Package cdm.product.template

Interface ExerciseTerms.ExerciseTermsBuilder

All Superinterfaces:

ExerciseTerms, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

All Known Implementing Classes:

ExerciseTerms.ExerciseTermsBuilderImpl

Enclosing interface:

ExerciseTerms

public static interface ExerciseTerms.ExerciseTermsBuilder
extends ExerciseTerms, com.rosetta.model.lib.RosettaModelObjectBuilder, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Builder Interface

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.product.template.ExerciseTerms

ExerciseTerms.ExerciseTermsBuilder, ExerciseTerms.ExerciseTermsBuilderImpl, ExerciseTerms.ExerciseTermsImpl

Nested classes/interfaces inherited from interface com.rosetta.model.lib.GlobalKey

com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Field Summary

Fields inherited from interface cdm.product.template.ExerciseTerms

metaData

Method Summary

Modifier and Type	Method	Description
ExerciseTerms.ExerciseTermsBuilder	addExpirationDate(AdjustableOrRelativeDate expirationDate)
ExerciseTerms.ExerciseTermsBuilder	addExpirationDate(AdjustableOrRelativeDate expirationDate, int idx)
ExerciseTerms.ExerciseTermsBuilder	addExpirationDate(List<? extends AdjustableOrRelativeDate> expirationDate)
AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder	getCommencementDate()	The first day of the exercise period for an American style option.
BusinessCenterTime.BusinessCenterTimeBuilder	getEarliestExerciseTime()	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.
AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder	getExerciseDates()	The dates that define the Bermuda option exercise dates and the expiration date.
ExerciseFee.ExerciseFeeBuilder	getExerciseFee()	A fee to be paid on exercise.
ExerciseFeeSchedule.ExerciseFeeScheduleBuilder	getExerciseFeeSchedule()	The fees associated with an exercise date.
ExerciseProcedure.ExerciseProcedureBuilder	getExerciseProcedure()	The set of parameters defining the procedure associated with the exercise, e.g. manual exercise.
List<? extends AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder>	getExpirationDate()	The last day within an exercise period for an American style option.
BusinessCenterTime.BusinessCenterTimeBuilder	getExpirationTime()	The latest time for exercise on expirationDate.
BusinessCenterTime.BusinessCenterTimeBuilder	getLatestExerciseTime()	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.MetaFieldsBuilder	getMeta()
MultipleExercise.MultipleExerciseBuilder	getMultipleExercise()	As defined in the 2000 ISDA Definitions, Section 12.4.
AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder	getOrCreateCommencementDate()
BusinessCenterTime.BusinessCenterTimeBuilder	getOrCreateEarliestExerciseTime()
AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder	getOrCreateExerciseDates()
ExerciseFee.ExerciseFeeBuilder	getOrCreateExerciseFee()
ExerciseFeeSchedule.ExerciseFeeScheduleBuilder	getOrCreateExerciseFeeSchedule()
ExerciseProcedure.ExerciseProcedureBuilder	getOrCreateExerciseProcedure()
AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder	getOrCreateExpirationDate(int index)
BusinessCenterTime.BusinessCenterTimeBuilder	getOrCreateExpirationTime()
BusinessCenterTime.BusinessCenterTimeBuilder	getOrCreateLatestExerciseTime()
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getOrCreateMeta()
MultipleExercise.MultipleExerciseBuilder	getOrCreateMultipleExercise()
PartialExercise.PartialExerciseBuilder	getOrCreatePartialExercise()
AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder	getOrCreateRelevantUnderlyingDate()
PartialExercise.PartialExerciseBuilder	getPartialExercise()	As defined in the 2000 ISDA Definitions, Section 12.3.
AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder	getRelevantUnderlyingDate()	The effective date on the underlying product if the option is exercised.
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
ExerciseTerms.ExerciseTermsBuilder	prune()
ExerciseTerms.ExerciseTermsBuilder	setCommencementDate(AdjustableOrRelativeDate commencementDate)
ExerciseTerms.ExerciseTermsBuilder	setEarliestExerciseTime(BusinessCenterTime earliestExerciseTime)
ExerciseTerms.ExerciseTermsBuilder	setExerciseDates(AdjustableOrRelativeDates exerciseDates)
ExerciseTerms.ExerciseTermsBuilder	setExerciseFee(ExerciseFee exerciseFee)
ExerciseTerms.ExerciseTermsBuilder	setExerciseFeeSchedule(ExerciseFeeSchedule exerciseFeeSchedule)
ExerciseTerms.ExerciseTermsBuilder	setExerciseProcedure(ExerciseProcedure exerciseProcedure)
ExerciseTerms.ExerciseTermsBuilder	setExpirationDate(List<? extends AdjustableOrRelativeDate> expirationDate)
ExerciseTerms.ExerciseTermsBuilder	setExpirationTime(BusinessCenterTime expirationTime)
ExerciseTerms.ExerciseTermsBuilder	setExpirationTimeType(ExpirationTimeTypeEnum expirationTimeType)
ExerciseTerms.ExerciseTermsBuilder	setLatestExerciseTime(BusinessCenterTime latestExerciseTime)
ExerciseTerms.ExerciseTermsBuilder	setMeta(com.rosetta.model.metafields.MetaFields meta)
ExerciseTerms.ExerciseTermsBuilder	setMultipleExercise(MultipleExercise multipleExercise)
ExerciseTerms.ExerciseTermsBuilder	setPartialExercise(PartialExercise partialExercise)
ExerciseTerms.ExerciseTermsBuilder	setRelevantUnderlyingDate(AdjustableOrRelativeDates relevantUnderlyingDate)
ExerciseTerms.ExerciseTermsBuilder	setStyle(OptionExerciseStyleEnum style)

