Package org.isda.cdm
Class CsaInitialMargin2016
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.Csa2016
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- org.isda.cdm.CsaInitialMargin2016
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- Direct Known Subclasses:
CsaInitialMargin2016JapaneseLaw
,CsaInitialMargin2016NewYorkLaw
,CsdInitialMargin2016EnglishLaw
@RosettaClass public abstract class CsaInitialMargin2016 extends Csa2016
An abstract class to specify the provisions for the 2016 ISDA Credit Support Annex for Initial Margin that are common among governing laws.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
CsaInitialMargin2016.CsaInitialMargin2016Builder
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Nested classes/interfaces inherited from class org.isda.cdm.Csa2016
Csa2016.Csa2016Builder
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Method Summary
All Methods Instance Methods Abstract Methods Concrete Methods Modifier and Type Method Description boolean
equals(java.lang.Object o)
CalculationDateLocation
getCalculationDateLocation()
The specified location where the credit exposure will be calculated by the respective parties.CreditSupportObligationsInitialMargin
getCreditSupportObligations()
The Credit Support Obligations applicable to the Initial Margin Credit Support Annex and which are common among the English, Japanese and New York governing laws.FxHaircutCurrency
getFxHaircutCurrency()
The reference currency for the purpose of specifying the FX Haircut relating to a posting obligation, as being either the Termination Currency or an FX Designated Currency.java.lang.Boolean
getIdentifiedCrossCurrencySwap()
The qualification of whether cross-currency swaps need to be identified in the Confirmation so that the obligations to exchange principal be disregarded for the purpose of determining the Delivery Amount or Return Amount.Method
getMethod()
The specification of the ISDA SIMM Method for all Covered Transactions with respect to all Regimes.NotificationTime
getNotificationTime()
The time by which a demand for the Transfer of Eligible Credit Support (IM) or Posted Credit Support (IM) needs to be made in order for the transfer to take place in accordance with the Transfer Timing provisions.OneWayProvisions
getOneWayProvisions()
The determination of whether the One Way Provisions are applicable (true) or not applicable (false) as specified by ISDA 2016 CSA for Initial Margin, Paragraph 13, (aa).Regime
getRegime()
The Regime Table provision as specified by the ISDA 2016 CSA for Initial Margin, Paragraph 13 General Principles, which determines the regulatory regime(s) applicable to each of the parties to the CSA in their capacity as Secured Party (English Law & New York Law) or Obligee (Japanese Law), with one set of values per counterparty.SensitivityMethodology
getSensitivityToCommodity()
The methodology to compute sensitivities to commodity indices for the purpose of the ISDA 2016 and 2018 CSA for Initial Margin.SensitivityMethodology
getSensitivityToEquity()
The methodology to compute sensitivities to equity indices, funds and ETFs for the purpose of the ISDA 2016 and 2018 CSA for Initial Margin.TerminationCurrencyAmendment
getTerminationCurrency()
The Amendment to Termination Currency elections by the parties to the agreement.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends CsaInitialMargin2016>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
abstract CsaInitialMargin2016.CsaInitialMargin2016Builder
toBuilder()
java.lang.String
toString()
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Methods inherited from class org.isda.cdm.Csa2016
getAdditionalObligations, getAdditionalRepresentation, getAddressesForTransfer, getBaseCurrency, getBespokeProvision, getConditionsPrecedent, getDemandsAndNotices, getDisputeResolution, getSubstitution
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Method Detail
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getCalculationDateLocation
@RosettaSynonym(value="calculation_date_location", source="ISDA_Create_1_0") public final CalculationDateLocation getCalculationDateLocation()
The specified location where the credit exposure will be calculated by the respective parties. ISDA 2016 English Law Credit Support Deed for Initial Margin, paragraph 13, General Principles, (d)(i): Calculation Date Location. | ISDA 2016 Japanese Law Credit Support Annex for Initial Margin, paragraph 13, General Principles, (e)(i): Calculation Date Location. | ISDA 2016 New York Law Credit Support Annex for Initial Margin, paragraph 13, General Principles, (d)(i): Calculation Date Location.
