@Override public MarketstatEventBuilder withTheoreticalDelta(BigDecimal inTheoreticalDelta) { convertibleBond.setTheoreticalDelta(inTheoreticalDelta); return this; } /* (non-Javadoc)
@Override public TradeEventBuilder<E> withTheoreticalDelta(BigDecimal inTheoreticalDelta) { convertibleBond.setTheoreticalDelta(inTheoreticalDelta); return this; } /* (non-Javadoc)
@Override public QuoteEventBuilder<E> withTheoreticalDelta(BigDecimal inTheoreticalDelta) { convertibleBond.setTheoreticalDelta(inTheoreticalDelta); return this; } /* (non-Javadoc)
@Override public ImbalanceEventBuilder withTheoreticalDelta(BigDecimal inTheoreticalDelta) { convertibleBond.setTheoreticalDelta(inTheoreticalDelta); return this; } /* (non-Javadoc)
inRecipient.setRating(inDonor.getRating()); inRecipient.setRatingID(inDonor.getRatingID()); inRecipient.setTheoreticalDelta(inDonor.getTheoreticalDelta()); inRecipient.setTraceReportTime(inDonor.getTraceReportTime()); inRecipient.setUnderlyingEquity(inDonor.getUnderlyingEquity());