Package org.isda.cdm

Class ProtectionTerms

  • All Implemented Interfaces:
    com.rosetta.model.lib.GlobalKey

    @RosettaClass
    @RosettaSynonym(value="ProtectionTerms",source="FpML_5_10") @RosettaSynonym(value="ProtectionTerms",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ProtectionTerms",source="DTCC_11_0") @RosettaSynonym(value="ProtectionTerms",source="DTCC_9_0") @RosettaSynonym(value="ProtectionTerms",source="CME_ClearedConfirm_1_17")
    public class ProtectionTerms
    extends com.rosetta.model.lib.RosettaModelObject
    implements com.rosetta.model.lib.GlobalKey
    A class to specify the terms for calculating a payout to protect the buyer of the swap in the case of a qualified credit event. These terms include the notional amount, the applicable credit events, the reference obligation, and in the case of a CDS on mortgage-backed securities, the floatingAmountEvents.
    Version:
    2.5.4
    • Method Detail

      • getCreditEvents

        @RosettaSynonym(value="creditEvents",source="FpML_5_10") @RosettaSynonym(value="creditEvents",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="creditEvents",source="DTCC_11_0") @RosettaSynonym(value="creditEvents",source="DTCC_9_0") @RosettaSynonym(value="creditEvents",source="CME_ClearedConfirm_1_17")
        public final CreditEvents getCreditEvents()
        Specifies the applicable Credit Events that would trigger a settlement, as specified in the related Confirmation and defined in the ISDA 2014 Credit Definition article IV section 4.1.
      • getFloatingAmountEvents

        @RosettaSynonym(value="floatingAmountEvents",source="FpML_5_10") @RosettaSynonym(value="floatingAmountEvents",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="floatingAmountEvents",source="DTCC_11_0") @RosettaSynonym(value="floatingAmountEvents",source="DTCC_9_0") @RosettaSynonym(value="floatingAmountEvents",source="CME_ClearedConfirm_1_17")
        public final FloatingAmountEvents getFloatingAmountEvents()
        This element contains 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.
      • getMeta

        public final MetaFields getMeta()
        Specified by:
        getMeta in interface com.rosetta.model.lib.GlobalKey
      • getNotionalAmount

        @RosettaSynonym(value="calculationAmount",source="FpML_5_10") @RosettaSynonym(value="calculationAmount",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="calculationAmount",source="DTCC_11_0") @RosettaSynonym(value="calculationAmount",source="DTCC_9_0") @RosettaSynonym(value="calculationAmount",source="CME_ClearedConfirm_1_17")
        public final Money getNotionalAmount()
        The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount.
      • getObligations

        @RosettaSynonym(value="obligations",source="FpML_5_10") @RosettaSynonym(value="obligations",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="obligations",source="DTCC_11_0") @RosettaSynonym(value="obligations",source="DTCC_9_0") @RosettaSynonym(value="obligations",source="CME_ClearedConfirm_1_17")
        public final Obligations getObligations()
        The underlying obligations of the reference entity on which you are buying or selling protection. The credit events Failure to Pay, Obligation Acceleration, Obligation Default, Restructuring, Repudiation/Moratorium are defined with respect to these obligations.
      • metaData

        public com.rosetta.model.lib.meta.RosettaMetaData<? extends ProtectionTerms> 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