Package cdm.product.template

Class AmericanExercise.AmericanExerciseBuilderImpl

java.lang.Object

cdm.product.template.AmericanExercise.AmericanExerciseBuilderImpl

All Implemented Interfaces:

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

Enclosing interface:

AmericanExercise

public static class AmericanExercise.AmericanExerciseBuilderImpl
extends Object
implements AmericanExercise.AmericanExerciseBuilder

Builder Implementation of AmericanExercise

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

Modifier and Type	Field	Description
protected AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder	commencementDate
protected BusinessCenterTime.BusinessCenterTimeBuilder	earliestExerciseTime
protected ExerciseFeeSchedule.ExerciseFeeScheduleBuilder	exerciseFeeSchedule
protected AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder	expirationDate
protected BusinessCenterTime.BusinessCenterTimeBuilder	expirationTime
protected ExpirationTimeTypeEnum	expirationTimeType
protected BusinessCenterTime.BusinessCenterTimeBuilder	latestExerciseTime
protected com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	meta
protected MultipleExercise.MultipleExerciseBuilder	multipleExercise
protected AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder	relevantUnderlyingDate

Fields inherited from interface cdm.product.template.AmericanExercise

metaData

Constructor Summary

Constructors

Constructor	Description
AmericanExerciseBuilderImpl()

Method Summary

Modifier and Type	Method	Description
AmericanExercise	build()	Build Methods
boolean	equals(Object o)
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.
ExpirationTimeTypeEnum	getExpirationTimeType()	The time of day at which the equity option expires, for example the official closing time of the exchange.
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.
boolean	hasData()
int	hashCode()
AmericanExercise.AmericanExerciseBuilder	merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
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)
AmericanExercise.AmericanExerciseBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface cdm.product.template.AmericanExercise

getType, metaData, process

Methods inherited from interface cdm.product.template.AmericanExercise.AmericanExerciseBuilder

process

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

processRosetta, processRosetta

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

getIndex, processRosetta, processRosetta

Field Details

commencementDate

protected AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder commencementDate

expirationDate

protected AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder expirationDate

relevantUnderlyingDate

protected AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder relevantUnderlyingDate

earliestExerciseTime

protected BusinessCenterTime.BusinessCenterTimeBuilder earliestExerciseTime

latestExerciseTime

protected BusinessCenterTime.BusinessCenterTimeBuilder latestExerciseTime

expirationTime

protected BusinessCenterTime.BusinessCenterTimeBuilder expirationTime

expirationTimeType

protected ExpirationTimeTypeEnum expirationTimeType

multipleExercise

protected MultipleExercise.MultipleExerciseBuilder multipleExercise

exerciseFeeSchedule

protected ExerciseFeeSchedule.ExerciseFeeScheduleBuilder exerciseFeeSchedule

meta

protected com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder meta

Constructor Details

AmericanExerciseBuilderImpl

public AmericanExerciseBuilderImpl()

Method Details

getCommencementDate

@RosettaAttribute(value="commencementDate",
                  isRequired=true)
@RuneAttribute(value="commencementDate",
               isRequired=true)
public 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

Specified by:

getCommencementDate in interface AmericanExercise.AmericanExerciseBuilder

getOrCreateCommencementDate

public AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder getOrCreateCommencementDate()

Specified by:

getOrCreateCommencementDate in interface AmericanExercise.AmericanExerciseBuilder

getExpirationDate

@RosettaAttribute(value="expirationDate",
                  isRequired=true)
@RuneAttribute(value="expirationDate",
               isRequired=true)
public 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

Specified by:

getExpirationDate in interface AmericanExercise.AmericanExerciseBuilder

getOrCreateExpirationDate

public AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder getOrCreateExpirationDate()

Specified by:

getOrCreateExpirationDate in interface AmericanExercise.AmericanExerciseBuilder

getRelevantUnderlyingDate

@RosettaAttribute("relevantUnderlyingDate")
@RuneAttribute("relevantUnderlyingDate")
public 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

