Package net.finmath.smartcontract.product.xml

Class EquityBermudaExercise

java.lang.Object
net.finmath.smartcontract.product.xml.Exercise
net.finmath.smartcontract.product.xml.SharedAmericanExercise
net.finmath.smartcontract.product.xml.EquityBermudaExercise
public class EquityBermudaExercise extends SharedAmericanExercise
A type for defining exercise procedures associated with a Bermuda style exercise of an equity option. The term Bermuda is adopted in FpML for consistency with the ISDA Definitions.

Java class for EquityBermudaExercise complex type.

The following schema fragment specifies the expected content contained within this class. 

 <complexType name="EquityBermudaExercise">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}SharedAmericanExercise">
       <sequence>
         <element name="bermudaExerciseDates" type="{http://www.fpml.org/FpML-5/confirmation}DateList"/>
         <element name="latestExerciseTimeType" type="{http://www.fpml.org/FpML-5/confirmation}TimeTypeEnum" minOccurs="0"/>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}EquityExpiration.model"/>
         <element name="equityMultipleExercise" type="{http://www.fpml.org/FpML-5/confirmation}EquityMultipleExercise" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>

  • Field Details

  • Constructor Details

    • EquityBermudaExercise

      public EquityBermudaExercise()

  • Method Details

    • getBermudaExerciseDates

      public DateList getBermudaExerciseDates()
      Gets the value of the bermudaExerciseDates property.
      Returns:
      possible object is DateList

    • setBermudaExerciseDates

      public void setBermudaExerciseDates​(DateList value)
      Sets the value of the bermudaExerciseDates property.
      Parameters:
      value - allowed object is DateList

    • getLatestExerciseTimeType

      public TimeTypeEnum getLatestExerciseTimeType()
      Gets the value of the latestExerciseTimeType property.
      Returns:
      possible object is TimeTypeEnum

    • setLatestExerciseTimeType

      public void setLatestExerciseTimeType​(TimeTypeEnum value)
      Sets the value of the latestExerciseTimeType property.
      Parameters:
      value - allowed object is TimeTypeEnum

    • getEquityExpirationTimeType

      public TimeTypeEnum getEquityExpirationTimeType()
      Gets the value of the equityExpirationTimeType property.
      Returns:
      possible object is TimeTypeEnum

    • setEquityExpirationTimeType

      public void setEquityExpirationTimeType​(TimeTypeEnum value)
      Sets the value of the equityExpirationTimeType property.
      Parameters:
      value - allowed object is TimeTypeEnum

    • getEquityExpirationTime

      public BusinessCenterTime getEquityExpirationTime()
      Gets the value of the equityExpirationTime property.
      Returns:
      possible object is BusinessCenterTime

    • setEquityExpirationTime

      public void setEquityExpirationTime​(BusinessCenterTime value)
      Sets the value of the equityExpirationTime property.
      Parameters:
      value - allowed object is BusinessCenterTime

    • getExpirationTimeDetermination

      public DeterminationMethod getExpirationTimeDetermination()
      Gets the value of the expirationTimeDetermination property.
      Returns:
      possible object is DeterminationMethod

    • setExpirationTimeDetermination

      public void setExpirationTimeDetermination​(DeterminationMethod value)
      Sets the value of the expirationTimeDetermination property.
      Parameters:
      value - allowed object is DeterminationMethod

    • getEquityMultipleExercise

      public EquityMultipleExercise getEquityMultipleExercise()
      Gets the value of the equityMultipleExercise property.
      Returns:
      possible object is EquityMultipleExercise

    • setEquityMultipleExercise

      public void setEquityMultipleExercise​(EquityMultipleExercise value)
      Sets the value of the equityMultipleExercise property.
      Parameters:
      value - allowed object is EquityMultipleExercise