Package cdm.product.common.settlement

Class CashSettlementTerms.CashSettlementTermsBuilderImpl

java.lang.Object

cdm.product.common.settlement.CashSettlementTerms.CashSettlementTermsBuilderImpl

All Implemented Interfaces:

CashSettlementTerms, CashSettlementTerms.CashSettlementTermsBuilder, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

Enclosing interface:

CashSettlementTerms

public static class CashSettlementTerms.CashSettlementTermsBuilderImpl
extends Object
implements CashSettlementTerms.CashSettlementTermsBuilder

Builder Implementation of CashSettlementTerms

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.product.common.settlement.CashSettlementTerms

CashSettlementTerms.CashSettlementTermsBuilder, CashSettlementTerms.CashSettlementTermsBuilderImpl, CashSettlementTerms.CashSettlementTermsImpl

Nested classes/interfaces inherited from interface com.rosetta.model.lib.GlobalKey

com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Field Summary

Fields

Modifier and Type	Field	Description
protected Boolean	accruedInterest
protected Money.MoneyBuilder	cashSettlementAmount
protected CashSettlementMethodEnum	cashSettlementMethod
protected Boolean	fixedSettlement
protected com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	meta
protected BigDecimal	recoveryFactor
protected ValuationDate.ValuationDateBuilder	valuationDate
protected ValuationMethod.ValuationMethodBuilder	valuationMethod
protected BusinessCenterTime.BusinessCenterTimeBuilder	valuationTime

Fields inherited from interface cdm.product.common.settlement.CashSettlementTerms

metaData

Constructor Summary

Constructors

Constructor	Description
CashSettlementTermsBuilderImpl()

Method Summary

Modifier and Type	Method	Description
CashSettlementTerms	build()	Build Methods
boolean	equals(Object o)
Boolean	getAccruedInterest()	Indicates whether accrued interest is included (true) or not (false).
Money.MoneyBuilder	getCashSettlementAmount()	The amount paid by the seller to the buyer for cash settlement on the cash settlement date.
CashSettlementMethodEnum	getCashSettlementMethod()	Specifies the type of cash settlement method: cash price, yield curve etc.
Boolean	getFixedSettlement()	Used for Recovery Lock, to indicate whether fixed Settlement is Applicable or Not Applicable.
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getMeta()
Money.MoneyBuilder	getOrCreateCashSettlementAmount()
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getOrCreateMeta()
ValuationDate.ValuationDateBuilder	getOrCreateValuationDate()
ValuationMethod.ValuationMethodBuilder	getOrCreateValuationMethod()
BusinessCenterTime.BusinessCenterTimeBuilder	getOrCreateValuationTime()
BigDecimal	getRecoveryFactor()	Used for fixed recovery, specifies the recovery level, determined at contract formation, to be applied on a default.
ValuationDate.ValuationDateBuilder	getValuationDate()	Defines the different methods to specify a valuation date, as used for cash settlement.
ValuationMethod.ValuationMethodBuilder	getValuationMethod()	Specifies the parameters required to obtain a valuation, including the source, quotation method (bid, mid etc.) and any applicable quotation amount.
BusinessCenterTime.BusinessCenterTimeBuilder	getValuationTime()	The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method, if the parties have not otherwise been able to agree the cash settlement amount.
boolean	hasData()
int	hashCode()
CashSettlementTerms.CashSettlementTermsBuilder	merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
CashSettlementTerms.CashSettlementTermsBuilder	prune()
CashSettlementTerms.CashSettlementTermsBuilder	setAccruedInterest(Boolean _accruedInterest)
CashSettlementTerms.CashSettlementTermsBuilder	setCashSettlementAmount(Money _cashSettlementAmount)
CashSettlementTerms.CashSettlementTermsBuilder	setCashSettlementMethod(CashSettlementMethodEnum _cashSettlementMethod)
CashSettlementTerms.CashSettlementTermsBuilder	setFixedSettlement(Boolean _fixedSettlement)
CashSettlementTerms.CashSettlementTermsBuilder	setMeta(com.rosetta.model.metafields.MetaFields _meta)
CashSettlementTerms.CashSettlementTermsBuilder	setRecoveryFactor(BigDecimal _recoveryFactor)
CashSettlementTerms.CashSettlementTermsBuilder	setValuationDate(ValuationDate _valuationDate)
CashSettlementTerms.CashSettlementTermsBuilder	setValuationMethod(ValuationMethod _valuationMethod)
CashSettlementTerms.CashSettlementTermsBuilder	setValuationTime(BusinessCenterTime _valuationTime)
CashSettlementTerms.CashSettlementTermsBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

