Package cdm.product.template

Interface PortfolioReturnTerms.PortfolioReturnTermsBuilder

All Superinterfaces:

com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder, PortfolioReturnTerms, ReturnTerms, ReturnTerms.ReturnTermsBuilder, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

All Known Implementing Classes:

PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl

Enclosing interface:

PortfolioReturnTerms

public static interface PortfolioReturnTerms.PortfolioReturnTermsBuilder
extends PortfolioReturnTerms, ReturnTerms.ReturnTermsBuilder, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Builder Interface

Nested Class Summary

Nested classes/interfaces inherited from interface com.rosetta.model.lib.GlobalKey

com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Nested classes/interfaces inherited from interface cdm.product.template.PortfolioReturnTerms

PortfolioReturnTerms.PortfolioReturnTermsBuilder, PortfolioReturnTerms.PortfolioReturnTermsBuilderImpl, PortfolioReturnTerms.PortfolioReturnTermsImpl

Nested classes/interfaces inherited from interface cdm.product.template.ReturnTerms

ReturnTerms.ReturnTermsBuilder, ReturnTerms.ReturnTermsBuilderImpl, ReturnTerms.ReturnTermsImpl

Field Summary

Fields inherited from interface cdm.product.template.PortfolioReturnTerms

metaData

Fields inherited from interface cdm.product.template.ReturnTerms

metaData

Method Summary

Modifier and Type	Method	Description
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addFinalValuationPrice(ReferenceWithMetaPriceSchedule finalValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addFinalValuationPrice(ReferenceWithMetaPriceSchedule finalValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addFinalValuationPriceValue(PriceSchedule finalValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addFinalValuationPriceValue(PriceSchedule finalValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInitialValuationPrice(ReferenceWithMetaPriceSchedule initialValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInitialValuationPrice(ReferenceWithMetaPriceSchedule initialValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInitialValuationPriceValue(PriceSchedule initialValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInitialValuationPriceValue(PriceSchedule initialValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInterimValuationPrice(ReferenceWithMetaPriceSchedule interimValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInterimValuationPrice(ReferenceWithMetaPriceSchedule interimValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInterimValuationPriceValue(PriceSchedule interimValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInterimValuationPriceValue(PriceSchedule interimValuationPrice, int idx)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	addInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrice)
List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder>	getFinalValuationPrice()	2018 ISDA CDM Equity Confirmation for Security Equity Swap: Final Price | Specifies the final valuation price of the underlier.
List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder>	getInitialValuationPrice()	Specifies the initial valuation price(s) of the underlier.
List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder>	getInterimValuationPrice()	Specifies the initial valuation price(s) of the underlier.
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getMeta()
ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder	getOrCreateFinalValuationPrice(int index)
ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder	getOrCreateInitialValuationPrice(int index)
ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder	getOrCreateInterimValuationPrice(int index)
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getOrCreateMeta()
PayerReceiver.PayerReceiverBuilder	getOrCreatePayerReceiver()
ReferenceWithMetaNonNegativeQuantitySchedule.ReferenceWithMetaNonNegativeQuantityScheduleBuilder	getOrCreateQuantity()
ReferenceWithMetaObservable.ReferenceWithMetaObservableBuilder	getOrCreateUnderlier()
PayerReceiver.PayerReceiverBuilder	getPayerReceiver()	Canonical representation of the payer and receiver parties applicable to each individual return leg.
ReferenceWithMetaNonNegativeQuantitySchedule.ReferenceWithMetaNonNegativeQuantityScheduleBuilder	getQuantity()	Specifies a quantity schedule for the underlier, which applies to each individual return leg.
ReferenceWithMetaObservable.ReferenceWithMetaObservableBuilder	getUnderlier()	Defines the product that is the subject of a tradable product definition, an underlying product definition, a physical exercise, a position, or other purposes.
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	prune()
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setCorrelationReturnTerms(CorrelationReturnTerms correlationReturnTerms)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setDividendReturnTerms(DividendReturnTerms dividendReturnTerms)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrice)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setMeta(com.rosetta.model.metafields.MetaFields meta)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setPayerReceiver(PayerReceiver payerReceiver)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setPriceReturnTerms(PriceReturnTerms priceReturnTerms)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setQuantity(ReferenceWithMetaNonNegativeQuantitySchedule quantity)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setQuantityValue(NonNegativeQuantitySchedule quantity)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setUnderlier(ReferenceWithMetaObservable underlier)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setUnderlierValue(Observable underlier)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setVarianceReturnTerms(VarianceReturnTerms varianceReturnTerms)
PortfolioReturnTerms.PortfolioReturnTermsBuilder	setVolatilityReturnTerms(VolatilityReturnTerms volatilityReturnTerms)

