Package cdm.product.common.settlement
Interface PriceQuantity.PriceQuantityBuilder
- All Superinterfaces:
com.rosetta.model.lib.GlobalKey,com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder,PriceQuantity,com.rosetta.model.lib.RosettaModelObject,com.rosetta.model.lib.RosettaModelObjectBuilder
- All Known Implementing Classes:
PriceQuantity.PriceQuantityBuilderImpl
- Enclosing interface:
PriceQuantity
public static interface PriceQuantity.PriceQuantityBuilder
extends PriceQuantity, com.rosetta.model.lib.RosettaModelObjectBuilder, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder
Builder Interface
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Nested Class Summary
Nested classes/interfaces inherited from interface com.rosetta.model.lib.GlobalKey
com.rosetta.model.lib.GlobalKey.GlobalKeyBuilderNested classes/interfaces inherited from interface cdm.product.common.settlement.PriceQuantity
PriceQuantity.PriceQuantityBuilder, PriceQuantity.PriceQuantityBuilderImpl, PriceQuantity.PriceQuantityImpl -
Field Summary
Fields inherited from interface cdm.product.common.settlement.PriceQuantity
metaData -
Method Summary
Modifier and TypeMethodDescriptionaddPrice(FieldWithMetaPriceSchedule price, int idx) addPrice(List<? extends FieldWithMetaPriceSchedule> price) addPriceValue(PriceSchedule price) addPriceValue(PriceSchedule price, int idx) addPriceValue(List<? extends PriceSchedule> price) addQuantity(FieldWithMetaNonNegativeQuantitySchedule quantity, int idx) addQuantity(List<? extends FieldWithMetaNonNegativeQuantitySchedule> quantity) addQuantityValue(NonNegativeQuantitySchedule quantity) addQuantityValue(NonNegativeQuantitySchedule quantity, int idx) addQuantityValue(List<? extends NonNegativeQuantitySchedule> quantity) Defines the direction of the exchange.Specifies the date at which the price and quantity become effective.com.rosetta.model.metafields.MetaFields.MetaFieldsBuildergetMeta()Specifies the object to be observed for a price, it could be an asset or a reference.com.rosetta.model.metafields.MetaFields.MetaFieldsBuildergetOrCreatePrice(int index) getOrCreateQuantity(int index) getPrice()Specifies a price to be used for trade amounts and other purposes.List<? extends FieldWithMetaNonNegativeQuantitySchedule.FieldWithMetaNonNegativeQuantityScheduleBuilder> Specifies a quantity to be associated with an event, for example a trade amount.Whether the settlement is cash or physical and the corresponding terms.default voidprocess(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor) prune()setBuyerSeller(BuyerSeller buyerSeller) setEffectiveDate(AdjustableOrRelativeDate effectiveDate) setMeta(com.rosetta.model.metafields.MetaFields meta) setObservable(Observable observable) setPrice(List<? extends FieldWithMetaPriceSchedule> price) setPriceValue(List<? extends PriceSchedule> price) setQuantity(List<? extends FieldWithMetaNonNegativeQuantitySchedule> quantity) setQuantityValue(List<? extends NonNegativeQuantitySchedule> quantity) setSettlementTerms(SettlementTerms settlementTerms) Methods inherited from interface cdm.product.common.settlement.PriceQuantity
build, getType, metaData, process, toBuilderMethods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosettaMethods inherited from interface com.rosetta.model.lib.RosettaModelObjectBuilder
getIndex, hasData, merge, processRosetta, processRosetta
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Method Details
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getOrCreatePrice
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getPrice
List<? extends FieldWithMetaPriceSchedule.FieldWithMetaPriceScheduleBuilder> getPrice()Description copied from interface:PriceQuantitySpecifies a price to be used for trade amounts and other purposes.- Specified by:
getPricein interfacePriceQuantity
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getOrCreateQuantity
FieldWithMetaNonNegativeQuantitySchedule.FieldWithMetaNonNegativeQuantityScheduleBuilder getOrCreateQuantity(int index) -
getQuantity
List<? extends FieldWithMetaNonNegativeQuantitySchedule.FieldWithMetaNonNegativeQuantityScheduleBuilder> getQuantity()Description copied from interface:PriceQuantitySpecifies a quantity to be associated with an event, for example a trade amount.- Specified by:
getQuantityin interfacePriceQuantity
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getOrCreateObservable
Observable.ObservableBuilder getOrCreateObservable() -
getObservable
Observable.ObservableBuilder getObservable()Description copied from interface:PriceQuantitySpecifies the object to be observed for a price, it could be an asset or a reference. The cardinality is optional as some quantity / price cases have no observable (e.g. a notional and a fixed rate in a given currency).- Specified by:
