Package cdm.product.asset

Class VarianceReturnTerms.VarianceReturnTermsBuilderImpl

java.lang.Object

cdm.product.asset.ReturnTermsBase.ReturnTermsBaseBuilderImpl

cdm.product.asset.VarianceReturnTerms.VarianceReturnTermsBuilderImpl

All Implemented Interfaces:

ReturnTermsBase, ReturnTermsBase.ReturnTermsBaseBuilder, VarianceReturnTerms, VarianceReturnTerms.VarianceReturnTermsBuilder, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

Enclosing interface:

VarianceReturnTerms

public static class VarianceReturnTerms.VarianceReturnTermsBuilderImpl
extends ReturnTermsBase.ReturnTermsBaseBuilderImpl
implements VarianceReturnTerms.VarianceReturnTermsBuilder

Builder Implementation of VarianceReturnTerms

Nested Class Summary

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

ReturnTermsBase.ReturnTermsBaseBuilder, ReturnTermsBase.ReturnTermsBaseBuilderImpl, ReturnTermsBase.ReturnTermsBaseImpl

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

VarianceReturnTerms.VarianceReturnTermsBuilder, VarianceReturnTerms.VarianceReturnTermsBuilderImpl, VarianceReturnTerms.VarianceReturnTermsImpl

Field Summary

Fields

Modifier and Type	Field	Description
protected Observable.ObservableBuilder	exchangeTradedContractNearest
protected VarianceCapFloor.VarianceCapFloorBuilder	varianceCapFloor
protected Price.PriceBuilder	varianceStrikePrice
protected NonNegativeQuantitySchedule.NonNegativeQuantityScheduleBuilder	vegaNotionalAmount
protected VolatilityCapFloor.VolatilityCapFloorBuilder	volatilityCapFloor
protected Price.PriceBuilder	volatilityStrikePrice

Fields inherited from class cdm.product.asset.ReturnTermsBase.ReturnTermsBaseBuilderImpl

annualizationFactor, dividendApplicability, equityUnderlierProvisions, expectedN, initialLevel, initialLevelSource, meanAdjustment, performance, sharePriceDividendAdjustment, valuationTerms

Fields inherited from interface cdm.product.asset.ReturnTermsBase

metaData

Fields inherited from interface cdm.product.asset.VarianceReturnTerms

metaData

Constructor Summary

Constructors

Constructor	Description
VarianceReturnTermsBuilderImpl()