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

Methods inherited from interface cdm.product.common.settlement.CashSettlementTerms

getType, metaData, process

Methods inherited from interface cdm.product.common.settlement.CashSettlementTerms.CashSettlementTermsBuilder

process

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

processRosetta, processRosetta

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

getIndex, processRosetta, processRosetta

Field Details

cashSettlementMethod

protected CashSettlementMethodEnum cashSettlementMethod

valuationMethod

protected ValuationMethod.ValuationMethodBuilder valuationMethod

valuationDate

protected ValuationDate.ValuationDateBuilder valuationDate

valuationTime

protected BusinessCenterTime.BusinessCenterTimeBuilder valuationTime

cashSettlementAmount

protected Money.MoneyBuilder cashSettlementAmount

recoveryFactor

protected BigDecimal recoveryFactor

fixedSettlement

protected Boolean fixedSettlement

accruedInterest

protected Boolean accruedInterest

meta

protected com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder meta

Constructor Details

CashSettlementTermsBuilderImpl

public CashSettlementTermsBuilderImpl()

Method Details

getCashSettlementMethod

@RosettaAttribute("cashSettlementMethod")
@RuneAttribute("cashSettlementMethod")
public CashSettlementMethodEnum getCashSettlementMethod()

Description copied from interface: CashSettlementTerms

Specifies the type of cash settlement method: cash price, yield curve etc.

Specified by:

getCashSettlementMethod in interface CashSettlementTerms

getValuationMethod

@RosettaAttribute("valuationMethod")
@RuneAttribute("valuationMethod")
public ValuationMethod.ValuationMethodBuilder getValuationMethod()

Description copied from interface: CashSettlementTerms

Specifies the parameters required to obtain a valuation, including the source, quotation method (bid, mid etc.) and any applicable quotation amount.

Specified by:

getValuationMethod in interface CashSettlementTerms

Specified by:

getValuationMethod in interface CashSettlementTerms.CashSettlementTermsBuilder

getOrCreateValuationMethod

public ValuationMethod.ValuationMethodBuilder getOrCreateValuationMethod()

Specified by:

getOrCreateValuationMethod in interface CashSettlementTerms.CashSettlementTermsBuilder

getValuationDate

@RosettaAttribute("valuationDate")
@RuneAttribute("valuationDate")
public ValuationDate.ValuationDateBuilder getValuationDate()

Description copied from interface: CashSettlementTerms

Defines the different methods to specify a valuation date, as used for cash settlement. The Single / Multiple ValuationDate is used for the determination of recovery in a credit event, the RelativeDateOffset is used for cash-settled option, and FxFixingDate is used for cross-currency settlement.

Specified by:

getValuationDate in interface CashSettlementTerms

Specified by:

getValuationDate in interface CashSettlementTerms.CashSettlementTermsBuilder

getOrCreateValuationDate

public ValuationDate.ValuationDateBuilder getOrCreateValuationDate()

Specified by:

getOrCreateValuationDate in interface CashSettlementTerms.CashSettlementTermsBuilder

getValuationTime

@RosettaAttribute("valuationTime")
@RuneAttribute("valuationTime")
public BusinessCenterTime.BusinessCenterTimeBuilder getValuationTime()

Description copied from interface: CashSettlementTerms

The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method, if the parties have not otherwise been able to agree the cash settlement amount. When using quations, this is the time of day in the specified business center when the calculation agent seeks quotations for an amount of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Time.

