Package org.isda.cdm

Class EquitySwapMasterConfirmation2018


  • @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
    • Method Detail

      • 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.
      • 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.
      • 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.
      • 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)'
      • 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.
      • 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.
      • process

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