Package cdm.event.common

Interface MarginCallExposure

All Superinterfaces:

MarginCallBase, com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

MarginCallExposure.MarginCallExposureBuilder

All Known Implementing Classes:

MarginCallExposure.MarginCallExposureBuilderImpl, MarginCallExposure.MarginCallExposureImpl

@RosettaDataType(value="MarginCallExposure",
                 builder=MarginCallExposureBuilderImpl.class,
                 version="5.30.0")
@RuneDataType(value="MarginCallExposure",
              model="cdm",
              builder=MarginCallExposureBuilderImpl.class,
              version="5.30.0")
public interface MarginCallExposure
extends MarginCallBase

Represents attributes required for mark to market value or IM calculation value of the trade portfolio as recorded by the principle (in base currency).

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	MarginCallExposure.MarginCallExposureBuilder	Builder Interface
static class	MarginCallExposure.MarginCallExposureBuilderImpl	Builder Implementation of MarginCallExposure
static class	MarginCallExposure.MarginCallExposureImpl	Immutable Implementation of MarginCallExposure

Nested classes/interfaces inherited from interface cdm.event.common.MarginCallBase

MarginCallBase.MarginCallBaseBuilder, MarginCallBase.MarginCallBaseBuilderImpl, MarginCallBase.MarginCallBaseImpl

Field Summary

Fields

Modifier and Type	Field	Description
static final MarginCallExposureMeta	metaData

Method Summary

Modifier and Type	Method	Description
MarginCallExposure	build()	Build Methods
static MarginCallExposure.MarginCallExposureBuilder	builder()
Exposure	getOverallExposure()	Represents the whole overall mark to market value or IM calculation value of the trade portfolio as recorded by the principle (in base currency).
Exposure	getScheduleGridIMExposure()	Represents Initial Margin (IM) exposure derived from schedule or Grid calculation.
Exposure	getSimmIMExposure()	Represents Initial Margin (IM) exposure derived from ISDA SIMM calculation.
default Class<? extends MarginCallExposure>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends MarginCallExposure>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
MarginCallExposure.MarginCallExposureBuilder	toBuilder()

Methods inherited from interface cdm.event.common.MarginCallBase

getAgreementMinimumTransferAmount, getAgreementRounding, getAgreementThreshold, getBaseCurrencyExposure, getCallAgreementType, getCallIdentifier, getClearingBroker, getCollateralPortfolio, getIndependentAmountBalance, getInstructionType, getParty, getPartyRole, getRegIMRole, getRegMarginType

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

processRosetta, processRosetta

Field Details

metaData

static final MarginCallExposureMeta metaData

Method Details

getOverallExposure

Exposure getOverallExposure()

Represents the whole overall mark to market value or IM calculation value of the trade portfolio as recorded by the principle (in base currency).

getSimmIMExposure

Exposure getSimmIMExposure()

Represents Initial Margin (IM) exposure derived from ISDA SIMM calculation.

getScheduleGridIMExposure

Exposure getScheduleGridIMExposure()

Represents Initial Margin (IM) exposure derived from schedule or Grid calculation.

build

MarginCallExposure build()

Build Methods

Specified by:

build in interface MarginCallBase

Specified by:

build in interface com.rosetta.model.lib.RosettaModelObject

toBuilder

MarginCallExposure.MarginCallExposureBuilder toBuilder()

Specified by:

toBuilder in interface MarginCallBase

Specified by:

toBuilder in interface com.rosetta.model.lib.RosettaModelObject

builder

static MarginCallExposure.MarginCallExposureBuilder builder()

metaData

default com.rosetta.model.lib.meta.RosettaMetaData<? extends MarginCallExposure> metaData()

Utility Methods

Specified by:

metaData in interface MarginCallBase

Specified by:

metaData in interface com.rosetta.model.lib.RosettaModelObject

getType

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

Specified by:

getType in interface MarginCallBase

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 MarginCallBase

Specified by:

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