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="7.0.0-dev.105") @RuneDataType(value="Illiquidity", model="cdm", builder=IlliquidityBuilderImpl.class, version="7.0.0-dev.105") public interface Illiquidity extends com.rosetta.model.lib.RosettaModelObject
Version:
7.0.0-dev.105 Body ISDA Corpus Definitions FXandCurrencyOptionsDefintions_1998 1998 FX and Currency Option Definitions section "5.1.(d).(vi)" Provision
  • Field Details

  • Method Details

    • 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:
      build in interface com.rosetta.model.lib.RosettaModelObject
    • toBuilder

      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject
    • builder

    • metaData

      default com.rosetta.model.lib.meta.RosettaMetaData<? extends Illiquidity> metaData()
      Utility Methods
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject
    • getType

      @RuneAttribute("@type") default Class<? extends Illiquidity> getType()
      Specified by:
      getType in interface com.rosetta.model.lib.RosettaModelObject
    • process

      default void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
      Specified by:
      process in interface com.rosetta.model.lib.RosettaModelObject