Package org.isda.cdm
Class EconomicTerms
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.EconomicTerms
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- All Implemented Interfaces:
com.rosetta.model.lib.RosettaKeyValue
@RosettaClass public class EconomicTerms extends com.rosetta.model.lib.RosettaModelObject implements com.rosetta.model.lib.RosettaKeyValue
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. A rosettaKeyValue is associated to the contractual product economic terms for the purpose of supporting hash-based reconciliations thanks to the fact that its computation doesn't include meta data, such as identifiers, references, schemes and other rosettaKey artefacts. The rosettaKeyValue default implementation is available as part of the generated code as org.isda.cdm.rosettakey.RosettaKeyValueHashFunction.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
EconomicTerms.EconomicTermsBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static EconomicTerms.EconomicTermsBuilder
builder()
boolean
equals(java.lang.Object o)
CancelableProvision
getCancelableProvision()
A provision that allows the specification of an embedded option within a swap giving the buyer of the option the right to terminate the swap, in whole or in part, on the early termination date.BusinessDayAdjustments
getDateAdjustments()
The business day adjustment convention when it applies across all the payout components.EarlyTerminationProvision
getEarlyTerminationProvision()
Parameters specifying provisions relating to the optional and mandatory early termination of a swap transaction.AdjustableOrRelativeDate
getEffectiveDate()
The first day of the terms of the trade.ExtendibleProvision
getExtendibleProvision()
A provision that allows the specification of an embedded option with a swap giving the buyer of the option the right to extend the swap, in whole or in part, to the extended termination date.ExtraordinaryEvents
getExtraordinaryEvents()
2018 ISDA CDM Equity Confirmation for Security Equity Swap: Extraordinary Events.Payout
getPayout()
The payout specifies the future cashflow computation methodology which characterizes a financial product.java.lang.String
getRosettaKeyValue()
AdjustableOrRelativeDate
getTerminationDate()
The last day of the terms of the trade.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends EconomicTerms>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
EconomicTerms.EconomicTermsBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getCancelableProvision
@RosettaSynonym(value="cancelableProvision",source="FpML_5_10",path="trade.swap") @RosettaSynonym(value="cancelableProvision",source="CME_SubmissionIRS_1_0",path="trade.swap") @RosettaSynonym(value="cancelableProvision",source="DTCC_11_0",path="trade.swap") @RosettaSynonym(value="cancelableProvision",source="DTCC_9_0",path="trade.swap") @RosettaSynonym(value="cancelableProvision",source="CME_ClearedConfirm_1_17",path="trade.swap") public final CancelableProvision getCancelableProvision()
A provision that allows the specification of an embedded option within a swap giving the buyer of the option the right to terminate the swap, in whole or in part, on the early termination date.
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getDateAdjustments
@RosettaSynonym(value="dateAdjustments",source="FpML_5_10",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="dateAdjustments",source="FpML_5_10",path="generalTerms") @RosettaSynonym(value="dateAdjustments",source="CME_SubmissionIRS_1_0",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="dateAdjustments",source="CME_SubmissionIRS_1_0",path="generalTerms") @RosettaSynonym(value="dateAdjustments",source="DTCC_11_0",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="dateAdjustments",source="DTCC_11_0",path="generalTerms") @RosettaSynonym(value="dateAdjustments",source="DTCC_9_0",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="dateAdjustments",source="DTCC_9_0",path="generalTerms") @RosettaSynonym(value="dateAdjustments",source="CME_ClearedConfirm_1_17",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="dateAdjustments",source="CME_ClearedConfirm_1_17",path="generalTerms") public final 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.
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getEarlyTerminationProvision
@RosettaSynonym(value="earlyTerminationProvision",source="FpML_5_10",path="trade.swap") @RosettaSynonym(value="earlyTerminationProvision",source="FpML_5_10",path="trade.capFloor") @RosettaSynonym(value="earlyTerminationProvision",source="CME_SubmissionIRS_1_0",path="trade.swap") @RosettaSynonym(value="earlyTerminationProvision",source="CME_SubmissionIRS_1_0",path="trade.capFloor") @RosettaSynonym(value="earlyTerminationProvision",source="DTCC_11_0",path="trade.swap") @RosettaSynonym(value="earlyTerminationProvision",source="DTCC_11_0",path="trade.capFloor") @RosettaSynonym(value="earlyTerminationProvision",source="DTCC_9_0",path="trade.swap") @RosettaSynonym(value="earlyTerminationProvision",source="DTCC_9_0",path="trade.capFloor") @RosettaSynonym(value="earlyTerminationProvision",source="CME_ClearedConfirm_1_17",path="trade.swap") @RosettaSynonym(value="earlyTerminationProvision",source="CME_ClearedConfirm_1_17",path="trade.capFloor") public final EarlyTerminationProvision getEarlyTerminationProvision()
Parameters specifying provisions relating to the optional and mandatory early termination of a swap transaction.
