Package org.isda.cdm

Class OptionCashSettlement

  • 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
    • Method Detail

      • 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).
      • 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).
      • 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.
      • 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.
      • 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.
      • 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).
      • 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).
      • getMeta

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

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