Package cdm.product.template

Interface BermudaExercise.BermudaExerciseBuilder

All Superinterfaces:

BermudaExercise, 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:

BermudaExercise.BermudaExerciseBuilderImpl

Enclosing interface:

BermudaExercise

public static interface BermudaExercise.BermudaExerciseBuilder
extends BermudaExercise, 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.BermudaExercise

BermudaExercise.BermudaExerciseBuilder, BermudaExercise.BermudaExerciseBuilderImpl, BermudaExercise.BermudaExerciseImpl

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.BermudaExercise

metaData

Method Summary

Modifier and Type	Method	Description
AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder	getBermudaExerciseDates()	The dates that define the Bermuda option exercise dates and the expiration date.
BusinessCenterTime.BusinessCenterTimeBuilder	getEarliestExerciseTime()	The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) on each Bermuda option exercise date and the expiration date.
ExerciseFeeSchedule.ExerciseFeeScheduleBuilder	getExerciseFeeSchedule()	The fees associated with an exercise date.
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.
AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder	getOrCreateBermudaExerciseDates()
BusinessCenterTime.BusinessCenterTimeBuilder	getOrCreateEarliestExerciseTime()
ExerciseFeeSchedule.ExerciseFeeScheduleBuilder	getOrCreateExerciseFeeSchedule()
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)
BermudaExercise.BermudaExerciseBuilder	prune()
BermudaExercise.BermudaExerciseBuilder	setBermudaExerciseDates(AdjustableOrRelativeDates bermudaExerciseDates)
BermudaExercise.BermudaExerciseBuilder	setEarliestExerciseTime(BusinessCenterTime earliestExerciseTime)
BermudaExercise.BermudaExerciseBuilder	setExerciseFeeSchedule(ExerciseFeeSchedule exerciseFeeSchedule)
BermudaExercise.BermudaExerciseBuilder	setExpirationTime(BusinessCenterTime expirationTime)
BermudaExercise.BermudaExerciseBuilder	setExpirationTimeType(ExpirationTimeTypeEnum expirationTimeType)
BermudaExercise.BermudaExerciseBuilder	setLatestExerciseTime(BusinessCenterTime latestExerciseTime)
BermudaExercise.BermudaExerciseBuilder	setMeta(com.rosetta.model.metafields.MetaFields meta)
BermudaExercise.BermudaExerciseBuilder	setMultipleExercise(MultipleExercise multipleExercise)
BermudaExercise.BermudaExerciseBuilder	setRelevantUnderlyingDate(AdjustableOrRelativeDates relevantUnderlyingDate)

Methods inherited from interface cdm.product.template.BermudaExercise

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

getOrCreateBermudaExerciseDates

AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder getOrCreateBermudaExerciseDates()

getBermudaExerciseDates

AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder getBermudaExerciseDates()

Description copied from interface: BermudaExercise

The dates that define the Bermuda option exercise dates and the expiration date. The last specified date is assumed to be the expiration date. The dates can either be specified as a series of explicit dates and associated adjustments or as a series of dates defined relative to another schedule of dates, for example, the calculation period start dates. Where a relative series of dates are defined the first and last possible exercise dates can be separately specified.

Specified by:

getBermudaExerciseDates in interface BermudaExercise

getOrCreateRelevantUnderlyingDate

AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder getOrCreateRelevantUnderlyingDate()

getRelevantUnderlyingDate

AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder getRelevantUnderlyingDate()

Description copied from interface: BermudaExercise

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 BermudaExercise

getOrCreateEarliestExerciseTime

BusinessCenterTime.BusinessCenterTimeBuilder getOrCreateEarliestExerciseTime()

getEarliestExerciseTime

BusinessCenterTime.BusinessCenterTimeBuilder getEarliestExerciseTime()

Description copied from interface: BermudaExercise

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

Specified by:

getEarliestExerciseTime in interface BermudaExercise

getOrCreateLatestExerciseTime

BusinessCenterTime.BusinessCenterTimeBuilder getOrCreateLatestExerciseTime()

getLatestExerciseTime

BusinessCenterTime.BusinessCenterTimeBuilder getLatestExerciseTime()

Description copied from interface: BermudaExercise

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 BermudaExercise

getOrCreateExpirationTime

BusinessCenterTime.BusinessCenterTimeBuilder getOrCreateExpirationTime()

getExpirationTime

BusinessCenterTime.BusinessCenterTimeBuilder getExpirationTime()

Description copied from interface: BermudaExercise

The latest time for exercise on expirationDate.

Specified by:

getExpirationTime in interface BermudaExercise

getOrCreateMultipleExercise

MultipleExercise.MultipleExerciseBuilder getOrCreateMultipleExercise()

getMultipleExercise

MultipleExercise.MultipleExerciseBuilder getMultipleExercise()

Description copied from interface: BermudaExercise

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 BermudaExercise

getOrCreateExerciseFeeSchedule

ExerciseFeeSchedule.ExerciseFeeScheduleBuilder getOrCreateExerciseFeeSchedule()

getExerciseFeeSchedule

ExerciseFeeSchedule.ExerciseFeeScheduleBuilder getExerciseFeeSchedule()

Description copied from interface: BermudaExercise

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 BermudaExercise

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 BermudaExercise

Specified by:

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

Specified by:

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

setBermudaExerciseDates

BermudaExercise.BermudaExerciseBuilder setBermudaExerciseDates(AdjustableOrRelativeDates bermudaExerciseDates)

setRelevantUnderlyingDate

BermudaExercise.BermudaExerciseBuilder setRelevantUnderlyingDate(AdjustableOrRelativeDates relevantUnderlyingDate)

setEarliestExerciseTime

BermudaExercise.BermudaExerciseBuilder setEarliestExerciseTime(BusinessCenterTime earliestExerciseTime)

setLatestExerciseTime

BermudaExercise.BermudaExerciseBuilder setLatestExerciseTime(BusinessCenterTime latestExerciseTime)

setExpirationTime

BermudaExercise.BermudaExerciseBuilder setExpirationTime(BusinessCenterTime expirationTime)

setExpirationTimeType

BermudaExercise.BermudaExerciseBuilder setExpirationTimeType(ExpirationTimeTypeEnum expirationTimeType)

setMultipleExercise

BermudaExercise.BermudaExerciseBuilder setMultipleExercise(MultipleExercise multipleExercise)

setExerciseFeeSchedule

BermudaExercise.BermudaExerciseBuilder setExerciseFeeSchedule(ExerciseFeeSchedule exerciseFeeSchedule)

setMeta

BermudaExercise.BermudaExerciseBuilder 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

BermudaExercise.BermudaExerciseBuilder prune()

Specified by:

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