Package cdm.product.template

Interface OptionExercise

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

OptionExercise.OptionExerciseBuilder

All Known Implementing Classes:

OptionExercise.OptionExerciseBuilderImpl, OptionExercise.OptionExerciseImpl

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

A class to represent the applicable terms to qualify an option exercise: the option style (e.g. American style option), the exercise procedure (e.g. manual exercise) and the settlement terms (e.g. physical vs. cash).

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	OptionExercise.OptionExerciseBuilder	Builder Interface
static class	OptionExercise.OptionExerciseBuilderImpl	Builder Implementation of OptionExercise
static class	OptionExercise.OptionExerciseImpl	Immutable Implementation of OptionExercise

Field Summary

Fields

Modifier and Type	Field	Description
static final OptionExerciseMeta	metaData

Method Summary

Modifier and Type	Method	Description
OptionExercise	build()	Build Methods
static OptionExercise.OptionExerciseBuilder	builder()
ExerciseProcedure	getExerciseProcedure()	The set of parameters defining the procedure associated with the exercise, e.g. manual exercise.
OptionStyle	getOptionStyle()	The option exercise can be of American style, Bermuda style or European style.
OptionStrike	getStrike()	Specifies the strike of the option on credit default swap.
default Class<? extends OptionExercise>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends OptionExercise>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
OptionExercise.OptionExerciseBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final OptionExerciseMeta metaData

Method Details

getOptionStyle

OptionStyle getOptionStyle()

The option exercise can be of American style, Bermuda style or European style. The FpML implementation makes use of a substitution group.

getStrike

OptionStrike getStrike()

Specifies the strike of the option on credit default swap.

getExerciseProcedure

ExerciseProcedure getExerciseProcedure()

The set of parameters defining the procedure associated with the exercise, e.g. manual exercise.

build

OptionExercise build()

Build Methods

Specified by:

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

toBuilder

OptionExercise.OptionExerciseBuilder toBuilder()

Specified by:

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

builder

static OptionExercise.OptionExerciseBuilder builder()

metaData

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

Utility Methods

Specified by:

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

getType

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