Specified by:

getRelevantUnderlyingDate in interface AmericanExercise.AmericanExerciseBuilder

getOrCreateRelevantUnderlyingDate

public AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder getOrCreateRelevantUnderlyingDate()

Specified by:

getOrCreateRelevantUnderlyingDate in interface AmericanExercise.AmericanExerciseBuilder

getEarliestExerciseTime

@RosettaAttribute("earliestExerciseTime")
@RuneAttribute("earliestExerciseTime")
public 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

Specified by:

getEarliestExerciseTime in interface AmericanExercise.AmericanExerciseBuilder

getOrCreateEarliestExerciseTime

public BusinessCenterTime.BusinessCenterTimeBuilder getOrCreateEarliestExerciseTime()

Specified by:

getOrCreateEarliestExerciseTime in interface AmericanExercise.AmericanExerciseBuilder

getLatestExerciseTime

@RosettaAttribute("latestExerciseTime")
@RuneAttribute("latestExerciseTime")
public 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

Specified by:

getLatestExerciseTime in interface AmericanExercise.AmericanExerciseBuilder

getOrCreateLatestExerciseTime

public BusinessCenterTime.BusinessCenterTimeBuilder getOrCreateLatestExerciseTime()

Specified by:

getOrCreateLatestExerciseTime in interface AmericanExercise.AmericanExerciseBuilder

getExpirationTime

@RosettaAttribute("expirationTime")
@RuneAttribute("expirationTime")
public BusinessCenterTime.BusinessCenterTimeBuilder getExpirationTime()

Description copied from interface: AmericanExercise

The latest time for exercise on expirationDate.

Specified by:

getExpirationTime in interface AmericanExercise

Specified by:

getExpirationTime in interface AmericanExercise.AmericanExerciseBuilder

getOrCreateExpirationTime

public BusinessCenterTime.BusinessCenterTimeBuilder getOrCreateExpirationTime()

Specified by:

getOrCreateExpirationTime in interface AmericanExercise.AmericanExerciseBuilder

getExpirationTimeType

@RosettaAttribute("expirationTimeType")
@RuneAttribute("expirationTimeType")
public ExpirationTimeTypeEnum getExpirationTimeType()

Description copied from interface: AmericanExercise

The time of day at which the equity option expires, for example the official closing time of the exchange.

Specified by:

getExpirationTimeType in interface AmericanExercise

getMultipleExercise

@RosettaAttribute("multipleExercise")
@RuneAttribute("multipleExercise")
public 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

Specified by:

getMultipleExercise in interface AmericanExercise.AmericanExerciseBuilder

getOrCreateMultipleExercise

public MultipleExercise.MultipleExerciseBuilder getOrCreateMultipleExercise()

Specified by:

getOrCreateMultipleExercise in interface AmericanExercise.AmericanExerciseBuilder

getExerciseFeeSchedule

@RosettaAttribute("exerciseFeeSchedule")
@RuneAttribute("exerciseFeeSchedule")
public 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

Specified by:

getExerciseFeeSchedule in interface AmericanExercise.AmericanExerciseBuilder

getOrCreateExerciseFeeSchedule

public ExerciseFeeSchedule.ExerciseFeeScheduleBuilder getOrCreateExerciseFeeSchedule()

Specified by:

getOrCreateExerciseFeeSchedule in interface AmericanExercise.AmericanExerciseBuilder

getMeta

@RosettaAttribute("meta")
@RuneAttribute("meta")
@RuneMetaType
public com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getMeta()

Specified by:

getMeta in interface AmericanExercise

Specified by:

getMeta in interface AmericanExercise.AmericanExerciseBuilder

Specified by:

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

Specified by:

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

getOrCreateMeta

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

Specified by:

getOrCreateMeta in interface AmericanExercise.AmericanExerciseBuilder

Specified by:

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

setCommencementDate

@RosettaAttribute(value="commencementDate",
                  isRequired=true)
@RuneAttribute(value="commencementDate",
               isRequired=true)
public AmericanExercise.AmericanExerciseBuilder setCommencementDate(AdjustableOrRelativeDate _commencementDate)

