Package org.isda.cdm
Class ReferenceSwapCurve
- java.lang.Object
-
- com.rosetta.model.lib.RosettaModelObject
-
- org.isda.cdm.ReferenceSwapCurve
-
@RosettaClass @RosettaSynonym(value="ReferenceSwapCurve", source="FpML_5_10") public class ReferenceSwapCurve extends com.rosetta.model.lib.RosettaModelObject
A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.- Version:
- 2.5.4
-
-
Nested Class Summary
Nested Classes Modifier and Type Class Description static class
ReferenceSwapCurve.ReferenceSwapCurveBuilder
-
Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static ReferenceSwapCurve.ReferenceSwapCurveBuilder
builder()
boolean
equals(java.lang.Object o)
MakeWholeAmount
getMakeWholeAmount()
Amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date.SwapCurveValuation
getSwapUnwindValue()
int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends ReferenceSwapCurve>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
ReferenceSwapCurve.ReferenceSwapCurveBuilder
toBuilder()
java.lang.String
toString()
-
-
-
Method Detail
-
getMakeWholeAmount
@RosettaSynonym(value="makeWholeAmount",source="FpML_5_10") @RosettaSynonym(value="makeWholeAmount",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="makeWholeAmount",source="DTCC_11_0") @RosettaSynonym(value="makeWholeAmount",source="DTCC_9_0") @RosettaSynonym(value="makeWholeAmount",source="CME_ClearedConfirm_1_17") public final MakeWholeAmount getMakeWholeAmount()
Amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date. (The market practice in the convertible bond option space being that the buyer should be penalised if he/she exercises the option early on.)
-
getSwapUnwindValue
@RosettaSynonym(value="swapUnwindValue",source="FpML_5_10") @RosettaSynonym(value="swapUnwindValue",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="swapUnwindValue",source="DTCC_11_0") @RosettaSynonym(value="swapUnwindValue",source="DTCC_9_0") @RosettaSynonym(value="swapUnwindValue",source="CME_ClearedConfirm_1_17") public final SwapCurveValuation getSwapUnwindValue()
-
metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends ReferenceSwapCurve> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
-
toBuilder
public ReferenceSwapCurve.ReferenceSwapCurveBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
-
builder
public static ReferenceSwapCurve.ReferenceSwapCurveBuilder builder()
-
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
-
equals
public boolean equals(java.lang.Object o)
- Overrides:
equals
in classjava.lang.Object
-
hashCode
public int hashCode()
- Overrides:
hashCode
in classjava.lang.Object
-
toString
public java.lang.String toString()
- Overrides:
toString
in classjava.lang.Object
-
-