Package org.isda.cdm
Class ProtectionTerms
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.ProtectionTerms
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- All Implemented Interfaces:
com.rosetta.model.lib.GlobalKey
@RosettaClass @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 class ProtectionTerms extends com.rosetta.model.lib.RosettaModelObject implements com.rosetta.model.lib.GlobalKey
A class to specify 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.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
ProtectionTerms.ProtectionTermsBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static ProtectionTerms.ProtectionTermsBuilder
builder()
boolean
equals(java.lang.Object o)
CreditEvents
getCreditEvents()
Specifies the applicable Credit Events that would trigger a settlement, as specified in the related Confirmation and defined in the ISDA 2014 Credit Definition article IV section 4.1.FloatingAmountEvents
getFloatingAmountEvents()
This element contains the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement.MetaFields
getMeta()
Money
getNotionalAmount()
The notional amount of protection coverage.Obligations
getObligations()
The underlying obligations of the reference entity on which you are buying or selling protection.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends ProtectionTerms>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
ProtectionTerms.ProtectionTermsBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getCreditEvents
@RosettaSynonym(value="creditEvents",source="FpML_5_10") @RosettaSynonym(value="creditEvents",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="creditEvents",source="DTCC_11_0") @RosettaSynonym(value="creditEvents",source="DTCC_9_0") @RosettaSynonym(value="creditEvents",source="CME_ClearedConfirm_1_17") public final CreditEvents getCreditEvents()
Specifies the applicable Credit Events that would trigger a settlement, as specified in the related Confirmation and defined in the ISDA 2014 Credit Definition article IV section 4.1.
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getFloatingAmountEvents
@RosettaSynonym(value="floatingAmountEvents",source="FpML_5_10") @RosettaSynonym(value="floatingAmountEvents",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="floatingAmountEvents",source="DTCC_11_0") @RosettaSynonym(value="floatingAmountEvents",source="DTCC_9_0") @RosettaSynonym(value="floatingAmountEvents",source="CME_ClearedConfirm_1_17") public final FloatingAmountEvents getFloatingAmountEvents()
This element contains the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement.
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getMeta
public final MetaFields getMeta()
- Specified by:
getMeta
in interfacecom.rosetta.model.lib.GlobalKey
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getNotionalAmount
@RosettaSynonym(value="calculationAmount",source="FpML_5_10") @RosettaSynonym(value="calculationAmount",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="calculationAmount",source="DTCC_11_0") @RosettaSynonym(value="calculationAmount",source="DTCC_9_0") @RosettaSynonym(value="calculationAmount",source="CME_ClearedConfirm_1_17") public final Money getNotionalAmount()
The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount.
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getObligations
@RosettaSynonym(value="obligations",source="FpML_5_10") @RosettaSynonym(value="obligations",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="obligations",source="DTCC_11_0") @RosettaSynonym(value="obligations",source="DTCC_9_0") @RosettaSynonym(value="obligations",source="CME_ClearedConfirm_1_17") public final Obligations getObligations()
The underlying obligations of the reference entity on which you are buying or selling protection. The credit events Failure to Pay, Obligation Acceleration, Obligation Default, Restructuring, Repudiation/Moratorium are defined with respect to these obligations.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends ProtectionTerms> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public ProtectionTerms.ProtectionTermsBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static ProtectionTerms.ProtectionTermsBuilder 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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