Package cdm.product.template

Class PortfolioReturnTerms.PortfolioReturnTermsImpl

java.lang.Object

cdm.product.template.ReturnTerms.ReturnTermsImpl

cdm.product.template.PortfolioReturnTerms.PortfolioReturnTermsImpl

All Implemented Interfaces:

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

Enclosing interface:

PortfolioReturnTerms

public static class PortfolioReturnTerms.PortfolioReturnTermsImpl
extends ReturnTerms.ReturnTermsImpl
implements PortfolioReturnTerms

Immutable 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 inherited from interface cdm.product.template.PortfolioReturnTerms

metaData

Fields inherited from interface cdm.product.template.ReturnTerms

metaData

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	PortfolioReturnTermsImpl(PortfolioReturnTerms.PortfolioReturnTermsBuilder builder)

Method Summary

Modifier and Type	Method	Description
PortfolioReturnTerms	build()	Build Methods
boolean	equals(Object o)
List<? extends ReferenceWithMetaPriceSchedule>	getFinalValuationPrice()	2018 ISDA CDM Equity Confirmation for Security Equity Swap: Final Price | Specifies the final valuation price of the underlier.
List<? extends ReferenceWithMetaPriceSchedule>	getInitialValuationPrice()	Specifies the initial valuation price(s) of the underlier.
List<? extends ReferenceWithMetaPriceSchedule>	getInterimValuationPrice()	Specifies the initial valuation price(s) of the underlier.
PayerReceiver	getPayerReceiver()	Canonical representation of the payer and receiver parties applicable to each individual return leg.
List<? extends ReferenceWithMetaNonNegativeQuantitySchedule>	getQuantity()	Notional quantity of the underlier that applies to each individual return leg.
Product	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.
int	hashCode()
protected void	setBuilderFields(PortfolioReturnTerms.PortfolioReturnTermsBuilder builder)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	toBuilder()
String	toString()

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

getCorrelationReturnTerms, getDividendReturnTerms, getPriceReturnTerms, getVarianceReturnTerms, getVolatilityReturnTerms, setBuilderFields

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.ReturnTerms

getCorrelationReturnTerms, getDividendReturnTerms, getPriceReturnTerms, getVarianceReturnTerms, getVolatilityReturnTerms

Methods inherited from interface com.rosetta.model.lib.RosettaModelObject

processRosetta, processRosetta

Constructor Details

PortfolioReturnTermsImpl

protected PortfolioReturnTermsImpl(PortfolioReturnTerms.PortfolioReturnTermsBuilder builder)

Method Details

getPayerReceiver

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

getUnderlier

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

getQuantity

@RosettaAttribute("quantity")
@RuneAttribute("quantity")
@RuneScopedAttributeReference
public List<? extends ReferenceWithMetaNonNegativeQuantitySchedule> getQuantity()

Description copied from interface: PortfolioReturnTerms

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

Specified by:

getQuantity in interface PortfolioReturnTerms

getInitialValuationPrice

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

getInterimValuationPrice

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

getFinalValuationPrice

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

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.ReturnTermsImpl

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.ReturnTermsImpl

setBuilderFields

protected void setBuilderFields(PortfolioReturnTerms.PortfolioReturnTermsBuilder builder)

equals

public boolean equals(Object o)

Overrides:

equals in class ReturnTerms.ReturnTermsImpl

hashCode

public int hashCode()

Overrides:

hashCode in class ReturnTerms.ReturnTermsImpl

toString

public String toString()

Overrides:

toString in class ReturnTerms.ReturnTermsImpl