Package cdm.product.template

Interface AmericanExercise.AmericanExerciseBuilder

All Superinterfaces:

AmericanExercise, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

All Known Implementing Classes:

AmericanExercise.AmericanExerciseBuilderImpl

Enclosing interface:

AmericanExercise

public static interface AmericanExercise.AmericanExerciseBuilder
extends AmericanExercise, com.rosetta.model.lib.RosettaModelObjectBuilder, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Builder Interface

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.product.template.AmericanExercise

AmericanExercise.AmericanExerciseBuilder, AmericanExercise.AmericanExerciseBuilderImpl, AmericanExercise.AmericanExerciseImpl

Nested classes/interfaces inherited from interface com.rosetta.model.lib.GlobalKey

com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Field Summary

Fields inherited from interface cdm.product.template.AmericanExercise

metaData

Method Summary

Modifier and Type	Method	Description
AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder	getCommencementDate()	The first day of the exercise period for an American style option.
BusinessCenterTime.BusinessCenterTimeBuilder	getEarliestExerciseTime()	The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) to, and including, the expiration date.
ExerciseFeeSchedule.ExerciseFeeScheduleBuilder	getExerciseFeeSchedule()	The fees associated with an exercise date.
AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder	getExpirationDate()	The last day within an exercise period for an American style option.
BusinessCenterTime.BusinessCenterTimeBuilder	getExpirationTime()	The latest time for exercise on expirationDate.
BusinessCenterTime.BusinessCenterTimeBuilder	getLatestExerciseTime()	For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getMeta()
MultipleExercise.MultipleExerciseBuilder	getMultipleExercise()	As defined in the 2000 ISDA Definitions, Section 12.4.
AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder	getOrCreateCommencementDate()
BusinessCenterTime.BusinessCenterTimeBuilder	getOrCreateEarliestExerciseTime()
ExerciseFeeSchedule.ExerciseFeeScheduleBuilder	getOrCreateExerciseFeeSchedule()
AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder	getOrCreateExpirationDate()
BusinessCenterTime.BusinessCenterTimeBuilder	getOrCreateExpirationTime()
BusinessCenterTime.BusinessCenterTimeBuilder	getOrCreateLatestExerciseTime()
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getOrCreateMeta()
MultipleExercise.MultipleExerciseBuilder	getOrCreateMultipleExercise()
AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder	getOrCreateRelevantUnderlyingDate()
AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder	getRelevantUnderlyingDate()	The effective date on the underlying product if the option is exercised.
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
AmericanExercise.AmericanExerciseBuilder	prune()
AmericanExercise.AmericanExerciseBuilder	setCommencementDate(AdjustableOrRelativeDate commencementDate)
AmericanExercise.AmericanExerciseBuilder	setEarliestExerciseTime(BusinessCenterTime earliestExerciseTime)
AmericanExercise.AmericanExerciseBuilder	setExerciseFeeSchedule(ExerciseFeeSchedule exerciseFeeSchedule)
AmericanExercise.AmericanExerciseBuilder	setExpirationDate(AdjustableOrRelativeDate expirationDate)
AmericanExercise.AmericanExerciseBuilder	setExpirationTime(BusinessCenterTime expirationTime)
AmericanExercise.AmericanExerciseBuilder	setExpirationTimeType(ExpirationTimeTypeEnum expirationTimeType)
AmericanExercise.AmericanExerciseBuilder	setLatestExerciseTime(BusinessCenterTime latestExerciseTime)
AmericanExercise.AmericanExerciseBuilder	setMeta(com.rosetta.model.metafields.MetaFields meta)
AmericanExercise.AmericanExerciseBuilder	setMultipleExercise(MultipleExercise multipleExercise)
AmericanExercise.AmericanExerciseBuilder	setRelevantUnderlyingDate(AdjustableOrRelativeDates relevantUnderlyingDate)

Methods inherited from interface cdm.product.template.AmericanExercise

build, getExpirationTimeType, getType, metaData, process, toBuilder

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

processRosetta, processRosetta

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

getIndex, hasData, merge, processRosetta, processRosetta

Method Details

getOrCreateCommencementDate

AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder getOrCreateCommencementDate()

getCommencementDate

AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder getCommencementDate()

Description copied from interface: AmericanExercise

The first day of the exercise period for an American style option.

Specified by:

getCommencementDate in interface AmericanExercise

getOrCreateExpirationDate

AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder getOrCreateExpirationDate()

getExpirationDate

AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder getExpirationDate()

Description copied from interface: AmericanExercise

The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.

