Package org.isda.cdm
Class SensitivityMethodology
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.SensitivityMethodology
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@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
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
SensitivityMethodology.SensitivityMethodologyBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static SensitivityMethodology.SensitivityMethodologyBuilder
builder()
boolean
equals(java.lang.Object o)
java.lang.String
getCustomMethodology()
The methodology according to which sensitivities will be computed, when specified through a custom election.SensitivitiesEnum
getSpecifiedMethodology()
The methodology according to which sensitivities will be computed, when specified through a normalized election.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends SensitivityMethodology>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
SensitivityMethodology.SensitivityMethodologyBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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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.
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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.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends SensitivityMethodology> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public SensitivityMethodology.SensitivityMethodologyBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static SensitivityMethodology.SensitivityMethodologyBuilder builder()
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process
public void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
- Specified by:
process
in classcom.rosetta.model.lib.RosettaModelObject
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equals
public boolean equals(java.lang.Object o)
- Overrides:
equals
in classjava.lang.Object
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hashCode
public int hashCode()
- Overrides:
hashCode
in classjava.lang.Object
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toString
public java.lang.String toString()
- Overrides:
toString
in classjava.lang.Object
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