Package cdm.product.template

Interface EconomicTerms

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
EconomicTerms.EconomicTermsBuilder
All Known Implementing Classes:
EconomicTerms.EconomicTermsBuilderImpl, EconomicTerms.EconomicTermsImpl
@RosettaDataType(value="EconomicTerms", builder=EconomicTermsBuilderImpl.class, version="5.30.0") @RuneDataType(value="EconomicTerms", model="cdm", builder=EconomicTermsBuilderImpl.class, version="5.30.0") public interface EconomicTerms extends com.rosetta.model.lib.RosettaModelObject
This class represents the full set of price-forming features associated with a contractual product: the payout component, the notional/quantity, the effective and termination date and the date adjustment provisions when applying uniformily across the payout components. This class also includes the legal provisions which have valuation implications: cancelable provision, extendible provision, early termination provision and extraordinary events specification.
Version:
5.30.0

  • Field Details

  • Method Details

    • getEffectiveDate

      AdjustableOrRelativeDate getEffectiveDate()
      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.

    • getTerminationDate

      AdjustableOrRelativeDate getTerminationDate()
      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.

    • getDateAdjustments

      BusinessDayAdjustments getDateAdjustments()
      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.

    • getPayout

      Payout getPayout()
      The payout specifies the future cashflow computation methodology which characterizes a financial product.

    • getTerminationProvision

      TerminationProvision getTerminationProvision()
      Contains optional provisions pertaining to the termination characteristics of a contract.

    • getCalculationAgent

      CalculationAgent getCalculationAgent()
      The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.

    • getNonStandardisedTerms

      Boolean getNonStandardisedTerms()
      Specifies, when boolean value is True, that additional economic terms exist that have not been included in the product representation.

    • getCollateral

      Collateral getCollateral()
      Represents the collateral obligations of a party.

    • build

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

    • toBuilder

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

    • builder

      static EconomicTerms.EconomicTermsBuilder builder()

    • metaData

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

    • getType

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