Package cdm.product.asset

Class VolatilityCapFloor.VolatilityCapFloorImpl

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

  • Constructor Details

  • Method Details

    • getApplicable

      @RosettaAttribute(value="applicable", isRequired=true) @RuneAttribute(value="applicable", isRequired=true) public Boolean getApplicable()
      Description copied from interface: VolatilityCapFloor
      Indicates whether the volatility cap is applicable in accordance with the ISDA 2011 Equity Derivatives Definitions. Setting the element 'applicable' to 'False' - means No Volatility Cap and no 'totalVolatilityCap' or 'volatilityCapFactor' should be provided. Setting the element 'applicable' to 'True' - means Volatility Cap election, then 'totalVolatilityCap' or 'volatilityCapFactor' should be provided, otherwise it defaults to volatilityCapFactor=2.5.
      Specified by:
      getApplicable in interface VolatilityCapFloor

    • getTotalVolatilityCap

      @RosettaAttribute("totalVolatilityCap") @RuneAttribute("totalVolatilityCap") public BigDecimal getTotalVolatilityCap()
      Description copied from interface: VolatilityCapFloor
      Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives Definitions. This means the Volatility Cap Amount election is a number.
      Specified by:
      getTotalVolatilityCap in interface VolatilityCapFloor

    • getVolatilityCapFactor

      @RosettaAttribute("volatilityCapFactor") @RuneAttribute("volatilityCapFactor") public BigDecimal getVolatilityCapFactor()
      Description copied from interface: VolatilityCapFloor
      Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives Definitions. The Calculated VolCapAmt can be optionally provided.
      Specified by:
      getVolatilityCapFactor in interface VolatilityCapFloor

    • build

      public VolatilityCapFloor build()
      Description copied from interface: VolatilityCapFloor
      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject
      Specified by:
      build in interface VolatilityCapFloor

    • toBuilder

      public VolatilityCapFloor.VolatilityCapFloorBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject
      Specified by:
      toBuilder in interface VolatilityCapFloor

    • setBuilderFields

      protected void setBuilderFields(VolatilityCapFloor.VolatilityCapFloorBuilder 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