Package cdm.product.template

Interface Payout.PayoutBuilder

All Superinterfaces:

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

All Known Implementing Classes:

Payout.PayoutBuilderImpl

Enclosing interface:

Payout

public static interface Payout.PayoutBuilder
extends Payout, 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.template.Payout

Payout.PayoutBuilder, Payout.PayoutBuilderImpl, Payout.PayoutImpl

Field Summary

Fields inherited from interface cdm.product.template.Payout

metaData

Method Summary

Modifier and Type	Method	Description
Payout.PayoutBuilder	addAssetPayout(AssetPayout assetPayout)
Payout.PayoutBuilder	addAssetPayout(AssetPayout assetPayout, int idx)
Payout.PayoutBuilder	addAssetPayout(List<? extends AssetPayout> assetPayout)
Payout.PayoutBuilder	addCashflow(Cashflow cashflow)
Payout.PayoutBuilder	addCashflow(Cashflow cashflow, int idx)
Payout.PayoutBuilder	addCashflow(List<? extends Cashflow> cashflow)
Payout.PayoutBuilder	addCommodityPayout(CommodityPayout commodityPayout)
Payout.PayoutBuilder	addCommodityPayout(CommodityPayout commodityPayout, int idx)
Payout.PayoutBuilder	addCommodityPayout(List<? extends CommodityPayout> commodityPayout)
Payout.PayoutBuilder	addFixedPricePayout(FixedPricePayout fixedPricePayout)
Payout.PayoutBuilder	addFixedPricePayout(FixedPricePayout fixedPricePayout, int idx)
Payout.PayoutBuilder	addFixedPricePayout(List<? extends FixedPricePayout> fixedPricePayout)
Payout.PayoutBuilder	addForwardPayout(ForwardPayout forwardPayout)
Payout.PayoutBuilder	addForwardPayout(ForwardPayout forwardPayout, int idx)
Payout.PayoutBuilder	addForwardPayout(List<? extends ForwardPayout> forwardPayout)
Payout.PayoutBuilder	addInterestRatePayout(InterestRatePayout interestRatePayout)
Payout.PayoutBuilder	addInterestRatePayout(InterestRatePayout interestRatePayout, int idx)
Payout.PayoutBuilder	addInterestRatePayout(List<? extends InterestRatePayout> interestRatePayout)
Payout.PayoutBuilder	addOptionPayout(OptionPayout optionPayout)
Payout.PayoutBuilder	addOptionPayout(OptionPayout optionPayout, int idx)
Payout.PayoutBuilder	addOptionPayout(List<? extends OptionPayout> optionPayout)
Payout.PayoutBuilder	addPerformancePayout(PerformancePayout performancePayout)
Payout.PayoutBuilder	addPerformancePayout(PerformancePayout performancePayout, int idx)
Payout.PayoutBuilder	addPerformancePayout(List<? extends PerformancePayout> performancePayout)
Payout.PayoutBuilder	addSecurityPayout(SecurityPayout securityPayout)
Payout.PayoutBuilder	addSecurityPayout(SecurityPayout securityPayout, int idx)
Payout.PayoutBuilder	addSecurityPayout(List<? extends SecurityPayout> securityPayout)
List<? extends AssetPayout.AssetPayoutBuilder>	getAssetPayout()	The security payout when the product involves some form of securities, such as collateral in a securities financing transaction
List<? extends Cashflow.CashflowBuilder>	getCashflow()	A cashflow between the parties to the trade.
List<? extends CommodityPayout.CommodityPayoutBuilder>	getCommodityPayout()	Defines the payout for the floating leg of a Commodity Swap.