Methods inherited from interface cdm.product.template.ExerciseTerms

build, getExpirationTimeType, getStyle, getType, metaData, process, toBuilder

Methods inherited from interface com.rosetta.model.lib.RosettaModelObject

processRosetta, processRosetta

Methods inherited from interface com.rosetta.model.lib.RosettaModelObjectBuilder

getIndex, hasData, merge, processRosetta, processRosetta

Method Details

getOrCreateCommencementDate

AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder getOrCreateCommencementDate()

getCommencementDate

AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder getCommencementDate()

Description copied from interface: ExerciseTerms

The first day of the exercise period for an American style option.

Specified by:

getCommencementDate in interface ExerciseTerms

getOrCreateExerciseDates

AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder getOrCreateExerciseDates()

getExerciseDates

AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder getExerciseDates()

Description copied from interface: ExerciseTerms

The 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:

getExerciseDates in interface ExerciseTerms

getOrCreateExpirationDate

AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder getOrCreateExpirationDate(int index)

getExpirationDate

List<? extends AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder> getExpirationDate()

Description copied from interface: ExerciseTerms

The 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:

getExpirationDate in interface ExerciseTerms

getOrCreateRelevantUnderlyingDate

AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder getOrCreateRelevantUnderlyingDate()

getRelevantUnderlyingDate

AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder getRelevantUnderlyingDate()

Description copied from interface: ExerciseTerms

The 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:

getRelevantUnderlyingDate in interface ExerciseTerms

getOrCreateEarliestExerciseTime

BusinessCenterTime.BusinessCenterTimeBuilder getOrCreateEarliestExerciseTime()

getEarliestExerciseTime

BusinessCenterTime.BusinessCenterTimeBuilder getEarliestExerciseTime()

Description copied from interface: ExerciseTerms

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.

Specified by:

getEarliestExerciseTime in interface ExerciseTerms

getOrCreateLatestExerciseTime

BusinessCenterTime.BusinessCenterTimeBuilder getOrCreateLatestExerciseTime()

getLatestExerciseTime

BusinessCenterTime.BusinessCenterTimeBuilder getLatestExerciseTime()

Description copied from interface: ExerciseTerms

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. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.

Specified by:

getLatestExerciseTime in interface ExerciseTerms

getOrCreateExpirationTime

BusinessCenterTime.BusinessCenterTimeBuilder getOrCreateExpirationTime()

getExpirationTime

BusinessCenterTime.BusinessCenterTimeBuilder getExpirationTime()

Description copied from interface: ExerciseTerms

The latest time for exercise on expirationDate. It is made mandatory given that for all option styles, this field is required.

Specified by:

getExpirationTime in interface ExerciseTerms

getOrCreateMultipleExercise

MultipleExercise.MultipleExerciseBuilder getOrCreateMultipleExercise()

getMultipleExercise

MultipleExercise.MultipleExerciseBuilder getMultipleExercise()

Description copied from interface: ExerciseTerms

As 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:

getMultipleExercise in interface ExerciseTerms

getOrCreateExerciseFeeSchedule

ExerciseFeeSchedule.ExerciseFeeScheduleBuilder getOrCreateExerciseFeeSchedule()

getExerciseFeeSchedule

ExerciseFeeSchedule.ExerciseFeeScheduleBuilder getExerciseFeeSchedule()

Description copied from interface: ExerciseTerms

The 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:

getExerciseFeeSchedule in interface ExerciseTerms

getOrCreateExerciseProcedure

ExerciseProcedure.ExerciseProcedureBuilder getOrCreateExerciseProcedure()

getExerciseProcedure

ExerciseProcedure.ExerciseProcedureBuilder getExerciseProcedure()

Description copied from interface: ExerciseTerms

The set of parameters defining the procedure associated with the exercise, e.g. manual exercise.

