Package cdm.product.template

Interface OptionStrike.OptionStrikeBuilder

All Superinterfaces:

OptionStrike, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

All Known Implementing Classes:

OptionStrike.OptionStrikeBuilderImpl

Enclosing interface:

OptionStrike

public static interface OptionStrike.OptionStrikeBuilder
extends OptionStrike, com.rosetta.model.lib.RosettaModelObjectBuilder

Builder Interface

Nested Class Summary

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

OptionStrike.OptionStrikeBuilder, OptionStrike.OptionStrikeBuilderImpl, OptionStrike.OptionStrikeImpl

Field Summary

Fields inherited from interface cdm.product.template.OptionStrike

metaData

Method Summary

Modifier and Type	Method	Description
AveragingStrikeFeature.AveragingStrikeFeatureBuilder	getAveragingStrikeFeature()	Defines an option strike that is calculated from an average of observed market prices.
AveragingStrikeFeature.AveragingStrikeFeatureBuilder	getOrCreateAveragingStrikeFeature()
ReferenceSwapCurve.ReferenceSwapCurveBuilder	getOrCreateReferenceSwapCurve()
Price.PriceBuilder	getOrCreateStrikePrice()
ReferenceWithMetaFixedRateSpecification.ReferenceWithMetaFixedRateSpecificationBuilder	getOrCreateStrikeReference()
ReferenceSwapCurve.ReferenceSwapCurveBuilder	getReferenceSwapCurve()	Defines the strike of an option when expressed by reference to a swap curve (Typically the case for a convertible bond option).
Price.PriceBuilder	getStrikePrice()	Defines the strike of an option in the form of a price that could be a cash price, interestRate, or other types.
ReferenceWithMetaFixedRateSpecification.ReferenceWithMetaFixedRateSpecificationBuilder	getStrikeReference()	Defines the strike of an option in reference to the spread of the underlying swap (typical practice in the case of an option on a credit single name swaps).
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
OptionStrike.OptionStrikeBuilder	prune()
OptionStrike.OptionStrikeBuilder	setAveragingStrikeFeature(AveragingStrikeFeature averagingStrikeFeature)
OptionStrike.OptionStrikeBuilder	setReferenceSwapCurve(ReferenceSwapCurve referenceSwapCurve)
OptionStrike.OptionStrikeBuilder	setStrikePrice(Price strikePrice)
OptionStrike.OptionStrikeBuilder	setStrikeReference(ReferenceWithMetaFixedRateSpecification strikeReference)
OptionStrike.OptionStrikeBuilder	setStrikeReferenceValue(FixedRateSpecification strikeReference)

Methods inherited from interface cdm.product.template.OptionStrike

build, getType, metaData, process, toBuilder

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

processRosetta, processRosetta

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

getIndex, hasData, merge, processRosetta, processRosetta

Method Details

getOrCreateStrikePrice

Price.PriceBuilder getOrCreateStrikePrice()

getStrikePrice

Price.PriceBuilder getStrikePrice()

Description copied from interface: OptionStrike

Defines the strike of an option in the form of a price that could be a cash price, interestRate, or other types.

Specified by:

getStrikePrice in interface OptionStrike

getOrCreateStrikeReference

ReferenceWithMetaFixedRateSpecification.ReferenceWithMetaFixedRateSpecificationBuilder getOrCreateStrikeReference()

getStrikeReference

ReferenceWithMetaFixedRateSpecification.ReferenceWithMetaFixedRateSpecificationBuilder getStrikeReference()

Description copied from interface: OptionStrike

Defines the strike of an option in reference to the spread of the underlying swap (typical practice in the case of an option on a credit single name swaps).

Specified by:

getStrikeReference in interface OptionStrike

getOrCreateReferenceSwapCurve

ReferenceSwapCurve.ReferenceSwapCurveBuilder getOrCreateReferenceSwapCurve()

getReferenceSwapCurve

ReferenceSwapCurve.ReferenceSwapCurveBuilder getReferenceSwapCurve()

Description copied from interface: OptionStrike

Defines the strike of an option when expressed by reference to a swap curve (Typically the case for a convertible bond option).

Specified by:

getReferenceSwapCurve in interface OptionStrike

getOrCreateAveragingStrikeFeature

AveragingStrikeFeature.AveragingStrikeFeatureBuilder getOrCreateAveragingStrikeFeature()

getAveragingStrikeFeature

AveragingStrikeFeature.AveragingStrikeFeatureBuilder getAveragingStrikeFeature()

Description copied from interface: OptionStrike

Defines an option strike that is calculated from an average of observed market prices.

Specified by:

getAveragingStrikeFeature in interface OptionStrike

setStrikePrice

OptionStrike.OptionStrikeBuilder setStrikePrice(Price strikePrice)

setStrikeReference

OptionStrike.OptionStrikeBuilder setStrikeReference(ReferenceWithMetaFixedRateSpecification strikeReference)

setStrikeReferenceValue

OptionStrike.OptionStrikeBuilder setStrikeReferenceValue(FixedRateSpecification strikeReference)

setReferenceSwapCurve

OptionStrike.OptionStrikeBuilder setReferenceSwapCurve(ReferenceSwapCurve referenceSwapCurve)

setAveragingStrikeFeature

OptionStrike.OptionStrikeBuilder setAveragingStrikeFeature(AveragingStrikeFeature averagingStrikeFeature)

process

default void process(com.rosetta.model.lib.path.RosettaPath path,
 com.rosetta.model.lib.process.BuilderProcessor processor)

Specified by:

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

prune

OptionStrike.OptionStrikeBuilder prune()

Specified by:

prune in interface com.rosetta.model.lib.RosettaModelObjectBuilder