Package cdm.product.template

Interface PortfolioReturnTerms

All Superinterfaces:
ReturnTerms, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
PortfolioReturnTerms.PortfolioReturnTermsBuilder
All Known Implementing Classes:
PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl, PortfolioReturnTerms.PortfolioReturnTermsImpl
@RosettaDataType(value="PortfolioReturnTerms", builder=PortfolioReturnTermsBuilderImpl.class, version="5.30.0") @RuneDataType(value="PortfolioReturnTerms", model="cdm", builder=PortfolioReturnTermsBuilderImpl.class, version="5.30.0") public interface PortfolioReturnTerms extends ReturnTerms
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.
Version:
5.30.0

  • Field Details

  • Method Details

    • getPayerReceiver

      PayerReceiver getPayerReceiver()
      Canonical representation of the payer and receiver parties applicable to each individual return leg.

    • getUnderlier

      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.

    • getQuantity

      List<? extends ReferenceWithMetaNonNegativeQuantitySchedule> getQuantity()
      Notional quantity of the underlier that applies to each individual return leg.

    • getInitialValuationPrice

      List<? extends ReferenceWithMetaPriceSchedule> getInitialValuationPrice()
      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.

    • getInterimValuationPrice

      List<? extends ReferenceWithMetaPriceSchedule> getInterimValuationPrice()
      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.

    • getFinalValuationPrice

      List<? extends ReferenceWithMetaPriceSchedule> getFinalValuationPrice()
      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.

    • build

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

    • toBuilder

      PortfolioReturnTerms.PortfolioReturnTermsBuilder toBuilder()
      Specified by:
      toBuilder in interface ReturnTerms
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static PortfolioReturnTerms.PortfolioReturnTermsBuilder builder()

    • metaData

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

    • getType

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