Package cdm.product.asset

Interface VolatilityCapFloor

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

VolatilityCapFloor.VolatilityCapFloorBuilder

All Known Implementing Classes:

VolatilityCapFloor.VolatilityCapFloorBuilderImpl, VolatilityCapFloor.VolatilityCapFloorImpl

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

Contains volatility-based barriers. Volatility Cap needs to be specified in accordance with the ISDA 2011 Equity Derivatives Definitions.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	VolatilityCapFloor.VolatilityCapFloorBuilder	Builder Interface
static class	VolatilityCapFloor.VolatilityCapFloorBuilderImpl	Builder Implementation of VolatilityCapFloor
static class	VolatilityCapFloor.VolatilityCapFloorImpl	Immutable Implementation of VolatilityCapFloor

Field Summary

Fields

Modifier and Type	Field	Description
static final VolatilityCapFloorMeta	metaData

Method Summary

Modifier and Type	Method	Description
VolatilityCapFloor	build()	Build Methods
static VolatilityCapFloor.VolatilityCapFloorBuilder	builder()
Boolean	getApplicable()	Indicates whether the volatility cap is applicable in accordance with the ISDA 2011 Equity Derivatives Definitions.
BigDecimal	getTotalVolatilityCap()	Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives Definitions.
default Class<? extends VolatilityCapFloor>	getType()
BigDecimal	getVolatilityCapFactor()	Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives Definitions.
default com.rosetta.model.lib.meta.RosettaMetaData<? extends VolatilityCapFloor>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
VolatilityCapFloor.VolatilityCapFloorBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final VolatilityCapFloorMeta metaData

Method Details

getApplicable

Boolean getApplicable()

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.

getTotalVolatilityCap

BigDecimal getTotalVolatilityCap()

Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives Definitions. This means the Volatility Cap Amount election is a number.

getVolatilityCapFactor

BigDecimal getVolatilityCapFactor()

Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives Definitions. The Calculated VolCapAmt can be optionally provided.

build

VolatilityCapFloor build()

Build Methods

Specified by:

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

toBuilder

VolatilityCapFloor.VolatilityCapFloorBuilder toBuilder()

Specified by:

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

builder

static VolatilityCapFloor.VolatilityCapFloorBuilder builder()

metaData

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

Utility Methods

Specified by:

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

getType

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