Package cdm.product.asset

Class VolatilityReturnTerms.VolatilityReturnTermsBuilderImpl

java.lang.Object

cdm.product.asset.ReturnTermsBase.ReturnTermsBaseBuilderImpl

cdm.product.asset.VolatilityReturnTerms.VolatilityReturnTermsBuilderImpl

All Implemented Interfaces:

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

Enclosing interface:

VolatilityReturnTerms

public static class VolatilityReturnTerms.VolatilityReturnTermsBuilderImpl
extends ReturnTermsBase.ReturnTermsBaseBuilderImpl
implements VolatilityReturnTerms.VolatilityReturnTermsBuilder

Builder Implementation of VolatilityReturnTerms

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

Modifier and Type	Field	Description
protected Observable.ObservableBuilder	exchangeTradedContractNearest
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.VolatilityReturnTerms

metaData

Constructor Summary

Constructors

Constructor	Description
VolatilityReturnTermsBuilderImpl()

Method Summary

Modifier and Type	Method	Description
VolatilityReturnTerms	build()	Build Methods
boolean	equals(Object o)
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.
boolean	hasData()
int	hashCode()
VolatilityReturnTerms.VolatilityReturnTermsBuilder	merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
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)
VolatilityReturnTerms.VolatilityReturnTermsBuilder	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.VolatilityReturnTerms

getType, metaData, process

Methods inherited from interface cdm.product.asset.VolatilityReturnTerms.VolatilityReturnTermsBuilder

process

Field Details

volatilityStrikePrice

protected Price.PriceBuilder volatilityStrikePrice

volatilityCapFloor

protected VolatilityCapFloor.VolatilityCapFloorBuilder volatilityCapFloor

exchangeTradedContractNearest

protected Observable.ObservableBuilder exchangeTradedContractNearest

Constructor Details

VolatilityReturnTermsBuilderImpl

public VolatilityReturnTermsBuilderImpl()

Method Details

getVolatilityStrikePrice

@RosettaAttribute(value="volatilityStrikePrice",
                  isRequired=true)
@RuneAttribute(value="volatilityStrikePrice",
               isRequired=true)
public 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

Specified by:

getVolatilityStrikePrice in interface VolatilityReturnTerms.VolatilityReturnTermsBuilder

getOrCreateVolatilityStrikePrice

public Price.PriceBuilder getOrCreateVolatilityStrikePrice()

Specified by:

getOrCreateVolatilityStrikePrice in interface VolatilityReturnTerms.VolatilityReturnTermsBuilder

getVolatilityCapFloor

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

Description copied from interface: VolatilityReturnTerms

Contains volatility-based barriers

Specified by:

getVolatilityCapFloor in interface VolatilityReturnTerms

Specified by:

getVolatilityCapFloor in interface VolatilityReturnTerms.VolatilityReturnTermsBuilder

getOrCreateVolatilityCapFloor

public VolatilityCapFloor.VolatilityCapFloorBuilder getOrCreateVolatilityCapFloor()

Specified by:

getOrCreateVolatilityCapFloor in interface VolatilityReturnTerms.VolatilityReturnTermsBuilder

getExchangeTradedContractNearest

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

Description copied from interface: VolatilityReturnTerms

Specification of the exchange traded contract nearest.

Specified by:

getExchangeTradedContractNearest in interface VolatilityReturnTerms

Specified by:

getExchangeTradedContractNearest in interface VolatilityReturnTerms.VolatilityReturnTermsBuilder

getOrCreateExchangeTradedContractNearest

public Observable.ObservableBuilder getOrCreateExchangeTradedContractNearest()

Specified by:

getOrCreateExchangeTradedContractNearest in interface VolatilityReturnTerms.VolatilityReturnTermsBuilder

setValuationTerms

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

Specified by:

setValuationTerms in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

setValuationTerms in interface VolatilityReturnTerms.VolatilityReturnTermsBuilder

Overrides:

setValuationTerms in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setAnnualizationFactor

@RosettaAttribute("annualizationFactor")
@RuneAttribute("annualizationFactor")
public VolatilityReturnTerms.VolatilityReturnTermsBuilder setAnnualizationFactor(Integer _annualizationFactor)

Specified by:

setAnnualizationFactor in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

setAnnualizationFactor in interface VolatilityReturnTerms.VolatilityReturnTermsBuilder

Overrides:

setAnnualizationFactor in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setDividendApplicability

@RosettaAttribute("dividendApplicability")
@RuneAttribute("dividendApplicability")
public VolatilityReturnTerms.VolatilityReturnTermsBuilder setDividendApplicability(DividendApplicability _dividendApplicability)

Specified by:

setDividendApplicability in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

setDividendApplicability in interface VolatilityReturnTerms.VolatilityReturnTermsBuilder

Overrides:

setDividendApplicability in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setEquityUnderlierProvisions

