Package org.isda.cdm
Class EquitySwapMasterConfirmation2018
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.MasterConfirmationBase
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- org.isda.cdm.EquityMasterConfirmation
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- org.isda.cdm.EquitySwapMasterConfirmation2018
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@RosettaClass public class EquitySwapMasterConfirmation2018 extends EquityMasterConfirmation
Specification for the General Terms and Relationship Supplement Elections as provided in the 2018 ISDA CDM Equity Confirmation for Security Equity Swap.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
EquitySwapMasterConfirmation2018.EquitySwapMasterConfirmation2018Builder
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Nested classes/interfaces inherited from class org.isda.cdm.EquityMasterConfirmation
EquityMasterConfirmation.EquityMasterConfirmationBuilder
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Nested classes/interfaces inherited from class org.isda.cdm.MasterConfirmationBase
MasterConfirmationBase.MasterConfirmationBaseBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static EquitySwapMasterConfirmation2018.EquitySwapMasterConfirmation2018Builder
builder()
boolean
equals(java.lang.Object o)
CalculationPeriodDates
getEquityCalculationPeriod()
The parameters used to generate the 'Equity Valuation Dates' schedule, including the Effective Date and Termination Date for the Swap.PaymentDates
getEquityCashSettlementDates()
The parameters used to generate the payment date schedule, relative to the equityCalculationPeriod.InterpolationMethodEnum
getLinearInterpolationElection()
Part 1 Section 3, 'Floating Obligations', of the 2018 ISDA CDM Equity Confirmation.PriceReturnTerms
getPricingMethodElection()
Part 1 Section 5, 'Pricing', of the 2018 ISDA CDM Equity Confirmation, Para 5.1, 'Determining Prices': Each price in relation to a Pricing Date shall be determined pursuant to the specified Pricing Method.SettlementTerms
getSettlementTerms()
Part 1 Section 8, 'Settlement', of the 2018 ISDA CDM Equity Confirmation for Security Equity Swap.ReturnTypeEnum
getTypeOfSwapElection()
Part 1 Section 4, 'Dividend Obligations', of the 2018 ISDA CDM Equity Confirmation, Para 4.2 'Dividend Returns': The Type Of Swap Election shall be 'Total Return', unless otherwise specified (as alternative 'Price Return') in the Transaction Supplement.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends EquitySwapMasterConfirmation2018>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
EquitySwapMasterConfirmation2018.EquitySwapMasterConfirmation2018Builder
toBuilder()
java.lang.String
toString()
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Method Detail
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getEquityCalculationPeriod
public final CalculationPeriodDates getEquityCalculationPeriod()
The parameters used to generate the 'Equity Valuation Dates' schedule, including the Effective Date and Termination Date for the Swap.
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getEquityCashSettlementDates
public final PaymentDates getEquityCashSettlementDates()
The parameters used to generate the payment date schedule, relative to the equityCalculationPeriod. Part 1 Section 12, 'Definitions', of the 2018 ISDA CDM Equity Confirmation. Para 73: 'Equity Cash Settlement Date' means each date falling one Settlement Cycle after an Equity Valuation Date; provided that if any such date is not a Settlement Currency Business Day, then such date shall be adjusted per Following Day Adjustment.
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getLinearInterpolationElection
public final InterpolationMethodEnum getLinearInterpolationElection()
Part 1 Section 3, 'Floating Obligations', of the 2018 ISDA CDM Equity Confirmation. Para 3.3, 'Linear Interpolation': If the initial Calculation Period is not equal to the Designated Maturity, then the Linear Interpolation Election shall be as specified in the Relationship Supplement, unless otherwise specified in the Transaction Supplement.
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getPricingMethodElection
public final PriceReturnTerms getPricingMethodElection()
Part 1 Section 5, 'Pricing', of the 2018 ISDA CDM Equity Confirmation, Para 5.1, 'Determining Prices': Each price in relation to a Pricing Date shall be determined pursuant to the specified Pricing Method. The relevant price specified under the column header 'Price' for a corresponding Pricing Date specified under the column header 'Pricing Date' shall be determined using the corresponding method specified under the column header 'Pricing Method'. Pricing Method for the final Equity Valuation Date shall be specified by the Final EVD Pricing Election and Pricing Method for any other Equity Valaution Date shall be 'Securities Close Pricing (Official)'
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getSettlementTerms
public final SettlementTerms getSettlementTerms()
Part 1 Section 8, 'Settlement', of the 2018 ISDA CDM Equity Confirmation for Security Equity Swap. All Settlements are in Cash.
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getTypeOfSwapElection
public final ReturnTypeEnum getTypeOfSwapElection()
Part 1 Section 4, 'Dividend Obligations', of the 2018 ISDA CDM Equity Confirmation, Para 4.2 'Dividend Returns': The Type Of Swap Election shall be 'Total Return', unless otherwise specified (as alternative 'Price Return') in the Transaction Supplement.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends EquitySwapMasterConfirmation2018> metaData()
- Overrides:
metaData
in classEquityMasterConfirmation
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toBuilder
public EquitySwapMasterConfirmation2018.EquitySwapMasterConfirmation2018Builder toBuilder()
- Specified by:
toBuilder
in classEquityMasterConfirmation
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builder
public static EquitySwapMasterConfirmation2018.EquitySwapMasterConfirmation2018Builder builder()
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process
public void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
- Overrides:
process
in classEquityMasterConfirmation
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equals
public boolean equals(java.lang.Object o)
- Overrides:
equals
in classEquityMasterConfirmation
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hashCode
public int hashCode()
- Overrides:
hashCode
in classEquityMasterConfirmation
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toString
public java.lang.String toString()
- Overrides:
toString
in classEquityMasterConfirmation
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