Package cdm.product.asset

Interface CreditDefaultPayout

All Superinterfaces:

com.rosetta.model.lib.GlobalKey, PayoutBase, com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

CreditDefaultPayout.CreditDefaultPayoutBuilder

All Known Implementing Classes:

CreditDefaultPayout.CreditDefaultPayoutBuilderImpl, CreditDefaultPayout.CreditDefaultPayoutImpl

@RosettaDataType(value="CreditDefaultPayout",
                 builder=CreditDefaultPayoutBuilderImpl.class,
                 version="5.30.0")
@RuneDataType(value="CreditDefaultPayout",
              model="cdm",
              builder=CreditDefaultPayoutBuilderImpl.class,
              version="5.30.0")
public interface CreditDefaultPayout
extends PayoutBase, com.rosetta.model.lib.GlobalKey

The credit default payout specification provides the details necessary for determining when a credit payout will be triggered as well as the parameters for calculating the payout and the settlement terms. The associated globalKey denotes the ability to associate a hash value to the CreditDefaultPayout instantiations for the purpose of model cross-referencing, in support of functionality such as the event effect and the lineage.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	CreditDefaultPayout.CreditDefaultPayoutBuilder	Builder Interface
static class	CreditDefaultPayout.CreditDefaultPayoutBuilderImpl	Builder Implementation of CreditDefaultPayout
static class	CreditDefaultPayout.CreditDefaultPayoutImpl	Immutable Implementation of CreditDefaultPayout

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

com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Nested classes/interfaces inherited from interface cdm.product.common.settlement.PayoutBase

PayoutBase.PayoutBaseBuilder, PayoutBase.PayoutBaseBuilderImpl, PayoutBase.PayoutBaseImpl

Field Summary

Fields

Modifier and Type	Field	Description
static final CreditDefaultPayoutMeta	metaData

Method Summary

Modifier and Type	Method	Description
CreditDefaultPayout	build()	Build Methods
static CreditDefaultPayout.CreditDefaultPayoutBuilder	builder()
GeneralTerms	getGeneralTerms()	The specification of the non-monetary terms for the Credit Derivative Transaction, including the buyer and seller and selected items from the ISDA 2014 Credit Definition article II, such as the reference obligation and related terms.
com.rosetta.model.metafields.MetaFields	getMeta()
List<? extends ProtectionTerms>	getProtectionTerms()	Specifies the terms for calculating a payout to protect the buyer of the swap in the case of a qualified credit event.
TransactedPrice	getTransactedPrice()	The qualification of the price at which the contract has been transacted, in terms of market fixed rate, initial points, market price and/or quotation style.
default Class<? extends CreditDefaultPayout>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends CreditDefaultPayout>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
CreditDefaultPayout.CreditDefaultPayoutBuilder	toBuilder()

Methods inherited from interface cdm.product.common.settlement.PayoutBase

getPayerReceiver, getPriceQuantity, getPrincipalPayment, getSettlementTerms

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

processRosetta, processRosetta

Field Details

metaData

static final CreditDefaultPayoutMeta metaData

Method Details

getGeneralTerms

GeneralTerms getGeneralTerms()

The specification of the non-monetary terms for the Credit Derivative Transaction, including the buyer and seller and selected items from the ISDA 2014 Credit Definition article II, such as the reference obligation and related terms.

getProtectionTerms

List<? extends ProtectionTerms> getProtectionTerms()

Specifies the terms for calculating a payout to protect the buyer of the swap in the case of a qualified credit event. These terms include the applicable credit events, the reference obligation, and in the case of a CDS on mortgage-backed securities, the floatingAmountEvents.

getTransactedPrice

TransactedPrice getTransactedPrice()

The qualification of the price at which the contract has been transacted, in terms of market fixed rate, initial points, market price and/or quotation style. In FpML, those attributes are positioned as part of the fee leg.

getMeta

com.rosetta.model.metafields.MetaFields getMeta()

Specified by:

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

build

CreditDefaultPayout build()

Build Methods

Specified by:

build in interface PayoutBase

Specified by:

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

toBuilder

CreditDefaultPayout.CreditDefaultPayoutBuilder toBuilder()

Specified by:

toBuilder in interface PayoutBase

Specified by:

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

builder

static CreditDefaultPayout.CreditDefaultPayoutBuilder builder()

metaData

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

Utility Methods

Specified by:

metaData in interface PayoutBase

Specified by:

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

getType

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

Specified by:

getType in interface PayoutBase

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 PayoutBase

Specified by:

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