Package org.isda.cdm
Class EuropeanExercise
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.EuropeanExercise
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- All Implemented Interfaces:
com.rosetta.model.lib.GlobalKey
@RosettaClass @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 class EuropeanExercise extends com.rosetta.model.lib.RosettaModelObject implements com.rosetta.model.lib.GlobalKey
A class defining the exercise period for a European 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
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
EuropeanExercise.EuropeanExerciseBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static EuropeanExercise.EuropeanExerciseBuilder
builder()
boolean
equals(java.lang.Object o)
BusinessCenterTime
getEarliestExerciseTime()
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) on the expiration date.ExerciseFee
getExerciseFee()
A fee to be paid on exercise.AdjustableOrRelativeDate
getExpirationDate()
The last day within an exercise period for an American style option.BusinessCenterTime
getExpirationTime()
The latest time for exercise on expirationDate.MetaFields
getMeta()
PartialExercise
getPartialExercise()
As defined in the 2000 ISDA Definitions, Section 12.3.AdjustableOrRelativeDates
getRelevantUnderlyingDate()
The date on the underlying set by the exercise of an option.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends EuropeanExercise>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
EuropeanExercise.EuropeanExerciseBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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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) on the expiration date.
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getExerciseFee
@RosettaSynonym(value="exerciseFee",source="FpML_5_10") @RosettaSynonym(value="exerciseFee",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="exerciseFee",source="DTCC_11_0") @RosettaSynonym(value="exerciseFee",source="DTCC_9_0") @RosettaSynonym(value="exerciseFee",source="CME_ClearedConfirm_1_17") public final ExerciseFee getExerciseFee()
A fee to be paid on exercise. This could be represented as an amount or a rate and notional reference on which to apply the rate.
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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.
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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.
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getMeta
public final MetaFields getMeta()
- Specified by:
getMeta
in interfacecom.rosetta.model.lib.GlobalKey
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getPartialExercise
@RosettaSynonym(value="partialExercise",source="FpML_5_10") @RosettaSynonym(value="partialExercise",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="partialExercise",source="DTCC_11_0") @RosettaSynonym(value="partialExercise",source="DTCC_9_0") @RosettaSynonym(value="partialExercise",source="CME_ClearedConfirm_1_17") public final PartialExercise getPartialExercise()
As defined in the 2000 ISDA Definitions, Section 12.3. Partial Exercise, the buyer of the option has the right to exercise all or less than all the notional amount of the underlying swap on the expiration date, but may not exercise less than the minimum 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.
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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).
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends EuropeanExercise> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public EuropeanExercise.EuropeanExerciseBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static EuropeanExercise.EuropeanExerciseBuilder builder()
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process
public void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
- Specified by:
process
in classcom.rosetta.model.lib.RosettaModelObject
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equals
public boolean equals(java.lang.Object o)
- Overrides:
equals
in classjava.lang.Object
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hashCode
public int hashCode()
- Overrides:
hashCode
in classjava.lang.Object
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toString
public java.lang.String toString()
- Overrides:
toString
in classjava.lang.Object
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