Package cdm.product.template

Interface PerformancePayout.PerformancePayoutBuilder

All Superinterfaces:

com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder, PayoutBase, PayoutBase.PayoutBaseBuilder, PerformancePayout, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

All Known Implementing Classes:

PerformancePayout.PerformancePayoutBuilderImpl

Enclosing interface:

PerformancePayout

public static interface PerformancePayout.PerformancePayoutBuilder
extends PerformancePayout, PayoutBase.PayoutBaseBuilder, 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.PayoutBase

PayoutBase.PayoutBaseBuilder, PayoutBase.PayoutBaseBuilderImpl, PayoutBase.PayoutBaseImpl

Nested classes/interfaces inherited from interface cdm.product.template.PerformancePayout

PerformancePayout.PerformancePayoutBuilder, PerformancePayout.PerformancePayoutBuilderImpl, PerformancePayout.PerformancePayoutImpl

Field Summary

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

metaData

Fields inherited from interface cdm.product.template.PerformancePayout

metaData

Method Summary

Modifier and Type	Method	Description
PerformancePayout.PerformancePayoutBuilder	addFinalValuationPrice(ReferenceWithMetaPriceSchedule finalValuationPrice)
PerformancePayout.PerformancePayoutBuilder	addFinalValuationPrice(ReferenceWithMetaPriceSchedule finalValuationPrice, int idx)
PerformancePayout.PerformancePayoutBuilder	addFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrice)
PerformancePayout.PerformancePayoutBuilder	addFinalValuationPriceValue(PriceSchedule finalValuationPrice)
PerformancePayout.PerformancePayoutBuilder	addFinalValuationPriceValue(PriceSchedule finalValuationPrice, int idx)
PerformancePayout.PerformancePayoutBuilder	addFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrice)
PerformancePayout.PerformancePayoutBuilder	addFxFeature(FxFeature fxFeature)
PerformancePayout.PerformancePayoutBuilder	addFxFeature(FxFeature fxFeature, int idx)
PerformancePayout.PerformancePayoutBuilder	addFxFeature(List<? extends FxFeature> fxFeature)
PerformancePayout.PerformancePayoutBuilder	addInitialValuationPrice(ReferenceWithMetaPriceSchedule initialValuationPrice)
PerformancePayout.PerformancePayoutBuilder	addInitialValuationPrice(ReferenceWithMetaPriceSchedule initialValuationPrice, int idx)
PerformancePayout.PerformancePayoutBuilder	addInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrice)
PerformancePayout.PerformancePayoutBuilder	addInitialValuationPriceValue(PriceSchedule initialValuationPrice)
PerformancePayout.PerformancePayoutBuilder	addInitialValuationPriceValue(PriceSchedule initialValuationPrice, int idx)
PerformancePayout.PerformancePayoutBuilder	addInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrice)
PerformancePayout.PerformancePayoutBuilder	addInterimValuationPrice(ReferenceWithMetaPriceSchedule interimValuationPrice)
PerformancePayout.PerformancePayoutBuilder	addInterimValuationPrice(ReferenceWithMetaPriceSchedule interimValuationPrice, int idx)
PerformancePayout.PerformancePayoutBuilder	addInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrice)
PerformancePayout.PerformancePayoutBuilder	addInterimValuationPriceValue(PriceSchedule interimValuationPrice)
PerformancePayout.PerformancePayoutBuilder	addInterimValuationPriceValue(PriceSchedule interimValuationPrice, int idx)
PerformancePayout.PerformancePayoutBuilder	addInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrice)
PerformancePayout.PerformancePayoutBuilder	addPortfolioReturnTerms(PortfolioReturnTerms portfolioReturnTerms)
PerformancePayout.PerformancePayoutBuilder	addPortfolioReturnTerms(PortfolioReturnTerms portfolioReturnTerms, int idx)
PerformancePayout.PerformancePayoutBuilder	addPortfolioReturnTerms(List<? extends PortfolioReturnTerms> portfolioReturnTerms)
List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder>	getFinalValuationPrice()	Specifies the net final valuation price(s) of the underlier at Performance Payout level.
List<? extends FxFeature.FxFeatureBuilder>	getFxFeature()	Defines quanto or composite FX features that are included in the swap leg.
