Package org.isda.cdm

Class ManualExercise


  • @RosettaClass
    @RosettaSynonym(value="ManualExercise",
                    source="FpML_5_10")
    public class ManualExercise
    extends com.rosetta.model.lib.RosettaModelObject
    A class defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.
    Version:
    2.5.4
    • Method Summary

      All Methods Static Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      static ManualExercise.ManualExerciseBuilder builder()  
      boolean equals​(java.lang.Object o)  
      ExerciseNotice getExerciseNotice()
      Definition of the party to whom notice of exercise should be given.
      java.lang.Boolean getFallbackExercise()
      If fallback exercise is specified then the notional amount of the underlying swap, not previously exercised under the swaption, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).
      int hashCode()  
      com.rosetta.model.lib.meta.RosettaMetaData<? extends ManualExercise> metaData()  
      void process​(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)  
      ManualExercise.ManualExerciseBuilder toBuilder()  
      java.lang.String toString()  
      • Methods inherited from class com.rosetta.model.lib.RosettaModelObject

        optionalStream, processRosetta, processRosetta
      • Methods inherited from class java.lang.Object

        clone, finalize, getClass, notify, notifyAll, wait, wait, wait
    • Method Detail

      • getExerciseNotice

        @RosettaSynonym(value="exerciseNotice",source="FpML_5_10") @RosettaSynonym(value="exerciseNotice",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="exerciseNotice",source="DTCC_11_0") @RosettaSynonym(value="exerciseNotice",source="DTCC_9_0") @RosettaSynonym(value="exerciseNotice",source="CME_ClearedConfirm_1_17")
        public final ExerciseNotice getExerciseNotice()
        Definition of the party to whom notice of exercise should be given.
      • getFallbackExercise

        @RosettaSynonym(value="fallbackExercise",source="FpML_5_10") @RosettaSynonym(value="fallbackExercise",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="fallbackExercise",source="DTCC_11_0") @RosettaSynonym(value="fallbackExercise",source="DTCC_9_0") @RosettaSynonym(value="fallbackExercise",source="CME_ClearedConfirm_1_17")
        public final java.lang.Boolean getFallbackExercise()
        If fallback exercise is specified then the notional amount of the underlying swap, not previously exercised under the swaption, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). The term in-the-money is assumed to have the meaning defined in the 2000 ISDA Definitions, Section 17.4. In-the-money.
      • metaData

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