Package cdm.product.asset

Interface VarianceCapFloor

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

VarianceCapFloor.VarianceCapFloorBuilder

All Known Implementing Classes:

VarianceCapFloor.VarianceCapFloorBuilderImpl, VarianceCapFloor.VarianceCapFloorImpl

@RosettaDataType(value="VarianceCapFloor",
                 builder=VarianceCapFloorBuilderImpl.class,
                 version="5.30.0")
@RuneDataType(value="VarianceCapFloor",
              model="cdm",
              builder=VarianceCapFloorBuilderImpl.class,
              version="5.30.0")
public interface VarianceCapFloor
extends com.rosetta.model.lib.RosettaModelObject

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	VarianceCapFloor.VarianceCapFloorBuilder	Builder Interface
static class	VarianceCapFloor.VarianceCapFloorBuilderImpl	Builder Implementation of VarianceCapFloor
static class	VarianceCapFloor.VarianceCapFloorImpl	Immutable Implementation of VarianceCapFloor

Field Summary

Fields

Modifier and Type	Field	Description
static final VarianceCapFloorMeta	metaData

Method Summary

Modifier and Type	Method	Description
VarianceCapFloor	build()	Build Methods
static VarianceCapFloor.VarianceCapFloorBuilder	builder()
BoundedVariance	getBoundedVariance()	Conditions which bound variance.
default Class<? extends VarianceCapFloor>	getType()
BigDecimal	getUnadjustedVarianceCap()	For use when varianceCap is applicable.
Boolean	getVarianceCap()	If present and true, then variance cap is applicable.
default com.rosetta.model.lib.meta.RosettaMetaData<? extends VarianceCapFloor>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
VarianceCapFloor.VarianceCapFloorBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final VarianceCapFloorMeta metaData

Method Details

getVarianceCap

Boolean getVarianceCap()

If present and true, then variance cap is applicable.

getUnadjustedVarianceCap

BigDecimal getUnadjustedVarianceCap()

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.

getBoundedVariance

BoundedVariance getBoundedVariance()

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.

build

VarianceCapFloor build()

Build Methods

Specified by:

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

toBuilder

VarianceCapFloor.VarianceCapFloorBuilder toBuilder()

Specified by:

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

builder

static VarianceCapFloor.VarianceCapFloorBuilder builder()

metaData

default com.rosetta.model.lib.meta.RosettaMetaData<? extends VarianceCapFloor> metaData()

Utility Methods

Specified by:

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

getType

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