Package cdm.product.template

Class InitialMarginCalculation.InitialMarginCalculationBuilderImpl

java.lang.Object

cdm.product.template.InitialMarginCalculation.InitialMarginCalculationBuilderImpl

All Implemented Interfaces:

InitialMarginCalculation, InitialMarginCalculation.InitialMarginCalculationBuilder, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

Enclosing interface:

InitialMarginCalculation

public static class InitialMarginCalculation.InitialMarginCalculationBuilderImpl
extends Object
implements InitialMarginCalculation.InitialMarginCalculationBuilder

Builder Implementation of InitialMarginCalculation

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.product.template.InitialMarginCalculation

InitialMarginCalculation.InitialMarginCalculationBuilder, InitialMarginCalculation.InitialMarginCalculationBuilderImpl, InitialMarginCalculation.InitialMarginCalculationImpl

Field Summary

Fields

Modifier and Type	Field	Description
protected BigDecimal	haircut
protected List<BigDecimal>	haircutThreshold
protected BigDecimal	marginRatio
protected List<BigDecimal>	marginRatioThreshold

Fields inherited from interface cdm.product.template.InitialMarginCalculation

metaData

Constructor Summary

Constructors

Constructor	Description
InitialMarginCalculationBuilderImpl()

Method Summary

Modifier and Type	Method	Description
InitialMarginCalculation.InitialMarginCalculationBuilder	addHaircutThreshold(BigDecimal _haircutThreshold)
InitialMarginCalculation.InitialMarginCalculationBuilder	addHaircutThreshold(BigDecimal _haircutThreshold, int idx)
InitialMarginCalculation.InitialMarginCalculationBuilder	addHaircutThreshold(List<BigDecimal> haircutThresholds)
InitialMarginCalculation.InitialMarginCalculationBuilder	addMarginRatioThreshold(BigDecimal _marginRatioThreshold)
InitialMarginCalculation.InitialMarginCalculationBuilder	addMarginRatioThreshold(BigDecimal _marginRatioThreshold, int idx)
InitialMarginCalculation.InitialMarginCalculationBuilder	addMarginRatioThreshold(List<BigDecimal> marginRatioThresholds)
InitialMarginCalculation	build()	Build Methods
boolean	equals(Object o)
BigDecimal	getHaircut()	An element defining a haircut expressed as the percentage difference between the Market Value of the collateral and the Purchase Price of the repo and calculated as 100 multiplied by a ratio of the difference between the Market Value of the collateral and the Purchase Price of the repo to the Market Value of the collateral.
List<BigDecimal>	getHaircutThreshold()	An element defining a haircut percentage threshold which is the value above (when it's lower than initial haircut) or below (when it's higher than initial haircut) which parties agree they will not call a margin from each other.
BigDecimal	getMarginRatio()	An element defining an initial margin expressed as a ratio of the Market Value of the collateral to the Purchase Price.
List<BigDecimal>	getMarginRatioThreshold()	An element defining a margin ratio threshold which is the value above (when it's lower than initial margin ratio) or below (when it's higher than initial margin ratio) which parties agree they will not call a margin from each other.
boolean	hasData()
int	hashCode()
InitialMarginCalculation.InitialMarginCalculationBuilder	merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
InitialMarginCalculation.InitialMarginCalculationBuilder	prune()
InitialMarginCalculation.InitialMarginCalculationBuilder	setHaircut(BigDecimal _haircut)
InitialMarginCalculation.InitialMarginCalculationBuilder	setHaircutThreshold(List<BigDecimal> haircutThresholds)
InitialMarginCalculation.InitialMarginCalculationBuilder	setMarginRatio(BigDecimal _marginRatio)
InitialMarginCalculation.InitialMarginCalculationBuilder	setMarginRatioThreshold(List<BigDecimal> marginRatioThresholds)
InitialMarginCalculation.InitialMarginCalculationBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

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

Methods inherited from interface cdm.product.template.InitialMarginCalculation

getType, metaData, process

Methods inherited from interface cdm.product.template.InitialMarginCalculation.InitialMarginCalculationBuilder

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

marginRatio

protected BigDecimal marginRatio

marginRatioThreshold

protected List<BigDecimal> marginRatioThreshold

haircut

protected BigDecimal haircut

haircutThreshold

protected List<BigDecimal> haircutThreshold

Constructor Details

InitialMarginCalculationBuilderImpl

public InitialMarginCalculationBuilderImpl()

Method Details

getMarginRatio

@RosettaAttribute("marginRatio")
@RuneAttribute("marginRatio")
public BigDecimal getMarginRatio()

Description copied from interface: InitialMarginCalculation

An element defining an initial margin expressed as a ratio of the Market Value of the collateral to the Purchase Price. A default value of initial margin ratio of 1.00 means there is no margin and thus no risk related with the collateral. See GMRA 2000 paragraph 2(z) and GMRA 2011 paragraph 2(bb).

Specified by:

getMarginRatio in interface InitialMarginCalculation

getMarginRatioThreshold

@RosettaAttribute("marginRatioThreshold")
@RuneAttribute("marginRatioThreshold")
public List<BigDecimal> getMarginRatioThreshold()

Description copied from interface: InitialMarginCalculation

An element defining a margin ratio threshold which is the value above (when it's lower than initial margin ratio) or below (when it's higher than initial margin ratio) which parties agree they will not call a margin from each other.

