Package org.isda.cdm

Class CancelableProvision


  • @RosettaClass
    @RosettaSynonym(value="CancelableProvision",
                    source="FpML_5_10")
    public class CancelableProvision
    extends BuyerSeller
    A class defining the right of a party to cancel a swap transaction on the specified exercise dates. The provision is for 'walk-away' cancellation (i.e. the fair value of the swap is not paid). A fee payable on exercise can be specified. As a difference from the FpML construct, the canonical model extends the BuyerSeller class.
    Version:
    2.5.4
    • Method Detail

      • getAmericanExercise

        @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 final AmericanExercise getAmericanExercise()
        American exercise. FpML implementations consists in an exercise substitution group.
      • getBermudaExercise

        @RosettaSynonym(value="bermudaExercise",source="FpML_5_10") @RosettaSynonym(value="bermudaExercise",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="bermudaExercise",source="DTCC_11_0") @RosettaSynonym(value="bermudaExercise",source="DTCC_9_0") @RosettaSynonym(value="bermudaExercise",source="CME_ClearedConfirm_1_17")
        public final BermudaExercise getBermudaExercise()
        Bermuda exercise. FpML implementations consists in an exercise substitution group.
      • getCancelableProvisionAdjustedDates

        @RosettaSynonym(value="cancelableProvisionAdjustedDates",source="FpML_5_10") @RosettaSynonym(value="cancelableProvisionAdjustedDates",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="cancelableProvisionAdjustedDates",source="DTCC_11_0") @RosettaSynonym(value="cancelableProvisionAdjustedDates",source="DTCC_9_0") @RosettaSynonym(value="cancelableProvisionAdjustedDates",source="CME_ClearedConfirm_1_17")
        public final CancelableProvisionAdjustedDates getCancelableProvisionAdjustedDates()
        The adjusted dates associated with a cancelable provision. These dates have been adjusted for any applicable business day convention.
      • getEuropeanExercise

        @RosettaSynonym(value="europeanExercise",source="FpML_5_10") @RosettaSynonym(value="europeanExercise",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="europeanExercise",source="DTCC_11_0") @RosettaSynonym(value="europeanExercise",source="DTCC_9_0") @RosettaSynonym(value="europeanExercise",source="CME_ClearedConfirm_1_17")
        public final EuropeanExercise getEuropeanExercise()
        European exercise. FpML implementations consists in an exercise substitution group.
      • 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.
      • getFinalCalculationPeriodDateAdjustment

        @RosettaSynonym(value="finalCalculationPeriodDateAdjustment",source="FpML_5_10") @RosettaSynonym(value="finalCalculationPeriodDateAdjustment",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="finalCalculationPeriodDateAdjustment",source="DTCC_11_0") @RosettaSynonym(value="finalCalculationPeriodDateAdjustment",source="DTCC_9_0") @RosettaSynonym(value="finalCalculationPeriodDateAdjustment",source="CME_ClearedConfirm_1_17")
        public final java.util.List<FinalCalculationPeriodDateAdjustment> getFinalCalculationPeriodDateAdjustment()
        Business date convention adjustment to final payment period per leg (swapStream) upon exercise event. The adjustments can be made in-line with leg level BDC's or they can be specified separately.
      • getFollowUpConfirmation

        @RosettaSynonym(value="followUpConfirmation",source="FpML_5_10") @RosettaSynonym(value="followUpConfirmation",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="followUpConfirmation",source="DTCC_11_0") @RosettaSynonym(value="followUpConfirmation",source="DTCC_9_0") @RosettaSynonym(value="followUpConfirmation",source="CME_ClearedConfirm_1_17")
        public final java.lang.Boolean getFollowUpConfirmation()
        A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
      • getInitialFee

        @RosettaSynonym(value="initialFee",source="FpML_5_10") @RosettaSynonym(value="initialFee",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="initialFee",source="DTCC_11_0") @RosettaSynonym(value="initialFee",source="DTCC_9_0") @RosettaSynonym(value="initialFee",source="CME_ClearedConfirm_1_17")
        public final SimplePayment getInitialFee()
        An initial fee for the cancelable option.
      • process

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

        public boolean equals​(java.lang.Object o)
        Overrides:
        equals in class BuyerSeller