blue.repo.v1_3_0.finoscdm60d07

Class VarianceReturnTerms

java.lang.Object

blue.repo.v1_3_0.finoscdm60d07.VarianceReturnTerms

public class VarianceReturnTerms
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
VarianceReturnTerms()

Method Summary

Modifier and Type	Method and Description
VarianceReturnTerms	annualizationFactor(java.math.BigInteger annualizationFactor)
static java.lang.String	blueId()
VarianceReturnTerms	dividendApplicability(DividendApplicability dividendApplicability)
VarianceReturnTerms	equityUnderlierProvisions(EquityUnderlierProvisions equityUnderlierProvisions)
VarianceReturnTerms	exchangeTradedContractNearest(ReferenceWithMetaObservable exchangeTradedContractNearest)
VarianceReturnTerms	expectedN(java.math.BigInteger expectedN)
java.math.BigInteger	getAnnualizationFactor()
DividendApplicability	getDividendApplicability()
EquityUnderlierProvisions	getEquityUnderlierProvisions()
ReferenceWithMetaObservable	getExchangeTradedContractNearest()
java.math.BigInteger	getExpectedN()
java.lang.Double	getInitialLevel()
DeterminationMethodEnum	getInitialLevelSource()
java.lang.Boolean	getMeanAdjustment()
java.lang.String	getNamespace()
java.lang.String	getPerformance()
java.lang.Boolean	getSharePriceDividendAdjustment()
ValuationTerms	getValuationTerms()
VarianceCapFloor	getVarianceCapFloor()
Price	getVarianceStrikePrice()
NonNegativeQuantitySchedule	getVegaNotionalAmount()
VolatilityCapFloor	getVolatilityCapFloor()
Price	getVolatilityStrikePrice()
VarianceReturnTerms	initialLevel(java.lang.Double initialLevel)
VarianceReturnTerms	initialLevelSource(DeterminationMethodEnum initialLevelSource)
VarianceReturnTerms	meanAdjustment(java.lang.Boolean meanAdjustment)
VarianceReturnTerms	namespace(java.lang.String namespace)
static java.lang.String	packageName()
VarianceReturnTerms	performance(java.lang.String performance)
static java.lang.String	qualifiedName()
static RepositoryType	repositoryType()
static java.lang.String	resourcePath()
VarianceReturnTerms	sharePriceDividendAdjustment(java.lang.Boolean sharePriceDividendAdjustment)
static java.lang.String	typeName()
VarianceReturnTerms	valuationTerms(ValuationTerms valuationTerms)
VarianceReturnTerms	varianceCapFloor(VarianceCapFloor varianceCapFloor)
VarianceReturnTerms	varianceStrikePrice(Price varianceStrikePrice)
VarianceReturnTerms	vegaNotionalAmount(NonNegativeQuantitySchedule vegaNotionalAmount)
VarianceReturnTerms	volatilityCapFloor(VolatilityCapFloor volatilityCapFloor)
VarianceReturnTerms	volatilityStrikePrice(Price volatilityStrikePrice)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

VarianceReturnTerms

public VarianceReturnTerms()

Method Detail

blueId

public static java.lang.String blueId()

packageName

public static java.lang.String packageName()

typeName

public static java.lang.String typeName()

qualifiedName

public static java.lang.String qualifiedName()

resourcePath

public static java.lang.String resourcePath()

repositoryType

public static RepositoryType repositoryType()

getNamespace

public java.lang.String getNamespace()

namespace

public VarianceReturnTerms namespace(java.lang.String namespace)

getAnnualizationFactor

public java.math.BigInteger getAnnualizationFactor()

annualizationFactor

public VarianceReturnTerms annualizationFactor(java.math.BigInteger annualizationFactor)

getDividendApplicability

public DividendApplicability getDividendApplicability()

dividendApplicability

public VarianceReturnTerms dividendApplicability(DividendApplicability dividendApplicability)

getEquityUnderlierProvisions

public EquityUnderlierProvisions getEquityUnderlierProvisions()

equityUnderlierProvisions

public VarianceReturnTerms equityUnderlierProvisions(EquityUnderlierProvisions equityUnderlierProvisions)

getExchangeTradedContractNearest

public ReferenceWithMetaObservable getExchangeTradedContractNearest()

exchangeTradedContractNearest

public VarianceReturnTerms exchangeTradedContractNearest(ReferenceWithMetaObservable exchangeTradedContractNearest)

getExpectedN

public java.math.BigInteger getExpectedN()

expectedN

public VarianceReturnTerms expectedN(java.math.BigInteger expectedN)

getInitialLevel

public java.lang.Double getInitialLevel()

initialLevel

public VarianceReturnTerms initialLevel(java.lang.Double initialLevel)

getInitialLevelSource

public DeterminationMethodEnum getInitialLevelSource()

initialLevelSource

public VarianceReturnTerms initialLevelSource(DeterminationMethodEnum initialLevelSource)

getMeanAdjustment

public java.lang.Boolean getMeanAdjustment()

meanAdjustment

public VarianceReturnTerms meanAdjustment(java.lang.Boolean meanAdjustment)

getPerformance

public java.lang.String getPerformance()

performance

public VarianceReturnTerms performance(java.lang.String performance)

getSharePriceDividendAdjustment

public java.lang.Boolean getSharePriceDividendAdjustment()

sharePriceDividendAdjustment

public VarianceReturnTerms sharePriceDividendAdjustment(java.lang.Boolean sharePriceDividendAdjustment)

getValuationTerms

public ValuationTerms getValuationTerms()

valuationTerms

public VarianceReturnTerms valuationTerms(ValuationTerms valuationTerms)

getVarianceCapFloor

public VarianceCapFloor getVarianceCapFloor()

varianceCapFloor

public VarianceReturnTerms varianceCapFloor(VarianceCapFloor varianceCapFloor)

getVarianceStrikePrice

public Price getVarianceStrikePrice()

varianceStrikePrice

public VarianceReturnTerms varianceStrikePrice(Price varianceStrikePrice)

getVegaNotionalAmount

public NonNegativeQuantitySchedule getVegaNotionalAmount()

vegaNotionalAmount

public VarianceReturnTerms vegaNotionalAmount(NonNegativeQuantitySchedule vegaNotionalAmount)

getVolatilityCapFloor

public VolatilityCapFloor getVolatilityCapFloor()

volatilityCapFloor

public VarianceReturnTerms volatilityCapFloor(VolatilityCapFloor volatilityCapFloor)

getVolatilityStrikePrice

public Price getVolatilityStrikePrice()

volatilityStrikePrice

public VarianceReturnTerms volatilityStrikePrice(Price volatilityStrikePrice)