Package cdm.product.template

Class ReturnTerms.ReturnTermsImpl

java.lang.Object

cdm.product.template.ReturnTerms.ReturnTermsImpl

All Implemented Interfaces:

ReturnTerms, com.rosetta.model.lib.RosettaModelObject

Direct Known Subclasses:

PortfolioReturnTerms.PortfolioReturnTermsImpl

Enclosing interface:

ReturnTerms

public static class ReturnTerms.ReturnTermsImpl
extends Object
implements ReturnTerms

Immutable Implementation of ReturnTerms

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	ReturnTermsImpl(ReturnTerms.ReturnTermsBuilder builder)

Method Summary

Modifier and Type	Method	Description
ReturnTerms	build()	Build Methods
boolean	equals(Object o)
CorrelationReturnTerms	getCorrelationReturnTerms()	Return terms based upon the observed correlation between the components of the underlying basket.
DividendReturnTerms	getDividendReturnTerms()	Return terms based upon dividend payments associated to the underlier.
PriceReturnTerms	getPriceReturnTerms()	Return terms based upon the underlier's observed price.
VarianceReturnTerms	getVarianceReturnTerms()	Return terms based upon the observed variance of the underlier's price.
VolatilityReturnTerms	getVolatilityReturnTerms()	Return terms based upon the observed volatility of the underlier's price.
int	hashCode()
protected void	setBuilderFields(ReturnTerms.ReturnTermsBuilder builder)
ReturnTerms.ReturnTermsBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

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

Methods inherited from interface cdm.product.template.ReturnTerms

getType, metaData, process

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

processRosetta, processRosetta

Constructor Details

ReturnTermsImpl

protected ReturnTermsImpl(ReturnTerms.ReturnTermsBuilder builder)

Method Details

getPriceReturnTerms

@RosettaAttribute("priceReturnTerms")
@RuneAttribute("priceReturnTerms")
public PriceReturnTerms getPriceReturnTerms()

Description copied from interface: ReturnTerms

Return terms based upon the underlier's observed price.

Specified by:

getPriceReturnTerms in interface ReturnTerms

getDividendReturnTerms

@RosettaAttribute("dividendReturnTerms")
@RuneAttribute("dividendReturnTerms")
public DividendReturnTerms getDividendReturnTerms()

Description copied from interface: ReturnTerms

Return terms based upon dividend payments associated to the underlier.

Specified by:

getDividendReturnTerms in interface ReturnTerms

getVarianceReturnTerms

@RosettaAttribute("varianceReturnTerms")
@RuneAttribute("varianceReturnTerms")
public VarianceReturnTerms getVarianceReturnTerms()

Description copied from interface: ReturnTerms

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

Specified by:

getVarianceReturnTerms in interface ReturnTerms

getVolatilityReturnTerms

@RosettaAttribute("volatilityReturnTerms")
@RuneAttribute("volatilityReturnTerms")
public VolatilityReturnTerms getVolatilityReturnTerms()

Description copied from interface: ReturnTerms

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

Specified by:

getVolatilityReturnTerms in interface ReturnTerms

getCorrelationReturnTerms

@RosettaAttribute("correlationReturnTerms")
@RuneAttribute("correlationReturnTerms")
public CorrelationReturnTerms 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

build

public ReturnTerms build()

Description copied from interface: ReturnTerms

Build Methods

Specified by:

build in interface ReturnTerms

Specified by:

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

toBuilder

public ReturnTerms.ReturnTermsBuilder toBuilder()

Specified by:

toBuilder in interface ReturnTerms

Specified by:

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

setBuilderFields

protected void setBuilderFields(ReturnTerms.ReturnTermsBuilder builder)

equals

public boolean equals(Object o)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object