Package cdm.product.template

Class FxFeature.FxFeatureImpl

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

  • Nested Class Summary

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

    FxFeature.FxFeatureBuilder, FxFeature.FxFeatureBuilderImpl, FxFeature.FxFeatureImpl

  • Field Summary

    Fields inherited from interface cdm.product.template.FxFeature

    metaData

  • Constructor Summary

    Constructors
    Modifier
    Constructor
    Description
    protected
    FxFeatureImpl(FxFeature.FxFeatureBuilder builder)
     

  • Method Summary

    Modifier and Type
    Method
    Description
    FxFeature
    build()
    Build Methods
    boolean
    equals(Object o)
     
    Composite
    getComposite()
    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.
    Composite
    getCrossCurrency()
    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.
    Quanto
    getQuanto()
    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.
    FieldWithMetaString
    getReferenceCurrency()
    Specifies the reference currency of the trade.
    int
    hashCode()
     
    protected void
    setBuilderFields(FxFeature.FxFeatureBuilder builder)
     
    FxFeature.FxFeatureBuilder
    toBuilder()
     
    String
    toString()
     

    Methods inherited from class java.lang.Object

    clone, finalize, getClass, notify, notifyAll, wait, wait, wait

    Methods inherited from interface cdm.product.template.FxFeature

    getType, metaData, process

    Methods inherited from interface com.rosetta.model.lib.RosettaModelObject

    processRosetta, processRosetta

  • Constructor Details

  • Method Details

    • getReferenceCurrency

      @RosettaAttribute(value="referenceCurrency", isRequired=true) @RuneAttribute(value="referenceCurrency", isRequired=true) public FieldWithMetaString getReferenceCurrency()
      Description copied from interface: FxFeature
      Specifies the reference currency of the trade.
      Specified by:
      getReferenceCurrency in interface FxFeature

    • getComposite

      @RosettaAttribute("composite") @RuneAttribute("composite") public Composite 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

    • getQuanto

      @RosettaAttribute("quanto") @RuneAttribute("quanto") public Quanto 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

    • getCrossCurrency

      @RosettaAttribute("crossCurrency") @RuneAttribute("crossCurrency") public Composite 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

    • build

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

    • toBuilder

      public FxFeature.FxFeatureBuilder toBuilder()
      Specified by:
      toBuilder in interface FxFeature
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • setBuilderFields

      protected void setBuilderFields(FxFeature.FxFeatureBuilder 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