Package cdm.product.template

Class PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl

java.lang.Object

cdm.product.template.ReturnTerms.ReturnTermsBuilderImpl

cdm.product.template.PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl

All Implemented Interfaces:

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

Enclosing interface:

PortfolioReturnTerms

public static class PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl
extends ReturnTerms.ReturnTermsBuilderImpl
implements PortfolioReturnTerms.PortfolioReturnTermsBuilder

Builder Implementation of PortfolioReturnTerms

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

Modifier and Type	Field	Description
protected List<ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder>	finalValuationPrice
protected List<ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder>	initialValuationPrice
protected List<ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder>	interimValuationPrice
protected PayerReceiver.PayerReceiverBuilder	payerReceiver
protected List<ReferenceWithMetaNonNegativeQuantitySchedule.ReferenceWithMetaNonNegativeQuantityScheduleBuilder>	quantity
protected Product.ProductBuilder	underlier

Fields inherited from class cdm.product.template.ReturnTerms.ReturnTermsBuilderImpl

correlationReturnTerms, dividendReturnTerms, priceReturnTerms, varianceReturnTerms, volatilityReturnTerms

Fields inherited from interface cdm.product.template.PortfolioReturnTerms

metaData

Fields inherited from interface cdm.product.template.ReturnTerms

metaData

Constructor Summary

Constructors

Constructor	Description
PortfolioReturnTermsBuilderImpl()

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> finalValuationPrices)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addFinalValuationPriceValue(PriceSchedule _finalValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addFinalValuationPriceValue(PriceSchedule _finalValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrices)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInitialValuationPrice(ReferenceWithMetaPriceSchedule _initialValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInitialValuationPrice(ReferenceWithMetaPriceSchedule _initialValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrices)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInitialValuationPriceValue(PriceSchedule _initialValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInitialValuationPriceValue(PriceSchedule _initialValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrices)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInterimValuationPrice(ReferenceWithMetaPriceSchedule _interimValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInterimValuationPrice(ReferenceWithMetaPriceSchedule _interimValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrices)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInterimValuationPriceValue(PriceSchedule _interimValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInterimValuationPriceValue(PriceSchedule _interimValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrices)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addQuantity(ReferenceWithMetaNonNegativeQuantitySchedule _quantity)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addQuantity(ReferenceWithMetaNonNegativeQuantitySchedule _quantity, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addQuantity(List<? extends ReferenceWithMetaNonNegativeQuantitySchedule> quantitys)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addQuantityValue(NonNegativeQuantitySchedule _quantity)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addQuantityValue(NonNegativeQuantitySchedule _quantity, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addQuantityValue(List<? extends NonNegativeQuantitySchedule> quantitys)
PortfolioReturnTerms	build()	Build Methods
boolean	equals(Object o)
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.
boolean	hasData()
int	hashCode()
PortfolioReturnTerms.PortfolioReturnTermsBuilder	merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	prune()
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setCorrelationReturnTerms(CorrelationReturnTerms _correlationReturnTerms)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setDividendReturnTerms(DividendReturnTerms _dividendReturnTerms)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrices)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrices)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrices)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrices)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrices)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrices)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setPayerReceiver(PayerReceiver _payerReceiver)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setPriceReturnTerms(PriceReturnTerms _priceReturnTerms)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setQuantity(List<? extends ReferenceWithMetaNonNegativeQuantitySchedule> quantitys)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setQuantityValue(List<? extends NonNegativeQuantitySchedule> quantitys)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setUnderlier(Product _underlier)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setVarianceReturnTerms(VarianceReturnTerms _varianceReturnTerms)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setVolatilityReturnTerms(VolatilityReturnTerms _volatilityReturnTerms)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	toBuilder()
String	toString()

Methods inherited from class cdm.product.template.ReturnTerms.ReturnTermsBuilderImpl

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

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface cdm.product.template.PortfolioReturnTerms

getType, metaData, process

Methods inherited from interface cdm.product.template.PortfolioReturnTerms.PortfolioReturnTermsBuilder

process

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, processRosetta, processRosetta

Field Details

payerReceiver

protected PayerReceiver.PayerReceiverBuilder payerReceiver

underlier

protected Product.ProductBuilder underlier

quantity

protected List<ReferenceWithMetaNonNegativeQuantitySchedule.ReferenceWithMetaNonNegativeQuantityScheduleBuilder> quantity

initialValuationPrice

protected List<ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder> initialValuationPrice

interimValuationPrice

protected List<ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder> interimValuationPrice

finalValuationPrice

protected List<ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder> finalValuationPrice

