Package org.isda.cdm
Class OptionCashSettlement
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.OptionCashSettlement
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- All Implemented Interfaces:
com.rosetta.model.lib.GlobalKey
@RosettaClass @RosettaSynonym(value="CashSettlement",source="FpML_5_10") @RosettaSynonym(value="CashSettlement",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="CashSettlement",source="DTCC_11_0") @RosettaSynonym(value="CashSettlement",source="DTCC_9_0") @RosettaSynonym(value="CashSettlement",source="CME_ClearedConfirm_1_17") public class OptionCashSettlement extends com.rosetta.model.lib.RosettaModelObject implements com.rosetta.model.lib.GlobalKey
A class to define the cash settlement terms for a product where cash settlement is applicable.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
OptionCashSettlement.OptionCashSettlementBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static OptionCashSettlement.OptionCashSettlementBuilder
builder()
boolean
equals(java.lang.Object o)
CashPriceMethod
getCashPriceAlternateMethod()
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.CashPriceMethod
getCashPriceMethod()
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.CashSettlementPaymentDate
getCashSettlementPaymentDate()
The date on which the cash settlement amount will be paid, subject to adjustment in accordance with any applicable business day convention.RelativeDateOffset
getCashSettlementValuationDate()
The date on which the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.BusinessCenterTime
getCashSettlementValuationTime()
The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.YieldCurveMethod
getCollateralizedCashPriceMethod()
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.CrossCurrencyMethod
getCrossCurrencyMethod()
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.MetaFields
getMeta()
YieldCurveMethod
getParYieldCurveAdjustedMethod()
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.YieldCurveMethod
getParYieldCurveUnadjustedMethod()
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.YieldCurveMethod
getZeroCouponYieldAdjustedMethod()
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends OptionCashSettlement>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
OptionCashSettlement.OptionCashSettlementBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getCashPriceAlternateMethod
@RosettaSynonym(value="cashPriceAlternateMethod",source="FpML_5_10") @RosettaSynonym(value="cashPriceAlternateMethod",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="cashPriceAlternateMethod",source="DTCC_11_0") @RosettaSynonym(value="cashPriceAlternateMethod",source="DTCC_9_0") @RosettaSynonym(value="cashPriceAlternateMethod",source="CME_ClearedConfirm_1_17") public final CashPriceMethod getCashPriceAlternateMethod()
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (b).
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getCashPriceMethod
@RosettaSynonym(value="cashPriceMethod",source="FpML_5_10") @RosettaSynonym(value="cashPriceMethod",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="cashPriceMethod",source="DTCC_11_0") @RosettaSynonym(value="cashPriceMethod",source="DTCC_9_0") @RosettaSynonym(value="cashPriceMethod",source="CME_ClearedConfirm_1_17") public final CashPriceMethod getCashPriceMethod()
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (a).
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getCashSettlementPaymentDate
@RosettaSynonym(value="cashSettlementPaymentDate",source="FpML_5_10") @RosettaSynonym(value="cashSettlementPaymentDate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="cashSettlementPaymentDate",source="DTCC_11_0") @RosettaSynonym(value="cashSettlementPaymentDate",source="DTCC_9_0") @RosettaSynonym(value="cashSettlementPaymentDate",source="CME_ClearedConfirm_1_17") public final CashSettlementPaymentDate getCashSettlementPaymentDate()
The date on which the cash settlement amount will be paid, subject to adjustment in accordance with any applicable business day convention. This component would not be present for a mandatory early termination provision where the cash settlement payment date is the mandatory early termination date.
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getCashSettlementValuationDate
@RosettaSynonym(value="cashSettlementValuationDate",source="FpML_5_10") @RosettaSynonym(value="cashSettlementValuationDate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="cashSettlementValuationDate",source="DTCC_11_0") @RosettaSynonym(value="cashSettlementValuationDate",source="DTCC_9_0") @RosettaSynonym(value="cashSettlementValuationDate",source="CME_ClearedConfirm_1_17") public final RelativeDateOffset getCashSettlementValuationDate()
The date on which the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.
