Package cdm.observable.asset

Interface CashCollateralValuationMethod

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
CashCollateralValuationMethod.CashCollateralValuationMethodBuilder
All Known Implementing Classes:
CashCollateralValuationMethod.CashCollateralValuationMethodBuilderImpl, CashCollateralValuationMethod.CashCollateralValuationMethodImpl
@RosettaDataType(value="CashCollateralValuationMethod", builder=CashCollateralValuationMethodBuilderImpl.class, version="5.30.0") @RuneDataType(value="CashCollateralValuationMethod", model="cdm", builder=CashCollateralValuationMethodBuilderImpl.class, version="5.30.0") public interface CashCollateralValuationMethod extends com.rosetta.model.lib.RosettaModelObject
This type is a generic structure that can represent the parameters of several mid-market valuation and replacement value methods described in the 2021 ISDA Definitions.
Version:
5.30.0

  • Field Details

  • Method Details

    • getApplicableCsa

      CsaTypeEnum getApplicableCsa()
      This may be used to specify what type of CSA (credit support annex/agreement) is to be used for cash settlement purposes.

    • getCashCollateralCurrency

      String getCashCollateralCurrency()
      This may be used to indicate the currency of cash collateral for cash settlement purposes.

    • getCashCollateralInterestRate

      FieldWithMetaString getCashCollateralInterestRate()
      This may be used to indicate the interest rate to be used for cash collateral for cash settlement purposes.

    • getAgreedDiscountRate

      FieldWithMetaString getAgreedDiscountRate()
      This may be used to indicate the discount rate to be used for cash collateral for cash settlement purposes.

    • getProtectedParty

      List<PartyDeterminationEnum> getProtectedParty()
      This may be used to specify which party is protected (e.g. under Replacement Value cash settlement methods).

    • getPrescribedDocumentationAdjustment

      Boolean getPrescribedDocumentationAdjustment()
      This may be used to indicate that 'prescribed documentation adjustment' is applicable.

    • build

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

    • toBuilder

      CashCollateralValuationMethod.CashCollateralValuationMethodBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static CashCollateralValuationMethod.CashCollateralValuationMethodBuilder builder()

    • metaData

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

    • getType

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