Package cdm.product.common.settlement

Interface ResolvablePriceQuantity.ResolvablePriceQuantityBuilder

All Superinterfaces:

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

All Known Implementing Classes:

ResolvablePriceQuantity.ResolvablePriceQuantityBuilderImpl

Enclosing interface:

ResolvablePriceQuantity

public static interface ResolvablePriceQuantity.ResolvablePriceQuantityBuilder
extends ResolvablePriceQuantity, com.rosetta.model.lib.RosettaModelObjectBuilder, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Builder Interface

Nested Class Summary

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

com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

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

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder, ResolvablePriceQuantity.ResolvablePriceQuantityBuilderImpl, ResolvablePriceQuantity.ResolvablePriceQuantityImpl

Field Summary

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

metaData

Method Summary

Modifier and Type	Method	Description
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	addPriceSchedule(ReferenceWithMetaPriceSchedule priceSchedule)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	addPriceSchedule(ReferenceWithMetaPriceSchedule priceSchedule, int idx)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	addPriceSchedule(List<? extends ReferenceWithMetaPriceSchedule> priceSchedule)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	addPriceScheduleValue(PriceSchedule priceSchedule)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	addPriceScheduleValue(PriceSchedule priceSchedule, int idx)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	addPriceScheduleValue(List<? extends PriceSchedule> priceSchedule)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	addQuantityCumulation(CumulationFeature quantityCumulation)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	addQuantityCumulation(CumulationFeature quantityCumulation, int idx)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	addQuantityCumulation(List<? extends CumulationFeature> quantityCumulation)
FutureValueAmount.FutureValueAmountBuilder	getFutureValueNotional()	The future value notional is specific to BRL CDI swaps, and is specified alongside the notional amount.
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getMeta()
FutureValueAmount.FutureValueAmountBuilder	getOrCreateFutureValueNotional()
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getOrCreateMeta()
ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder	getOrCreatePriceSchedule(int index)
CumulationFeature.CumulationFeatureBuilder	getOrCreateQuantityCumulation(int index)
QuantityMultiplier.QuantityMultiplierBuilder	getOrCreateQuantityMultiplier()
ReferenceWithMetaResolvablePriceQuantity.ReferenceWithMetaResolvablePriceQuantityBuilder	getOrCreateQuantityReference()
ReferenceWithMetaNonNegativeQuantitySchedule.ReferenceWithMetaNonNegativeQuantityScheduleBuilder	getOrCreateQuantitySchedule()
Quantity.QuantityBuilder	getOrCreateResolvedQuantity()
List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder>	getPriceSchedule()	A payout's price specified as a schedule, which may also contain a single value if that price is constant.
List<? extends CumulationFeature.CumulationFeatureBuilder>	getQuantityCumulation()	Describe provisions which define how the quantity is incremented over time.
QuantityMultiplier.QuantityMultiplierBuilder	getQuantityMultiplier()	Quantity multiplier is specified on top of a reference quantity and is used as a multiplying factor when resolving the quantity.
ReferenceWithMetaResolvablePriceQuantity.ReferenceWithMetaResolvablePriceQuantityBuilder	getQuantityReference()	Reference quantity when resolvable quantity is defined as relative to another (resolvable) quantity.
ReferenceWithMetaNonNegativeQuantitySchedule.ReferenceWithMetaNonNegativeQuantityScheduleBuilder	getQuantitySchedule()	A payout's quantity specified as a schedule, which may also contain a single value if that quantity is constant.
Quantity.QuantityBuilder	getResolvedQuantity()	A product's quantity as a single, non-negative amount.
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	prune()
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	setFutureValueNotional(FutureValueAmount futureValueNotional)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	setMeta(com.rosetta.model.metafields.MetaFields meta)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	setPriceSchedule(List<? extends ReferenceWithMetaPriceSchedule> priceSchedule)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	setPriceScheduleValue(List<? extends PriceSchedule> priceSchedule)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	setQuantityCumulation(List<? extends CumulationFeature> quantityCumulation)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	setQuantityMultiplier(QuantityMultiplier quantityMultiplier)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	setQuantityReference(ReferenceWithMetaResolvablePriceQuantity quantityReference)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	setQuantityReferenceValue(ResolvablePriceQuantity quantityReference)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	setQuantitySchedule(ReferenceWithMetaNonNegativeQuantitySchedule quantitySchedule)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	setQuantityScheduleValue(NonNegativeQuantitySchedule quantitySchedule)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	setReset(Boolean reset)
ResolvablePriceQuantity.ResolvablePriceQuantityBuilder	setResolvedQuantity(Quantity resolvedQuantity)

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

build, getReset, 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

getOrCreateQuantityCumulation

CumulationFeature.CumulationFeatureBuilder getOrCreateQuantityCumulation(int index)

getQuantityCumulation

List<? extends CumulationFeature.CumulationFeatureBuilder> getQuantityCumulation()

Description copied from interface: ResolvablePriceQuantity

Describe provisions which define how the quantity is incremented over time.

Specified by:

getQuantityCumulation in interface ResolvablePriceQuantity

getOrCreateResolvedQuantity

Quantity.QuantityBuilder getOrCreateResolvedQuantity()

getResolvedQuantity

Quantity.QuantityBuilder getResolvedQuantity()

Description copied from interface: ResolvablePriceQuantity

A product's quantity as a single, non-negative amount. When specified as part of a product definition, this quantity attribute would not be set. Instead it is specified on the quantity notation along with an asset identifier matching this payout's asset identifier. This allows the quantity to be resolved for a payout leg, which can then be specified here for convenience during data processing. There needs to be at least one resolvable quantity across payout legs of a product to define an anchor that other payout quantities can refer to. This attribute is ignored when mapping existing FpML messages.

