Package org.isda.cdm

Class Payout


  • @RosettaClass
    public class Payout
    extends com.rosetta.model.lib.RosettaModelObject
    A class to represent the set of future cashflow methodologies in the form of specific payout class(es) that can be associated for the purpose of specifying a financial product. For example, two interest rate payouts can be combined to specify an interest rate swap, or one interest rate payout can be combined with a credit default payout to specify a credit default swap.
    Version:
    2.5.4
    • Method Detail

      • getCashflow

        @RosettaSynonym(value="additionalPayment",source="FpML_5_10",path="trade.swap") @RosettaSynonym(value="additionalPayment",source="CME_SubmissionIRS_1_0",path="trade.swap") @RosettaSynonym(value="additionalPayment",source="DTCC_11_0",path="trade.swap") @RosettaSynonym(value="additionalPayment",source="DTCC_9_0",path="trade.swap") @RosettaSynonym(value="additionalPayment",source="CME_ClearedConfirm_1_17",path="trade.swap") @RosettaSynonym(value="additionalPayment",source="FpML_5_10",path="swap") @RosettaSynonym(value="additionalPayment",source="CME_SubmissionIRS_1_0",path="swap") @RosettaSynonym(value="additionalPayment",source="DTCC_11_0",path="swap") @RosettaSynonym(value="additionalPayment",source="DTCC_9_0",path="swap") @RosettaSynonym(value="additionalPayment",source="CME_ClearedConfirm_1_17",path="swap") @RosettaSynonym(value="additionalPayment",source="FpML_5_10") @RosettaSynonym(value="additionalPayment",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="additionalPayment",source="DTCC_11_0") @RosettaSynonym(value="additionalPayment",source="DTCC_9_0") @RosettaSynonym(value="additionalPayment",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="initialPayment",source="FpML_5_10",path="trade.creditDefaultSwap.feeLeg") @RosettaSynonym(value="initialPayment",source="CME_SubmissionIRS_1_0",path="trade.creditDefaultSwap.feeLeg") @RosettaSynonym(value="initialPayment",source="DTCC_11_0",path="trade.creditDefaultSwap.feeLeg") @RosettaSynonym(value="initialPayment",source="DTCC_9_0",path="trade.creditDefaultSwap.feeLeg") @RosettaSynonym(value="initialPayment",source="CME_ClearedConfirm_1_17",path="trade.creditDefaultSwap.feeLeg") @RosettaSynonym(value="initialPayment",source="FpML_5_10",path="creditDefaultSwap.feeLeg") @RosettaSynonym(value="initialPayment",source="CME_SubmissionIRS_1_0",path="creditDefaultSwap.feeLeg") @RosettaSynonym(value="initialPayment",source="DTCC_11_0",path="creditDefaultSwap.feeLeg") @RosettaSynonym(value="initialPayment",source="DTCC_9_0",path="creditDefaultSwap.feeLeg") @RosettaSynonym(value="initialPayment",source="CME_ClearedConfirm_1_17",path="creditDefaultSwap.feeLeg") @RosettaSynonym(value="singlePayment",source="FpML_5_10",path="trade.creditDefaultSwap.feeLeg") @RosettaSynonym(value="singlePayment",source="CME_SubmissionIRS_1_0",path="trade.creditDefaultSwap.feeLeg") @RosettaSynonym(value="singlePayment",source="DTCC_11_0",path="trade.creditDefaultSwap.feeLeg") @RosettaSynonym(value="singlePayment",source="DTCC_9_0",path="trade.creditDefaultSwap.feeLeg") @RosettaSynonym(value="singlePayment",source="CME_ClearedConfirm_1_17",path="trade.creditDefaultSwap.feeLeg") @RosettaSynonym(value="singlePayment",source="FpML_5_10",path="creditDefaultSwap.feeLeg") @RosettaSynonym(value="singlePayment",source="CME_SubmissionIRS_1_0",path="creditDefaultSwap.feeLeg") @RosettaSynonym(value="singlePayment",source="DTCC_11_0",path="creditDefaultSwap.feeLeg") @RosettaSynonym(value="singlePayment",source="DTCC_9_0",path="creditDefaultSwap.feeLeg") @RosettaSynonym(value="singlePayment",source="CME_ClearedConfirm_1_17",path="creditDefaultSwap.feeLeg") @RosettaSynonym(value="singlePayment",source="FpML_5_10") @RosettaSynonym(value="singlePayment",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="singlePayment",source="DTCC_11_0") @RosettaSynonym(value="singlePayment",source="DTCC_9_0") @RosettaSynonym(value="singlePayment",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="",source="FpML_5_10") @RosettaSynonym(value="",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="",source="DTCC_11_0") @RosettaSynonym(value="",source="DTCC_9_0") @RosettaSynonym(value="",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="",source="FpML_5_10") @RosettaSynonym(value="",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="",source="DTCC_11_0") @RosettaSynonym(value="",source="DTCC_9_0") @RosettaSynonym(value="",