Package cdm.observable.event

Class CreditEvents.CreditEventsBuilderImpl

java.lang.Object

cdm.observable.event.CreditEvents.CreditEventsBuilderImpl

All Implemented Interfaces:

CreditEvents, CreditEvents.CreditEventsBuilder, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

Enclosing interface:

CreditEvents

public static class CreditEvents.CreditEventsBuilderImpl
extends Object
implements CreditEvents.CreditEventsBuilder

Builder Implementation of CreditEvents

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.observable.event.CreditEvents

CreditEvents.CreditEventsBuilder, CreditEvents.CreditEventsBuilderImpl, CreditEvents.CreditEventsImpl

Nested classes/interfaces inherited from interface com.rosetta.model.lib.GlobalKey

com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Field Summary

Fields

Modifier and Type	Field	Description
protected Boolean	bankruptcy
protected CreditEventNotice.CreditEventNoticeBuilder	creditEventNotice
protected Money.MoneyBuilder	defaultRequirement
protected Boolean	distressedRatingsDowngrade
protected FailureToPay.FailureToPayBuilder	failureToPay
protected Boolean	failureToPayInterest
protected Boolean	failureToPayPrincipal
protected Boolean	governmentalIntervention
protected Boolean	impliedWritedown
protected Boolean	maturityExtension
protected com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	meta
protected Boolean	obligationAcceleration
protected Boolean	obligationDefault
protected Boolean	repudiationMoratorium
protected Restructuring.RestructuringBuilder	restructuring
protected Boolean	writedown

Fields inherited from interface cdm.observable.event.CreditEvents

metaData

Constructor Summary

Constructors

Constructor	Description
CreditEventsBuilderImpl()

Method Summary

Modifier and Type	Method	Description
CreditEvents	build()	Build Methods
boolean	equals(Object o)
Boolean	getBankruptcy()	A credit event.
CreditEventNotice.CreditEventNoticeBuilder	getCreditEventNotice()	A specified condition to settlement.
Money.MoneyBuilder	getDefaultRequirement()	In relation to certain credit events, serves as a threshold for Obligation Acceleration, Obligation Default, Repudiation/Moratorium and Restructuring.
Boolean	getDistressedRatingsDowngrade()	A credit event.
FailureToPay.FailureToPayBuilder	getFailureToPay()	A credit event.
Boolean	getFailureToPayInterest()	A credit event.
Boolean	getFailureToPayPrincipal()	A credit event.
Boolean	getGovernmentalIntervention()	A credit event.
Boolean	getImpliedWritedown()	A credit event.
Boolean	getMaturityExtension()	A credit event.
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getMeta()
Boolean	getObligationAcceleration()	A credit event.
Boolean	getObligationDefault()	A credit event.
CreditEventNotice.CreditEventNoticeBuilder	getOrCreateCreditEventNotice()
Money.MoneyBuilder	getOrCreateDefaultRequirement()
FailureToPay.FailureToPayBuilder	getOrCreateFailureToPay()
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getOrCreateMeta()
Restructuring.RestructuringBuilder	getOrCreateRestructuring()
Boolean	getRepudiationMoratorium()	A credit event.
Restructuring.RestructuringBuilder	getRestructuring()	A credit event.
Boolean	getWritedown()	A credit event.
boolean	hasData()
int	hashCode()
CreditEvents.CreditEventsBuilder	merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
CreditEvents.CreditEventsBuilder	prune()
CreditEvents.CreditEventsBuilder	setBankruptcy(Boolean _bankruptcy)
CreditEvents.CreditEventsBuilder	setCreditEventNotice(CreditEventNotice _creditEventNotice)
CreditEvents.CreditEventsBuilder	setDefaultRequirement(Money _defaultRequirement)
CreditEvents.CreditEventsBuilder	setDistressedRatingsDowngrade(Boolean _distressedRatingsDowngrade)
CreditEvents.CreditEventsBuilder	setFailureToPay(FailureToPay _failureToPay)
CreditEvents.CreditEventsBuilder	setFailureToPayInterest(Boolean _failureToPayInterest)
CreditEvents.CreditEventsBuilder	setFailureToPayPrincipal(Boolean _failureToPayPrincipal)
CreditEvents.CreditEventsBuilder	setGovernmentalIntervention(Boolean _governmentalIntervention)
CreditEvents.CreditEventsBuilder	setImpliedWritedown(Boolean _impliedWritedown)
CreditEvents.CreditEventsBuilder	setMaturityExtension(Boolean _maturityExtension)
CreditEvents.CreditEventsBuilder	setMeta(com.rosetta.model.metafields.MetaFields _meta)
CreditEvents.CreditEventsBuilder	setObligationAcceleration(Boolean _obligationAcceleration)
CreditEvents.CreditEventsBuilder	setObligationDefault(Boolean _obligationDefault)
CreditEvents.CreditEventsBuilder	setRepudiationMoratorium(Boolean _repudiationMoratorium)
CreditEvents.CreditEventsBuilder	setRestructuring(Restructuring _restructuring)
CreditEvents.CreditEventsBuilder	setWritedown(Boolean _writedown)
CreditEvents.CreditEventsBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface cdm.observable.event.CreditEvents

