Package cdm.legaldocumentation.csa

Interface CreditSupportObligations.CreditSupportObligationsBuilder

All Superinterfaces:

CreditSupportObligations, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

All Known Implementing Classes:

CreditSupportObligations.CreditSupportObligationsBuilderImpl

Enclosing interface:

CreditSupportObligations

public static interface CreditSupportObligations.CreditSupportObligationsBuilder
extends CreditSupportObligations, com.rosetta.model.lib.RosettaModelObjectBuilder

Builder Interface

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.legaldocumentation.csa.CreditSupportObligations

CreditSupportObligations.CreditSupportObligationsBuilder, CreditSupportObligations.CreditSupportObligationsBuilderImpl, CreditSupportObligations.CreditSupportObligationsImpl

Field Summary

Fields inherited from interface cdm.legaldocumentation.csa.CreditSupportObligations

metaData

Method Summary

Modifier and Type	Method	Description
CreditSupportObligations.CreditSupportObligationsBuilder	addLegacyMinimumTransferAmount(CSAMinimumTransferAmount legacyMinimumTransferAmount)
CreditSupportObligations.CreditSupportObligationsBuilder	addLegacyMinimumTransferAmount(CSAMinimumTransferAmount legacyMinimumTransferAmount, int idx)
CreditSupportObligations.CreditSupportObligationsBuilder	addLegacyMinimumTransferAmount(List<? extends CSAMinimumTransferAmount> legacyMinimumTransferAmount)
CreditSupportObligations.CreditSupportObligationsBuilder	addLegacyThreshold(CSAThreshold legacyThreshold)
CreditSupportObligations.CreditSupportObligationsBuilder	addLegacyThreshold(CSAThreshold legacyThreshold, int idx)
CreditSupportObligations.CreditSupportObligationsBuilder	addLegacyThreshold(List<? extends CSAThreshold> legacyThreshold)
BespokeTransferTiming.BespokeTransferTimingBuilder	getBespokeTransferTiming()	The time by which the transfer of collateral must take place when different from the Regular Settlement Day as a result of parties' election.
CollateralTransferTiming.CollateralTransferTimingBuilder	getCollateralTransferTiming()	Specification of transfer / settlement timing for cash and securities collateral assuming that the notice is provided before the Notification Time (and with a 1LBD lag introduced if the notice is delivered after the Notification Time), and that securities allow for a further Local Business Day for transfer / settlement.
CreditSupportAmount.CreditSupportAmountBuilder	getCreditSupportAmount()	The total amount one counterparty must deliver to the other at any time: the combination of the Exposure to that party and the net Independent Amounts it must post, minus any agreed Threshold.
CreditSupportObligationsVariationMargin.CreditSupportObligationsVariationMarginBuilder	getCreditSupportObligationsVariationMargin()	The specification of Credit Support Obligations applicable to Variation Margin agreements.
LegacyDeliveryAmount.LegacyDeliveryAmountBuilder	getLegacyDeliveryAmount()	In respect of a Valuation Date, the amount of collateral which a party is entitled to demand to be transferred to it as a Delivery Amount.
List<? extends CSAMinimumTransferAmount.CSAMinimumTransferAmountBuilder>	getLegacyMinimumTransferAmount()	Body ISDA Corpus Annex CSA_NewYork_1994 1994 New York Law Credit Support Annex Provision Body ISDA Corpus Annex CSA_English_1995 1995 English Law Credit Support Annex Provision Body ISDA Corpus Deed CSD_English_1995 1995 English Law Credit Support Deed Provision Body ISDA Corpus Annex CSA_VM_English_2016 2016 English Law Variation Margin Credit Support Annex Provision Body ISDA Corpus Annex CSA_VM_NewYork_2016 2016 New York Law Variation Margin Credit Support Annex Provision
LegacyReturnAmount.LegacyReturnAmountBuilder	getLegacyReturnAmount()	In respect of a Valuation Date, the amount of collateral which a party is entitled to demand to be recalled to it as a Return Amount.