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="premium",source="FpML_5_10",path="trade.swaption") @RosettaSynonym(value="premium",source="CME_SubmissionIRS_1_0",path="trade.swaption") @RosettaSynonym(value="premium",source="DTCC_11_0",path="trade.swaption") @RosettaSynonym(value="premium",source="DTCC_9_0",path="trade.swaption") @RosettaSynonym(value="premium",source="CME_ClearedConfirm_1_17",path="trade.swaption") @RosettaSynonym(value="premium",source="FpML_5_10",path="swaption") @RosettaSynonym(value="premium",source="CME_SubmissionIRS_1_0",path="swaption") @RosettaSynonym(value="premium",source="DTCC_11_0",path="swaption") @RosettaSynonym(value="premium",source="DTCC_9_0",path="swaption") @RosettaSynonym(value="premium",source="CME_ClearedConfirm_1_17",path="swaption") @RosettaSynonym(value="premium",source="FpML_5_10",path="trade.creditDefaultSwapOption") @RosettaSynonym(value="premium",source="CME_SubmissionIRS_1_0",path="trade.creditDefaultSwapOption") @RosettaSynonym(value="premium",source="DTCC_11_0",path="trade.creditDefaultSwapOption") @RosettaSynonym(value="premium",source="DTCC_9_0",path="trade.creditDefaultSwapOption") @RosettaSynonym(value="premium",source="CME_ClearedConfirm_1_17",path="trade.creditDefaultSwapOption") @RosettaSynonym(value="premium",source="FpML_5_10",path="creditDefaultSwapOption") @RosettaSynonym(value="premium",source="CME_SubmissionIRS_1_0",path="creditDefaultSwapOption") @RosettaSynonym(value="premium",source="DTCC_11_0",path="creditDefaultSwapOption") @RosettaSynonym(value="premium",source="DTCC_9_0",path="creditDefaultSwapOption") @RosettaSynonym(value="premium",source="CME_ClearedConfirm_1_17",path="creditDefaultSwapOption") @RosettaSynonym(value="premium",source="FpML_5_10",path="trade.bondOption") @RosettaSynonym(value="premium",source="CME_SubmissionIRS_1_0",path="trade.bondOption") @RosettaSynonym(value="premium",source="DTCC_11_0",path="trade.bondOption") @RosettaSynonym(value="premium",source="DTCC_9_0",path="trade.bondOption") @RosettaSynonym(value="premium",source="CME_ClearedConfirm_1_17",path="trade.bondOption") @RosettaSynonym(value="premium",source="FpML_5_10",path="bondOption") @RosettaSynonym(value="premium",source="CME_SubmissionIRS_1_0",path="bondOption") @RosettaSynonym(value="premium",source="DTCC_11_0",path="bondOption") @RosettaSynonym(value="premium",source="DTCC_9_0",path="bondOption") @RosettaSynonym(value="premium",source="CME_ClearedConfirm_1_17",path="bondOption") @RosettaSynonym(value="premium",source="FpML_5_10",path="trade.capFloor") @RosettaSynonym(value="additionalPayment",source="FpML_5_10",path="trade.capFloor") @RosettaSynonym(value="premium",source="CME_SubmissionIRS_1_0",path="trade.capFloor") @RosettaSynonym(value="additionalPayment",source="CME_SubmissionIRS_1_0",path="trade.capFloor") @RosettaSynonym(value="premium",source="DTCC_11_0",path="trade.capFloor") @RosettaSynonym(value="additionalPayment",source="DTCC_11_0",path="trade.capFloor") @RosettaSynonym(value="premium",source="DTCC_9_0",path="trade.capFloor") @RosettaSynonym(value="additionalPayment",source="DTCC_9_0",path="trade.capFloor") @RosettaSynonym(value="premium",source="CME_ClearedConfirm_1_17",path="trade.capFloor") @RosettaSynonym(value="additionalPayment",source="CME_ClearedConfirm_1_17",path="trade.capFloor") @RosettaSynonym(value="otherPartyPayment",source="FpML_5_10",path="trade") @RosettaSynonym(value="otherPartyPayment",source="CME_SubmissionIRS_1_0",path="trade") @RosettaSynonym(value="otherPartyPayment",source="DTCC_11_0",path="trade") @RosettaSynonym(value="otherPartyPayment",source="DTCC_9_0",path="trade") @RosettaSynonym(value="otherPartyPayment",source="CME_ClearedConfirm_1_17",path="trade") @RosettaSynonym(value="otherPartyPayment",source="FpML_5_10") @RosettaSynonym(value="otherPartyPayment",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="otherPartyPayment",source="DTCC_11_0") @RosettaSynonym(value="otherPartyPayment",source="DTCC_9_0") @RosettaSynonym(value="otherPartyPayment",source="CME_ClearedConfirm_1_17")
        public final java.util.List<Cashflow> getCashflow()
        A cashflow between the parties to the trade. For interest rate and equity products, this corresponds to the FpML additionalPayment element. For credit default swaps, this corresponds to the FpML initialPayment element and the singlePayment element of the fee leg. For option products, it represents the FpML premium element.
      • getCreditDefaultPayout

