Package cdm.legaldocumentation.csa

Interface SensitivityMethodologies

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

SensitivityMethodologies.SensitivityMethodologiesBuilder

All Known Implementing Classes:

SensitivityMethodologies.SensitivityMethodologiesBuilderImpl, SensitivityMethodologies.SensitivityMethodologiesImpl

@RosettaDataType(value="SensitivityMethodologies",
                 builder=SensitivityMethodologiesBuilderImpl.class,
                 version="6.19.0")
@RuneDataType(value="SensitivityMethodologies",
              model="cdm",
              builder=SensitivityMethodologiesBuilderImpl.class,
              version="6.19.0")
public interface SensitivityMethodologies
extends com.rosetta.model.lib.RosettaModelObject

A class to specificy methodologies to compute sensitivities specific to the agreement.

Version:

6.19.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	SensitivityMethodologies.SensitivityMethodologiesBuilder	Builder Interface
static class	SensitivityMethodologies.SensitivityMethodologiesBuilderImpl	Builder Implementation of SensitivityMethodologies
static class	SensitivityMethodologies.SensitivityMethodologiesImpl	Immutable Implementation of SensitivityMethodologies

Field Summary

Fields

Modifier and Type	Field	Description
static final SensitivityMethodologiesMeta	metaData

Method Summary

Modifier and Type	Method	Description
SensitivityMethodologies	build()	Build Methods
static SensitivityMethodologies.SensitivityMethodologiesBuilder	builder()
SensitivityMethodology	getSensitivityToCommodity()	The methodology to compute sensitivities to commodity indices for the purpose of Initial Margin agreements.
SensitivityMethodology	getSensitivityToEquity()	The methodology to compute sensitivities to equity indices, funds and ETFs for the purpose of Initial Margin agreements.
default Class<? extends SensitivityMethodologies>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends SensitivityMethodologies>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
SensitivityMethodologies.SensitivityMethodologiesBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final SensitivityMethodologiesMeta metaData

Method Details

getSensitivityToEquity

SensitivityMethodology getSensitivityToEquity()

The methodology to compute sensitivities to equity indices, funds and ETFs for the purpose of Initial Margin agreements.

getSensitivityToCommodity

SensitivityMethodology getSensitivityToCommodity()

The methodology to compute sensitivities to commodity indices for the purpose of Initial Margin agreements.

build

SensitivityMethodologies build()

Build Methods

Specified by:

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

toBuilder

SensitivityMethodologies.SensitivityMethodologiesBuilder toBuilder()

Specified by:

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

builder

static SensitivityMethodologies.SensitivityMethodologiesBuilder builder()

metaData

default com.rosetta.model.lib.meta.RosettaMetaData<? extends SensitivityMethodologies> metaData()

Utility Methods

Specified by:

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

getType

@RuneAttribute("@type")
default Class<? extends SensitivityMethodologies> 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