Package cdm.product.asset
Interface VarianceCapFloor.VarianceCapFloorBuilder
- All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject,com.rosetta.model.lib.RosettaModelObjectBuilder,VarianceCapFloor
- All Known Implementing Classes:
VarianceCapFloor.VarianceCapFloorBuilderImpl
- Enclosing interface:
VarianceCapFloor
public static interface VarianceCapFloor.VarianceCapFloorBuilder
extends VarianceCapFloor, com.rosetta.model.lib.RosettaModelObjectBuilder
Builder Interface
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Nested Class Summary
Nested classes/interfaces inherited from interface cdm.product.asset.VarianceCapFloor
VarianceCapFloor.VarianceCapFloorBuilder, VarianceCapFloor.VarianceCapFloorBuilderImpl, VarianceCapFloor.VarianceCapFloorImpl -
Field Summary
Fields inherited from interface cdm.product.asset.VarianceCapFloor
metaData -
Method Summary
Modifier and TypeMethodDescriptionConditions which bound variance.default voidprocess(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor) prune()setBoundedVariance(BoundedVariance boundedVariance) setUnadjustedVarianceCap(BigDecimal unadjustedVarianceCap) setVarianceCap(Boolean varianceCap) Methods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosettaMethods inherited from interface com.rosetta.model.lib.RosettaModelObjectBuilder
getIndex, hasData, merge, processRosetta, processRosettaMethods inherited from interface cdm.product.asset.VarianceCapFloor
build, getType, getUnadjustedVarianceCap, getVarianceCap, metaData, process, toBuilder
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Method Details
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getOrCreateBoundedVariance
BoundedVariance.BoundedVarianceBuilder getOrCreateBoundedVariance() -
getBoundedVariance
BoundedVariance.BoundedVarianceBuilder getBoundedVariance()Description copied from interface:VarianceCapFloorConditions which bound variance. The contract specifies one or more boundary levels. These levels are expressed as prices for confirmation purposes underlier price must be equal to or higher than Lower Barrier is known as Up Conditional Swap underlier price must be equal to or lower than Upper Barrier is known as Down Conditional Swap underlier price must be equal to or higher than Lower Barrier and must be equal to or lower than Upper Barrier is known as Barrier Conditional Swap.- Specified by:
getBoundedVariancein interfaceVarianceCapFloor
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setVarianceCap
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setUnadjustedVarianceCap
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setBoundedVariance
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process
default void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor) - Specified by:
processin interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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prune
- Specified by:
prunein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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