        public final CreditDefaultPayout getCreditDefaultPayout()
        The credit default payout, which provides the details necessary for determining when a credit payout will be triggered as well as the parameters for calculating the payout and the settlement terms.
      • getEquityPayout

        @RosettaSynonym(value="returnLeg",source="FpML_5_10",path="trade.returnSwap") @RosettaSynonym(value="returnLeg",source="FpML_5_10",path="trade.equitySwapTransactionSupplement") @RosettaSynonym(value="ignore",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ignore",source="DTCC_11_0") @RosettaSynonym(value="ignore",source="DTCC_9_0")
        public final java.util.List<EquityPayout> getEquityPayout()
        The equity payout, which encompasses the equity price returns, dividend returns, volatility and variance return provisions.
      • getForwardPayout

        @RosettaSynonym(value="fxSingleLeg",source="FpML_5_10",path="trade") @RosettaSynonym(value="fxSingleLeg",source="FpML_5_10") @RosettaSynonym(value="ignore",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ignore",source="DTCC_11_0") @RosettaSynonym(value="ignore",source="DTCC_9_0")
        public final java.util.List<ForwardPayout> getForwardPayout()
      • getInterestRatePayout

        @RosettaSynonym(value="swapStream",source="FpML_5_10",path="trade.swap") @RosettaSynonym(value="swapStream",source="CME_SubmissionIRS_1_0",path="trade.swap") @RosettaSynonym(value="swapStream",source="DTCC_11_0",path="trade.swap") @RosettaSynonym(value="swapStream",source="DTCC_9_0",path="trade.swap") @RosettaSynonym(value="swapStream",source="CME_ClearedConfirm_1_17",path="trade.swap") @RosettaSynonym(value="swapStream",source="FpML_5_10",path="swap") @RosettaSynonym(value="swapStream",source="CME_SubmissionIRS_1_0",path="swap") @RosettaSynonym(value="swapStream",source="DTCC_11_0",path="swap") @RosettaSynonym(value="swapStream",source="DTCC_9_0",path="swap") @RosettaSynonym(value="swapStream",source="CME_ClearedConfirm_1_17",path="swap") @RosettaSynonym(value="swapStream",source="FpML_5_10") @RosettaSynonym(value="swapStream",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="swapStream",source="DTCC_11_0") @RosettaSynonym(value="swapStream",source="DTCC_9_0") @RosettaSynonym(value="swapStream",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="generalTerms",source="FpML_5_10",path="trade.creditDefaultSwap") @RosettaSynonym(value="feeLeg",source="FpML_5_10",path="trade.creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="CME_SubmissionIRS_1_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="feeLeg",source="CME_SubmissionIRS_1_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="DTCC_11_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="feeLeg",source="DTCC_11_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="DTCC_9_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="feeLeg",source="DTCC_9_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="CME_ClearedConfirm_1_17",path="trade.creditDefaultSwap") @RosettaSynonym(value="feeLeg",source="CME_ClearedConfirm_1_17",path="trade.creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="FpML_5_10",path="creditDefaultSwap") @RosettaSynonym(value="feeLeg",source="FpML_5_10",path="creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