Package cdm.event.common

Class AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsImpl

java.lang.Object

cdm.event.common.AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsImpl

All Implemented Interfaces:

AdjustmentFactorCalculationTerms, com.rosetta.model.lib.RosettaModelObject

Enclosing interface:

AdjustmentFactorCalculationTerms

public static class AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsImpl
extends Object
implements AdjustmentFactorCalculationTerms

Immutable Implementation of AdjustmentFactorCalculationTerms

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	AdjustmentFactorCalculationTermsImpl(AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsBuilder builder)

Method Summary

Modifier and Type	Method	Description
AdjustmentFactorCalculationTerms	build()	Build Methods
boolean	equals(Object o)
AccrualFactor	getAccrualFactor()	The 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).
String	getBespokeCalculationFormula()	To describe the formula used to calculate the Adjustment Factor.
PriceSchedule	getDividendObservation()	To record observations of dividends.
BigDecimal	getDividendRatio()	Multiplier value (e.g. 85 %, etc.) to calculate net dividend amount, given gross amount before taking into account the relevant fiscal features.
Price	getLastFixingPriceBeforeAdjustment()	The last fixing price of the Underlier affected by the CorporateAction, before any adjustment with regards to the CorporateAction.
Merger	getMerger()	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.
Price	getRightsSubscriptionPrice()	The price to pay per each right.
BigDecimal	getShareForRightsRatio()	Multiple value, say 'M/N' where 'M' is the number of rights after the event, and 'N' of shares prior to the event.
BigDecimal	getShareForShareRatio()	Multiple value, say 'M/N' where 'M' is the number of shares after the event and 'N' is the number of shares prior to the event.
SpinOff	getSpinOff()	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.
int	hashCode()
protected void	setBuilderFields(AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsBuilder builder)
AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface cdm.event.common.AdjustmentFactorCalculationTerms

getType, metaData, process

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

processRosetta, processRosetta

Constructor Details

AdjustmentFactorCalculationTermsImpl

protected AdjustmentFactorCalculationTermsImpl(AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsBuilder builder)

Method Details

getShareForShareRatio

@RosettaAttribute("shareForShareRatio")
@Accessor(GETTER)
@RuneAttribute("shareForShareRatio")
public BigDecimal getShareForShareRatio()

Description copied from interface: AdjustmentFactorCalculationTerms

Multiple value, say 'M/N' where 'M' is the number of shares after the event and 'N' is the number of shares prior to the event.

Specified by:

getShareForShareRatio in interface AdjustmentFactorCalculationTerms

getShareForRightsRatio

@RosettaAttribute("shareForRightsRatio")
@Accessor(GETTER)
@RuneAttribute("shareForRightsRatio")
public BigDecimal getShareForRightsRatio()

Description copied from interface: AdjustmentFactorCalculationTerms

Multiple value, say 'M/N' where 'M' is the number of rights after the event, and 'N' of shares prior to the event.

Specified by:

getShareForRightsRatio in interface AdjustmentFactorCalculationTerms

getRightsSubscriptionPrice

@RosettaAttribute("rightsSubscriptionPrice")
@Accessor(GETTER)
@RuneAttribute("rightsSubscriptionPrice")
public Price getRightsSubscriptionPrice()

Description copied from interface: AdjustmentFactorCalculationTerms

The price to pay per each right.

Specified by:

getRightsSubscriptionPrice in interface AdjustmentFactorCalculationTerms

getDividendRatio

@RosettaAttribute("dividendRatio")
@Accessor(GETTER)
@RuneAttribute("dividendRatio")
public BigDecimal getDividendRatio()

Description copied from interface: AdjustmentFactorCalculationTerms

Multiplier value (e.g. 85 %, etc.) to calculate net dividend amount, given gross amount before taking into account the relevant fiscal features.

Specified by:

getDividendRatio in interface AdjustmentFactorCalculationTerms

getSpinOff

@RosettaAttribute("spinOff")
@Accessor(GETTER)
@RuneAttribute("spinOff")
public SpinOff getSpinOff()

Description copied from interface: AdjustmentFactorCalculationTerms

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.

Specified by:

getSpinOff in interface AdjustmentFactorCalculationTerms

getMerger

@RosettaAttribute("merger")
@Accessor(GETTER)
@RuneAttribute("merger")
public Merger getMerger()

Description copied from interface: AdjustmentFactorCalculationTerms

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.

Specified by:

getMerger in interface AdjustmentFactorCalculationTerms

getAccrualFactor

@RosettaAttribute("accrualFactor")
@Accessor(GETTER)
@RuneAttribute("accrualFactor")
public AccrualFactor getAccrualFactor()

Description copied from interface: AdjustmentFactorCalculationTerms

The 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:

getAccrualFactor in interface AdjustmentFactorCalculationTerms

getLastFixingPriceBeforeAdjustment

@RosettaAttribute("lastFixingPriceBeforeAdjustment")
@Accessor(GETTER)
@RuneAttribute("lastFixingPriceBeforeAdjustment")
public Price getLastFixingPriceBeforeAdjustment()

Description copied from interface: AdjustmentFactorCalculationTerms

The last fixing price of the Underlier affected by the CorporateAction, before any adjustment with regards to the CorporateAction.

Specified by:

getLastFixingPriceBeforeAdjustment in interface AdjustmentFactorCalculationTerms

getDividendObservation

@RosettaAttribute("dividendObservation")
@Accessor(GETTER)
@RuneAttribute("dividendObservation")
public PriceSchedule getDividendObservation()

Description copied from interface: AdjustmentFactorCalculationTerms

To record observations of dividends.

Specified by:

getDividendObservation in interface AdjustmentFactorCalculationTerms

getBespokeCalculationFormula

@RosettaAttribute("bespokeCalculationFormula")
@Accessor(GETTER)
@RuneAttribute("bespokeCalculationFormula")
public String getBespokeCalculationFormula()

Description copied from interface: AdjustmentFactorCalculationTerms

To describe the formula used to calculate the Adjustment Factor.

Specified by:

getBespokeCalculationFormula in interface AdjustmentFactorCalculationTerms

build

public AdjustmentFactorCalculationTerms build()

Description copied from interface: AdjustmentFactorCalculationTerms

Build Methods

Specified by:

build in interface AdjustmentFactorCalculationTerms

Specified by:

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

toBuilder

public AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsBuilder toBuilder()

Specified by:

toBuilder in interface AdjustmentFactorCalculationTerms

Specified by:

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

setBuilderFields

protected void setBuilderFields(AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsBuilder builder)

equals

public boolean equals(Object o)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object