Constructor Details

PortfolioReturnTermsBuilderImpl

public PortfolioReturnTermsBuilderImpl()

Method Details

getPayerReceiver

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

Specified by:

getPayerReceiver in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

getOrCreatePayerReceiver

public PayerReceiver.PayerReceiverBuilder getOrCreatePayerReceiver()

Specified by:

getOrCreatePayerReceiver in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

getUnderlier

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

Specified by:

getUnderlier in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

getOrCreateUnderlier

public Product.ProductBuilder getOrCreateUnderlier()

Specified by:

getOrCreateUnderlier in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

getQuantity

@RosettaAttribute("quantity")
@RuneAttribute("quantity")
@RuneScopedAttributeReference
public 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

Specified by:

getQuantity in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

getOrCreateQuantity

public ReferenceWithMetaNonNegativeQuantitySchedule.ReferenceWithMetaNonNegativeQuantityScheduleBuilder getOrCreateQuantity(int index)

Specified by:

getOrCreateQuantity in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

getInitialValuationPrice

@RosettaAttribute("initialValuationPrice")
@RuneAttribute("initialValuationPrice")
@RuneScopedAttributeReference
public 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

Specified by:

getInitialValuationPrice in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

getOrCreateInitialValuationPrice

public ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder getOrCreateInitialValuationPrice(int index)

Specified by:

getOrCreateInitialValuationPrice in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

getInterimValuationPrice

@RosettaAttribute("interimValuationPrice")
@RuneAttribute("interimValuationPrice")
@RuneScopedAttributeReference
public 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

Specified by:

getInterimValuationPrice in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

getOrCreateInterimValuationPrice

public ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder getOrCreateInterimValuationPrice(int index)

Specified by:

getOrCreateInterimValuationPrice in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

getFinalValuationPrice

@RosettaAttribute("finalValuationPrice")
@RuneAttribute("finalValuationPrice")
@RuneScopedAttributeReference
public 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

Specified by:

getFinalValuationPrice in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

getOrCreateFinalValuationPrice

public ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder getOrCreateFinalValuationPrice(int index)

Specified by:

getOrCreateFinalValuationPrice in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

setPriceReturnTerms

@RosettaAttribute("priceReturnTerms")
@RuneAttribute("priceReturnTerms")
public PortfolioReturnTerms.PortfolioReturnTermsBuilder setPriceReturnTerms(PriceReturnTerms _priceReturnTerms)

Specified by:

setPriceReturnTerms in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

Specified by:

setPriceReturnTerms in interface ReturnTerms.ReturnTermsBuilder

Overrides:

setPriceReturnTerms in class ReturnTerms.ReturnTermsBuilderImpl

setDividendReturnTerms

@RosettaAttribute("dividendReturnTerms")
@RuneAttribute("dividendReturnTerms")
public PortfolioReturnTerms.PortfolioReturnTermsBuilder setDividendReturnTerms(DividendReturnTerms _dividendReturnTerms)

Specified by:

setDividendReturnTerms in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

Specified by:

setDividendReturnTerms in interface ReturnTerms.ReturnTermsBuilder

Overrides:

setDividendReturnTerms in class ReturnTerms.ReturnTermsBuilderImpl

setVarianceReturnTerms

@RosettaAttribute("varianceReturnTerms")
@RuneAttribute("varianceReturnTerms")
public PortfolioReturnTerms.PortfolioReturnTermsBuilder setVarianceReturnTerms(VarianceReturnTerms _varianceReturnTerms)

Specified by:

setVarianceReturnTerms in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

Specified by:

setVarianceReturnTerms in interface ReturnTerms.ReturnTermsBuilder

Overrides:

setVarianceReturnTerms in class ReturnTerms.ReturnTermsBuilderImpl

setVolatilityReturnTerms

@RosettaAttribute("volatilityReturnTerms")
@RuneAttribute("volatilityReturnTerms")
public PortfolioReturnTerms.PortfolioReturnTermsBuilder setVolatilityReturnTerms(VolatilityReturnTerms _volatilityReturnTerms)

Specified by:

setVolatilityReturnTerms in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

Specified by:

setVolatilityReturnTerms in interface ReturnTerms.ReturnTermsBuilder

Overrides:

setVolatilityReturnTerms in class ReturnTerms.ReturnTermsBuilderImpl

setCorrelationReturnTerms

@RosettaAttribute("correlationReturnTerms")
@RuneAttribute("correlationReturnTerms")
public PortfolioReturnTerms.PortfolioReturnTermsBuilder setCorrelationReturnTerms(CorrelationReturnTerms _correlationReturnTerms)

