Package cdm.product.common.settlement

Interface CumulationFeature

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

CumulationFeature.CumulationFeatureBuilder

All Known Implementing Classes:

CumulationFeature.CumulationFeatureBuilderImpl, CumulationFeature.CumulationFeatureImpl

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

Describe provisions which define how the quantity is incremented over time. When cumulationDates only is defined, the cumulation for such particular period is 'guarenteed'. In case the cumulation would be 'contigent', Knock-In conditions may be defined. Besides, a 'lever' may also be defined i.e. multiplier value to apply on the quantity incremented. Main business case is to define 'Accumulator' or 'Decumulator' products, which final payoff calculation eventually consists in applying the payout formula to an aggregated quantity, that being a sum of multiple quantity increment periods - hence the multiple cardinality of this attribute. For intance, say A + B + C + ... + N-1 are distinct cumulation conditions in termsheet, then such payoff would be represented by defining N distinct CumulationFeature in array e.g. CumulationFeature[A], CumulationFeature[B], CumulationFeature[C], [...], CumulationFeature[N-1], each with any appropriate 'guaranteed' or 'contigent' and/or 'levered' features, as need be.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	CumulationFeature.CumulationFeatureBuilder	Builder Interface
static class	CumulationFeature.CumulationFeatureBuilderImpl	Builder Implementation of CumulationFeature
static class	CumulationFeature.CumulationFeatureImpl	Immutable Implementation of CumulationFeature

Field Summary

Fields

Modifier and Type	Field	Description
static final CumulationFeatureMeta	metaData

Method Summary

Modifier and Type	Method	Description
CumulationFeature	build()	Build Methods
static CumulationFeature.CumulationFeatureBuilder	builder()
default Class<? extends CumulationFeature>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends CumulationFeature>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
CumulationFeature.CumulationFeatureBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final CumulationFeatureMeta metaData

Method Details

build

CumulationFeature build()

Build Methods

Specified by:

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

toBuilder

CumulationFeature.CumulationFeatureBuilder toBuilder()

Specified by:

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

builder

static CumulationFeature.CumulationFeatureBuilder builder()

metaData

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

Utility Methods

Specified by:

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

getType

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