Package org.isda.cdm

Class OptionPayout

  • All Implemented Interfaces:
    com.rosetta.model.lib.GlobalKey

    @RosettaClass
    public class OptionPayout
    extends com.rosetta.model.lib.RosettaModelObject
    implements com.rosetta.model.lib.GlobalKey
    The option payout specification terms. The associated rosettaKey denotes the ability to associate a hash value to the respective OptionPayout instantiation for the purpose of model cross-referencing, in support of functionality such as the event effect and the lineage.
    Version:
    2.5.4
    • Method Detail

      • getBuyerSeller

        public final BuyerSeller getBuyerSeller()
      • getDenomination

        public final OptionDenomination getDenomination()
        The denomination qualifies the number of units of underlier per option and the number of options comprised in the option transaction. FpML represents this information as part of the OptionDenomination.model.
      • getExerciseTerms

        public final OptionExercise getExerciseTerms()
        The terms for exercising the option, which include the option style (e.g. American style option), the exercise procedure (e.g. manual exercise) and the settlement terms (e.g. physical vs. cash).
      • getFeature

        @RosettaSynonym(value="feature",source="FpML_5_10") @RosettaSynonym(value="feature",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="feature",source="DTCC_11_0") @RosettaSynonym(value="feature",source="DTCC_9_0") @RosettaSynonym(value="feature",source="CME_ClearedConfirm_1_17")
        public final OptionFeature getFeature()
        The option feature, such as quanto, Asian, barrier, knock.
      • getMeta

        public final MetaFields getMeta()
        Specified by:
        getMeta in interface com.rosetta.model.lib.GlobalKey
      • getOptionType

        @RosettaSynonym(value="optionType",source="FpML_5_10") @RosettaSynonym(value="optionType",source="DTCC_11_0") @RosettaSynonym(value="optionType",source="DTCC_9_0") @RosettaSynonym(value="optionType",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="optionType",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="",source="FpML_5_10") @RosettaSynonym(value="",source="DTCC_11_0") @RosettaSynonym(value="",source="DTCC_9_0") @RosettaSynonym(value="",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="",source="CME_ClearedConfirm_1_17")
        public final OptionTypeEnum getOptionType()
        The type of option transaction. From a usage standpoint, put/call is the default option type, while payer/receiver indicator is used for options on index credit default swaps, consistently with the industry practice. Straddle is used for the case of straddle strategy, that combine a call and a put with the same strike.
      • getQuantity

        public final ContractualQuantity getQuantity()
        The option notional amount. The CDM uses the generic term quantity rather than notional amount. The number of options is specified as part of the denomination attribute.
      • getUnderlier

        public final Underlier getUnderlier()
        The product underlying the option, which can be of any type including ContractualProduct or Security.
      • metaData

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