CreditDefaultPayout.CreditDefaultPayoutBuilder	getCreditDefaultPayout()	The credit default payout, which provides the details necessary for determining when a credit payout will be triggered as well as the parameters for calculating the payout and the settlement terms.
List<? extends FixedPricePayout.FixedPricePayoutBuilder>	getFixedPricePayout()	Defines a payout in which one or more payouts are defined as a fixed price.
List<? extends ForwardPayout.ForwardPayoutBuilder>	getForwardPayout()	Represents a forward settling payout.
List<? extends InterestRatePayout.InterestRatePayoutBuilder>	getInterestRatePayout()	All of the terms necessary to define and calculate a cash flow based on a fixed, a floating or an inflation index rate.
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getMeta()
List<? extends OptionPayout.OptionPayoutBuilder>	getOptionPayout()	The option payout.
AssetPayout.AssetPayoutBuilder	getOrCreateAssetPayout(int index)
Cashflow.CashflowBuilder	getOrCreateCashflow(int index)
CommodityPayout.CommodityPayoutBuilder	getOrCreateCommodityPayout(int index)
CreditDefaultPayout.CreditDefaultPayoutBuilder	getOrCreateCreditDefaultPayout()
FixedPricePayout.FixedPricePayoutBuilder	getOrCreateFixedPricePayout(int index)
ForwardPayout.ForwardPayoutBuilder	getOrCreateForwardPayout(int index)
InterestRatePayout.InterestRatePayoutBuilder	getOrCreateInterestRatePayout(int index)
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getOrCreateMeta()
OptionPayout.OptionPayoutBuilder	getOrCreateOptionPayout(int index)
PerformancePayout.PerformancePayoutBuilder	getOrCreatePerformancePayout(int index)
SecurityPayout.SecurityPayoutBuilder	getOrCreateSecurityPayout(int index)
List<? extends PerformancePayout.PerformancePayoutBuilder>	getPerformancePayout()	The performance payout, which encompasses the equity price returns, dividend returns, volatility return, variance return and correlation provisions.
List<? extends SecurityPayout.SecurityPayoutBuilder>	getSecurityPayout()	The security payout when the product involves some form of securities, such as collateral in a securities financing transaction
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
Payout.PayoutBuilder	prune()
Payout.PayoutBuilder	setAssetPayout(List<? extends AssetPayout> assetPayout)
Payout.PayoutBuilder	setCashflow(List<? extends Cashflow> cashflow)
Payout.PayoutBuilder	setCommodityPayout(List<? extends CommodityPayout> commodityPayout)
Payout.PayoutBuilder	setCreditDefaultPayout(CreditDefaultPayout creditDefaultPayout)
Payout.PayoutBuilder	setFixedPricePayout(List<? extends FixedPricePayout> fixedPricePayout)
Payout.PayoutBuilder	setForwardPayout(List<? extends ForwardPayout> forwardPayout)
Payout.PayoutBuilder	setInterestRatePayout(List<? extends InterestRatePayout> interestRatePayout)
Payout.PayoutBuilder	setMeta(com.rosetta.model.metafields.MetaFields meta)
Payout.PayoutBuilder	setOptionPayout(List<? extends OptionPayout> optionPayout)
Payout.PayoutBuilder	setPerformancePayout(List<? extends PerformancePayout> performancePayout)
Payout.PayoutBuilder	setSecurityPayout(List<? extends SecurityPayout> securityPayout)

