Package cdm.product.template

Interface FxFeature.FxFeatureBuilder

All Superinterfaces:
FxFeature, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder
All Known Implementing Classes:
FxFeature.FxFeatureBuilderImpl
Enclosing interface:
FxFeature
public static interface FxFeature.FxFeatureBuilder extends FxFeature, com.rosetta.model.lib.RosettaModelObjectBuilder
Builder Interface

  • Method Details

    • getOrCreateReferenceCurrency

      FieldWithMetaString.FieldWithMetaStringBuilder getOrCreateReferenceCurrency()

    • getReferenceCurrency

      FieldWithMetaString.FieldWithMetaStringBuilder getReferenceCurrency()
      Description copied from interface: FxFeature
      Specifies the reference currency of the trade.
      Specified by:
      getReferenceCurrency in interface FxFeature

    • getOrCreateComposite

      Composite.CompositeBuilder getOrCreateComposite()

    • getComposite

      Composite.CompositeBuilder getComposite()
      Description copied from interface: FxFeature
      If 'Composite' is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.
      Specified by:
      getComposite in interface FxFeature

    • getOrCreateQuanto

      Quanto.QuantoBuilder getOrCreateQuanto()

    • getQuanto

      Quanto.QuantoBuilder getQuanto()
      Description copied from interface: FxFeature
      If 'Quanto' is specified as the Settlement Type in the relevant Transaction Supplement, an amount, as determined by the Calculation Agent in accordance with the Section 8.2 of the Equity Definitions.
      Specified by:
      getQuanto in interface FxFeature

    • getOrCreateCrossCurrency

      Composite.CompositeBuilder getOrCreateCrossCurrency()

    • getCrossCurrency

      Composite.CompositeBuilder getCrossCurrency()
      Description copied from interface: FxFeature
      If 'Cross-Currency' is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier x one unit of the Reference Currency converted into an amount in the Settlement Currency using the rate of exchange of the Settlement Currency as quoted on the Reference Price Source on the Valuation Date, provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.
      Specified by:
      getCrossCurrency in interface FxFeature

    • setReferenceCurrency

      FxFeature.FxFeatureBuilder setReferenceCurrency(FieldWithMetaString referenceCurrency)

    • setReferenceCurrencyValue

      FxFeature.FxFeatureBuilder setReferenceCurrencyValue(String referenceCurrency)

    • setComposite

      FxFeature.FxFeatureBuilder setComposite(Composite composite)

    • setQuanto

      FxFeature.FxFeatureBuilder setQuanto(Quanto quanto)

    • setCrossCurrency

      FxFeature.FxFeatureBuilder setCrossCurrency(Composite crossCurrency)

    • 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

      FxFeature.FxFeatureBuilder prune()
      Specified by:
      prune in interface com.rosetta.model.lib.RosettaModelObjectBuilder