Package cdm.product.template

Interface FxFeature

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
FxFeature.FxFeatureBuilder
All Known Implementing Classes:
FxFeature.FxFeatureBuilderImpl, FxFeature.FxFeatureImpl
@RosettaDataType(value="FxFeature", builder=FxFeatureBuilderImpl.class, version="5.30.0") @RuneDataType(value="FxFeature", model="cdm", builder=FxFeatureBuilderImpl.class, version="5.30.0") public interface FxFeature extends com.rosetta.model.lib.RosettaModelObject
A type for defining FX Features.
Version:
5.30.0

  • Nested Class Summary

    Nested Classes
    Modifier and Type
    Interface
    Description
    static interface 
    FxFeature.FxFeatureBuilder
    Builder Interface
    static class 
    FxFeature.FxFeatureBuilderImpl
    Builder Implementation of FxFeature
    static class 
    FxFeature.FxFeatureImpl
    Immutable Implementation of FxFeature

  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    static final FxFeatureMeta
    metaData
     

  • Method Summary

    Modifier and Type
    Method
    Description
    FxFeature
    build()
    Build Methods
    static FxFeature.FxFeatureBuilder
    builder()
     
    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.
    default Class<? extends FxFeature>
    getType()
     
    default com.rosetta.model.lib.meta.RosettaMetaData<? extends FxFeature>
    metaData()
    Utility Methods
    default void
    process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
     
    FxFeature.FxFeatureBuilder
    toBuilder()
     

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

    processRosetta, processRosetta

  • Field Details

  • Method Details

    • getReferenceCurrency

      FieldWithMetaString getReferenceCurrency()
      Specifies the reference currency of the trade.

    • getComposite

      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.

    • getQuanto

      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.

    • getCrossCurrency

      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.

    • build

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

    • toBuilder

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

    • builder

      static FxFeature.FxFeatureBuilder builder()

    • metaData

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

    • getType

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