Methods inherited from interface cdm.product.template.Payout

build, 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

getOrCreateInterestRatePayout

InterestRatePayout.InterestRatePayoutBuilder getOrCreateInterestRatePayout(int index)

getInterestRatePayout

List<? extends InterestRatePayout.InterestRatePayoutBuilder> getInterestRatePayout()

Description copied from interface: Payout

All of the terms necessary to define and calculate a cash flow based on a fixed, a floating or an inflation index rate. The interest rate payout can be applied to interest rate swaps and FRA (which both have two associated interest rate payouts), credit default swaps (to represent the fee leg when subject to periodic payments) and equity swaps (to represent the funding leg).

Specified by:

getInterestRatePayout in interface Payout

getOrCreateCreditDefaultPayout

CreditDefaultPayout.CreditDefaultPayoutBuilder getOrCreateCreditDefaultPayout()

getCreditDefaultPayout

CreditDefaultPayout.CreditDefaultPayoutBuilder getCreditDefaultPayout()

Description copied from interface: Payout

The credit default payout, which provides the details necessary for determining when a credit payout will be triggered as well as the parameters for calculating the payout and the settlement terms.

Specified by:

getCreditDefaultPayout in interface Payout

getOrCreateOptionPayout

OptionPayout.OptionPayoutBuilder getOrCreateOptionPayout(int index)

getOptionPayout

List<? extends OptionPayout.OptionPayoutBuilder> getOptionPayout()

Description copied from interface: Payout

The option payout.

Specified by:

getOptionPayout in interface Payout

getOrCreateCommodityPayout

CommodityPayout.CommodityPayoutBuilder getOrCreateCommodityPayout(int index)

getCommodityPayout

List<? extends CommodityPayout.CommodityPayoutBuilder> getCommodityPayout()

Description copied from interface: Payout

Defines the payout for the floating leg of a Commodity Swap.

Specified by:

getCommodityPayout in interface Payout

getOrCreateForwardPayout

ForwardPayout.ForwardPayoutBuilder getOrCreateForwardPayout(int index)

getForwardPayout

List<? extends ForwardPayout.ForwardPayoutBuilder> getForwardPayout()

Description copied from interface: Payout

Represents a forward settling payout. The 'Underlier' attribute captures the underlying payout, which is settled according to the 'SettlementTerms' attribute. Both FX Spot and FX Forward should use this component.

Specified by:

getForwardPayout in interface Payout

getOrCreateFixedPricePayout

FixedPricePayout.FixedPricePayoutBuilder getOrCreateFixedPricePayout(int index)

getFixedPricePayout

List<? extends FixedPricePayout.FixedPricePayoutBuilder> getFixedPricePayout()

Description copied from interface: Payout

Defines a payout in which one or more payouts are defined as a fixed price.

Specified by:

getFixedPricePayout in interface Payout

getOrCreateSecurityPayout

SecurityPayout.SecurityPayoutBuilder getOrCreateSecurityPayout(int index)

getSecurityPayout

List<? extends SecurityPayout.SecurityPayoutBuilder> getSecurityPayout()

Description copied from interface: Payout

The security payout when the product involves some form of securities, such as collateral in a securities financing transaction

Specified by:

getSecurityPayout in interface Payout

getOrCreateCashflow

Cashflow.CashflowBuilder getOrCreateCashflow(int index)

getCashflow

List<? extends Cashflow.CashflowBuilder> getCashflow()

Description copied from interface: Payout

A cashflow between the parties to the trade. For interest rate and equity products, this corresponds to the FpML additionalPayment element. For credit default swaps, this corresponds to the FpML initialPayment element and the singlePayment element of the fee leg. For option products, it represents the FpML premium element.

Specified by:

getCashflow in interface Payout

getOrCreatePerformancePayout

PerformancePayout.PerformancePayoutBuilder getOrCreatePerformancePayout(int index)

getPerformancePayout

List<? extends PerformancePayout.PerformancePayoutBuilder> getPerformancePayout()

Description copied from interface: Payout

The performance payout, which encompasses the equity price returns, dividend returns, volatility return, variance return and correlation provisions.

Specified by:

getPerformancePayout in interface Payout

getOrCreateAssetPayout

AssetPayout.AssetPayoutBuilder getOrCreateAssetPayout(int index)

getAssetPayout

List<? extends AssetPayout.AssetPayoutBuilder> getAssetPayout()

Description copied from interface: Payout

The security payout when the product involves some form of securities, such as collateral in a securities financing transaction

Specified by:

getAssetPayout in interface Payout

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 Payout

addInterestRatePayout

Payout.PayoutBuilder addInterestRatePayout(InterestRatePayout interestRatePayout)

addInterestRatePayout

Payout.PayoutBuilder addInterestRatePayout(InterestRatePayout interestRatePayout,
 int idx)

addInterestRatePayout

Payout.PayoutBuilder addInterestRatePayout(List<? extends InterestRatePayout> interestRatePayout)

setInterestRatePayout

Payout.PayoutBuilder setInterestRatePayout(List<? extends InterestRatePayout> interestRatePayout)