List<? extends CSAThreshold.CSAThresholdBuilder>	getLegacyThreshold()	Body ISDA Corpus Annex CSA_NewYork_1994 1994 New York Law Credit Support Annex Provision Body ISDA Corpus Annex CSA_English_1995 1995 English Law Credit Support Annex Provision Body ISDA Corpus Deed CSD_English_1995 1995 English Law Credit Support Deed Provision Body ISDA Corpus Annex CSA_VM_English_2016 2016 English Law Variation Margin Credit Support Annex Provision Body ISDA Corpus Annex CSA_VM_NewYork_2016 2016 New York Law Variation Margin Credit Support Annex Provision
MarginApproach.MarginApproachBuilder	getMarginApproach()	The selection of Margin Approach applicable to the agreement.
MinimumTransferAmount.MinimumTransferAmountBuilder	getMinimumTransferAmount()	The net amount of exposure reached before collateral has to be posted or returned.
BespokeTransferTiming.BespokeTransferTimingBuilder	getOrCreateBespokeTransferTiming()
CollateralTransferTiming.CollateralTransferTimingBuilder	getOrCreateCollateralTransferTiming()
CreditSupportAmount.CreditSupportAmountBuilder	getOrCreateCreditSupportAmount()
CreditSupportObligationsVariationMargin.CreditSupportObligationsVariationMarginBuilder	getOrCreateCreditSupportObligationsVariationMargin()
LegacyDeliveryAmount.LegacyDeliveryAmountBuilder	getOrCreateLegacyDeliveryAmount()
CSAMinimumTransferAmount.CSAMinimumTransferAmountBuilder	getOrCreateLegacyMinimumTransferAmount(int index)
LegacyReturnAmount.LegacyReturnAmountBuilder	getOrCreateLegacyReturnAmount()
CSAThreshold.CSAThresholdBuilder	getOrCreateLegacyThreshold(int index)
MarginApproach.MarginApproachBuilder	getOrCreateMarginApproach()
MinimumTransferAmount.MinimumTransferAmountBuilder	getOrCreateMinimumTransferAmount()
CollateralRounding.CollateralRoundingBuilder	getOrCreateRounding()
Threshold.ThresholdBuilder	getOrCreateThreshold()
CollateralRounding.CollateralRoundingBuilder	getRounding()	The rounding methodology applicable to the Delivery Amount and the Return Amount in terms of nearest integral multiple of Base Currency units.
Threshold.ThresholdBuilder	getThreshold()	The amount of net exposure that a party is willing to bear in relation to the other party before it requires asking for collateral.
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
CreditSupportObligations.CreditSupportObligationsBuilder	prune()
CreditSupportObligations.CreditSupportObligationsBuilder	setBespokeTransferTiming(BespokeTransferTiming bespokeTransferTiming)
CreditSupportObligations.CreditSupportObligationsBuilder	setCollateralTransferTiming(CollateralTransferTiming collateralTransferTiming)
CreditSupportObligations.CreditSupportObligationsBuilder	setCreditSupportAmount(CreditSupportAmount creditSupportAmount)
CreditSupportObligations.CreditSupportObligationsBuilder	setCreditSupportObligationsVariationMargin(CreditSupportObligationsVariationMargin creditSupportObligationsVariationMargin)
CreditSupportObligations.CreditSupportObligationsBuilder	setDeliveryAmount(String deliveryAmount)
CreditSupportObligations.CreditSupportObligationsBuilder	setLegacyDeliveryAmount(LegacyDeliveryAmount legacyDeliveryAmount)
CreditSupportObligations.CreditSupportObligationsBuilder	setLegacyMinimumTransferAmount(List<? extends CSAMinimumTransferAmount> legacyMinimumTransferAmount)
CreditSupportObligations.CreditSupportObligationsBuilder	setLegacyReturnAmount(LegacyReturnAmount legacyReturnAmount)
CreditSupportObligations.CreditSupportObligationsBuilder	setLegacyThreshold(List<? extends CSAThreshold> legacyThreshold)
CreditSupportObligations.CreditSupportObligationsBuilder	setMarginApproach(MarginApproach marginApproach)
CreditSupportObligations.CreditSupportObligationsBuilder	setMinimumTransferAmount(MinimumTransferAmount minimumTransferAmount)
CreditSupportObligations.CreditSupportObligationsBuilder	setOtherEligibleSupport(String otherEligibleSupport)
CreditSupportObligations.CreditSupportObligationsBuilder	setReturnAmount(String returnAmount)
CreditSupportObligations.CreditSupportObligationsBuilder	setRounding(CollateralRounding rounding)
CreditSupportObligations.CreditSupportObligationsBuilder	setThreshold(Threshold threshold)