Method Summary

Modifier and Type	Method	Description
VarianceReturnTerms	build()	Build Methods
boolean	equals(Object o)
Observable.ObservableBuilder	getExchangeTradedContractNearest()	Specification of the exchange traded contract nearest.
Observable.ObservableBuilder	getOrCreateExchangeTradedContractNearest()
VarianceCapFloor.VarianceCapFloorBuilder	getOrCreateVarianceCapFloor()
Price.PriceBuilder	getOrCreateVarianceStrikePrice()
NonNegativeQuantitySchedule.NonNegativeQuantityScheduleBuilder	getOrCreateVegaNotionalAmount()
VolatilityCapFloor.VolatilityCapFloorBuilder	getOrCreateVolatilityCapFloor()
Price.PriceBuilder	getOrCreateVolatilityStrikePrice()
VarianceCapFloor.VarianceCapFloorBuilder	getVarianceCapFloor()	Contains possible barriers for variance products, both variance-based and underlier price based
Price.PriceBuilder	getVarianceStrikePrice()	Variance Strike Price in accordance with the ISDA 2011 Equity Derivatives Definitions.
NonNegativeQuantitySchedule.NonNegativeQuantityScheduleBuilder	getVegaNotionalAmount()	Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised vol) and KVol (strike vol).
VolatilityCapFloor.VolatilityCapFloorBuilder	getVolatilityCapFloor()	Contains containing volatility-based barriers
Price.PriceBuilder	getVolatilityStrikePrice()	Volatility Strike Price in accordance with the ISDA 2011 Equity Derivatives Definitions.
boolean	hasData()
int	hashCode()
VarianceReturnTerms.VarianceReturnTermsBuilder	merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
VarianceReturnTerms.VarianceReturnTermsBuilder	prune()
VarianceReturnTerms.VarianceReturnTermsBuilder	setAnnualizationFactor(Integer _annualizationFactor)
VarianceReturnTerms.VarianceReturnTermsBuilder	setDividendApplicability(DividendApplicability _dividendApplicability)
VarianceReturnTerms.VarianceReturnTermsBuilder	setEquityUnderlierProvisions(EquityUnderlierProvisions _equityUnderlierProvisions)
VarianceReturnTerms.VarianceReturnTermsBuilder	setExchangeTradedContractNearest(Observable _exchangeTradedContractNearest)
VarianceReturnTerms.VarianceReturnTermsBuilder	setExpectedN(Integer _expectedN)
VarianceReturnTerms.VarianceReturnTermsBuilder	setInitialLevel(BigDecimal _initialLevel)
VarianceReturnTerms.VarianceReturnTermsBuilder	setInitialLevelSource(DeterminationMethodEnum _initialLevelSource)
VarianceReturnTerms.VarianceReturnTermsBuilder	setMeanAdjustment(Boolean _meanAdjustment)
VarianceReturnTerms.VarianceReturnTermsBuilder	setPerformance(String _performance)
VarianceReturnTerms.VarianceReturnTermsBuilder	setSharePriceDividendAdjustment(Boolean _sharePriceDividendAdjustment)
VarianceReturnTerms.VarianceReturnTermsBuilder	setValuationTerms(ValuationTerms _valuationTerms)
VarianceReturnTerms.VarianceReturnTermsBuilder	setVarianceCapFloor(VarianceCapFloor _varianceCapFloor)
VarianceReturnTerms.VarianceReturnTermsBuilder	setVarianceStrikePrice(Price _varianceStrikePrice)
VarianceReturnTerms.VarianceReturnTermsBuilder	setVegaNotionalAmount(NonNegativeQuantitySchedule _vegaNotionalAmount)
VarianceReturnTerms.VarianceReturnTermsBuilder	setVolatilityCapFloor(VolatilityCapFloor _volatilityCapFloor)
VarianceReturnTerms.VarianceReturnTermsBuilder	setVolatilityStrikePrice(Price _volatilityStrikePrice)
VarianceReturnTerms.VarianceReturnTermsBuilder	toBuilder()
String	toString()

Methods inherited from class cdm.product.asset.ReturnTermsBase.ReturnTermsBaseBuilderImpl

getAnnualizationFactor, getDividendApplicability, getEquityUnderlierProvisions, getExpectedN, getInitialLevel, getInitialLevelSource, getMeanAdjustment, getOrCreateDividendApplicability, getOrCreateEquityUnderlierProvisions, getOrCreateValuationTerms, getPerformance, getSharePriceDividendAdjustment, getValuationTerms

Methods inherited from class java.lang.Object

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

Methods inherited from interface cdm.product.asset.ReturnTermsBase

getAnnualizationFactor, getExpectedN, getInitialLevel, getInitialLevelSource, getMeanAdjustment, getPerformance, getSharePriceDividendAdjustment

Methods inherited from interface cdm.product.asset.ReturnTermsBase.ReturnTermsBaseBuilder

getDividendApplicability, getEquityUnderlierProvisions, getOrCreateDividendApplicability, getOrCreateEquityUnderlierProvisions, getOrCreateValuationTerms, getValuationTerms

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.VarianceReturnTerms

getType, metaData, process

Methods inherited from interface cdm.product.asset.VarianceReturnTerms.VarianceReturnTermsBuilder

process

Field Details

varianceStrikePrice

protected Price.PriceBuilder varianceStrikePrice

volatilityStrikePrice

protected Price.PriceBuilder volatilityStrikePrice

varianceCapFloor

protected VarianceCapFloor.VarianceCapFloorBuilder varianceCapFloor

volatilityCapFloor

protected VolatilityCapFloor.VolatilityCapFloorBuilder volatilityCapFloor

vegaNotionalAmount

protected NonNegativeQuantitySchedule.NonNegativeQuantityScheduleBuilder vegaNotionalAmount

exchangeTradedContractNearest

protected Observable.ObservableBuilder exchangeTradedContractNearest

Constructor Details

VarianceReturnTermsBuilderImpl

public VarianceReturnTermsBuilderImpl()

Method Details

getVarianceStrikePrice

@RosettaAttribute("varianceStrikePrice")
@RuneAttribute("varianceStrikePrice")
public Price.PriceBuilder getVarianceStrikePrice()

Description copied from interface: VarianceReturnTerms

Variance Strike Price in accordance with the ISDA 2011 Equity Derivatives Definitions.