="CME_SubmissionIRS_1_0",path="creditDefaultSwap") @RosettaSynonym(value="feeLeg",source="CME_SubmissionIRS_1_0",path="creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="DTCC_11_0",path="creditDefaultSwap") @RosettaSynonym(value="feeLeg",source="DTCC_11_0",path="creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="DTCC_9_0",path="creditDefaultSwap") @RosettaSynonym(value="feeLeg",source="DTCC_9_0",path="creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="CME_ClearedConfirm_1_17",path="creditDefaultSwap") @RosettaSynonym(value="feeLeg",source="CME_ClearedConfirm_1_17",path="creditDefaultSwap") @RosettaSynonym(value="feeLeg,generalTerms",source="FpML_5_10") @RosettaSynonym(value="feeLeg,generalTerms",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="feeLeg,generalTerms",source="DTCC_11_0") @RosettaSynonym(value="feeLeg,generalTerms",source="DTCC_9_0") @RosettaSynonym(value="feeLeg,generalTerms",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="capFloorStream",source="FpML_5_10",path="trade.capFloor") @RosettaSynonym(value="capFloorStream",source="CME_SubmissionIRS_1_0",path="trade.capFloor") @RosettaSynonym(value="capFloorStream",source="DTCC_11_0",path="trade.capFloor") @RosettaSynonym(value="capFloorStream",source="DTCC_9_0",path="trade.capFloor") @RosettaSynonym(value="capFloorStream",source="CME_ClearedConfirm_1_17",path="trade.capFloor") @RosettaSynonym(value="fra",source="FpML_5_10",path="trade") @RosettaSynonym(value="fra",source="DTCC_11_0",path="trade") @RosettaSynonym(value="fra",source="DTCC_9_0",path="trade") @RosettaSynonym(value="fra",source="CME_ClearedConfirm_1_17",path="trade") @RosettaSynonym(value="fra",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="interestLeg",source="FpML_5_10",path="trade.returnSwap") @RosettaSynonym(value="interestLeg",source="FpML_5_10",path="trade.equitySwapTransactionSupplement") @RosettaSynonym(value="interestLeg",source="CME_SubmissionIRS_1_0",path="trade.returnSwap") @RosettaSynonym(value="interestLeg",source="CME_SubmissionIRS_1_0",path="trade.equitySwapTransactionSupplement") @RosettaSynonym(value="interestLeg",source="DTCC_11_0",path="trade.returnSwap") @RosettaSynonym(value="interestLeg",source="DTCC_11_0",path="trade.equitySwapTransactionSupplement") @RosettaSynonym(value="interestLeg",source="DTCC_9_0",path="trade.returnSwap") @RosettaSynonym(value="interestLeg",source="DTCC_9_0",path="trade.equitySwapTransactionSupplement") @RosettaSynonym(value="interestLeg",source="CME_ClearedConfirm_1_17",path="trade.returnSwap") @RosettaSynonym(value="interestLeg",source="CME_ClearedConfirm_1_17",path="trade.equitySwapTransactionSupplement") @RosettaSynonym(value="repo",source="FpML_5_10",path="trade") @RosettaSynonym(value="repo",source="FpML_5_10")
        public final java.util.List<InterestRatePayout> getInterestRatePayout()
        All of the terms necessary to define and calculate a cash flow based on a fixed, a floating or an inflation index rate. The interest rate payout can be applied to interest rate swaps and FRA (which both have two associated interest rate payouts), credit default swaps (to represent the fee leg when subject to periodic payments) and equity swaps (to represent the funding leg).
      • getOptionPayout

