Package cdm.product.template

Class PerformancePayout.PerformancePayoutImpl

java.lang.Object
cdm.product.common.settlement.PayoutBase.PayoutBaseImpl
cdm.product.template.PerformancePayout.PerformancePayoutImpl
All Implemented Interfaces:
PayoutBase, PerformancePayout, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
Enclosing interface:
PerformancePayout
public static class PerformancePayout.PerformancePayoutImpl extends PayoutBase.PayoutBaseImpl implements PerformancePayout
Immutable Implementation of PerformancePayout

  • Constructor Details

  • Method Details

    • getObservationTerms

      @RosettaAttribute("observationTerms") @RuneAttribute("observationTerms") public ObservationTerms 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

    • getValuationDates

      @RosettaAttribute(value="valuationDates", isRequired=true) @RuneAttribute(value="valuationDates", isRequired=true) public ValuationDates 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

    • getPaymentDates

      @RosettaAttribute(value="paymentDates", isRequired=true) @RuneAttribute(value="paymentDates", isRequired=true) public PaymentDates 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

    • getUnderlier

      @RosettaAttribute("underlier") @RuneAttribute("underlier") public Product 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

    • getFxFeature

      @RosettaAttribute("fxFeature") @RuneAttribute("fxFeature") public List<? extends FxFeature> 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

    • getReturnTerms

      @RosettaAttribute("returnTerms") @RuneAttribute("returnTerms") public ReturnTerms getReturnTerms()
      Description copied from interface: PerformancePayout
      Specifies the type of return of a performance payout.
      Specified by:
      getReturnTerms in interface PerformancePayout

    • getPortfolioReturnTerms

      @RosettaAttribute("portfolioReturnTerms") @RuneAttribute("portfolioReturnTerms") public List<? extends PortfolioReturnTerms> 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

    • getInitialValuationPrice

      @RosettaAttribute("initialValuationPrice") @RuneAttribute("initialValuationPrice") @RuneScopedAttributeReference public List<? extends ReferenceWithMetaPriceSchedule> 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

    • getInterimValuationPrice

      @RosettaAttribute("interimValuationPrice") @RuneAttribute("interimValuationPrice") @RuneScopedAttributeReference public List<? extends ReferenceWithMetaPriceSchedule> 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

    • getFinalValuationPrice

      @RosettaAttribute("finalValuationPrice") @RuneAttribute("finalValuationPrice") @RuneScopedAttributeReference public List<? extends ReferenceWithMetaPriceSchedule> 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

    • getMeta

      @RosettaAttribute("meta") @RuneAttribute("meta") @RuneMetaType public com.rosetta.model.metafields.MetaFields getMeta()
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey
      Specified by:
      getMeta in interface PerformancePayout

    • build

      public PerformancePayout build()
      Description copied from interface: PayoutBase
      Build Methods
      Specified by:
      build in interface PayoutBase
      Specified by:
      build in interface PerformancePayout
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject
      Overrides:
      build in class PayoutBase.PayoutBaseImpl

    • toBuilder

      public PerformancePayout.PerformancePayoutBuilder toBuilder()
      Specified by:
      toBuilder in interface PayoutBase
      Specified by:
      toBuilder in interface PerformancePayout
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject
      Overrides:
      toBuilder in class PayoutBase.PayoutBaseImpl

    • setBuilderFields

      protected void setBuilderFields(PerformancePayout.PerformancePayoutBuilder builder)

    • equals

      public boolean equals(Object o)
      Overrides:
      equals in class PayoutBase.PayoutBaseImpl

    • hashCode

      public int hashCode()
      Overrides:
      hashCode in class PayoutBase.PayoutBaseImpl

    • toString

      public String toString()
      Overrides:
      toString in class PayoutBase.PayoutBaseImpl