Package cdm.product.asset

Class VarianceReturnTerms.VarianceReturnTermsImpl

java.lang.Object

cdm.product.asset.ReturnTermsBase.ReturnTermsBaseImpl

cdm.product.asset.VarianceReturnTerms.VarianceReturnTermsImpl

All Implemented Interfaces:

ReturnTermsBase, VarianceReturnTerms, com.rosetta.model.lib.RosettaModelObject

Enclosing interface:

VarianceReturnTerms

public static class VarianceReturnTerms.VarianceReturnTermsImpl
extends ReturnTermsBase.ReturnTermsBaseImpl
implements VarianceReturnTerms

Immutable 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 inherited from interface cdm.product.asset.ReturnTermsBase

metaData

Fields inherited from interface cdm.product.asset.VarianceReturnTerms

metaData

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	VarianceReturnTermsImpl(VarianceReturnTerms.VarianceReturnTermsBuilder builder)

Method Summary

Modifier and Type	Method	Description
VarianceReturnTerms	build()	Build Methods
boolean	equals(Object o)
Observable	getExchangeTradedContractNearest()	Specification of the exchange traded contract nearest.
VarianceCapFloor	getVarianceCapFloor()	Contains possible barriers for variance products, both variance-based and underlier price based
Price	getVarianceStrikePrice()	Variance Strike Price in accordance with the ISDA 2011 Equity Derivatives Definitions.
NonNegativeQuantitySchedule	getVegaNotionalAmount()	Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised vol) and KVol (strike vol).
VolatilityCapFloor	getVolatilityCapFloor()	Contains containing volatility-based barriers
Price	getVolatilityStrikePrice()	Volatility Strike Price in accordance with the ISDA 2011 Equity Derivatives Definitions.
int	hashCode()
protected void	setBuilderFields(VarianceReturnTerms.VarianceReturnTermsBuilder builder)
VarianceReturnTerms.VarianceReturnTermsBuilder	toBuilder()
String	toString()

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

getAnnualizationFactor, getDividendApplicability, getEquityUnderlierProvisions, getExpectedN, getInitialLevel, getInitialLevelSource, getMeanAdjustment, getPerformance, getSharePriceDividendAdjustment, getValuationTerms, setBuilderFields

Methods inherited from class java.lang.Object

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

Methods inherited from interface cdm.product.asset.ReturnTermsBase

getAnnualizationFactor, getDividendApplicability, getEquityUnderlierProvisions, getExpectedN, getInitialLevel, getInitialLevelSource, getMeanAdjustment, getPerformance, getSharePriceDividendAdjustment, getValuationTerms

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

processRosetta, processRosetta

Methods inherited from interface cdm.product.asset.VarianceReturnTerms

getType, metaData, process

Constructor Details

VarianceReturnTermsImpl

protected VarianceReturnTermsImpl(VarianceReturnTerms.VarianceReturnTermsBuilder builder)

Method Details

getVarianceStrikePrice

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

Description copied from interface: VarianceReturnTerms

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

Specified by:

getVarianceStrikePrice in interface VarianceReturnTerms

getVolatilityStrikePrice

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

Description copied from interface: VarianceReturnTerms

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

Specified by:

getVolatilityStrikePrice in interface VarianceReturnTerms

getVarianceCapFloor

@RosettaAttribute("varianceCapFloor")
@RuneAttribute("varianceCapFloor")
public VarianceCapFloor 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

getVolatilityCapFloor

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

Description copied from interface: VarianceReturnTerms

Contains containing volatility-based barriers

Specified by:

getVolatilityCapFloor in interface VarianceReturnTerms

getVegaNotionalAmount

@RosettaAttribute("vegaNotionalAmount")
@RuneAttribute("vegaNotionalAmount")
public NonNegativeQuantitySchedule 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

getExchangeTradedContractNearest

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

Description copied from interface: VarianceReturnTerms

Specification of the exchange traded contract nearest.

Specified by:

getExchangeTradedContractNearest in interface VarianceReturnTerms

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.ReturnTermsBaseImpl

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.ReturnTermsBaseImpl

setBuilderFields

protected void setBuilderFields(VarianceReturnTerms.VarianceReturnTermsBuilder builder)

equals

public boolean equals(Object o)

Overrides:

equals in class ReturnTermsBase.ReturnTermsBaseImpl

hashCode

public int hashCode()

Overrides:

hashCode in class ReturnTermsBase.ReturnTermsBaseImpl

toString

public String toString()

Overrides:

toString in class ReturnTermsBase.ReturnTermsBaseImpl