Package cdm.product.template

Class InitialMargin.InitialMarginImpl

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

  • Constructor Details

  • Method Details

    • getMarginType

      @RosettaAttribute(value="marginType", isRequired=true) @RuneAttribute(value="marginType", isRequired=true) public MarginTypeEnum getMarginType()
      Description copied from interface: InitialMargin
      An element defining the type of assets (cash or securities) specified to apply as margin to the repo transaction. See GMRA 2011 paragraph 2(h) for 'Cash Margin' and GMRA 2011 paragraph 2(cc) for 'Margin Securities'.
      Specified by:
      getMarginType in interface InitialMargin

    • getMargin

      @RosettaAttribute(value="margin", isRequired=true) @RuneAttribute(value="margin", isRequired=true) public List<? extends InitialMarginCalculation> getMargin()
      Description copied from interface: InitialMargin
      Initial margin calculation for a collateral asset. Initial margin requirements may be specified for multiple pieces of collateral.
      Specified by:
      getMargin in interface InitialMargin

    • getMarginThreshold

      @RosettaAttribute("marginThreshold") @RuneAttribute("marginThreshold") public Money getMarginThreshold()
      Description copied from interface: InitialMargin
      An element defining a margin threshold which is the Net Exposure of a trade below which parties agree they will not call a margin from each other.
      Specified by:
      getMarginThreshold in interface InitialMargin

    • getMinimumTransferAmount

      @RosettaAttribute("minimumTransferAmount") @RuneAttribute("minimumTransferAmount") public Money getMinimumTransferAmount()
      Description copied from interface: InitialMargin
      An element defining a minimum transfer amount which is the minimum margin call parties will make once the margin threshold (or margin ratio threshold / haircut threshold) has been exceeded.
      Specified by:
      getMinimumTransferAmount in interface InitialMargin

    • build

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

    • toBuilder

      public InitialMargin.InitialMarginBuilder toBuilder()
      Specified by:
      toBuilder in interface InitialMargin
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • setBuilderFields

      protected void setBuilderFields(InitialMargin.InitialMarginBuilder 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