Package cdm.observable.asset

Interface SettlementRateOption

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

SettlementRateOption.SettlementRateOptionBuilder

All Known Implementing Classes:

SettlementRateOption.SettlementRateOptionBuilderImpl, SettlementRateOption.SettlementRateOptionImpl

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

Defines the settlement rate option to use for fixing in case of cash settlement. Currently only applicable to foreign exchange fixing in case of cross-currency settlement.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	SettlementRateOption.SettlementRateOptionBuilder	Builder Interface
static class	SettlementRateOption.SettlementRateOptionBuilderImpl	Builder Implementation of SettlementRateOption
static class	SettlementRateOption.SettlementRateOptionImpl	Immutable Implementation of SettlementRateOption

Field Summary

Fields

Modifier and Type	Field	Description
static final SettlementRateOptionMeta	metaData

Method Summary

Modifier and Type	Method	Description
SettlementRateOption	build()	Build Methods
static SettlementRateOption.SettlementRateOptionBuilder	builder()
PriceSourceDisruption	getPriceSourceDisruption()	An attribute defining the parameters to get a new quote when a settlement rate option is disrupted.
FieldWithMetaSettlementRateOptionEnum	getSettlementRateOption()	The rate source for the conversion to the settlement currency.
default Class<? extends SettlementRateOption>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends SettlementRateOption>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
SettlementRateOption.SettlementRateOptionBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final SettlementRateOptionMeta metaData

Method Details

getSettlementRateOption

FieldWithMetaSettlementRateOptionEnum getSettlementRateOption()

The rate source for the conversion to the settlement currency. This source is specified through a scheme that reflects the terms of the Annex A to the 1998 FX and Currency Option Definitions.

getPriceSourceDisruption

PriceSourceDisruption getPriceSourceDisruption()

An attribute defining the parameters to get a new quote when a settlement rate option is disrupted.

build

SettlementRateOption build()

Build Methods

Specified by:

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

toBuilder

SettlementRateOption.SettlementRateOptionBuilder toBuilder()

Specified by:

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

builder

static SettlementRateOption.SettlementRateOptionBuilder builder()

metaData

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

Utility Methods

Specified by:

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

getType

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