Interface CreditEvent

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
CreditEvent.CreditEventBuilder
All Known Implementing Classes:
CreditEvent.CreditEventBuilderImpl, CreditEvent.CreditEventImpl

@RosettaDataType(value="CreditEvent", builder=CreditEventBuilderImpl.class, version="5.30.0") @RuneDataType(value="CreditEvent", model="cdm", builder=CreditEventBuilderImpl.class, version="5.30.0") public interface CreditEvent extends com.rosetta.model.lib.RosettaModelObject
Specifies the relevant data regarding a credit event.
Version:
5.30.0
  • Field Details

  • Method Details

    • getCreditEventType

      CreditEventTypeEnum getCreditEventType()
      The type of credit event taking place.
    • getEventDeterminationDate

      com.rosetta.model.lib.records.Date getEventDeterminationDate()
      The date in which the credit event is determined by the Credit Derivatives Determinations Comitee.
    • getAuctionDate

      com.rosetta.model.lib.records.Date getAuctionDate()
      The date on which the auction is scheduled to occur.
    • getFinalPrice

      Price getFinalPrice()
      The final price resulting from the auction.
    • getRecoveryPercent

      BigDecimal getRecoveryPercent()
      The percentage of the original value of the asset affected by the credit event that can be recovered.
    • getPubliclyAvailableInformation

      List<? extends Resource> getPubliclyAvailableInformation()
      A public information source, e.g. a particular newspaper or electronic news service, that may publish relevant information used in the determination of whether or not a credit event has occurred.
    • getReferenceInformation

      ReferenceInformation getReferenceInformation()
      The reference entity, part of a credit basket, impacted by the credit event.
    • build

      CreditEvent 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 CreditEvent> metaData()
      Utility Methods
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject
    • getType

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