Package cdm.product.collateral

Interface Collateral

All Superinterfaces:
com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
Collateral.CollateralBuilder
All Known Implementing Classes:
Collateral.CollateralBuilderImpl, Collateral.CollateralImpl
@RosettaDataType(value="Collateral", builder=CollateralBuilderImpl.class, version="5.30.0") @RuneDataType(value="Collateral", model="cdm", builder=CollateralBuilderImpl.class, version="5.30.0") public interface Collateral extends com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.GlobalKey
A type for defining the obligations of the counterparty subject to credit support requirements.
Version:
5.30.0

  • Field Details

  • Method Details

    • getIndependentAmount

      IndependentAmount getIndependentAmount()
      Independent Amount is an amount that usually less creditworthy counterparties are asked to provide. It can either be a fixed amount or a percentage of the Transaction's value. The Independent Amount can be: (i) transferred before any trading between the parties occurs (as a deposit at a third party's account or with the counterparty) or (ii) callable after trading has occurred (typically because a downgrade has occurred). In situation (i), the Independent Amount is not included in the calculation of Exposure, but in situation (ii), it is included in the calculation of Exposure. Thus, for situation (ii), the Independent Amount may be transferred along with any collateral call. Independent Amount is a defined term in the ISDA Credit Support Annex. ('with respect to a party, the amount specified as such for that party in Paragraph 13; if no amount is specified, zero').

    • getPortfolioIdentifier

      List<? extends Identifier> getPortfolioIdentifier()
      A list of identifiers pointing to the collateral portfolios which contain the collateral which covers a trade.

    • getCollateralPortfolio

      List<? extends ReferenceWithMetaCollateralPortfolio> getCollateralPortfolio()
      The collateral portfolios which contain the collateral which covers a trade. (NB: this can be provided by reference to a global key for each CollateralPortfolio object)

    • getCollateralProvisions

      CollateralProvisions getCollateralProvisions()
      specifies the collateral provisions of the product.

    • getMeta

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

    • build

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

    • toBuilder

      Collateral.CollateralBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static Collateral.CollateralBuilder builder()

    • metaData

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

    • getType

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