Package cdm.product.asset

Interface VolatilityReturnTerms.VolatilityReturnTermsBuilder

All Superinterfaces:

ReturnTermsBase, ReturnTermsBase.ReturnTermsBaseBuilder, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder, VolatilityReturnTerms

All Known Implementing Classes:

VolatilityReturnTerms.VolatilityReturnTermsBuilderImpl

Enclosing interface:

VolatilityReturnTerms

public static interface VolatilityReturnTerms.VolatilityReturnTermsBuilder
extends VolatilityReturnTerms, ReturnTermsBase.ReturnTermsBaseBuilder

Builder Interface

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.VolatilityReturnTerms

VolatilityReturnTerms.VolatilityReturnTermsBuilder, VolatilityReturnTerms.VolatilityReturnTermsBuilderImpl, VolatilityReturnTerms.VolatilityReturnTermsImpl

Field Summary

Fields inherited from interface cdm.product.asset.ReturnTermsBase

metaData

Fields inherited from interface cdm.product.asset.VolatilityReturnTerms

metaData

Method Summary

Modifier and Type	Method	Description
Observable.ObservableBuilder	getExchangeTradedContractNearest()	Specification of the exchange traded contract nearest.
Observable.ObservableBuilder	getOrCreateExchangeTradedContractNearest()
VolatilityCapFloor.VolatilityCapFloorBuilder	getOrCreateVolatilityCapFloor()
Price.PriceBuilder	getOrCreateVolatilityStrikePrice()
VolatilityCapFloor.VolatilityCapFloorBuilder	getVolatilityCapFloor()	Contains volatility-based barriers
Price.PriceBuilder	getVolatilityStrikePrice()	Volatility Strike Price in accordance with the ISDA 2011 Equity Derivatives Definitions.
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
VolatilityReturnTerms.VolatilityReturnTermsBuilder	prune()
VolatilityReturnTerms.VolatilityReturnTermsBuilder	setAnnualizationFactor(Integer annualizationFactor)
VolatilityReturnTerms.VolatilityReturnTermsBuilder	setDividendApplicability(DividendApplicability dividendApplicability)
VolatilityReturnTerms.VolatilityReturnTermsBuilder	setEquityUnderlierProvisions(EquityUnderlierProvisions equityUnderlierProvisions)
VolatilityReturnTerms.VolatilityReturnTermsBuilder	setExchangeTradedContractNearest(Observable exchangeTradedContractNearest)
VolatilityReturnTerms.VolatilityReturnTermsBuilder	setExpectedN(Integer expectedN)
VolatilityReturnTerms.VolatilityReturnTermsBuilder	setInitialLevel(BigDecimal initialLevel)
VolatilityReturnTerms.VolatilityReturnTermsBuilder	setInitialLevelSource(DeterminationMethodEnum initialLevelSource)
VolatilityReturnTerms.VolatilityReturnTermsBuilder	setMeanAdjustment(Boolean meanAdjustment)
VolatilityReturnTerms.VolatilityReturnTermsBuilder	setPerformance(String performance)
VolatilityReturnTerms.VolatilityReturnTermsBuilder	setSharePriceDividendAdjustment(Boolean sharePriceDividendAdjustment)
VolatilityReturnTerms.VolatilityReturnTermsBuilder	setValuationTerms(ValuationTerms valuationTerms)
VolatilityReturnTerms.VolatilityReturnTermsBuilder	setVolatilityCapFloor(VolatilityCapFloor volatilityCapFloor)
VolatilityReturnTerms.VolatilityReturnTermsBuilder	setVolatilityStrikePrice(Price volatilityStrikePrice)

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, hasData, merge, processRosetta, processRosetta

Methods inherited from interface cdm.product.asset.VolatilityReturnTerms

build, getType, metaData, process, toBuilder

Method Details

getOrCreateVolatilityStrikePrice

Price.PriceBuilder getOrCreateVolatilityStrikePrice()

getVolatilityStrikePrice

Price.PriceBuilder getVolatilityStrikePrice()