getObservablein interfacePriceQuantity
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getOrCreateBuyerSeller
BuyerSeller.BuyerSellerBuilder getOrCreateBuyerSeller() -
getBuyerSeller
BuyerSeller.BuyerSellerBuilder getBuyerSeller()Description copied from interface:PriceQuantityDefines the direction of the exchange. The convention is that the buyer receives the quantity / pays the price, whereas the seller receives the price / pays the quantity. Attribute is optional in case the price/quantity settlement is defined as part of the product mechanics.- Specified by:
getBuyerSellerin interfacePriceQuantity
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getOrCreateSettlementTerms
SettlementTerms.SettlementTermsBuilder getOrCreateSettlementTerms() -
getSettlementTerms
SettlementTerms.SettlementTermsBuilder getSettlementTerms()Description copied from interface:PriceQuantityWhether the settlement is cash or physical and the corresponding terms. Attribute is optional in case the price/quantity settlement is defined as part of the product mechanics.- Specified by:
getSettlementTermsin interfacePriceQuantity
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getOrCreateEffectiveDate
AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder getOrCreateEffectiveDate() -
getEffectiveDate
AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder getEffectiveDate()Description copied from interface:PriceQuantitySpecifies the date at which the price and quantity become effective. This day may be subject to adjustment in accordance with a business day convention, or could be specified as relative to a trade date, for instance. Optional cardinality, as the effective date is usually specified in the product definition, so it may only need to be specified as part of the PriceQuantity in an increase/decrease scenario for an existing trade.- Specified by:
getEffectiveDatein interfacePriceQuantity
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getOrCreateMeta
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getOrCreateMeta()- Specified by:
getOrCreateMetain interfacecom.rosetta.model.lib.GlobalKey.GlobalKeyBuilder
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getMeta
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getMeta()- Specified by:
getMetain interfacecom.rosetta.model.lib.GlobalKey- Specified by:
getMetain interfacecom.rosetta.model.lib.GlobalKey.GlobalKeyBuilder- Specified by:
getMetain interfacePriceQuantity
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addPrice
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addPrice
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addPriceValue
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addPriceValue
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addPrice
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setPrice
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addPriceValue
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setPriceValue
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addQuantity
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addQuantity
PriceQuantity.PriceQuantityBuilder addQuantity(FieldWithMetaNonNegativeQuantitySchedule quantity, int idx) -
addQuantityValue
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addQuantityValue
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addQuantity
PriceQuantity.PriceQuantityBuilder addQuantity(List<? extends FieldWithMetaNonNegativeQuantitySchedule> quantity) -
setQuantity
PriceQuantity.PriceQuantityBuilder setQuantity(List<? extends FieldWithMetaNonNegativeQuantitySchedule> quantity) -
addQuantityValue
PriceQuantity.PriceQuantityBuilder addQuantityValue(List<? extends NonNegativeQuantitySchedule> quantity) -
setQuantityValue
PriceQuantity.PriceQuantityBuilder setQuantityValue(List<? extends NonNegativeQuantitySchedule> quantity) -
setObservable
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setBuyerSeller
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setSettlementTerms
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setEffectiveDate
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setMeta
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process
default void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor) - Specified by:
processin interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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prune
- Specified by:
prunein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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