Specified by:

getResolvedQuantity in interface ResolvablePriceQuantity

getOrCreateQuantitySchedule

ReferenceWithMetaNonNegativeQuantitySchedule.ReferenceWithMetaNonNegativeQuantityScheduleBuilder getOrCreateQuantitySchedule()

getQuantitySchedule

ReferenceWithMetaNonNegativeQuantitySchedule.ReferenceWithMetaNonNegativeQuantityScheduleBuilder getQuantitySchedule()

Description copied from interface: ResolvablePriceQuantity

A payout's quantity specified as a schedule, which may also contain a single value if that quantity is constant. There can only be a single quantity schedule applicable to a payout: e.g. the notional for an interest rate leg. The quantity must be specified outside of the payout in a PriceQuantity object and only referenced inside the payout using an address.

Specified by:

getQuantitySchedule in interface ResolvablePriceQuantity

getOrCreateQuantityReference

ReferenceWithMetaResolvablePriceQuantity.ReferenceWithMetaResolvablePriceQuantityBuilder getOrCreateQuantityReference()

getQuantityReference

ReferenceWithMetaResolvablePriceQuantity.ReferenceWithMetaResolvablePriceQuantityBuilder getQuantityReference()

Description copied from interface: ResolvablePriceQuantity

Reference quantity when resolvable quantity is defined as relative to another (resolvable) quantity. A resolvable quantity needs to contain either an absolute quantity or a reference to another (resolvable) quantity. This requirement is captured by a choice rule on the class.

Specified by:

getQuantityReference in interface ResolvablePriceQuantity

getOrCreateQuantityMultiplier

QuantityMultiplier.QuantityMultiplierBuilder getOrCreateQuantityMultiplier()

getQuantityMultiplier

QuantityMultiplier.QuantityMultiplierBuilder getQuantityMultiplier()

Description copied from interface: ResolvablePriceQuantity

Quantity multiplier is specified on top of a reference quantity and is used as a multiplying factor when resolving the quantity. A quantity multiplier can only exist when the resolvable quantity specifies a reference quantity.

Specified by:

getQuantityMultiplier in interface ResolvablePriceQuantity

getOrCreateFutureValueNotional

FutureValueAmount.FutureValueAmountBuilder getOrCreateFutureValueNotional()

getFutureValueNotional

FutureValueAmount.FutureValueAmountBuilder getFutureValueNotional()

Description copied from interface: ResolvablePriceQuantity

The future value notional is specific to BRL CDI swaps, and is specified alongside the notional amount. The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency should always match that expressed in the notional schedule. The value date should match the adjusted termination date.

Specified by:

getFutureValueNotional in interface ResolvablePriceQuantity

getOrCreatePriceSchedule

ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder getOrCreatePriceSchedule(int index)

getPriceSchedule

List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder> getPriceSchedule()

Description copied from interface: ResolvablePriceQuantity

A payout's price specified as a schedule, which may also contain a single value if that price is constant. There may be multiple prices specified for a single payout: e.g. a floating interest rate leg may specify a spread, a cap and/or floor and a multiplier. The price must be specified outside of the payout in a PriceQuantity object and only referenced inside the payout using an address.

Specified by:

getPriceSchedule in interface ResolvablePriceQuantity

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 com.rosetta.model.lib.GlobalKey

Specified by:

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

Specified by:

getMeta in interface ResolvablePriceQuantity

addQuantityCumulation

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder addQuantityCumulation(CumulationFeature quantityCumulation)

addQuantityCumulation

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder addQuantityCumulation(CumulationFeature quantityCumulation,
 int idx)

addQuantityCumulation

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder addQuantityCumulation(List<? extends CumulationFeature> quantityCumulation)

setQuantityCumulation

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder setQuantityCumulation(List<? extends CumulationFeature> quantityCumulation)

setResolvedQuantity

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder setResolvedQuantity(Quantity resolvedQuantity)

setQuantitySchedule

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder setQuantitySchedule(ReferenceWithMetaNonNegativeQuantitySchedule quantitySchedule)

setQuantityScheduleValue

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder setQuantityScheduleValue(NonNegativeQuantitySchedule quantitySchedule)

setQuantityReference

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder setQuantityReference(ReferenceWithMetaResolvablePriceQuantity quantityReference)

setQuantityReferenceValue

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder setQuantityReferenceValue(ResolvablePriceQuantity quantityReference)

setQuantityMultiplier

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder setQuantityMultiplier(QuantityMultiplier quantityMultiplier)

setReset

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder setReset(Boolean reset)

setFutureValueNotional

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder setFutureValueNotional(FutureValueAmount futureValueNotional)

addPriceSchedule

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder addPriceSchedule(ReferenceWithMetaPriceSchedule priceSchedule)

addPriceSchedule

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder addPriceSchedule(ReferenceWithMetaPriceSchedule priceSchedule,
 int idx)

addPriceScheduleValue

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder addPriceScheduleValue(PriceSchedule priceSchedule)

addPriceScheduleValue

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder addPriceScheduleValue(PriceSchedule priceSchedule,
 int idx)

addPriceSchedule

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder addPriceSchedule(List<? extends ReferenceWithMetaPriceSchedule> priceSchedule)

setPriceSchedule

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder setPriceSchedule(List<? extends ReferenceWithMetaPriceSchedule> priceSchedule)

addPriceScheduleValue

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder addPriceScheduleValue(List<? extends PriceSchedule> priceSchedule)

setPriceScheduleValue

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder setPriceScheduleValue(List<? extends PriceSchedule> priceSchedule)

setMeta

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder 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

ResolvablePriceQuantity.ResolvablePriceQuantityBuilder prune()

Specified by:

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