Specified by:

getVarianceStrikePrice in interface VarianceReturnTerms

Specified by:

getVarianceStrikePrice in interface VarianceReturnTerms.VarianceReturnTermsBuilder

getOrCreateVarianceStrikePrice

public Price.PriceBuilder getOrCreateVarianceStrikePrice()

Specified by:

getOrCreateVarianceStrikePrice in interface VarianceReturnTerms.VarianceReturnTermsBuilder

getVolatilityStrikePrice

@RosettaAttribute("volatilityStrikePrice")
@RuneAttribute("volatilityStrikePrice")
public Price.PriceBuilder getVolatilityStrikePrice()

Description copied from interface: VarianceReturnTerms

Volatility Strike Price in accordance with the ISDA 2011 Equity Derivatives Definitions.

Specified by:

getVolatilityStrikePrice in interface VarianceReturnTerms

Specified by:

getVolatilityStrikePrice in interface VarianceReturnTerms.VarianceReturnTermsBuilder

getOrCreateVolatilityStrikePrice

public Price.PriceBuilder getOrCreateVolatilityStrikePrice()

Specified by:

getOrCreateVolatilityStrikePrice in interface VarianceReturnTerms.VarianceReturnTermsBuilder

getVarianceCapFloor

@RosettaAttribute("varianceCapFloor")
@RuneAttribute("varianceCapFloor")
public VarianceCapFloor.VarianceCapFloorBuilder getVarianceCapFloor()

Description copied from interface: VarianceReturnTerms

Contains possible barriers for variance products, both variance-based and underlier price based

Specified by:

getVarianceCapFloor in interface VarianceReturnTerms

Specified by:

getVarianceCapFloor in interface VarianceReturnTerms.VarianceReturnTermsBuilder

getOrCreateVarianceCapFloor

public VarianceCapFloor.VarianceCapFloorBuilder getOrCreateVarianceCapFloor()

Specified by:

getOrCreateVarianceCapFloor in interface VarianceReturnTerms.VarianceReturnTermsBuilder

getVolatilityCapFloor

@RosettaAttribute("volatilityCapFloor")
@RuneAttribute("volatilityCapFloor")
public VolatilityCapFloor.VolatilityCapFloorBuilder getVolatilityCapFloor()

Description copied from interface: VarianceReturnTerms

Contains containing volatility-based barriers

Specified by:

getVolatilityCapFloor in interface VarianceReturnTerms

Specified by:

getVolatilityCapFloor in interface VarianceReturnTerms.VarianceReturnTermsBuilder

getOrCreateVolatilityCapFloor

public VolatilityCapFloor.VolatilityCapFloorBuilder getOrCreateVolatilityCapFloor()

Specified by:

getOrCreateVolatilityCapFloor in interface VarianceReturnTerms.VarianceReturnTermsBuilder

getVegaNotionalAmount

@RosettaAttribute("vegaNotionalAmount")
@RuneAttribute("vegaNotionalAmount")
public NonNegativeQuantitySchedule.NonNegativeQuantityScheduleBuilder getVegaNotionalAmount()

Description copied from interface: VarianceReturnTerms

Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised vol) and KVol (strike vol). It does not necessarily represent the Vega Risk of the trade.

Specified by:

getVegaNotionalAmount in interface VarianceReturnTerms

Specified by:

getVegaNotionalAmount in interface VarianceReturnTerms.VarianceReturnTermsBuilder

getOrCreateVegaNotionalAmount

public NonNegativeQuantitySchedule.NonNegativeQuantityScheduleBuilder getOrCreateVegaNotionalAmount()

Specified by:

getOrCreateVegaNotionalAmount in interface VarianceReturnTerms.VarianceReturnTermsBuilder

getExchangeTradedContractNearest

@RosettaAttribute("exchangeTradedContractNearest")
@RuneAttribute("exchangeTradedContractNearest")
public Observable.ObservableBuilder getExchangeTradedContractNearest()

Description copied from interface: VarianceReturnTerms

Specification of the exchange traded contract nearest.

