Package cdm.observable.asset

Interface ReferenceSwapCurve

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

ReferenceSwapCurve.ReferenceSwapCurveBuilder

All Known Implementing Classes:

ReferenceSwapCurve.ReferenceSwapCurveBuilderImpl, ReferenceSwapCurve.ReferenceSwapCurveImpl

@RosettaDataType(value="ReferenceSwapCurve",
                 builder=ReferenceSwapCurveBuilderImpl.class,
                 version="5.30.0")
@RuneDataType(value="ReferenceSwapCurve",
              model="cdm",
              builder=ReferenceSwapCurveBuilderImpl.class,
              version="5.30.0")
public interface ReferenceSwapCurve
extends com.rosetta.model.lib.RosettaModelObject

A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	ReferenceSwapCurve.ReferenceSwapCurveBuilder	Builder Interface
static class	ReferenceSwapCurve.ReferenceSwapCurveBuilderImpl	Builder Implementation of ReferenceSwapCurve
static class	ReferenceSwapCurve.ReferenceSwapCurveImpl	Immutable Implementation of ReferenceSwapCurve

Field Summary

Fields

Modifier and Type	Field	Description
static final ReferenceSwapCurveMeta	metaData

Method Summary

Modifier and Type	Method	Description
ReferenceSwapCurve	build()	Build Methods
static ReferenceSwapCurve.ReferenceSwapCurveBuilder	builder()
MakeWholeAmount	getMakeWholeAmount()	Amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date.
SwapCurveValuation	getSwapUnwindValue()	Getter Methods
default Class<? extends ReferenceSwapCurve>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends ReferenceSwapCurve>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
ReferenceSwapCurve.ReferenceSwapCurveBuilder	toBuilder()

Methods inherited from interface com.rosetta.model.lib.RosettaModelObject

processRosetta, processRosetta

Field Details

metaData

static final ReferenceSwapCurveMeta metaData

Method Details

getSwapUnwindValue

SwapCurveValuation getSwapUnwindValue()

Getter Methods

getMakeWholeAmount

MakeWholeAmount getMakeWholeAmount()

Amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date. (The market practice in the convertible bond option space being that the buyer should be penalised if he/she exercises the option early on.)

build

ReferenceSwapCurve build()

Build Methods

Specified by:

build in interface com.rosetta.model.lib.RosettaModelObject

toBuilder

ReferenceSwapCurve.ReferenceSwapCurveBuilder toBuilder()

Specified by:

toBuilder in interface com.rosetta.model.lib.RosettaModelObject

builder

static ReferenceSwapCurve.ReferenceSwapCurveBuilder builder()

metaData

default com.rosetta.model.lib.meta.RosettaMetaData<? extends ReferenceSwapCurve> metaData()

Utility Methods

Specified by:

metaData in interface com.rosetta.model.lib.RosettaModelObject

getType

@RuneAttribute("@type")
default Class<? extends ReferenceSwapCurve> getType()

Specified by:

getType in interface com.rosetta.model.lib.RosettaModelObject

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