Uses of Interface
cdm.product.template.PortfolioReturnTerms.PortfolioReturnTermsBuilder
Packages that use PortfolioReturnTerms.PortfolioReturnTermsBuilder
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Uses of PortfolioReturnTerms.PortfolioReturnTermsBuilder in cdm.product.template
Classes in cdm.product.template that implement PortfolioReturnTerms.PortfolioReturnTermsBuilderModifier and TypeClassDescriptionstatic classBuilder Implementation of PortfolioReturnTermsFields in cdm.product.template with type parameters of type PortfolioReturnTerms.PortfolioReturnTermsBuilderModifier and TypeFieldDescriptionPerformancePayout.PerformancePayoutBuilderImpl.portfolioReturnTermsMethods in cdm.product.template that return PortfolioReturnTerms.PortfolioReturnTermsBuilderModifier and TypeMethodDescriptionPortfolioReturnTerms.PortfolioReturnTermsBuilder.addFinalValuationPrice(ReferenceWithMetaPriceSchedule finalValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addFinalValuationPrice(ReferenceWithMetaPriceSchedule finalValuationPrice, int idx) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addFinalValuationPrice(ReferenceWithMetaPriceSchedule _finalValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addFinalValuationPrice(ReferenceWithMetaPriceSchedule _finalValuationPrice, int idx) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrices) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addFinalValuationPriceValue(PriceSchedule finalValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addFinalValuationPriceValue(PriceSchedule finalValuationPrice, int idx) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addFinalValuationPriceValue(PriceSchedule _finalValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addFinalValuationPriceValue(PriceSchedule _finalValuationPrice, int idx) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrices) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInitialValuationPrice(ReferenceWithMetaPriceSchedule initialValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInitialValuationPrice(ReferenceWithMetaPriceSchedule initialValuationPrice, int idx) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInitialValuationPrice(ReferenceWithMetaPriceSchedule _initialValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInitialValuationPrice(ReferenceWithMetaPriceSchedule _initialValuationPrice, int idx) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrices) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInitialValuationPriceValue(PriceSchedule initialValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInitialValuationPriceValue(PriceSchedule initialValuationPrice, int idx) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInitialValuationPriceValue(PriceSchedule _initialValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInitialValuationPriceValue(PriceSchedule _initialValuationPrice, int idx) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrices) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInterimValuationPrice(ReferenceWithMetaPriceSchedule interimValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInterimValuationPrice(ReferenceWithMetaPriceSchedule interimValuationPrice, int idx) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInterimValuationPrice(ReferenceWithMetaPriceSchedule _interimValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInterimValuationPrice(ReferenceWithMetaPriceSchedule _interimValuationPrice, int idx) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrices) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInterimValuationPriceValue(PriceSchedule interimValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInterimValuationPriceValue(PriceSchedule interimValuationPrice, int idx) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInterimValuationPriceValue(PriceSchedule _interimValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInterimValuationPriceValue(PriceSchedule _interimValuationPrice, int idx) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrices) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addQuantity(ReferenceWithMetaNonNegativeQuantitySchedule quantity) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addQuantity(ReferenceWithMetaNonNegativeQuantitySchedule quantity, int idx) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addQuantity(List<? extends ReferenceWithMetaNonNegativeQuantitySchedule> quantity) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addQuantity(ReferenceWithMetaNonNegativeQuantitySchedule _quantity) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addQuantity(ReferenceWithMetaNonNegativeQuantitySchedule _quantity, int idx) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addQuantity(List<? extends ReferenceWithMetaNonNegativeQuantitySchedule> quantitys) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addQuantityValue(NonNegativeQuantitySchedule