Package cdm.product.template
Class ExerciseTerms.ExerciseTermsBuilderImpl
java.lang.Object
cdm.product.template.ExerciseTerms.ExerciseTermsBuilderImpl
- All Implemented Interfaces:
ExerciseTerms,ExerciseTerms.ExerciseTermsBuilder,com.rosetta.model.lib.GlobalKey,com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder,com.rosetta.model.lib.RosettaModelObject,com.rosetta.model.lib.RosettaModelObjectBuilder
- Enclosing interface:
ExerciseTerms
public static class ExerciseTerms.ExerciseTermsBuilderImpl
extends Object
implements ExerciseTerms.ExerciseTermsBuilder
Builder Implementation of ExerciseTerms
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Nested Class Summary
Nested classes/interfaces inherited from interface cdm.product.template.ExerciseTerms
ExerciseTerms.ExerciseTermsBuilder, ExerciseTerms.ExerciseTermsBuilderImpl, ExerciseTerms.ExerciseTermsImplNested classes/interfaces inherited from interface com.rosetta.model.lib.GlobalKey
com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder -
Field Summary
FieldsModifier and TypeFieldDescriptionprotected ExerciseFee.ExerciseFeeBuilderprotected ExpirationTimeTypeEnumprotected com.rosetta.model.metafields.MetaFields.MetaFieldsBuilderprotected MultipleExercise.MultipleExerciseBuilderprotected PartialExercise.PartialExerciseBuilderprotected OptionExerciseStyleEnumFields inherited from interface cdm.product.template.ExerciseTerms
metaData -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionaddExpirationDate(AdjustableOrRelativeDate _expirationDate) addExpirationDate(AdjustableOrRelativeDate _expirationDate, int idx) addExpirationDate(List<? extends AdjustableOrRelativeDate> expirationDates) build()Build MethodsbooleanThe first day of the exercise period for an American style option.The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) to, and including, the expiration date.The dates that define the Bermuda option exercise dates and the expiration date.A fee to be paid on exercise.The fees associated with an exercise date.The set of parameters defining the procedure associated with the exercise, e.g. manual exercise.The last day within an exercise period for an American style option.The latest time for exercise on expirationDate.The time of day at which the equity option expires, for example the official closing time of the exchange.For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.com.rosetta.model.metafields.MetaFields.MetaFieldsBuildergetMeta()As defined in the 2000 ISDA Definitions, Section 12.4.getOrCreateExpirationDate(int index) com.rosetta.model.metafields.MetaFields.MetaFieldsBuilderAs defined in the 2000 ISDA Definitions, Section 12.3.The effective date on the underlying product if the option is exercised.getStyle()Whether the option has a single exercise (european), multiple exercise dates (bermuda), or a continuous range of exercise (american).booleanhasData()inthashCode()merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger) prune()setCommencementDate(AdjustableOrRelativeDate _commencementDate) setEarliestExerciseTime(BusinessCenterTime _earliestExerciseTime) setExerciseDates(AdjustableOrRelativeDates _exerciseDates) setExerciseFee(ExerciseFee _exerciseFee) setExerciseFeeSchedule(ExerciseFeeSchedule _exerciseFeeSchedule) setExerciseProcedure(ExerciseProcedure _exerciseProcedure) setExpirationDate(List<? extends AdjustableOrRelativeDate> expirationDates) setExpirationTime(BusinessCenterTime _expirationTime) setExpirationTimeType(ExpirationTimeTypeEnum _expirationTimeType) setLatestExerciseTime(BusinessCenterTime _latestExerciseTime) setMeta(com.rosetta.model.metafields.MetaFields _meta) setMultipleExercise(MultipleExercise _multipleExercise) setPartialExercise(PartialExercise _partialExercise) setRelevantUnderlyingDate(AdjustableOrRelativeDates _relevantUnderlyingDate) setStyle(OptionExerciseStyleEnum _style) toString()Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, waitMethods inherited from interface cdm.product.template.ExerciseTerms
getType, metaData, processMethods inherited from interface cdm.product.template.ExerciseTerms.ExerciseTermsBuilder
processMethods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosettaMethods inherited from interface com.rosetta.model.lib.RosettaModelObjectBuilder
getIndex, processRosetta, processRosetta
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Field Details
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style
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commencementDate
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exerciseDates
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expirationDate
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relevantUnderlyingDate
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earliestExerciseTime