Specified by:

getExerciseProcedure in interface ExerciseTerms

getOrCreateExerciseFee

ExerciseFee.ExerciseFeeBuilder getOrCreateExerciseFee()

getExerciseFee

ExerciseFee.ExerciseFeeBuilder getExerciseFee()

Description copied from interface: ExerciseTerms

A 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:

getExerciseFee in interface ExerciseTerms

getOrCreatePartialExercise

PartialExercise.PartialExerciseBuilder getOrCreatePartialExercise()

getPartialExercise

PartialExercise.PartialExerciseBuilder getPartialExercise()

Description copied from interface: ExerciseTerms

As 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:

getPartialExercise in interface ExerciseTerms

getOrCreateMeta

com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getOrCreateMeta()

Specified by:

getOrCreateMeta in interface com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

getMeta

com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getMeta()

Specified by:

getMeta in interface ExerciseTerms

Specified by:

getMeta in interface com.rosetta.model.lib.GlobalKey

Specified by:

getMeta in interface com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

setStyle

ExerciseTerms.ExerciseTermsBuilder setStyle(OptionExerciseStyleEnum style)

setCommencementDate

ExerciseTerms.ExerciseTermsBuilder setCommencementDate(AdjustableOrRelativeDate commencementDate)

setExerciseDates

ExerciseTerms.ExerciseTermsBuilder setExerciseDates(AdjustableOrRelativeDates exerciseDates)

addExpirationDate

ExerciseTerms.ExerciseTermsBuilder addExpirationDate(AdjustableOrRelativeDate expirationDate)

addExpirationDate

ExerciseTerms.ExerciseTermsBuilder addExpirationDate(AdjustableOrRelativeDate expirationDate,
 int idx)

addExpirationDate

ExerciseTerms.ExerciseTermsBuilder addExpirationDate(List<? extends AdjustableOrRelativeDate> expirationDate)

setExpirationDate

ExerciseTerms.ExerciseTermsBuilder setExpirationDate(List<? extends AdjustableOrRelativeDate> expirationDate)

setRelevantUnderlyingDate

ExerciseTerms.ExerciseTermsBuilder setRelevantUnderlyingDate(AdjustableOrRelativeDates relevantUnderlyingDate)

setEarliestExerciseTime

ExerciseTerms.ExerciseTermsBuilder setEarliestExerciseTime(BusinessCenterTime earliestExerciseTime)

setLatestExerciseTime

ExerciseTerms.ExerciseTermsBuilder setLatestExerciseTime(BusinessCenterTime latestExerciseTime)

setExpirationTime

ExerciseTerms.ExerciseTermsBuilder setExpirationTime(BusinessCenterTime expirationTime)

setExpirationTimeType

ExerciseTerms.ExerciseTermsBuilder setExpirationTimeType(ExpirationTimeTypeEnum expirationTimeType)

setMultipleExercise

ExerciseTerms.ExerciseTermsBuilder setMultipleExercise(MultipleExercise multipleExercise)

setExerciseFeeSchedule

ExerciseTerms.ExerciseTermsBuilder setExerciseFeeSchedule(ExerciseFeeSchedule exerciseFeeSchedule)

setExerciseProcedure

ExerciseTerms.ExerciseTermsBuilder setExerciseProcedure(ExerciseProcedure exerciseProcedure)

setExerciseFee

ExerciseTerms.ExerciseTermsBuilder setExerciseFee(ExerciseFee exerciseFee)

setPartialExercise

ExerciseTerms.ExerciseTermsBuilder setPartialExercise(PartialExercise partialExercise)

setMeta

ExerciseTerms.ExerciseTermsBuilder setMeta(com.rosetta.model.metafields.MetaFields meta)

process

default void process(com.rosetta.model.lib.path.RosettaPath path,
 com.rosetta.model.lib.process.BuilderProcessor processor)

Specified by:

process in interface com.rosetta.model.lib.RosettaModelObjectBuilder

prune

ExerciseTerms.ExerciseTermsBuilder prune()

Specified by:

prune in interface com.rosetta.model.lib.RosettaModelObjectBuilder