@RosettaAttribute("equityUnderlierProvisions")
@RuneAttribute("equityUnderlierProvisions")
public VolatilityReturnTerms.VolatilityReturnTermsBuilder setEquityUnderlierProvisions(EquityUnderlierProvisions _equityUnderlierProvisions)

Specified by:

setEquityUnderlierProvisions in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

setEquityUnderlierProvisions in interface VolatilityReturnTerms.VolatilityReturnTermsBuilder

Overrides:

setEquityUnderlierProvisions in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setSharePriceDividendAdjustment

@RosettaAttribute("sharePriceDividendAdjustment")
@RuneAttribute("sharePriceDividendAdjustment")
public VolatilityReturnTerms.VolatilityReturnTermsBuilder setSharePriceDividendAdjustment(Boolean _sharePriceDividendAdjustment)

Specified by:

setSharePriceDividendAdjustment in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

setSharePriceDividendAdjustment in interface VolatilityReturnTerms.VolatilityReturnTermsBuilder

Overrides:

setSharePriceDividendAdjustment in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setExpectedN

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

Specified by:

setExpectedN in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

setExpectedN in interface VolatilityReturnTerms.VolatilityReturnTermsBuilder

Overrides:

setExpectedN in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setInitialLevel

@RosettaAttribute("initialLevel")
@RuneAttribute("initialLevel")
public VolatilityReturnTerms.VolatilityReturnTermsBuilder setInitialLevel(BigDecimal _initialLevel)

Specified by:

setInitialLevel in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

setInitialLevel in interface VolatilityReturnTerms.VolatilityReturnTermsBuilder

Overrides:

setInitialLevel in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setInitialLevelSource

@RosettaAttribute("initialLevelSource")
@RuneAttribute("initialLevelSource")
public VolatilityReturnTerms.VolatilityReturnTermsBuilder setInitialLevelSource(DeterminationMethodEnum _initialLevelSource)

Specified by:

setInitialLevelSource in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

setInitialLevelSource in interface VolatilityReturnTerms.VolatilityReturnTermsBuilder

Overrides:

setInitialLevelSource in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setMeanAdjustment

@RosettaAttribute("meanAdjustment")
@RuneAttribute("meanAdjustment")
public VolatilityReturnTerms.VolatilityReturnTermsBuilder setMeanAdjustment(Boolean _meanAdjustment)

Specified by:

setMeanAdjustment in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

setMeanAdjustment in interface VolatilityReturnTerms.VolatilityReturnTermsBuilder

Overrides:

setMeanAdjustment in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setPerformance

@RosettaAttribute("performance")
@RuneAttribute("performance")
public VolatilityReturnTerms.VolatilityReturnTermsBuilder setPerformance(String _performance)

Specified by:

setPerformance in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

setPerformance in interface VolatilityReturnTerms.VolatilityReturnTermsBuilder

Overrides:

setPerformance in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

setVolatilityStrikePrice

@RosettaAttribute(value="volatilityStrikePrice",
                  isRequired=true)
@RuneAttribute(value="volatilityStrikePrice",
               isRequired=true)
public VolatilityReturnTerms.VolatilityReturnTermsBuilder setVolatilityStrikePrice(Price _volatilityStrikePrice)

Specified by:

setVolatilityStrikePrice in interface VolatilityReturnTerms.VolatilityReturnTermsBuilder

setVolatilityCapFloor

@RosettaAttribute("volatilityCapFloor")
@RuneAttribute("volatilityCapFloor")
public VolatilityReturnTerms.VolatilityReturnTermsBuilder setVolatilityCapFloor(VolatilityCapFloor _volatilityCapFloor)

Specified by:

setVolatilityCapFloor in interface VolatilityReturnTerms.VolatilityReturnTermsBuilder

setExchangeTradedContractNearest

@RosettaAttribute("exchangeTradedContractNearest")
@RuneAttribute("exchangeTradedContractNearest")
public VolatilityReturnTerms.VolatilityReturnTermsBuilder setExchangeTradedContractNearest(Observable _exchangeTradedContractNearest)

Specified by:

setExchangeTradedContractNearest in interface VolatilityReturnTerms.VolatilityReturnTermsBuilder

build

public VolatilityReturnTerms 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 VolatilityReturnTerms

Overrides:

build in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

toBuilder

public VolatilityReturnTerms.VolatilityReturnTermsBuilder toBuilder()

Specified by:

toBuilder in interface ReturnTermsBase

Specified by:

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

Specified by:

toBuilder in interface VolatilityReturnTerms

Overrides:

toBuilder in class ReturnTermsBase.ReturnTermsBaseBuilderImpl

prune

public VolatilityReturnTerms.VolatilityReturnTermsBuilder prune()

Specified by:

prune in interface ReturnTermsBase.ReturnTermsBaseBuilder

Specified by:

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

Specified by:

prune in interface VolatilityReturnTerms.VolatilityReturnTermsBuilder

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 VolatilityReturnTerms.VolatilityReturnTermsBuilder 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