setCreditDefaultPayout

Payout.PayoutBuilder setCreditDefaultPayout(CreditDefaultPayout creditDefaultPayout)

addOptionPayout

Payout.PayoutBuilder addOptionPayout(OptionPayout optionPayout)

addOptionPayout

Payout.PayoutBuilder addOptionPayout(OptionPayout optionPayout,
 int idx)

addOptionPayout

Payout.PayoutBuilder addOptionPayout(List<? extends OptionPayout> optionPayout)

setOptionPayout

Payout.PayoutBuilder setOptionPayout(List<? extends OptionPayout> optionPayout)

addCommodityPayout

Payout.PayoutBuilder addCommodityPayout(CommodityPayout commodityPayout)

addCommodityPayout

Payout.PayoutBuilder addCommodityPayout(CommodityPayout commodityPayout,
 int idx)

addCommodityPayout

Payout.PayoutBuilder addCommodityPayout(List<? extends CommodityPayout> commodityPayout)

setCommodityPayout

Payout.PayoutBuilder setCommodityPayout(List<? extends CommodityPayout> commodityPayout)

addForwardPayout

Payout.PayoutBuilder addForwardPayout(ForwardPayout forwardPayout)

addForwardPayout

Payout.PayoutBuilder addForwardPayout(ForwardPayout forwardPayout,
 int idx)

addForwardPayout

Payout.PayoutBuilder addForwardPayout(List<? extends ForwardPayout> forwardPayout)

setForwardPayout

Payout.PayoutBuilder setForwardPayout(List<? extends ForwardPayout> forwardPayout)

addFixedPricePayout

Payout.PayoutBuilder addFixedPricePayout(FixedPricePayout fixedPricePayout)

addFixedPricePayout

Payout.PayoutBuilder addFixedPricePayout(FixedPricePayout fixedPricePayout,
 int idx)

addFixedPricePayout

Payout.PayoutBuilder addFixedPricePayout(List<? extends FixedPricePayout> fixedPricePayout)

setFixedPricePayout

Payout.PayoutBuilder setFixedPricePayout(List<? extends FixedPricePayout> fixedPricePayout)

addSecurityPayout

Payout.PayoutBuilder addSecurityPayout(SecurityPayout securityPayout)

addSecurityPayout

Payout.PayoutBuilder addSecurityPayout(SecurityPayout securityPayout,
 int idx)

addSecurityPayout

Payout.PayoutBuilder addSecurityPayout(List<? extends SecurityPayout> securityPayout)

setSecurityPayout

Payout.PayoutBuilder setSecurityPayout(List<? extends SecurityPayout> securityPayout)

addCashflow

Payout.PayoutBuilder addCashflow(Cashflow cashflow)

addCashflow

Payout.PayoutBuilder addCashflow(Cashflow cashflow,
 int idx)

addCashflow

Payout.PayoutBuilder addCashflow(List<? extends Cashflow> cashflow)

setCashflow

Payout.PayoutBuilder setCashflow(List<? extends Cashflow> cashflow)

addPerformancePayout

Payout.PayoutBuilder addPerformancePayout(PerformancePayout performancePayout)

addPerformancePayout

Payout.PayoutBuilder addPerformancePayout(PerformancePayout performancePayout,
 int idx)

addPerformancePayout

Payout.PayoutBuilder addPerformancePayout(List<? extends PerformancePayout> performancePayout)

setPerformancePayout

Payout.PayoutBuilder setPerformancePayout(List<? extends PerformancePayout> performancePayout)

addAssetPayout

Payout.PayoutBuilder addAssetPayout(AssetPayout assetPayout)

addAssetPayout

Payout.PayoutBuilder addAssetPayout(AssetPayout assetPayout,
 int idx)

addAssetPayout

Payout.PayoutBuilder addAssetPayout(List<? extends AssetPayout> assetPayout)

setAssetPayout

Payout.PayoutBuilder setAssetPayout(List<? extends AssetPayout> assetPayout)

setMeta

Payout.PayoutBuilder 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

Payout.PayoutBuilder prune()

Specified by:

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