Interface CollateralTreatment

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
CollateralTreatment.CollateralTreatmentBuilder
All Known Implementing Classes:
CollateralTreatment.CollateralTreatmentBuilderImpl, CollateralTreatment.CollateralTreatmentImpl

@RosettaDataType(value="CollateralTreatment", builder=CollateralTreatmentBuilderImpl.class, version="5.30.0") @RuneDataType(value="CollateralTreatment", model="cdm", builder=CollateralTreatmentBuilderImpl.class, version="5.30.0") public interface CollateralTreatment extends com.rosetta.model.lib.RosettaModelObject
Specifies the treatment terms for the eligible collateral criteria specified.
Version:
5.30.0
  • Field Details

  • Method Details

    • getValuationTreatment

      CollateralValuationTreatment getValuationTreatment()
      Specification of the valuation treatment for the specified collateral. Body ICMA Corpus MasterAgreement GMRA Global Master Repurchase Agreement GMRA 2011 "The Global Master Repurchase Agreement (GMRA) is a model legal agreement designed for parties transacting repos and is published by the International Capital Market Association (ICMA)." namingConvention "marginRatio" Provision
    • getConcentrationLimit

      List<? extends ConcentrationLimit> getConcentrationLimit()
      Specification of concentration limits applicable to the collateral criteria.
    • getIsIncluded

      Boolean getIsIncluded()
      A boolean attribute to specify whether collateral critieria are inclusion (True) or exclusion (False) criteria.
    • build

      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject
    • toBuilder

      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject
    • builder

    • metaData

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

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