Package cdm.product.asset

Class VarianceCapFloor.VarianceCapFloorImpl

java.lang.Object
cdm.product.asset.VarianceCapFloor.VarianceCapFloorImpl
All Implemented Interfaces:
VarianceCapFloor, com.rosetta.model.lib.RosettaModelObject
Enclosing interface:
VarianceCapFloor
public static class VarianceCapFloor.VarianceCapFloorImpl extends Object implements VarianceCapFloor
Immutable Implementation of VarianceCapFloor

  • Constructor Details

  • 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 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

    • 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

    • setBuilderFields

      protected void setBuilderFields(VarianceCapFloor.VarianceCapFloorBuilder builder)

    • 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