Package cdm.product.template

Interface EarlyTerminationProvision

All Superinterfaces:
com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
EarlyTerminationProvision.EarlyTerminationProvisionBuilder
All Known Implementing Classes:
EarlyTerminationProvision.EarlyTerminationProvisionBuilderImpl, EarlyTerminationProvision.EarlyTerminationProvisionImpl
@RosettaDataType(value="EarlyTerminationProvision", builder=EarlyTerminationProvisionBuilderImpl.class, version="5.30.0") @RuneDataType(value="EarlyTerminationProvision", model="cdm", builder=EarlyTerminationProvisionBuilderImpl.class, version="5.30.0") public interface EarlyTerminationProvision extends com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.GlobalKey
A data defining: an early termination provision for a swap. This early termination is at fair value, i.e. on termination the fair value of the product must be settled between the parties.
Version:
5.30.0

  • Field Details

  • Method Details

    • getMandatoryEarlyTermination

      MandatoryEarlyTermination getMandatoryEarlyTermination()
      A mandatory early termination provision to terminate the swap at fair value.

    • getMandatoryEarlyTerminationDateTenor

      Period getMandatoryEarlyTerminationDateTenor()
      Period after trade date of the mandatory early termination date.

    • getOptionalEarlyTermination

      OptionalEarlyTermination getOptionalEarlyTermination()
      An option for either or both parties to terminate the swap at fair value.

    • getOptionalEarlyTerminationParameters

      ExercisePeriod getOptionalEarlyTerminationParameters()
      Definition of the first early termination date and the frequency of the termination dates subsequent to that. American exercise is defined by having a frequency of one day.

    • getMeta

      com.rosetta.model.metafields.MetaFields getMeta()
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey

    • build

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

    • toBuilder

      EarlyTerminationProvision.EarlyTerminationProvisionBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static EarlyTerminationProvision.EarlyTerminationProvisionBuilder builder()

    • metaData

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

    • getType

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