Package cdm.product.template

Interface OptionFeature

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

OptionFeature.OptionFeatureBuilder

All Known Implementing Classes:

OptionFeature.OptionFeatureBuilderImpl, OptionFeature.OptionFeatureImpl

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

Defines additional optional features that can be included in an option contract.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	OptionFeature.OptionFeatureBuilder	Builder Interface
static class	OptionFeature.OptionFeatureBuilderImpl	Builder Implementation of OptionFeature
static class	OptionFeature.OptionFeatureImpl	Immutable Implementation of OptionFeature

Field Summary

Fields

Modifier and Type	Field	Description
static final OptionFeatureMeta	metaData

Method Summary

Modifier and Type	Method	Description
OptionFeature	build()	Build Methods
static OptionFeature.OptionFeatureBuilder	builder()
AveragingCalculation	getAveragingFeature()	Defines an option feature in which an average market observation price is determined on valuation and compared to the strike to determine a settlement amount.
Barrier	getBarrier()	Specifies a barrier feature.
List<? extends FxFeature>	getFxFeature()	Describes a quanto or composite FX feature.
Knock	getKnock()	Specifies a knock in or knock out feature.
PassThrough	getPassThrough()	Specifies the rules for pass-through payments from the underlier, such as dividends.
StrategyFeature	getStrategyFeature()	Defines a simple strategy feature.
default Class<? extends OptionFeature>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends OptionFeature>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
OptionFeature.OptionFeatureBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final OptionFeatureMeta metaData

Method Details

getFxFeature

List<? extends FxFeature> getFxFeature()

Describes a quanto or composite FX feature.

getStrategyFeature

StrategyFeature getStrategyFeature()

Defines a simple strategy feature.

getAveragingFeature

AveragingCalculation getAveragingFeature()

Defines an option feature in which an average market observation price is determined on valuation and compared to the strike to determine a settlement amount.

getBarrier

Barrier getBarrier()

Specifies a barrier feature.

getKnock

Knock getKnock()

Specifies a knock in or knock out feature.

getPassThrough

PassThrough getPassThrough()

Specifies the rules for pass-through payments from the underlier, such as dividends.

build

OptionFeature build()

Build Methods

Specified by:

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

toBuilder

OptionFeature.OptionFeatureBuilder toBuilder()

Specified by:

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

builder

static OptionFeature.OptionFeatureBuilder builder()

metaData

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

Utility Methods

Specified by:

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

getType

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