Package cdm.event.common
Interface AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsBuilder
- All Superinterfaces:
AdjustmentFactorCalculationTerms,com.rosetta.model.lib.RosettaModelObject,com.rosetta.model.lib.RosettaModelObjectBuilder
- All Known Implementing Classes:
AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsBuilderImpl
- Enclosing interface:
AdjustmentFactorCalculationTerms
public static interface AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsBuilder
extends AdjustmentFactorCalculationTerms, com.rosetta.model.lib.RosettaModelObjectBuilder
Builder Interface
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Nested Class Summary
Nested classes/interfaces inherited from interface cdm.event.common.AdjustmentFactorCalculationTerms
AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsBuilder, AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsBuilderImpl, AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsImpl -
Field Summary
Fields inherited from interface cdm.event.common.AdjustmentFactorCalculationTerms
metaData -
Method Summary
Modifier and TypeMethodDescriptionThe accrual rate and related terms, to adjust the price of an underlier impacted by a Corporate Action when economic impact consists in freezing the underlier price to last fixing and applying accruals for each remaining underlier price fixing date required i.e. for each, adjustedPrice = lastFixingPrice x (1 + accrualRate x DCF).To record observations of dividends.The last fixing price of the Underlier affected by the CorporateAction, before any adjustment with regards to the CorporateAction.Defines the underlier for both the Purchaser Company and the Acquired Compagny involved in Spin Off corporate action, as well as the respective price observation for each.The price to pay per each right.Defines the underlier for both the Parent Company and the Child Compagny involved in Spin Off corporate action, as well as the respective price observation for each.default voidprocess(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor) prune()setAccrualFactor(AccrualFactor accrualFactor) setBespokeCalculationFormula(String bespokeCalculationFormula) setDividendObservation(PriceSchedule dividendObservation) setDividendRatio(BigDecimal dividendRatio) setLastFixingPriceBeforeAdjustment(Price lastFixingPriceBeforeAdjustment) setRightsSubscriptionPrice(Price rightsSubscriptionPrice) setShareForRightsRatio(BigDecimal shareForRightsRatio) setShareForShareRatio(BigDecimal shareForShareRatio) setSpinOff(SpinOff spinOff) Methods inherited from interface cdm.event.common.AdjustmentFactorCalculationTerms
build, getBespokeCalculationFormula, getDividendRatio, getShareForRightsRatio, getShareForShareRatio, getType, metaData, process, toBuilderMethods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosettaMethods inherited from interface com.rosetta.model.lib.RosettaModelObjectBuilder
getIndex, hasData, merge, processRosetta, processRosetta
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Method Details
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getOrCreateRightsSubscriptionPrice
Price.PriceBuilder getOrCreateRightsSubscriptionPrice() -
getRightsSubscriptionPrice
Price.PriceBuilder getRightsSubscriptionPrice()Description copied from interface:AdjustmentFactorCalculationTermsThe price to pay per each right.- Specified by:
getRightsSubscriptionPricein interfaceAdjustmentFactorCalculationTerms
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getOrCreateSpinOff
SpinOff.SpinOffBuilder getOrCreateSpinOff() -
getSpinOff
SpinOff.SpinOffBuilder getSpinOff()Description copied from interface:AdjustmentFactorCalculationTermsDefines the underlier for both the Parent Company and the Child Compagny involved in Spin Off corporate action, as well as the respective price observation for each.- Specified by:
getSpinOffin interfaceAdjustmentFactorCalculationTerms
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getOrCreateMerger
Merger.MergerBuilder getOrCreateMerger() -
getMerger
Merger.MergerBuilder getMerger()Description copied from interface:AdjustmentFactorCalculationTermsDefines the underlier for both the Purchaser Company and the Acquired Compagny involved in Spin Off corporate action, as well as the respective price observation for each.- Specified by:
getMergerin interfaceAdjustmentFactorCalculationTerms
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getOrCreateAccrualFactor
AccrualFactor.AccrualFactorBuilder getOrCreateAccrualFactor() -
getAccrualFactor
AccrualFactor.AccrualFactorBuilder getAccrualFactor()Description copied from interface:AdjustmentFactorCalculationTermsThe accrual rate and related terms, to adjust the price of an underlier impacted by a Corporate Action when economic impact consists in freezing the underlier price to last fixing and applying accruals for each remaining underlier price fixing date required i.e. for each, adjustedPrice = lastFixingPrice x (1 + accrualRate x DCF).- Specified by:
getAccrualFactorin interfaceAdjustmentFactorCalculationTerms
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getOrCreateLastFixingPriceBeforeAdjustment
Price.PriceBuilder getOrCreateLastFixingPriceBeforeAdjustment() -
getLastFixingPriceBeforeAdjustment
Price.PriceBuilder getLastFixingPriceBeforeAdjustment()Description copied from interface:AdjustmentFactorCalculationTermsThe last fixing price of the Underlier affected by the CorporateAction, before any adjustment with regards to the CorporateAction.- Specified by:
getLastFixingPriceBeforeAdjustmentin interfaceAdjustmentFactorCalculationTerms
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getOrCreateDividendObservation
PriceSchedule.PriceScheduleBuilder getOrCreateDividendObservation() -
getDividendObservation
PriceSchedule.PriceScheduleBuilder getDividendObservation()Description copied from interface:AdjustmentFactorCalculationTermsTo record observations of dividends.- Specified by:
getDividendObservationin interfaceAdjustmentFactorCalculationTerms
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setRightsSubscriptionPrice
AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsBuilder setRightsSubscriptionPrice(Price rightsSubscriptionPrice) -
setDividendRatio
AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsBuilder setDividendRatio(BigDecimal dividendRatio) -
setSpinOff
AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsBuilder setSpinOff(SpinOff spinOff) -
setMerger
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setAccrualFactor
AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsBuilder setAccrualFactor(AccrualFactor accrualFactor) -
setLastFixingPriceBeforeAdjustment
AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsBuilder setLastFixingPriceBeforeAdjustment(Price lastFixingPriceBeforeAdjustment) -
setDividendObservation
AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsBuilder setDividendObservation(PriceSchedule dividendObservation) -
setBespokeCalculationFormula
AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsBuilder setBespokeCalculationFormula(String bespokeCalculationFormula) -
process
default void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor) - Specified by:
processin interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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prune
- Specified by:
prunein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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