Package org.isda.cdm

Class FloatingAmountEvents


  • @RosettaClass
    @RosettaSynonym(value="FloatingAmountEvents",
                    source="FpML_5_10")
    public class FloatingAmountEvents
    extends com.rosetta.model.lib.RosettaModelObject
    A class to specify the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement.
    Version:
    2.5.4
    • Method Detail

      • getAdditionalFixedPayments

        @RosettaSynonym(value="additionalFixedPayments",source="FpML_5_10") @RosettaSynonym(value="additionalFixedPayments",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="additionalFixedPayments",source="DTCC_11_0") @RosettaSynonym(value="additionalFixedPayments",source="DTCC_9_0") @RosettaSynonym(value="additionalFixedPayments",source="CME_ClearedConfirm_1_17")
        public final AdditionalFixedPayments getAdditionalFixedPayments()
        Specifies the events that will give rise to the payment additional fixed payments.
      • getFailureToPayPrincipal

        @RosettaSynonym(value="failureToPayPrincipal",source="FpML_5_10") @RosettaSynonym(value="failureToPayPrincipal",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="failureToPayPrincipal",source="DTCC_11_0") @RosettaSynonym(value="failureToPayPrincipal",source="DTCC_9_0") @RosettaSynonym(value="failureToPayPrincipal",source="CME_ClearedConfirm_1_17")
        public final java.lang.Boolean getFailureToPayPrincipal()
        A floating rate payment event. Corresponds to the failure by the Reference Entity to pay an expected principal amount or the payment of an actual principal amount that is less than the expected principal amount. ISDA 2003 Term: Failure to Pay Principal.
      • getFloatingAmountProvisions

        @RosettaSynonym(value="floatingAmountProvisions",source="FpML_5_10") @RosettaSynonym(value="floatingAmountProvisions",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="floatingAmountProvisions",source="DTCC_11_0") @RosettaSynonym(value="floatingAmountProvisions",source="DTCC_9_0") @RosettaSynonym(value="floatingAmountProvisions",source="CME_ClearedConfirm_1_17")
        public final FloatingAmountProvisions getFloatingAmountProvisions()
        Specifies the floating amount provisions associated with the floatingAmountEvents.
      • getImpliedWritedown

        @RosettaSynonym(value="impliedWritedown",source="FpML_5_10") @RosettaSynonym(value="impliedWritedown",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="impliedWritedown",source="DTCC_11_0") @RosettaSynonym(value="impliedWritedown",source="DTCC_9_0") @RosettaSynonym(value="impliedWritedown",source="CME_ClearedConfirm_1_17")
        public final java.lang.Boolean getImpliedWritedown()
        A floating rate payment event. Results from the fact that losses occur to the underlying instruments that do not result in reductions of the outstanding principal of the reference obligation.
      • getInterestShortfall

        @RosettaSynonym(value="interestShortfall",source="FpML_5_10") @RosettaSynonym(value="interestShortfall",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="interestShortfall",source="DTCC_11_0") @RosettaSynonym(value="interestShortfall",source="DTCC_9_0") @RosettaSynonym(value="interestShortfall",source="CME_ClearedConfirm_1_17")
        public final InterestShortFall getInterestShortfall()
        A floating rate payment event. With respect to any Reference Obligation Payment Date, either (a) the non-payment of an Expected Interest Amount or (b) the payment of an Actual Interest Amount that is less than the Expected Interest Amount. ISDA 2003 Term: Interest Shortfall.
      • getWritedown

        @RosettaSynonym(value="writedown",source="FpML_5_10") @RosettaSynonym(value="writedown",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="writedown",source="DTCC_11_0") @RosettaSynonym(value="writedown",source="DTCC_9_0") @RosettaSynonym(value="writedown",source="CME_ClearedConfirm_1_17")
        public final java.lang.Boolean getWritedown()
        A floating rate payment event. Results from the fact that the underlier writes down its outstanding principal amount. ISDA 2003 Term: Writedown.
      • metaData

        public com.rosetta.model.lib.meta.RosettaMetaData<? extends FloatingAmountEvents> metaData()
        Specified by:
        metaData in class com.rosetta.model.lib.RosettaModelObject
      • process

        public void process​(com.rosetta.model.lib.path.RosettaPath path,
                            com.rosetta.model.lib.process.Processor processor)
        Specified by:
        process in class com.rosetta.model.lib.RosettaModelObject
      • equals

        public boolean equals​(java.lang.Object o)
        Overrides:
        equals in class java.lang.Object
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class java.lang.Object
      • toString

        public java.lang.String toString()
        Overrides:
        toString in class java.lang.Object