Package cdm.product.template

Interface MultipleExercise

All Superinterfaces:

PartialExercise, com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

MultipleExercise.MultipleExerciseBuilder

All Known Implementing Classes:

MultipleExercise.MultipleExerciseBuilderImpl, MultipleExercise.MultipleExerciseImpl

@RosettaDataType(value="MultipleExercise",
                 builder=MultipleExerciseBuilderImpl.class,
                 version="5.30.0")
@RuneDataType(value="MultipleExercise",
              model="cdm",
              builder=MultipleExerciseBuilderImpl.class,
              version="5.30.0")
public interface MultipleExercise
extends PartialExercise

A class defining multiple exercises. As defined in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more than the maximum notional amount, and if an integral multiple amount is specified, the notional exercised must be equal to or, be an integral multiple of, the integral multiple amount. In FpML, MultipleExercise is built upon the PartialExercise.model.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	MultipleExercise.MultipleExerciseBuilder	Builder Interface
static class	MultipleExercise.MultipleExerciseBuilderImpl	Builder Implementation of MultipleExercise
static class	MultipleExercise.MultipleExerciseImpl	Immutable Implementation of MultipleExercise

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

PartialExercise.PartialExerciseBuilder, PartialExercise.PartialExerciseBuilderImpl, PartialExercise.PartialExerciseImpl

Field Summary

Fields

Modifier and Type	Field	Description
static final MultipleExerciseMeta	metaData

Method Summary

Modifier and Type	Method	Description
MultipleExercise	build()	Build Methods
static MultipleExercise.MultipleExerciseBuilder	builder()
BigDecimal	getMaximumNotionalAmount()	The maximum notional amount that can be exercised on a given exercise date.
Integer	getMaximumNumberOfOptions()	The maximum number of options that can be exercised on a given exercise date.
default Class<? extends MultipleExercise>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends MultipleExercise>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
MultipleExercise.MultipleExerciseBuilder	toBuilder()

Methods inherited from interface cdm.product.template.PartialExercise

getIntegralMultipleAmount, getMinimumNotionalAmount, getMinimumNumberOfOptions, getNotionaReference

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

processRosetta, processRosetta

Field Details

metaData

static final MultipleExerciseMeta metaData

Method Details

getMaximumNotionalAmount

BigDecimal getMaximumNotionalAmount()

The maximum notional amount that can be exercised on a given exercise date.

getMaximumNumberOfOptions

Integer getMaximumNumberOfOptions()

The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.

build

MultipleExercise build()

Build Methods

Specified by:

build in interface PartialExercise

Specified by:

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

toBuilder

MultipleExercise.MultipleExerciseBuilder toBuilder()

Specified by:

toBuilder in interface PartialExercise

Specified by:

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

builder

static MultipleExercise.MultipleExerciseBuilder builder()

metaData

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

Utility Methods

Specified by:

metaData in interface PartialExercise

Specified by:

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

getType

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

Specified by:

getType in interface PartialExercise

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 PartialExercise

Specified by:

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