Specified by:

setCorrelationReturnTerms in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

Specified by:

setCorrelationReturnTerms in interface ReturnTerms.ReturnTermsBuilder

Overrides:

setCorrelationReturnTerms in class ReturnTerms.ReturnTermsBuilderImpl

setPayerReceiver

@RosettaAttribute(value="payerReceiver",
                  isRequired=true)
@RuneAttribute(value="payerReceiver",
               isRequired=true)
public PortfolioReturnTerms.PortfolioReturnTermsBuilder setPayerReceiver(PayerReceiver _payerReceiver)

Specified by:

setPayerReceiver in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

setUnderlier

@RosettaAttribute(value="underlier",
                  isRequired=true)
@RuneAttribute(value="underlier",
               isRequired=true)
public PortfolioReturnTerms.PortfolioReturnTermsBuilder setUnderlier(Product _underlier)

Specified by:

setUnderlier in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addQuantity

@RosettaAttribute("quantity")
@RuneAttribute("quantity")
@RuneScopedAttributeReference
public PortfolioReturnTerms.PortfolioReturnTermsBuilder addQuantity(ReferenceWithMetaNonNegativeQuantitySchedule _quantity)

Specified by:

addQuantity in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addQuantity

public PortfolioReturnTerms.PortfolioReturnTermsBuilder addQuantity(ReferenceWithMetaNonNegativeQuantitySchedule _quantity,
 int idx)

Specified by:

addQuantity in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addQuantityValue

public PortfolioReturnTerms.PortfolioReturnTermsBuilder addQuantityValue(NonNegativeQuantitySchedule _quantity)

Specified by:

addQuantityValue in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addQuantityValue

public PortfolioReturnTerms.PortfolioReturnTermsBuilder addQuantityValue(NonNegativeQuantitySchedule _quantity,
 int idx)

Specified by:

addQuantityValue in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addQuantity

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

Specified by:

addQuantity in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

setQuantity

@RuneAttribute("quantity")
@RuneScopedAttributeReference
public PortfolioReturnTerms.PortfolioReturnTermsBuilder setQuantity(List<? extends ReferenceWithMetaNonNegativeQuantitySchedule> quantitys)

Specified by:

setQuantity in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addQuantityValue

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

Specified by:

addQuantityValue in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

setQuantityValue

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

Specified by:

setQuantityValue in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addInitialValuationPrice

@RosettaAttribute("initialValuationPrice")
@RuneAttribute("initialValuationPrice")
@RuneScopedAttributeReference
public PortfolioReturnTerms.PortfolioReturnTermsBuilder addInitialValuationPrice(ReferenceWithMetaPriceSchedule _initialValuationPrice)

Specified by:

addInitialValuationPrice in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addInitialValuationPrice

public PortfolioReturnTerms.PortfolioReturnTermsBuilder addInitialValuationPrice(ReferenceWithMetaPriceSchedule _initialValuationPrice,
 int idx)

Specified by:

addInitialValuationPrice in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addInitialValuationPriceValue

public PortfolioReturnTerms.PortfolioReturnTermsBuilder addInitialValuationPriceValue(PriceSchedule _initialValuationPrice)

Specified by:

addInitialValuationPriceValue in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addInitialValuationPriceValue

public PortfolioReturnTerms.PortfolioReturnTermsBuilder addInitialValuationPriceValue(PriceSchedule _initialValuationPrice,
 int idx)

Specified by:

addInitialValuationPriceValue in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addInitialValuationPrice

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

Specified by:

addInitialValuationPrice in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

setInitialValuationPrice

@RuneAttribute("initialValuationPrice")
@RuneScopedAttributeReference
public PortfolioReturnTerms.PortfolioReturnTermsBuilder setInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrices)

Specified by:

setInitialValuationPrice in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addInitialValuationPriceValue

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

Specified by:

addInitialValuationPriceValue in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

setInitialValuationPriceValue

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

Specified by:

setInitialValuationPriceValue in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addInterimValuationPrice

@RosettaAttribute("interimValuationPrice")
@RuneAttribute("interimValuationPrice")
@RuneScopedAttributeReference
public PortfolioReturnTerms.PortfolioReturnTermsBuilder addInterimValuationPrice(ReferenceWithMetaPriceSchedule _interimValuationPrice)

Specified by:

addInterimValuationPrice in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addInterimValuationPrice

public PortfolioReturnTerms.PortfolioReturnTermsBuilder addInterimValuationPrice(ReferenceWithMetaPriceSchedule _interimValuationPrice,
 int idx)

