Package cdm.product.asset

Class VarianceCapFloor.VarianceCapFloorBuilderImpl

java.lang.Object

cdm.product.asset.VarianceCapFloor.VarianceCapFloorBuilderImpl

All Implemented Interfaces:

VarianceCapFloor, VarianceCapFloor.VarianceCapFloorBuilder, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

Enclosing interface:

VarianceCapFloor

public static class VarianceCapFloor.VarianceCapFloorBuilderImpl
extends Object
implements VarianceCapFloor.VarianceCapFloorBuilder

Builder Implementation of VarianceCapFloor

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.product.asset.VarianceCapFloor

VarianceCapFloor.VarianceCapFloorBuilder, VarianceCapFloor.VarianceCapFloorBuilderImpl, VarianceCapFloor.VarianceCapFloorImpl

Field Summary

Fields

Modifier and Type	Field	Description
protected BoundedVariance.BoundedVarianceBuilder	boundedVariance
protected BigDecimal	unadjustedVarianceCap
protected Boolean	varianceCap

Fields inherited from interface cdm.product.asset.VarianceCapFloor

metaData

Constructor Summary

Constructors

Constructor	Description
VarianceCapFloorBuilderImpl()

Method Summary

Modifier and Type	Method	Description
VarianceCapFloor	build()	Build Methods
boolean	equals(Object o)
BoundedVariance.BoundedVarianceBuilder	getBoundedVariance()	Conditions which bound variance.
BoundedVariance.BoundedVarianceBuilder	getOrCreateBoundedVariance()
BigDecimal	getUnadjustedVarianceCap()	For use when varianceCap is applicable.
Boolean	getVarianceCap()	If present and true, then variance cap is applicable.
boolean	hasData()
int	hashCode()
VarianceCapFloor.VarianceCapFloorBuilder	merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
VarianceCapFloor.VarianceCapFloorBuilder	prune()
VarianceCapFloor.VarianceCapFloorBuilder	setBoundedVariance(BoundedVariance _boundedVariance)
VarianceCapFloor.VarianceCapFloorBuilder	setUnadjustedVarianceCap(BigDecimal _unadjustedVarianceCap)
VarianceCapFloor.VarianceCapFloorBuilder	setVarianceCap(Boolean _varianceCap)
VarianceCapFloor.VarianceCapFloorBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

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

processRosetta, processRosetta

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

getIndex, processRosetta, processRosetta

Methods inherited from interface cdm.product.asset.VarianceCapFloor

getType, metaData, process

Methods inherited from interface cdm.product.asset.VarianceCapFloor.VarianceCapFloorBuilder

process

Field Details

varianceCap

protected Boolean varianceCap

unadjustedVarianceCap

protected BigDecimal unadjustedVarianceCap

boundedVariance

protected BoundedVariance.BoundedVarianceBuilder boundedVariance

Constructor Details

VarianceCapFloorBuilderImpl

public VarianceCapFloorBuilderImpl()

Method Details

getVarianceCap

@RosettaAttribute(value="varianceCap",
                  isRequired=true)
@RuneAttribute(value="varianceCap",
               isRequired=true)
public Boolean getVarianceCap()

Description copied from interface: VarianceCapFloor

If present and true, then variance cap is applicable.

Specified by:

getVarianceCap in interface VarianceCapFloor

getUnadjustedVarianceCap

@RosettaAttribute("unadjustedVarianceCap")
@RuneAttribute("unadjustedVarianceCap")
public BigDecimal getUnadjustedVarianceCap()

Description copied from interface: VarianceCapFloor

For use when varianceCap is applicable. Contains the scaling factor of the Variance Cap that can differ on a trade-by-trade basis in the European market. For example, a Variance Cap of 2.5^2 x Variance Strike Price has an unadjustedVarianceCap of 2.5.

Specified by:

getUnadjustedVarianceCap in interface VarianceCapFloor

getBoundedVariance

@RosettaAttribute("boundedVariance")
@RuneAttribute("boundedVariance")
public 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

Specified by:

getBoundedVariance in interface VarianceCapFloor.VarianceCapFloorBuilder

getOrCreateBoundedVariance

public BoundedVariance.BoundedVarianceBuilder getOrCreateBoundedVariance()

Specified by:

getOrCreateBoundedVariance in interface VarianceCapFloor.VarianceCapFloorBuilder

setVarianceCap

@RosettaAttribute(value="varianceCap",
                  isRequired=true)
@RuneAttribute(value="varianceCap",
               isRequired=true)
public VarianceCapFloor.VarianceCapFloorBuilder setVarianceCap(Boolean _varianceCap)

Specified by:

setVarianceCap in interface VarianceCapFloor.VarianceCapFloorBuilder

setUnadjustedVarianceCap

@RosettaAttribute("unadjustedVarianceCap")
@RuneAttribute("unadjustedVarianceCap")
public VarianceCapFloor.VarianceCapFloorBuilder setUnadjustedVarianceCap(BigDecimal _unadjustedVarianceCap)

Specified by:

setUnadjustedVarianceCap in interface VarianceCapFloor.VarianceCapFloorBuilder

setBoundedVariance

@RosettaAttribute("boundedVariance")
@RuneAttribute("boundedVariance")
public VarianceCapFloor.VarianceCapFloorBuilder setBoundedVariance(BoundedVariance _boundedVariance)

Specified by:

setBoundedVariance in interface VarianceCapFloor.VarianceCapFloorBuilder

build

public VarianceCapFloor build()

Description copied from interface: VarianceCapFloor

Build Methods

Specified by:

build in interface com.rosetta.model.lib.RosettaModelObject

Specified by:

build in interface VarianceCapFloor

toBuilder

public VarianceCapFloor.VarianceCapFloorBuilder toBuilder()

Specified by:

toBuilder in interface com.rosetta.model.lib.RosettaModelObject

Specified by:

toBuilder in interface VarianceCapFloor

prune

public VarianceCapFloor.VarianceCapFloorBuilder prune()

Specified by:

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

Specified by:

prune in interface VarianceCapFloor.VarianceCapFloorBuilder

hasData

public boolean hasData()

Specified by:

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

merge

public VarianceCapFloor.VarianceCapFloorBuilder 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