Package org.isda.cdm

Class ExerciseProcedure


  • @RosettaClass
    @RosettaSynonym(value="ExerciseProcedure",
                    source="FpML_5_10")
    public class ExerciseProcedure
    extends com.rosetta.model.lib.RosettaModelObject
    A class describing how notice of exercise should be given. This can be either manual or automatic.
    Version:
    2.5.4
    • Method Summary

      All Methods Static Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      static ExerciseProcedure.ExerciseProcedureBuilder builder()  
      boolean equals​(java.lang.Object o)  
      AutomaticExercise getAutomaticExercise()
      If automatic 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 the specified threshold rate.
      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.
      java.lang.Boolean getLimitedRightToConfirm()
      Has the meaning defined as part of the 1997 ISDA Government Bond Option Definitions, section 4.5 Limited Right to Confirm Exercise.
      ManualExercise getManualExercise()
      Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
      java.lang.Boolean getSplitTicket()
      Typically applicable to the physical settlement of bond and convertible bond options.
      int hashCode()  
      com.rosetta.model.lib.meta.RosettaMetaData<? extends ExerciseProcedure> metaData()  
      void process​(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)  
      ExerciseProcedure.ExerciseProcedureBuilder 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

      • getAutomaticExercise

        @RosettaSynonym(value="automaticExercise",source="FpML_5_10") @RosettaSynonym(value="automaticExercise",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="automaticExercise",source="DTCC_11_0") @RosettaSynonym(value="automaticExercise",source="DTCC_9_0") @RosettaSynonym(value="automaticExercise",source="CME_ClearedConfirm_1_17")
        public final AutomaticExercise getAutomaticExercise()
        If automatic 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 the specified threshold rate. The term in-the-money is assumed to have the meaning defining in the 2000 ISDA Definitions, Section 17.4 In-the-money.
      • 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.
      • getLimitedRightToConfirm

        @RosettaSynonym(value="limitedRightToConfirm",source="FpML_5_10") @RosettaSynonym(value="limitedRightToConfirm",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="limitedRightToConfirm",source="DTCC_11_0") @RosettaSynonym(value="limitedRightToConfirm",source="DTCC_9_0") @RosettaSynonym(value="limitedRightToConfirm",source="CME_ClearedConfirm_1_17")
        public final java.lang.Boolean getLimitedRightToConfirm()
        Has the meaning defined as part of the 1997 ISDA Government Bond Option Definitions, section 4.5 Limited Right to Confirm Exercise. If present, (i) the Seller may request the Buyer to confirm its intent if not done on or before the expiration time on the Expiration date (ii) specific rules will apply in relation to the settlement mode.
      • getManualExercise

        @RosettaSynonym(value="manualExercise",source="FpML_5_10") @RosettaSynonym(value="manualExercise",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="manualExercise",source="DTCC_11_0") @RosettaSynonym(value="manualExercise",source="DTCC_9_0") @RosettaSynonym(value="manualExercise",source="CME_ClearedConfirm_1_17")
        public final ManualExercise getManualExercise()
        Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
      • getSplitTicket

        @RosettaSynonym(value="splitTicket",source="FpML_5_10") @RosettaSynonym(value="splitTicket",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="splitTicket",source="DTCC_11_0") @RosettaSynonym(value="splitTicket",source="DTCC_9_0") @RosettaSynonym(value="splitTicket",source="CME_ClearedConfirm_1_17")
        public final java.lang.Boolean getSplitTicket()
        Typically applicable to the physical settlement of bond and convertible bond options. If present, means that the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations.
      • metaData

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