Package cdm.product.template

Class EuropeanExercise.EuropeanExerciseImpl

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

  • Constructor Details

  • Method Details

    • getExpirationDate

      @RosettaAttribute(value="expirationDate", isRequired=true) @RuneAttribute(value="expirationDate", isRequired=true) public List<? extends AdjustableOrRelativeDate> 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

    • getRelevantUnderlyingDate

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

    • getEarliestExerciseTime

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

    • getExpirationTime

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

    • getExpirationTimeType

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

    • getPartialExercise

      @RosettaAttribute("partialExercise") @RuneAttribute("partialExercise") public PartialExercise 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

    • getExerciseFee

      @RosettaAttribute("exerciseFee") @RuneAttribute("exerciseFee") public ExerciseFee 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

    • getMeta

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

    • build

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

    • toBuilder

      public EuropeanExercise.EuropeanExerciseBuilder toBuilder()
      Specified by:
      toBuilder in interface EuropeanExercise
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • setBuilderFields

      protected void setBuilderFields(EuropeanExercise.EuropeanExerciseBuilder 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