Methods inherited from interface cdm.product.template.PortfolioReturnTerms

build, getType, metaData, process, toBuilder

Methods inherited from interface cdm.product.template.ReturnTerms.ReturnTermsBuilder

getCorrelationReturnTerms, getDividendReturnTerms, getOrCreateCorrelationReturnTerms, getOrCreateDividendReturnTerms, getOrCreatePriceReturnTerms, getOrCreateVarianceReturnTerms, getOrCreateVolatilityReturnTerms, getPriceReturnTerms, getVarianceReturnTerms, getVolatilityReturnTerms

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

processRosetta, processRosetta

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

getIndex, hasData, merge, processRosetta, processRosetta

Method Details

getOrCreatePayerReceiver

PayerReceiver.PayerReceiverBuilder getOrCreatePayerReceiver()

getPayerReceiver

PayerReceiver.PayerReceiverBuilder getPayerReceiver()

Description copied from interface: PortfolioReturnTerms

Canonical representation of the payer and receiver parties applicable to each individual return leg.

Specified by:

getPayerReceiver in interface PortfolioReturnTerms

getOrCreateUnderlier

ReferenceWithMetaObservable.ReferenceWithMetaObservableBuilder getOrCreateUnderlier()

getUnderlier

ReferenceWithMetaObservable.ReferenceWithMetaObservableBuilder getUnderlier()

Description copied from interface: PortfolioReturnTerms

Defines the product that is the subject of a tradable product definition, an underlying product definition, a physical exercise, a position, or other purposes.

Specified by:

getUnderlier in interface PortfolioReturnTerms

getOrCreateQuantity

ReferenceWithMetaNonNegativeQuantitySchedule.ReferenceWithMetaNonNegativeQuantityScheduleBuilder getOrCreateQuantity()

getQuantity

ReferenceWithMetaNonNegativeQuantitySchedule.ReferenceWithMetaNonNegativeQuantityScheduleBuilder getQuantity()

Description copied from interface: PortfolioReturnTerms

Specifies a quantity schedule for the underlier, which applies to each individual return leg.

Specified by:

getQuantity in interface PortfolioReturnTerms

getOrCreateInitialValuationPrice

ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder getOrCreateInitialValuationPrice(int index)

getInitialValuationPrice

List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder> getInitialValuationPrice()

Description copied from interface: PortfolioReturnTerms

Specifies the initial valuation price(s) of the underlier. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.

Specified by:

getInitialValuationPrice in interface PortfolioReturnTerms

getOrCreateInterimValuationPrice

ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder getOrCreateInterimValuationPrice(int index)

getInterimValuationPrice

List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder> getInterimValuationPrice()

Description copied from interface: PortfolioReturnTerms

Specifies the initial valuation price(s) of the underlier. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.

Specified by:

getInterimValuationPrice in interface PortfolioReturnTerms

getOrCreateFinalValuationPrice

ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder getOrCreateFinalValuationPrice(int index)

getFinalValuationPrice

List<? extends ReferenceWithMetaPriceSchedule.ReferenceWithMetaPriceScheduleBuilder> getFinalValuationPrice()

Description copied from interface: PortfolioReturnTerms

2018 ISDA CDM Equity Confirmation for Security Equity Swap: Final Price | Specifies the final valuation price of the underlier. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.

Specified by:

getFinalValuationPrice in interface PortfolioReturnTerms

getOrCreateMeta

com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getOrCreateMeta()

Specified by:

getOrCreateMeta in interface com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

getMeta

com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getMeta()

Specified by:

getMeta in interface com.rosetta.model.lib.GlobalKey

Specified by:

getMeta in interface com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Specified by:

getMeta in interface PortfolioReturnTerms

setPriceReturnTerms

PortfolioReturnTerms.PortfolioReturnTermsBuilder setPriceReturnTerms(PriceReturnTerms priceReturnTerms)

Specified by:

setPriceReturnTerms in interface ReturnTerms.ReturnTermsBuilder

setDividendReturnTerms

PortfolioReturnTerms.PortfolioReturnTermsBuilder setDividendReturnTerms(DividendReturnTerms dividendReturnTerms)

