Package org.isda.cdm

Class CsaInitialMargin2016

    • Method Detail

      • getCalculationDateLocation

        @RosettaSynonym(value="calculation_date_location",
                        source="ISDA_Create_1_0")
        public final CalculationDateLocation getCalculationDateLocation()
        The specified location where the credit exposure will be calculated by the respective parties. ISDA 2016 English Law Credit Support Deed for Initial Margin, paragraph 13, General Principles, (d)(i): Calculation Date Location. | ISDA 2016 Japanese Law Credit Support Annex for Initial Margin, paragraph 13, General Principles, (e)(i): Calculation Date Location. | ISDA 2016 New York Law Credit Support Annex for Initial Margin, paragraph 13, General Principles, (d)(i): Calculation Date Location.
      • getCreditSupportObligations

        public final CreditSupportObligationsInitialMargin getCreditSupportObligations()
        The Credit Support Obligations applicable to the Initial Margin Credit Support Annex and which are common among the English, Japanese and New York governing laws. This excludes the Other Eligible Support election (which only applies to the Japanese Law and New York Law agreements) and the Transfer Timing election (which only applies to the English Law and the New York Law agreements). ISDA 2016 English Law Credit Support Deed for Initial Margin, paragraph 13, General Principles, (c): Credit Support Obligations. | ISDA 2016 Japanese Law Credit Support Annex for Initial Margin, paragraph 13, General Principles, (c): Credit Support Obligations. | ISDA 2016 New York Law Credit Support Annex for Initial Margin, paragraph 13, General Principles, (c): Credit Support Obligations.
      • getFxHaircutCurrency

        @RosettaSynonym(value="fx_haircut_percentage",
                        source="ISDA_Create_1_0")
        public final FxHaircutCurrency getFxHaircutCurrency()
        The reference currency for the purpose of specifying the FX Haircut relating to a posting obligation, as being either the Termination Currency or an FX Designated Currency.
      • getIdentifiedCrossCurrencySwap

        @RosettaSynonym(value="",
                        source="ISDA_Create_1_0")
        public final java.lang.Boolean getIdentifiedCrossCurrencySwap()
        The qualification of whether cross-currency swaps need to be identified in the Confirmation so that the obligations to exchange principal be disregarded for the purpose of determining the Delivery Amount or Return Amount. ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (gg)(1).
      • getMethod

        public final Method getMethod()
        The specification of the ISDA SIMM Method for all Covered Transactions with respect to all Regimes. ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (ee).
      • getNotificationTime

        @RosettaSynonym(value="notification_time",
                        source="ISDA_Create_1_0")
        public final NotificationTime getNotificationTime()
        The time by which a demand for the Transfer of Eligible Credit Support (IM) or Posted Credit Support (IM) needs to be made in order for the transfer to take place in accordance with the Transfer Timing provisions. ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (d)(iii).
      • getOneWayProvisions

        @RosettaSynonym(value="one_way_provisions",
                        source="ISDA_Create_1_0")
        public final OneWayProvisions getOneWayProvisions()
        The determination of whether the One Way Provisions are applicable (true) or not applicable (false) as specified by ISDA 2016 CSA for Initial Margin, Paragraph 13, (aa).
      • getRegime

        public final Regime getRegime()
        The Regime Table provision as specified by the ISDA 2016 CSA for Initial Margin, Paragraph 13 General Principles, which determines the regulatory regime(s) applicable to each of the parties to the CSA in their capacity as Secured Party (English Law & New York Law) or Obligee (Japanese Law), with one set of values per counterparty. As specified in the CSA, the applicability of a regime shall not be construed as a representation, admission or acknowledgement that either party is actually regulated under such regime.
      • getSensitivityToCommodity

        @RosettaSynonym(value="sensitivities_to_commodity_indices",
                        source="ISDA_Create_1_0")
        public final SensitivityMethodology getSensitivityToCommodity()
        The methodology to compute sensitivities to commodity indices for the purpose of the ISDA 2016 and 2018 CSA for Initial Margin. ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles (gg)(2)(B).
      • getSensitivityToEquity

        @RosettaSynonym(value="sensitivities_to_equity_indices_funds_etfs",
                        source="ISDA_Create_1_0")
        public final SensitivityMethodology getSensitivityToEquity()
        The methodology to compute sensitivities to equity indices, funds and ETFs for the purpose of the ISDA 2016 and 2018 CSA for Initial Margin. ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles (gg)(2)(A).
      • getTerminationCurrency

        @RosettaSynonym(value="amendment_to_termination_currency",
                        source="ISDA_Create_1_0")
        public final TerminationCurrencyAmendment getTerminationCurrency()
        The Amendment to Termination Currency elections by the parties to the agreement. ISDA 2016 English Law Credit Support Deed for Initial Margin, paragraph 13, General Principles, (v): Amendment to Termination Currency. | ISDA 2016 Japanese Law Credit Support Annex for Initial Margin, paragraph 13, General Principles, (t): Amendment to Termination Currency. | ISDA 2016 New York Law Credit Support Annex for Initial Margin, paragraph 13, General Principles, (t): Amendment to Termination Currency.
      • 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