Package org.isda.cdm
Class Payout
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.Payout
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@RosettaClass public class Payout extends com.rosetta.model.lib.RosettaModelObject
A class to represent the set of future cashflow methodologies in the form of specific payout class(es) that can be associated for the purpose of specifying a financial product. For example, two interest rate payouts can be combined to specify an interest rate swap, or one interest rate payout can be combined with a credit default payout to specify a credit default swap.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
Payout.PayoutBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static Payout.PayoutBuilder
builder()
boolean
equals(java.lang.Object o)
java.util.List<Cashflow>
getCashflow()
A cashflow between the parties to the trade.CreditDefaultPayout
getCreditDefaultPayout()
The credit default payout, which 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.java.util.List<EquityPayout>
getEquityPayout()
The equity payout, which encompasses the equity price returns, dividend returns, volatility and variance return provisions.java.util.List<ForwardPayout>
getForwardPayout()
java.util.List<InterestRatePayout>
getInterestRatePayout()
All of the terms necessary to define and calculate a cash flow based on a fixed, a floating or an inflation index rate.java.util.List<OptionPayout>
getOptionPayout()
The option payout.java.util.List<SecurityPayout>
getSecurityPayout()
The security payout when the product involves some form of securities, such as collateral in a securities financing transactionint
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends Payout>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
Payout.PayoutBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getCashflow
@RosettaSynonym(value="additionalPayment",source="FpML_5_10",path="trade.swap") @RosettaSynonym(value="additionalPayment",source="CME_SubmissionIRS_1_0",path="trade.swap") @RosettaSynonym(value="additionalPayment",source="DTCC_11_0",path="trade.swap") @RosettaSynonym(value="additionalPayment",source="DTCC_9_0",path="trade.swap") @RosettaSynonym(value="additionalPayment",source="CME_ClearedConfirm_1_17",path="trade.swap") @RosettaSynonym(value="additionalPayment",source="FpML_5_10",path="swap") @RosettaSynonym(value="additionalPayment",source="CME_SubmissionIRS_1_0",path="swap") @RosettaSynonym(value="additionalPayment",source="DTCC_11_0",path="swap") @RosettaSynonym(value="additionalPayment",source="DTCC_9_0",path="swap") @RosettaSynonym(value="additionalPayment",source="CME_ClearedConfirm_1_17",path="swap") @RosettaSynonym(value="additionalPayment",source="FpML_5_10") @RosettaSynonym(value="additionalPayment",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="additionalPayment",source="DTCC_11_0") @RosettaSynonym(value="additionalPayment",source="DTCC_9_0") @RosettaSynonym(value="additionalPayment",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="initialPayment",source="FpML_5_10",path="trade.creditDefaultSwap.feeLeg") @RosettaSynonym(value="initialPayment",source="CME_SubmissionIRS_1_0",path="trade.creditDefaultSwap.feeLeg") @RosettaSynonym(value="initialPayment",source="DTCC_11_0",path="trade.creditDefaultSwap.feeLeg") @RosettaSynonym(value="initialPayment",source="DTCC_9_0",path="trade.creditDefaultSwap.feeLeg") @RosettaSynonym(value="initialPayment",source="CME_ClearedConfirm_1_17",path="trade.creditDefaultSwap.feeLeg") @RosettaSynonym(value="initialPayment",source="FpML_5_10",path="creditDefaultSwap.feeLeg") @RosettaSynonym(value="initialPayment",source="CME_SubmissionIRS_1_0",path="creditDefaultSwap.feeLeg") @RosettaSynonym(value="initialPayment",source="DTCC_11_0",path="creditDefaultSwap.feeLeg") @RosettaSynonym(value="initialPayment",source="DTCC_9_0",path="creditDefaultSwap.feeLeg") @RosettaSynonym(value="initialPayment",source="CME_ClearedConfirm_1_17",path="creditDefaultSwap.feeLeg") @RosettaSynonym(value="singlePayment",source="FpML_5_10",path="trade.creditDefaultSwap.feeLeg") @RosettaSynonym(value="singlePayment",source="CME_SubmissionIRS_1_0",path="trade.creditDefaultSwap.feeLeg") @RosettaSynonym(value="singlePayment",source="DTCC_11_0",path="trade.creditDefaultSwap.feeLeg") @RosettaSynonym(value="singlePayment",source="DTCC_9_0",path="trade.creditDefaultSwap.feeLeg") @RosettaSynonym(value="singlePayment",source="CME_ClearedConfirm_1_17",path="trade.creditDefaultSwap.feeLeg") @RosettaSynonym(value="singlePayment",source="FpML_5_10",path="creditDefaultSwap.feeLeg") @RosettaSynonym(value="singlePayment",source="CME_SubmissionIRS_1_0",path="creditDefaultSwap.feeLeg") @RosettaSynonym(value="singlePayment",source="DTCC_11_0",path="creditDefaultSwap.feeLeg") @RosettaSynonym(value="singlePayment",source="DTCC_9_0",path="creditDefaultSwap.feeLeg") @RosettaSynonym(value="singlePayment",source="CME_ClearedConfirm_1_17",path="creditDefaultSwap.feeLeg") @RosettaSynonym(value="singlePayment",source="FpML_5_10") @RosettaSynonym(value="singlePayment",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="singlePayment",source="DTCC_11_0") @RosettaSynonym(value="singlePayment",source="DTCC_9_0") @RosettaSynonym(value="singlePayment",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="",source="FpML_5_10") @RosettaSynonym(value="",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="",source="DTCC_11_0") @RosettaSynonym(value="",source="DTCC_9_0") @RosettaSynonym(value="",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="",source="FpML_5_10") @RosettaSynonym(value="",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="",source="DTCC_11_0") @RosettaSynonym(value="",source="DTCC_9_0") @RosettaSynonym(value="",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="premium",source="FpML_5_10",path="trade.swaption") @RosettaSynonym(value="premium",source="CME_SubmissionIRS_1_0",path="trade.swaption") @RosettaSynonym(value="premium",source="DTCC_11_0",path="trade.swaption") @RosettaSynonym(value="premium",source="DTCC_9_0",path="trade.swaption") @RosettaSynonym(value="premium",source="CME_ClearedConfirm_1_17",path="trade.swaption") @RosettaSynonym(value="premium",source="FpML_5_10",path="swaption") @RosettaSynonym(value="premium",source="CME_SubmissionIRS_1_0",path="swaption") @RosettaSynonym(value="premium",source="DTCC_11_0",path="swaption") @RosettaSynonym(value="premium",source="DTCC_9_0",path="swaption") @RosettaSynonym(value="premium",source="CME_ClearedConfirm_1_17",path="swaption") @RosettaSynonym(value="premium",source="FpML_5_10",path="trade.creditDefaultSwapOption") @RosettaSynonym(value="premium",source="CME_SubmissionIRS_1_0",path="trade.creditDefaultSwapOption") @RosettaSynonym(value="premium",source="DTCC_11_0",path="trade.creditDefaultSwapOption") @RosettaSynonym(value="premium",source="DTCC_9_0",path="trade.creditDefaultSwapOption") @RosettaSynonym(value="premium",source="CME_ClearedConfirm_1_17",path="trade.creditDefaultSwapOption") @RosettaSynonym(value="premium",source="FpML_5_10",path="creditDefaultSwapOption") @RosettaSynonym(value="premium",source="CME_SubmissionIRS_1_0",path="creditDefaultSwapOption") @RosettaSynonym(value="premium",source="DTCC_11_0",path="creditDefaultSwapOption") @RosettaSynonym(value="premium",source="DTCC_9_0",path="creditDefaultSwapOption") @RosettaSynonym(value="premium",source="CME_ClearedConfirm_1_17",path="creditDefaultSwapOption") @RosettaSynonym(value="premium",source="FpML_5_10",path="trade.bondOption") @RosettaSynonym(value="premium",source="CME_SubmissionIRS_1_0",path="trade.bondOption") @RosettaSynonym(value="premium",source="DTCC_11_0",path="trade.bondOption") @RosettaSynonym(value="premium",source="DTCC_9_0",path="trade.bondOption") @RosettaSynonym(value="premium",source="CME_ClearedConfirm_1_17",path="trade.bondOption") @RosettaSynonym(value="premium",source="FpML_5_10",path="bondOption") @RosettaSynonym(value="premium",source="CME_SubmissionIRS_1_0",path="bondOption") @RosettaSynonym(value="premium",source="DTCC_11_0",path="bondOption") @RosettaSynonym(value="premium",source="DTCC_9_0",path="bondOption") @RosettaSynonym(value="premium",source="CME_ClearedConfirm_1_17",path="bondOption") @RosettaSynonym(value="premium",source="FpML_5_10",path="trade.capFloor") @RosettaSynonym(value="additionalPayment",source="FpML_5_10",path="trade.capFloor") @RosettaSynonym(value="premium",source="CME_SubmissionIRS_1_0",path="trade.capFloor") @RosettaSynonym(value="additionalPayment",source="CME_SubmissionIRS_1_0",path="trade.capFloor") @RosettaSynonym(value="premium",source="DTCC_11_0",path="trade.capFloor") @RosettaSynonym(value="additionalPayment",source="DTCC_11_0",path="trade.capFloor") @RosettaSynonym(value="premium",source="DTCC_9_0",path="trade.capFloor") @RosettaSynonym(value="additionalPayment",source="DTCC_9_0",path="trade.capFloor") @RosettaSynonym(value="premium",source="CME_ClearedConfirm_1_17",path="trade.capFloor") @RosettaSynonym(value="additionalPayment",source="CME_ClearedConfirm_1_17",path="trade.capFloor") @RosettaSynonym(value="otherPartyPayment",source="FpML_5_10",path="trade") @RosettaSynonym(value="otherPartyPayment",source="CME_SubmissionIRS_1_0",path="trade") @RosettaSynonym(value="otherPartyPayment",source="DTCC_11_0",path="trade") @RosettaSynonym(value="otherPartyPayment",source="DTCC_9_0",path="trade") @RosettaSynonym(value="otherPartyPayment",source="CME_ClearedConfirm_1_17",path="trade") @RosettaSynonym(value="otherPartyPayment",source="FpML_5_10") @RosettaSynonym(value="otherPartyPayment",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="otherPartyPayment",source="DTCC_11_0") @RosettaSynonym(value="otherPartyPayment",source="DTCC_9_0") @RosettaSynonym(value="otherPartyPayment",source="CME_ClearedConfirm_1_17") public final java.util.List<Cashflow> getCashflow()
A cashflow between the parties to the trade. For interest rate and equity products, this corresponds to the FpML additionalPayment element. For credit default swaps, this corresponds to the FpML initialPayment element and the singlePayment element of the fee leg. For option products, it represents the FpML premium element.
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getCreditDefaultPayout
public final CreditDefaultPayout getCreditDefaultPayout()
The credit default payout, which 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.
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getEquityPayout
@RosettaSynonym(value="returnLeg",source="FpML_5_10",path="trade.returnSwap") @RosettaSynonym(value="returnLeg",source="FpML_5_10",path="trade.equitySwapTransactionSupplement") @RosettaSynonym(value="ignore",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ignore",source="DTCC_11_0") @RosettaSynonym(value="ignore",source="DTCC_9_0") public final java.util.List<EquityPayout> getEquityPayout()
The equity payout, which encompasses the equity price returns, dividend returns, volatility and variance return provisions.
