Package cdm.product.asset

Interface CreditIndexReferenceInformation

All Superinterfaces:

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

All Known Subinterfaces:

CreditIndexReferenceInformation.CreditIndexReferenceInformationBuilder

All Known Implementing Classes:

CreditIndexReferenceInformation.CreditIndexReferenceInformationBuilderImpl, CreditIndexReferenceInformation.CreditIndexReferenceInformationImpl

@RosettaDataType(value="CreditIndexReferenceInformation",
                 builder=CreditIndexReferenceInformationBuilderImpl.class,
                 version="5.30.0")
@RuneDataType(value="CreditIndexReferenceInformation",
              model="cdm",
              builder=CreditIndexReferenceInformationBuilderImpl.class,
              version="5.30.0")
public interface CreditIndexReferenceInformation
extends IndexReferenceInformation, com.rosetta.model.lib.GlobalKey

A class defining a Credit Default Swap Index.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	CreditIndexReferenceInformation.CreditIndexReferenceInformationBuilder	Builder Interface
static class	CreditIndexReferenceInformation.CreditIndexReferenceInformationBuilderImpl	Builder Implementation of CreditIndexReferenceInformation
static class	CreditIndexReferenceInformation.CreditIndexReferenceInformationImpl	Immutable Implementation of CreditIndexReferenceInformation

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

com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Nested classes/interfaces inherited from interface cdm.base.staticdata.asset.common.IndexReferenceInformation

IndexReferenceInformation.IndexReferenceInformationBuilder, IndexReferenceInformation.IndexReferenceInformationBuilderImpl, IndexReferenceInformation.IndexReferenceInformationImpl

Field Summary

Fields

Modifier and Type	Field	Description
static final CreditIndexReferenceInformationMeta	metaData

Method Summary

Modifier and Type	Method	Description
CreditIndexReferenceInformation	build()	Build Methods
static CreditIndexReferenceInformation.CreditIndexReferenceInformationBuilder	builder()
List<? extends ReferenceInformation>	getExcludedReferenceEntity()	Excluded reference entity.
com.rosetta.model.lib.records.Date	getIndexAnnexDate()	A CDS index series annex date.
FieldWithMetaIndexAnnexSourceEnum	getIndexAnnexSource()	A CDS index series annex source.
Integer	getIndexAnnexVersion()	A CDS index series version identifier, e.g. 1, 2, 3 etc.
BigDecimal	getIndexFactor()	Index Factor is the index version factor or percent, expressed as an absolute decimal value between 0 and 1, that multiplied by the original notional amount yields the notional amount covered by the seller of protection.
Integer	getIndexSeries()	A CDS index series identifier, e.g. 1, 2, 3 etc.
com.rosetta.model.metafields.MetaFields	getMeta()
CreditSeniorityEnum	getSeniority()	Seniority of debt instruments comprising the index.
SettledEntityMatrix	getSettledEntityMatrix()	Used to specify the Relevant Settled Entity Matrix when there are settled entities at the time of the trade.
Tranche	getTranche()	This element contains CDS tranche terms.
default Class<? extends CreditIndexReferenceInformation>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends CreditIndexReferenceInformation>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
CreditIndexReferenceInformation.CreditIndexReferenceInformationBuilder	toBuilder()

Methods inherited from interface cdm.base.staticdata.asset.common.IndexReferenceInformation

getIndexId, getIndexName, getProductIdentifier

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

processRosetta, processRosetta

Field Details

metaData

static final CreditIndexReferenceInformationMeta metaData

Method Details

getIndexSeries

Integer getIndexSeries()

A CDS index series identifier, e.g. 1, 2, 3 etc.

getIndexAnnexVersion

Integer getIndexAnnexVersion()

A CDS index series version identifier, e.g. 1, 2, 3 etc.

getIndexAnnexDate

com.rosetta.model.lib.records.Date getIndexAnnexDate()

A CDS index series annex date.

getIndexAnnexSource

FieldWithMetaIndexAnnexSourceEnum getIndexAnnexSource()

A CDS index series annex source.

getExcludedReferenceEntity

List<? extends ReferenceInformation> getExcludedReferenceEntity()

Excluded reference entity.

getTranche

Tranche getTranche()

This element contains CDS tranche terms.

getSettledEntityMatrix

SettledEntityMatrix getSettledEntityMatrix()

Used to specify the Relevant Settled Entity Matrix when there are settled entities at the time of the trade.

getIndexFactor

BigDecimal getIndexFactor()

Index Factor is the index version factor or percent, expressed as an absolute decimal value between 0 and 1, that multiplied by the original notional amount yields the notional amount covered by the seller of protection.

getSeniority

CreditSeniorityEnum getSeniority()

Seniority of debt instruments comprising the index.

getMeta

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

Specified by:

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

build

CreditIndexReferenceInformation build()

Build Methods

Specified by:

build in interface IndexReferenceInformation

Specified by:

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

toBuilder

CreditIndexReferenceInformation.CreditIndexReferenceInformationBuilder toBuilder()

Specified by:

toBuilder in interface IndexReferenceInformation

Specified by:

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

builder

static CreditIndexReferenceInformation.CreditIndexReferenceInformationBuilder builder()

metaData

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

Utility Methods

Specified by:

metaData in interface IndexReferenceInformation

Specified by:

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

getType

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

Specified by:

getType in interface IndexReferenceInformation

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 IndexReferenceInformation

Specified by:

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