Package org.isda.cdm
Class CancelableProvision
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.BuyerSeller
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- org.isda.cdm.CancelableProvision
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@RosettaClass @RosettaSynonym(value="CancelableProvision", source="FpML_5_10") public class CancelableProvision extends BuyerSeller
A class defining the right of a party to cancel a swap transaction on the specified exercise dates. The provision is for 'walk-away' cancellation (i.e. the fair value of the swap is not paid). A fee payable on exercise can be specified. As a difference from the FpML construct, the canonical model extends the BuyerSeller class.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
CancelableProvision.CancelableProvisionBuilder
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Nested classes/interfaces inherited from class org.isda.cdm.BuyerSeller
BuyerSeller.BuyerSellerBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static CancelableProvision.CancelableProvisionBuilder
builder()
boolean
equals(java.lang.Object o)
AmericanExercise
getAmericanExercise()
American exercise.BermudaExercise
getBermudaExercise()
Bermuda exercise.CancelableProvisionAdjustedDates
getCancelableProvisionAdjustedDates()
The adjusted dates associated with a cancelable provision.EuropeanExercise
getEuropeanExercise()
European exercise.ExerciseNotice
getExerciseNotice()
Definition of the party to whom notice of exercise should be given.java.util.List<FinalCalculationPeriodDateAdjustment>
getFinalCalculationPeriodDateAdjustment()
Business date convention adjustment to final payment period per leg (swapStream) upon exercise event.java.lang.Boolean
getFollowUpConfirmation()
A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.SimplePayment
getInitialFee()
An initial fee for the cancelable option.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends CancelableProvision>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
CancelableProvision.CancelableProvisionBuilder
toBuilder()
java.lang.String
toString()
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Methods inherited from class org.isda.cdm.BuyerSeller
getBuyerAccountReference, getBuyerPartyReference, getSellerAccountReference, getSellerPartyReference
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Method Detail
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getAmericanExercise
@RosettaSynonym(value="americanExercise",source="FpML_5_10") @RosettaSynonym(value="americanExercise",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="americanExercise",source="DTCC_11_0") @RosettaSynonym(value="americanExercise",source="DTCC_9_0") @RosettaSynonym(value="americanExercise",source="CME_ClearedConfirm_1_17") public final AmericanExercise getAmericanExercise()
American exercise. FpML implementations consists in an exercise substitution group.
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getBermudaExercise
@RosettaSynonym(value="bermudaExercise",source="FpML_5_10") @RosettaSynonym(value="bermudaExercise",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="bermudaExercise",source="DTCC_11_0") @RosettaSynonym(value="bermudaExercise",source="DTCC_9_0") @RosettaSynonym(value="bermudaExercise",source="CME_ClearedConfirm_1_17") public final BermudaExercise getBermudaExercise()
Bermuda exercise. FpML implementations consists in an exercise substitution group.
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getCancelableProvisionAdjustedDates
@RosettaSynonym(value="cancelableProvisionAdjustedDates",source="FpML_5_10") @RosettaSynonym(value="cancelableProvisionAdjustedDates",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="cancelableProvisionAdjustedDates",source="DTCC_11_0") @RosettaSynonym(value="cancelableProvisionAdjustedDates",source="DTCC_9_0") @RosettaSynonym(value="cancelableProvisionAdjustedDates",source="CME_ClearedConfirm_1_17") public final CancelableProvisionAdjustedDates getCancelableProvisionAdjustedDates()
The adjusted dates associated with a cancelable provision. These dates have been adjusted for any applicable business day convention.
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getEuropeanExercise
@RosettaSynonym(value="europeanExercise",source="FpML_5_10") @RosettaSynonym(value="europeanExercise",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="europeanExercise",source="DTCC_11_0") @RosettaSynonym(value="europeanExercise",source="DTCC_9_0") @RosettaSynonym(value="europeanExercise",source="CME_ClearedConfirm_1_17") public final EuropeanExercise getEuropeanExercise()
European exercise. FpML implementations consists in an exercise substitution group.
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getExerciseNotice
@RosettaSynonym(value="exerciseNotice",source="FpML_5_10") @RosettaSynonym(value="exerciseNotice",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="exerciseNotice",source="DTCC_11_0") @RosettaSynonym(value="exerciseNotice",source="DTCC_9_0") @RosettaSynonym(value="exerciseNotice",source="CME_ClearedConfirm_1_17") public final ExerciseNotice getExerciseNotice()
Definition of the party to whom notice of exercise should be given.
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getFinalCalculationPeriodDateAdjustment
@RosettaSynonym(value="finalCalculationPeriodDateAdjustment",source="FpML_5_10") @RosettaSynonym(value="finalCalculationPeriodDateAdjustment",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="finalCalculationPeriodDateAdjustment",source="DTCC_11_0") @RosettaSynonym(value="finalCalculationPeriodDateAdjustment",source="DTCC_9_0") @RosettaSynonym(value="finalCalculationPeriodDateAdjustment",source="CME_ClearedConfirm_1_17") public final java.util.List<FinalCalculationPeriodDateAdjustment> getFinalCalculationPeriodDateAdjustment()
Business date convention adjustment to final payment period per leg (swapStream) upon exercise event. The adjustments can be made in-line with leg level BDC's or they can be specified separately.
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getFollowUpConfirmation
@RosettaSynonym(value="followUpConfirmation",source="FpML_5_10") @RosettaSynonym(value="followUpConfirmation",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="followUpConfirmation",source="DTCC_11_0") @RosettaSynonym(value="followUpConfirmation",source="DTCC_9_0") @RosettaSynonym(value="followUpConfirmation",source="CME_ClearedConfirm_1_17") public final java.lang.Boolean getFollowUpConfirmation()
A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
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getInitialFee
@RosettaSynonym(value="initialFee",source="FpML_5_10") @RosettaSynonym(value="initialFee",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="initialFee",source="DTCC_11_0") @RosettaSynonym(value="initialFee",source="DTCC_9_0") @RosettaSynonym(value="initialFee",source="CME_ClearedConfirm_1_17") public final SimplePayment getInitialFee()
An initial fee for the cancelable option.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends CancelableProvision> metaData()
- Overrides:
metaData
in classBuyerSeller
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toBuilder
public CancelableProvision.CancelableProvisionBuilder toBuilder()
- Overrides:
toBuilder
in classBuyerSeller
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builder
public static CancelableProvision.CancelableProvisionBuilder builder()
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process
public void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
- Overrides:
process
in classBuyerSeller
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equals
public boolean equals(java.lang.Object o)
- Overrides:
equals
in classBuyerSeller
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hashCode
public int hashCode()
- Overrides:
hashCode
in classBuyerSeller
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toString
public java.lang.String toString()
- Overrides:
toString
in classBuyerSeller
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