Package org.isda.cdm

Class InitialMargin


  • @RosettaClass
    public class InitialMargin
    extends com.rosetta.model.lib.RosettaModelObject
    Defines initial margin applied to a repo transaction. Initial margin is an agreed premium to the Purchase Price of a repo to determine the required Market Value of the collateral to be delivered on the Purchase Date. It reflects quality of the collateral. Its aim is to calculate the risk-adjusted or liquidation value of collateral.
    Version:
    2.5.4
    • Method Detail

      • getMargin

        @RosettaSynonym(value="margin",
                        source="FpML_5_10")
        public final java.util.List<InitialMarginCalculation> getMargin()
        Initial margin calculation for a collateral asset. Initial margin requirements may be specified for multiple pieces of collateral.
      • getMarginThreshold

        @RosettaSynonym(value="marginThreshold",
                        source="FpML_5_10")
        public final Money getMarginThreshold()
        An element defining a margin threshold which is the Net Exposure of a trade below which parties agree they will not call a margin from each other.
      • getMarginType

        @RosettaSynonym(value="marginType",
                        source="FpML_5_10")
        public final MarginTypeEnum getMarginType()
        An element defining the type of assets (cash or securities) specified to apply as margin to the repo transaction. See GMRA 2011 paragraph 2(h) for 'Cash Margin' and GMRA 2011 paragraph 2(cc) for 'Margin Securities'.
      • getMinimumTransferAmount

        @RosettaSynonym(value="minimumTransferAmount",
                        source="FpML_5_10")
        public final Money getMinimumTransferAmount()
        An element defining a minimum transfer amount which is the minimum margin call parties will make once the margin threshold (or margin ratio threshold / haircut threshold) has been exceeded.
      • metaData

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