Package cdm.product.template

Interface OptionPayout

All Superinterfaces:
com.rosetta.model.lib.GlobalKey, PayoutBase, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
OptionPayout.OptionPayoutBuilder
All Known Implementing Classes:
OptionPayout.OptionPayoutBuilderImpl, OptionPayout.OptionPayoutImpl
@RosettaDataType(value="OptionPayout", builder=OptionPayoutBuilderImpl.class, version="5.30.0") @RuneDataType(value="OptionPayout", model="cdm", builder=OptionPayoutBuilderImpl.class, version="5.30.0") public interface OptionPayout extends PayoutBase, com.rosetta.model.lib.GlobalKey
The option payout specification terms. The associated globalKey denotes the ability to associate a hash value to the respective OptionPayout instantiation for the purpose of model cross-referencing, in support of functionality such as the event effect and the lineage.
Version:
5.30.0

  • Field Details

  • Method Details

    • getBuyerSeller

      BuyerSeller getBuyerSeller()
      Getter Methods

    • getOptionType

      OptionTypeEnum getOptionType()
      The type of option transaction. From a usage standpoint, put/call is the default option type, while payer/receiver indicator is used for options on index credit default swaps, consistently with the industry practice. Straddle is used for the case of straddle strategy, that combine a call and a put with the same strike.

    • getFeature

      OptionFeature getFeature()
      The option feature, such as quanto, Asian, barrier, knock.

    • getExerciseTerms

      OptionExercise getExerciseTerms()
      The terms for exercising the option, which include the option style (e.g. American style option), the exercise procedure (e.g. manual exercise) and the settlement terms (e.g. physical vs. cash).

    • getUnderlier

      Product getUnderlier()
      The product underlying the option, which can be of any type including ContractualProduct or Security.

    • getObservationTerms

      ObservationTerms getObservationTerms()
      Class containing terms that are associated with observing a price/benchmark/index across either single or multple observations. To be used for option contracts that reference a benchmark price.

    • getSchedule

      CalculationSchedule getSchedule()
      Allows the full representation of a payout by defining a set of schedule periods. It supports standard schedule customization by expressing all the dates, quantities, and pricing data in a non-parametric way.

    • getDelivery

      AssetDeliveryInformation getDelivery()
      Contains the information relative to the delivery of the asset.

    • getMeta

      com.rosetta.model.metafields.MetaFields getMeta()
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey

    • build

      OptionPayout build()
      Build Methods
      Specified by:
      build in interface PayoutBase
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      OptionPayout.OptionPayoutBuilder toBuilder()
      Specified by:
      toBuilder in interface PayoutBase
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static OptionPayout.OptionPayoutBuilder builder()

    • metaData

      default com.rosetta.model.lib.meta.RosettaMetaData<? extends OptionPayout> metaData()
      Utility Methods
      Specified by:
      metaData in interface PayoutBase
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject

    • getType

      @RuneAttribute("@type") default Class<? extends OptionPayout> getType()
      Specified by:
      getType in interface PayoutBase
      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 PayoutBase
      Specified by:
      process in interface com.rosetta.model.lib.RosettaModelObject