Package org.isda.cdm

Class SensitivityMethodology


  • @RosettaClass
    public class SensitivityMethodology
    extends com.rosetta.model.lib.RosettaModelObject
    A class to specify the methodology according to which sensitivities to (i) equity indices, funds and ETFs, and (ii) commodity indices are computed. This specification is done either through a normalized election as part of the specifiedMethodology, or through a custom election via the customMethodology attribute. ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (gg)(2).
    Version:
    2.5.4
    • Method Detail

      • getCustomMethodology

        @RosettaSynonym(value="sensitivities_equity_indices_funds_etfs_specify,sensitivities_to_commodity_indices_specify",
                        source="ISDA_Create_1_0")
        public final java.lang.String getCustomMethodology()
        The methodology according to which sensitivities will be computed, when specified through a custom election.
      • getSpecifiedMethodology

        @RosettaSynonym(value="sensitivities_equity_indices_funds_etfs,sensitivities_commodity_indices",
                        source="ISDA_Create_1_0")
        public final SensitivitiesEnum getSpecifiedMethodology()
        The methodology according to which sensitivities will be computed, when specified through a normalized election.
      • metaData

        public com.rosetta.model.lib.meta.RosettaMetaData<? extends SensitivityMethodology> metaData()
        Specified by:
        metaData in class com.rosetta.model.lib.RosettaModelObject
      • process

        public void process​(com.rosetta.model.lib.path.RosettaPath path,
                            com.rosetta.model.lib.process.Processor processor)
        Specified by:
        process in class com.rosetta.model.lib.RosettaModelObject
      • equals

        public boolean equals​(java.lang.Object o)
        Overrides:
        equals in class java.lang.Object
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class java.lang.Object
      • toString

        public java.lang.String toString()
        Overrides:
        toString in class java.lang.Object