Package cdm.product.asset

Interface ProtectionTerms

All Superinterfaces:
com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
ProtectionTerms.ProtectionTermsBuilder
All Known Implementing Classes:
ProtectionTerms.ProtectionTermsBuilderImpl, ProtectionTerms.ProtectionTermsImpl
@RosettaDataType(value="ProtectionTerms", builder=ProtectionTermsBuilderImpl.class, version="5.30.0") @RuneDataType(value="ProtectionTerms", model="cdm", builder=ProtectionTermsBuilderImpl.class, version="5.30.0") public interface ProtectionTerms extends com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.GlobalKey
A class to specify 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.
Version:
5.30.0

  • Field Details

  • Method Details

    • getCreditEvents

      CreditEvents getCreditEvents()
      Specifies the applicable Credit Events that would trigger a settlement, as specified in the related Confirmation and defined in the ISDA 2014 Credit Definition article IV section 4.1.

    • getObligations

      Obligations getObligations()
      The underlying obligations of the reference entity on which you are buying or selling protection. The credit events Failure to Pay, Obligation Acceleration, Obligation Default, Restructuring, Repudiation/Moratorium are defined with respect to these obligations.

    • getFloatingAmountEvents

      FloatingAmountEvents getFloatingAmountEvents()
      This element contains 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.

    • getMeta

      com.rosetta.model.metafields.MetaFields getMeta()
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey

    • build

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

    • toBuilder

      ProtectionTerms.ProtectionTermsBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static ProtectionTerms.ProtectionTermsBuilder builder()

    • metaData

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

    • getType

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