Package cdm.observable.event

Class CreditEvents.CreditEventsImpl

java.lang.Object
cdm.observable.event.CreditEvents.CreditEventsImpl
All Implemented Interfaces:
CreditEvents, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
Enclosing interface:
CreditEvents
public static class CreditEvents.CreditEventsImpl extends Object implements CreditEvents
Immutable Implementation of CreditEvents

  • Constructor Details

  • 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 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

    • 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 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

    • 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 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

    • getCreditEventNotice

      @RosettaAttribute("creditEventNotice") @RuneAttribute("creditEventNotice") public CreditEventNotice 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

    • getMeta

      @RosettaAttribute("meta") @RuneAttribute("meta") @RuneMetaType public com.rosetta.model.metafields.MetaFields getMeta()
      Specified by:
      getMeta in interface CreditEvents
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey

    • 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

    • setBuilderFields

      protected void setBuilderFields(CreditEvents.CreditEventsBuilder builder)

    • 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