Specified by:

getValuationTime in interface CashSettlementTerms

Specified by:

getValuationTime in interface CashSettlementTerms.CashSettlementTermsBuilder

getOrCreateValuationTime

public BusinessCenterTime.BusinessCenterTimeBuilder getOrCreateValuationTime()

Specified by:

getOrCreateValuationTime in interface CashSettlementTerms.CashSettlementTermsBuilder

getCashSettlementAmount

@RosettaAttribute("cashSettlementAmount")
@RuneAttribute("cashSettlementAmount")
public Money.MoneyBuilder getCashSettlementAmount()

Description copied from interface: CashSettlementTerms

The amount paid by the seller to the buyer for cash settlement on the cash settlement date. If not otherwise specified, would typically be calculated as 100 (or the Reference Price) minus the price of the Reference Obligation (all expressed as a percentage) times Floating Rate Payer Calculation Amount. ISDA 2003 Term: Cash Settlement Amount.

Specified by:

getCashSettlementAmount in interface CashSettlementTerms

Specified by:

getCashSettlementAmount in interface CashSettlementTerms.CashSettlementTermsBuilder

getOrCreateCashSettlementAmount

public Money.MoneyBuilder getOrCreateCashSettlementAmount()

Specified by:

getOrCreateCashSettlementAmount in interface CashSettlementTerms.CashSettlementTermsBuilder

getRecoveryFactor

@RosettaAttribute("recoveryFactor")
@RuneAttribute("recoveryFactor")
public BigDecimal getRecoveryFactor()

Description copied from interface: CashSettlementTerms

Used for fixed recovery, specifies the recovery level, determined at contract formation, to be applied on a default. Used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. Amount calculation is (1 minus the Recovery Factor) multiplied by the Floating Rate Payer Calculation Amount. The currency will be derived from the Floating Rate Payer Calculation Amount.

Specified by:

getRecoveryFactor in interface CashSettlementTerms

getFixedSettlement

@RosettaAttribute("fixedSettlement")
@RuneAttribute("fixedSettlement")
public Boolean getFixedSettlement()

Description copied from interface: CashSettlementTerms

Used for Recovery Lock, to indicate whether fixed Settlement is Applicable or Not Applicable. If Buyer fails to deliver an effective Notice of Physical Settlement on or before the Buyer NOPS Cut-off Date, and if Seller fails to deliver an effective Seller NOPS on or before the Seller NOPS Cut-off Date, then either: (a) if Fixed Settlement is specified in the related Confirmation as not applicable, then the Seller NOPS Cut-off Date shall be the Termination Date; or (b) if Fixed Settlement is specified in the related Confirmation as applicable, then: (i) if the Fixed Settlement Amount is a positive number, Seller shall, subject to Section 3.1 (except for the requirement of satisfaction of the Notice of Physical Settlement Condition to Settlement), pay the Fixed Settlement Amount to Buyer on the Fixed Settlement Payment Date; and (ii) if the Fixed Settlement Amount is a negative number, Buyer shall, subject to Section 3.1 (except for the requirement of satisfaction of the Notice of Physical Settlement Condition to Settlement), pay the absolute value of the Fixed Settlement Amount to Seller on the Fixed Settlement Payment Date.

Specified by:

getFixedSettlement in interface CashSettlementTerms

getAccruedInterest

@RosettaAttribute("accruedInterest")
@RuneAttribute("accruedInterest")
public Boolean getAccruedInterest()

Description copied from interface: CashSettlementTerms

Indicates whether accrued interest is included (true) or not (false). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest.

Specified by:

getAccruedInterest in interface CashSettlementTerms

getMeta

@RosettaAttribute("meta")
@RuneAttribute("meta")
@RuneMetaType
public com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getMeta()

Specified by:

getMeta in interface CashSettlementTerms

Specified by:

getMeta in interface CashSettlementTerms.CashSettlementTermsBuilder

Specified by:

getMeta in interface com.rosetta.model.lib.GlobalKey

Specified by:

getMeta in interface com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

getOrCreateMeta

public com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getOrCreateMeta()

