Package cdm.product.template

Interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

All Superinterfaces:

PortfolioReturnTerms, ReturnTerms, ReturnTerms.ReturnTermsBuilder, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

All Known Implementing Classes:

PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl

Enclosing interface:

PortfolioReturnTerms

public static interface PortfolioReturnTerms.PortfolioReturnTermsBuilder
extends PortfolioReturnTerms, ReturnTerms.ReturnTermsBuilder

Builder Interface

Nested Class Summary

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

PortfolioReturnTerms.PortfolioReturnTermsBuilder, PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl, PortfolioReturnTerms.PortfolioReturnTermsImpl

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

ReturnTerms.ReturnTermsBuilder, ReturnTerms.ReturnTermsBuilderImpl, ReturnTerms.ReturnTermsImpl

Field Summary

Fields inherited from interface cdm.product.template.PortfolioReturnTerms

metaData

Fields inherited from interface cdm.product.template.ReturnTerms

metaData

Method Summary

Modifier and Type	Method	Description
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addFinalValuationPrice(ReferenceWithMetaPriceSchedule finalValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addFinalValuationPrice(ReferenceWithMetaPriceSchedule finalValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addFinalValuationPriceValue(PriceSchedule finalValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addFinalValuationPriceValue(PriceSchedule finalValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInitialValuationPrice(ReferenceWithMetaPriceSchedule initialValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInitialValuationPrice(ReferenceWithMetaPriceSchedule initialValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInitialValuationPriceValue(PriceSchedule initialValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInitialValuationPriceValue(PriceSchedule initialValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInterimValuationPrice(ReferenceWithMetaPriceSchedule interimValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInterimValuationPrice(ReferenceWithMetaPriceSchedule interimValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInterimValuationPriceValue(PriceSchedule interimValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInterimValuationPriceValue(PriceSchedule interimValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addQuantity(ReferenceWithMetaNonNegativeQuantitySchedule quantity)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addQuantity(ReferenceWithMetaNonNegativeQuantitySchedule quantity, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addQuantity(List<? extends ReferenceWithMetaNonNegativeQuantitySchedule> quantity)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addQuantityValue(NonNegativeQuantitySchedule quantity)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addQuantityValue(NonNegativeQuantitySchedule quantity, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addQuantityValue(List<? extends NonNegativeQuantitySchedule> quantity)
List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder>	getFinalValuationPrice()	2018 ISDA CDM Equity Confirmation for Security Equity Swap: Final Price | Specifies the final valuation price of the underlier.
List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder>	getInitialValuationPrice()	Specifies the initial valuation price(s) of the underlier.
List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder>	getInterimValuationPrice()	Specifies the initial valuation price(s) of the underlier.
ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder	getOrCreateFinalValuationPrice(int index)
ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder	getOrCreateInitialValuationPrice(int index)
ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder	getOrCreateInterimValuationPrice(int index)
PayerReceiver.PayerReceiverBuilder	getOrCreatePayerReceiver()
ReferenceWithMetaNonNegativeQuantitySchedule.ReferenceWithMetaNonNegativeQuantityScheduleBuilder	getOrCreateQuantity(int index)
Product.ProductBuilder	getOrCreateUnderlier()
PayerReceiver.PayerReceiverBuilder	getPayerReceiver()	Canonical representation of the payer and receiver parties applicable to each individual return leg.
List<? extends ReferenceWithMetaNonNegativeQuantitySchedule.ReferenceWithMetaNonNegativeQuantityScheduleBuilder>	getQuantity()	Notional quantity of the underlier that applies to each individual return leg.
Product.ProductBuilder	getUnderlier()	Defines the product that is the subject of a tradable product definition, an underlying product definition, a physical exercise, a position, or other purposes.
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	prune()
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setCorrelationReturnTerms(CorrelationReturnTerms correlationReturnTerms)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setDividendReturnTerms(DividendReturnTerms dividendReturnTerms)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setPayerReceiver(PayerReceiver payerReceiver)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setPriceReturnTerms(PriceReturnTerms priceReturnTerms)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setQuantity(List<? extends ReferenceWithMetaNonNegativeQuantitySchedule> quantity)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setQuantityValue(List<? extends NonNegativeQuantitySchedule> quantity)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setUnderlier(Product underlier)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setVarianceReturnTerms(VarianceReturnTerms varianceReturnTerms)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setVolatilityReturnTerms(VolatilityReturnTerms volatilityReturnTerms)

