Package cdm.product.template

Class BermudaExercise.BermudaExerciseImpl

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

  • Constructor Details

  • Method Details

    • getBermudaExerciseDates

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

    • getRelevantUnderlyingDate

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

    • getEarliestExerciseTime

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

    • getLatestExerciseTime

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

    • getExpirationTime

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

    • getExpirationTimeType

      @RosettaAttribute("expirationTimeType") @RuneAttribute("expirationTimeType") public ExpirationTimeTypeEnum getExpirationTimeType()
      Description copied from interface: BermudaExercise
      The time of day at which the equity option expires, for example the official closing time of the exchange.
      Specified by:
      getExpirationTimeType in interface BermudaExercise

    • getMultipleExercise

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

    • getExerciseFeeSchedule

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

    • getMeta

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

    • build

      public BermudaExercise build()
      Description copied from interface: BermudaExercise
      Build Methods
      Specified by:
      build in interface BermudaExercise
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      public BermudaExercise.BermudaExerciseBuilder toBuilder()
      Specified by:
      toBuilder in interface BermudaExercise
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • setBuilderFields

      protected void setBuilderFields(BermudaExercise.BermudaExerciseBuilder 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