List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder>	getInitialValuationPrice()	Specifies the net initial valuation price(s) of the underlier at Performance Payout level.
List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder>	getInterimValuationPrice()	Specifies the net initial valuation price(s) of the underlier at Performance Payout level.
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getMeta()
ObservationTerms.ObservationTermsBuilder	getObservationTerms()	Defines how and when a performance type option or performance type swap is to be observed.
ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder	getOrCreateFinalValuationPrice(int index)
FxFeature.FxFeatureBuilder	getOrCreateFxFeature(int index)
ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder	getOrCreateInitialValuationPrice(int index)
ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder	getOrCreateInterimValuationPrice(int index)
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getOrCreateMeta()
ObservationTerms.ObservationTermsBuilder	getOrCreateObservationTerms()
PaymentDates.PaymentDatesBuilder	getOrCreatePaymentDates()
PortfolioReturnTerms.PortfolioReturnTermsBuilder	getOrCreatePortfolioReturnTerms(int index)
ReturnTerms.ReturnTermsBuilder	getOrCreateReturnTerms()
Product.ProductBuilder	getOrCreateUnderlier()
ValuationDates.ValuationDatesBuilder	getOrCreateValuationDates()
PaymentDates.PaymentDatesBuilder	getPaymentDates()	Defines the payment date schedule, as defined by the parameters that are needed to specify it, either in a parametric way or by reference to another schedule of dates (e.g. the valuation dates).
List<? extends PortfolioReturnTerms.PortfolioReturnTermsBuilder>	getPortfolioReturnTerms()	Specifies an individual type of return of a Performance Payout, when such individual return is part of an aggregation of multiple similar returns, at Performance Payout level
ReturnTerms.ReturnTermsBuilder	getReturnTerms()	Specifies the type of return of a performance payout.
Product.ProductBuilder	getUnderlier()	Identifies the underlying product that is referenced for pricing of the applicable leg in a swap.
ValuationDates.ValuationDatesBuilder	getValuationDates()	Defines how and when a performance type option or performance type swap is to be valued, including both interim and final valuation.
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
PerformancePayout.PerformancePayoutBuilder	prune()
PerformancePayout.PerformancePayoutBuilder	setFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrice)
PerformancePayout.PerformancePayoutBuilder	setFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrice)
PerformancePayout.PerformancePayoutBuilder	setFxFeature(List<? extends FxFeature> fxFeature)
PerformancePayout.PerformancePayoutBuilder	setInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrice)
PerformancePayout.PerformancePayoutBuilder	setInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrice)
PerformancePayout.PerformancePayoutBuilder	setInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrice)
PerformancePayout.PerformancePayoutBuilder	setInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrice)
PerformancePayout.PerformancePayoutBuilder	setMeta(com.rosetta.model.metafields.MetaFields meta)
PerformancePayout.PerformancePayoutBuilder	setObservationTerms(ObservationTerms observationTerms)
PerformancePayout.PerformancePayoutBuilder	setPayerReceiver(PayerReceiver payerReceiver)
PerformancePayout.PerformancePayoutBuilder	setPaymentDates(PaymentDates paymentDates)
PerformancePayout.PerformancePayoutBuilder	setPortfolioReturnTerms(List<? extends PortfolioReturnTerms> portfolioReturnTerms)
PerformancePayout.PerformancePayoutBuilder	setPriceQuantity(ResolvablePriceQuantity priceQuantity)
PerformancePayout.PerformancePayoutBuilder	setPrincipalPayment(PrincipalPayments principalPayment)
PerformancePayout.PerformancePayoutBuilder	setReturnTerms(ReturnTerms returnTerms)
PerformancePayout.PerformancePayoutBuilder	setSettlementTerms(SettlementTerms settlementTerms)
PerformancePayout.PerformancePayoutBuilder	setUnderlier(Product underlier)
PerformancePayout.PerformancePayoutBuilder	setValuationDates(ValuationDates valuationDates)

