Package cdm.product.template

Interface AutomaticExercise

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

AutomaticExercise.AutomaticExerciseBuilder

All Known Implementing Classes:

AutomaticExercise.AutomaticExerciseBuilderImpl, AutomaticExercise.AutomaticExerciseImpl

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

A type to define automatic exercise of a swaption. With automatic exercise the option is deemed to have exercised if it is in the money by more than the threshold amount on the exercise date.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	AutomaticExercise.AutomaticExerciseBuilder	Builder Interface
static class	AutomaticExercise.AutomaticExerciseBuilderImpl	Builder Implementation of AutomaticExercise
static class	AutomaticExercise.AutomaticExerciseImpl	Immutable Implementation of AutomaticExercise

Field Summary

Fields

Modifier and Type	Field	Description
static final AutomaticExerciseMeta	metaData

Method Summary

Modifier and Type	Method	Description
AutomaticExercise	build()	Build Methods
static AutomaticExercise.AutomaticExerciseBuilder	builder()
Boolean	getIsApplicable()	Boolean that indicates if it has an automaticExercise
BigDecimal	getThresholdRate()	A threshold rate.
default Class<? extends AutomaticExercise>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends AutomaticExercise>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
AutomaticExercise.AutomaticExerciseBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final AutomaticExerciseMeta metaData

Method Details

getThresholdRate

BigDecimal getThresholdRate()

A threshold rate. The threshold of 0.10% would be represented as 0.001

getIsApplicable

Boolean getIsApplicable()

Boolean that indicates if it has an automaticExercise

build

AutomaticExercise build()

Build Methods

Specified by:

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

toBuilder

AutomaticExercise.AutomaticExerciseBuilder toBuilder()

Specified by:

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

builder

static AutomaticExercise.AutomaticExerciseBuilder builder()

metaData

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

Utility Methods

Specified by:

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

getType

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