of trading days.

    • getInitialLevel

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

    • getInitialLevelSource

      DeterminationMethodEnum getInitialLevelSource()
      In this context, this is AgreedInitialPrice - a specified Initial Index Level.

    • getMeanAdjustment

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

    • 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

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

    • toBuilder

      ReturnTermsBase.ReturnTermsBaseBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static ReturnTermsBase.ReturnTermsBaseBuilder builder()

    • metaData

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

    • getType

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