Package cdm.product.asset

Interface ValuationTerms

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
ValuationTerms.ValuationTermsBuilder
All Known Implementing Classes:
ValuationTerms.ValuationTermsBuilderImpl, ValuationTerms.ValuationTermsImpl
@RosettaDataType(value="ValuationTerms", builder=ValuationTermsBuilderImpl.class, version="5.30.0") @RuneDataType(value="ValuationTerms", model="cdm", builder=ValuationTermsBuilderImpl.class, version="5.30.0") public interface ValuationTerms extends com.rosetta.model.lib.RosettaModelObject
Version:
5.30.0

  • Field Details

  • Method Details

    • getFuturesPriceValuation

      Boolean getFuturesPriceValuation()
      The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.

    • getOptionsPriceValuation

      Boolean getOptionsPriceValuation()
      The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions

    • getNumberOfValuationDates

      Integer getNumberOfValuationDates()
      The number of valuation dates between valuation start date and valuation end date.

    • getDividendValuationDates

      AdjustableRelativeOrPeriodicDates getDividendValuationDates()
      Specifies the dividend valuation dates of the swap.

    • getFPVFinalPriceElectionFallback

      FPVFinalPriceElectionFallbackEnum getFPVFinalPriceElectionFallback()
      Specifies the fallback provisions for Hedging Party in the determination of the Final Price.

    • getMultipleExchangeIndexAnnexFallback

      Boolean getMultipleExchangeIndexAnnexFallback()
      For an index option transaction, a flag to indicate whether a relevant Multiple Exchange Index Annex is applicable to the transaction. This annex defines additional provisions which are applicable where an index is comprised of component securities that are traded on multiple exchanges.

    • getComponentSecurityIndexAnnexFallback

      Boolean getComponentSecurityIndexAnnexFallback()
      For an index option transaction, a flag to indicate whether a relevant Component Security Index Annex is applicable to the transaction.

    • build

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

    • toBuilder

      ValuationTerms.ValuationTermsBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static ValuationTerms.ValuationTermsBuilder builder()

    • metaData

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

    • getType

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