Specified by:

addInterimValuationPrice in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addInterimValuationPriceValue

public PortfolioReturnTerms.PortfolioReturnTermsBuilder addInterimValuationPriceValue(PriceSchedule _interimValuationPrice)

Specified by:

addInterimValuationPriceValue in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addInterimValuationPriceValue

public PortfolioReturnTerms.PortfolioReturnTermsBuilder addInterimValuationPriceValue(PriceSchedule _interimValuationPrice,
 int idx)

Specified by:

addInterimValuationPriceValue in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addInterimValuationPrice

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

Specified by:

addInterimValuationPrice in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

setInterimValuationPrice

@RuneAttribute("interimValuationPrice")
@RuneScopedAttributeReference
public PortfolioReturnTerms.PortfolioReturnTermsBuilder setInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrices)

Specified by:

setInterimValuationPrice in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addInterimValuationPriceValue

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

Specified by:

addInterimValuationPriceValue in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

setInterimValuationPriceValue

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

Specified by:

setInterimValuationPriceValue in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addFinalValuationPrice

@RosettaAttribute("finalValuationPrice")
@RuneAttribute("finalValuationPrice")
@RuneScopedAttributeReference
public PortfolioReturnTerms.PortfolioReturnTermsBuilder addFinalValuationPrice(ReferenceWithMetaPriceSchedule _finalValuationPrice)

Specified by:

addFinalValuationPrice in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addFinalValuationPrice

public PortfolioReturnTerms.PortfolioReturnTermsBuilder addFinalValuationPrice(ReferenceWithMetaPriceSchedule _finalValuationPrice,
 int idx)

Specified by:

addFinalValuationPrice in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addFinalValuationPriceValue

public PortfolioReturnTerms.PortfolioReturnTermsBuilder addFinalValuationPriceValue(PriceSchedule _finalValuationPrice)

Specified by:

addFinalValuationPriceValue in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addFinalValuationPriceValue

public PortfolioReturnTerms.PortfolioReturnTermsBuilder addFinalValuationPriceValue(PriceSchedule _finalValuationPrice,
 int idx)

Specified by:

addFinalValuationPriceValue in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addFinalValuationPrice

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

Specified by:

addFinalValuationPrice in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

setFinalValuationPrice

@RuneAttribute("finalValuationPrice")
@RuneScopedAttributeReference
public PortfolioReturnTerms.PortfolioReturnTermsBuilder setFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrices)

Specified by:

setFinalValuationPrice in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

addFinalValuationPriceValue

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

Specified by:

addFinalValuationPriceValue in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

setFinalValuationPriceValue

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

Specified by:

setFinalValuationPriceValue in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

build

public PortfolioReturnTerms build()

Description copied from interface: ReturnTerms

Build Methods

Specified by:

build in interface PortfolioReturnTerms

Specified by:

build in interface ReturnTerms

Specified by:

build in interface com.rosetta.model.lib.RosettaModelObject

Overrides:

build in class ReturnTerms.ReturnTermsBuilderImpl

toBuilder

public PortfolioReturnTerms.PortfolioReturnTermsBuilder toBuilder()

Specified by:

toBuilder in interface PortfolioReturnTerms

Specified by:

toBuilder in interface ReturnTerms

Specified by:

toBuilder in interface com.rosetta.model.lib.RosettaModelObject

Overrides:

toBuilder in class ReturnTerms.ReturnTermsBuilderImpl

prune

public PortfolioReturnTerms.PortfolioReturnTermsBuilder prune()

Specified by:

prune in interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

Specified by:

prune in interface ReturnTerms.ReturnTermsBuilder

Specified by:

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

Overrides:

prune in class ReturnTerms.ReturnTermsBuilderImpl

hasData

public boolean hasData()

Specified by:

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

Overrides:

hasData in class ReturnTerms.ReturnTermsBuilderImpl

merge

public PortfolioReturnTerms.PortfolioReturnTermsBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other,
 com.rosetta.model.lib.process.BuilderMerger merger)

Specified by:

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

Overrides:

merge in class ReturnTerms.ReturnTermsBuilderImpl

equals

public boolean equals(Object o)

Overrides:

equals in class ReturnTerms.ReturnTermsBuilderImpl

hashCode

public int hashCode()

Overrides:

hashCode in class ReturnTerms.ReturnTermsBuilderImpl

toString

public String toString()

Overrides:

toString in class ReturnTerms.ReturnTermsBuilderImpl