Package cdm.observable.asset

Interface MakeWholeAmount

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject, SwapCurveValuation
All Known Subinterfaces:
MakeWholeAmount.MakeWholeAmountBuilder
All Known Implementing Classes:
MakeWholeAmount.MakeWholeAmountBuilderImpl, MakeWholeAmount.MakeWholeAmountImpl
@RosettaDataType(value="MakeWholeAmount", builder=MakeWholeAmountBuilderImpl.class, version="5.30.0") @RuneDataType(value="MakeWholeAmount", model="cdm", builder=MakeWholeAmountBuilderImpl.class, version="5.30.0") public interface MakeWholeAmount extends SwapCurveValuation
A class to specify the amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date (typically applicable to the convertible bond options).
Version:
5.30.0

  • Field Details

  • Method Details

    • getInterpolationMethod

      InterpolationMethodEnum getInterpolationMethod()
      The type of interpolation method that the calculation agent reserves the right to use.

    • getEarlyCallDate

      FieldWithMetaDate getEarlyCallDate()
      Date prior to which the option buyer will have to pay a Make Whole Amount to the option seller if he/she exercises the option.

    • build

      MakeWholeAmount build()
      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject
      Specified by:
      build in interface SwapCurveValuation

    • toBuilder

      MakeWholeAmount.MakeWholeAmountBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject
      Specified by:
      toBuilder in interface SwapCurveValuation

    • builder

      static MakeWholeAmount.MakeWholeAmountBuilder builder()

    • metaData

      default com.rosetta.model.lib.meta.RosettaMetaData<? extends MakeWholeAmount> metaData()
      Utility Methods
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject
      Specified by:
      metaData in interface SwapCurveValuation

    • getType

      @RuneAttribute("@type") default Class<? extends MakeWholeAmount> getType()
      Specified by:
      getType in interface com.rosetta.model.lib.RosettaModelObject
      Specified by:
      getType in interface SwapCurveValuation

    • process

      default void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
      Specified by:
      process in interface com.rosetta.model.lib.RosettaModelObject
      Specified by:
      process in interface SwapCurveValuation