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getCreditSupportObligations
public final CreditSupportObligationsInitialMargin getCreditSupportObligations()
The Credit Support Obligations applicable to the Initial Margin Credit Support Annex and which are common among the English, Japanese and New York governing laws. This excludes the Other Eligible Support election (which only applies to the Japanese Law and New York Law agreements) and the Transfer Timing election (which only applies to the English Law and the New York Law agreements). ISDA 2016 English Law Credit Support Deed for Initial Margin, paragraph 13, General Principles, (c): Credit Support Obligations. | ISDA 2016 Japanese Law Credit Support Annex for Initial Margin, paragraph 13, General Principles, (c): Credit Support Obligations. | ISDA 2016 New York Law Credit Support Annex for Initial Margin, paragraph 13, General Principles, (c): Credit Support Obligations.
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getFxHaircutCurrency
@RosettaSynonym(value="fx_haircut_percentage", source="ISDA_Create_1_0") public final FxHaircutCurrency getFxHaircutCurrency()
The reference currency for the purpose of specifying the FX Haircut relating to a posting obligation, as being either the Termination Currency or an FX Designated Currency.
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getIdentifiedCrossCurrencySwap
@RosettaSynonym(value="", source="ISDA_Create_1_0") public final java.lang.Boolean getIdentifiedCrossCurrencySwap()
The qualification of whether cross-currency swaps need to be identified in the Confirmation so that the obligations to exchange principal be disregarded for the purpose of determining the Delivery Amount or Return Amount. ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (gg)(1).
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getMethod
public final Method getMethod()
The specification of the ISDA SIMM Method for all Covered Transactions with respect to all Regimes. ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (ee).
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getNotificationTime
@RosettaSynonym(value="notification_time", source="ISDA_Create_1_0") public final NotificationTime getNotificationTime()
The time by which a demand for the Transfer of Eligible Credit Support (IM) or Posted Credit Support (IM) needs to be made in order for the transfer to take place in accordance with the Transfer Timing provisions. ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (d)(iii).
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getOneWayProvisions
@RosettaSynonym(value="one_way_provisions", source="ISDA_Create_1_0") public final OneWayProvisions getOneWayProvisions()
The determination of whether the One Way Provisions are applicable (true) or not applicable (false) as specified by ISDA 2016 CSA for Initial Margin, Paragraph 13, (aa).
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getRegime
public final Regime getRegime()
The Regime Table provision as specified by the ISDA 2016 CSA for Initial Margin, Paragraph 13 General Principles, which determines the regulatory regime(s) applicable to each of the parties to the CSA in their capacity as Secured Party (English Law & New York Law) or Obligee (Japanese Law), with one set of values per counterparty. As specified in the CSA, the applicability of a regime shall not be construed as a representation, admission or acknowledgement that either party is actually regulated under such regime.
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getSensitivityToCommodity
@RosettaSynonym(value="sensitivities_to_commodity_indices", source="ISDA_Create_1_0") public final SensitivityMethodology getSensitivityToCommodity()
The methodology to compute sensitivities to commodity indices for the purpose of the ISDA 2016 and 2018 CSA for Initial Margin. ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles (gg)(2)(B).
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getSensitivityToEquity
@RosettaSynonym(value="sensitivities_to_equity_indices_funds_etfs", source="ISDA_Create_1_0") public final SensitivityMethodology getSensitivityToEquity()
The methodology to compute sensitivities to equity indices, funds and ETFs for the purpose of the ISDA 2016 and 2018 CSA for Initial Margin. ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles (gg)(2)(A).
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getTerminationCurrency
@RosettaSynonym(value="amendment_to_termination_currency", source="ISDA_Create_1_0") public final TerminationCurrencyAmendment getTerminationCurrency()
The Amendment to Termination Currency elections by the parties to the agreement. ISDA 2016 English Law Credit Support Deed for Initial Margin, paragraph 13, General Principles, (v): Amendment to Termination Currency. | ISDA 2016 Japanese Law Credit Support Annex for Initial Margin, paragraph 13, General Principles, (t): Amendment to Termination Currency. | ISDA 2016 New York Law Credit Support Annex for Initial Margin, paragraph 13, General Principles, (t): Amendment to Termination Currency.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends CsaInitialMargin2016> metaData()
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toBuilder
public abstract CsaInitialMargin2016.CsaInitialMargin2016Builder toBuilder()
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process
public void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
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