Specified by:

getMarginRatioThreshold in interface InitialMarginCalculation

getHaircut

@RosettaAttribute("haircut")
@RuneAttribute("haircut")
public BigDecimal getHaircut()

Description copied from interface: InitialMarginCalculation

An element defining a haircut expressed as the percentage difference between the Market Value of the collateral and the Purchase Price of the repo and calculated as 100 multiplied by a ratio of the difference between the Market Value of the collateral and the Purchase Price of the repo to the Market Value of the collateral. Haircut is alternative way to adjust the value of collateral sold in a repurchase agreement to initial margin ratio. Because an initial margin is a percentage of the Purchase Price, while a haircut is a percentage of the Market Value of collateral, the arithmetic of initial margins and haircuts is slightly different. For example, an initial margin of 102% is not equivalent to a haircut of 2%, but to 1.961% (ie 100/102%). See GMRA 2011 paragraph 2(aa).

Specified by:

getHaircut in interface InitialMarginCalculation

getHaircutThreshold

@RosettaAttribute("haircutThreshold")
@RuneAttribute("haircutThreshold")
public List<BigDecimal> getHaircutThreshold()

Description copied from interface: InitialMarginCalculation

An element defining a haircut percentage threshold which is the value above (when it's lower than initial haircut) or below (when it's higher than initial haircut) which parties agree they will not call a margin from each other.

Specified by:

getHaircutThreshold in interface InitialMarginCalculation

setMarginRatio

@RosettaAttribute("marginRatio")
@RuneAttribute("marginRatio")
public InitialMarginCalculation.InitialMarginCalculationBuilder setMarginRatio(BigDecimal _marginRatio)

Specified by:

setMarginRatio in interface InitialMarginCalculation.InitialMarginCalculationBuilder

addMarginRatioThreshold

@RosettaAttribute("marginRatioThreshold")
@RuneAttribute("marginRatioThreshold")
public InitialMarginCalculation.InitialMarginCalculationBuilder addMarginRatioThreshold(BigDecimal _marginRatioThreshold)

Specified by:

addMarginRatioThreshold in interface InitialMarginCalculation.InitialMarginCalculationBuilder

addMarginRatioThreshold

public InitialMarginCalculation.InitialMarginCalculationBuilder addMarginRatioThreshold(BigDecimal _marginRatioThreshold,
 int idx)

Specified by:

addMarginRatioThreshold in interface InitialMarginCalculation.InitialMarginCalculationBuilder

addMarginRatioThreshold

public InitialMarginCalculation.InitialMarginCalculationBuilder addMarginRatioThreshold(List<BigDecimal> marginRatioThresholds)

Specified by:

addMarginRatioThreshold in interface InitialMarginCalculation.InitialMarginCalculationBuilder

setMarginRatioThreshold

@RuneAttribute("marginRatioThreshold")
public InitialMarginCalculation.InitialMarginCalculationBuilder setMarginRatioThreshold(List<BigDecimal> marginRatioThresholds)

Specified by:

setMarginRatioThreshold in interface InitialMarginCalculation.InitialMarginCalculationBuilder

setHaircut

@RosettaAttribute("haircut")
@RuneAttribute("haircut")
public InitialMarginCalculation.InitialMarginCalculationBuilder setHaircut(BigDecimal _haircut)

Specified by:

setHaircut in interface InitialMarginCalculation.InitialMarginCalculationBuilder

addHaircutThreshold

@RosettaAttribute("haircutThreshold")
@RuneAttribute("haircutThreshold")
public InitialMarginCalculation.InitialMarginCalculationBuilder addHaircutThreshold(BigDecimal _haircutThreshold)

Specified by:

addHaircutThreshold in interface InitialMarginCalculation.InitialMarginCalculationBuilder

addHaircutThreshold

public InitialMarginCalculation.InitialMarginCalculationBuilder addHaircutThreshold(BigDecimal _haircutThreshold,
 int idx)

Specified by:

addHaircutThreshold in interface InitialMarginCalculation.InitialMarginCalculationBuilder

addHaircutThreshold

public InitialMarginCalculation.InitialMarginCalculationBuilder addHaircutThreshold(List<BigDecimal> haircutThresholds)

Specified by:

addHaircutThreshold in interface InitialMarginCalculation.InitialMarginCalculationBuilder

setHaircutThreshold

@RuneAttribute("haircutThreshold")
public InitialMarginCalculation.InitialMarginCalculationBuilder setHaircutThreshold(List<BigDecimal> haircutThresholds)

Specified by:

setHaircutThreshold in interface InitialMarginCalculation.InitialMarginCalculationBuilder

build

public InitialMarginCalculation build()

Description copied from interface: InitialMarginCalculation

Build Methods

Specified by:

build in interface InitialMarginCalculation

Specified by:

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

toBuilder

public InitialMarginCalculation.InitialMarginCalculationBuilder toBuilder()

Specified by:

toBuilder in interface InitialMarginCalculation

Specified by:

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

prune

public InitialMarginCalculation.InitialMarginCalculationBuilder prune()

Specified by:

prune in interface InitialMarginCalculation.InitialMarginCalculationBuilder

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 InitialMarginCalculation.InitialMarginCalculationBuilder 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