Package cdm.product.template
Class ManualExercise.ManualExerciseImpl
java.lang.Object
cdm.product.template.ManualExercise.ManualExerciseImpl
- All Implemented Interfaces:
ManualExercise,com.rosetta.model.lib.RosettaModelObject
- Enclosing interface:
ManualExercise
Immutable Implementation of ManualExercise
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Nested Class Summary
Nested classes/interfaces inherited from interface cdm.product.template.ManualExercise
ManualExercise.ManualExerciseBuilder, ManualExercise.ManualExerciseBuilderImpl, ManualExercise.ManualExerciseImpl -
Field Summary
Fields inherited from interface cdm.product.template.ManualExercise
metaData -
Constructor Summary
ConstructorsModifierConstructorDescriptionprotected -
Method Summary
Modifier and TypeMethodDescriptionbuild()Build MethodsbooleanDefinition of the party to whom notice of exercise should be given.If fallback exercise 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 one tenth of a percentage point (0.10% or 0.001).inthashCode()protected voidtoString()Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, waitMethods inherited from interface cdm.product.template.ManualExercise
getType, metaData, processMethods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosetta
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Constructor Details
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ManualExerciseImpl
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Method Details
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getExerciseNotice
@RosettaAttribute("exerciseNotice") @RuneAttribute("exerciseNotice") public ExerciseNotice getExerciseNotice()Description copied from interface:ManualExerciseDefinition of the party to whom notice of exercise should be given.- Specified by:
getExerciseNoticein interfaceManualExercise
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getFallbackExercise
@RosettaAttribute("fallbackExercise") @RuneAttribute("fallbackExercise") public Boolean getFallbackExercise()Description copied from interface:ManualExerciseIf fallback exercise 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 one tenth of a percentage point (0.10% or 0.001). The term in-the-money is assumed to have the meaning defined in the 2000 ISDA Definitions, Section 17.4. In-the-money.- Specified by:
getFallbackExercisein interfaceManualExercise
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build
Description copied from interface:ManualExerciseBuild Methods- Specified by:
buildin interfaceManualExercise- Specified by:
buildin interfacecom.rosetta.model.lib.RosettaModelObject
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toBuilder
- Specified by:
toBuilderin interfaceManualExercise- Specified by:
toBuilderin interfacecom.rosetta.model.lib.RosettaModelObject
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setBuilderFields
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equals
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hashCode
public int hashCode() -
toString
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