Package cdm.event.common

Class Valuation.ValuationImpl

java.lang.Object

cdm.event.common.Valuation.ValuationImpl

All Implemented Interfaces:

Valuation, com.rosetta.model.lib.RosettaModelObject

Enclosing interface:

Valuation

public static class Valuation.ValuationImpl
extends Object
implements Valuation

Immutable Implementation of Valuation

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.event.common.Valuation

Valuation.ValuationBuilder, Valuation.ValuationBuilderImpl, Valuation.ValuationImpl

Field Summary

Fields inherited from interface cdm.event.common.Valuation

metaData

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	ValuationImpl(Valuation.ValuationBuilder builder)

Method Summary

Modifier and Type	Method	Description
Valuation	build()	Build Methods
boolean	equals(Object o)
Money	getAmount()	Current value of the outstanding contract
BigDecimal	getDelta()	The ratio of the change in the price of a derivative transaction to the change in the price of the underlying.
ValuationTypeEnum	getMethod()	Method used for the valuation of the transaction by the valuation party.
Price	getPriceComponent()	Denotes the price used to compute the valuation.
ValuationScopeEnum	getScope()	Defines the scope of the valuation, what it applies to e.g. the collateral or the trade
ValuationSourceEnum	getSource()	Source of the valuation of the transaction by the valuation party.
ZonedDateTime	getTimestamp()	Date and time of the last valuation marked to market, provided by the central counterparty (CCP) or calculated using the current or last available market price of the inputs.
PriceTimingEnum	getValuationTiming()	Denotes when the valuation was sourced during a business day.
int	hashCode()
protected void	setBuilderFields(Valuation.ValuationBuilder builder)
Valuation.ValuationBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

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

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

processRosetta, processRosetta

Methods inherited from interface cdm.event.common.Valuation

getType, metaData, process

Constructor Details

ValuationImpl

protected ValuationImpl(Valuation.ValuationBuilder builder)

Method Details

getAmount

@RosettaAttribute("amount")
@Accessor(GETTER)
@Required
@RuneAttribute("amount")
public Money getAmount()

Description copied from interface: Valuation

Current value of the outstanding contract

Specified by:

getAmount in interface Valuation

getTimestamp

@RosettaAttribute("timestamp")
@Accessor(GETTER)
@Required
@RuneAttribute("timestamp")
public ZonedDateTime getTimestamp()

Description copied from interface: Valuation

Date and time of the last valuation marked to market, provided by the central counterparty (CCP) or calculated using the current or last available market price of the inputs.

Specified by:

getTimestamp in interface Valuation

getMethod

@RosettaAttribute("method")
@Accessor(GETTER)
@RuneAttribute("method")
public ValuationTypeEnum getMethod()

Description copied from interface: Valuation

Method used for the valuation of the transaction by the valuation party.

Specified by:

getMethod in interface Valuation

getSource

@RosettaAttribute("source")
@Accessor(GETTER)
@RuneAttribute("source")
public ValuationSourceEnum getSource()

Description copied from interface: Valuation

Source of the valuation of the transaction by the valuation party.

Specified by:

getSource in interface Valuation

getScope

@RosettaAttribute("scope")
@Accessor(GETTER)
@Required
@RuneAttribute("scope")
public ValuationScopeEnum getScope()

Description copied from interface: Valuation

Defines the scope of the valuation, what it applies to e.g. the collateral or the trade

Specified by:

getScope in interface Valuation

getDelta

@RosettaAttribute("delta")
@Accessor(GETTER)
@RuneAttribute("delta")
public BigDecimal getDelta()

Description copied from interface: Valuation

The ratio of the change in the price of a derivative transaction to the change in the price of the underlying. This field is applicable only to options and swaptions.

Specified by:

getDelta in interface Valuation

getValuationTiming

@RosettaAttribute("valuationTiming")
@Accessor(GETTER)
@RuneAttribute("valuationTiming")
public PriceTimingEnum getValuationTiming()

Description copied from interface: Valuation

Denotes when the valuation was sourced during a business day.

Specified by:

getValuationTiming in interface Valuation

getPriceComponent

@RosettaAttribute("priceComponent")
@Accessor(GETTER)
@RuneAttribute("priceComponent")
public Price getPriceComponent()

Description copied from interface: Valuation

Denotes the price used to compute the valuation.

Specified by:

getPriceComponent in interface Valuation

build

public Valuation build()

Description copied from interface: Valuation

Build Methods

Specified by:

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

Specified by:

build in interface Valuation

toBuilder

public Valuation.ValuationBuilder toBuilder()

Specified by:

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

Specified by:

toBuilder in interface Valuation

setBuilderFields

protected void setBuilderFields(Valuation.ValuationBuilder 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