Package org.isda.cdm
Class Tranche
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.Tranche
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@RosettaClass @RosettaSynonym(value="Tranche", source="FpML_5_10") public class Tranche extends com.rosetta.model.lib.RosettaModelObject
The class to represent a CDS Tranche.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
Tranche.TrancheBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static Tranche.TrancheBuilder
builder()
boolean
equals(java.lang.Object o)
java.math.BigDecimal
getAttachmentPoint()
Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal.java.math.BigDecimal
getExhaustionPoint()
Upper bound percentage of the loss that the Tranche can endure, expressed as a decimal.java.lang.Boolean
getIncurredRecoveryApplicable()
Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends Tranche>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
Tranche.TrancheBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getAttachmentPoint
@RosettaSynonym(value="attachmentPoint",source="FpML_5_10") @RosettaSynonym(value="attachmentPoint",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="attachmentPoint",source="DTCC_11_0") @RosettaSynonym(value="attachmentPoint",source="DTCC_9_0") @RosettaSynonym(value="attachmentPoint",source="CME_ClearedConfirm_1_17") public final java.math.BigDecimal getAttachmentPoint()
Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal. An attachment point of 5% would be represented as 0.05. The difference between Attachment and Exhaustion points is called the width of the Tranche.
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getExhaustionPoint
@RosettaSynonym(value="exhaustionPoint",source="FpML_5_10") @RosettaSynonym(value="exhaustionPoint",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="exhaustionPoint",source="DTCC_11_0") @RosettaSynonym(value="exhaustionPoint",source="DTCC_9_0") @RosettaSynonym(value="exhaustionPoint",source="CME_ClearedConfirm_1_17") public final java.math.BigDecimal getExhaustionPoint()
Upper bound percentage of the loss that the Tranche can endure, expressed as a decimal. An exhaustion point of 5% would be represented as 0.05. The difference between Attachment and Exhaustion points is call the width of the Tranche.
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getIncurredRecoveryApplicable
@RosettaSynonym(value="incurredRecoveryApplicable",source="FpML_5_10") @RosettaSynonym(value="incurredRecoveryApplicable",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="incurredRecoveryApplicable",source="DTCC_11_0") @RosettaSynonym(value="incurredRecoveryApplicable",source="DTCC_9_0") @RosettaSynonym(value="incurredRecoveryApplicable",source="CME_ClearedConfirm_1_17") public final java.lang.Boolean getIncurredRecoveryApplicable()
Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends Tranche> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public Tranche.TrancheBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static Tranche.TrancheBuilder 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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