getType, metaData, process

Methods inherited from interface cdm.observable.event.CreditEvents.CreditEventsBuilder

process

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

processRosetta, processRosetta

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

getIndex, processRosetta, processRosetta

Field Details

bankruptcy

protected Boolean bankruptcy

failureToPay

protected FailureToPay.FailureToPayBuilder failureToPay

failureToPayPrincipal

protected Boolean failureToPayPrincipal

failureToPayInterest

protected Boolean failureToPayInterest

obligationDefault

protected Boolean obligationDefault

obligationAcceleration

protected Boolean obligationAcceleration

repudiationMoratorium

protected Boolean repudiationMoratorium

restructuring

protected Restructuring.RestructuringBuilder restructuring

governmentalIntervention

protected Boolean governmentalIntervention

distressedRatingsDowngrade

protected Boolean distressedRatingsDowngrade

maturityExtension

protected Boolean maturityExtension

writedown

protected Boolean writedown

impliedWritedown

protected Boolean impliedWritedown

defaultRequirement

protected Money.MoneyBuilder defaultRequirement

creditEventNotice

protected CreditEventNotice.CreditEventNoticeBuilder creditEventNotice

meta

protected com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder meta

Constructor Details

CreditEventsBuilderImpl

public CreditEventsBuilderImpl()

Method Details

getBankruptcy

@RosettaAttribute("bankruptcy")
@RuneAttribute("bankruptcy")
public Boolean getBankruptcy()

Description copied from interface: CreditEvents

A credit event. The reference entity has been dissolved or has become insolvent. It also covers events that may be a precursor to insolvency such as instigation of bankruptcy or insolvency proceedings. Sovereign trades are not subject to Bankruptcy as 'technically' a Sovereign cannot become bankrupt. ISDA 2003 Term: Bankruptcy.

Specified by:

getBankruptcy in interface CreditEvents

getFailureToPay

@RosettaAttribute("failureToPay")
@RuneAttribute("failureToPay")
public FailureToPay.FailureToPayBuilder getFailureToPay()

Description copied from interface: CreditEvents

A credit event. This credit event triggers, after the expiration of any applicable grace period, if the reference entity fails to make due payments in an aggregate amount of not less than the payment requirement on one or more obligations (e.g. a missed coupon payment). ISDA 2003 Term: Failure to Pay.

Specified by:

getFailureToPay in interface CreditEvents

Specified by:

getFailureToPay in interface CreditEvents.CreditEventsBuilder

getOrCreateFailureToPay

public FailureToPay.FailureToPayBuilder getOrCreateFailureToPay()

Specified by:

getOrCreateFailureToPay in interface CreditEvents.CreditEventsBuilder

getFailureToPayPrincipal

@RosettaAttribute("failureToPayPrincipal")
@RuneAttribute("failureToPayPrincipal")
public Boolean getFailureToPayPrincipal()

Description copied from interface: CreditEvents

A credit event. Corresponds to the failure by the Reference Entity to pay an expected principal amount or the payment of an actual principal amount that is less than the expected principal amount. ISDA 2003 Term: Failure to Pay Principal.

Specified by:

getFailureToPayPrincipal in interface CreditEvents

getFailureToPayInterest

@RosettaAttribute("failureToPayInterest")
@RuneAttribute("failureToPayInterest")
public Boolean getFailureToPayInterest()

Description copied from interface: CreditEvents

A credit event. Corresponds to the failure by the Reference Entity to pay an expected interest amount or the payment of an actual interest amount that is less than the expected interest amount. ISDA 2003 Term: Failure to Pay Interest.