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latestExerciseTime
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expirationTime
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expirationTimeType
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multipleExercise
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exerciseFeeSchedule
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exerciseProcedure
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exerciseFee
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partialExercise
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meta
protected com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder meta
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Constructor Details
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ExerciseTermsBuilderImpl
public ExerciseTermsBuilderImpl()
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Method Details
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getStyle
@RosettaAttribute("style") @Accessor(GETTER) @RuneAttribute("style") public OptionExerciseStyleEnum getStyle()Description copied from interface:ExerciseTermsWhether the option has a single exercise (european), multiple exercise dates (bermuda), or a continuous range of exercise (american).- Specified by:
getStylein interfaceExerciseTerms
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getCommencementDate
@RosettaAttribute("commencementDate") @Accessor(GETTER) @RuneAttribute("commencementDate") public AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder getCommencementDate()Description copied from interface:ExerciseTermsThe first day of the exercise period for an American style option.- Specified by:
getCommencementDatein interfaceExerciseTerms- Specified by:
getCommencementDatein interfaceExerciseTerms.ExerciseTermsBuilder
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getOrCreateCommencementDate
- Specified by:
getOrCreateCommencementDatein interfaceExerciseTerms.ExerciseTermsBuilder
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getExerciseDates
@RosettaAttribute("exerciseDates") @Accessor(GETTER) @RuneAttribute("exerciseDates") public AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder getExerciseDates()Description copied from interface:ExerciseTermsThe dates that define the Bermuda option exercise dates and the expiration date. The last specified date is assumed to be the expiration date. The dates can either be specified as a series of explicit dates and associated adjustments or as a series of dates defined relative to another schedule of dates, for example, the calculation period start dates. Where a relative series of dates are defined the first and last possible exercise dates can be separately specified.- Specified by:
getExerciseDatesin interfaceExerciseTerms- Specified by:
getExerciseDatesin interfaceExerciseTerms.ExerciseTermsBuilder
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getOrCreateExerciseDates
- Specified by:
getOrCreateExerciseDatesin interfaceExerciseTerms.ExerciseTermsBuilder
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getExpirationDate
@RosettaAttribute("expirationDate") @Accessor(GETTER) @Multi @RuneAttribute("expirationDate") public List<? extends AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder> getExpirationDate()Description copied from interface:ExerciseTermsThe 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.- Specified by:
getExpirationDatein interfaceExerciseTerms- Specified by:
getExpirationDatein interfaceExerciseTerms.ExerciseTermsBuilder
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getOrCreateExpirationDate
public AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder getOrCreateExpirationDate(int index) - Specified by:
getOrCreateExpirationDatein interfaceExerciseTerms.ExerciseTermsBuilder
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getRelevantUnderlyingDate
@RosettaAttribute("relevantUnderlyingDate") @Accessor(GETTER) @RuneAttribute("relevantUnderlyingDate") public AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder getRelevantUnderlyingDate()Description copied from interface:ExerciseTermsThe effective date on the underlying product if the option is exercised. For example, for a swaption it is the swap effective date, for an option on an FX spot or forward it is the value date for settlement, and in an extendible/cancelable provision it is the swap termination date, which is the date on which the termination is effective.'- Specified by:
getRelevantUnderlyingDatein interfaceExerciseTerms- Specified by:
getRelevantUnderlyingDatein interfaceExerciseTerms.ExerciseTermsBuilder
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getOrCreateRelevantUnderlyingDate
public AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder getOrCreateRelevantUnderlyingDate()- Specified by:
getOrCreateRelevantUnderlyingDatein interfaceExerciseTerms.ExerciseTermsBuilder
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getEarliestExerciseTime
@RosettaAttribute("earliestExerciseTime") @Accessor(GETTER) @RuneAttribute("earliestExerciseTime") public BusinessCenterTime.BusinessCenterTimeBuilder getEarliestExerciseTime()Description copied from interface:ExerciseTermsThe earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) to, and including, the expiration date.- Specified by:
getEarliestExerciseTimein interfaceExerciseTerms- Specified by:
getEarliestExerciseTimein interfaceExerciseTerms.ExerciseTermsBuilder
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getOrCreateEarliestExerciseTime
- Specified by:
getOrCreateEarliestExerciseTimein interfaceExerciseTerms.ExerciseTermsBuilder
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getLatestExerciseTime
@RosettaAttribute("latestExerciseTime") @Accessor(GETTER) @RuneAttribute("latestExerciseTime") public BusinessCenterTime.BusinessCenterTimeBuilder getLatestExerciseTime()Description copied from interface:ExerciseTermsFor a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.- Specified by:
getLatestExerciseTimein interfaceExerciseTerms- Specified by:
getLatestExerciseTimein interfaceExerciseTerms.ExerciseTermsBuilder
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getOrCreateLatestExerciseTime
- Specified by:
getOrCreateLatestExerciseTimein interfaceExerciseTerms.ExerciseTermsBuilder
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getExpirationTime
@RosettaAttribute("expirationTime") @Accessor(GETTER) @RuneAttribute("expirationTime") public BusinessCenterTime.BusinessCenterTimeBuilder getExpirationTime()Description copied from interface:ExerciseTermsThe latest time for exercise on expirationDate. It is made mandatory given that for all option styles, this field is required.- Specified by:
getExpirationTimein interfaceExerciseTerms- Specified by:
getExpirationTimein interfaceExerciseTerms.ExerciseTermsBuilder
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getOrCreateExpirationTime
- Specified by:
getOrCreateExpirationTimein interfaceExerciseTerms.ExerciseTermsBuilder
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getExpirationTimeType
@RosettaAttribute("expirationTimeType") @Accessor(GETTER) @Required @RuneAttribute("expirationTimeType") public ExpirationTimeTypeEnum getExpirationTimeType()Description copied from interface:ExerciseTermsThe time of day at which the equity option expires, for example the official closing time of the exchange.- Specified by:
getExpirationTimeTypein interfaceExerciseTerms
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getMultipleExercise
@RosettaAttribute("multipleExercise") @Accessor(GETTER) @RuneAttribute("multipleExercise") public MultipleExercise.MultipleExerciseBuilder getMultipleExercise()Description copied from interface:ExerciseTermsAs defined in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more that the maximum 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.- Specified by:
getMultipleExercisein interfaceExerciseTerms- Specified by:
getMultipleExercisein interfaceExerciseTerms.ExerciseTermsBuilder
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getOrCreateMultipleExercise
- Specified by:
getOrCreateMultipleExercisein interfaceExerciseTerms.ExerciseTermsBuilder
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getExerciseFeeSchedule
@RosettaAttribute("exerciseFeeSchedule") @Accessor(GETTER) @RuneAttribute("exerciseFeeSchedule") public ExerciseFeeSchedule.ExerciseFeeScheduleBuilder getExerciseFeeSchedule()Description copied from interface:ExerciseTermsThe fees associated with an exercise date. The fees are conditional on the exercise occurring. The fees can be specified as actual currency amounts or as percentages of the notional amount being exercised.- Specified by:
getExerciseFeeSchedulein interfaceExerciseTerms- Specified by:
getExerciseFeeSchedulein interfaceExerciseTerms.ExerciseTermsBuilder
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getOrCreateExerciseFeeSchedule
- Specified by:
getOrCreateExerciseFeeSchedulein interfaceExerciseTerms.ExerciseTermsBuilder
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getExerciseProcedure
@RosettaAttribute("exerciseProcedure") @Accessor(GETTER) @RuneAttribute("exerciseProcedure") public ExerciseProcedure.ExerciseProcedureBuilder getExerciseProcedure()Description copied from interface:ExerciseTermsThe set of parameters defining the procedure associated with the exercise, e.g. manual exercise.- Specified by:
getExerciseProcedurein interfaceExerciseTerms- Specified by:
getExerciseProcedurein interfaceExerciseTerms.ExerciseTermsBuilder
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getOrCreateExerciseProcedure
- Specified by:
getOrCreateExerciseProcedurein interfaceExerciseTerms.ExerciseTermsBuilder
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getExerciseFee
@RosettaAttribute("exerciseFee") @Accessor(GETTER) @RuneAttribute("exerciseFee") public ExerciseFee.ExerciseFeeBuilder getExerciseFee()Description copied from interface:ExerciseTermsA 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.- Specified by:
getExerciseFeein interfaceExerciseTerms- Specified by:
getExerciseFeein interfaceExerciseTerms.ExerciseTermsBuilder
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getOrCreateExerciseFee
- Specified by:
getOrCreateExerciseFeein interfaceExerciseTerms.ExerciseTermsBuilder
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getPartialExercise
@RosettaAttribute("partialExercise") @Accessor(GETTER) @RuneAttribute("partialExercise") public PartialExercise.PartialExerciseBuilder getPartialExercise()Description copied from interface:ExerciseTermsAs 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.- Specified by:
getPartialExercisein interfaceExerciseTerms- Specified by:
getPartialExercisein interfaceExerciseTerms.ExerciseTermsBuilder
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getOrCreatePartialExercise
- Specified by:
getOrCreatePartialExercisein interfaceExerciseTerms.ExerciseTermsBuilder
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getMeta
@RosettaAttribute("meta") @Accessor(GETTER) @RuneAttribute("meta") @RuneMetaType public com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getMeta()- Specified by:
getMetain interfaceExerciseTerms- Specified by:
getMetain interfaceExerciseTerms.ExerciseTermsBuilder- Specified by:
getMetain interfacecom.rosetta.model.lib.GlobalKey- Specified by:
getMetain interfacecom.rosetta.model.lib.GlobalKey.GlobalKeyBuilder
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getOrCreateMeta
public com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getOrCreateMeta()- Specified by:
getOrCreateMetain interfaceExerciseTerms.ExerciseTermsBuilder- Specified by:
getOrCreateMetain interfacecom.rosetta.model.lib.GlobalKey.GlobalKeyBuilder
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setStyle
@RosettaAttribute("style") @Accessor(SETTER) @RuneAttribute("style") public ExerciseTerms.ExerciseTermsBuilder setStyle(OptionExerciseStyleEnum _style) - Specified by:
setStylein interfaceExerciseTerms.ExerciseTermsBuilder
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setCommencementDate
@RosettaAttribute("commencementDate") @Accessor(SETTER) @RuneAttribute("commencementDate") public ExerciseTerms.ExerciseTermsBuilder setCommencementDate(AdjustableOrRelativeDate _commencementDate) - Specified by:
setCommencementDatein interfaceExerciseTerms.ExerciseTermsBuilder
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setExerciseDates
@RosettaAttribute("exerciseDates") @Accessor(SETTER) @RuneAttribute("exerciseDates") public ExerciseTerms.ExerciseTermsBuilder setExerciseDates(AdjustableOrRelativeDates _exerciseDates) - Specified by:
setExerciseDatesin interfaceExerciseTerms.ExerciseTermsBuilder
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addExpirationDate
@RosettaAttribute("expirationDate") @Accessor(ADDER) @Multi @RuneAttribute("expirationDate") public ExerciseTerms.ExerciseTermsBuilder addExpirationDate(AdjustableOrRelativeDate _expirationDate) - Specified by:
addExpirationDatein interfaceExerciseTerms.ExerciseTermsBuilder
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addExpirationDate
public ExerciseTerms.ExerciseTermsBuilder addExpirationDate(AdjustableOrRelativeDate _expirationDate, int idx) - Specified by:
addExpirationDatein interfaceExerciseTerms.ExerciseTermsBuilder
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addExpirationDate
public ExerciseTerms.ExerciseTermsBuilder addExpirationDate(List<? extends AdjustableOrRelativeDate> expirationDates) - Specified by:
addExpirationDatein interfaceExerciseTerms.ExerciseTermsBuilder
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setExpirationDate
@RosettaAttribute("expirationDate") @Accessor(SETTER) @Multi @RuneAttribute("expirationDate") public ExerciseTerms.ExerciseTermsBuilder setExpirationDate(List<? extends AdjustableOrRelativeDate> expirationDates) - Specified by:
setExpirationDatein interfaceExerciseTerms.ExerciseTermsBuilder
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setRelevantUnderlyingDate
@RosettaAttribute("relevantUnderlyingDate") @Accessor(SETTER) @RuneAttribute("relevantUnderlyingDate") public ExerciseTerms.ExerciseTermsBuilder setRelevantUnderlyingDate(AdjustableOrRelativeDates _relevantUnderlyingDate) - Specified by:
