Package org.isda.cdm

Class AmericanExercise

  • 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
    • Method Detail

      • 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.
      • 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.
      • 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.
      • 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.
      • 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.
      • 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.
      • getMeta

        public final MetaFields getMeta()
        Specified by:
        getMeta in interface com.rosetta.model.lib.GlobalKey
      • 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.
      • 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).
      • metaData

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