Package cdm.base.staticdata.asset.credit

Interface Obligations

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
Obligations.ObligationsBuilder
All Known Implementing Classes:
Obligations.ObligationsBuilderImpl, Obligations.ObligationsImpl
@RosettaDataType(value="Obligations", builder=ObligationsBuilderImpl.class, version="5.30.0") @RuneDataType(value="Obligations", model="cdm", builder=ObligationsBuilderImpl.class, version="5.30.0") public interface Obligations extends com.rosetta.model.lib.RosettaModelObject
A class to specify the underlying obligations of the reference entity on which protection is purchased or sold through the Credit Default Swap.
Version:
5.30.0

  • Field Details

  • Method Details

    • getCategory

      ObligationCategoryEnum getCategory()
      Used in both obligations and deliverable obligations to represent a class or type of securities which apply. ISDA 2003 Term: Obligation Category/Deliverable Obligation Category.

    • getNotSubordinated

      Boolean getNotSubordinated()
      An obligation and deliverable obligation characteristic. An obligation that ranks at least equal with the most senior Reference Obligation in priority of payment or, if no Reference Obligation is specified in the related Confirmation, the obligations of the Reference Entity that are senior. ISDA 2003 Term: Not Subordinated.

    • getSpecifiedCurrency

      SpecifiedCurrency getSpecifiedCurrency()
      An obligation and deliverable obligation characteristic. The currency or currencies in which an obligation or deliverable obligation must be payable. ISDA 2003 Term: Specified Currency.

    • getNotSovereignLender

      Boolean getNotSovereignLender()
      An obligation and deliverable obligation characteristic. Any obligation that is not primarily (majority) owed to a Sovereign or Supranational Organisation. ISDA 2003 Term: Not Sovereign Lender.

    • getNotDomesticCurrency

      NotDomesticCurrency getNotDomesticCurrency()
      An obligation and deliverable obligation characteristic. Any obligation that is payable in any currency other than the domestic currency. Domestic currency is either the currency so specified or, if no currency is specified, the currency of (a) the reference entity, if the reference entity is a sovereign, or (b) the jurisdiction in which the relevant reference entity is organised, if the reference entity is not a sovereign. ISDA 2003 Term: Not Domestic Currency.

    • getNotDomesticLaw

      Boolean getNotDomesticLaw()
      An obligation and deliverable obligation characteristic. If the reference entity is a Sovereign, this means any obligation that is not subject to the laws of the reference entity. If the reference entity is not a sovereign, this means any obligation that is not subject to the laws of the jurisdiction of the reference entity. ISDA 2003 Term: Not Domestic Law.

    • getListed

      Boolean getListed()
      An obligation and deliverable obligation characteristic. Indicates whether or not the obligation is quoted, listed or ordinarily purchased and sold on an exchange. ISDA 2003 Term: Listed.

    • getNotDomesticIssuance

      Boolean getNotDomesticIssuance()
      An obligation and deliverable obligation characteristic. Any obligation other than an obligation that was intended to be offered for sale primarily in the domestic market of the relevant Reference Entity. This specifies that the obligation must be an internationally recognised bond. ISDA 2003 Term: Not Domestic Issuance.

    • getFullFaithAndCreditObLiability

      Boolean getFullFaithAndCreditObLiability()
      An obligation and deliverable obligation characteristic. Defined in the ISDA published additional provisions for U.S. Municipal as Reference Entity. ISDA 2003 Term: Full Faith and Credit Obligation Liability.

    • getGeneralFundObligationLiability

      Boolean getGeneralFundObligationLiability()
      An obligation and deliverable obligation characteristic. Defined in the ISDA published additional provisions for U.S. Municipal as Reference Entity. ISDA 2003 Term: General Fund Obligation Liability.

    • getRevenueObligationLiability

      Boolean getRevenueObligationLiability()
      An obligation and deliverable obligation characteristic. Defined in the ISDA published additional provisions for U.S. Municipal as Reference Entity. ISDA 2003 Term: Revenue Obligation Liability.

    • getNotContingent

      Boolean getNotContingent()
      OTE: Only allowed as an obligation characteristic under ISDA Credit 1999. In essence Not Contingent means the repayment of principal cannot be dependent on a formula/index, i.e. to prevent the risk of being delivered an instrument that may never pay any element of principal, and to ensure that the obligation is interest bearing (on a regular schedule). ISDA 2003 Term: Not Contingent.

    • getExcluded

      String getExcluded()
      A free format string to specify any excluded obligations or deliverable obligations, as the case may be, of the reference entity or excluded types of obligations or deliverable obligations. ISDA 2003 Term: Excluded Obligations/Excluded Deliverable Obligations.

    • getOthReferenceEntityObligations

      String getOthReferenceEntityObligations()
      This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations. The obligations can be specified free-form. ISDA 2003 Term: Other Obligations of a Reference Entity.

    • getDesignatedPriority

      FieldWithMetaString getDesignatedPriority()
      Applies to Loan CDS, to indicate what lien level is appropriate for a deliverable obligation. Applies to European Loan CDS, to indicate the Ranking of the obligation. Example: a 2nd lien Loan CDS would imply that the deliverable obligations are 1st or 2nd lien loans.

    • getCashSettlementOnly

      Boolean getCashSettlementOnly()
      An obligation and deliverable obligation characteristic. Defined in the ISDA published Standard Terms Supplement for use with CDS Transactions on Leveraged Loans. ISDA 2003 Term: Cash Settlement Only.

    • getDeliveryOfCommitments

      Boolean getDeliveryOfCommitments()
      An obligation and deliverable obligation characteristic. Defined in the ISDA published Standard Terms Supplement for use with CDS Transactions on Leveraged Loans. ISDA 2003 Term: Delivery of Commitments.

    • getContinuity

      Boolean getContinuity()
      An obligation and deliverable obligation characteristic. Defined in the ISDA published Standard Terms Supplement for use with CDS Transactions on Leveraged Loans. ISDA 2003 Term: Continuity.

    • build

      Obligations build()
      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      Obligations.ObligationsBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static Obligations.ObligationsBuilder builder()

    • metaData

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

    • getType

      @RuneAttribute("@type") default Class<? extends Obligations> 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