public class CdmProductTemplatePortfolioReturnTerms
extends java.lang.Object
| Constructor and Description |
|---|
CdmProductTemplatePortfolioReturnTerms() |
public CdmProductTemplatePortfolioReturnTerms()
public static java.lang.String blueId()
public static java.lang.String packageName()
public static java.lang.String typeName()
public static java.lang.String qualifiedName()
public static java.lang.String resourcePath()
public static RepositoryType repositoryType()
public CdmProductAssetCorrelationReturnTerms getCorrelationReturnTerms()
public CdmProductTemplatePortfolioReturnTerms correlationReturnTerms(CdmProductAssetCorrelationReturnTerms correlationReturnTerms)
public CdmProductAssetDividendReturnTerms getDividendReturnTerms()
public CdmProductTemplatePortfolioReturnTerms dividendReturnTerms(CdmProductAssetDividendReturnTerms dividendReturnTerms)
public java.util.List<CdmObservableAssetMetafieldsReferenceWithMetaPriceSchedule> getFinalValuationPrice()
public CdmProductTemplatePortfolioReturnTerms finalValuationPrice(java.util.List<CdmObservableAssetMetafieldsReferenceWithMetaPriceSchedule> finalValuationPrice)
public java.util.List<CdmObservableAssetMetafieldsReferenceWithMetaPriceSchedule> getInitialValuationPrice()
public CdmProductTemplatePortfolioReturnTerms initialValuationPrice(java.util.List<CdmObservableAssetMetafieldsReferenceWithMetaPriceSchedule> initialValuationPrice)
public java.util.List<CdmObservableAssetMetafieldsReferenceWithMetaPriceSchedule> getInterimValuationPrice()
public CdmProductTemplatePortfolioReturnTerms interimValuationPrice(java.util.List<CdmObservableAssetMetafieldsReferenceWithMetaPriceSchedule> interimValuationPrice)
public CdmBaseStaticdataPartyPayerReceiver getPayerReceiver()
public CdmProductTemplatePortfolioReturnTerms payerReceiver(CdmBaseStaticdataPartyPayerReceiver payerReceiver)
public CdmProductAssetPriceReturnTerms getPriceReturnTerms()
public CdmProductTemplatePortfolioReturnTerms priceReturnTerms(CdmProductAssetPriceReturnTerms priceReturnTerms)
public CdmBaseMathMetafieldsReferenceWithMetaNonNegativeQuantitySchedule getQuantity()
public CdmProductTemplatePortfolioReturnTerms quantity(CdmBaseMathMetafieldsReferenceWithMetaNonNegativeQuantitySchedule quantity)
public CdmObservableAssetMetafieldsReferenceWithMetaObservable getUnderlier()
public CdmProductTemplatePortfolioReturnTerms underlier(CdmObservableAssetMetafieldsReferenceWithMetaObservable underlier)
public CdmProductAssetVarianceReturnTerms getVarianceReturnTerms()
public CdmProductTemplatePortfolioReturnTerms varianceReturnTerms(CdmProductAssetVarianceReturnTerms varianceReturnTerms)
public CdmProductAssetVolatilityReturnTerms getVolatilityReturnTerms()
public CdmProductTemplatePortfolioReturnTerms volatilityReturnTerms(CdmProductAssetVolatilityReturnTerms volatilityReturnTerms)