Package cdm.observable.asset

Interface Index

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
Index.IndexBuilder
All Known Implementing Classes:
Index.IndexBuilderImpl, Index.IndexImpl
@RosettaDataType(value="Index", builder=IndexBuilderImpl.class, version="7.0.0-dev.105") @RuneDataType(value="Index", model="cdm", builder=IndexBuilderImpl.class, version="7.0.0-dev.105") public interface Index extends com.rosetta.model.lib.RosettaModelObject
An Index is an Observable which is computed based on the prices, rates or valuations of a number of assets that are tracked in a standardized way. Examples include equity market indices as well as indices on interest rates, inflation and credit instruments.
Version:
7.0.0-dev.105

  • Field Details

  • Method Details

    • getCreditIndex

      CreditIndex getCreditIndex()
      An index based on credit risk, typically composed using corporate debt instruments in a region or industry sector, e.g. the iTraxx indices.

    • getEquityIndex

      EquityIndex getEquityIndex()
      An index based on equity securities, e.g. the S&P 500.

    • getInterestRateIndex

      FieldWithMetaInterestRateIndex getInterestRateIndex()
      An index based in interest rates or inflation rates in a certain market.

    • getForeignExchangeRateIndex

      ForeignExchangeRateIndex getForeignExchangeRateIndex()
      A rate based on the exchange of a pair of cash assets in specific currencies, e.g. USD versus GBP.

    • getOtherIndex

      OtherIndex getOtherIndex()
      An index created by a market participant which doesn't align with the other index types.

    • build

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

    • toBuilder

      Index.IndexBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static Index.IndexBuilder builder()

    • metaData

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

    • getType

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