Package org.isda.cdm

Class Portfolio


  • @RosettaClass
    public class Portfolio
    extends com.rosetta.model.lib.RosettaModelObject
    A Portfolio represents an aggregation of multiple Positions, by describing the parameters that this Portfolio should be aggregated based on. The resulting PortfolioState is calculated using these aggregation parameters as inputs, by aggregating all the Events that are relevant to this Portfolio. The concept of Portfolio works at all levels in the model: from the highest for a given LegalEntity for instance, to the lowest to account for security substitutions in a secutity financing transaction. As such, Portfolio can be used either above or below the Contract level.
    Version:
    2.5.4
    • Method Detail

      • getAggregationParameters

        public final AggregationParameters getAggregationParameters()
        Describes the portfolio by describing how to aggregate all its relevant Events.
      • getPortfolioState

        public final PortfolioState getPortfolioState()
        Describes the state of the Portfolio as a list of Positions resulting from the aggregation.
      • metaData

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

        public Portfolio.PortfolioBuilder toBuilder()
        Specified by:
        toBuilder 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