Package cdm.product.template

Interface EuropeanExercise

All Superinterfaces:
com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
EuropeanExercise.EuropeanExerciseBuilder
All Known Implementing Classes:
EuropeanExercise.EuropeanExerciseBuilderImpl, EuropeanExercise.EuropeanExerciseImpl
@RosettaDataType(value="EuropeanExercise", builder=EuropeanExerciseBuilderImpl.class, version="5.30.0") @RuneDataType(value="EuropeanExercise", model="cdm", builder=EuropeanExerciseBuilderImpl.class, version="5.30.0") public interface EuropeanExercise extends com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.GlobalKey
A class defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Version:
5.30.0

  • Field Details

  • Method Details

    • getExpirationDate

      List<? extends AdjustableOrRelativeDate> getExpirationDate()
      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.

    • getRelevantUnderlyingDate

      AdjustableOrRelativeDates getRelevantUnderlyingDate()
      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.

    • getEarliestExerciseTime

      BusinessCenterTime 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.

    • getExpirationTime

      BusinessCenterTime getExpirationTime()
      The latest time for exercise on expirationDate.

    • getExpirationTimeType

      ExpirationTimeTypeEnum getExpirationTimeType()
      The time of day at which the equity option expires, for example the official closing time of the exchange.

    • getPartialExercise

      PartialExercise getPartialExercise()
      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.

    • getExerciseFee

      ExerciseFee getExerciseFee()
      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.

    • getMeta

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

    • build

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

    • toBuilder

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

    • builder

      static EuropeanExercise.EuropeanExerciseBuilder builder()

    • metaData

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

    • getType

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