Methods inherited from interface cdm.product.common.settlement.PayoutBase.PayoutBaseBuilder

getOrCreatePayerReceiver, getOrCreatePriceQuantity, getOrCreatePrincipalPayment, getOrCreateSettlementTerms, getPayerReceiver, getPriceQuantity, getPrincipalPayment, getSettlementTerms

Methods inherited from interface cdm.product.template.PerformancePayout

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

getOrCreateObservationTerms

ObservationTerms.ObservationTermsBuilder getOrCreateObservationTerms()

getObservationTerms

ObservationTerms.ObservationTermsBuilder getObservationTerms()

Description copied from interface: PerformancePayout

Defines how and when a performance type option or performance type swap is to be observed.

Specified by:

getObservationTerms in interface PerformancePayout

getOrCreateValuationDates

ValuationDates.ValuationDatesBuilder getOrCreateValuationDates()

getValuationDates

ValuationDates.ValuationDatesBuilder getValuationDates()

Description copied from interface: PerformancePayout

Defines how and when a performance type option or performance type swap is to be valued, including both interim and final valuation.

Specified by:

getValuationDates in interface PerformancePayout

getOrCreatePaymentDates

PaymentDates.PaymentDatesBuilder getOrCreatePaymentDates()

getPaymentDates

PaymentDates.PaymentDatesBuilder getPaymentDates()

Description copied from interface: PerformancePayout

Defines the payment date schedule, as defined by the parameters that are needed to specify it, either in a parametric way or by reference to another schedule of dates (e.g. the valuation dates).

Specified by:

getPaymentDates in interface PerformancePayout

getOrCreateUnderlier

Product.ProductBuilder getOrCreateUnderlier()

getUnderlier

Product.ProductBuilder getUnderlier()

Description copied from interface: PerformancePayout

Identifies the underlying product that is referenced for pricing of the applicable leg in a swap. Referenced in the '2018 ISDA CDM Equity Confirmation for Security Equity Swap' as Security.

Specified by:

getUnderlier in interface PerformancePayout

getOrCreateFxFeature

FxFeature.FxFeatureBuilder getOrCreateFxFeature(int index)

getFxFeature

List<? extends FxFeature.FxFeatureBuilder> getFxFeature()

Description copied from interface: PerformancePayout

Defines quanto or composite FX features that are included in the swap leg.

Specified by:

getFxFeature in interface PerformancePayout

getOrCreateReturnTerms

ReturnTerms.ReturnTermsBuilder getOrCreateReturnTerms()

getReturnTerms

ReturnTerms.ReturnTermsBuilder getReturnTerms()

Description copied from interface: PerformancePayout

Specifies the type of return of a performance payout.

Specified by:

getReturnTerms in interface PerformancePayout

getOrCreatePortfolioReturnTerms

PortfolioReturnTerms.PortfolioReturnTermsBuilder getOrCreatePortfolioReturnTerms(int index)

getPortfolioReturnTerms

List<? extends PortfolioReturnTerms.PortfolioReturnTermsBuilder> getPortfolioReturnTerms()

Description copied from interface: PerformancePayout

Specifies an individual type of return of a Performance Payout, when such individual return is part of an aggregation of multiple similar returns, at Performance Payout level

Specified by:

getPortfolioReturnTerms in interface PerformancePayout

getOrCreateInitialValuationPrice

ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder getOrCreateInitialValuationPrice(int index)

getInitialValuationPrice

List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder> getInitialValuationPrice()

Description copied from interface: PerformancePayout

Specifies the net initial valuation price(s) of the underlier at Performance Payout level. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.

Specified by:

getInitialValuationPrice in interface PerformancePayout

getOrCreateInterimValuationPrice

ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder getOrCreateInterimValuationPrice(int index)

getInterimValuationPrice

List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder> getInterimValuationPrice()

Description copied from interface: PerformancePayout

Specifies the net initial valuation price(s) of the underlier at Performance Payout level. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.

Specified by:

getInterimValuationPrice in interface PerformancePayout

getOrCreateFinalValuationPrice

ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder getOrCreateFinalValuationPrice(int index)

getFinalValuationPrice

List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder> getFinalValuationPrice()

Description copied from interface: PerformancePayout

Specifies the net final valuation price(s) of the underlier at Performance Payout level. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.

Specified by:

getFinalValuationPrice in interface PerformancePayout

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 PerformancePayout

setPayerReceiver

PerformancePayout.PerformancePayoutBuilder setPayerReceiver(PayerReceiver payerReceiver)

Specified by:

setPayerReceiver in interface PayoutBase.PayoutBaseBuilder

setPriceQuantity

PerformancePayout.PerformancePayoutBuilder setPriceQuantity(ResolvablePriceQuantity priceQuantity)

Specified by:

setPriceQuantity in interface PayoutBase.PayoutBaseBuilder

setPrincipalPayment

PerformancePayout.PerformancePayoutBuilder setPrincipalPayment(PrincipalPayments principalPayment)

Specified by:

setPrincipalPayment in interface PayoutBase.PayoutBaseBuilder

setSettlementTerms

PerformancePayout.PerformancePayoutBuilder setSettlementTerms(SettlementTerms settlementTerms)

Specified by:

setSettlementTerms in interface PayoutBase.PayoutBaseBuilder

setObservationTerms

PerformancePayout.PerformancePayoutBuilder setObservationTerms(ObservationTerms observationTerms)

setValuationDates

PerformancePayout.PerformancePayoutBuilder setValuationDates(ValuationDates valuationDates)

setPaymentDates

PerformancePayout.PerformancePayoutBuilder setPaymentDates(PaymentDates paymentDates)

setUnderlier

PerformancePayout.PerformancePayoutBuilder setUnderlier(Product underlier)

addFxFeature

PerformancePayout.PerformancePayoutBuilder addFxFeature(FxFeature fxFeature)

addFxFeature

PerformancePayout.PerformancePayoutBuilder addFxFeature(FxFeature fxFeature,
 int idx)

