Package org.isda.cdm

Class EconomicTerms

  • All Implemented Interfaces:
    com.rosetta.model.lib.RosettaKeyValue

    @RosettaClass
    public class EconomicTerms
    extends com.rosetta.model.lib.RosettaModelObject
    implements com.rosetta.model.lib.RosettaKeyValue
    This class represents the full set of price-forming features associated with a contractual product: the payout component, the notional/quantity, the effective and termination date and the date adjustment provisions when applying uniformily across the payout components. This class also includes the legal provisions which have valuation implications: cancelable provision, extendible provision, early termination provision and extraordinary events specification. A rosettaKeyValue is associated to the contractual product economic terms for the purpose of supporting hash-based reconciliations thanks to the fact that its computation doesn't include meta data, such as identifiers, references, schemes and other rosettaKey artefacts. The rosettaKeyValue default implementation is available as part of the generated code as org.isda.cdm.rosettakey.RosettaKeyValueHashFunction.
    Version:
    2.5.4
    • Method Detail

      • getCancelableProvision

        @RosettaSynonym(value="cancelableProvision",source="FpML_5_10",path="trade.swap") @RosettaSynonym(value="cancelableProvision",source="CME_SubmissionIRS_1_0",path="trade.swap") @RosettaSynonym(value="cancelableProvision",source="DTCC_11_0",path="trade.swap") @RosettaSynonym(value="cancelableProvision",source="DTCC_9_0",path="trade.swap") @RosettaSynonym(value="cancelableProvision",source="CME_ClearedConfirm_1_17",path="trade.swap")
        public final CancelableProvision getCancelableProvision()
        A provision that allows the specification of an embedded option within a swap giving the buyer of the option the right to terminate the swap, in whole or in part, on the early termination date.
      • getDateAdjustments

        @RosettaSynonym(value="dateAdjustments",source="FpML_5_10",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="dateAdjustments",source="FpML_5_10",path="generalTerms") @RosettaSynonym(value="dateAdjustments",source="CME_SubmissionIRS_1_0",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="dateAdjustments",source="CME_SubmissionIRS_1_0",path="generalTerms") @RosettaSynonym(value="dateAdjustments",source="DTCC_11_0",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="dateAdjustments",source="DTCC_11_0",path="generalTerms") @RosettaSynonym(value="dateAdjustments",source="DTCC_9_0",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="dateAdjustments",source="DTCC_9_0",path="generalTerms") @RosettaSynonym(value="dateAdjustments",source="CME_ClearedConfirm_1_17",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="dateAdjustments",source="CME_ClearedConfirm_1_17",path="generalTerms")
        public final BusinessDayAdjustments getDateAdjustments()
        The business day adjustment convention when it applies across all the payout components. This specification of the business day convention and financial business centers is used for adjusting any calculation period date if it would otherwise fall on a day that is not a business day in the specified business center.
      • getEarlyTerminationProvision

        @RosettaSynonym(value="earlyTerminationProvision",source="FpML_5_10",path="trade.swap") @RosettaSynonym(value="earlyTerminationProvision",source="FpML_5_10",path="trade.capFloor") @RosettaSynonym(value="earlyTerminationProvision",source="CME_SubmissionIRS_1_0",path="trade.swap") @RosettaSynonym(value="earlyTerminationProvision",source="CME_SubmissionIRS_1_0",path="trade.capFloor") @RosettaSynonym(value="earlyTerminationProvision",source="DTCC_11_0",path="trade.swap") @RosettaSynonym(value="earlyTerminationProvision",source="DTCC_11_0",path="trade.capFloor") @RosettaSynonym(value="earlyTerminationProvision",source="DTCC_9_0",path="trade.swap") @RosettaSynonym(value="earlyTerminationProvision",source="DTCC_9_0",path="trade.capFloor") @RosettaSynonym(value="earlyTerminationProvision",source="CME_ClearedConfirm_1_17",path="trade.swap") @RosettaSynonym(value="earlyTerminationProvision",source="CME_ClearedConfirm_1_17",path="trade.capFloor")
        public final EarlyTerminationProvision getEarlyTerminationProvision()
        Parameters specifying provisions relating to the optional and mandatory early termination of a swap transaction.
      • getEffectiveDate

