Package org.isda.cdm
Class CreditSupportObligationsVariationMargin
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.CreditSupportObligationsVariationMargin
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@RosettaClass public class CreditSupportObligationsVariationMargin extends com.rosetta.model.lib.RosettaModelObject
A class to specify the Credit Support Obligations applicable to the Variation Margin Credit Support Annex and which are common among the English, Japanese and New York governing laws. ISDA 2016 Credit Support Annex for Variation Margin, paragraph 13, (c): Credit Support Obligations.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
CreditSupportObligationsVariationMargin.CreditSupportObligationsVariationMarginBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static CreditSupportObligationsVariationMargin.CreditSupportObligationsVariationMarginBuilder
builder()
boolean
equals(java.lang.Object o)
EligibleCollateralVariationMargin
getEligibleCollateral()
The eligible collateral elections by the parties to the Credit Support Annex for Variation Margin.java.math.BigDecimal
getFxHaircut()
The FX haircut percentage that applies to each party (as the pledgor/chargor/obligor) and item of Eligible Collateral unless this item is denominated in a Major Currency or in the Base Currency.IneligibleCreditSupport
getIneligibleCreditSupport()
The parties to which the provisions of Paragraph 11(g) of the ISDA 2016 Credit Support Annex for Variation Margin will apply to.java.util.List<FieldWithMetaString>
getMajorCurrency()
The set of currencies that are specified as Major Currency for the purpose of applying the FX Haircut Percentage.MinimumTransferAmount
getMinimumTransferAmount()
The net amount of exposure reached before collateral has to be posted or returned.CollateralRounding
getRounding()
The rounding methodology applicable to the Delivery Amount and the Return Amount in terms of nearest integral multiple of Base Currency units.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends CreditSupportObligationsVariationMargin>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
CreditSupportObligationsVariationMargin.CreditSupportObligationsVariationMarginBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getEligibleCollateral
public final EligibleCollateralVariationMargin getEligibleCollateral()
The eligible collateral elections by the parties to the Credit Support Annex for Variation Margin. ISDA 2016 Credit Support Annex for Variation Margin, paragraph 13, (c)(ii): Eligible Collateral (VM).
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getFxHaircut
public final java.math.BigDecimal getFxHaircut()
The FX haircut percentage that applies to each party (as the pledgor/chargor/obligor) and item of Eligible Collateral unless this item is denominated in a Major Currency or in the Base Currency. ISDA 2016 Credit Support Annex for Variation Margin, paragraph 13, (c)(v)(B): FX Haircut Percentage.
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getIneligibleCreditSupport
public final IneligibleCreditSupport getIneligibleCreditSupport()
The parties to which the provisions of Paragraph 11(g) of the ISDA 2016 Credit Support Annex for Variation Margin will apply to. ISDA 2016 Credit Support Annex for Variation Margin, paragraph 13, (c)(iii): Legally Ineligible Credit Support (VM).
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getMajorCurrency
public final java.util.List<FieldWithMetaString> getMajorCurrency()
The set of currencies that are specified as Major Currency for the purpose of applying the FX Haircut Percentage. ISDA 2016 Credit Support Annex for Variation Margin, paragraph 13, (c)(v)(B): FX Haircut Percentage.
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getMinimumTransferAmount
public final MinimumTransferAmount getMinimumTransferAmount()
The net amount of exposure reached before collateral has to be posted or returned. ISDA 2016 New York Law Credit Support Annex for Variation Margin, paragraph 13, (c)(vii)(A): Minimum Transfer Amount.
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getRounding
public final CollateralRounding getRounding()
The rounding methodology applicable to the Delivery Amount and the Return Amount in terms of nearest integral multiple of Base Currency units. ISDA 2016 New York Law Credit Support Annex for Variation Margin, paragraph 13, (c)(vii)(B): Rounding.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends CreditSupportObligationsVariationMargin> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public CreditSupportObligationsVariationMargin.CreditSupportObligationsVariationMarginBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static CreditSupportObligationsVariationMargin.CreditSupportObligationsVariationMarginBuilder 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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