Package org.isda.cdm

Class EquityPayout

  • All Implemented Interfaces:
    com.rosetta.model.lib.GlobalKey

    @RosettaClass
    public class EquityPayout
    extends PayoutBase
    implements com.rosetta.model.lib.GlobalKey
    The equity payout specification terms. The associated rosettaKey denotes the ability to associate a hash value to the EquityPayout instantiations for the purpose of model cross-referencing, in support of functionality such as the event effect and the lineage.
    Version:
    2.5.4
    • Method Detail

      • getCalculationPeriodDates

        public final CalculationPeriodDates getCalculationPeriodDates()
        The calculation period dates schedule.
      • getDividendReturnTerms

        @RosettaSynonym(value="dividendConditions",source="FpML_5_10",path="return") @RosettaSynonym(value="singleUnderlyer",source="FpML_5_10",path="underlyer")
        public final DividendReturnTerms getDividendReturnTerms()
        2018 ISDA CDM Equity Confirmation for Security Equity Swap: Dividend Obligations
      • getMeta

        public final MetaFields getMeta()
        Specified by:
        getMeta in interface com.rosetta.model.lib.GlobalKey
      • getPayerReceiver

        public final PayerReceiver getPayerReceiver()
      • getPaymentDates

        @RosettaSynonym(value="paymentDates",
                        source="FpML_5_10",
                        path="rateOfReturn")
        public final PaymentDates getPaymentDates()
        The payment date schedule, as defined by the parameters that are needed to specify it, either in a parametric way or by reference to another schedule of dates (e.g. the valuation dates).
      • getPerformance

        public final java.math.BigDecimal getPerformance()
        Performance calculation, in accordance with Part 1 Section 12 of the 2018 ISDA CDM Equity Confirmation for Security Equity Swap, Para 75. 'Equity Performance'. Cumulative performance is used as a notional multiplier factor on both legs of an Equity Swap.
      • getPriceReturnTerms

        public final PriceReturnTerms getPriceReturnTerms()
        2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing
      • getRateOfReturn

        public final java.math.BigDecimal getRateOfReturn()
        Rate of Return calculation, in accordance with Part 1 Section 12 of the 2018 ISDA CDM Equity Confirmation for Security Equity Swap, Para 139. 'Rate Of Return'.
      • getReturnType

        @RosettaSynonym(value="returnType",
                        source="FpML_5_10",
                        path="return")
        public final ReturnTypeEnum getReturnType()
        Specifies the type of return associated with the equity payout.
      • getSettlementTerms

        public final SettlementTerms getSettlementTerms()
        2018 ISDA CDM Equity Confirmation for Security Equity Swap: Settlement.
      • getUnderlier

        @RosettaSynonym(value="singleUnderlyer",source="FpML_5_10",path="underlyer") @RosettaSynonym(value="basket",source="FpML_5_10",path="underlyer")
        public final Underlier getUnderlier()
        2018 ISDA CDM Equity Confirmation for Security Equity Swap: Security
      • process

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

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