Methods inherited from interface cdm.legaldocumentation.csa.CreditSupportObligations

build, getDeliveryAmount, getOtherEligibleSupport, getReturnAmount, getType, metaData, process, toBuilder

Methods inherited from interface com.rosetta.model.lib.RosettaModelObject

processRosetta, processRosetta

Methods inherited from interface com.rosetta.model.lib.RosettaModelObjectBuilder

getIndex, hasData, merge, processRosetta, processRosetta

Method Details

getOrCreateMarginApproach

MarginApproach.MarginApproachBuilder getOrCreateMarginApproach()

getMarginApproach

MarginApproach.MarginApproachBuilder getMarginApproach()

Description copied from interface: CreditSupportObligations

The selection of Margin Approach applicable to the agreement.

Specified by:

getMarginApproach in interface CreditSupportObligations

getOrCreateThreshold

Threshold.ThresholdBuilder getOrCreateThreshold()

getThreshold

Threshold.ThresholdBuilder getThreshold()

Description copied from interface: CreditSupportObligations

The amount of net exposure that a party is willing to bear in relation to the other party before it requires asking for collateral. 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)(A)" * name "Threshold" 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)(A)" * name "Threshold" 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)(A)" * name "Threshold" Provision

Specified by:

getThreshold in interface CreditSupportObligations

getOrCreateMinimumTransferAmount

MinimumTransferAmount.MinimumTransferAmountBuilder getOrCreateMinimumTransferAmount()

getMinimumTransferAmount

MinimumTransferAmount.MinimumTransferAmountBuilder getMinimumTransferAmount()

Description copied from interface: CreditSupportObligations

The net amount of exposure reached before collateral has to be posted or returned. 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)(B)" * name "Minimum Transfer Amount" 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)(B)" * name "Minimum Transfer Amount" 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)(B)" * name "Minimum Transfer Amount" Provision

Specified by:

getMinimumTransferAmount in interface CreditSupportObligations

getOrCreateRounding

CollateralRounding.CollateralRoundingBuilder getOrCreateRounding()

getRounding

CollateralRounding.CollateralRoundingBuilder getRounding()

Description copied from interface: CreditSupportObligations

The rounding methodology applicable to the Delivery Amount and the Return Amount in terms of nearest integral multiple of Base Currency units. 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

Specified by:

getRounding in interface CreditSupportObligations

getOrCreateBespokeTransferTiming

BespokeTransferTiming.BespokeTransferTimingBuilder getOrCreateBespokeTransferTiming()

getBespokeTransferTiming

BespokeTransferTiming.BespokeTransferTimingBuilder getBespokeTransferTiming()

Description copied from interface: CreditSupportObligations

The time by which the transfer of collateral must take place when different from the Regular Settlement Day as a result of parties' election.

Specified by:

getBespokeTransferTiming in interface CreditSupportObligations

getOrCreateCreditSupportObligationsVariationMargin

CreditSupportObligationsVariationMargin.CreditSupportObligationsVariationMarginBuilder getOrCreateCreditSupportObligationsVariationMargin()

getCreditSupportObligationsVariationMargin

CreditSupportObligationsVariationMargin.CreditSupportObligationsVariationMarginBuilder getCreditSupportObligationsVariationMargin()

Description copied from interface: CreditSupportObligations

The specification of Credit Support Obligations applicable to Variation Margin agreements.

