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

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 Type	Method	Description
BoundedVariance.BoundedVarianceBuilder	getBoundedVariance()	Conditions which bound variance.
BoundedVariance.BoundedVarianceBuilder	getOrCreateBoundedVariance()
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
VarianceCapFloor.VarianceCapFloorBuilder	prune()
VarianceCapFloor.VarianceCapFloorBuilder	setBoundedVariance(BoundedVariance boundedVariance)
VarianceCapFloor.VarianceCapFloorBuilder	setUnadjustedVarianceCap(BigDecimal unadjustedVarianceCap)
VarianceCapFloor.VarianceCapFloorBuilder	setVarianceCap(Boolean varianceCap)

Methods inherited from interface com.rosetta.model.lib.RosettaModelObject

processRosetta, processRosetta

Methods inherited from interface com.rosetta.model.lib.RosettaModelObjectBuilder

getIndex, hasData, merge, processRosetta, processRosetta

Methods inherited from interface cdm.product.asset.VarianceCapFloor

build, getType, getUnadjustedVarianceCap, getVarianceCap, metaData, process, toBuilder

Method Details

getOrCreateBoundedVariance

BoundedVariance.BoundedVarianceBuilder getOrCreateBoundedVariance()

getBoundedVariance

BoundedVariance.BoundedVarianceBuilder getBoundedVariance()

Description copied from interface: VarianceCapFloor

Conditions 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:

getBoundedVariance in interface VarianceCapFloor

setVarianceCap

VarianceCapFloor.VarianceCapFloorBuilder setVarianceCap(Boolean varianceCap)

setUnadjustedVarianceCap

VarianceCapFloor.VarianceCapFloorBuilder setUnadjustedVarianceCap(BigDecimal unadjustedVarianceCap)

setBoundedVariance

VarianceCapFloor.VarianceCapFloorBuilder setBoundedVariance(BoundedVariance boundedVariance)

process

default void process(com.rosetta.model.lib.path.RosettaPath path,
 com.rosetta.model.lib.process.BuilderProcessor processor)

Specified by:

process in interface com.rosetta.model.lib.RosettaModelObjectBuilder

prune

VarianceCapFloor.VarianceCapFloorBuilder prune()

Specified by:

prune in interface com.rosetta.model.lib.RosettaModelObjectBuilder