Specified by:

getOrCreateMeta in interface CashSettlementTerms.CashSettlementTermsBuilder

Specified by:

getOrCreateMeta in interface com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

setCashSettlementMethod

@RosettaAttribute("cashSettlementMethod")
@RuneAttribute("cashSettlementMethod")
public CashSettlementTerms.CashSettlementTermsBuilder setCashSettlementMethod(CashSettlementMethodEnum _cashSettlementMethod)

Specified by:

setCashSettlementMethod in interface CashSettlementTerms.CashSettlementTermsBuilder

setValuationMethod

@RosettaAttribute("valuationMethod")
@RuneAttribute("valuationMethod")
public CashSettlementTerms.CashSettlementTermsBuilder setValuationMethod(ValuationMethod _valuationMethod)

Specified by:

setValuationMethod in interface CashSettlementTerms.CashSettlementTermsBuilder

setValuationDate

@RosettaAttribute("valuationDate")
@RuneAttribute("valuationDate")
public CashSettlementTerms.CashSettlementTermsBuilder setValuationDate(ValuationDate _valuationDate)

Specified by:

setValuationDate in interface CashSettlementTerms.CashSettlementTermsBuilder

setValuationTime

@RosettaAttribute("valuationTime")
@RuneAttribute("valuationTime")
public CashSettlementTerms.CashSettlementTermsBuilder setValuationTime(BusinessCenterTime _valuationTime)

Specified by:

setValuationTime in interface CashSettlementTerms.CashSettlementTermsBuilder

setCashSettlementAmount

@RosettaAttribute("cashSettlementAmount")
@RuneAttribute("cashSettlementAmount")
public CashSettlementTerms.CashSettlementTermsBuilder setCashSettlementAmount(Money _cashSettlementAmount)

Specified by:

setCashSettlementAmount in interface CashSettlementTerms.CashSettlementTermsBuilder

setRecoveryFactor

@RosettaAttribute("recoveryFactor")
@RuneAttribute("recoveryFactor")
public CashSettlementTerms.CashSettlementTermsBuilder setRecoveryFactor(BigDecimal _recoveryFactor)

Specified by:

setRecoveryFactor in interface CashSettlementTerms.CashSettlementTermsBuilder

setFixedSettlement

@RosettaAttribute("fixedSettlement")
@RuneAttribute("fixedSettlement")
public CashSettlementTerms.CashSettlementTermsBuilder setFixedSettlement(Boolean _fixedSettlement)

Specified by:

setFixedSettlement in interface CashSettlementTerms.CashSettlementTermsBuilder

setAccruedInterest

@RosettaAttribute("accruedInterest")
@RuneAttribute("accruedInterest")
public CashSettlementTerms.CashSettlementTermsBuilder setAccruedInterest(Boolean _accruedInterest)

Specified by:

setAccruedInterest in interface CashSettlementTerms.CashSettlementTermsBuilder

setMeta

@RosettaAttribute("meta")
@RuneAttribute("meta")
@RuneMetaType
public CashSettlementTerms.CashSettlementTermsBuilder setMeta(com.rosetta.model.metafields.MetaFields _meta)

Specified by:

setMeta in interface CashSettlementTerms.CashSettlementTermsBuilder

build

public CashSettlementTerms build()

Description copied from interface: CashSettlementTerms

Build Methods

Specified by:

build in interface CashSettlementTerms

Specified by:

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

toBuilder

public CashSettlementTerms.CashSettlementTermsBuilder toBuilder()

Specified by:

toBuilder in interface CashSettlementTerms

Specified by:

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

prune

public CashSettlementTerms.CashSettlementTermsBuilder prune()

Specified by:

prune in interface CashSettlementTerms.CashSettlementTermsBuilder

Specified by:

prune in interface com.rosetta.model.lib.RosettaModelObjectBuilder

hasData

public boolean hasData()

Specified by:

hasData in interface com.rosetta.model.lib.RosettaModelObjectBuilder

merge

public CashSettlementTerms.CashSettlementTermsBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other,
 com.rosetta.model.lib.process.BuilderMerger merger)

Specified by:

merge in interface com.rosetta.model.lib.RosettaModelObjectBuilder

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