Package cdm.product.template

Interface ReturnTerms

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
PortfolioReturnTerms, PortfolioReturnTerms.PortfolioReturnTermsBuilder, ReturnTerms.ReturnTermsBuilder
All Known Implementing Classes:
PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl, PortfolioReturnTerms.PortfolioReturnTermsImpl, ReturnTerms.ReturnTermsBuilderImpl, ReturnTerms.ReturnTermsImpl
@RosettaDataType(value="ReturnTerms", builder=ReturnTermsBuilderImpl.class, version="5.30.0") @RuneDataType(value="ReturnTerms", model="cdm", builder=ReturnTermsBuilderImpl.class, version="5.30.0") public interface ReturnTerms extends com.rosetta.model.lib.RosettaModelObject
Specifies the type of return of a performance payout.
Version:
5.30.0

  • Field Details

  • Method Details

    • getPriceReturnTerms

      PriceReturnTerms getPriceReturnTerms()
      Return terms based upon the underlier's observed price.

    • getDividendReturnTerms

      DividendReturnTerms getDividendReturnTerms()
      Return terms based upon dividend payments associated to the underlier.

    • getVarianceReturnTerms

      VarianceReturnTerms getVarianceReturnTerms()
      Return terms based upon the observed variance of the underlier's price.

    • getVolatilityReturnTerms

      VolatilityReturnTerms getVolatilityReturnTerms()
      Return terms based upon the observed volatility of the underlier's price.

    • getCorrelationReturnTerms

      CorrelationReturnTerms getCorrelationReturnTerms()
      Return terms based upon the observed correlation between the components of the underlying basket.

    • build

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

    • toBuilder

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

    • builder

      static ReturnTerms.ReturnTermsBuilder builder()

    • metaData

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

    • getType

      @RuneAttribute("@type") default Class<? extends ReturnTerms> getType()
      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 com.rosetta.model.lib.RosettaModelObject