Package org.isda.cdm
Class InitialMargin
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.InitialMargin
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@RosettaClass public class InitialMargin extends com.rosetta.model.lib.RosettaModelObject
Defines initial margin applied to a repo transaction. Initial margin is an agreed premium to the Purchase Price of a repo to determine the required Market Value of the collateral to be delivered on the Purchase Date. It reflects quality of the collateral. Its aim is to calculate the risk-adjusted or liquidation value of collateral.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
InitialMargin.InitialMarginBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static InitialMargin.InitialMarginBuilder
builder()
boolean
equals(java.lang.Object o)
java.util.List<InitialMarginCalculation>
getMargin()
Initial margin calculation for a collateral asset.Money
getMarginThreshold()
An element defining a margin threshold which is the Net Exposure of a trade below which parties agree they will not call a margin from each other.MarginTypeEnum
getMarginType()
An element defining the type of assets (cash or securities) specified to apply as margin to the repo transaction.Money
getMinimumTransferAmount()
An element defining a minimum transfer amount which is the minimum margin call parties will make once the margin threshold (or margin ratio threshold / haircut threshold) has been exceeded.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends InitialMargin>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
InitialMargin.InitialMarginBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getMargin
@RosettaSynonym(value="margin", source="FpML_5_10") public final java.util.List<InitialMarginCalculation> getMargin()
Initial margin calculation for a collateral asset. Initial margin requirements may be specified for multiple pieces of collateral.
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getMarginThreshold
@RosettaSynonym(value="marginThreshold", source="FpML_5_10") public final Money getMarginThreshold()
An element defining a margin threshold which is the Net Exposure of a trade below which parties agree they will not call a margin from each other.
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getMarginType
@RosettaSynonym(value="marginType", source="FpML_5_10") public final MarginTypeEnum getMarginType()
An element defining the type of assets (cash or securities) specified to apply as margin to the repo transaction. See GMRA 2011 paragraph 2(h) for 'Cash Margin' and GMRA 2011 paragraph 2(cc) for 'Margin Securities'.
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getMinimumTransferAmount
@RosettaSynonym(value="minimumTransferAmount", source="FpML_5_10") public final Money getMinimumTransferAmount()
An element defining a minimum transfer amount which is the minimum margin call parties will make once the margin threshold (or margin ratio threshold / haircut threshold) has been exceeded.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends InitialMargin> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public InitialMargin.InitialMarginBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static InitialMargin.InitialMarginBuilder 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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