Package org.isda.cdm
Class OptionPayout
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.OptionPayout
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- All Implemented Interfaces:
com.rosetta.model.lib.GlobalKey
@RosettaClass public class OptionPayout extends com.rosetta.model.lib.RosettaModelObject implements com.rosetta.model.lib.GlobalKey
The option payout specification terms. The associated rosettaKey denotes the ability to associate a hash value to the respective OptionPayout instantiation for the purpose of model cross-referencing, in support of functionality such as the event effect and the lineage.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
OptionPayout.OptionPayoutBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static OptionPayout.OptionPayoutBuilder
builder()
boolean
equals(java.lang.Object o)
BuyerSeller
getBuyerSeller()
OptionDenomination
getDenomination()
The denomination qualifies the number of units of underlier per option and the number of options comprised in the option transaction.OptionExercise
getExerciseTerms()
The terms for exercising the option, which include the option style (e.g.OptionFeature
getFeature()
The option feature, such as quanto, Asian, barrier, knock.MetaFields
getMeta()
OptionTypeEnum
getOptionType()
The type of option transaction.ContractualQuantity
getQuantity()
The option notional amount.Underlier
getUnderlier()
The product underlying the option, which can be of any type including ContractualProduct or Security.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends OptionPayout>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
OptionPayout.OptionPayoutBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getBuyerSeller
public final BuyerSeller getBuyerSeller()
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getDenomination
public final OptionDenomination getDenomination()
The denomination qualifies the number of units of underlier per option and the number of options comprised in the option transaction. FpML represents this information as part of the OptionDenomination.model.
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getExerciseTerms
public final OptionExercise getExerciseTerms()
The terms for exercising the option, which include the option style (e.g. American style option), the exercise procedure (e.g. manual exercise) and the settlement terms (e.g. physical vs. cash).
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getFeature
@RosettaSynonym(value="feature",source="FpML_5_10") @RosettaSynonym(value="feature",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="feature",source="DTCC_11_0") @RosettaSynonym(value="feature",source="DTCC_9_0") @RosettaSynonym(value="feature",source="CME_ClearedConfirm_1_17") public final OptionFeature getFeature()
The option feature, such as quanto, Asian, barrier, knock.
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getMeta
public final MetaFields getMeta()
- Specified by:
getMeta
in interfacecom.rosetta.model.lib.GlobalKey
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getOptionType
@RosettaSynonym(value="optionType",source="FpML_5_10") @RosettaSynonym(value="optionType",source="DTCC_11_0") @RosettaSynonym(value="optionType",source="DTCC_9_0") @RosettaSynonym(value="optionType",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="optionType",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="",source="FpML_5_10") @RosettaSynonym(value="",source="DTCC_11_0") @RosettaSynonym(value="",source="DTCC_9_0") @RosettaSynonym(value="",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="",source="CME_ClearedConfirm_1_17") public final OptionTypeEnum getOptionType()
The type of option transaction. From a usage standpoint, put/call is the default option type, while payer/receiver indicator is used for options on index credit default swaps, consistently with the industry practice. Straddle is used for the case of straddle strategy, that combine a call and a put with the same strike.
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getQuantity
public final ContractualQuantity getQuantity()
The option notional amount. The CDM uses the generic term quantity rather than notional amount. The number of options is specified as part of the denomination attribute.
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getUnderlier
public final Underlier getUnderlier()
The product underlying the option, which can be of any type including ContractualProduct or Security.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends OptionPayout> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public OptionPayout.OptionPayoutBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static OptionPayout.OptionPayoutBuilder builder()
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process
public void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
- Specified by:
process
in classcom.rosetta.model.lib.RosettaModelObject
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equals
public boolean equals(java.lang.Object o)
- Overrides:
equals
in classjava.lang.Object
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hashCode
public int hashCode()
- Overrides:
hashCode
in classjava.lang.Object
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toString
public java.lang.String toString()
- Overrides:
toString
in classjava.lang.Object
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