Package org.isda.cdm

Class OptionStrike


  • @RosettaClass
    @RosettaSynonym(value="CreditOptionStrike",
                    source="FpML_5_10")
    public class OptionStrike
    extends com.rosetta.model.lib.RosettaModelObject
    A class to specify the option strike.
    Version:
    2.5.4
    • Method Detail

      • getCurrency

        @RosettaSynonym(value="currency",source="FpML_5_10",path="price") @RosettaSynonym(value="currency",source="CME_SubmissionIRS_1_0",path="price") @RosettaSynonym(value="currency",source="DTCC_11_0",path="price") @RosettaSynonym(value="currency",source="DTCC_9_0",path="price") @RosettaSynonym(value="currency",source="CME_ClearedConfirm_1_17",path="price")
        public final FieldWithMetaString getCurrency()
        The currency in which the option strike is denominated. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes.
      • getPercentage

        @RosettaSynonym(value="strikePercentage",source="FpML_5_10",path="price") @RosettaSynonym(value="strikePercentage",source="CME_SubmissionIRS_1_0",path="price") @RosettaSynonym(value="strikePercentage",source="DTCC_11_0",path="price") @RosettaSynonym(value="strikePercentage",source="DTCC_9_0",path="price") @RosettaSynonym(value="strikePercentage",source="CME_ClearedConfirm_1_17",path="price")
        public final java.math.BigDecimal getPercentage()
        The price or level expressed as a percentage of the forward starting spot price.
      • getPrice

        @RosettaSynonym(value="strikePrice",source="FpML_5_10",path="price") @RosettaSynonym(value="strikePrice",source="CME_SubmissionIRS_1_0",path="price") @RosettaSynonym(value="strikePrice",source="DTCC_11_0",path="price") @RosettaSynonym(value="strikePrice",source="DTCC_9_0",path="price") @RosettaSynonym(value="strikePrice",source="CME_ClearedConfirm_1_17",path="price")
        public final java.math.BigDecimal getPrice()
        The strike of a credit default swap option or credit swaption when expressed as in reference to the price of the underlying obligation(s) or index.
      • getReferenceSwapCurve

        @RosettaSynonym(value="referenceSwapCurve",source="FpML_5_10") @RosettaSynonym(value="referenceSwapCurve",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="referenceSwapCurve",source="DTCC_11_0") @RosettaSynonym(value="referenceSwapCurve",source="DTCC_9_0") @RosettaSynonym(value="referenceSwapCurve",source="CME_ClearedConfirm_1_17")
        public final ReferenceSwapCurve getReferenceSwapCurve()
        The strike of an option when expressed by reference to a swap curve. (Typically the case for a convertible bond option.)
      • getSpread

        @RosettaSynonym(value="spread",source="FpML_5_10") @RosettaSynonym(value="spread",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="spread",source="DTCC_11_0") @RosettaSynonym(value="spread",source="DTCC_9_0") @RosettaSynonym(value="spread",source="CME_ClearedConfirm_1_17")
        public final java.math.BigDecimal getSpread()
        The strike of a credit default swap option or credit swaption when expressed as a spread per annum.
      • getStrikeReference

        @RosettaSynonym(value="strikeReference",source="FpML_5_10") @RosettaSynonym(value="strikeReference",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="strikeReference",source="DTCC_11_0") @RosettaSynonym(value="strikeReference",source="DTCC_9_0") @RosettaSynonym(value="strikeReference",source="CME_ClearedConfirm_1_17")
        public final ReferenceWithMetaSchedule getStrikeReference()
        The strike of an option on a credit default swap when expressed in reference to the spread of the underlying swap (typical practice in the case of credit single name swaps).
      • metaData

        public com.rosetta.model.lib.meta.RosettaMetaData<? extends OptionStrike> metaData()
        Specified by:
        metaData in class com.rosetta.model.lib.RosettaModelObject
      • process

        public void process​(com.rosetta.model.lib.path.RosettaPath path,
                            com.rosetta.model.lib.process.Processor processor)
        Specified by:
        process in class com.rosetta.model.lib.RosettaModelObject
      • equals

        public boolean equals​(java.lang.Object o)
        Overrides:
        equals in class java.lang.Object
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class java.lang.Object
      • toString

        public java.lang.String toString()
        Overrides:
        toString in class java.lang.Object