Specified by:

getFailureToPayInterest in interface CreditEvents

getObligationDefault

@RosettaAttribute("obligationDefault")
@RuneAttribute("obligationDefault")
public Boolean getObligationDefault()

Description copied from interface: CreditEvents

A credit event. One or more of the obligations have become capable of being declared due and payable before they would otherwise have been due and payable as a result of, or on the basis of, the occurrence of a default, event of default or other similar condition or event other than failure to pay. ISDA 2003 Term: Obligation Default.

Specified by:

getObligationDefault in interface CreditEvents

getObligationAcceleration

@RosettaAttribute("obligationAcceleration")
@RuneAttribute("obligationAcceleration")
public Boolean getObligationAcceleration()

Description copied from interface: CreditEvents

A credit event. One or more of the obligations have been declared due and payable before they would otherwise have been due and payable as a result of, or on the basis of, the occurrence of a default, event of default or other similar condition or event other than failure to pay (preferred by the market over Obligation Default, because more definitive and encompasses the definition of Obligation Default - this is more favorable to the Seller). Subject to the default requirement amount. ISDA 2003 Term: Obligation Acceleration.

Specified by:

getObligationAcceleration in interface CreditEvents

getRepudiationMoratorium

@RosettaAttribute("repudiationMoratorium")
@RuneAttribute("repudiationMoratorium")
public Boolean getRepudiationMoratorium()

Description copied from interface: CreditEvents

A credit event. The reference entity, or a governmental authority, either refuses to recognise or challenges the validity of one or more obligations of the reference entity, or imposes a moratorium thereby postponing payments on one or more of the obligations of the reference entity. Subject to the default requirement amount. ISDA 2003 Term: Repudiation/Moratorium.

Specified by:

getRepudiationMoratorium in interface CreditEvents

getRestructuring

@RosettaAttribute("restructuring")
@RuneAttribute("restructuring")
public Restructuring.RestructuringBuilder getRestructuring()

Description copied from interface: CreditEvents

A credit event. A restructuring is an event that materially impacts the reference entity's obligations, such as an interest rate reduction, principal reduction, deferral of interest or principal, change in priority ranking, or change in currency or composition of payment. ISDA 2003 Term: Restructuring.

Specified by:

getRestructuring in interface CreditEvents

Specified by:

getRestructuring in interface CreditEvents.CreditEventsBuilder

getOrCreateRestructuring

public Restructuring.RestructuringBuilder getOrCreateRestructuring()

Specified by:

getOrCreateRestructuring in interface CreditEvents.CreditEventsBuilder

getGovernmentalIntervention

@RosettaAttribute("governmentalIntervention")
@RuneAttribute("governmentalIntervention")
public Boolean getGovernmentalIntervention()

Description copied from interface: CreditEvents

A credit event. A governmental intervention is an event resulting from an action by a governmental authority that materially impacts the reference entity's obligations, such as an interest rate reduction, principal reduction, deferral of interest or principal, change in priority ranking, or change in currency or composition of payment. ISDA 2014 Term: Governmental Intervention.

Specified by:

getGovernmentalIntervention in interface CreditEvents

getDistressedRatingsDowngrade

@RosettaAttribute("distressedRatingsDowngrade")
@RuneAttribute("distressedRatingsDowngrade")
public Boolean getDistressedRatingsDowngrade()

Description copied from interface: CreditEvents

A credit event. Results from the fact that the rating of the reference obligation is down-graded to a distressed rating level. From a usage standpoint, this credit event is typically not applicable in case of RMBS trades.

Specified by:

getDistressedRatingsDowngrade in interface CreditEvents

getMaturityExtension

@RosettaAttribute("maturityExtension")
@RuneAttribute("maturityExtension")
public Boolean getMaturityExtension()

Description copied from interface: CreditEvents

A credit event. Results from the fact that the underlier fails to make principal payments as expected.

Specified by:

getMaturityExtension in interface CreditEvents

getWritedown

@RosettaAttribute("writedown")
@RuneAttribute("writedown")
public Boolean getWritedown()

Description copied from interface: CreditEvents

A credit event. Results from the fact that the underlier writes down its outstanding principal amount.

