Package cdm.product.template

Interface ConstituentWeight

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

ConstituentWeight.ConstituentWeightBuilder

All Known Implementing Classes:

ConstituentWeight.ConstituentWeightBuilderImpl, ConstituentWeight.ConstituentWeightImpl

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

A class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	ConstituentWeight.ConstituentWeightBuilder	Builder Interface
static class	ConstituentWeight.ConstituentWeightBuilderImpl	Builder Implementation of ConstituentWeight
static class	ConstituentWeight.ConstituentWeightImpl	Immutable Implementation of ConstituentWeight

Field Summary

Fields

Modifier and Type	Field	Description
static final ConstituentWeightMeta	metaData

Method Summary

Modifier and Type	Method	Description
ConstituentWeight	build()	Build Methods
static ConstituentWeight.ConstituentWeightBuilder	builder()
BigDecimal	getBasketPercentage()	The relative weight of each respective basket constituent, expressed in percentage.
BigDecimal	getOpenUnits()	The number of units (index or securities) that constitute the underlier of the swap.
default Class<? extends ConstituentWeight>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends ConstituentWeight>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
ConstituentWeight.ConstituentWeightBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final ConstituentWeightMeta metaData

Method Details

getOpenUnits

BigDecimal getOpenUnits()

The number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this element is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.

getBasketPercentage

BigDecimal getBasketPercentage()

The relative weight of each respective basket constituent, expressed in percentage. A basket percentage of 5% would be represented as 0.05.

build

ConstituentWeight build()

Build Methods

Specified by:

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

toBuilder

ConstituentWeight.ConstituentWeightBuilder toBuilder()

Specified by:

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

builder

static ConstituentWeight.ConstituentWeightBuilder builder()

metaData

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

Utility Methods

Specified by:

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

getType

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