Package cdm.product.template

Interface Payout

All Superinterfaces:
com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
Payout.PayoutBuilder
All Known Implementing Classes:
Payout.PayoutBuilderImpl, Payout.PayoutImpl
@RosettaDataType(value="Payout", builder=PayoutBuilderImpl.class, version="5.30.0") @RuneDataType(value="Payout", model="cdm", builder=PayoutBuilderImpl.class, version="5.30.0") public interface Payout extends com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.GlobalKey
A class to represent the set of future cashflow methodologies in the form of specific payout class(es) that can be associated for the purpose of specifying a financial product. For example, two interest rate payouts can be combined to specify an interest rate swap, or one interest rate payout can be combined with a credit default payout to specify a credit default swap.
Version:
5.30.0

  • Field Details

  • Method Details

    • getInterestRatePayout

      List<? extends InterestRatePayout> getInterestRatePayout()
      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).

    • getCreditDefaultPayout

      CreditDefaultPayout 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.

    • getOptionPayout

      List<? extends OptionPayout> getOptionPayout()
      The option payout.

    • getCommodityPayout

      List<? extends CommodityPayout> getCommodityPayout()
      Defines the payout for the floating leg of a Commodity Swap.

    • getForwardPayout

      List<? extends ForwardPayout> getForwardPayout()
      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.

    • getFixedPricePayout

      List<? extends FixedPricePayout> getFixedPricePayout()
      Defines a payout in which one or more payouts are defined as a fixed price.

    • getSecurityPayout

      List<? extends SecurityPayout> getSecurityPayout()
      The security payout when the product involves some form of securities, such as collateral in a securities financing transaction

    • getCashflow

      List<? extends Cashflow> getCashflow()
      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.

    • getPerformancePayout

      List<? extends PerformancePayout> getPerformancePayout()
      The performance payout, which encompasses the equity price returns, dividend returns, volatility return, variance return and correlation provisions.

    • getAssetPayout

      List<? extends AssetPayout> getAssetPayout()
      The security payout when the product involves some form of securities, such as collateral in a securities financing transaction

    • getMeta

      com.rosetta.model.metafields.MetaFields getMeta()
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey

    • build

      Payout build()
      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      Payout.PayoutBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static Payout.PayoutBuilder builder()

    • metaData

      default com.rosetta.model.lib.meta.RosettaMetaData<? extends Payout> metaData()
      Utility Methods
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject

    • getType

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