Package cdm.product.common.settlement

Interface CashSettlementTerms.CashSettlementTermsBuilder

All Superinterfaces:

CashSettlementTerms, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

All Known Implementing Classes:

CashSettlementTerms.CashSettlementTermsBuilderImpl

Enclosing interface:

CashSettlementTerms

public static interface CashSettlementTerms.CashSettlementTermsBuilder
extends CashSettlementTerms, com.rosetta.model.lib.RosettaModelObjectBuilder, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Builder Interface

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.product.common.settlement.CashSettlementTerms

CashSettlementTerms.CashSettlementTermsBuilder, CashSettlementTerms.CashSettlementTermsBuilderImpl, CashSettlementTerms.CashSettlementTermsImpl

Nested classes/interfaces inherited from interface com.rosetta.model.lib.GlobalKey

com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Field Summary

Fields inherited from interface cdm.product.common.settlement.CashSettlementTerms

metaData

Method Summary

Modifier and Type	Method	Description
Money.MoneyBuilder	getCashSettlementAmount()	The amount paid by the seller to the buyer for cash settlement on the cash settlement date.
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getMeta()
Money.MoneyBuilder	getOrCreateCashSettlementAmount()
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getOrCreateMeta()
ValuationDate.ValuationDateBuilder	getOrCreateValuationDate()
ValuationMethod.ValuationMethodBuilder	getOrCreateValuationMethod()
BusinessCenterTime.BusinessCenterTimeBuilder	getOrCreateValuationTime()
ValuationDate.ValuationDateBuilder	getValuationDate()	Defines the different methods to specify a valuation date, as used for cash settlement.
ValuationMethod.ValuationMethodBuilder	getValuationMethod()	Specifies the parameters required to obtain a valuation, including the source, quotation method (bid, mid etc.) and any applicable quotation amount.
BusinessCenterTime.BusinessCenterTimeBuilder	getValuationTime()	The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method, if the parties have not otherwise been able to agree the cash settlement amount.
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
CashSettlementTerms.CashSettlementTermsBuilder	prune()
CashSettlementTerms.CashSettlementTermsBuilder	setAccruedInterest(Boolean accruedInterest)
CashSettlementTerms.CashSettlementTermsBuilder	setCashSettlementAmount(Money cashSettlementAmount)
CashSettlementTerms.CashSettlementTermsBuilder	setCashSettlementMethod(CashSettlementMethodEnum cashSettlementMethod)
CashSettlementTerms.CashSettlementTermsBuilder	setFixedSettlement(Boolean fixedSettlement)
CashSettlementTerms.CashSettlementTermsBuilder	setMeta(com.rosetta.model.metafields.MetaFields meta)
CashSettlementTerms.CashSettlementTermsBuilder	setRecoveryFactor(BigDecimal recoveryFactor)
CashSettlementTerms.CashSettlementTermsBuilder	setValuationDate(ValuationDate valuationDate)
CashSettlementTerms.CashSettlementTermsBuilder	setValuationMethod(ValuationMethod valuationMethod)
CashSettlementTerms.CashSettlementTermsBuilder	setValuationTime(BusinessCenterTime valuationTime)

Methods inherited from interface cdm.product.common.settlement.CashSettlementTerms

build, getAccruedInterest, getCashSettlementMethod, getFixedSettlement, getRecoveryFactor, getType, metaData, process, toBuilder

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

Method Details

getOrCreateValuationMethod

ValuationMethod.ValuationMethodBuilder getOrCreateValuationMethod()

getValuationMethod

ValuationMethod.ValuationMethodBuilder getValuationMethod()

Description copied from interface: CashSettlementTerms

Specifies the parameters required to obtain a valuation, including the source, quotation method (bid, mid etc.) and any applicable quotation amount.

Specified by:

getValuationMethod in interface CashSettlementTerms

getOrCreateValuationDate

ValuationDate.ValuationDateBuilder getOrCreateValuationDate()

getValuationDate

ValuationDate.ValuationDateBuilder getValuationDate()

Description copied from interface: CashSettlementTerms

Defines the different methods to specify a valuation date, as used for cash settlement. The Single / Multiple ValuationDate is used for the determination of recovery in a credit event, the RelativeDateOffset is used for cash-settled option, and FxFixingDate is used for cross-currency settlement.

Specified by:

getValuationDate in interface CashSettlementTerms

getOrCreateValuationTime

BusinessCenterTime.BusinessCenterTimeBuilder getOrCreateValuationTime()

getValuationTime

BusinessCenterTime.BusinessCenterTimeBuilder getValuationTime()

Description copied from interface: CashSettlementTerms

The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method, if the parties have not otherwise been able to agree the cash settlement amount. When using quations, this is the time of day in the specified business center when the calculation agent seeks quotations for an amount of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Time.

Specified by:

getValuationTime in interface CashSettlementTerms

getOrCreateCashSettlementAmount

Money.MoneyBuilder getOrCreateCashSettlementAmount()

getCashSettlementAmount

Money.MoneyBuilder getCashSettlementAmount()

Description copied from interface: CashSettlementTerms

The amount paid by the seller to the buyer for cash settlement on the cash settlement date. If not otherwise specified, would typically be calculated as 100 (or the Reference Price) minus the price of the Reference Obligation (all expressed as a percentage) times Floating Rate Payer Calculation Amount. ISDA 2003 Term: Cash Settlement Amount.

Specified by:

getCashSettlementAmount in interface CashSettlementTerms

getOrCreateMeta

com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getOrCreateMeta()

Specified by:

getOrCreateMeta in interface com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

getMeta

com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getMeta()

Specified by:

getMeta in interface CashSettlementTerms

Specified by:

getMeta in interface com.rosetta.model.lib.GlobalKey

Specified by:

getMeta in interface com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

setCashSettlementMethod

CashSettlementTerms.CashSettlementTermsBuilder setCashSettlementMethod(CashSettlementMethodEnum cashSettlementMethod)

setValuationMethod

CashSettlementTerms.CashSettlementTermsBuilder setValuationMethod(ValuationMethod valuationMethod)

setValuationDate

CashSettlementTerms.CashSettlementTermsBuilder setValuationDate(ValuationDate valuationDate)

setValuationTime

CashSettlementTerms.CashSettlementTermsBuilder setValuationTime(BusinessCenterTime valuationTime)

setCashSettlementAmount

CashSettlementTerms.CashSettlementTermsBuilder setCashSettlementAmount(Money cashSettlementAmount)

setRecoveryFactor

CashSettlementTerms.CashSettlementTermsBuilder setRecoveryFactor(BigDecimal recoveryFactor)

setFixedSettlement

CashSettlementTerms.CashSettlementTermsBuilder setFixedSettlement(Boolean fixedSettlement)

setAccruedInterest

CashSettlementTerms.CashSettlementTermsBuilder setAccruedInterest(Boolean accruedInterest)

setMeta

CashSettlementTerms.CashSettlementTermsBuilder setMeta(com.rosetta.model.metafields.MetaFields meta)

process

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

Specified by:

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

prune

CashSettlementTerms.CashSettlementTermsBuilder prune()

Specified by:

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