Package org.isda.cdm

Class OptionSettlement

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

    @RosettaClass
    public class OptionSettlement
    extends SettlementTerms
    The option settlement terms, which can either be cash, physical, or fx-based cash-settlement. This class can be used for both the settlement of options or forwards.
    Version:
    2.5.4
    • Method Detail

      • getCashSettlementTerms

        @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 final OptionCashSettlement getCashSettlementTerms()
        Specifies the parameters associated with the cash settlement procedure.
      • getFxSettlementTerms

        @RosettaSynonym(value="nonDeliverableSettlement",
                        source="FpML_5_10")
        public final FxCashSettlement getFxSettlementTerms()
        Specifies the cash settlement of a non deliverable fx option / forward. It includes the currency to settle into together with the fixings required to calculate the currency amount
      • getPhysicalSettlementTerms

        @RosettaSynonym(value="physicalSettlement",source="FpML_5_10") @RosettaSynonym(value="physicalSettlement",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="physicalSettlement",source="DTCC_11_0") @RosettaSynonym(value="physicalSettlement",source="DTCC_9_0") @RosettaSynonym(value="physicalSettlement",source="CME_ClearedConfirm_1_17")
        public final OptionPhysicalSettlement getPhysicalSettlementTerms()
        Specifies the physical settlement terms which apply to the transaction.
      • process

        public void process​(com.rosetta.model.lib.path.RosettaPath path,
                            com.rosetta.model.lib.process.Processor processor)
        Overrides:
        process in class SettlementTerms