Package org.isda.cdm
Class CreditDefaultPayout
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.CreditDefaultPayout
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- All Implemented Interfaces:
com.rosetta.model.lib.GlobalKey
@RosettaClass public class CreditDefaultPayout extends com.rosetta.model.lib.RosettaModelObject implements com.rosetta.model.lib.GlobalKey
The credit default payout specification 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. The associated rosettaKey denotes the ability to associate a hash value to the CreditDefaultPayout instantiations for the purpose of model cross-referencing, in support of functionality such as the event effect and the lineage.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
CreditDefaultPayout.CreditDefaultPayoutBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static CreditDefaultPayout.CreditDefaultPayoutBuilder
builder()
boolean
equals(java.lang.Object o)
java.util.List<CashSettlementTerms>
getCashSettlementTerms()
Specifies the terms applicable to the cash settlement of a credit event.GeneralTerms
getGeneralTerms()
The specification of the non-monetary terms for the Credit Derivative Transaction, including the buyer and seller and selected items from the ISDA 2014 Credit Definition article II, such as the reference obligation and related terms.MetaFields
getMeta()
java.util.List<PhysicalSettlementTerms>
getPhysicalSettlementTerms()
Specifies the terms applicable to the physical settlement of a credit event.java.util.List<ProtectionTerms>
getProtectionTerms()
Specifies the terms for calculating a payout to protect the buyer of the swap in the case of a qualified credit event.TransactedPrice
getTransactedPrice()
The qualification of the price at which the contract has been transacted, in terms of market fixed rate, initial points, market price and/or quotation style.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends CreditDefaultPayout>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
CreditDefaultPayout.CreditDefaultPayoutBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getCashSettlementTerms
@RosettaSynonym(value="cashSettlementTerms",source="FpML_5_10",path="trade.creditDefaultSwap") @RosettaSynonym(value="cashSettlementTerms",source="CME_SubmissionIRS_1_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="cashSettlementTerms",source="DTCC_11_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="cashSettlementTerms",source="DTCC_9_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="cashSettlementTerms",source="CME_ClearedConfirm_1_17",path="trade.creditDefaultSwap") @RosettaSynonym(value="cashSettlementTerms",source="FpML_5_10",path="creditDefaultSwap") @RosettaSynonym(value="cashSettlementTerms",source="CME_SubmissionIRS_1_0",path="creditDefaultSwap") @RosettaSynonym(value="cashSettlementTerms",source="DTCC_11_0",path="creditDefaultSwap") @RosettaSynonym(value="cashSettlementTerms",source="DTCC_9_0",path="creditDefaultSwap") @RosettaSynonym(value="cashSettlementTerms",source="CME_ClearedConfirm_1_17",path="creditDefaultSwap") @RosettaSynonym(value="cashSettlementTerms",source="FpML_5_10") @RosettaSynonym(value="cashSettlementTerms",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="cashSettlementTerms",source="DTCC_11_0") @RosettaSynonym(value="cashSettlementTerms",source="DTCC_9_0") @RosettaSynonym(value="cashSettlementTerms",source="CME_ClearedConfirm_1_17") public final java.util.List<CashSettlementTerms> getCashSettlementTerms()
Specifies the terms applicable to the cash settlement of a credit event.
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getGeneralTerms
@RosettaSynonym(value="generalTerms",source="FpML_5_10",path="trade.creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="CME_SubmissionIRS_1_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="DTCC_11_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="DTCC_9_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="CME_ClearedConfirm_1_17",path="trade.creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="FpML_5_10",path="creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="CME_SubmissionIRS_1_0",path="creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="DTCC_11_0",path="creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="DTCC_9_0",path="creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="CME_ClearedConfirm_1_17",path="creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="FpML_5_10") @RosettaSynonym(value="generalTerms",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="generalTerms",source="DTCC_11_0") @RosettaSynonym(value="generalTerms",source="DTCC_9_0") @RosettaSynonym(value="generalTerms",source="CME_ClearedConfirm_1_17") public final GeneralTerms getGeneralTerms()
The specification of the non-monetary terms for the Credit Derivative Transaction, including the buyer and seller and selected items from the ISDA 2014 Credit Definition article II, such as the reference obligation and related terms.
