Package cdm.legaldocumentation.csa

Interface CollateralRounding

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
CollateralRounding.CollateralRoundingBuilder
All Known Implementing Classes:
CollateralRounding.CollateralRoundingBuilderImpl, CollateralRounding.CollateralRoundingImpl
@RosettaDataType(value="CollateralRounding", builder=CollateralRoundingBuilderImpl.class, version="6.19.0") @RuneDataType(value="CollateralRounding", model="cdm", builder=CollateralRoundingBuilderImpl.class, version="6.19.0") public interface CollateralRounding extends com.rosetta.model.lib.RosettaModelObject
A class to specify the rounding methodology applicable to the Delivery Amount and the Return Amount.
Version:
6.19.0 Body ISDA Corpus Deed CSD_IM_English_2016 ISDA 2016 English Law Credit Support Deed for Initial Margin paragraph "13 General Principles" * clause "(c)(vi)( C )" * name "Rounding" Provision Body ISDA Corpus Annex CSA_IM_Japanese_2016 ISDA 2016 Japanese Law Credit Support Annex for Initial Margin paragraph "13 General Principles" * clause "(d)(vi)( C )" * name "Rounding" Provision Body ISDA Corpus Annex CSA_IM_NewYork_2016 ISDA 2016 New York Law Credit Support Annex for Initial Margin paragraph "13 General Principles" * clause "(c)(vi)( C )" * name "Rounding" Provision

  • Field Details

  • Method Details

    • getDeliveryAmount

      BigDecimal getDeliveryAmount()
      The nearest integral multiple of Base Currency units to which the Delivery Amount will be rounded in accordance with the specified rounding direction.

    • getDeliveryDirection

      RoundingModeEnum getDeliveryDirection()
      The rounding rule applicable to the Delivery Amount (which can be (i) up to nearest; (ii) down to nearest).

    • getReturnAmount

      BigDecimal getReturnAmount()
      The nearest integral multiple of Base Currency units to which the Return Amount will be rounded in accordance with the specified rounding direction.

    • getReturnDirection

      RoundingModeEnum getReturnDirection()
      The rounding rule applicable to the Return Amount (which can be (i) up to nearest; (ii) down to nearest).

    • getCurrency

      ISOCurrencyCodeEnum getCurrency()
      The currency in which the Delivery Amount and Return Amount rounding amounts are specified.

    • getOther

      String getOther()
      Utilised where the clause data structure is not able to capture a material aspect of the clause.

    • build

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

    • toBuilder

      CollateralRounding.CollateralRoundingBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static CollateralRounding.CollateralRoundingBuilder builder()

    • metaData

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

    • getType

      @RuneAttribute("@type") default Class<? extends CollateralRounding> 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