Package cdm.product.template

Interface ManualExercise

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

ManualExercise.ManualExerciseBuilder

All Known Implementing Classes:

ManualExercise.ManualExerciseBuilderImpl, ManualExercise.ManualExerciseImpl

@RosettaDataType(value="ManualExercise",
                 builder=ManualExerciseBuilderImpl.class,
                 version="5.30.0")
@RuneDataType(value="ManualExercise",
              model="cdm",
              builder=ManualExerciseBuilderImpl.class,
              version="5.30.0")
public interface ManualExercise
extends com.rosetta.model.lib.RosettaModelObject

A class defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	ManualExercise.ManualExerciseBuilder	Builder Interface
static class	ManualExercise.ManualExerciseBuilderImpl	Builder Implementation of ManualExercise
static class	ManualExercise.ManualExerciseImpl	Immutable Implementation of ManualExercise

Field Summary

Fields

Modifier and Type	Field	Description
static final ManualExerciseMeta	metaData

Method Summary

Modifier and Type	Method	Description
ManualExercise	build()	Build Methods
static ManualExercise.ManualExerciseBuilder	builder()
ExerciseNotice	getExerciseNotice()	Definition of the party to whom notice of exercise should be given.
Boolean	getFallbackExercise()	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).
default Class<? extends ManualExercise>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends ManualExercise>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
ManualExercise.ManualExerciseBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final ManualExerciseMeta metaData

Method Details

getExerciseNotice

ExerciseNotice getExerciseNotice()

Definition of the party to whom notice of exercise should be given.

getFallbackExercise

Boolean getFallbackExercise()

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). The term in-the-money is assumed to have the meaning defined in the 2000 ISDA Definitions, Section 17.4. In-the-money.

build

ManualExercise build()

Build Methods

Specified by:

build in interface com.rosetta.model.lib.RosettaModelObject

toBuilder

ManualExercise.ManualExerciseBuilder toBuilder()

Specified by:

toBuilder in interface com.rosetta.model.lib.RosettaModelObject

builder

static ManualExercise.ManualExerciseBuilder builder()

metaData

default com.rosetta.model.lib.meta.RosettaMetaData<? extends ManualExercise> metaData()

Utility Methods

Specified by:

metaData in interface com.rosetta.model.lib.RosettaModelObject

getType

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