Package cdm.product.template

Interface EuropeanExercise.EuropeanExerciseBuilder

All Superinterfaces:

EuropeanExercise, 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:

EuropeanExercise.EuropeanExerciseBuilderImpl

Enclosing interface:

EuropeanExercise

public static interface EuropeanExercise.EuropeanExerciseBuilder
extends EuropeanExercise, 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.EuropeanExercise

EuropeanExercise.EuropeanExerciseBuilder, EuropeanExercise.EuropeanExerciseBuilderImpl, EuropeanExercise.EuropeanExerciseImpl

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.EuropeanExercise

metaData

Method Summary

Modifier and Type	Method	Description
EuropeanExercise.EuropeanExerciseBuilder	addExpirationDate(AdjustableOrRelativeDate expirationDate)
EuropeanExercise.EuropeanExerciseBuilder	addExpirationDate(AdjustableOrRelativeDate expirationDate, int idx)
EuropeanExercise.EuropeanExerciseBuilder	addExpirationDate(List<? extends AdjustableOrRelativeDate> expirationDate)
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 the expiration date.
ExerciseFee.ExerciseFeeBuilder	getExerciseFee()	A fee to be paid on exercise.
List<? extends AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder>	getExpirationDate()	The last day within an exercise period for an American style option.
BusinessCenterTime.BusinessCenterTimeBuilder	getExpirationTime()	The latest time for exercise on expirationDate.
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getMeta()
BusinessCenterTime.BusinessCenterTimeBuilder	getOrCreateEarliestExerciseTime()
ExerciseFee.ExerciseFeeBuilder	getOrCreateExerciseFee()
AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder	getOrCreateExpirationDate(int index)
BusinessCenterTime.BusinessCenterTimeBuilder	getOrCreateExpirationTime()
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getOrCreateMeta()
PartialExercise.PartialExerciseBuilder	getOrCreatePartialExercise()
AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder	getOrCreateRelevantUnderlyingDate()
PartialExercise.PartialExerciseBuilder	getPartialExercise()	As defined in the 2000 ISDA Definitions, Section 12.3.
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)
EuropeanExercise.EuropeanExerciseBuilder	prune()
EuropeanExercise.EuropeanExerciseBuilder	setEarliestExerciseTime(BusinessCenterTime earliestExerciseTime)
EuropeanExercise.EuropeanExerciseBuilder	setExerciseFee(ExerciseFee exerciseFee)
EuropeanExercise.EuropeanExerciseBuilder	setExpirationDate(List<? extends AdjustableOrRelativeDate> expirationDate)
EuropeanExercise.EuropeanExerciseBuilder	setExpirationTime(BusinessCenterTime expirationTime)
EuropeanExercise.EuropeanExerciseBuilder	setExpirationTimeType(ExpirationTimeTypeEnum expirationTimeType)
EuropeanExercise.EuropeanExerciseBuilder	setMeta(com.rosetta.model.metafields.MetaFields meta)
EuropeanExercise.EuropeanExerciseBuilder	setPartialExercise(PartialExercise partialExercise)
EuropeanExercise.EuropeanExerciseBuilder	setRelevantUnderlyingDate(AdjustableOrRelativeDates relevantUnderlyingDate)

Methods inherited from interface cdm.product.template.EuropeanExercise

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

getOrCreateExpirationDate

AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder getOrCreateExpirationDate(int index)

getExpirationDate

List<? extends AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder> getExpirationDate()

Description copied from interface: EuropeanExercise

The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.

Specified by:

getExpirationDate in interface EuropeanExercise

getOrCreateRelevantUnderlyingDate

AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder getOrCreateRelevantUnderlyingDate()

getRelevantUnderlyingDate

AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder getRelevantUnderlyingDate()

Description copied from interface: EuropeanExercise

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 EuropeanExercise

getOrCreateEarliestExerciseTime

BusinessCenterTime.BusinessCenterTimeBuilder getOrCreateEarliestExerciseTime()

getEarliestExerciseTime

BusinessCenterTime.BusinessCenterTimeBuilder getEarliestExerciseTime()

Description copied from interface: EuropeanExercise

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

Specified by:

getEarliestExerciseTime in interface EuropeanExercise

getOrCreateExpirationTime

BusinessCenterTime.BusinessCenterTimeBuilder getOrCreateExpirationTime()

getExpirationTime

BusinessCenterTime.BusinessCenterTimeBuilder getExpirationTime()

Description copied from interface: EuropeanExercise

The latest time for exercise on expirationDate.

Specified by:

getExpirationTime in interface EuropeanExercise

getOrCreatePartialExercise

PartialExercise.PartialExerciseBuilder getOrCreatePartialExercise()

getPartialExercise

PartialExercise.PartialExerciseBuilder getPartialExercise()

Description copied from interface: EuropeanExercise

As defined in the 2000 ISDA Definitions, Section 12.3. Partial Exercise, the buyer of the option has the right to exercise all or less than all the notional amount of the underlying swap on the expiration date, but may not exercise less than the minimum 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:

getPartialExercise in interface EuropeanExercise

getOrCreateExerciseFee

ExerciseFee.ExerciseFeeBuilder getOrCreateExerciseFee()

getExerciseFee

ExerciseFee.ExerciseFeeBuilder getExerciseFee()

Description copied from interface: EuropeanExercise

A fee to be paid on exercise. This could be represented as an amount or a rate and notional reference on which to apply the rate.

Specified by:

getExerciseFee in interface EuropeanExercise

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 EuropeanExercise

Specified by:

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

Specified by:

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

addExpirationDate

EuropeanExercise.EuropeanExerciseBuilder addExpirationDate(AdjustableOrRelativeDate expirationDate)

addExpirationDate

EuropeanExercise.EuropeanExerciseBuilder addExpirationDate(AdjustableOrRelativeDate expirationDate,
 int idx)

addExpirationDate

EuropeanExercise.EuropeanExerciseBuilder addExpirationDate(List<? extends AdjustableOrRelativeDate> expirationDate)

setExpirationDate

EuropeanExercise.EuropeanExerciseBuilder setExpirationDate(List<? extends AdjustableOrRelativeDate> expirationDate)

setRelevantUnderlyingDate

EuropeanExercise.EuropeanExerciseBuilder setRelevantUnderlyingDate(AdjustableOrRelativeDates relevantUnderlyingDate)

setEarliestExerciseTime

EuropeanExercise.EuropeanExerciseBuilder setEarliestExerciseTime(BusinessCenterTime earliestExerciseTime)

setExpirationTime

EuropeanExercise.EuropeanExerciseBuilder setExpirationTime(BusinessCenterTime expirationTime)

setExpirationTimeType

EuropeanExercise.EuropeanExerciseBuilder setExpirationTimeType(ExpirationTimeTypeEnum expirationTimeType)

setPartialExercise

EuropeanExercise.EuropeanExerciseBuilder setPartialExercise(PartialExercise partialExercise)

setExerciseFee

EuropeanExercise.EuropeanExerciseBuilder setExerciseFee(ExerciseFee exerciseFee)

setMeta

EuropeanExercise.EuropeanExerciseBuilder 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

EuropeanExercise.EuropeanExerciseBuilder prune()

Specified by:

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