Package org.isda.cdm

Class Tranche


  • @RosettaClass
    @RosettaSynonym(value="Tranche",
                    source="FpML_5_10")
    public class Tranche
    extends com.rosetta.model.lib.RosettaModelObject
    The class to represent a CDS Tranche.
    Version:
    2.5.4
    • Nested Class Summary

      Nested Classes 
      Modifier and Type Class Description
      static class  Tranche.TrancheBuilder  
    • Method Summary

      All Methods Static Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      static Tranche.TrancheBuilder builder()  
      boolean equals​(java.lang.Object o)  
      java.math.BigDecimal getAttachmentPoint()
      Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal.
      java.math.BigDecimal getExhaustionPoint()
      Upper bound percentage of the loss that the Tranche can endure, expressed as a decimal.
      java.lang.Boolean getIncurredRecoveryApplicable()
      Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time.
      int hashCode()  
      com.rosetta.model.lib.meta.RosettaMetaData<? extends Tranche> metaData()  
      void process​(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)  
      Tranche.TrancheBuilder toBuilder()  
      java.lang.String toString()  
      • Methods inherited from class com.rosetta.model.lib.RosettaModelObject

        optionalStream, processRosetta, processRosetta
      • Methods inherited from class java.lang.Object

        clone, finalize, getClass, notify, notifyAll, wait, wait, wait
    • Method Detail

      • getAttachmentPoint

        @RosettaSynonym(value="attachmentPoint",source="FpML_5_10") @RosettaSynonym(value="attachmentPoint",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="attachmentPoint",source="DTCC_11_0") @RosettaSynonym(value="attachmentPoint",source="DTCC_9_0") @RosettaSynonym(value="attachmentPoint",source="CME_ClearedConfirm_1_17")
        public final java.math.BigDecimal getAttachmentPoint()
        Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal. An attachment point of 5% would be represented as 0.05. The difference between Attachment and Exhaustion points is called the width of the Tranche.
      • getExhaustionPoint

        @RosettaSynonym(value="exhaustionPoint",source="FpML_5_10") @RosettaSynonym(value="exhaustionPoint",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="exhaustionPoint",source="DTCC_11_0") @RosettaSynonym(value="exhaustionPoint",source="DTCC_9_0") @RosettaSynonym(value="exhaustionPoint",source="CME_ClearedConfirm_1_17")
        public final java.math.BigDecimal getExhaustionPoint()
        Upper bound percentage of the loss that the Tranche can endure, expressed as a decimal. An exhaustion point of 5% would be represented as 0.05. The difference between Attachment and Exhaustion points is call the width of the Tranche.
      • getIncurredRecoveryApplicable

        @RosettaSynonym(value="incurredRecoveryApplicable",source="FpML_5_10") @RosettaSynonym(value="incurredRecoveryApplicable",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="incurredRecoveryApplicable",source="DTCC_11_0") @RosettaSynonym(value="incurredRecoveryApplicable",source="DTCC_9_0") @RosettaSynonym(value="incurredRecoveryApplicable",source="CME_ClearedConfirm_1_17")
        public final java.lang.Boolean getIncurredRecoveryApplicable()
        Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time.
      • metaData

        public com.rosetta.model.lib.meta.RosettaMetaData<? extends Tranche> metaData()
        Specified by:
        metaData in class com.rosetta.model.lib.RosettaModelObject
      • toBuilder

        public Tranche.TrancheBuilder toBuilder()
        Specified by:
        toBuilder 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