Specified by:

setDividendReturnTerms in interface ReturnTerms.ReturnTermsBuilder

setVarianceReturnTerms

PortfolioReturnTerms.PortfolioReturnTermsBuilder setVarianceReturnTerms(VarianceReturnTerms varianceReturnTerms)

Specified by:

setVarianceReturnTerms in interface ReturnTerms.ReturnTermsBuilder

setVolatilityReturnTerms

PortfolioReturnTerms.PortfolioReturnTermsBuilder setVolatilityReturnTerms(VolatilityReturnTerms volatilityReturnTerms)

Specified by:

setVolatilityReturnTerms in interface ReturnTerms.ReturnTermsBuilder

setCorrelationReturnTerms

PortfolioReturnTerms.PortfolioReturnTermsBuilder setCorrelationReturnTerms(CorrelationReturnTerms correlationReturnTerms)

Specified by:

setCorrelationReturnTerms in interface ReturnTerms.ReturnTermsBuilder

setPayerReceiver

PortfolioReturnTerms.PortfolioReturnTermsBuilder setPayerReceiver(PayerReceiver payerReceiver)

setUnderlier

PortfolioReturnTerms.PortfolioReturnTermsBuilder setUnderlier(ReferenceWithMetaObservable underlier)

setUnderlierValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder setUnderlierValue(Observable underlier)

setQuantity

PortfolioReturnTerms.PortfolioReturnTermsBuilder setQuantity(ReferenceWithMetaNonNegativeQuantitySchedule quantity)

setQuantityValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder setQuantityValue(NonNegativeQuantitySchedule quantity)

addInitialValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInitialValuationPrice(ReferenceWithMetaPriceSchedule initialValuationPrice)

addInitialValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInitialValuationPrice(ReferenceWithMetaPriceSchedule initialValuationPrice,
 int idx)

addInitialValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInitialValuationPriceValue(PriceSchedule initialValuationPrice)

addInitialValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInitialValuationPriceValue(PriceSchedule initialValuationPrice,
 int idx)

addInitialValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrice)

setInitialValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder setInitialValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> initialValuationPrice)

addInitialValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrice)

setInitialValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder setInitialValuationPriceValue(List<? extends PriceSchedule> initialValuationPrice)

addInterimValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInterimValuationPrice(ReferenceWithMetaPriceSchedule interimValuationPrice)

addInterimValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInterimValuationPrice(ReferenceWithMetaPriceSchedule interimValuationPrice,
 int idx)

addInterimValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInterimValuationPriceValue(PriceSchedule interimValuationPrice)

addInterimValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInterimValuationPriceValue(PriceSchedule interimValuationPrice,
 int idx)

addInterimValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrice)

setInterimValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder setInterimValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> interimValuationPrice)

addInterimValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder addInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrice)

setInterimValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder setInterimValuationPriceValue(List<? extends PriceSchedule> interimValuationPrice)

addFinalValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder addFinalValuationPrice(ReferenceWithMetaPriceSchedule finalValuationPrice)

addFinalValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder addFinalValuationPrice(ReferenceWithMetaPriceSchedule finalValuationPrice,
 int idx)

addFinalValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder addFinalValuationPriceValue(PriceSchedule finalValuationPrice)

addFinalValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder addFinalValuationPriceValue(PriceSchedule finalValuationPrice,
 int idx)

addFinalValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder addFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrice)

setFinalValuationPrice

PortfolioReturnTerms.PortfolioReturnTermsBuilder setFinalValuationPrice(List<? extends ReferenceWithMetaPriceSchedule> finalValuationPrice)

addFinalValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder addFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrice)

setFinalValuationPriceValue

PortfolioReturnTerms.PortfolioReturnTermsBuilder setFinalValuationPriceValue(List<? extends PriceSchedule> finalValuationPrice)

setMeta

PortfolioReturnTerms.PortfolioReturnTermsBuilder setMeta(com.rosetta.model.metafields.MetaFields meta)

process

default void process(com.rosetta.model.lib.path.RosettaPath path,
 com.rosetta.model.lib.process.BuilderProcessor processor)

Specified by:

process in interface ReturnTerms.ReturnTermsBuilder

Specified by:

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

prune

PortfolioReturnTerms.PortfolioReturnTermsBuilder prune()

Specified by:

prune in interface ReturnTerms.ReturnTermsBuilder

Specified by:

prune in interface com.rosetta.model.lib.RosettaModelObjectBuilder