Specified by:

setCommencementDate in interface AmericanExercise.AmericanExerciseBuilder

setExpirationDate

@RosettaAttribute(value="expirationDate",
                  isRequired=true)
@RuneAttribute(value="expirationDate",
               isRequired=true)
public AmericanExercise.AmericanExerciseBuilder setExpirationDate(AdjustableOrRelativeDate _expirationDate)

Specified by:

setExpirationDate in interface AmericanExercise.AmericanExerciseBuilder

setRelevantUnderlyingDate

@RosettaAttribute("relevantUnderlyingDate")
@RuneAttribute("relevantUnderlyingDate")
public AmericanExercise.AmericanExerciseBuilder setRelevantUnderlyingDate(AdjustableOrRelativeDates _relevantUnderlyingDate)

Specified by:

setRelevantUnderlyingDate in interface AmericanExercise.AmericanExerciseBuilder

setEarliestExerciseTime

@RosettaAttribute("earliestExerciseTime")
@RuneAttribute("earliestExerciseTime")
public AmericanExercise.AmericanExerciseBuilder setEarliestExerciseTime(BusinessCenterTime _earliestExerciseTime)

Specified by:

setEarliestExerciseTime in interface AmericanExercise.AmericanExerciseBuilder

setLatestExerciseTime

@RosettaAttribute("latestExerciseTime")
@RuneAttribute("latestExerciseTime")
public AmericanExercise.AmericanExerciseBuilder setLatestExerciseTime(BusinessCenterTime _latestExerciseTime)

Specified by:

setLatestExerciseTime in interface AmericanExercise.AmericanExerciseBuilder

setExpirationTime

@RosettaAttribute("expirationTime")
@RuneAttribute("expirationTime")
public AmericanExercise.AmericanExerciseBuilder setExpirationTime(BusinessCenterTime _expirationTime)

Specified by:

setExpirationTime in interface AmericanExercise.AmericanExerciseBuilder

setExpirationTimeType

@RosettaAttribute("expirationTimeType")
@RuneAttribute("expirationTimeType")
public AmericanExercise.AmericanExerciseBuilder setExpirationTimeType(ExpirationTimeTypeEnum _expirationTimeType)

Specified by:

setExpirationTimeType in interface AmericanExercise.AmericanExerciseBuilder

setMultipleExercise

@RosettaAttribute("multipleExercise")
@RuneAttribute("multipleExercise")
public AmericanExercise.AmericanExerciseBuilder setMultipleExercise(MultipleExercise _multipleExercise)

Specified by:

setMultipleExercise in interface AmericanExercise.AmericanExerciseBuilder

setExerciseFeeSchedule

@RosettaAttribute("exerciseFeeSchedule")
@RuneAttribute("exerciseFeeSchedule")
public AmericanExercise.AmericanExerciseBuilder setExerciseFeeSchedule(ExerciseFeeSchedule _exerciseFeeSchedule)

Specified by:

setExerciseFeeSchedule in interface AmericanExercise.AmericanExerciseBuilder

setMeta

@RosettaAttribute("meta")
@RuneAttribute("meta")
@RuneMetaType
public AmericanExercise.AmericanExerciseBuilder setMeta(com.rosetta.model.metafields.MetaFields _meta)

Specified by:

setMeta in interface AmericanExercise.AmericanExerciseBuilder

build

public AmericanExercise build()

Description copied from interface: AmericanExercise

Build Methods

Specified by:

build in interface AmericanExercise

Specified by:

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

toBuilder

public AmericanExercise.AmericanExerciseBuilder toBuilder()

Specified by:

toBuilder in interface AmericanExercise

Specified by:

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

prune

public AmericanExercise.AmericanExerciseBuilder prune()

Specified by:

prune in interface AmericanExercise.AmericanExerciseBuilder

Specified by:

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

hasData

public boolean hasData()

Specified by:

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

merge

public AmericanExercise.AmericanExerciseBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other,
 com.rosetta.model.lib.process.BuilderMerger merger)

Specified by:

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

equals

public boolean equals(Object o)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object