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getCashSettlementValuationTime
@RosettaSynonym(value="cashSettlementValuationTime",source="FpML_5_10") @RosettaSynonym(value="cashSettlementValuationTime",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="cashSettlementValuationTime",source="DTCC_11_0") @RosettaSynonym(value="cashSettlementValuationTime",source="DTCC_9_0") @RosettaSynonym(value="cashSettlementValuationTime",source="CME_ClearedConfirm_1_17") public final BusinessCenterTime getCashSettlementValuationTime()
The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.
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getCollateralizedCashPriceMethod
@RosettaSynonym(value="collateralizedCashPriceMethod",source="FpML_5_10") @RosettaSynonym(value="collateralizedCashPriceMethod",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="collateralizedCashPriceMethod",source="DTCC_11_0") @RosettaSynonym(value="collateralizedCashPriceMethod",source="DTCC_9_0") @RosettaSynonym(value="collateralizedCashPriceMethod",source="CME_ClearedConfirm_1_17") public final YieldCurveMethod getCollateralizedCashPriceMethod()
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (g) (published in Supplement number 28).
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getCrossCurrencyMethod
@RosettaSynonym(value="crossCurrencyMethod",source="FpML_5_10") @RosettaSynonym(value="crossCurrencyMethod",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="crossCurrencyMethod",source="DTCC_11_0") @RosettaSynonym(value="crossCurrencyMethod",source="DTCC_9_0") @RosettaSynonym(value="crossCurrencyMethod",source="CME_ClearedConfirm_1_17") public final CrossCurrencyMethod getCrossCurrencyMethod()
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (f) (published in Supplement number 23).
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getMeta
public final MetaFields getMeta()
- Specified by:
getMeta
in interfacecom.rosetta.model.lib.GlobalKey
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getParYieldCurveAdjustedMethod
@RosettaSynonym(value="parYieldCurveAdjustedMethod",source="FpML_5_10") @RosettaSynonym(value="parYieldCurveAdjustedMethod",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="parYieldCurveAdjustedMethod",source="DTCC_11_0") @RosettaSynonym(value="parYieldCurveAdjustedMethod",source="DTCC_9_0") @RosettaSynonym(value="parYieldCurveAdjustedMethod",source="CME_ClearedConfirm_1_17") public final YieldCurveMethod getParYieldCurveAdjustedMethod()
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (c).
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getParYieldCurveUnadjustedMethod
@RosettaSynonym(value="parYieldCurveUnadjustedMethod",source="FpML_5_10") @RosettaSynonym(value="parYieldCurveUnadjustedMethod",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="parYieldCurveUnadjustedMethod",source="DTCC_11_0") @RosettaSynonym(value="parYieldCurveUnadjustedMethod",source="DTCC_9_0") @RosettaSynonym(value="parYieldCurveUnadjustedMethod",source="CME_ClearedConfirm_1_17") public final YieldCurveMethod getParYieldCurveUnadjustedMethod()
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).
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getZeroCouponYieldAdjustedMethod
@RosettaSynonym(value="zeroCouponYieldAdjustedMethod",source="FpML_5_10") @RosettaSynonym(value="zeroCouponYieldAdjustedMethod",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="zeroCouponYieldAdjustedMethod",source="DTCC_11_0") @RosettaSynonym(value="zeroCouponYieldAdjustedMethod",source="DTCC_9_0") @RosettaSynonym(value="zeroCouponYieldAdjustedMethod",source="CME_ClearedConfirm_1_17") public final YieldCurveMethod getZeroCouponYieldAdjustedMethod()
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (d).
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends OptionCashSettlement> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public OptionCashSettlement.OptionCashSettlementBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static OptionCashSettlement.OptionCashSettlementBuilder 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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