Package org.isda.cdm

Class CreditDefaultPayout

  • 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
    • Method Detail

      • 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.
      • 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.
      • getMeta

        public final MetaFields getMeta()
        Specified by:
        getMeta in interface com.rosetta.model.lib.GlobalKey
      • 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.
      • 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.
      • 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.
      • metaData

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