Specified by:

getWritedown in interface CreditEvents

getImpliedWritedown

@RosettaAttribute("impliedWritedown")
@RuneAttribute("impliedWritedown")
public Boolean getImpliedWritedown()

Description copied from interface: CreditEvents

A credit event. Results from the fact that losses occur to the underlying instruments that do not result in reductions of the outstanding principal of the reference obligation.

Specified by:

getImpliedWritedown in interface CreditEvents

getDefaultRequirement

@RosettaAttribute("defaultRequirement")
@RuneAttribute("defaultRequirement")
public Money.MoneyBuilder getDefaultRequirement()

Description copied from interface: CreditEvents

In relation to certain credit events, serves as a threshold for Obligation Acceleration, Obligation Default, Repudiation/Moratorium and Restructuring. Market standard is USD 10,000,000 (JPY 1,000,000,000 for all Japanese Yen trades). This is applied on an aggregate or total basis across all Obligations of the Reference Entity. Used to prevent technical/operational errors from triggering credit events. ISDA 2003 Term: Default Requirement.

Specified by:

getDefaultRequirement in interface CreditEvents

Specified by:

getDefaultRequirement in interface CreditEvents.CreditEventsBuilder

getOrCreateDefaultRequirement

public Money.MoneyBuilder getOrCreateDefaultRequirement()

Specified by:

getOrCreateDefaultRequirement in interface CreditEvents.CreditEventsBuilder

getCreditEventNotice

@RosettaAttribute("creditEventNotice")
@RuneAttribute("creditEventNotice")
public CreditEventNotice.CreditEventNoticeBuilder getCreditEventNotice()

Description copied from interface: CreditEvents

A specified condition to settlement. An irrevocable written or verbal notice that describes a credit event that has occurred. The notice is sent from the notifying party (either the buyer or the seller) to the counterparty. It provides information relevant to determining that a credit event has occurred. This is typically accompanied by Publicly Available Information. ISDA 2003 Term: Credit Event Notice.

Specified by:

getCreditEventNotice in interface CreditEvents

Specified by:

getCreditEventNotice in interface CreditEvents.CreditEventsBuilder

getOrCreateCreditEventNotice

public CreditEventNotice.CreditEventNoticeBuilder getOrCreateCreditEventNotice()

Specified by:

getOrCreateCreditEventNotice in interface CreditEvents.CreditEventsBuilder

getMeta

@RosettaAttribute("meta")
@RuneAttribute("meta")
@RuneMetaType
public com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getMeta()

Specified by:

getMeta in interface CreditEvents

Specified by:

getMeta in interface CreditEvents.CreditEventsBuilder

Specified by:

getMeta in interface com.rosetta.model.lib.GlobalKey

Specified by:

getMeta in interface com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

getOrCreateMeta

public com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getOrCreateMeta()

Specified by:

getOrCreateMeta in interface CreditEvents.CreditEventsBuilder

Specified by:

getOrCreateMeta in interface com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

setBankruptcy

@RosettaAttribute("bankruptcy")
@RuneAttribute("bankruptcy")
public CreditEvents.CreditEventsBuilder setBankruptcy(Boolean _bankruptcy)

Specified by:

setBankruptcy in interface CreditEvents.CreditEventsBuilder

setFailureToPay

@RosettaAttribute("failureToPay")
@RuneAttribute("failureToPay")
public CreditEvents.CreditEventsBuilder setFailureToPay(FailureToPay _failureToPay)

Specified by:

setFailureToPay in interface CreditEvents.CreditEventsBuilder

setFailureToPayPrincipal

@RosettaAttribute("failureToPayPrincipal")
@RuneAttribute("failureToPayPrincipal")
public CreditEvents.CreditEventsBuilder setFailureToPayPrincipal(Boolean _failureToPayPrincipal)

Specified by:

setFailureToPayPrincipal in interface CreditEvents.CreditEventsBuilder

setFailureToPayInterest

@RosettaAttribute("failureToPayInterest")
@RuneAttribute("failureToPayInterest")
public CreditEvents.CreditEventsBuilder setFailureToPayInterest(Boolean _failureToPayInterest)

Specified by:

setFailureToPayInterest in interface CreditEvents.CreditEventsBuilder

setObligationDefault

@RosettaAttribute("obligationDefault")
@RuneAttribute("obligationDefault")
public CreditEvents.CreditEventsBuilder setObligationDefault(Boolean _obligationDefault)