Specified by:

getExchangeTradedContractNearest in interface VarianceReturnTerms

Specified by:

getExchangeTradedContractNearest in interface VarianceReturnTerms.VarianceReturnTermsBuilder

getOrCreateExchangeTradedContractNearest

public Observable.ObservableBuilder getOrCreateExchangeTradedContractNearest()

Specified by:

getOrCreateExchangeTradedContractNearest in interface VarianceReturnTerms.VarianceReturnTermsBuilder

setValuationTerms

@RosettaAttribute(value="valuationTerms",
                  isRequired=true)
@RuneAttribute(value="valuationTerms",
               isRequired=true)
public VarianceReturnTerms.VarianceReturnTermsBuilder setValuationTerms(ValuationTerms _valuationTerms)

Specified by:

setValuationTerms in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

setValuationTerms in interface VarianceReturnTerms.VarianceReturnTermsBuilder

Overrides:

setValuationTerms in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setAnnualizationFactor

@RosettaAttribute("annualizationFactor")
@RuneAttribute("annualizationFactor")
public VarianceReturnTerms.VarianceReturnTermsBuilder setAnnualizationFactor(Integer _annualizationFactor)

Specified by:

setAnnualizationFactor in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

setAnnualizationFactor in interface VarianceReturnTerms.VarianceReturnTermsBuilder

Overrides:

setAnnualizationFactor in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setDividendApplicability

@RosettaAttribute("dividendApplicability")
@RuneAttribute("dividendApplicability")
public VarianceReturnTerms.VarianceReturnTermsBuilder setDividendApplicability(DividendApplicability _dividendApplicability)

Specified by:

setDividendApplicability in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

setDividendApplicability in interface VarianceReturnTerms.VarianceReturnTermsBuilder

Overrides:

setDividendApplicability in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setEquityUnderlierProvisions

@RosettaAttribute("equityUnderlierProvisions")
@RuneAttribute("equityUnderlierProvisions")
public VarianceReturnTerms.VarianceReturnTermsBuilder setEquityUnderlierProvisions(EquityUnderlierProvisions _equityUnderlierProvisions)

Specified by:

setEquityUnderlierProvisions in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

setEquityUnderlierProvisions in interface VarianceReturnTerms.VarianceReturnTermsBuilder

Overrides:

setEquityUnderlierProvisions in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setSharePriceDividendAdjustment

@RosettaAttribute("sharePriceDividendAdjustment")
@RuneAttribute("sharePriceDividendAdjustment")
public VarianceReturnTerms.VarianceReturnTermsBuilder setSharePriceDividendAdjustment(Boolean _sharePriceDividendAdjustment)

Specified by:

setSharePriceDividendAdjustment in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

setSharePriceDividendAdjustment in interface VarianceReturnTerms.VarianceReturnTermsBuilder

Overrides:

setSharePriceDividendAdjustment in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setExpectedN

@RosettaAttribute(value="expectedN",
                  isRequired=true)
@RuneAttribute(value="expectedN",
               isRequired=true)
public VarianceReturnTerms.VarianceReturnTermsBuilder setExpectedN(Integer _expectedN)

Specified by:

setExpectedN in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

setExpectedN in interface VarianceReturnTerms.VarianceReturnTermsBuilder

Overrides:

setExpectedN in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setInitialLevel

@RosettaAttribute("initialLevel")
@RuneAttribute("initialLevel")
public VarianceReturnTerms.VarianceReturnTermsBuilder setInitialLevel(BigDecimal _initialLevel)

Specified by:

setInitialLevel in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

setInitialLevel in interface VarianceReturnTerms.VarianceReturnTermsBuilder

Overrides:

setInitialLevel in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setInitialLevelSource

@RosettaAttribute("initialLevelSource")
@RuneAttribute("initialLevelSource")
public VarianceReturnTerms.VarianceReturnTermsBuilder setInitialLevelSource(DeterminationMethodEnum _initialLevelSource)

Specified by:

setInitialLevelSource in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

setInitialLevelSource in interface VarianceReturnTerms.VarianceReturnTermsBuilder

Overrides:

setInitialLevelSource in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setMeanAdjustment

@RosettaAttribute("meanAdjustment")
@RuneAttribute("meanAdjustment")
public VarianceReturnTerms.VarianceReturnTermsBuilder setMeanAdjustment(Boolean _meanAdjustment)