Methods inherited from interface cdm.product.template.PortfolioReturnTerms

build, getType, metaData, process, toBuilder

Methods inherited from interface cdm.product.template.ReturnTerms.ReturnTermsBuilder

getCorrelationReturnTerms, getDividendReturnTerms, getOrCreateCorrelationReturnTerms, getOrCreateDividendReturnTerms, getOrCreatePriceReturnTerms, getOrCreateVarianceReturnTerms, getOrCreateVolatilityReturnTerms, getPriceReturnTerms, getVarianceReturnTerms, getVolatilityReturnTerms

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

getOrCreatePayerReceiver

PayerReceiver.PayerReceiverBuilder getOrCreatePayerReceiver()

getPayerReceiver

PayerReceiver.PayerReceiverBuilder getPayerReceiver()

Description copied from interface: PortfolioReturnTerms

Canonical representation of the payer and receiver parties applicable to each individual return leg.

Specified by:

getPayerReceiver in interface PortfolioReturnTerms

getOrCreateUnderlier

Product.ProductBuilder getOrCreateUnderlier()

getUnderlier

Product.ProductBuilder getUnderlier()

Description copied from interface: PortfolioReturnTerms

Defines the product that is the subject of a tradable product definition, an underlying product definition, a physical exercise, a position, or other purposes.

Specified by:

getUnderlier in interface PortfolioReturnTerms

getOrCreateQuantity

ReferenceWithMetaNonNegativeQuantitySchedule.ReferenceWithMetaNonNegativeQuantityScheduleBuilder getOrCreateQuantity(int index)

getQuantity

List<? extends ReferenceWithMetaNonNegativeQuantitySchedule.ReferenceWithMetaNonNegativeQuantityScheduleBuilder> getQuantity()

Description copied from interface: PortfolioReturnTerms

Notional quantity of the underlier that applies to each individual return leg.

Specified by:

getQuantity in interface PortfolioReturnTerms

getOrCreateInitialValuationPrice

ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder getOrCreateInitialValuationPrice(int index)

getInitialValuationPrice

List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder> getInitialValuationPrice()

Description copied from interface: PortfolioReturnTerms

Specifies the initial valuation price(s) of the underlier. 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 PortfolioReturnTerms

getOrCreateInterimValuationPrice

ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder getOrCreateInterimValuationPrice(int index)

getInterimValuationPrice

List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder> getInterimValuationPrice()

Description copied from interface: PortfolioReturnTerms

Specifies the initial valuation price(s) of the underlier. 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 PortfolioReturnTerms

getOrCreateFinalValuationPrice

ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder getOrCreateFinalValuationPrice(int index)

getFinalValuationPrice

List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder> getFinalValuationPrice()

Description copied from interface: PortfolioReturnTerms

2018 ISDA CDM Equity Confirmation for Security Equity Swap: Final Price | Specifies the final valuation price of the underlier. 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 PortfolioReturnTerms

setPriceReturnTerms

PortfolioReturnTerms.PortfolioReturnTermsBuilder setPriceReturnTerms(PriceReturnTerms priceReturnTerms)

Specified by:

setPriceReturnTerms in interface ReturnTerms.ReturnTermsBuilder

setDividendReturnTerms

PortfolioReturnTerms.PortfolioReturnTermsBuilder setDividendReturnTerms(DividendReturnTerms dividendReturnTerms)

Specified by:

setDividendReturnTerms in interface ReturnTerms.ReturnTermsBuilder

setVarianceReturnTerms

PortfolioReturnTerms.PortfolioReturnTermsBuilder setVarianceReturnTerms(VarianceReturnTerms varianceReturnTerms)

