Package cdm.product.template

Interface PerformancePayout

All Superinterfaces:
com.rosetta.model.lib.GlobalKey, PayoutBase, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
PerformancePayout.PerformancePayoutBuilder
All Known Implementing Classes:
PerformancePayout.PerformancePayoutBuilderImpl, PerformancePayout.PerformancePayoutImpl
@RosettaDataType(value="PerformancePayout", builder=PerformancePayoutBuilderImpl.class, version="5.30.0") @RuneDataType(value="PerformancePayout", model="cdm", builder=PerformancePayoutBuilderImpl.class, version="5.30.0") public interface PerformancePayout extends PayoutBase, com.rosetta.model.lib.GlobalKey
Contains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products. The Performance Payout is either a straight return, or an aggregation of multiple returns, hence a required choice between returnTerms and multiple portfolioReturnTerms.
Version:
5.30.0

  • Field Details

  • Method Details

    • getObservationTerms

      ObservationTerms getObservationTerms()
      Defines how and when a performance type option or performance type swap is to be observed.

    • getValuationDates

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

    • getPaymentDates

      PaymentDates 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).

    • getUnderlier

      Product getUnderlier()
      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.

    • getFxFeature

      List<? extends FxFeature> getFxFeature()
      Defines quanto or composite FX features that are included in the swap leg.

    • getReturnTerms

      ReturnTerms getReturnTerms()
      Specifies the type of return of a performance payout.

    • getPortfolioReturnTerms

      List<? extends PortfolioReturnTerms> 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

    • getInitialValuationPrice

      List<? extends ReferenceWithMetaPriceSchedule> getInitialValuationPrice()
      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.

    • getInterimValuationPrice

      List<? extends ReferenceWithMetaPriceSchedule> getInterimValuationPrice()
      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.

    • getFinalValuationPrice

      List<? extends ReferenceWithMetaPriceSchedule> getFinalValuationPrice()
      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.

    • getMeta

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

    • build

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

    • toBuilder

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

    • builder

      static PerformancePayout.PerformancePayoutBuilder builder()

    • metaData

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

    • getType

      @RuneAttribute("@type") default Class<? extends PerformancePayout> getType()
      Specified by:
      getType in interface PayoutBase
      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 PayoutBase
      Specified by:
      process in interface com.rosetta.model.lib.RosettaModelObject