Specified by:

getExpirationDate in interface AmericanExercise

getOrCreateRelevantUnderlyingDate

AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder getOrCreateRelevantUnderlyingDate()

getRelevantUnderlyingDate

AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder getRelevantUnderlyingDate()

Description copied from interface: AmericanExercise

The effective date on the underlying product if the option is exercised. For example, for a swaption it is the swap effective date, for an option on an FX spot or forward it is the value date for settlement, and in an extendible/cancelable provision it is the swap termination date, which is the date on which the termination is effective.'

Specified by:

getRelevantUnderlyingDate in interface AmericanExercise

getOrCreateEarliestExerciseTime

BusinessCenterTime.BusinessCenterTimeBuilder getOrCreateEarliestExerciseTime()

getEarliestExerciseTime

BusinessCenterTime.BusinessCenterTimeBuilder getEarliestExerciseTime()

Description copied from interface: AmericanExercise

The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) to, and including, the expiration date.

Specified by:

getEarliestExerciseTime in interface AmericanExercise

getOrCreateLatestExerciseTime

BusinessCenterTime.BusinessCenterTimeBuilder getOrCreateLatestExerciseTime()

getLatestExerciseTime

BusinessCenterTime.BusinessCenterTimeBuilder getLatestExerciseTime()

Description copied from interface: AmericanExercise

For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.

Specified by:

getLatestExerciseTime in interface AmericanExercise

getOrCreateExpirationTime

BusinessCenterTime.BusinessCenterTimeBuilder getOrCreateExpirationTime()

getExpirationTime

BusinessCenterTime.BusinessCenterTimeBuilder getExpirationTime()

Description copied from interface: AmericanExercise

The latest time for exercise on expirationDate.

Specified by:

getExpirationTime in interface AmericanExercise

getOrCreateMultipleExercise

MultipleExercise.MultipleExerciseBuilder getOrCreateMultipleExercise()

getMultipleExercise

MultipleExercise.MultipleExerciseBuilder getMultipleExercise()

Description copied from interface: AmericanExercise

As defined in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more that the maximum notional amount, and if an integral multiple amount is specified, the notional amount exercised must be equal to, or be an integral multiple of, the integral multiple amount.

Specified by:

getMultipleExercise in interface AmericanExercise

getOrCreateExerciseFeeSchedule

ExerciseFeeSchedule.ExerciseFeeScheduleBuilder getOrCreateExerciseFeeSchedule()

getExerciseFeeSchedule

ExerciseFeeSchedule.ExerciseFeeScheduleBuilder getExerciseFeeSchedule()

Description copied from interface: AmericanExercise

The fees associated with an exercise date. The fees are conditional on the exercise occurring. The fees can be specified as actual currency amounts or as percentages of the notional amount being exercised.

Specified by:

getExerciseFeeSchedule in interface AmericanExercise

getOrCreateMeta

com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getOrCreateMeta()

Specified by:

getOrCreateMeta in interface com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

getMeta

com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getMeta()

Specified by:

getMeta in interface AmericanExercise

Specified by:

getMeta in interface com.rosetta.model.lib.GlobalKey

Specified by:

getMeta in interface com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

setCommencementDate

AmericanExercise.AmericanExerciseBuilder setCommencementDate(AdjustableOrRelativeDate commencementDate)

setExpirationDate

AmericanExercise.AmericanExerciseBuilder setExpirationDate(AdjustableOrRelativeDate expirationDate)

setRelevantUnderlyingDate

AmericanExercise.AmericanExerciseBuilder setRelevantUnderlyingDate(AdjustableOrRelativeDates relevantUnderlyingDate)

setEarliestExerciseTime

AmericanExercise.AmericanExerciseBuilder setEarliestExerciseTime(BusinessCenterTime earliestExerciseTime)

setLatestExerciseTime

AmericanExercise.AmericanExerciseBuilder setLatestExerciseTime(BusinessCenterTime latestExerciseTime)

setExpirationTime

AmericanExercise.AmericanExerciseBuilder setExpirationTime(BusinessCenterTime expirationTime)

setExpirationTimeType

AmericanExercise.AmericanExerciseBuilder setExpirationTimeType(ExpirationTimeTypeEnum expirationTimeType)

setMultipleExercise

AmericanExercise.AmericanExerciseBuilder setMultipleExercise(MultipleExercise multipleExercise)

setExerciseFeeSchedule

AmericanExercise.AmericanExerciseBuilder setExerciseFeeSchedule(ExerciseFeeSchedule exerciseFeeSchedule)

setMeta

AmericanExercise.AmericanExerciseBuilder setMeta(com.rosetta.model.metafields.MetaFields meta)

process

default void process(com.rosetta.model.lib.path.RosettaPath path,
 com.rosetta.model.lib.process.BuilderProcessor processor)

Specified by:

process in interface com.rosetta.model.lib.RosettaModelObjectBuilder

prune

AmericanExercise.AmericanExerciseBuilder prune()

Specified by:

prune in interface com.rosetta.model.lib.RosettaModelObjectBuilder