Specified by:

setMeanAdjustment in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

setMeanAdjustment in interface VarianceReturnTerms.VarianceReturnTermsBuilder

Overrides:

setMeanAdjustment in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setPerformance

@RosettaAttribute("performance")
@RuneAttribute("performance")
public VarianceReturnTerms.VarianceReturnTermsBuilder setPerformance(String _performance)

Specified by:

setPerformance in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

setPerformance in interface VarianceReturnTerms.VarianceReturnTermsBuilder

Overrides:

setPerformance in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setVarianceStrikePrice

@RosettaAttribute("varianceStrikePrice")
@RuneAttribute("varianceStrikePrice")
public VarianceReturnTerms.VarianceReturnTermsBuilder setVarianceStrikePrice(Price _varianceStrikePrice)

Specified by:

setVarianceStrikePrice in interface VarianceReturnTerms.VarianceReturnTermsBuilder

setVolatilityStrikePrice

@RosettaAttribute("volatilityStrikePrice")
@RuneAttribute("volatilityStrikePrice")
public VarianceReturnTerms.VarianceReturnTermsBuilder setVolatilityStrikePrice(Price _volatilityStrikePrice)

Specified by:

setVolatilityStrikePrice in interface VarianceReturnTerms.VarianceReturnTermsBuilder

setVarianceCapFloor

@RosettaAttribute("varianceCapFloor")
@RuneAttribute("varianceCapFloor")
public VarianceReturnTerms.VarianceReturnTermsBuilder setVarianceCapFloor(VarianceCapFloor _varianceCapFloor)

Specified by:

setVarianceCapFloor in interface VarianceReturnTerms.VarianceReturnTermsBuilder

setVolatilityCapFloor

@RosettaAttribute("volatilityCapFloor")
@RuneAttribute("volatilityCapFloor")
public VarianceReturnTerms.VarianceReturnTermsBuilder setVolatilityCapFloor(VolatilityCapFloor _volatilityCapFloor)

Specified by:

setVolatilityCapFloor in interface VarianceReturnTerms.VarianceReturnTermsBuilder

setVegaNotionalAmount

@RosettaAttribute("vegaNotionalAmount")
@RuneAttribute("vegaNotionalAmount")
public VarianceReturnTerms.VarianceReturnTermsBuilder setVegaNotionalAmount(NonNegativeQuantitySchedule _vegaNotionalAmount)

Specified by:

setVegaNotionalAmount in interface VarianceReturnTerms.VarianceReturnTermsBuilder

setExchangeTradedContractNearest

@RosettaAttribute("exchangeTradedContractNearest")
@RuneAttribute("exchangeTradedContractNearest")
public VarianceReturnTerms.VarianceReturnTermsBuilder setExchangeTradedContractNearest(Observable _exchangeTradedContractNearest)

Specified by:

setExchangeTradedContractNearest in interface VarianceReturnTerms.VarianceReturnTermsBuilder

build

public VarianceReturnTerms build()

Description copied from interface: ReturnTermsBase

Build Methods

Specified by:

build in interface ReturnTermsBase

Specified by:

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

Specified by:

build in interface VarianceReturnTerms

Overrides:

build in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

toBuilder

public VarianceReturnTerms.VarianceReturnTermsBuilder toBuilder()

Specified by:

toBuilder in interface ReturnTermsBase

Specified by:

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

Specified by:

toBuilder in interface VarianceReturnTerms

Overrides:

toBuilder in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

prune

public VarianceReturnTerms.VarianceReturnTermsBuilder prune()

Specified by:

prune in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

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

Specified by:

prune in interface VarianceReturnTerms.VarianceReturnTermsBuilder

Overrides:

prune in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

hasData

public boolean hasData()

Specified by:

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

Overrides:

hasData in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

merge

public VarianceReturnTerms.VarianceReturnTermsBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other,
 com.rosetta.model.lib.process.BuilderMerger merger)

Specified by:

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

Overrides:

merge in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

equals

public boolean equals(Object o)

Overrides:

equals in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

hashCode

public int hashCode()

Overrides:

hashCode in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

toString

public String toString()

Overrides:

toString in class ReturnTermsBase.ReturnTermsBaseBuilderImpl