Package org.isda.cdm

Class Collateral


  • @RosettaClass
    @RosettaSynonym(value="Collateral",
                    source="FpML_5_10")
    public class Collateral
    extends com.rosetta.model.lib.RosettaModelObject
    A type for defining the obligations of the counterparty subject to credit support requirements.
    Version:
    2.5.4
    • Method Detail

      • getIndependentAmount

        @RosettaSynonym(value="independentAmount",source="FpML_5_10") @RosettaSynonym(value="independentAmount",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="independentAmount",source="DTCC_11_0") @RosettaSynonym(value="independentAmount",source="DTCC_9_0") @RosettaSynonym(value="independentAmount",source="CME_ClearedConfirm_1_17")
        public final IndependentAmount getIndependentAmount()
        Independent Amount is an amount that usually less creditworthy counterparties are asked to provide. It can either be a fixed amount or a percentage of the Transaction's value. The Independent Amount can be: (i) transferred before any trading between the parties occurs (as a deposit at a third party's account or with the counterparty) or (ii) callable after trading has occurred (typically because a downgrade has occurred). In situation (i), the Independent Amount is not included in the calculation of Exposure, but in situation (ii), it is included in the calculation of Exposure. Thus, for situation (ii), the Independent Amount may be transferred along with any collateral call. Independent Amount is a defined term in the ISDA Credit Support Annex. ('with respect to a party, the amount specified as such for that party in Paragraph 13; if no amount is specified, zero').
      • metaData

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