Specified by:

getCreditSupportObligationsVariationMargin in interface CreditSupportObligations

getOrCreateLegacyThreshold

CSAThreshold.CSAThresholdBuilder getOrCreateLegacyThreshold(int index)

getLegacyThreshold

List<? extends CSAThreshold.CSAThresholdBuilder> getLegacyThreshold()

Description copied from interface: CreditSupportObligations

Body ISDA Corpus Annex CSA_NewYork_1994 1994 New York Law Credit Support Annex Provision Body ISDA Corpus Annex CSA_English_1995 1995 English Law Credit Support Annex Provision Body ISDA Corpus Deed CSD_English_1995 1995 English Law Credit Support Deed Provision Body ISDA Corpus Annex CSA_VM_English_2016 2016 English Law Variation Margin Credit Support Annex Provision Body ISDA Corpus Annex CSA_VM_NewYork_2016 2016 New York Law Variation Margin Credit Support Annex Provision

Specified by:

getLegacyThreshold in interface CreditSupportObligations

getOrCreateLegacyMinimumTransferAmount

CSAMinimumTransferAmount.CSAMinimumTransferAmountBuilder getOrCreateLegacyMinimumTransferAmount(int index)

getLegacyMinimumTransferAmount

List<? extends CSAMinimumTransferAmount.CSAMinimumTransferAmountBuilder> getLegacyMinimumTransferAmount()

Description copied from interface: CreditSupportObligations

Body ISDA Corpus Annex CSA_NewYork_1994 1994 New York Law Credit Support Annex Provision Body ISDA Corpus Annex CSA_English_1995 1995 English Law Credit Support Annex Provision Body ISDA Corpus Deed CSD_English_1995 1995 English Law Credit Support Deed Provision Body ISDA Corpus Annex CSA_VM_English_2016 2016 English Law Variation Margin Credit Support Annex Provision Body ISDA Corpus Annex CSA_VM_NewYork_2016 2016 New York Law Variation Margin Credit Support Annex Provision

Specified by:

getLegacyMinimumTransferAmount in interface CreditSupportObligations

getOrCreateLegacyDeliveryAmount

LegacyDeliveryAmount.LegacyDeliveryAmountBuilder getOrCreateLegacyDeliveryAmount()

getLegacyDeliveryAmount

LegacyDeliveryAmount.LegacyDeliveryAmountBuilder getLegacyDeliveryAmount()

Description copied from interface: CreditSupportObligations

In respect of a Valuation Date, the amount of collateral which a party is entitled to demand to be transferred to it as a Delivery Amount.

Specified by:

getLegacyDeliveryAmount in interface CreditSupportObligations

getOrCreateLegacyReturnAmount

LegacyReturnAmount.LegacyReturnAmountBuilder getOrCreateLegacyReturnAmount()

getLegacyReturnAmount

LegacyReturnAmount.LegacyReturnAmountBuilder getLegacyReturnAmount()

Description copied from interface: CreditSupportObligations

In respect of a Valuation Date, the amount of collateral which a party is entitled to demand to be recalled to it as a Return Amount.

Specified by:

getLegacyReturnAmount in interface CreditSupportObligations

getOrCreateCreditSupportAmount

CreditSupportAmount.CreditSupportAmountBuilder getOrCreateCreditSupportAmount()

getCreditSupportAmount

CreditSupportAmount.CreditSupportAmountBuilder getCreditSupportAmount()

Description copied from interface: CreditSupportObligations

The total amount one counterparty must deliver to the other at any time: the combination of the Exposure to that party and the net Independent Amounts it must post, minus any agreed Threshold.

Specified by:

getCreditSupportAmount in interface CreditSupportObligations

getOrCreateCollateralTransferTiming

CollateralTransferTiming.CollateralTransferTimingBuilder getOrCreateCollateralTransferTiming()

getCollateralTransferTiming

CollateralTransferTiming.CollateralTransferTimingBuilder getCollateralTransferTiming()

Description copied from interface: CreditSupportObligations

Specification of transfer / settlement timing for cash and securities collateral assuming that the notice is provided before the Notification Time (and with a 1LBD lag introduced if the notice is delivered after the Notification Time), and that securities allow for a further Local Business Day for transfer / settlement.