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getEffectiveDate
@RosettaSynonym(value="effectiveDate",source="FpML_5_10",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="effectiveDate",source="FpML_5_10",path="generalTerms") @RosettaSynonym(value="effectiveDate",source="CME_SubmissionIRS_1_0",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="effectiveDate",source="CME_SubmissionIRS_1_0",path="generalTerms") @RosettaSynonym(value="effectiveDate",source="DTCC_11_0",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="effectiveDate",source="DTCC_11_0",path="generalTerms") @RosettaSynonym(value="effectiveDate",source="DTCC_9_0",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="effectiveDate",source="DTCC_9_0",path="generalTerms") @RosettaSynonym(value="effectiveDate",source="CME_ClearedConfirm_1_17",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="effectiveDate",source="CME_ClearedConfirm_1_17",path="generalTerms") @RosettaSynonym(value="effectiveDate",source="Rosetta_Workbench",path="creditDefaultSwap.generalTerms") @RosettaSynonym(value="effectiveDate",source="Rosetta_Workbench",path="creditDefaultSwapOption.creditDefaultSwap.generalTerms") public final 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.
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getExtendibleProvision
@RosettaSynonym(value="extendibleProvision",source="FpML_5_10",path="trade.swap") @RosettaSynonym(value="extendibleProvision",source="CME_SubmissionIRS_1_0",path="trade.swap") @RosettaSynonym(value="extendibleProvision",source="DTCC_11_0",path="trade.swap") @RosettaSynonym(value="extendibleProvision",source="DTCC_9_0",path="trade.swap") @RosettaSynonym(value="extendibleProvision",source="CME_ClearedConfirm_1_17",path="trade.swap") public final ExtendibleProvision getExtendibleProvision()
A provision that allows the specification of an embedded option with a swap giving the buyer of the option the right to extend the swap, in whole or in part, to the extended termination date.
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getExtraordinaryEvents
@RosettaSynonym(value="extraordinaryEvents", source="FpML_5_10", path="trade.returnSwap") public final ExtraordinaryEvents getExtraordinaryEvents()
2018 ISDA CDM Equity Confirmation for Security Equity Swap: Extraordinary Events.
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getPayout
public final Payout getPayout()
The payout specifies the future cashflow computation methodology which characterizes a financial product.
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getRosettaKeyValue
public final java.lang.String getRosettaKeyValue()
- Specified by:
getRosettaKeyValue
in interfacecom.rosetta.model.lib.RosettaKeyValue
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getTerminationDate
@RosettaSynonym(value="scheduledTerminationDate",source="FpML_5_10",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="scheduledTerminationDate",source="FpML_5_10",path="generalTerms") @RosettaSynonym(value="scheduledTerminationDate",source="CME_SubmissionIRS_1_0",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="scheduledTerminationDate",source="CME_SubmissionIRS_1_0",path="generalTerms") @RosettaSynonym(value="scheduledTerminationDate",source="DTCC_11_0",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="scheduledTerminationDate",source="DTCC_11_0",path="generalTerms") @RosettaSynonym(value="scheduledTerminationDate",source="DTCC_9_0",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="scheduledTerminationDate",source="DTCC_9_0",path="generalTerms") @RosettaSynonym(value="scheduledTerminationDate",source="CME_ClearedConfirm_1_17",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="scheduledTerminationDate",source="CME_ClearedConfirm_1_17",path="generalTerms") @RosettaSynonym(value="scheduledTerminationDate",source="Rosetta_Workbench",path="creditDefaultSwap.generalTerms") @RosettaSynonym(value="scheduledTerminationDate",source="Rosetta_Workbench",path="creditDefaultSwapOption.creditDefaultSwap.generalTerms") public final 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).
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends EconomicTerms> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public EconomicTerms.EconomicTermsBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static EconomicTerms.EconomicTermsBuilder builder()
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process
public void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
- Specified by:
process
in classcom.rosetta.model.lib.RosettaModelObject
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equals
public boolean equals(java.lang.Object o)
- Overrides:
equals
in classjava.lang.Object
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hashCode
public int hashCode()
- Overrides:
hashCode
in classjava.lang.Object
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toString
public java.lang.String toString()
- Overrides:
toString
in classjava.lang.Object
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