Interface Illiquidity
- All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
- All Known Subinterfaces:
Illiquidity.IlliquidityBuilder
- All Known Implementing Classes:
Illiquidity.IlliquidityBuilderImpl,Illiquidity.IlliquidityImpl
@RosettaDataType(value="Illiquidity",
builder=IlliquidityBuilderImpl.class,
version="6.19.0")
@RuneDataType(value="Illiquidity",
model="cdm",
builder=IlliquidityBuilderImpl.class,
version="6.19.0")
public interface Illiquidity
extends com.rosetta.model.lib.RosettaModelObject
- Version:
- 6.19.0 Body ISDA Corpus Definitions FXandCurrencyOptionsDefintions_1998 1998 FX and Currency Option Definitions section "5.1.(d).(vi)" Provision
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Nested Class Summary
Nested ClassesModifier and TypeInterfaceDescriptionstatic interfaceBuilder Interfacestatic classBuilder Implementation of Illiquiditystatic classImmutable Implementation of Illiquidity -
Field Summary
Fields -
Method Summary
Modifier and TypeMethodDescriptionbuild()Build Methodsbuilder()The method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.Body ISDA Corpus Definitions FXandCurrencyOptionsDefintions_1998 1998 FX and Currency Option Definitions section "5.1.default Class<? extends Illiquidity> getType()default com.rosetta.model.lib.meta.RosettaMetaData<? extends Illiquidity> metaData()Utility Methodsdefault voidprocess(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor) Methods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosetta
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Field Details
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metaData
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Method Details
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getIlliquidityIsApplicable
Boolean getIlliquidityIsApplicable()Body ISDA Corpus Definitions FXandCurrencyOptionsDefintions_1998 1998 FX and Currency Option Definitions section "5.1.(d).(vi)" Provision -
getEscrowArrangement
EscrowArrangement getEscrowArrangement() -
getMinimumAmount
Quantity getMinimumAmount() -
getFallbackReferencePrice
SettlementRateOption getFallbackReferencePrice()The method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option. -
getIlliquidityValuationDate
AdjustedRelativeDateOffset getIlliquidityValuationDate() -
build
Illiquidity build()Build Methods- Specified by:
buildin interfacecom.rosetta.model.lib.RosettaModelObject
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toBuilder
Illiquidity.IlliquidityBuilder toBuilder()- Specified by:
toBuilderin interfacecom.rosetta.model.lib.RosettaModelObject
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builder
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metaData
Utility Methods- Specified by:
metaDatain interfacecom.rosetta.model.lib.RosettaModelObject
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getType
- Specified by:
getTypein interfacecom.rosetta.model.lib.RosettaModelObject
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process
default void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor) - Specified by:
processin interfacecom.rosetta.model.lib.RosettaModelObject
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