Package org.isda.cdm

Class CreditSupportObligationsVariationMargin


  • @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
    • Method Detail

      • 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).
      • 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.
      • 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).
      • 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.
      • 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.
      • 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.
      • metaData

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