Package org.isda.cdm

Class MakeWholeAmount


  • @RosettaClass
    @RosettaSynonym(value="MakeWholeAmount",
                    source="FpML_5_10")
    public class MakeWholeAmount
    extends SwapCurveValuation
    A class to specify the amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date (typically applicable to the convertible bond options).
    Version:
    2.5.4
    • Method Detail

      • getEarlyCallDate

        @RosettaSynonym(value="earlyCallDate",source="FpML_5_10") @RosettaSynonym(value="earlyCallDate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="earlyCallDate",source="DTCC_11_0") @RosettaSynonym(value="earlyCallDate",source="DTCC_9_0") @RosettaSynonym(value="earlyCallDate",source="CME_ClearedConfirm_1_17")
        public final FieldWithMetaDate getEarlyCallDate()
        Date prior to which the option buyer will have to pay a Make Whole Amount to the option seller if he/she exercises the option.
      • getInterpolationMethod

        @RosettaSynonym(value="interpolationMethod",source="FpML_5_10") @RosettaSynonym(value="interpolationMethod",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="interpolationMethod",source="DTCC_11_0") @RosettaSynonym(value="interpolationMethod",source="DTCC_9_0") @RosettaSynonym(value="interpolationMethod",source="CME_ClearedConfirm_1_17")
        public final InterpolationMethodEnum getInterpolationMethod()
        The type of interpolation method that the calculation agent reserves the right to use.
      • process

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