Package org.isda.cdm

Class OptionFeature


  • @RosettaClass
    @RosettaSynonym(value="OptionFeature",
                    source="FpML_5_10")
    public class OptionFeature
    extends com.rosetta.model.lib.RosettaModelObject
    A class for defining option features.
    Version:
    2.5.4
    • Method Detail

      • getAsian

        @RosettaSynonym(value="asian",source="FpML_5_10") @RosettaSynonym(value="asian",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="asian",source="DTCC_11_0") @RosettaSynonym(value="asian",source="DTCC_9_0") @RosettaSynonym(value="asian",source="CME_ClearedConfirm_1_17")
        public final Asian getAsian()
        An option where and average price is taken on valuation.
      • getBarrier

        @RosettaSynonym(value="barrier",source="FpML_5_10") @RosettaSynonym(value="barrier",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="barrier",source="DTCC_11_0") @RosettaSynonym(value="barrier",source="DTCC_9_0") @RosettaSynonym(value="barrier",source="CME_ClearedConfirm_1_17")
        public final Barrier getBarrier()
        An option with a barrier feature.
      • getFxFeature

        @RosettaSynonym(value="fxFeature",source="FpML_5_10") @RosettaSynonym(value="fxFeature",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="fxFeature",source="DTCC_11_0") @RosettaSynonym(value="fxFeature",source="DTCC_9_0") @RosettaSynonym(value="fxFeature",source="CME_ClearedConfirm_1_17")
        public final FxFeature getFxFeature()
        A quanto or composite FX feature.
      • getKnock

        @RosettaSynonym(value="knock",source="FpML_5_10") @RosettaSynonym(value="knock",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="knock",source="DTCC_11_0") @RosettaSynonym(value="knock",source="DTCC_9_0") @RosettaSynonym(value="knock",source="CME_ClearedConfirm_1_17")
        public final Knock getKnock()
        A knock feature.
      • getPassThrough

        @RosettaSynonym(value="passThrough",source="FpML_5_10") @RosettaSynonym(value="passThrough",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="passThrough",source="DTCC_11_0") @RosettaSynonym(value="passThrough",source="DTCC_9_0") @RosettaSynonym(value="passThrough",source="CME_ClearedConfirm_1_17")
        public final PassThrough getPassThrough()
        Pass-through payments from the underlier, such as dividends.
      • getStrategyFeature

        public final StrategyFeature getStrategyFeature()
        A simple strategy feature.
      • metaData

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