Package cdm.event.common

Interface AdjustmentFactorCalculationTerms

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsBuilder
All Known Implementing Classes:
AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsBuilderImpl, AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsImpl
@RosettaDataType(value="AdjustmentFactorCalculationTerms", builder=AdjustmentFactorCalculationTermsBuilderImpl.class, version="7.0.0-dev.105") @RuneDataType(value="AdjustmentFactorCalculationTerms", model="cdm", builder=AdjustmentFactorCalculationTermsBuilderImpl.class, version="7.0.0-dev.105") public interface AdjustmentFactorCalculationTerms extends com.rosetta.model.lib.RosettaModelObject
Describes the input terms involved in the calculation of the adjustment factor applied to the price of the underlier impacted by a Corporate Action.
Version:
7.0.0-dev.105

  • Field Details

  • Method Details

    • getShareForShareRatio

      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.

    • getShareForRightsRatio

      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.

    • getRightsSubscriptionPrice

      Price getRightsSubscriptionPrice()
      The price to pay per each right.

    • getDividendRatio

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

    • getSpinOff

      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.

    • getMerger

      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.

    • getAccrualFactor

      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).

    • getLastFixingPriceBeforeAdjustment

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

    • getDividendObservation

      PriceSchedule getDividendObservation()
      To record observations of dividends.

    • getBespokeCalculationFormula

      String getBespokeCalculationFormula()
      To describe the formula used to calculate the Adjustment Factor.

    • build

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

    • toBuilder

      AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static AdjustmentFactorCalculationTerms.AdjustmentFactorCalculationTermsBuilder builder()

    • metaData

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

    • getType

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