Package cdm.product.template

Interface PartialExercise

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
MultipleExercise, MultipleExercise.MultipleExerciseBuilder, PartialExercise.PartialExerciseBuilder
All Known Implementing Classes:
MultipleExercise.MultipleExerciseBuilderImpl, MultipleExercise.MultipleExerciseImpl, PartialExercise.PartialExerciseBuilderImpl, PartialExercise.PartialExerciseImpl
@RosettaDataType(value="PartialExercise", builder=PartialExerciseBuilderImpl.class, version="5.30.0") @RuneDataType(value="PartialExercise", model="cdm", builder=PartialExerciseBuilderImpl.class, version="5.30.0") public interface PartialExercise extends com.rosetta.model.lib.RosettaModelObject
A class defining partial exercise. As defined in the 2000 ISDA Definitions, Section 12.3 Partial Exercise, the buyer of the option may exercise all or less than all the notional amount of the underlying swap but may not be less than the minimum notional amount (if specified) and must be an integral multiple of the integral multiple amount if specified.
Version:
5.30.0

  • Field Details

  • Method Details

    • getNotionaReference

      ReferenceWithMetaMoney getNotionaReference()
      A pointer style reference to the associated notional schedule defined elsewhere in the document. This element has been made optional as part of its integration in the OptionBaseExtended, because not required for the options on securities.

    • getIntegralMultipleAmount

      BigDecimal getIntegralMultipleAmount()
      A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.

    • getMinimumNotionalAmount

      BigDecimal getMinimumNotionalAmount()
      The minimum notional amount that can be exercised on a given exercise date. See multipleExercise.

    • getMinimumNumberOfOptions

      Integer getMinimumNumberOfOptions()
      The minimum number of options that can be exercised on a given exercise date.

    • build

      PartialExercise build()
      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      PartialExercise.PartialExerciseBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static PartialExercise.PartialExerciseBuilder builder()

    • metaData

      default com.rosetta.model.lib.meta.RosettaMetaData<? extends PartialExercise> metaData()
      Utility Methods
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject

    • getType

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