Package cdm.product.template
Class OptionStrike.OptionStrikeBuilderImpl
java.lang.Object
cdm.product.template.OptionStrike.OptionStrikeBuilderImpl
- All Implemented Interfaces:
OptionStrike,OptionStrike.OptionStrikeBuilder,com.rosetta.model.lib.RosettaModelObject,com.rosetta.model.lib.RosettaModelObjectBuilder
- Enclosing interface:
OptionStrike
public static class OptionStrike.OptionStrikeBuilderImpl
extends Object
implements OptionStrike.OptionStrikeBuilder
Builder Implementation of OptionStrike
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Nested Class Summary
Nested classes/interfaces inherited from interface cdm.product.template.OptionStrike
OptionStrike.OptionStrikeBuilder, OptionStrike.OptionStrikeBuilderImpl, OptionStrike.OptionStrikeImpl -
Field Summary
FieldsFields inherited from interface cdm.product.template.OptionStrike
metaData -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionbuild()Build MethodsbooleanDefines 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).booleanhasData()inthashCode()merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger) prune()setAveragingStrikeFeature(AveragingStrikeFeature _averagingStrikeFeature) setReferenceSwapCurve(ReferenceSwapCurve _referenceSwapCurve) setStrikePrice(Price _strikePrice) setStrikeReference(ReferenceWithMetaFixedRateSpecification _strikeReference) setStrikeReferenceValue(FixedRateSpecification _strikeReference) toString()Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, waitMethods inherited from interface cdm.product.template.OptionStrike
getType, metaData, processMethods inherited from interface cdm.product.template.OptionStrike.OptionStrikeBuilder
processMethods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosettaMethods inherited from interface com.rosetta.model.lib.RosettaModelObjectBuilder
getIndex, processRosetta, processRosetta
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Field Details
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strikePrice
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strikeReference
protected ReferenceWithMetaFixedRateSpecification.ReferenceWithMetaFixedRateSpecificationBuilder strikeReference -
referenceSwapCurve
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averagingStrikeFeature
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Constructor Details
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OptionStrikeBuilderImpl
public OptionStrikeBuilderImpl()
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Method Details
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getStrikePrice
@RosettaAttribute("strikePrice") @RuneAttribute("strikePrice") public 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- Specified by:
getStrikePricein interfaceOptionStrike.OptionStrikeBuilder
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getOrCreateStrikePrice
- Specified by:
getOrCreateStrikePricein interfaceOptionStrike.OptionStrikeBuilder
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getStrikeReference
@RosettaAttribute("strikeReference") @RuneAttribute("strikeReference") public 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- Specified by:
getStrikeReferencein interfaceOptionStrike.OptionStrikeBuilder
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getOrCreateStrikeReference
public ReferenceWithMetaFixedRateSpecification.ReferenceWithMetaFixedRateSpecificationBuilder getOrCreateStrikeReference()- Specified by:
getOrCreateStrikeReferencein interfaceOptionStrike.OptionStrikeBuilder
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getReferenceSwapCurve
@RosettaAttribute("referenceSwapCurve") @RuneAttribute("referenceSwapCurve") public 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- Specified by:
getReferenceSwapCurvein interfaceOptionStrike.OptionStrikeBuilder
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getOrCreateReferenceSwapCurve
- Specified by:
getOrCreateReferenceSwapCurvein interfaceOptionStrike.OptionStrikeBuilder
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getAveragingStrikeFeature
@RosettaAttribute("averagingStrikeFeature") @RuneAttribute("averagingStrikeFeature") public 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- Specified by:
getAveragingStrikeFeaturein interfaceOptionStrike.OptionStrikeBuilder
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getOrCreateAveragingStrikeFeature
- Specified by:
getOrCreateAveragingStrikeFeaturein interfaceOptionStrike.OptionStrikeBuilder
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setStrikePrice
@RosettaAttribute("strikePrice") @RuneAttribute("strikePrice") public OptionStrike.OptionStrikeBuilder setStrikePrice(Price _strikePrice) - Specified by:
setStrikePricein interfaceOptionStrike.OptionStrikeBuilder
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setStrikeReference
@RosettaAttribute("strikeReference") @RuneAttribute("strikeReference") public OptionStrike.OptionStrikeBuilder setStrikeReference(ReferenceWithMetaFixedRateSpecification _strikeReference) - Specified by:
setStrikeReferencein interfaceOptionStrike.OptionStrikeBuilder
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setStrikeReferenceValue
public OptionStrike.OptionStrikeBuilder setStrikeReferenceValue(FixedRateSpecification _strikeReference) - Specified by:
setStrikeReferenceValuein interfaceOptionStrike.OptionStrikeBuilder
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setReferenceSwapCurve
@RosettaAttribute("referenceSwapCurve") @RuneAttribute("referenceSwapCurve") public OptionStrike.OptionStrikeBuilder setReferenceSwapCurve(ReferenceSwapCurve _referenceSwapCurve) - Specified by:
setReferenceSwapCurvein interfaceOptionStrike.OptionStrikeBuilder
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setAveragingStrikeFeature
@RosettaAttribute("averagingStrikeFeature") @RuneAttribute("averagingStrikeFeature") public OptionStrike.OptionStrikeBuilder setAveragingStrikeFeature(AveragingStrikeFeature _averagingStrikeFeature) - Specified by:
setAveragingStrikeFeaturein interfaceOptionStrike.OptionStrikeBuilder
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build
Description copied from interface:OptionStrikeBuild Methods- Specified by:
buildin interfaceOptionStrike- Specified by:
buildin interfacecom.rosetta.model.lib.RosettaModelObject
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toBuilder
- Specified by:
toBuilderin interfaceOptionStrike- Specified by:
toBuilderin interfacecom.rosetta.model.lib.RosettaModelObject
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prune
- Specified by:
prunein interfaceOptionStrike.OptionStrikeBuilder- Specified by:
prunein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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hasData
public boolean hasData()- Specified by:
hasDatain interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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merge
public OptionStrike.OptionStrikeBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger) - Specified by:
mergein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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equals
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hashCode
public int hashCode() -
toString
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