Package cdm.product.collateral
package cdm.product.collateral
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ClassDescriptionRepresents a class to specify multiple credit notations alongside a conditional 'any' or 'all' qualifier.Builder InterfaceBuilder Implementation of AgencyRatingCriteriaImmutable Implementation of AgencyRatingCriteriaIf there is an alternative to interest amounts, how is it specified?Represents a set of criteria used to specify eligible collateral assets.Builder InterfaceBuilder Implementation of AssetCriteriaImmutable Implementation of AssetCriteriaRepresents the average trading volume of an Equity product upon an exchange or set of exchanges.Builder InterfaceBuilder Implementation of AverageTradingVolumeImmutable Implementation of AverageTradingVolumeIndicates the type of equity average trading volume (single) the highest amount on one exchange, or (consolidated) volumes across more than one exchange.Result for the CheckEligibilityByDetails and CheckEligibilityForProduct functionsBuilder InterfaceBuilder Implementation of CheckEligibilityResultImmutable Implementation of CheckEligibilityResultA type for defining the obligations of the counterparty subject to credit support requirements.Builder InterfaceBuilder Implementation of CollateralImmutable Implementation of CollateralRepresents the parameters needed to calculate the floating rate paid on collateral holdings.Builder InterfaceBuilder Implementation of CollateralAgreementFloatingRateImmutable Implementation of CollateralAgreementFloatingRateRepresents a set of criteria used to specify and describe collateral.Builder InterfaceBuilder Implementation of CollateralCriteriaBaseImmutable Implementation of CollateralCriteriaBaseRepresents parameters for calculating the amount the floating interest calculation, e.g.Builder InterfaceBuilder Implementation of CollateralInterestCalculationParametersImmutable Implementation of CollateralInterestCalculationParametersHow is collateral interest to be handled?Represents parameters that describe how calculated interest amounts are handled, i.e. are they transferred/distributed, or is the collateral balance adjusted, is netting done, and any other special handling.Builder InterfaceBuilder Implementation of CollateralInterestHandlingParametersImmutable Implementation of CollateralInterestHandlingParametersRepresents the parameters describing when notifications should be made for required collateral interest transfers.Builder InterfaceBuilder Implementation of CollateralInterestNotificationImmutable Implementation of CollateralInterestNotificationRepresents the floating interest calculation and distribution parameters for a single currency.Builder InterfaceBuilder Implementation of CollateralInterestParametersImmutable Implementation of CollateralInterestParametersThe enumerated values to specify the type of margin for which a legal agreement is named.Contains collateral attributes which can also inherit information from a GMRABuilder InterfaceBuilder Implementation of CollateralProvisionsImmutable Implementation of CollateralProvisionsSpecifies the treatment terms for the eligible collateral criteria specified.Builder InterfaceBuilder Implementation of CollateralTreatmentImmutable Implementation of CollateralTreatmentSpecifies the types of collateral that are accepted by the LenderSpecification of the valuation treatment for the specified collateral.Builder InterfaceBuilder Implementation of CollateralValuationTreatmentImmutable Implementation of CollateralValuationTreatmentRepresents a class to describe concentration limits that may be applicable to eligible collateral criteria.Builder InterfaceBuilder Implementation of ConcentrationLimitImmutable Implementation of ConcentrationLimitRespresents a class to describe a set of criteria to describe specific assets that the concentration limits apply to.Builder InterfaceBuilder Implementation of ConcentrationLimitCriteriaImmutable Implementation of ConcentrationLimitCriteriaRepresents the enumerated values to identify where a concentration limit is applied.A class to specify the parties' election to specify contact information, in relation to elections such as the Addresses for Transfer or the Demand and Notices as specified in the ISDA Credit Support Annex agreement.Builder InterfaceBuilder Implementation of ContactElectionImmutable Implementation of ContactElectionThe enumerated values to specify the type of Credit Support Agreement governing the transaction.A class to specify the application of Interest Amount with respect the Delivery Amount.Builder InterfaceBuilder Implementation of DeliveryAmountImmutable Implementation of DeliveryAmountThe enumerated values to specify the application of Interest Amount with respect to the Delivery Amount through standard language.A class to specify the Distributions and Interest Payment provisions applicable to the collateral agreement.Builder InterfaceBuilder Implementation of DistributionAndInterestPaymentImmutable Implementation of DistributionAndInterestPaymentQuery to check against an EligibleCollateralSpecificationBuilder InterfaceBuilder Implementation of EligibilityQueryImmutable Implementation of EligibilityQueryRepresents a set of criteria used to specify eligible collateral.Builder InterfaceBuilder Implementation of EligibleCollateralCriteriaImmutable Implementation of EligibleCollateralCriteriaRepresents a set of criteria used to specify eligible collateral.Builder InterfaceBuilder Implementation of EligibleCollateralSpecificationImmutable Implementation of EligibleCollateralSpecificationBuilder InterfaceBuilder Implementation of EligibleCollateralSpecificationInstructionImmutable Implementation of EligibleCollateralSpecificationInstructionA class specifying the Independent Amount as the combination of a payer/receiver, a payment amount, a payment date and an associated payment calculation rule.Builder InterfaceBuilder Implementation of IndependentAmountImmutable Implementation of IndependentAmountA class to specify the application of Interest Amount with respect to the Delivery Amount and the Return Amount.Builder InterfaceBuilder Implementation of InterestAmountApplicationImmutable Implementation of InterestAmountApplicationRepresents a criteria used to specify eligible collateral issuers.Builder InterfaceBuilder Implementation of IssuerCriteriaImmutable Implementation of IssuerCriteriaSpecifies a filter based on an underlying corporate financial official listing defined at a stock exchange.Builder InterfaceBuilder Implementation of ListingTypeImmutable Implementation of ListingTypeA class to specify the application of Interest Amount with respect the Return Amount.Builder InterfaceBuilder Implementation of ReturnAmountImmutable Implementation of ReturnAmountDefines collateral substitution provisions such as how many and with how much notice are substitutions allowed.Builder InterfaceBuilder Implementation of SubstitutionProvisionsImmutable Implementation of SubstitutionProvisions