addFxFeature

PerformancePayout.PerformancePayoutBuilder addFxFeature(List<? extends FxFeature> fxFeature)

setFxFeature

PerformancePayout.PerformancePayoutBuilder setFxFeature(List<? extends FxFeature> fxFeature)

setReturnTerms

PerformancePayout.PerformancePayoutBuilder setReturnTerms(ReturnTerms returnTerms)

addPortfolioReturnTerms

PerformancePayout.PerformancePayoutBuilder addPortfolioReturnTerms(PortfolioReturnTerms portfolioReturnTerms)

addPortfolioReturnTerms

PerformancePayout.PerformancePayoutBuilder addPortfolioReturnTerms(PortfolioReturnTerms portfolioReturnTerms,
 int idx)

addPortfolioReturnTerms

PerformancePayout.PerformancePayoutBuilder addPortfolioReturnTerms(List<? extends PortfolioReturnTerms> portfolioReturnTerms)

setPortfolioReturnTerms

PerformancePayout.PerformancePayoutBuilder setPortfolioReturnTerms(List<? extends PortfolioReturnTerms> portfolioReturnTerms)

addInitialValuationPrice

PerformancePayout.PerformancePayoutBuilder addInitialValuationPrice(ReferenceWithMetaPriceSchedule initialValuationPrice)

addInitialValuationPrice

PerformancePayout.PerformancePayoutBuilder addInitialValuationPrice(ReferenceWithMetaPriceSchedule initialValuationPrice,
 int idx)

addInitialValuationPriceValue

PerformancePayout.PerformancePayoutBuilder addInitialValuationPriceValue(PriceSchedule initialValuationPrice)

addInitialValuationPriceValue

PerformancePayout.PerformancePayoutBuilder addInitialValuationPriceValue(PriceSchedule initialValuationPrice,
 int idx)

addInitialValuationPrice

PerformancePayout.PerformancePayoutBuilder addInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrice)

setInitialValuationPrice

PerformancePayout.PerformancePayoutBuilder setInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrice)

addInitialValuationPriceValue

PerformancePayout.PerformancePayoutBuilder addInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrice)

setInitialValuationPriceValue

PerformancePayout.PerformancePayoutBuilder setInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrice)

addInterimValuationPrice

PerformancePayout.PerformancePayoutBuilder addInterimValuationPrice(ReferenceWithMetaPriceSchedule interimValuationPrice)

addInterimValuationPrice

PerformancePayout.PerformancePayoutBuilder addInterimValuationPrice(ReferenceWithMetaPriceSchedule interimValuationPrice,
 int idx)

addInterimValuationPriceValue

PerformancePayout.PerformancePayoutBuilder addInterimValuationPriceValue(PriceSchedule interimValuationPrice)

addInterimValuationPriceValue

PerformancePayout.PerformancePayoutBuilder addInterimValuationPriceValue(PriceSchedule interimValuationPrice,
 int idx)

addInterimValuationPrice

PerformancePayout.PerformancePayoutBuilder addInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrice)

setInterimValuationPrice

PerformancePayout.PerformancePayoutBuilder setInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrice)

addInterimValuationPriceValue

PerformancePayout.PerformancePayoutBuilder addInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrice)

setInterimValuationPriceValue

PerformancePayout.PerformancePayoutBuilder setInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrice)

addFinalValuationPrice

PerformancePayout.PerformancePayoutBuilder addFinalValuationPrice(ReferenceWithMetaPriceSchedule finalValuationPrice)

addFinalValuationPrice

PerformancePayout.PerformancePayoutBuilder addFinalValuationPrice(ReferenceWithMetaPriceSchedule finalValuationPrice,
 int idx)

addFinalValuationPriceValue

PerformancePayout.PerformancePayoutBuilder addFinalValuationPriceValue(PriceSchedule finalValuationPrice)

addFinalValuationPriceValue

PerformancePayout.PerformancePayoutBuilder addFinalValuationPriceValue(PriceSchedule finalValuationPrice,
 int idx)

addFinalValuationPrice

PerformancePayout.PerformancePayoutBuilder addFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrice)

setFinalValuationPrice

PerformancePayout.PerformancePayoutBuilder setFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrice)

addFinalValuationPriceValue

PerformancePayout.PerformancePayoutBuilder addFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrice)

setFinalValuationPriceValue

PerformancePayout.PerformancePayoutBuilder setFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrice)

setMeta

PerformancePayout.PerformancePayoutBuilder 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 PayoutBase.PayoutBaseBuilder

Specified by:

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

prune

PerformancePayout.PerformancePayoutBuilder prune()

Specified by:

prune in interface PayoutBase.PayoutBaseBuilder

Specified by:

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