Specified by:

setVarianceReturnTerms in interface ReturnTerms.ReturnTermsBuilder

setVolatilityReturnTerms

PortfolioReturnTerms.PortfolioReturnTermsBuilder setVolatilityReturnTerms(VolatilityReturnTerms volatilityReturnTerms)

Specified by:

setVolatilityReturnTerms in interface ReturnTerms.ReturnTermsBuilder

setCorrelationReturnTerms

PortfolioReturnTerms.PortfolioReturnTermsBuilder setCorrelationReturnTerms(CorrelationReturnTerms correlationReturnTerms)

Specified by:

setCorrelationReturnTerms in interface ReturnTerms.ReturnTermsBuilder

setPayerReceiver

PortfolioReturnTerms.PortfolioReturnTermsBuilder setPayerReceiver(PayerReceiver payerReceiver)

setUnderlier

PortfolioReturnTerms.PortfolioReturnTermsBuilder setUnderlier(Product underlier)

addQuantity

PortfolioReturnTerms.PortfolioReturnTermsBuilder addQuantity(ReferenceWithMetaNonNegativeQuantitySchedule quantity)

addQuantity

PortfolioReturnTerms.PortfolioReturnTermsBuilder addQuantity(ReferenceWithMetaNonNegativeQuantitySchedule quantity,
 int idx)

addQuantityValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder addQuantityValue(NonNegativeQuantitySchedule quantity)

addQuantityValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder addQuantityValue(NonNegativeQuantitySchedule quantity,
 int idx)

addQuantity

PortfolioReturnTerms.PortfolioReturnTermsBuilder addQuantity(List<? extends ReferenceWithMetaNonNegativeQuantitySchedule> quantity)

setQuantity

PortfolioReturnTerms.PortfolioReturnTermsBuilder setQuantity(List<? extends ReferenceWithMetaNonNegativeQuantitySchedule> quantity)

addQuantityValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder addQuantityValue(List<? extends NonNegativeQuantitySchedule> quantity)

setQuantityValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder setQuantityValue(List<? extends NonNegativeQuantitySchedule> quantity)

addInitialValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInitialValuationPrice(ReferenceWithMetaPriceSchedule initialValuationPrice)

addInitialValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInitialValuationPrice(ReferenceWithMetaPriceSchedule initialValuationPrice,
 int idx)

addInitialValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInitialValuationPriceValue(PriceSchedule initialValuationPrice)

addInitialValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInitialValuationPriceValue(PriceSchedule initialValuationPrice,
 int idx)

addInitialValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrice)

setInitialValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder setInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrice)

addInitialValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrice)

setInitialValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder setInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrice)

addInterimValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInterimValuationPrice(ReferenceWithMetaPriceSchedule interimValuationPrice)

addInterimValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInterimValuationPrice(ReferenceWithMetaPriceSchedule interimValuationPrice,
 int idx)

addInterimValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInterimValuationPriceValue(PriceSchedule interimValuationPrice)

addInterimValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInterimValuationPriceValue(PriceSchedule interimValuationPrice,
 int idx)

addInterimValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrice)

setInterimValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder setInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrice)

addInterimValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrice)

setInterimValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder setInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrice)

addFinalValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder addFinalValuationPrice(ReferenceWithMetaPriceSchedule finalValuationPrice)

addFinalValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder addFinalValuationPrice(ReferenceWithMetaPriceSchedule finalValuationPrice,
 int idx)

addFinalValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder addFinalValuationPriceValue(PriceSchedule finalValuationPrice)

addFinalValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder addFinalValuationPriceValue(PriceSchedule finalValuationPrice,
 int idx)

addFinalValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder addFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrice)

setFinalValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder setFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrice)

addFinalValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder addFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrice)

setFinalValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder setFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrice)

process

default void process(com.rosetta.model.lib.path.RosettaPath path,
 com.rosetta.model.lib.process.BuilderProcessor processor)

Specified by:

process in interface ReturnTerms.ReturnTermsBuilder

Specified by:

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

prune

PortfolioReturnTerms.PortfolioReturnTermsBuilder prune()

Specified by:

prune in interface ReturnTerms.ReturnTermsBuilder

Specified by:

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