Package cdm.product.template

Class EconomicTerms.EconomicTermsImpl

java.lang.Object
cdm.product.template.EconomicTerms.EconomicTermsImpl
All Implemented Interfaces:
EconomicTerms, com.rosetta.model.lib.RosettaModelObject
Enclosing interface:
EconomicTerms
public static class EconomicTerms.EconomicTermsImpl extends Object implements EconomicTerms
Immutable Implementation of EconomicTerms

  • Constructor Details

  • Method Details

    • getEffectiveDate

      @RosettaAttribute("effectiveDate") @RuneAttribute("effectiveDate") public AdjustableOrRelativeDate getEffectiveDate()
      Description copied from interface: EconomicTerms
      The first day of the terms of the trade. This day may be subject to adjustment in accordance with a business day convention. 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 "Purchase Date" Provision As defined in GMRA paragraph 2(mm) The date on which Purchased Securities are sold or are to be sold by Seller to Buyer. Body ICMA Corpus Guidance ERCCBestPractice ERCC Guide to Best Practice in the European Repo Market ERCC Guide to Best Practice in the European Repo Market "The ERCC Guide to Best Practice in the European Repo Market is published by ICMAs European Repo and Collateral Council (ERCC). Its purpose is to help foster a fair and efficient European repo market by recommending practices which market experience suggests can help avoid uncertainty or disagreement about transactions, and consequent delay or disruption to repo trading and settlement. With the same purpose in mind, the Guide also codifies market conventions, where this has been thought to be helpful, usually in response to queries from market participants." namingConvention "Purchase Date" Provision ERCC Guide: Annex II Glossary of repo terminology. The term for the value date of a repo.
      Specified by:
      getEffectiveDate in interface EconomicTerms

    • getTerminationDate

      @RosettaAttribute("terminationDate") @RuneAttribute("terminationDate") public AdjustableOrRelativeDate getTerminationDate()
      Description copied from interface: EconomicTerms
      The last day of the terms of the trade. This date may be subject to adjustments in accordance with the business day convention. It can also be specified in relation to another scheduled date (e.g. the last payment date). 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 "Repurchase Date" Provision As defined in GMRA paragraph 2(qq) The date on which Buyer is to sell Equivalent Securities to Seller. Body ICMA Corpus Guidance ERCCBestPractice ERCC Guide to Best Practice in the European Repo Market ERCC Guide to Best Practice in the European Repo Market "The ERCC Guide to Best Practice in the European Repo Market is published by ICMAs European Repo and Collateral Council (ERCC). Its purpose is to help foster a fair and efficient European repo market by recommending practices which market experience suggests can help avoid uncertainty or disagreement about transactions, and consequent delay or disruption to repo trading and settlement. With the same purpose in mind, the Guide also codifies market conventions, where this has been thought to be helpful, usually in response to queries from market participants." namingConvention "Repurchase Date" Provision ERCC Guide: Annex II Glossary of repo terminology. The term for the maturity date of a repo.
      Specified by:
      getTerminationDate in interface EconomicTerms

    • getDateAdjustments

      @RosettaAttribute("dateAdjustments") @RuneAttribute("dateAdjustments") public BusinessDayAdjustments getDateAdjustments()
      Description copied from interface: EconomicTerms
      The business day adjustment convention when it applies across all the payout components. This specification of the business day convention and financial business centers is used for adjusting any calculation period date if it would otherwise fall on a day that is not a business day in the specified business center.
      Specified by:
      getDateAdjustments in interface EconomicTerms

    • getPayout

      @RosettaAttribute(value="payout", isRequired=true) @RuneAttribute(value="payout", isRequired=true) public Payout getPayout()
      Description copied from interface: EconomicTerms
      The payout specifies the future cashflow computation methodology which characterizes a financial product.
      Specified by:
      getPayout in interface EconomicTerms

    • getTerminationProvision

      @RosettaAttribute("terminationProvision") @RuneAttribute("terminationProvision") public TerminationProvision getTerminationProvision()
      Description copied from interface: EconomicTerms
      Contains optional provisions pertaining to the termination characteristics of a contract.
      Specified by:
      getTerminationProvision in interface EconomicTerms

    • getCalculationAgent

      @RosettaAttribute("calculationAgent") @RuneAttribute("calculationAgent") public CalculationAgent getCalculationAgent()
      Description copied from interface: EconomicTerms
      The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
      Specified by:
      getCalculationAgent in interface EconomicTerms

    • getNonStandardisedTerms

      @RosettaAttribute("nonStandardisedTerms") @RuneAttribute("nonStandardisedTerms") public Boolean getNonStandardisedTerms()
      Description copied from interface: EconomicTerms
      Specifies, when boolean value is True, that additional economic terms exist that have not been included in the product representation.
      Specified by:
      getNonStandardisedTerms in interface EconomicTerms

    • getCollateral

      @RosettaAttribute("collateral") @RuneAttribute("collateral") public Collateral getCollateral()
      Description copied from interface: EconomicTerms
      Represents the collateral obligations of a party.
      Specified by:
      getCollateral in interface EconomicTerms

    • build

      public EconomicTerms build()
      Description copied from interface: EconomicTerms
      Build Methods
      Specified by:
      build in interface EconomicTerms
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      public EconomicTerms.EconomicTermsBuilder toBuilder()
      Specified by:
      toBuilder in interface EconomicTerms
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • setBuilderFields

      protected void setBuilderFields(EconomicTerms.EconomicTermsBuilder 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