Package org.isda.cdm
Class AmericanExercise
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.AmericanExercise
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- All Implemented Interfaces:
com.rosetta.model.lib.GlobalKey
@RosettaClass @RosettaSynonym(value="AmericanExercise",source="FpML_5_10") @RosettaSynonym(value="AmericanExercise",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="AmericanExercise",source="DTCC_11_0") @RosettaSynonym(value="AmericanExercise",source="DTCC_9_0") @RosettaSynonym(value="AmericanExercise",source="CME_ClearedConfirm_1_17") public class AmericanExercise extends com.rosetta.model.lib.RosettaModelObject implements com.rosetta.model.lib.GlobalKey
A class defining the exercise period for an American 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
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
AmericanExercise.AmericanExerciseBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static AmericanExercise.AmericanExerciseBuilder
builder()
boolean
equals(java.lang.Object o)
AdjustableOrRelativeDate
getCommencementDate()
The first day of the exercise period for an American style option.BusinessCenterTime
getEarliestExerciseTime()
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) to, and including, the expiration date.ExerciseFeeSchedule
getExerciseFeeSchedule()
The fees associated with an exercise date.AdjustableOrRelativeDate
getExpirationDate()
The last day within an exercise period for an American style option.BusinessCenterTime
getExpirationTime()
The latest time for exercise on expirationDate.BusinessCenterTime
getLatestExerciseTime()
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.MetaFields
getMeta()
MultipleExercise
getMultipleExercise()
As defined in the 2000 ISDA Definitions, Section 12.4.AdjustableOrRelativeDates
getRelevantUnderlyingDate()
The date on the underlying set by the exercise of an option.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends AmericanExercise>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
AmericanExercise.AmericanExerciseBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getCommencementDate
@RosettaSynonym(value="commencementDate",source="FpML_5_10") @RosettaSynonym(value="commencementDate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="commencementDate",source="DTCC_11_0") @RosettaSynonym(value="commencementDate",source="DTCC_9_0") @RosettaSynonym(value="commencementDate",source="CME_ClearedConfirm_1_17") public final AdjustableOrRelativeDate getCommencementDate()
The first day of the exercise period for an American style option.
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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) to, and including, the expiration date.
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getExerciseFeeSchedule
@RosettaSynonym(value="exerciseFeeSchedule",source="FpML_5_10") @RosettaSynonym(value="exerciseFeeSchedule",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="exerciseFeeSchedule",source="DTCC_11_0") @RosettaSynonym(value="exerciseFeeSchedule",source="DTCC_9_0") @RosettaSynonym(value="exerciseFeeSchedule",source="CME_ClearedConfirm_1_17") public final ExerciseFeeSchedule getExerciseFeeSchedule()
The fees associated with an exercise date. The fees are conditional on the exercise occurring. The fees can be specified as actual currency amounts or as percentages of the notional amount being exercised.
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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.
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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.
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getLatestExerciseTime
@RosettaSynonym(value="latestExerciseTime",source="FpML_5_10") @RosettaSynonym(value="latestExerciseTime",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="latestExerciseTime",source="DTCC_11_0") @RosettaSynonym(value="latestExerciseTime",source="DTCC_9_0") @RosettaSynonym(value="latestExerciseTime",source="CME_ClearedConfirm_1_17") public final BusinessCenterTime getLatestExerciseTime()
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
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getMeta
public final MetaFields getMeta()
- Specified by:
getMeta
in interfacecom.rosetta.model.lib.GlobalKey
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getMultipleExercise
@RosettaSynonym(value="multipleExercise",source="FpML_5_10") @RosettaSynonym(value="multipleExercise",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="multipleExercise",source="DTCC_11_0") @RosettaSynonym(value="multipleExercise",source="DTCC_9_0") @RosettaSynonym(value="multipleExercise",source="CME_ClearedConfirm_1_17") public final MultipleExercise getMultipleExercise()
As defined in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more that the maximum 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.
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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).
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends AmericanExercise> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public AmericanExercise.AmericanExerciseBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static AmericanExercise.AmericanExerciseBuilder 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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