Package cdm.legaldocumentation.csa

Interface CalculationAndTiming

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
CalculationAndTiming.CalculationAndTimingBuilder
All Known Implementing Classes:
CalculationAndTiming.CalculationAndTimingBuilderImpl, CalculationAndTiming.CalculationAndTimingImpl
@RosettaDataType(value="CalculationAndTiming", builder=CalculationAndTimingBuilderImpl.class, version="6.19.0") @RuneDataType(value="CalculationAndTiming", model="cdm", builder=CalculationAndTimingBuilderImpl.class, version="6.19.0") public interface CalculationAndTiming extends com.rosetta.model.lib.RosettaModelObject
A class to specify the Calculation, Valuation and Timing terms specific to the agreement.
Version:
6.19.0

  • Field Details

  • Method Details

    • getCalculationAgentTerms

      CalculationAgentTerms getCalculationAgentTerms()
      The calculation agent terms applicable to the agreement.

    • getBespokeCalculationDate

      BespokeCalculationDate getBespokeCalculationDate()
      The specification of bespoke Calculation Date terms for the purposes of Initial or Variation Margin by the parties to the agreement.

    • getBespokeCalculationTime

      BespokeCalculationTime getBespokeCalculationTime()
      Bespoke terms to describe the time as of which such party (or the Calculation Agent (IM) (if applicale)) computes its end of day valuations of derivatives transactions.

    • getCalculationDateLocation

      CalculationDateLocation getCalculationDateLocation()
      The specified location where the credit exposure will be calculated by the respective parties.

    • getNotificationTime

      NotificationTime getNotificationTime()
      The time by which a demand for the Transfer of Eligible Credit Support (IM) or Posted Credit Support (IM) needs to be made in order for the transfer to take place in accordance with the Transfer Timing provisions.

    • getCollateralValuationAgent

      CollateralValuationAgent getCollateralValuationAgent()
      The bespoke Collateral Valuation Agent terms applicable to the agreement.

    • getCashSettlementDay

      String getCashSettlementDay()
      Body ISDA Corpus Annex CSA_IM_Japanese_2016 ISDA 2016 Japanese Law Credit Support Annex for Initial Margin paragraph "4" * clause "(b)(i)" Provision

    • getSecuritiesSettlementDay

      String getSecuritiesSettlementDay()
      Body ISDA Corpus Annex CSA_IM_Japanese_2016 ISDA 2016 Japanese Law Credit Support Annex for Initial Margin paragraph "12" Provision

    • getLegacyValuationDate

      LegacyValuationDate getLegacyValuationDate()
      Details of the days on which calculations are to be made to determine the Delivery Amount and/or Return Amount.

    • getLegacyValuationTime

      LegacyValuationTime getLegacyValuationTime()
      The time by which the value of the collateral and obligations to transfer or return collateral are to be calculated relative to the Valuation Date.

    • getLegacyValuationAgent

      LegacyValuationAgent getLegacyValuationAgent()
      Details of the party calculating the value of collateral to be delivered or returned.

    • build

      CalculationAndTiming build()
      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      CalculationAndTiming.CalculationAndTimingBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static CalculationAndTiming.CalculationAndTimingBuilder builder()

    • metaData

      default com.rosetta.model.lib.meta.RosettaMetaData<? extends CalculationAndTiming> metaData()
      Utility Methods
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject

    • getType

      @RuneAttribute("@type") default Class<? extends CalculationAndTiming> getType()
      Specified by:
      getType in interface com.rosetta.model.lib.RosettaModelObject

    • process

      default void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
      Specified by:
      process in interface com.rosetta.model.lib.RosettaModelObject