Package cdm.product.template
Class OptionStrike.OptionStrikeImpl
java.lang.Object
cdm.product.template.OptionStrike.OptionStrikeImpl
- All Implemented Interfaces:
OptionStrike,com.rosetta.model.lib.RosettaModelObject
- Enclosing interface:
OptionStrike
Immutable 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
Fields inherited from interface cdm.product.template.OptionStrike
metaData -
Constructor Summary
ConstructorsModifierConstructorDescriptionprotected -
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).inthashCode()protected voidtoString()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 com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosetta
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Constructor Details
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OptionStrikeImpl
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Method Details
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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
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getStrikeReference
@RosettaAttribute("strikeReference") @RuneAttribute("strikeReference") public ReferenceWithMetaFixedRateSpecification 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
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getReferenceSwapCurve
@RosettaAttribute("referenceSwapCurve") @RuneAttribute("referenceSwapCurve") public ReferenceSwapCurve 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
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getAveragingStrikeFeature
@RosettaAttribute("averagingStrikeFeature") @RuneAttribute("averagingStrikeFeature") public AveragingStrikeFeature getAveragingStrikeFeature()Description copied from interface:OptionStrikeDefines an option strike that is calculated from an average of observed market prices.- Specified by:
getAveragingStrikeFeaturein interfaceOptionStrike
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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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setBuilderFields
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equals
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hashCode
public int hashCode() -
toString
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