Package cdm.product.template

Interface AveragingFeature

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

AveragingFeature.AveragingFeatureBuilder

All Known Implementing Classes:

AveragingFeature.AveragingFeatureBuilderImpl, AveragingFeature.AveragingFeatureImpl

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

As per ISDA 2002 Definitions.

Version:

7.0.0-dev.105

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	AveragingFeature.AveragingFeatureBuilder	Builder Interface
static class	AveragingFeature.AveragingFeatureBuilderImpl	Builder Implementation of AveragingFeature
static class	AveragingFeature.AveragingFeatureImpl	Immutable Implementation of AveragingFeature

Field Summary

Fields

Modifier and Type	Field	Description
static final AveragingFeatureMeta	metaData

Method Summary

Modifier and Type	Method	Description
AveragingFeature	build()	Build Methods
static AveragingFeature.AveragingFeatureBuilder	builder()
AveragingCalculation	getAveragingCalculation()	Defines parameters for use in cases when a valuation or other term is based on an average of market observations.
AveragingInOutEnum	getAveragingInOut()
AveragingPeriod	getAveragingPeriodIn()	The averaging in period.
AveragingPeriod	getAveragingPeriodOut()	The averaging out period.
BigDecimal	getStrikeFactor()	The factor of strike.
default Class<? extends AveragingFeature>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends AveragingFeature>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
AveragingFeature.AveragingFeatureBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final AveragingFeatureMeta metaData

Method Details

getAveragingCalculation

AveragingCalculation getAveragingCalculation()

Defines parameters for use in cases when a valuation or other term is based on an average of market observations.

getAveragingInOut

AveragingInOutEnum getAveragingInOut()

getStrikeFactor

BigDecimal getStrikeFactor()

The factor of strike.

getAveragingPeriodIn

AveragingPeriod getAveragingPeriodIn()

The averaging in period.

getAveragingPeriodOut

AveragingPeriod getAveragingPeriodOut()

The averaging out period.

build

AveragingFeature build()

Build Methods

Specified by:

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

toBuilder

AveragingFeature.AveragingFeatureBuilder toBuilder()

Specified by:

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

builder

static AveragingFeature.AveragingFeatureBuilder builder()

metaData

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

Utility Methods

Specified by:

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

getType

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