Specified by:

setObligationDefault in interface CreditEvents.CreditEventsBuilder

setObligationAcceleration

@RosettaAttribute("obligationAcceleration")
@RuneAttribute("obligationAcceleration")
public CreditEvents.CreditEventsBuilder setObligationAcceleration(Boolean _obligationAcceleration)

Specified by:

setObligationAcceleration in interface CreditEvents.CreditEventsBuilder

setRepudiationMoratorium

@RosettaAttribute("repudiationMoratorium")
@RuneAttribute("repudiationMoratorium")
public CreditEvents.CreditEventsBuilder setRepudiationMoratorium(Boolean _repudiationMoratorium)

Specified by:

setRepudiationMoratorium in interface CreditEvents.CreditEventsBuilder

setRestructuring

@RosettaAttribute("restructuring")
@RuneAttribute("restructuring")
public CreditEvents.CreditEventsBuilder setRestructuring(Restructuring _restructuring)

Specified by:

setRestructuring in interface CreditEvents.CreditEventsBuilder

setGovernmentalIntervention

@RosettaAttribute("governmentalIntervention")
@RuneAttribute("governmentalIntervention")
public CreditEvents.CreditEventsBuilder setGovernmentalIntervention(Boolean _governmentalIntervention)

Specified by:

setGovernmentalIntervention in interface CreditEvents.CreditEventsBuilder

setDistressedRatingsDowngrade

@RosettaAttribute("distressedRatingsDowngrade")
@RuneAttribute("distressedRatingsDowngrade")
public CreditEvents.CreditEventsBuilder setDistressedRatingsDowngrade(Boolean _distressedRatingsDowngrade)

Specified by:

setDistressedRatingsDowngrade in interface CreditEvents.CreditEventsBuilder

setMaturityExtension

@RosettaAttribute("maturityExtension")
@RuneAttribute("maturityExtension")
public CreditEvents.CreditEventsBuilder setMaturityExtension(Boolean _maturityExtension)

Specified by:

setMaturityExtension in interface CreditEvents.CreditEventsBuilder

setWritedown

@RosettaAttribute("writedown")
@RuneAttribute("writedown")
public CreditEvents.CreditEventsBuilder setWritedown(Boolean _writedown)

Specified by:

setWritedown in interface CreditEvents.CreditEventsBuilder

setImpliedWritedown

@RosettaAttribute("impliedWritedown")
@RuneAttribute("impliedWritedown")
public CreditEvents.CreditEventsBuilder setImpliedWritedown(Boolean _impliedWritedown)

Specified by:

setImpliedWritedown in interface CreditEvents.CreditEventsBuilder

setDefaultRequirement

@RosettaAttribute("defaultRequirement")
@RuneAttribute("defaultRequirement")
public CreditEvents.CreditEventsBuilder setDefaultRequirement(Money _defaultRequirement)

Specified by:

setDefaultRequirement in interface CreditEvents.CreditEventsBuilder

setCreditEventNotice

@RosettaAttribute("creditEventNotice")
@RuneAttribute("creditEventNotice")
public CreditEvents.CreditEventsBuilder setCreditEventNotice(CreditEventNotice _creditEventNotice)

Specified by:

setCreditEventNotice in interface CreditEvents.CreditEventsBuilder

setMeta

@RosettaAttribute("meta")
@RuneAttribute("meta")
@RuneMetaType
public CreditEvents.CreditEventsBuilder setMeta(com.rosetta.model.metafields.MetaFields _meta)

Specified by:

setMeta in interface CreditEvents.CreditEventsBuilder

build

public CreditEvents build()

Description copied from interface: CreditEvents

Build Methods

Specified by:

build in interface CreditEvents

Specified by:

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

toBuilder

public CreditEvents.CreditEventsBuilder toBuilder()

Specified by:

toBuilder in interface CreditEvents

Specified by:

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

prune

public CreditEvents.CreditEventsBuilder prune()

Specified by:

prune in interface CreditEvents.CreditEventsBuilder

Specified by:

prune in interface com.rosetta.model.lib.RosettaModelObjectBuilder

hasData

public boolean hasData()

Specified by:

hasData in interface com.rosetta.model.lib.RosettaModelObjectBuilder

merge

public CreditEvents.CreditEventsBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other,
 com.rosetta.model.lib.process.BuilderMerger merger)

Specified by:

merge in interface com.rosetta.model.lib.RosettaModelObjectBuilder

equals

public boolean equals(Object o)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object