Package org.isda.cdm

Class CreditSupportObligationsInitialMargin


  • @RosettaClass
    public class CreditSupportObligationsInitialMargin
    extends com.rosetta.model.lib.RosettaModelObject
    A class to specify 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, (d): Credit Support Obligations. | ISDA 2016 New York Law Credit Support Annex for Initial Margin, paragraph 13, General Principles, (c): Credit Support Obligations.
    Version:
    2.5.4
    • Method Detail

      • getMinimumTransferAmount

        @RosettaSynonym(value="minimum_transfer_amount",
                        source="ISDA_Create_1_0")
        public final MinimumTransferAmount getMinimumTransferAmount()
        The net amount of exposure reached before collateral has to be posted or returned. ISDA 2016 English Law Credit Support Deed for Initial Margin, paragraph 13, General Principles, (c)(vi)(B): Minimum Transfer Amount. | ISDA 2016 Japanese Law Credit Support Annex for Initial Margin, paragraph 13, General Principles, (d)(vi)(B): Minimum Transfer Amount. | ISDA 2016 New York Law Credit Support Annex for Initial Margin, paragraph 13, General Principles, (c)(vi)(B): Minimum Transfer Amount.
      • getRounding

        @RosettaSynonym(value="rounding",
                        source="ISDA_Create_1_0")
        public final CollateralRounding getRounding()
        The rounding methodology applicable to the Delivery Amount and the Return Amount in terms of nearest integral multiple of Base Currency units. ISDA 2016 English Law Credit Support Deed for Initial Margin, paragraph 13, General Principles, (c)(vi)(C): Rounding. | ISDA 2016 Japanese Law Credit Support Annex for Initial Margin, paragraph 13, General Principles, (d)(vi)(C): Rounding. | ISDA 2016 New York Law Credit Support Annex for Initial Margin, paragraph 13, General Principles, (c)(vi)(C): Rounding.
      • getThreshold

        @RosettaSynonym(value="threshold",
                        source="ISDA_Create_1_0")
        public final Threshold getThreshold()
        The amount of net exposure that a party is willing to bear in relation to the other party before it requires asking for collateral. ISDA 2016 English Law Credit Support Deed for Initial Margin, paragraph 13, General Principles, (c)(vi)(A): Threshold. | ISDA 2016 Japanese Law Credit Support Annex for Initial Margin, paragraph 13, General Principles, (d)(vi)(A): Threshold. | ISDA 2016 New York Law Credit Support Annex for Initial Margin, paragraph 13, General Principles, (c)(vi)(A): Threshold.
      • metaData

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