Package cdm.product.template

Interface OptionStrike

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

OptionStrike.OptionStrikeBuilder

All Known Implementing Classes:

OptionStrike.OptionStrikeBuilderImpl, OptionStrike.OptionStrikeImpl

@RosettaDataType(value="OptionStrike",
                 builder=OptionStrikeBuilderImpl.class,
                 version="5.30.0")
@RuneDataType(value="OptionStrike",
              model="cdm",
              builder=OptionStrikeBuilderImpl.class,
              version="5.30.0")
public interface OptionStrike
extends com.rosetta.model.lib.RosettaModelObject

Defines the strike price of an option.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	OptionStrike.OptionStrikeBuilder	Builder Interface
static class	OptionStrike.OptionStrikeBuilderImpl	Builder Implementation of OptionStrike
static class	OptionStrike.OptionStrikeImpl	Immutable Implementation of OptionStrike

Field Summary

Fields

Modifier and Type	Field	Description
static final OptionStrikeMeta	metaData

Method Summary

Modifier and Type	Method	Description
OptionStrike	build()	Build Methods
static OptionStrike.OptionStrikeBuilder	builder()
AveragingStrikeFeature	getAveragingStrikeFeature()	Defines an option strike that is calculated from an average of observed market prices.
ReferenceSwapCurve	getReferenceSwapCurve()	Defines the strike of an option when expressed by reference to a swap curve (Typically the case for a convertible bond option).
Price	getStrikePrice()	Defines the strike of an option in the form of a price that could be a cash price, interestRate, or other types.
ReferenceWithMetaFixedRateSpecification	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 Class<? extends OptionStrike>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends OptionStrike>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
OptionStrike.OptionStrikeBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final OptionStrikeMeta metaData

Method Details

getStrikePrice

Price getStrikePrice()

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

getStrikeReference

ReferenceWithMetaFixedRateSpecification 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).

getReferenceSwapCurve

ReferenceSwapCurve getReferenceSwapCurve()

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

getAveragingStrikeFeature

AveragingStrikeFeature getAveragingStrikeFeature()

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

build

OptionStrike build()

Build Methods

Specified by:

build in interface com.rosetta.model.lib.RosettaModelObject

toBuilder

OptionStrike.OptionStrikeBuilder toBuilder()

Specified by:

toBuilder in interface com.rosetta.model.lib.RosettaModelObject

builder

static OptionStrike.OptionStrikeBuilder builder()

metaData

default com.rosetta.model.lib.meta.RosettaMetaData<? extends OptionStrike> metaData()

Utility Methods

Specified by:

metaData in interface com.rosetta.model.lib.RosettaModelObject

getType

@RuneAttribute("@type")
default Class<? extends OptionStrike> getType()

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 com.rosetta.model.lib.RosettaModelObject