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.PortfolioReturnTermsImplNested 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
metaDataFields inherited from interface cdm.product.template.ReturnTerms
metaData -
Method Summary
Modifier and TypeMethodDescriptionaddFinalValuationPrice(ReferenceWithMetaPriceSchedule finalValuationPrice) addFinalValuationPrice(ReferenceWithMetaPriceSchedule finalValuationPrice, int idx) addFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrice) addFinalValuationPriceValue(PriceSchedule finalValuationPrice) addFinalValuationPriceValue(PriceSchedule finalValuationPrice, int idx) addFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrice) addInitialValuationPrice(ReferenceWithMetaPriceSchedule initialValuationPrice) addInitialValuationPrice(ReferenceWithMetaPriceSchedule initialValuationPrice, int idx) addInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrice) addInitialValuationPriceValue(PriceSchedule initialValuationPrice) addInitialValuationPriceValue(PriceSchedule initialValuationPrice, int idx) addInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrice) addInterimValuationPrice(ReferenceWithMetaPriceSchedule interimValuationPrice) addInterimValuationPrice(ReferenceWithMetaPriceSchedule interimValuationPrice, int idx) addInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrice) addInterimValuationPriceValue(PriceSchedule interimValuationPrice) addInterimValuationPriceValue(PriceSchedule interimValuationPrice, int idx) addInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrice) addQuantity(ReferenceWithMetaNonNegativeQuantitySchedule quantity, int idx) addQuantity(List<? extends ReferenceWithMetaNonNegativeQuantitySchedule> quantity) addQuantityValue(NonNegativeQuantitySchedule quantity) addQuantityValue(NonNegativeQuantitySchedule quantity, int idx) addQuantityValue(List<? extends NonNegativeQuantitySchedule> quantity) 2018 ISDA CDM Equity Confirmation for Security Equity Swap: Final Price | Specifies the final valuation price of the underlier.Specifies the initial valuation price(s) of the underlier.Specifies the initial valuation price(s) of the underlier.getOrCreateFinalValuationPrice(int index) getOrCreateInitialValuationPrice(int index) getOrCreateInterimValuationPrice(int index) getOrCreateQuantity(int index) Canonical representation of the payer and receiver parties applicable to each individual return leg.List<? extends ReferenceWithMetaNonNegativeQuantitySchedule.ReferenceWithMetaNonNegativeQuantityScheduleBuilder> Notional quantity of the underlier that applies to each individual return leg.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 voidprocess(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor) prune()setCorrelationReturnTerms(CorrelationReturnTerms correlationReturnTerms) setDividendReturnTerms(DividendReturnTerms dividendReturnTerms) setFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrice) setFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrice) setInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrice) setInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrice) setInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrice) setInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrice) setPayerReceiver(PayerReceiver payerReceiver) setPriceReturnTerms(PriceReturnTerms priceReturnTerms) setQuantity(List<? extends ReferenceWithMetaNonNegativeQuantitySchedule> quantity) setQuantityValue(List<? extends NonNegativeQuantitySchedule> quantity) setUnderlier(Product underlier) setVarianceReturnTerms(VarianceReturnTerms varianceReturnTerms) setVolatilityReturnTerms(VolatilityReturnTerms volatilityReturnTerms) Methods inherited from interface cdm.product.template.PortfolioReturnTerms
build, getType, metaData, process, toBuilderMethods inherited from interface cdm.product.template.ReturnTerms.ReturnTermsBuilder
getCorrelationReturnTerms, getDividendReturnTerms, getOrCreateCorrelationReturnTerms, getOrCreateDividendReturnTerms, getOrCreatePriceReturnTerms, getOrCreateVarianceReturnTerms, getOrCreateVolatilityReturnTerms, getPriceReturnTerms, getVarianceReturnTerms, getVolatilityReturnTermsMethods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosettaMethods 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:PortfolioReturnTermsCanonical representation of the payer and receiver parties applicable to each individual return leg.- Specified by:
getPayerReceiverin interfacePortfolioReturnTerms
-
getOrCreateUnderlier
Product.ProductBuilder getOrCreateUnderlier() -
getUnderlier
Product.ProductBuilder getUnderlier()Description copied from interface:PortfolioReturnTermsDefines 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:
getUnderlierin interfacePortfolioReturnTerms
-
getOrCreateQuantity
ReferenceWithMetaNonNegativeQuantitySchedule.ReferenceWithMetaNonNegativeQuantityScheduleBuilder getOrCreateQuantity(int index) -
getQuantity
List<? extends ReferenceWithMetaNonNegativeQuantitySchedule.ReferenceWithMetaNonNegativeQuantityScheduleBuilder> getQuantity()Description copied from interface:PortfolioReturnTermsNotional quantity of the underlier that applies to each individual return leg.- Specified by:
getQuantityin interfacePortfolioReturnTerms
-
getOrCreateInitialValuationPrice
ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder getOrCreateInitialValuationPrice(int index) -
getInitialValuationPrice
List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder> getInitialValuationPrice()Description copied from interface:PortfolioReturnTermsSpecifies 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:
getInitialValuationPricein interfacePortfolioReturnTerms
-
getOrCreateInterimValuationPrice
ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder getOrCreateInterimValuationPrice(int index) -
getInterimValuationPrice
List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder> getInterimValuationPrice()Description copied from interface:PortfolioReturnTermsSpecifies 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:
getInterimValuationPricein interfacePortfolioReturnTerms
-
getOrCreateFinalValuationPrice
ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder getOrCreateFinalValuationPrice(int index) -
getFinalValuationPrice
List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder> getFinalValuationPrice()Description copied from interface:PortfolioReturnTerms2018 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:
getFinalValuationPricein interfacePortfolioReturnTerms
-
setPriceReturnTerms
PortfolioReturnTerms.PortfolioReturnTermsBuilder setPriceReturnTerms(PriceReturnTerms priceReturnTerms) - Specified by:
setPriceReturnTermsin interfaceReturnTerms.ReturnTermsBuilder
-
setDividendReturnTerms
PortfolioReturnTerms.PortfolioReturnTermsBuilder setDividendReturnTerms(DividendReturnTerms dividendReturnTerms) - Specified by:
setDividendReturnTermsin interfaceReturnTerms.ReturnTermsBuilder
-
setVarianceReturnTerms
PortfolioReturnTerms.PortfolioReturnTermsBuilder setVarianceReturnTerms(VarianceReturnTerms varianceReturnTerms) - Specified by:
setVarianceReturnTermsin interfaceReturnTerms.ReturnTermsBuilder
-
setVolatilityReturnTerms
PortfolioReturnTerms.PortfolioReturnTermsBuilder setVolatilityReturnTerms(VolatilityReturnTerms volatilityReturnTerms) - Specified by:
setVolatilityReturnTermsin interfaceReturnTerms.ReturnTermsBuilder
-
setCorrelationReturnTerms
PortfolioReturnTerms.PortfolioReturnTermsBuilder setCorrelationReturnTerms(CorrelationReturnTerms correlationReturnTerms) - Specified by:
setCorrelationReturnTermsin interfaceReturnTerms.ReturnTermsBuilder
-
setPayerReceiver
-
setUnderlier
-
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:
processin interfaceReturnTerms.ReturnTermsBuilder- Specified by:
processin interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
-
prune
- Specified by:
prunein interfaceReturnTerms.ReturnTermsBuilder- Specified by:
prunein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
-