Package org.isda.cdm

Class CsaVariationMargin2016

  • Direct Known Subclasses:
    CsaVariationMargin2016NewYorkLaw

    @RosettaClass
    public abstract class CsaVariationMargin2016
    extends Csa2016
    An abstract class to specify the provisions for the 2016 ISDA Credit Support Annex for Variation Margin that are common among governing laws.
    Version:
    2.5.4
    • Method Detail

      • getCreditSupportObligations

        public final CreditSupportObligationsVariationMargin getCreditSupportObligations()
        The Credit Support Obligations applicable to the Variation Margin Credit Support Annex. ISDA 2016 Credit Support Annex for Variation Margin, paragraph 13, (c): Credit Support Obligations.
      • getCreditSupportOffsets

        public final java.lang.Boolean getCreditSupportOffsets()
        When True the Credit Support Offsets provisions in Paragraph 11(j) of the ISDA 2016 Credit Support Annex for Variation Margin apply. They don't apply when False. ISDA 2016 Credit Support Annex for Variation Margin, paragraph 13, (j): Credit Support Offsets.
      • getHoldingAndUsingPostedCollateral

        public final HoldingAndUsingPostedCollateral getHoldingAndUsingPostedCollateral()
        The elections for the holding and using of posted collateral by the respective parties to the Credit Support Annex for Variation Margin. ISDA 2016 Credit Support Annex for Variation Margin, paragraph 13, (h): Holding and Using Posted Collateral (VM).
      • getNotificationTime

        public final java.lang.Integer getNotificationTime()
        The extend of time by which a demand for the Transfer of Eligible Credit Support (VM) or Posted Credit Support (VM) needs to be made after the relevant Valuation Time in order for the transfer to take place. This time is expressed in a number of minutes. ISDA 2016 Credit Support Annex for Variation Margin, paragraph 13, (d)(iv): Notification Time.
      • getOtherCsa

        public final RelatedAgreement getOtherCsa()
        The qualification of whether Other CSA are specified by the parties to the agreement. ISDA 2016 Credit Support Annex for Variation Margin, paragraph 13, (o): Other CSA.
      • getValuationAgent

        public final ReferenceWithMetaParty getValuationAgent()
        The Valuation Agent as specified by the parties to the agreement. ISDA 2016 Credit Support Annex for Variation Margin, paragraph 13, (d)(i): Valuation Agent.
      • getValuationDateLocation

        public final CalculationDateLocation getValuationDateLocation()
        The business location elected by the respective parties to the agreement as the Valuation Date Location. ISDA 2016 Credit Support Annex for Variation Margin, paragraph 13, (d)(ii): Valuation Date Location.
      • getValuationTime

        public final java.util.List<BusinessCenterTime> getValuationTime()
        ISDA 2016 Credit Support Annex for Variation Margin, paragraph 13, (d)(iii): Valuation Time.
      • process

        public void process​(com.rosetta.model.lib.path.RosettaPath path,
                            com.rosetta.model.lib.process.Processor processor)
        Overrides:
        process in class Csa2016
      • equals

        public boolean equals​(java.lang.Object o)
        Overrides:
        equals in class Csa2016
      • toString

        public java.lang.String toString()
        Overrides:
        toString in class Csa2016