Package cdm.product.asset

Interface VolatilityReturnTerms

All Superinterfaces:

ReturnTermsBase, com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

VolatilityReturnTerms.VolatilityReturnTermsBuilder

All Known Implementing Classes:

VolatilityReturnTerms.VolatilityReturnTermsBuilderImpl, VolatilityReturnTerms.VolatilityReturnTermsImpl

@RosettaDataType(value="VolatilityReturnTerms",
                 builder=VolatilityReturnTermsBuilderImpl.class,
                 version="6.19.0")
@RuneDataType(value="VolatilityReturnTerms",
              model="cdm",
              builder=VolatilityReturnTermsBuilderImpl.class,
              version="6.19.0")
public interface VolatilityReturnTerms
extends ReturnTermsBase

Version:

6.19.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	VolatilityReturnTerms.VolatilityReturnTermsBuilder	Builder Interface
static class	VolatilityReturnTerms.VolatilityReturnTermsBuilderImpl	Builder Implementation of VolatilityReturnTerms
static class	VolatilityReturnTerms.VolatilityReturnTermsImpl	Immutable Implementation of VolatilityReturnTerms

Nested classes/interfaces inherited from interface cdm.product.asset.ReturnTermsBase

ReturnTermsBase.ReturnTermsBaseBuilder, ReturnTermsBase.ReturnTermsBaseBuilderImpl, ReturnTermsBase.ReturnTermsBaseImpl

Field Summary

Fields

Modifier and Type	Field	Description
static final VolatilityReturnTermsMeta	metaData

Method Summary

Modifier and Type	Method	Description
VolatilityReturnTerms	build()	Build Methods
static VolatilityReturnTerms.VolatilityReturnTermsBuilder	builder()
ListedDerivative	getExchangeTradedContractNearest()	Specification of the exchange traded contract nearest.
default Class<? extends VolatilityReturnTerms>	getType()
VolatilityCapFloor	getVolatilityCapFloor()	Contains volatility-based barriers
Price	getVolatilityStrikePrice()	Volatility Strike Price in accordance with the ISDA 2011 Equity Derivatives Definitions.
default com.rosetta.model.lib.meta.RosettaMetaData<? extends VolatilityReturnTerms>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
VolatilityReturnTerms.VolatilityReturnTermsBuilder	toBuilder()

Methods inherited from interface cdm.product.asset.ReturnTermsBase

getAnnualizationFactor, getDividendApplicability, getEquityUnderlierProvisions, getExpectedN, getInitialLevel, getInitialLevelSource, getMeanAdjustment, getPerformance, getSharePriceDividendAdjustment, getValuationTerms

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

processRosetta, processRosetta

Field Details

metaData

static final VolatilityReturnTermsMeta metaData

Method Details

getVolatilityStrikePrice

Price getVolatilityStrikePrice()

Volatility Strike Price in accordance with the ISDA 2011 Equity Derivatives Definitions.

getVolatilityCapFloor

VolatilityCapFloor getVolatilityCapFloor()

Contains volatility-based barriers

getExchangeTradedContractNearest

ListedDerivative getExchangeTradedContractNearest()

Specification of the exchange traded contract nearest.

build

VolatilityReturnTerms build()

Build Methods

Specified by:

build in interface ReturnTermsBase

Specified by:

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

toBuilder

VolatilityReturnTerms.VolatilityReturnTermsBuilder toBuilder()

Specified by:

toBuilder in interface ReturnTermsBase

Specified by:

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

builder

static VolatilityReturnTerms.VolatilityReturnTermsBuilder builder()

metaData

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

Utility Methods

Specified by:

metaData in interface ReturnTermsBase

Specified by:

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

getType

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

Specified by:

getType in interface ReturnTermsBase

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 ReturnTermsBase

Specified by:

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