Package cdm.product.asset

Interface FloatingAmountEvents

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
FloatingAmountEvents.FloatingAmountEventsBuilder
All Known Implementing Classes:
FloatingAmountEvents.FloatingAmountEventsBuilderImpl, FloatingAmountEvents.FloatingAmountEventsImpl
@RosettaDataType(value="FloatingAmountEvents", builder=FloatingAmountEventsBuilderImpl.class, version="5.30.0") @RuneDataType(value="FloatingAmountEvents", model="cdm", builder=FloatingAmountEventsBuilderImpl.class, version="5.30.0") public interface FloatingAmountEvents extends com.rosetta.model.lib.RosettaModelObject
A class to specify the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement.
Version:
5.30.0

  • Field Details

  • Method Details

    • getFailureToPayPrincipal

      Boolean getFailureToPayPrincipal()
      A floating rate payment 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.

    • getInterestShortfall

      InterestShortFall getInterestShortfall()
      A floating rate payment event. With respect to any Reference Obligation Payment Date, either (a) the non-payment of an Expected Interest Amount or (b) the payment of an Actual Interest Amount that is less than the Expected Interest Amount. ISDA 2003 Term: Interest Shortfall.

    • getWritedown

      Boolean getWritedown()
      A floating rate payment event. Results from the fact that the underlier writes down its outstanding principal amount. ISDA 2003 Term: Writedown.

    • getImpliedWritedown

      Boolean getImpliedWritedown()
      A floating rate payment 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.

    • getFloatingAmountProvisions

      FloatingAmountProvisions getFloatingAmountProvisions()
      Specifies the floating amount provisions associated with the floatingAmountEvents.

    • getAdditionalFixedPayments

      AdditionalFixedPayments getAdditionalFixedPayments()
      Specifies the events that will give rise to the payment additional fixed payments.

    • build

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

    • toBuilder

      FloatingAmountEvents.FloatingAmountEventsBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static FloatingAmountEvents.FloatingAmountEventsBuilder builder()

    • metaData

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

    • getType

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