Package org.isda.cdm

Class EligibleCollateral


  • @RosettaClass
    @RosettaSynonym(value="EligibleCollateral",
                    source="FpML_5_10")
    public class EligibleCollateral
    extends com.rosetta.model.lib.RosettaModelObject
    The collateral eligibility as a function of the types of asset, the maturity and rating terms.
    Version:
    2.5.4
    • Method Detail

      • getEligibleAsset

        @RosettaSynonym(value="eligibleAsset",source="FpML_5_10") @RosettaSynonym(value="items",source="ISDA_Create_1_0",path="partyA_eligible_currencies") @RosettaSynonym(value="items",source="ISDA_Create_1_0",path="partyB_eligible_currencies")
        public final CollateralAssetDefinitionsEnum getEligibleAsset()
        The eligible asset is specified by reference to the ISDA 2003 Collateral Assets Definitions.
      • getHigherMaturity

        @RosettaSynonym(value="higherMaturity",
                        source="FpML_5_10")
        public final Period getHigherMaturity()
        The (optional) higher maturity band of the eligible collateral assets.
      • getLowerMaturity

        @RosettaSynonym(value="lowerMaturity",
                        source="FpML_5_10")
        public final Period getLowerMaturity()
        The (optional) lower maturity band of the eligible collateral assets.
      • getMinimumRating

        @RosettaSynonym(value="minimumRating",
                        source="FpML_5_10")
        public final CreditNotations getMinimumRating()
        The (optional) minimal rating terms that can be specified as part of the eligible collateral.
      • getValuationPercentage

        @RosettaSynonym(value="valuationPercentage",source="FpML_5_10") @RosettaSynonym(value="valuation_percentage",source="ISDA_Create_1_0",path="partyA_eligible_currencies") @RosettaSynonym(value="valuation_percentage",source="ISDA_Create_1_0",path="partyB_eligible_currencies")
        public final java.math.BigDecimal getValuationPercentage()
        Specifies the haircut associated to the collateral asset, expressed as a value comprised between 0 and 1. A value of 0.9 means that 90% of the value of the applicable asset is considered as collateral. Absence of this element implies that the valuation percentage is 1, i.e. 100%.
      • metaData

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