Package cdm.product.template

Interface ExerciseProcedure.ExerciseProcedureBuilder

All Superinterfaces:

ExerciseProcedure, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

All Known Implementing Classes:

ExerciseProcedure.ExerciseProcedureBuilderImpl

Enclosing interface:

ExerciseProcedure

public static interface ExerciseProcedure.ExerciseProcedureBuilder
extends ExerciseProcedure, com.rosetta.model.lib.RosettaModelObjectBuilder

Builder Interface

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.product.template.ExerciseProcedure

ExerciseProcedure.ExerciseProcedureBuilder, ExerciseProcedure.ExerciseProcedureBuilderImpl, ExerciseProcedure.ExerciseProcedureImpl

Field Summary

Fields inherited from interface cdm.product.template.ExerciseProcedure

metaData

Method Summary

Modifier and Type	Method	Description
AutomaticExercise.AutomaticExerciseBuilder	getAutomaticExercise()	If automatic is specified, then the notional amount of the underlying swap not previously exercised under the swaption will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate.
ManualExercise.ManualExerciseBuilder	getManualExercise()	Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
AutomaticExercise.AutomaticExerciseBuilder	getOrCreateAutomaticExercise()
ManualExercise.ManualExerciseBuilder	getOrCreateManualExercise()
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
ExerciseProcedure.ExerciseProcedureBuilder	prune()
ExerciseProcedure.ExerciseProcedureBuilder	setAutomaticExercise(AutomaticExercise automaticExercise)
ExerciseProcedure.ExerciseProcedureBuilder	setFollowUpConfirmation(Boolean followUpConfirmation)
ExerciseProcedure.ExerciseProcedureBuilder	setLimitedRightToConfirm(Boolean limitedRightToConfirm)
ExerciseProcedure.ExerciseProcedureBuilder	setManualExercise(ManualExercise manualExercise)
ExerciseProcedure.ExerciseProcedureBuilder	setSplitTicket(Boolean splitTicket)

Methods inherited from interface cdm.product.template.ExerciseProcedure

build, getFollowUpConfirmation, getLimitedRightToConfirm, getSplitTicket, 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

getOrCreateManualExercise

ManualExercise.ManualExerciseBuilder getOrCreateManualExercise()

getManualExercise

ManualExercise.ManualExerciseBuilder getManualExercise()

Description copied from interface: ExerciseProcedure

Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.

Specified by:

getManualExercise in interface ExerciseProcedure

getOrCreateAutomaticExercise

AutomaticExercise.AutomaticExerciseBuilder getOrCreateAutomaticExercise()

getAutomaticExercise

AutomaticExercise.AutomaticExerciseBuilder getAutomaticExercise()

Description copied from interface: ExerciseProcedure

If automatic is specified, then the notional amount of the underlying swap not previously exercised under the swaption will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate. The term in-the-money is assumed to have the meaning defining in the 2000 ISDA Definitions, Section 17.4 In-the-money.

Specified by:

getAutomaticExercise in interface ExerciseProcedure

setManualExercise

ExerciseProcedure.ExerciseProcedureBuilder setManualExercise(ManualExercise manualExercise)

setAutomaticExercise

ExerciseProcedure.ExerciseProcedureBuilder setAutomaticExercise(AutomaticExercise automaticExercise)

setFollowUpConfirmation

ExerciseProcedure.ExerciseProcedureBuilder setFollowUpConfirmation(Boolean followUpConfirmation)

setLimitedRightToConfirm

ExerciseProcedure.ExerciseProcedureBuilder setLimitedRightToConfirm(Boolean limitedRightToConfirm)

setSplitTicket

ExerciseProcedure.ExerciseProcedureBuilder setSplitTicket(Boolean splitTicket)

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

ExerciseProcedure.ExerciseProcedureBuilder prune()

Specified by:

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