        @RosettaSynonym(value="effectiveDate",source="FpML_5_10",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="effectiveDate",source="FpML_5_10",path="generalTerms") @RosettaSynonym(value="effectiveDate",source="CME_SubmissionIRS_1_0",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="effectiveDate",source="CME_SubmissionIRS_1_0",path="generalTerms") @RosettaSynonym(value="effectiveDate",source="DTCC_11_0",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="effectiveDate",source="DTCC_11_0",path="generalTerms") @RosettaSynonym(value="effectiveDate",source="DTCC_9_0",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="effectiveDate",source="DTCC_9_0",path="generalTerms") @RosettaSynonym(value="effectiveDate",source="CME_ClearedConfirm_1_17",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="effectiveDate",source="CME_ClearedConfirm_1_17",path="generalTerms") @RosettaSynonym(value="effectiveDate",source="Rosetta_Workbench",path="creditDefaultSwap.generalTerms") @RosettaSynonym(value="effectiveDate",source="Rosetta_Workbench",path="creditDefaultSwapOption.creditDefaultSwap.generalTerms")
        public final AdjustableOrRelativeDate getEffectiveDate()
        The first day of the terms of the trade. This day may be subject to adjustment in accordance with a business day convention.
      • getExtendibleProvision

        @RosettaSynonym(value="extendibleProvision",source="FpML_5_10",path="trade.swap") @RosettaSynonym(value="extendibleProvision",source="CME_SubmissionIRS_1_0",path="trade.swap") @RosettaSynonym(value="extendibleProvision",source="DTCC_11_0",path="trade.swap") @RosettaSynonym(value="extendibleProvision",source="DTCC_9_0",path="trade.swap") @RosettaSynonym(value="extendibleProvision",source="CME_ClearedConfirm_1_17",path="trade.swap")
        public final ExtendibleProvision getExtendibleProvision()
        A provision that allows the specification of an embedded option with a swap giving the buyer of the option the right to extend the swap, in whole or in part, to the extended termination date.
      • getExtraordinaryEvents

        @RosettaSynonym(value="extraordinaryEvents",
                        source="FpML_5_10",
                        path="trade.returnSwap")
        public final ExtraordinaryEvents getExtraordinaryEvents()
        2018 ISDA CDM Equity Confirmation for Security Equity Swap: Extraordinary Events.
      • getPayout

        public final Payout getPayout()
        The payout specifies the future cashflow computation methodology which characterizes a financial product.
      • getRosettaKeyValue

        public final java.lang.String getRosettaKeyValue()
        Specified by:
        getRosettaKeyValue in interface com.rosetta.model.lib.RosettaKeyValue
      • getTerminationDate

        @RosettaSynonym(value="scheduledTerminationDate",source="FpML_5_10",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="scheduledTerminationDate",source="FpML_5_10",path="generalTerms") @RosettaSynonym(value="scheduledTerminationDate",source="CME_SubmissionIRS_1_0",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="scheduledTerminationDate",source="CME_SubmissionIRS_1_0",path="generalTerms") @RosettaSynonym(value="scheduledTerminationDate",source="DTCC_11_0",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="scheduledTerminationDate",source="DTCC_11_0",path="generalTerms") @RosettaSynonym(value="scheduledTerminationDate",source="DTCC_9_0",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="scheduledTerminationDate",source="DTCC_9_0",path="generalTerms") @RosettaSynonym(value="scheduledTerminationDate",source="CME_ClearedConfirm_1_17",path="trade.creditDefaultSwap.generalTerms") @RosettaSynonym(value="scheduledTerminationDate",source="CME_ClearedConfirm_1_17",path="generalTerms") @RosettaSynonym(value="scheduledTerminationDate",source="Rosetta_Workbench",path="creditDefaultSwap.generalTerms") @RosettaSynonym(value="scheduledTerminationDate",source="Rosetta_Workbench",path="creditDefaultSwapOption.creditDefaultSwap.generalTerms")
        public final AdjustableOrRelativeDate getTerminationDate()
        The last day of the terms of the trade. This date may be subject to adjustments in accordance with the business day convention. It can also be specified in relation to another scheduled date (e.g. the last payment date).
      • metaData

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