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getForwardPayout
@RosettaSynonym(value="fxSingleLeg",source="FpML_5_10",path="trade") @RosettaSynonym(value="fxSingleLeg",source="FpML_5_10") @RosettaSynonym(value="ignore",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ignore",source="DTCC_11_0") @RosettaSynonym(value="ignore",source="DTCC_9_0") public final java.util.List<ForwardPayout> getForwardPayout()
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getInterestRatePayout
@RosettaSynonym(value="swapStream",source="FpML_5_10",path="trade.swap") @RosettaSynonym(value="swapStream",source="CME_SubmissionIRS_1_0",path="trade.swap") @RosettaSynonym(value="swapStream",source="DTCC_11_0",path="trade.swap") @RosettaSynonym(value="swapStream",source="DTCC_9_0",path="trade.swap") @RosettaSynonym(value="swapStream",source="CME_ClearedConfirm_1_17",path="trade.swap") @RosettaSynonym(value="swapStream",source="FpML_5_10",path="swap") @RosettaSynonym(value="swapStream",source="CME_SubmissionIRS_1_0",path="swap") @RosettaSynonym(value="swapStream",source="DTCC_11_0",path="swap") @RosettaSynonym(value="swapStream",source="DTCC_9_0",path="swap") @RosettaSynonym(value="swapStream",source="CME_ClearedConfirm_1_17",path="swap") @RosettaSynonym(value="swapStream",source="FpML_5_10") @RosettaSynonym(value="swapStream",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="swapStream",source="DTCC_11_0") @RosettaSynonym(value="swapStream",source="DTCC_9_0") @RosettaSynonym(value="swapStream",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="generalTerms",source="FpML_5_10",path="trade.creditDefaultSwap") @RosettaSynonym(value="feeLeg",source="FpML_5_10",path="trade.creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="CME_SubmissionIRS_1_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="feeLeg",source="CME_SubmissionIRS_1_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="DTCC_11_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="feeLeg",source="DTCC_11_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="DTCC_9_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="feeLeg",source="DTCC_9_0",path="trade.creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="CME_ClearedConfirm_1_17",path="trade.creditDefaultSwap") @RosettaSynonym(value="feeLeg",source="CME_ClearedConfirm_1_17",path="trade.creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="FpML_5_10",path="creditDefaultSwap") @RosettaSynonym(value="feeLeg",source="FpML_5_10",path="creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="CME_SubmissionIRS_1_0",path="creditDefaultSwap") @RosettaSynonym(value="feeLeg",source="CME_SubmissionIRS_1_0",path="creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="DTCC_11_0",path="creditDefaultSwap") @RosettaSynonym(value="feeLeg",source="DTCC_11_0",path="creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="DTCC_9_0",path="creditDefaultSwap") @RosettaSynonym(value="feeLeg",source="DTCC_9_0",path="creditDefaultSwap") @RosettaSynonym(value="generalTerms",source="CME_ClearedConfirm_1_17",path="creditDefaultSwap") @RosettaSynonym(value="feeLeg",source="CME_ClearedConfirm_1_17",path="creditDefaultSwap") @RosettaSynonym(value="feeLeg,generalTerms",source="FpML_5_10") @RosettaSynonym(value="feeLeg,generalTerms",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="feeLeg,generalTerms",source="DTCC_11_0") @RosettaSynonym(value="feeLeg,generalTerms",source="DTCC_9_0") @RosettaSynonym(value="feeLeg,generalTerms",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="capFloorStream",source="FpML_5_10",path="trade.capFloor") @RosettaSynonym(value="capFloorStream",source="CME_SubmissionIRS_1_0",path="trade.capFloor") @RosettaSynonym(value="capFloorStream",source="DTCC_11_0",path="trade.capFloor") @RosettaSynonym(value="capFloorStream",source="DTCC_9_0",path="trade.capFloor") @RosettaSynonym(value="capFloorStream",source="CME_ClearedConfirm_1_17",path="trade.capFloor") @RosettaSynonym(value="fra",source="FpML_5_10",path="trade") @RosettaSynonym(value="fra",source="DTCC_11_0",path="trade") @RosettaSynonym(value="fra",source="DTCC_9_0",path="trade") @RosettaSynonym(value="fra",source="CME_ClearedConfirm_1_17",path="trade") @RosettaSynonym(value="fra",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="interestLeg",source="FpML_5_10",path="trade.returnSwap") @RosettaSynonym(value