Package cdm.product.common.settlement

Class CashSettlementTerms.CashSettlementTermsImpl

java.lang.Object
cdm.product.common.settlement.CashSettlementTerms.CashSettlementTermsImpl
All Implemented Interfaces:
CashSettlementTerms, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
Enclosing interface:
CashSettlementTerms
public static class CashSettlementTerms.CashSettlementTermsImpl extends Object implements CashSettlementTerms
Immutable Implementation of CashSettlementTerms

  • Constructor Details

  • 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 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

    • getValuationDate

      @RosettaAttribute("valuationDate") @RuneAttribute("valuationDate") public ValuationDate 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

    • getValuationTime

      @RosettaAttribute("valuationTime") @RuneAttribute("valuationTime") public BusinessCenterTime 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

    • getCashSettlementAmount

      @RosettaAttribute("cashSettlementAmount") @RuneAttribute("cashSettlementAmount") public Money 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

    • 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 getMeta()
      Specified by:
      getMeta in interface CashSettlementTerms
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey

    • 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

    • setBuilderFields

      protected void setBuilderFields(CashSettlementTerms.CashSettlementTermsBuilder builder)

    • 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