Package cdm.product.template

Interface ReturnTerms.ReturnTermsBuilder

All Superinterfaces:

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

All Known Subinterfaces:

PortfolioReturnTerms.PortfolioReturnTermsBuilder

All Known Implementing Classes:

PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl, ReturnTerms.ReturnTermsBuilderImpl

Enclosing interface:

ReturnTerms

public static interface ReturnTerms.ReturnTermsBuilder
extends ReturnTerms, com.rosetta.model.lib.RosettaModelObjectBuilder

Builder Interface

Nested Class Summary

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.ReturnTerms

metaData

Method Summary

Modifier and Type	Method	Description
CorrelationReturnTerms.CorrelationReturnTermsBuilder	getCorrelationReturnTerms()	Return terms based upon the observed correlation between the components of the underlying basket.
DividendReturnTerms.DividendReturnTermsBuilder	getDividendReturnTerms()	Return terms based upon dividend payments associated to the underlier.
CorrelationReturnTerms.CorrelationReturnTermsBuilder	getOrCreateCorrelationReturnTerms()
DividendReturnTerms.DividendReturnTermsBuilder	getOrCreateDividendReturnTerms()
PriceReturnTerms.PriceReturnTermsBuilder	getOrCreatePriceReturnTerms()
VarianceReturnTerms.VarianceReturnTermsBuilder	getOrCreateVarianceReturnTerms()
VolatilityReturnTerms.VolatilityReturnTermsBuilder	getOrCreateVolatilityReturnTerms()
PriceReturnTerms.PriceReturnTermsBuilder	getPriceReturnTerms()	Return terms based upon the underlier's observed price.
VarianceReturnTerms.VarianceReturnTermsBuilder	getVarianceReturnTerms()	Return terms based upon the observed variance of the underlier's price.
VolatilityReturnTerms.VolatilityReturnTermsBuilder	getVolatilityReturnTerms()	Return terms based upon the observed volatility of the underlier's price.
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
ReturnTerms.ReturnTermsBuilder	prune()
ReturnTerms.ReturnTermsBuilder	setCorrelationReturnTerms(CorrelationReturnTerms correlationReturnTerms)
ReturnTerms.ReturnTermsBuilder	setDividendReturnTerms(DividendReturnTerms dividendReturnTerms)
ReturnTerms.ReturnTermsBuilder	setPriceReturnTerms(PriceReturnTerms priceReturnTerms)
ReturnTerms.ReturnTermsBuilder	setVarianceReturnTerms(VarianceReturnTerms varianceReturnTerms)
ReturnTerms.ReturnTermsBuilder	setVolatilityReturnTerms(VolatilityReturnTerms volatilityReturnTerms)

Methods inherited from interface cdm.product.template.ReturnTerms

build, getType, metaData, process, toBuilder

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

getOrCreatePriceReturnTerms

PriceReturnTerms.PriceReturnTermsBuilder getOrCreatePriceReturnTerms()

getPriceReturnTerms

PriceReturnTerms.PriceReturnTermsBuilder getPriceReturnTerms()

Description copied from interface: ReturnTerms

Return terms based upon the underlier's observed price.

Specified by:

getPriceReturnTerms in interface ReturnTerms

getOrCreateDividendReturnTerms

DividendReturnTerms.DividendReturnTermsBuilder getOrCreateDividendReturnTerms()

getDividendReturnTerms

DividendReturnTerms.DividendReturnTermsBuilder getDividendReturnTerms()

Description copied from interface: ReturnTerms

Return terms based upon dividend payments associated to the underlier.

Specified by:

getDividendReturnTerms in interface ReturnTerms

getOrCreateVarianceReturnTerms

VarianceReturnTerms.VarianceReturnTermsBuilder getOrCreateVarianceReturnTerms()

getVarianceReturnTerms

VarianceReturnTerms.VarianceReturnTermsBuilder getVarianceReturnTerms()

Description copied from interface: ReturnTerms

Return terms based upon the observed variance of the underlier's price.

Specified by:

getVarianceReturnTerms in interface ReturnTerms

getOrCreateVolatilityReturnTerms

VolatilityReturnTerms.VolatilityReturnTermsBuilder getOrCreateVolatilityReturnTerms()

getVolatilityReturnTerms

VolatilityReturnTerms.VolatilityReturnTermsBuilder getVolatilityReturnTerms()

Description copied from interface: ReturnTerms

Return terms based upon the observed volatility of the underlier's price.

Specified by:

getVolatilityReturnTerms in interface ReturnTerms

getOrCreateCorrelationReturnTerms

CorrelationReturnTerms.CorrelationReturnTermsBuilder getOrCreateCorrelationReturnTerms()

getCorrelationReturnTerms

CorrelationReturnTerms.CorrelationReturnTermsBuilder getCorrelationReturnTerms()

Description copied from interface: ReturnTerms

Return terms based upon the observed correlation between the components of the underlying basket.

Specified by:

getCorrelationReturnTerms in interface ReturnTerms

setPriceReturnTerms

ReturnTerms.ReturnTermsBuilder setPriceReturnTerms(PriceReturnTerms priceReturnTerms)

setDividendReturnTerms

ReturnTerms.ReturnTermsBuilder setDividendReturnTerms(DividendReturnTerms dividendReturnTerms)

setVarianceReturnTerms

ReturnTerms.ReturnTermsBuilder setVarianceReturnTerms(VarianceReturnTerms varianceReturnTerms)

setVolatilityReturnTerms

ReturnTerms.ReturnTermsBuilder setVolatilityReturnTerms(VolatilityReturnTerms volatilityReturnTerms)

setCorrelationReturnTerms

ReturnTerms.ReturnTermsBuilder setCorrelationReturnTerms(CorrelationReturnTerms correlationReturnTerms)

process

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

Specified by:

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

prune

ReturnTerms.ReturnTermsBuilder prune()

Specified by:

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