Package org.isda.cdm
Class OptionStrike
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.OptionStrike
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@RosettaClass @RosettaSynonym(value="CreditOptionStrike", source="FpML_5_10") public class OptionStrike extends com.rosetta.model.lib.RosettaModelObject
A class to specify the option strike.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
OptionStrike.OptionStrikeBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static OptionStrike.OptionStrikeBuilder
builder()
boolean
equals(java.lang.Object o)
FieldWithMetaString
getCurrency()
The currency in which the option strike is denominated.java.math.BigDecimal
getPercentage()
The price or level expressed as a percentage of the forward starting spot price.java.math.BigDecimal
getPrice()
The strike of a credit default swap option or credit swaption when expressed as in reference to the price of the underlying obligation(s) or index.ReferenceSwapCurve
getReferenceSwapCurve()
The strike of an option when expressed by reference to a swap curve.java.math.BigDecimal
getSpread()
The strike of a credit default swap option or credit swaption when expressed as a spread per annum.ReferenceWithMetaSchedule
getStrikeReference()
The strike of an option on a credit default swap when expressed in reference to the spread of the underlying swap (typical practice in the case of credit single name swaps).int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends OptionStrike>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
OptionStrike.OptionStrikeBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getCurrency
@RosettaSynonym(value="currency",source="FpML_5_10",path="price") @RosettaSynonym(value="currency",source="CME_SubmissionIRS_1_0",path="price") @RosettaSynonym(value="currency",source="DTCC_11_0",path="price") @RosettaSynonym(value="currency",source="DTCC_9_0",path="price") @RosettaSynonym(value="currency",source="CME_ClearedConfirm_1_17",path="price") public final FieldWithMetaString getCurrency()
The currency in which the option strike is denominated. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes.
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getPercentage
@RosettaSynonym(value="strikePercentage",source="FpML_5_10",path="price") @RosettaSynonym(value="strikePercentage",source="CME_SubmissionIRS_1_0",path="price") @RosettaSynonym(value="strikePercentage",source="DTCC_11_0",path="price") @RosettaSynonym(value="strikePercentage",source="DTCC_9_0",path="price") @RosettaSynonym(value="strikePercentage",source="CME_ClearedConfirm_1_17",path="price") public final java.math.BigDecimal getPercentage()
The price or level expressed as a percentage of the forward starting spot price.
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getPrice
@RosettaSynonym(value="strikePrice",source="FpML_5_10",path="price") @RosettaSynonym(value="strikePrice",source="CME_SubmissionIRS_1_0",path="price") @RosettaSynonym(value="strikePrice",source="DTCC_11_0",path="price") @RosettaSynonym(value="strikePrice",source="DTCC_9_0",path="price") @RosettaSynonym(value="strikePrice",source="CME_ClearedConfirm_1_17",path="price") public final java.math.BigDecimal getPrice()
The strike of a credit default swap option or credit swaption when expressed as in reference to the price of the underlying obligation(s) or index.
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getReferenceSwapCurve
@RosettaSynonym(value="referenceSwapCurve",source="FpML_5_10") @RosettaSynonym(value="referenceSwapCurve",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="referenceSwapCurve",source="DTCC_11_0") @RosettaSynonym(value="referenceSwapCurve",source="DTCC_9_0") @RosettaSynonym(value="referenceSwapCurve",source="CME_ClearedConfirm_1_17") public final ReferenceSwapCurve getReferenceSwapCurve()
The strike of an option when expressed by reference to a swap curve. (Typically the case for a convertible bond option.)
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getSpread
@RosettaSynonym(value="spread",source="FpML_5_10") @RosettaSynonym(value="spread",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="spread",source="DTCC_11_0") @RosettaSynonym(value="spread",source="DTCC_9_0") @RosettaSynonym(value="spread",source="CME_ClearedConfirm_1_17") public final java.math.BigDecimal getSpread()
The strike of a credit default swap option or credit swaption when expressed as a spread per annum.
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getStrikeReference
@RosettaSynonym(value="strikeReference",source="FpML_5_10") @RosettaSynonym(value="strikeReference",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="strikeReference",source="DTCC_11_0") @RosettaSynonym(value="strikeReference",source="DTCC_9_0") @RosettaSynonym(value="strikeReference",source="CME_ClearedConfirm_1_17") public final ReferenceWithMetaSchedule getStrikeReference()
The strike of an option on a credit default swap when expressed in reference to the spread of the underlying swap (typical practice in the case of credit single name swaps).
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends OptionStrike> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public OptionStrike.OptionStrikeBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static OptionStrike.OptionStrikeBuilder 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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