Package cdm.product.asset

Class Tranche.TrancheImpl

java.lang.Object

cdm.product.asset.Tranche.TrancheImpl

All Implemented Interfaces:

Tranche, com.rosetta.model.lib.RosettaModelObject

Enclosing interface:

Tranche

public static class Tranche.TrancheImpl
extends Object
implements Tranche

Immutable Implementation of Tranche

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.product.asset.Tranche

Tranche.TrancheBuilder, Tranche.TrancheBuilderImpl, Tranche.TrancheImpl

Field Summary

Fields inherited from interface cdm.product.asset.Tranche

metaData

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	TrancheImpl(Tranche.TrancheBuilder builder)

Method Summary

Modifier and Type	Method	Description
Tranche	build()	Build Methods
boolean	equals(Object o)
BigDecimal	getAttachmentPoint()	Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal.
BigDecimal	getExhaustionPoint()	Upper bound percentage of the loss that the Tranche can endure, expressed as a decimal.
Boolean	getIncurredRecoveryApplicable()	Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time.
int	hashCode()
protected void	setBuilderFields(Tranche.TrancheBuilder builder)
Tranche.TrancheBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

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

processRosetta, processRosetta

Methods inherited from interface cdm.product.asset.Tranche

getType, metaData, process

Constructor Details

TrancheImpl

protected TrancheImpl(Tranche.TrancheBuilder builder)

Method Details

getAttachmentPoint

@RosettaAttribute(value="attachmentPoint",
                  isRequired=true)
@RuneAttribute(value="attachmentPoint",
               isRequired=true)
public BigDecimal getAttachmentPoint()

Description copied from interface: Tranche

Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal. An attachment point of 5% would be represented as 0.05. The difference between Attachment and Exhaustion points is called the width of the Tranche.

Specified by:

getAttachmentPoint in interface Tranche

getExhaustionPoint

@RosettaAttribute(value="exhaustionPoint",
                  isRequired=true)
@RuneAttribute(value="exhaustionPoint",
               isRequired=true)
public BigDecimal getExhaustionPoint()

Description copied from interface: Tranche

Upper bound percentage of the loss that the Tranche can endure, expressed as a decimal. An exhaustion point of 5% would be represented as 0.05. The difference between Attachment and Exhaustion points is call the width of the Tranche.

Specified by:

getExhaustionPoint in interface Tranche

getIncurredRecoveryApplicable

@RosettaAttribute("incurredRecoveryApplicable")
@RuneAttribute("incurredRecoveryApplicable")
public Boolean getIncurredRecoveryApplicable()

Description copied from interface: Tranche

Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time.

Specified by:

getIncurredRecoveryApplicable in interface Tranche

build

public Tranche build()

Description copied from interface: Tranche

Build Methods

Specified by:

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

Specified by:

build in interface Tranche

toBuilder

public Tranche.TrancheBuilder toBuilder()

Specified by:

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

Specified by:

toBuilder in interface Tranche

setBuilderFields

protected void setBuilderFields(Tranche.TrancheBuilder builder)

equals

public boolean equals(Object o)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object