Package cdm.product.asset

Interface Tranche

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
Tranche.TrancheBuilder
All Known Implementing Classes:
Tranche.TrancheBuilderImpl, Tranche.TrancheImpl
@RosettaDataType(value="Tranche", builder=TrancheBuilderImpl.class, version="5.30.0") @RuneDataType(value="Tranche", model="cdm", builder=TrancheBuilderImpl.class, version="5.30.0") public interface Tranche extends com.rosetta.model.lib.RosettaModelObject
The class to represent a CDS Tranche.
Version:
5.30.0

  • Nested Class Summary

    Nested Classes
    Modifier and Type
    Interface
    Description
    static interface 
    Tranche.TrancheBuilder
    Builder Interface
    static class 
    Tranche.TrancheBuilderImpl
    Builder Implementation of Tranche
    static class 
    Tranche.TrancheImpl
    Immutable Implementation of Tranche

  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    static final TrancheMeta
    metaData
     

  • Method Summary

    Modifier and Type
    Method
    Description
    Tranche
    build()
    Build Methods
    static Tranche.TrancheBuilder
    builder()
     
    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.
    default Class<? extends Tranche>
    getType()
     
    default com.rosetta.model.lib.meta.RosettaMetaData<? extends Tranche>
    metaData()
    Utility Methods
    default void
    process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
     
    Tranche.TrancheBuilder
    toBuilder()
     

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

    processRosetta, processRosetta

  • Field Details

  • Method Details

    • getAttachmentPoint

      BigDecimal getAttachmentPoint()
      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.

    • getExhaustionPoint

      BigDecimal getExhaustionPoint()
      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.

    • getIncurredRecoveryApplicable

      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.

    • build

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

    • toBuilder

      Tranche.TrancheBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static Tranche.TrancheBuilder builder()

    • metaData

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

    • getType

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