Package cdm.product.template

Class AmericanExercise.AmericanExerciseImpl

java.lang.Object
cdm.product.template.AmericanExercise.AmericanExerciseImpl
All Implemented Interfaces:
AmericanExercise, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
Enclosing interface:
AmericanExercise
public static class AmericanExercise.AmericanExerciseImpl extends Object implements AmericanExercise
Immutable Implementation of AmericanExercise

  • Constructor Details

  • Method Details

    • getCommencementDate

      @RosettaAttribute(value="commencementDate", isRequired=true) @RuneAttribute(value="commencementDate", isRequired=true) public AdjustableOrRelativeDate getCommencementDate()
      Description copied from interface: AmericanExercise
      The first day of the exercise period for an American style option.
      Specified by:
      getCommencementDate in interface AmericanExercise

    • getExpirationDate

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

    • getRelevantUnderlyingDate

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

    • getEarliestExerciseTime

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

    • getLatestExerciseTime

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

    • getExpirationTime

      @RosettaAttribute("expirationTime") @RuneAttribute("expirationTime") public BusinessCenterTime getExpirationTime()
      Description copied from interface: AmericanExercise
      The latest time for exercise on expirationDate.
      Specified by:
      getExpirationTime in interface AmericanExercise

    • 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 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

    • getExerciseFeeSchedule

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

    • getMeta

      @RosettaAttribute("meta") @RuneAttribute("meta") @RuneMetaType public com.rosetta.model.metafields.MetaFields getMeta()
      Specified by:
      getMeta in interface AmericanExercise
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey

    • 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

    • setBuilderFields

      protected void setBuilderFields(AmericanExercise.AmericanExerciseBuilder builder)

    • 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