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getMeta
public final MetaFields getMeta()
- Specified by:
getMeta
in interfacecom.rosetta.model.lib.GlobalKey
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getPhysicalSettlementTerms
@RosettaSynonym(value="physicalSettlementTerms",source="FpML_5_10",path="trade.creditDefaultSwap") @RosettaSynonym(value="physicalSettlementTerms",source="CME_SubmissionIRS_1_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="physicalSettlementTerms",source="DTCC_11_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="physicalSettlementTerms",source="DTCC_9_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="physicalSettlementTerms",source="CME_ClearedConfirm_1_17",path="trade.creditDefaultSwap") @RosettaSynonym(value="physicalSettlementTerms",source="FpML_5_10",path="creditDefaultSwap") @RosettaSynonym(value="physicalSettlementTerms",source="CME_SubmissionIRS_1_0",path="creditDefaultSwap") @RosettaSynonym(value="physicalSettlementTerms",source="DTCC_11_0",path="creditDefaultSwap") @RosettaSynonym(value="physicalSettlementTerms",source="DTCC_9_0",path="creditDefaultSwap") @RosettaSynonym(value="physicalSettlementTerms",source="CME_ClearedConfirm_1_17",path="creditDefaultSwap") @RosettaSynonym(value="physicalSettlementTerms",source="FpML_5_10") @RosettaSynonym(value="physicalSettlementTerms",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="physicalSettlementTerms",source="DTCC_11_0") @RosettaSynonym(value="physicalSettlementTerms",source="DTCC_9_0") @RosettaSynonym(value="physicalSettlementTerms",source="CME_ClearedConfirm_1_17") public final java.util.List<PhysicalSettlementTerms> getPhysicalSettlementTerms()
Specifies the terms applicable to the physical settlement of a credit event.
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getProtectionTerms
@RosettaSynonym(value="protectionTerms",source="FpML_5_10",path="trade.creditDefaultSwap") @RosettaSynonym(value="protectionTerms",source="CME_SubmissionIRS_1_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="protectionTerms",source="DTCC_11_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="protectionTerms",source="DTCC_9_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="protectionTerms",source="CME_ClearedConfirm_1_17",path="trade.creditDefaultSwap") @RosettaSynonym(value="protectionTerms",source="FpML_5_10",path="creditDefaultSwap") @RosettaSynonym(value="protectionTerms",source="CME_SubmissionIRS_1_0",path="creditDefaultSwap") @RosettaSynonym(value="protectionTerms",source="DTCC_11_0",path="creditDefaultSwap") @RosettaSynonym(value="protectionTerms",source="DTCC_9_0",path="creditDefaultSwap") @RosettaSynonym(value="protectionTerms",source="CME_ClearedConfirm_1_17",path="creditDefaultSwap") @RosettaSynonym(value="protectionTerms",source="FpML_5_10") @RosettaSynonym(value="protectionTerms",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="protectionTerms",source="DTCC_11_0") @RosettaSynonym(value="protectionTerms",source="DTCC_9_0") @RosettaSynonym(value="protectionTerms",source="CME_ClearedConfirm_1_17") public final java.util.List<ProtectionTerms> getProtectionTerms()
Specifies the terms for calculating a payout to protect the buyer of the swap in the case of a qualified credit event. These terms include the notional amount, the applicable credit events, the reference obligation, and in the case of a CDS on mortgage-backed securities, the floatingAmountEvents.
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getTransactedPrice
public final TransactedPrice getTransactedPrice()
The qualification of the price at which the contract has been transacted, in terms of market fixed rate, initial points, market price and/or quotation style. In FpML, those attributes are positioned as part of the fee leg.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends CreditDefaultPayout> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public CreditDefaultPayout.CreditDefaultPayoutBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static CreditDefaultPayout.CreditDefaultPayoutBuilder 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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