Package cdm.legaldocumentation.csa

Interface SensitivityMethodology

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

SensitivityMethodology.SensitivityMethodologyBuilder

All Known Implementing Classes:

SensitivityMethodology.SensitivityMethodologyBuilderImpl, SensitivityMethodology.SensitivityMethodologyImpl

@RosettaDataType(value="SensitivityMethodology",
                 builder=SensitivityMethodologyBuilderImpl.class,
                 version="7.0.0-dev.105")
@RuneDataType(value="SensitivityMethodology",
              model="cdm",
              builder=SensitivityMethodologyBuilderImpl.class,
              version="7.0.0-dev.105")
public interface SensitivityMethodology
extends com.rosetta.model.lib.RosettaModelObject

A class to specify the methodology according to which sensitivities are computed.

Version:

7.0.0-dev.105 Body ISDA Corpus Annex CSA_IM_2016 ISDA 2016 Credit Support Annex for Initial Margin paragraph "13 General Principles" * clause "(gg)(2)" Provision

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	SensitivityMethodology.SensitivityMethodologyBuilder	Builder Interface
static class	SensitivityMethodology.SensitivityMethodologyBuilderImpl	Builder Implementation of SensitivityMethodology
static class	SensitivityMethodology.SensitivityMethodologyImpl	Immutable Implementation of SensitivityMethodology

Field Summary

Fields

Modifier and Type	Field	Description
static final SensitivityMethodologyMeta	metaData

Method Summary

Modifier and Type	Method	Description
SensitivityMethodology	build()	Build Methods
static SensitivityMethodology.SensitivityMethodologyBuilder	builder()
String	getCustomMethodology()	The methodology according to which sensitivities will be computed, when specified through a custom election.
SensitivitiesEnum	getSpecifiedMethodology()	The methodology according to which sensitivities will be computed, when specified through a normalized election.
default Class<? extends SensitivityMethodology>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends SensitivityMethodology>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
SensitivityMethodology.SensitivityMethodologyBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final SensitivityMethodologyMeta metaData

Method Details

getSpecifiedMethodology

SensitivitiesEnum getSpecifiedMethodology()

The methodology according to which sensitivities will be computed, when specified through a normalized election.

getCustomMethodology

String getCustomMethodology()

The methodology according to which sensitivities will be computed, when specified through a custom election.

build

SensitivityMethodology build()

Build Methods

Specified by:

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

toBuilder

SensitivityMethodology.SensitivityMethodologyBuilder toBuilder()

Specified by:

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

builder

static SensitivityMethodology.SensitivityMethodologyBuilder builder()

metaData

default com.rosetta.model.lib.meta.RosettaMetaData<? extends SensitivityMethodology> metaData()

Utility Methods

Specified by:

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

getType

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