setRelevantUnderlyingDatein interfaceExerciseTerms.ExerciseTermsBuilder
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setEarliestExerciseTime
@RosettaAttribute("earliestExerciseTime") @Accessor(SETTER) @RuneAttribute("earliestExerciseTime") public ExerciseTerms.ExerciseTermsBuilder setEarliestExerciseTime(BusinessCenterTime _earliestExerciseTime) - Specified by:
setEarliestExerciseTimein interfaceExerciseTerms.ExerciseTermsBuilder
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setLatestExerciseTime
@RosettaAttribute("latestExerciseTime") @Accessor(SETTER) @RuneAttribute("latestExerciseTime") public ExerciseTerms.ExerciseTermsBuilder setLatestExerciseTime(BusinessCenterTime _latestExerciseTime) - Specified by:
setLatestExerciseTimein interfaceExerciseTerms.ExerciseTermsBuilder
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setExpirationTime
@RosettaAttribute("expirationTime") @Accessor(SETTER) @RuneAttribute("expirationTime") public ExerciseTerms.ExerciseTermsBuilder setExpirationTime(BusinessCenterTime _expirationTime) - Specified by:
setExpirationTimein interfaceExerciseTerms.ExerciseTermsBuilder
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setExpirationTimeType
@RosettaAttribute("expirationTimeType") @Accessor(SETTER) @Required @RuneAttribute("expirationTimeType") public ExerciseTerms.ExerciseTermsBuilder setExpirationTimeType(ExpirationTimeTypeEnum _expirationTimeType) - Specified by:
setExpirationTimeTypein interfaceExerciseTerms.ExerciseTermsBuilder
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setMultipleExercise
@RosettaAttribute("multipleExercise") @Accessor(SETTER) @RuneAttribute("multipleExercise") public ExerciseTerms.ExerciseTermsBuilder setMultipleExercise(MultipleExercise _multipleExercise) - Specified by:
setMultipleExercisein interfaceExerciseTerms.ExerciseTermsBuilder
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setExerciseFeeSchedule
@RosettaAttribute("exerciseFeeSchedule") @Accessor(SETTER) @RuneAttribute("exerciseFeeSchedule") public ExerciseTerms.ExerciseTermsBuilder setExerciseFeeSchedule(ExerciseFeeSchedule _exerciseFeeSchedule) - Specified by:
setExerciseFeeSchedulein interfaceExerciseTerms.ExerciseTermsBuilder
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setExerciseProcedure
@RosettaAttribute("exerciseProcedure") @Accessor(SETTER) @RuneAttribute("exerciseProcedure") public ExerciseTerms.ExerciseTermsBuilder setExerciseProcedure(ExerciseProcedure _exerciseProcedure) - Specified by:
setExerciseProcedurein interfaceExerciseTerms.ExerciseTermsBuilder
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setExerciseFee
@RosettaAttribute("exerciseFee") @Accessor(SETTER) @RuneAttribute("exerciseFee") public ExerciseTerms.ExerciseTermsBuilder setExerciseFee(ExerciseFee _exerciseFee) - Specified by:
setExerciseFeein interfaceExerciseTerms.ExerciseTermsBuilder
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setPartialExercise
@RosettaAttribute("partialExercise") @Accessor(SETTER) @RuneAttribute("partialExercise") public ExerciseTerms.ExerciseTermsBuilder setPartialExercise(PartialExercise _partialExercise) - Specified by:
setPartialExercisein interfaceExerciseTerms.ExerciseTermsBuilder
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setMeta
@RosettaAttribute("meta") @Accessor(SETTER) @RuneAttribute("meta") @RuneMetaType public ExerciseTerms.ExerciseTermsBuilder setMeta(com.rosetta.model.metafields.MetaFields _meta) - Specified by:
setMetain interfaceExerciseTerms.ExerciseTermsBuilder
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build
Description copied from interface:ExerciseTermsBuild Methods- Specified by:
buildin interfaceExerciseTerms- Specified by:
buildin interfacecom.rosetta.model.lib.RosettaModelObject
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toBuilder
- Specified by:
toBuilderin interfaceExerciseTerms- Specified by:
toBuilderin interfacecom.rosetta.model.lib.RosettaModelObject
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prune
- Specified by:
prunein interfaceExerciseTerms.ExerciseTermsBuilder- Specified by:
prunein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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hasData
public boolean hasData()- Specified by:
hasDatain interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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merge
public ExerciseTerms.ExerciseTermsBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger) - Specified by:
mergein interfacecom.rosetta.model.lib.RosettaModelObjectBuilder
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equals
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hashCode
public int hashCode() -
toString
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