Package cdm.product.template

Interface CancelableProvision

All Superinterfaces:
BuyerSeller, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
CancelableProvision.CancelableProvisionBuilder
All Known Implementing Classes:
CancelableProvision.CancelableProvisionBuilderImpl, CancelableProvision.CancelableProvisionImpl
@RosettaDataType(value="CancelableProvision", builder=CancelableProvisionBuilderImpl.class, version="5.30.0") @RuneDataType(value="CancelableProvision", model="cdm", builder=CancelableProvisionBuilderImpl.class, version="5.30.0") public interface CancelableProvision extends BuyerSeller
A data defining: the right of a party to cancel a swap transaction on the specified exercise dates. The provision is for 'walk-away' cancellation (i.e. the fair value of the swap is not paid). A fee payable on exercise can be specified. As a difference from the FpML construct, the canonical model extends the BuyerSeller class.
Version:
5.30.0

  • Field Details

  • Method Details

    • getAmericanExercise

      AmericanExercise getAmericanExercise()
      American exercise. FpML implementations consists in an exercise substitution group.

    • getBermudaExercise

      BermudaExercise getBermudaExercise()
      Bermuda exercise. FpML implementations consists in an exercise substitution group.

    • getEuropeanExercise

      EuropeanExercise getEuropeanExercise()
      European exercise. FpML implementations consists in an exercise substitution group.

    • getExerciseNotice

      ExerciseNotice getExerciseNotice()
      Definition of the party to whom notice of exercise should be given.

    • getFollowUpConfirmation

      Boolean getFollowUpConfirmation()
      A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.

    • getCancelableProvisionAdjustedDates

      CancelableProvisionAdjustedDates getCancelableProvisionAdjustedDates()
      The adjusted dates associated with a cancelable provision. These dates have been adjusted for any applicable business day convention.

    • getFinalCalculationPeriodDateAdjustment

      List<? extends FinalCalculationPeriodDateAdjustment> getFinalCalculationPeriodDateAdjustment()
      Business date convention adjustment to final payment period per leg (swapStream) upon exercise event. The adjustments can be made in-line with leg level BDC's or they can be specified separately.

    • getInitialFee

      Transfer getInitialFee()
      An initial fee for the cancelable option.

    • getCallingParty

      CallingPartyEnum getCallingParty()
      The party with right to exercise a cancellation. Allows for buyer, seller or either.

    • getEarliestDate

      AdjustableOrRelativeDate getEarliestDate()
      The first day when cancelation is permitted to take effect. A party may give notice prior to this date and taken together with the effective period would be necessary to cancel on this date.

    • getExpirationDate

      AdjustableOrRelativeDate getExpirationDate()
      The last day within the term of the contract that cancelation is allowed.

    • getEffectiveDate

      AdjustableOrRelativeDates getEffectiveDate()
      The effective date if cancelation is invoked otherwise the cancellation period defines the cancellation date.

    • getEffectivePeriod

      Period getEffectivePeriod()
      Effective period for cancelation when notice is given. This is the period after notice is given that cancellation becomes effecticve.

    • getEarliestCancellationTime

      BusinessCenterTime getEarliestCancellationTime()
      The earliest time in a business day that notice of cancelation can be given.

    • getLatestCancelationTime

      BusinessCenterTime getLatestCancelationTime()
      The latest time at which notice of cancelation can be given.

    • build

      CancelableProvision build()
      Build Methods
      Specified by:
      build in interface BuyerSeller
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      CancelableProvision.CancelableProvisionBuilder toBuilder()
      Specified by:
      toBuilder in interface BuyerSeller
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static CancelableProvision.CancelableProvisionBuilder builder()

    • metaData

      default com.rosetta.model.lib.meta.RosettaMetaData<? extends CancelableProvision> metaData()
      Utility Methods
      Specified by:
      metaData in interface BuyerSeller
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject

    • getType

      @RuneAttribute("@type") default Class<? extends CancelableProvision> getType()
      Specified by:
      getType in interface BuyerSeller
      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 BuyerSeller
      Specified by:
      process in interface com.rosetta.model.lib.RosettaModelObject