Package cdm.product.template

Interface Payout

All Superinterfaces:
com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
Payout.PayoutBuilder
All Known Implementing Classes:
Payout.PayoutBuilderImpl, Payout.PayoutImpl
@RosettaDataType(value="Payout", builder=PayoutBuilderImpl.class, version="6.19.0") @RuneDataType(value="Payout", model="cdm", builder=PayoutBuilderImpl.class, version="6.19.0") public interface Payout extends com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.GlobalKey
Represents the set of future cashflow methodologies in the form of specific payout data type(s) which result from the financial product. Examples: a trade in a cash asset will use only a settlement payout; for derivatives, two interest rate payouts can be combined to specify an interest rate swap; one interest rate payout can be combined with a credit default payout to specify a credit default swap.
Version:
6.19.0

  • Field Details

  • Method Details

    • getAssetPayout

      AssetPayout getAssetPayout()
      Defines the assets and movements in a security financing transaction.

    • getCommodityPayout

      CommodityPayout getCommodityPayout()
      Defines the payout for the floating leg of a Commodity Swap.

    • getCreditDefaultPayout

      CreditDefaultPayout getCreditDefaultPayout()
      The credit default payout, which provides the details necessary for determining when a credit payout will be triggered as well as the parameters for calculating the payout and the settlement terms.

    • getFixedPricePayout

      FixedPricePayout getFixedPricePayout()
      Defines a payout in which one or more payouts are defined as a fixed price.

    • getInterestRatePayout

      InterestRatePayout getInterestRatePayout()
      All of the terms necessary to define and calculate a cash flow based on a fixed, a floating or an inflation index rate. The interest rate payout can be applied to interest rate swaps and FRA (which both have two associated interest rate payouts), credit default swaps (to represent the fee leg when subject to periodic payments) and equity swaps (to represent the funding leg).

    • getOptionPayout

      OptionPayout getOptionPayout()
      The option payout.

    • getPerformancePayout

      PerformancePayout getPerformancePayout()
      The performance payout, which encompasses the equity price returns, dividend returns, volatility return, variance return and correlation provisions.

    • getSettlementPayout

      SettlementPayout getSettlementPayout()
      Represents a forward settling payout. The 'Underlier' attribute captures the underlying payout, which is settled according to the 'SettlementTerms' attribute. Both FX Spot and FX Forward should use this component.

    • getMeta

      com.rosetta.model.metafields.MetaFields getMeta()
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey

    • build

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

    • toBuilder

      Payout.PayoutBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static Payout.PayoutBuilder builder()

    • metaData

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

    • getType

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