="interestLeg",source="FpML_5_10",path="trade.equitySwapTransactionSupplement") @RosettaSynonym(value="interestLeg",source="CME_SubmissionIRS_1_0",path="trade.returnSwap") @RosettaSynonym(value="interestLeg",source="CME_SubmissionIRS_1_0",path="trade.equitySwapTransactionSupplement") @RosettaSynonym(value="interestLeg",source="DTCC_11_0",path="trade.returnSwap") @RosettaSynonym(value="interestLeg",source="DTCC_11_0",path="trade.equitySwapTransactionSupplement") @RosettaSynonym(value="interestLeg",source="DTCC_9_0",path="trade.returnSwap") @RosettaSynonym(value="interestLeg",source="DTCC_9_0",path="trade.equitySwapTransactionSupplement") @RosettaSynonym(value="interestLeg",source="CME_ClearedConfirm_1_17",path="trade.returnSwap") @RosettaSynonym(value="interestLeg",source="CME_ClearedConfirm_1_17",path="trade.equitySwapTransactionSupplement") @RosettaSynonym(value="repo",source="FpML_5_10",path="trade") @RosettaSynonym(value="repo",source="FpML_5_10") public final java.util.List<InterestRatePayout> getInterestRatePayout()
All of the terms necessary to define and calculate a cash flow based on a fixed, a floating or an inflation index rate. The interest rate payout can be applied to interest rate swaps and FRA (which both have two associated interest rate payouts), credit default swaps (to represent the fee leg when subject to periodic payments) and equity swaps (to represent the funding leg).
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getOptionPayout
@RosettaSynonym(value="swaption",source="FpML_5_10",path="trade") @RosettaSynonym(value="swaption",source="CME_SubmissionIRS_1_0",path="trade") @RosettaSynonym(value="swaption",source="DTCC_11_0",path="trade") @RosettaSynonym(value="swaption",source="DTCC_9_0",path="trade") @RosettaSynonym(value="swaption",source="CME_ClearedConfirm_1_17",path="trade") @RosettaSynonym(value="swaption",source="FpML_5_10") @RosettaSynonym(value="swaption",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="swaption",source="DTCC_11_0") @RosettaSynonym(value="swaption",source="DTCC_9_0") @RosettaSynonym(value="swaption",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="creditDefaultSwapOption",source="FpML_5_10",path="trade") @RosettaSynonym(value="creditDefaultSwapOption",source="CME_SubmissionIRS_1_0",path="trade") @RosettaSynonym(value="creditDefaultSwapOption",source="DTCC_11_0",path="trade") @RosettaSynonym(value="creditDefaultSwapOption",source="DTCC_9_0",path="trade") @RosettaSynonym(value="creditDefaultSwapOption",source="CME_ClearedConfirm_1_17",path="trade") @RosettaSynonym(value="creditDefaultSwapOption",source="FpML_5_10") @RosettaSynonym(value="creditDefaultSwapOption",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="creditDefaultSwapOption",source="DTCC_11_0") @RosettaSynonym(value="creditDefaultSwapOption",source="DTCC_9_0") @RosettaSynonym(value="creditDefaultSwapOption",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="bondOption",source="FpML_5_10",path="trade") @RosettaSynonym(value="bondOption",source="CME_SubmissionIRS_1_0",path="trade") @RosettaSynonym(value="bondOption",source="DTCC_11_0",path="trade") @RosettaSynonym(value="bondOption",source="DTCC_9_0",path="trade") @RosettaSynonym(value="bondOption",source="CME_ClearedConfirm_1_17",path="trade") @RosettaSynonym(value="bondOption",source="FpML_5_10") @RosettaSynonym(value="bondOption",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="bondOption",source="DTCC_11_0") @RosettaSynonym(value="bondOption",source="DTCC_9_0") @RosettaSynonym(value="bondOption",source="CME_ClearedConfirm_1_17") public final java.util.List<OptionPayout> getOptionPayout()
The option payout.
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getSecurityPayout
@RosettaSynonym(value="repo",source="FpML_5_10",path="trade") @RosettaSynonym(value="repo",source="FpML_5_10") public final java.util.List<SecurityPayout> getSecurityPayout()
The security payout when the product involves some form of securities, such as collateral in a securities financing transaction
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends Payout> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public Payout.PayoutBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static Payout.PayoutBuilder 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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