Package cdm.event.common

Interface MarginCallBase

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
MarginCallBase.MarginCallBaseBuilder, MarginCallExposure, MarginCallExposure.MarginCallExposureBuilder, MarginCallIssuance, MarginCallIssuance.MarginCallIssuanceBuilder, MarginCallResponse, MarginCallResponse.MarginCallResponseBuilder
All Known Implementing Classes:
MarginCallBase.MarginCallBaseBuilderImpl, MarginCallBase.MarginCallBaseImpl, MarginCallExposure.MarginCallExposureBuilderImpl, MarginCallExposure.MarginCallExposureImpl, MarginCallIssuance.MarginCallIssuanceBuilderImpl, MarginCallIssuance.MarginCallIssuanceImpl, MarginCallResponse.MarginCallResponseBuilderImpl, MarginCallResponse.MarginCallResponseImpl
@RosettaDataType(value="MarginCallBase", builder=MarginCallBaseBuilderImpl.class, version="5.30.0") @RuneDataType(value="MarginCallBase", model="cdm", builder=MarginCallBaseBuilderImpl.class, version="5.30.0") public interface MarginCallBase extends com.rosetta.model.lib.RosettaModelObject
Represents common attributes required for Issuance and Response to a Margin Call action as a result of a demand for delivery or return of collateral determined under a legal agreement such as a credit support document or equivalent.
Version:
5.30.0

  • Field Details

  • Method Details

    • getInstructionType

      MarginCallInstructionType getInstructionType()
      Identifies the enumeration values to specify the call notification type, direction, specific action type.

    • getParty

      List<? extends Party> getParty()
      Represents the parties to the margin call. The cardinality is optional to address the case where both parties of the event are specified and a third party if applicable.

    • getPartyRole

      List<? extends PartyRole> getPartyRole()
      Represents the role each specified party takes in the margin call. further to the principal roles, payer and receiver.

    • getClearingBroker

      Party getClearingBroker()
      Indicates the name of the Clearing Broker FCM/DCM.

    • getCallIdentifier

      Identifier getCallIdentifier()
      Represents a unique Identifier for a margin call message, that can be referenced throughout all points of the process.

    • getCallAgreementType

      AgreementName getCallAgreementType()
      Specifies the legal agreement type the margin call is generated from and governed by.

    • getAgreementMinimumTransferAmount

      Money getAgreementMinimumTransferAmount()
      Specifies the collateral legal agreement minimum transfer amount in base currency.

    • getAgreementThreshold

      Money getAgreementThreshold()
      Specifies the collateral legal agreement threshold amount in base currency.

    • getAgreementRounding

      Money getAgreementRounding()
      Specifies the collateral legal agreement rounding in base currency.

    • getRegMarginType

      RegMarginTypeEnum getRegMarginType()
      Identifies margin type and if related regulatory mandate

    • getRegIMRole

      RegIMRoleEnum getRegIMRole()
      Indicates the role of the party in an regulatory initial margin call instruction (i.e Pledgor party or Secured party).

    • getBaseCurrencyExposure

      MarginCallExposure getBaseCurrencyExposure()
      Represents the current mark to market value or IM calculation value of the trade portfolio as recorded by the principle (in base currency), to be referenced in a margin call.

    • getCollateralPortfolio

      ReferenceWithMetaCollateralPortfolio getCollateralPortfolio()
      Represents attributes to define the details of collateral assets within a collateral portfolio to be used in margin call messaging and contribute to collateral balances e.g securities in a collateral account recorded by the principal as held or posted.

    • getIndependentAmountBalance

      CollateralBalance getIndependentAmountBalance()
      Represents additional credit support amount over and above mark to market value.

    • build

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

    • toBuilder

      MarginCallBase.MarginCallBaseBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static MarginCallBase.MarginCallBaseBuilder builder()

    • metaData

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

    • getType

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