Package org.isda.cdm
Class EligibleCollateral
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.EligibleCollateral
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@RosettaClass @RosettaSynonym(value="EligibleCollateral", source="FpML_5_10") public class EligibleCollateral extends com.rosetta.model.lib.RosettaModelObject
The collateral eligibility as a function of the types of asset, the maturity and rating terms.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
EligibleCollateral.EligibleCollateralBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static EligibleCollateral.EligibleCollateralBuilder
builder()
boolean
equals(java.lang.Object o)
CollateralAssetDefinitionsEnum
getEligibleAsset()
The eligible asset is specified by reference to the ISDA 2003 Collateral Assets Definitions.Period
getHigherMaturity()
The (optional) higher maturity band of the eligible collateral assets.Period
getLowerMaturity()
The (optional) lower maturity band of the eligible collateral assets.CreditNotations
getMinimumRating()
The (optional) minimal rating terms that can be specified as part of the eligible collateral.java.math.BigDecimal
getValuationPercentage()
Specifies the haircut associated to the collateral asset, expressed as a value comprised between 0 and 1.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends EligibleCollateral>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
EligibleCollateral.EligibleCollateralBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getEligibleAsset
@RosettaSynonym(value="eligibleAsset",source="FpML_5_10") @RosettaSynonym(value="items",source="ISDA_Create_1_0",path="partyA_eligible_currencies") @RosettaSynonym(value="items",source="ISDA_Create_1_0",path="partyB_eligible_currencies") public final CollateralAssetDefinitionsEnum getEligibleAsset()
The eligible asset is specified by reference to the ISDA 2003 Collateral Assets Definitions.
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getHigherMaturity
@RosettaSynonym(value="higherMaturity", source="FpML_5_10") public final Period getHigherMaturity()
The (optional) higher maturity band of the eligible collateral assets.
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getLowerMaturity
@RosettaSynonym(value="lowerMaturity", source="FpML_5_10") public final Period getLowerMaturity()
The (optional) lower maturity band of the eligible collateral assets.
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getMinimumRating
@RosettaSynonym(value="minimumRating", source="FpML_5_10") public final CreditNotations getMinimumRating()
The (optional) minimal rating terms that can be specified as part of the eligible collateral.
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getValuationPercentage
@RosettaSynonym(value="valuationPercentage",source="FpML_5_10") @RosettaSynonym(value="valuation_percentage",source="ISDA_Create_1_0",path="partyA_eligible_currencies") @RosettaSynonym(value="valuation_percentage",source="ISDA_Create_1_0",path="partyB_eligible_currencies") public final java.math.BigDecimal getValuationPercentage()
Specifies the haircut associated to the collateral asset, expressed as a value comprised between 0 and 1. A value of 0.9 means that 90% of the value of the applicable asset is considered as collateral. Absence of this element implies that the valuation percentage is 1, i.e. 100%.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends EligibleCollateral> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public EligibleCollateral.EligibleCollateralBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static EligibleCollateral.EligibleCollateralBuilder 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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