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 TypeMethodDescriptionDefines an option strike that is calculated from an average of observed market prices.Defines the strike of an option when expressed by reference to a swap curve (Typically the case for a convertible bond option).Defines the strike of an option in the form of a price that could be a cash price, interestRate, or other types.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 voidprocess(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor) prune()setAveragingStrikeFeature(AveragingStrikeFeature averagingStrikeFeature) setReferenceSwapCurve(ReferenceSwapCurve referenceSwapCurve) setStrikePrice(Price strikePrice) setStrikeReference(ReferenceWithMetaFixedRateSpecification strikeReference) setStrikeReferenceValue(FixedRateSpecification strikeReference) Methods inherited from interface cdm.product.template.OptionStrike
build, getType, metaData, process, toBuilderMethods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosettaMethods 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:OptionStrikeDefines the strike of an option in the form of a price that could be a cash price, interestRate, or other types.- Specified by:
getStrikePricein interfaceOptionStrike
-
getOrCreateStrikeReference
ReferenceWithMetaFixedRateSpecification.ReferenceWithMetaFixedRateSpecificationBuilder getOrCreateStrikeReference() -
getStrikeReference
ReferenceWithMetaFixedRateSpecification.ReferenceWithMetaFixedRateSpecificationBuilder getStrikeReference()Description copied from interface:OptionStrikeDefines 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:
getStrikeReferencein interfaceOptionStrike
-
getOrCreateReferenceSwapCurve
ReferenceSwapCurve.ReferenceSwapCurveBuilder getOrCreateReferenceSwapCurve() -
getReferenceSwapCurve
ReferenceSwapCurve.ReferenceSwapCurveBuilder getReferenceSwapCurve()Description copied from interface:OptionStrikeDefines the strike of an option when expressed by reference to a swap curve (Typically the case for a convertible bond option).- Specified by:
getReferenceSwapCurvein interfaceOptionStrike
-
getOrCreateAveragingStrikeFeature
AveragingStrikeFeature.AveragingStrikeFeatureBuilder getOrCreateAveragingStrikeFeature() -
getAveragingStrikeFeature
AveragingStrikeFeature.AveragingStrikeFeatureBuilder getAveragingStrikeFeature()Description copied from interface:OptionStrikeDefines an option strike that is calculated from an average of observed market prices.- Specified by:
getAveragingStrikeFeaturein interfaceOptionStrike
-
setStrikePrice
-
setStrikeReference
OptionStrike.OptionStrikeBuilder setStrikeReference(ReferenceWithMetaFixedRateSpecification strikeReference) -
setStrikeReferenceValue
-
setReferenceSwapCurve
-
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:
processin interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
-
prune
OptionStrike.OptionStrikeBuilder prune()- Specified by:
prunein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
-