        @RosettaSynonym(value="swaption",source="FpML_5_10",path="trade") @RosettaSynonym(value="swaption",source="CME_SubmissionIRS_1_0",path="trade") @RosettaSynonym(value="swaption",source="DTCC_11_0",path="trade") @RosettaSynonym(value="swaption",source="DTCC_9_0",path="trade") @RosettaSynonym(value="swaption",source="CME_ClearedConfirm_1_17",path="trade") @RosettaSynonym(value="swaption",source="FpML_5_10") @RosettaSynonym(value="swaption",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="swaption",source="DTCC_11_0") @RosettaSynonym(value="swaption",source="DTCC_9_0") @RosettaSynonym(value="swaption",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="creditDefaultSwapOption",source="FpML_5_10",path="trade") @RosettaSynonym(value="creditDefaultSwapOption",source="CME_SubmissionIRS_1_0",path="trade") @RosettaSynonym(value="creditDefaultSwapOption",source="DTCC_11_0",path="trade") @RosettaSynonym(value="creditDefaultSwapOption",source="DTCC_9_0",path="trade") @RosettaSynonym(value="creditDefaultSwapOption",source="CME_ClearedConfirm_1_17",path="trade") @RosettaSynonym(value="creditDefaultSwapOption",source="FpML_5_10") @RosettaSynonym(value="creditDefaultSwapOption",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="creditDefaultSwapOption",source="DTCC_11_0") @RosettaSynonym(value="creditDefaultSwapOption",source="DTCC_9_0") @RosettaSynonym(value="creditDefaultSwapOption",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="bondOption",source="FpML_5_10",path="trade") @RosettaSynonym(value="bondOption",source="CME_SubmissionIRS_1_0",path="trade") @RosettaSynonym(value="bondOption",source="DTCC_11_0",path="trade") @RosettaSynonym(value="bondOption",source="DTCC_9_0",path="trade") @RosettaSynonym(value="bondOption",source="CME_ClearedConfirm_1_17",path="trade") @RosettaSynonym(value="bondOption",source="FpML_5_10") @RosettaSynonym(value="bondOption",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="bondOption",source="DTCC_11_0") @RosettaSynonym(value="bondOption",source="DTCC_9_0") @RosettaSynonym(value="bondOption",source="CME_ClearedConfirm_1_17")
        public final java.util.List<OptionPayout> getOptionPayout()
        The option payout.
      • getSecurityPayout

        @RosettaSynonym(value="repo",source="FpML_5_10",path="trade") @RosettaSynonym(value="repo",source="FpML_5_10")
        public final java.util.List<SecurityPayout> getSecurityPayout()
        The security payout when the product involves some form of securities, such as collateral in a securities financing transaction
      • metaData

        public com.rosetta.model.lib.meta.RosettaMetaData<? extends Payout> metaData()
        Specified by:
        metaData in class com.rosetta.model.lib.RosettaModelObject
      • toBuilder

        public Payout.PayoutBuilder toBuilder()
        Specified by:
        toBuilder 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