Package org.isda.cdm

Class EuropeanExercise

  • All Implemented Interfaces:
    com.rosetta.model.lib.GlobalKey

    @RosettaClass
    @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 class EuropeanExercise
    extends com.rosetta.model.lib.RosettaModelObject
    implements com.rosetta.model.lib.GlobalKey
    A class defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
    Version:
    2.5.4
    • Method Detail

      • getEarliestExerciseTime

        @RosettaSynonym(value="earliestExerciseTime",source="FpML_5_10") @RosettaSynonym(value="earliestExerciseTime",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="earliestExerciseTime",source="DTCC_11_0") @RosettaSynonym(value="earliestExerciseTime",source="DTCC_9_0") @RosettaSynonym(value="earliestExerciseTime",source="CME_ClearedConfirm_1_17")
        public final BusinessCenterTime getEarliestExerciseTime()
        The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) on the expiration date.
      • getExerciseFee

        @RosettaSynonym(value="exerciseFee",source="FpML_5_10") @RosettaSynonym(value="exerciseFee",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="exerciseFee",source="DTCC_11_0") @RosettaSynonym(value="exerciseFee",source="DTCC_9_0") @RosettaSynonym(value="exerciseFee",source="CME_ClearedConfirm_1_17")
        public final ExerciseFee getExerciseFee()
        A fee to be paid on exercise. This could be represented as an amount or a rate and notional reference on which to apply the rate.
      • getExpirationDate

        @RosettaSynonym(value="expirationDate",source="FpML_5_10") @RosettaSynonym(value="expirationDate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="expirationDate",source="DTCC_11_0") @RosettaSynonym(value="expirationDate",source="DTCC_9_0") @RosettaSynonym(value="expirationDate",source="CME_ClearedConfirm_1_17")
        public final AdjustableOrRelativeDate getExpirationDate()
        The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
      • getExpirationTime

        @RosettaSynonym(value="expirationTime",source="FpML_5_10") @RosettaSynonym(value="expirationTime",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="expirationTime",source="DTCC_11_0") @RosettaSynonym(value="expirationTime",source="DTCC_9_0") @RosettaSynonym(value="expirationTime",source="CME_ClearedConfirm_1_17")
        public final BusinessCenterTime getExpirationTime()
        The latest time for exercise on expirationDate.
      • getMeta

        public final MetaFields getMeta()
        Specified by:
        getMeta in interface com.rosetta.model.lib.GlobalKey
      • getPartialExercise

        @RosettaSynonym(value="partialExercise",source="FpML_5_10") @RosettaSynonym(value="partialExercise",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="partialExercise",source="DTCC_11_0") @RosettaSynonym(value="partialExercise",source="DTCC_9_0") @RosettaSynonym(value="partialExercise",source="CME_ClearedConfirm_1_17")
        public final PartialExercise getPartialExercise()
        As defined in the 2000 ISDA Definitions, Section 12.3. Partial Exercise, the buyer of the option has the right to exercise all or less than all the notional amount of the underlying swap on the expiration date, but may not exercise less than the minimum notional amount, and if an integral multiple amount is specified, the notional amount exercised must be equal to, or be an integral multiple of, the integral multiple amount.
      • getRelevantUnderlyingDate

        @RosettaSynonym(value="relevantUnderlyingDate",source="FpML_5_10") @RosettaSynonym(value="relevantUnderlyingDate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="relevantUnderlyingDate",source="DTCC_11_0") @RosettaSynonym(value="relevantUnderlyingDate",source="DTCC_9_0") @RosettaSynonym(value="relevantUnderlyingDate",source="CME_ClearedConfirm_1_17")
        public final AdjustableOrRelativeDates getRelevantUnderlyingDate()
        The date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
      • metaData

        public com.rosetta.model.lib.meta.RosettaMetaData<? extends EuropeanExercise> 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