Package cdm.product.asset

Class Tranche.TrancheBuilderImpl

java.lang.Object
cdm.product.asset.Tranche.TrancheBuilderImpl
All Implemented Interfaces:
Tranche, Tranche.TrancheBuilder, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder
Enclosing interface:
Tranche
public static class Tranche.TrancheBuilderImpl extends Object implements Tranche.TrancheBuilder
Builder Implementation of Tranche

  • Field Details

    • attachmentPoint

      protected BigDecimal attachmentPoint

    • exhaustionPoint

      protected BigDecimal exhaustionPoint

    • incurredRecoveryApplicable

      protected Boolean incurredRecoveryApplicable

  • Constructor Details

    • TrancheBuilderImpl

      public TrancheBuilderImpl()

  • Method Details

    • getAttachmentPoint

      @RosettaAttribute(value="attachmentPoint", isRequired=true) @RuneAttribute(value="attachmentPoint", isRequired=true) public BigDecimal getAttachmentPoint()
      Description copied from interface: Tranche
      Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal. An attachment point of 5% would be represented as 0.05. The difference between Attachment and Exhaustion points is called the width of the Tranche.
      Specified by:
      getAttachmentPoint in interface Tranche

    • getExhaustionPoint

      @RosettaAttribute(value="exhaustionPoint", isRequired=true) @RuneAttribute(value="exhaustionPoint", isRequired=true) public BigDecimal getExhaustionPoint()
      Description copied from interface: Tranche
      Upper bound percentage of the loss that the Tranche can endure, expressed as a decimal. An exhaustion point of 5% would be represented as 0.05. The difference between Attachment and Exhaustion points is call the width of the Tranche.
      Specified by:
      getExhaustionPoint in interface Tranche

    • getIncurredRecoveryApplicable

      @RosettaAttribute("incurredRecoveryApplicable") @RuneAttribute("incurredRecoveryApplicable") public Boolean getIncurredRecoveryApplicable()
      Description copied from interface: Tranche
      Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time.
      Specified by:
      getIncurredRecoveryApplicable in interface Tranche

    • setAttachmentPoint

      @RosettaAttribute(value="attachmentPoint", isRequired=true) @RuneAttribute(value="attachmentPoint", isRequired=true) public Tranche.TrancheBuilder setAttachmentPoint(BigDecimal _attachmentPoint)
      Specified by:
      setAttachmentPoint in interface Tranche.TrancheBuilder

    • setExhaustionPoint

      @RosettaAttribute(value="exhaustionPoint", isRequired=true) @RuneAttribute(value="exhaustionPoint", isRequired=true) public Tranche.TrancheBuilder setExhaustionPoint(BigDecimal _exhaustionPoint)
      Specified by:
      setExhaustionPoint in interface Tranche.TrancheBuilder

    • setIncurredRecoveryApplicable

      @RosettaAttribute("incurredRecoveryApplicable") @RuneAttribute("incurredRecoveryApplicable") public Tranche.TrancheBuilder setIncurredRecoveryApplicable(Boolean _incurredRecoveryApplicable)
      Specified by:
      setIncurredRecoveryApplicable in interface Tranche.TrancheBuilder

    • build

      public Tranche build()
      Description copied from interface: Tranche
      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject
      Specified by:
      build in interface Tranche

    • toBuilder

      public Tranche.TrancheBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject
      Specified by:
      toBuilder in interface Tranche

    • prune

      public Tranche.TrancheBuilder prune()
      Specified by:
      prune in interface com.rosetta.model.lib.RosettaModelObjectBuilder
      Specified by:
      prune in interface Tranche.TrancheBuilder

    • hasData

      public boolean hasData()
      Specified by:
      hasData in interface com.rosetta.model.lib.RosettaModelObjectBuilder

    • merge

      public Tranche.TrancheBuilder 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