Package cdm.product.asset

Interface ReferencePair

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
ReferencePair.ReferencePairBuilder
All Known Implementing Classes:
ReferencePair.ReferencePairBuilderImpl, ReferencePair.ReferencePairImpl
@RosettaDataType(value="ReferencePair", builder=ReferencePairBuilderImpl.class, version="5.30.0") @RuneDataType(value="ReferencePair", model="cdm", builder=ReferencePairBuilderImpl.class, version="5.30.0") public interface ReferencePair extends com.rosetta.model.lib.RosettaModelObject
Version:
5.30.0

  • Field Details

  • Method Details

    • getReferenceEntity

      LegalEntity getReferenceEntity()
      The corporate or sovereign entity on which you are buying or selling protection and any successor that assumes all or substantially all of its contractual and other obligations. It is vital to use the correct legal name of the entity and to be careful not to choose a subsidiary if you really want to trade protection on a parent company. Please note, Reference Entities cannot be senior or subordinated. It is the obligations of the Reference Entities that can be senior or subordinated. ISDA 2003 Term: Reference Entity.

    • getReferenceObligation

      ReferenceObligation getReferenceObligation()
      The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity. It serves to clarify the precise reference entity protection is being offered upon, and its legal position with regard to other related firms (parents/subsidiaries). Furthermore the Reference Obligation is ALWAYS deliverable and establishes the Pari Passu ranking (as the deliverable bonds must rank equal to the reference obligation). ISDA 2003 Term: Reference Obligation.

    • getNoReferenceObligation

      Boolean getNoReferenceObligation()
      Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one.

    • getEntityType

      FieldWithMetaEntityTypeEnum getEntityType()
      Defines the reference entity types corresponding to a list of types in the ISDA First to Default documentation.

    • build

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

    • toBuilder

      ReferencePair.ReferencePairBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static ReferencePair.ReferencePairBuilder builder()

    • metaData

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

    • getType

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