quantity) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addQuantityValue(NonNegativeQuantitySchedule quantity, int idx) PortfolioReturnTerms.PortfolioReturnTermsBuilder.addQuantityValue(List<? extends NonNegativeQuantitySchedule> quantity) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addQuantityValue(NonNegativeQuantitySchedule _quantity) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addQuantityValue(NonNegativeQuantitySchedule _quantity, int idx) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.addQuantityValue(List<? extends NonNegativeQuantitySchedule> quantitys) PortfolioReturnTerms.builder()PerformancePayout.PerformancePayoutBuilder.getOrCreatePortfolioReturnTerms(int index) PerformancePayout.PerformancePayoutBuilderImpl.getOrCreatePortfolioReturnTerms(int index) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger) PortfolioReturnTerms.PortfolioReturnTermsBuilder.prune()PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.prune()PortfolioReturnTerms.PortfolioReturnTermsBuilder.setCorrelationReturnTerms(CorrelationReturnTerms correlationReturnTerms) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.setCorrelationReturnTerms(CorrelationReturnTerms _correlationReturnTerms) PortfolioReturnTerms.PortfolioReturnTermsBuilder.setDividendReturnTerms(DividendReturnTerms dividendReturnTerms) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.setDividendReturnTerms(DividendReturnTerms _dividendReturnTerms) PortfolioReturnTerms.PortfolioReturnTermsBuilder.setFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.setFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrices) PortfolioReturnTerms.PortfolioReturnTermsBuilder.setFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.setFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrices) PortfolioReturnTerms.PortfolioReturnTermsBuilder.setInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.setInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrices) PortfolioReturnTerms.PortfolioReturnTermsBuilder.setInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.setInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrices) PortfolioReturnTerms.PortfolioReturnTermsBuilder.setInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.setInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrices) PortfolioReturnTerms.PortfolioReturnTermsBuilder.setInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrice) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.setInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrices) PortfolioReturnTerms.PortfolioReturnTermsBuilder.setPayerReceiver(PayerReceiver payerReceiver) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.setPayerReceiver(PayerReceiver _payerReceiver) PortfolioReturnTerms.PortfolioReturnTermsBuilder.setPriceReturnTerms(PriceReturnTerms priceReturnTerms) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.setPriceReturnTerms(PriceReturnTerms _priceReturnTerms) PortfolioReturnTerms.PortfolioReturnTermsBuilder.setQuantity(List<? extends ReferenceWithMetaNonNegativeQuantitySchedule> quantity) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.setQuantity(List<? extends ReferenceWithMetaNonNegativeQuantitySchedule> quantitys) PortfolioReturnTerms.PortfolioReturnTermsBuilder.setQuantityValue(List<? extends NonNegativeQuantitySchedule> quantity) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.setQuantityValue(List<? extends NonNegativeQuantitySchedule> quantitys) PortfolioReturnTerms.PortfolioReturnTermsBuilder.setUnderlier(Product underlier) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.setUnderlier(Product _underlier) PortfolioReturnTerms.PortfolioReturnTermsBuilder.setVarianceReturnTerms(VarianceReturnTerms varianceReturnTerms) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.setVarianceReturnTerms(VarianceReturnTerms _varianceReturnTerms) PortfolioReturnTerms.PortfolioReturnTermsBuilder.setVolatilityReturnTerms(VolatilityReturnTerms volatilityReturnTerms) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.setVolatilityReturnTerms(VolatilityReturnTerms _volatilityReturnTerms) PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl.toBuilder()PortfolioReturnTerms.PortfolioReturnTermsImpl.toBuilder()PortfolioReturnTerms.toBuilder()Methods in cdm.product.template that return types with arguments of type PortfolioReturnTerms.PortfolioReturnTermsBuilderModifier and TypeMethodDescriptionPerformancePayout.PerformancePayoutBuilder.getPortfolioReturnTerms()PerformancePayout.PerformancePayoutBuilderImpl.getPortfolioReturnTerms()Methods in cdm.product.template with parameters of type PortfolioReturnTerms.PortfolioReturnTermsBuilderModifier and TypeMethodDescriptionprotected voidPortfolioReturnTerms.PortfolioReturnTermsImpl.setBuilderFields(PortfolioReturnTerms.PortfolioReturnTermsBuilder builder) Constructors in cdm.product.template with parameters of type PortfolioReturnTerms.PortfolioReturnTermsBuilderModifierConstructorDescriptionprotected