Package org.isda.cdm

Class AutomaticExercise


  • @RosettaClass
    @RosettaSynonym(value="AutomaticExercise",
                    source="FpML_5_10")
    public class AutomaticExercise
    extends com.rosetta.model.lib.RosettaModelObject
    A type to define automatic exercise of a swaption. With automatic exercise the option is deemed to have exercised if it is in the money by more than the threshold amount on the exercise date.
    Version:
    2.5.4
    • Method Detail

      • getThresholdRate

        @RosettaSynonym(value="thresholdRate",source="FpML_5_10") @RosettaSynonym(value="thresholdRate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="thresholdRate",source="DTCC_11_0") @RosettaSynonym(value="thresholdRate",source="DTCC_9_0") @RosettaSynonym(value="thresholdRate",source="CME_ClearedConfirm_1_17")
        public final java.math.BigDecimal getThresholdRate()
        A threshold rate. The threshold of 0.10% would be represented as 0.001
      • metaData

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