Specified by:

getCollateralTransferTiming in interface CreditSupportObligations

setDeliveryAmount

CreditSupportObligations.CreditSupportObligationsBuilder setDeliveryAmount(String deliveryAmount)

setReturnAmount

CreditSupportObligations.CreditSupportObligationsBuilder setReturnAmount(String returnAmount)

setMarginApproach

CreditSupportObligations.CreditSupportObligationsBuilder setMarginApproach(MarginApproach marginApproach)

setOtherEligibleSupport

CreditSupportObligations.CreditSupportObligationsBuilder setOtherEligibleSupport(String otherEligibleSupport)

setThreshold

CreditSupportObligations.CreditSupportObligationsBuilder setThreshold(Threshold threshold)

setMinimumTransferAmount

CreditSupportObligations.CreditSupportObligationsBuilder setMinimumTransferAmount(MinimumTransferAmount minimumTransferAmount)

setRounding

CreditSupportObligations.CreditSupportObligationsBuilder setRounding(CollateralRounding rounding)

setBespokeTransferTiming

CreditSupportObligations.CreditSupportObligationsBuilder setBespokeTransferTiming(BespokeTransferTiming bespokeTransferTiming)

setCreditSupportObligationsVariationMargin

CreditSupportObligations.CreditSupportObligationsBuilder setCreditSupportObligationsVariationMargin(CreditSupportObligationsVariationMargin creditSupportObligationsVariationMargin)

addLegacyThreshold

CreditSupportObligations.CreditSupportObligationsBuilder addLegacyThreshold(CSAThreshold legacyThreshold)

addLegacyThreshold

CreditSupportObligations.CreditSupportObligationsBuilder addLegacyThreshold(CSAThreshold legacyThreshold,
 int idx)

addLegacyThreshold

CreditSupportObligations.CreditSupportObligationsBuilder addLegacyThreshold(List<? extends CSAThreshold> legacyThreshold)

setLegacyThreshold

CreditSupportObligations.CreditSupportObligationsBuilder setLegacyThreshold(List<? extends CSAThreshold> legacyThreshold)

addLegacyMinimumTransferAmount

CreditSupportObligations.CreditSupportObligationsBuilder addLegacyMinimumTransferAmount(CSAMinimumTransferAmount legacyMinimumTransferAmount)

addLegacyMinimumTransferAmount

CreditSupportObligations.CreditSupportObligationsBuilder addLegacyMinimumTransferAmount(CSAMinimumTransferAmount legacyMinimumTransferAmount,
 int idx)

addLegacyMinimumTransferAmount

CreditSupportObligations.CreditSupportObligationsBuilder addLegacyMinimumTransferAmount(List<? extends CSAMinimumTransferAmount> legacyMinimumTransferAmount)

setLegacyMinimumTransferAmount

CreditSupportObligations.CreditSupportObligationsBuilder setLegacyMinimumTransferAmount(List<? extends CSAMinimumTransferAmount> legacyMinimumTransferAmount)

setLegacyDeliveryAmount

CreditSupportObligations.CreditSupportObligationsBuilder setLegacyDeliveryAmount(LegacyDeliveryAmount legacyDeliveryAmount)

setLegacyReturnAmount

CreditSupportObligations.CreditSupportObligationsBuilder setLegacyReturnAmount(LegacyReturnAmount legacyReturnAmount)

setCreditSupportAmount

CreditSupportObligations.CreditSupportObligationsBuilder setCreditSupportAmount(CreditSupportAmount creditSupportAmount)

setCollateralTransferTiming

CreditSupportObligations.CreditSupportObligationsBuilder setCollateralTransferTiming(CollateralTransferTiming collateralTransferTiming)

process

default void process(com.rosetta.model.lib.path.RosettaPath path,
 com.rosetta.model.lib.process.BuilderProcessor processor)

Specified by:

process in interface com.rosetta.model.lib.RosettaModelObjectBuilder

prune

CreditSupportObligations.CreditSupportObligationsBuilder prune()

Specified by:

prune in interface com.rosetta.model.lib.RosettaModelObjectBuilder