Description copied from interface: VolatilityReturnTerms

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

Specified by:

getVolatilityStrikePrice in interface VolatilityReturnTerms

getOrCreateVolatilityCapFloor

VolatilityCapFloor.VolatilityCapFloorBuilder getOrCreateVolatilityCapFloor()

getVolatilityCapFloor

VolatilityCapFloor.VolatilityCapFloorBuilder getVolatilityCapFloor()

Description copied from interface: VolatilityReturnTerms

Contains volatility-based barriers

Specified by:

getVolatilityCapFloor in interface VolatilityReturnTerms

getOrCreateExchangeTradedContractNearest

Observable.ObservableBuilder getOrCreateExchangeTradedContractNearest()

getExchangeTradedContractNearest

Observable.ObservableBuilder getExchangeTradedContractNearest()

Description copied from interface: VolatilityReturnTerms

Specification of the exchange traded contract nearest.

Specified by:

getExchangeTradedContractNearest in interface VolatilityReturnTerms

setValuationTerms

VolatilityReturnTerms.VolatilityReturnTermsBuilder setValuationTerms(ValuationTerms valuationTerms)

Specified by:

setValuationTerms in interface ReturnTermsBase.ReturnTermsBaseBuilder

setAnnualizationFactor

VolatilityReturnTerms.VolatilityReturnTermsBuilder setAnnualizationFactor(Integer annualizationFactor)

Specified by:

setAnnualizationFactor in interface ReturnTermsBase.ReturnTermsBaseBuilder

setDividendApplicability

VolatilityReturnTerms.VolatilityReturnTermsBuilder setDividendApplicability(DividendApplicability dividendApplicability)

Specified by:

setDividendApplicability in interface ReturnTermsBase.ReturnTermsBaseBuilder

setEquityUnderlierProvisions

VolatilityReturnTerms.VolatilityReturnTermsBuilder setEquityUnderlierProvisions(EquityUnderlierProvisions equityUnderlierProvisions)

Specified by:

setEquityUnderlierProvisions in interface ReturnTermsBase.ReturnTermsBaseBuilder

setSharePriceDividendAdjustment

VolatilityReturnTerms.VolatilityReturnTermsBuilder setSharePriceDividendAdjustment(Boolean sharePriceDividendAdjustment)

Specified by:

setSharePriceDividendAdjustment in interface ReturnTermsBase.ReturnTermsBaseBuilder

setExpectedN

VolatilityReturnTerms.VolatilityReturnTermsBuilder setExpectedN(Integer expectedN)

Specified by:

setExpectedN in interface ReturnTermsBase.ReturnTermsBaseBuilder

setInitialLevel

VolatilityReturnTerms.VolatilityReturnTermsBuilder setInitialLevel(BigDecimal initialLevel)

Specified by:

setInitialLevel in interface ReturnTermsBase.ReturnTermsBaseBuilder

setInitialLevelSource

VolatilityReturnTerms.VolatilityReturnTermsBuilder setInitialLevelSource(DeterminationMethodEnum initialLevelSource)

Specified by:

setInitialLevelSource in interface ReturnTermsBase.ReturnTermsBaseBuilder

setMeanAdjustment

VolatilityReturnTerms.VolatilityReturnTermsBuilder setMeanAdjustment(Boolean meanAdjustment)

Specified by:

setMeanAdjustment in interface ReturnTermsBase.ReturnTermsBaseBuilder

setPerformance

VolatilityReturnTerms.VolatilityReturnTermsBuilder setPerformance(String performance)

Specified by:

setPerformance in interface ReturnTermsBase.ReturnTermsBaseBuilder

setVolatilityStrikePrice

VolatilityReturnTerms.VolatilityReturnTermsBuilder setVolatilityStrikePrice(Price volatilityStrikePrice)

setVolatilityCapFloor

VolatilityReturnTerms.VolatilityReturnTermsBuilder setVolatilityCapFloor(VolatilityCapFloor volatilityCapFloor)

setExchangeTradedContractNearest

VolatilityReturnTerms.VolatilityReturnTermsBuilder setExchangeTradedContractNearest(Observable exchangeTradedContractNearest)

process

default void process(com.rosetta.model.lib.path.RosettaPath path,
 com.rosetta.model.lib.process.BuilderProcessor processor)

Specified by:

process in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

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

prune

VolatilityReturnTerms.VolatilityReturnTermsBuilder prune()

Specified by:

prune in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

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