Package cdm.legaldocumentation.csa

Interface CreditSupportObligations

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
CreditSupportObligations.CreditSupportObligationsBuilder
All Known Implementing Classes:
CreditSupportObligations.CreditSupportObligationsBuilderImpl, CreditSupportObligations.CreditSupportObligationsImpl
@RosettaDataType(value="CreditSupportObligations", builder=CreditSupportObligationsBuilderImpl.class, version="6.19.0") @RuneDataType(value="CreditSupportObligations", model="cdm", builder=CreditSupportObligationsBuilderImpl.class, version="6.19.0") public interface CreditSupportObligations extends com.rosetta.model.lib.RosettaModelObject
A class to specify the Credit Support Obligations applicable to the Initial Margin Credit Support Annex.
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)" * name "Credit Support Obligations" 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)" * name "Credit Support Obligations" 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) " * name "Credit Support Obligations" Provision

  • Field Details

  • Method Details

    • getDeliveryAmount

      String getDeliveryAmount()
      Delivery Amount (VM) has the meaning specified in Paragraph 3(a), unless otherwise specified here.

    • getReturnAmount

      String getReturnAmount()
      Return Amount (VM) has the meaning specified in Paragraph 3(a), unless otherwise specified here.

    • getMarginApproach

      MarginApproach getMarginApproach()
      The selection of Margin Approach applicable to the agreement.

    • getOtherEligibleSupport

      String getOtherEligibleSupport()
      The Other Eligible Support election. If not specified, this election is deemed as not applicable.

    • getThreshold

      Threshold 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. 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

    • getMinimumTransferAmount

      MinimumTransferAmount getMinimumTransferAmount()
      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

    • getRounding

      CollateralRounding getRounding()
      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

    • getBespokeTransferTiming

      BespokeTransferTiming 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.

    • getCreditSupportObligationsVariationMargin

      CreditSupportObligationsVariationMargin getCreditSupportObligationsVariationMargin()
      The specification of Credit Support Obligations applicable to Variation Margin agreements.

    • getLegacyThreshold

      List<? extends CSAThreshold> 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

    • getLegacyMinimumTransferAmount

      List<? extends CSAMinimumTransferAmount> 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

    • getLegacyDeliveryAmount

      LegacyDeliveryAmount 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.

    • getLegacyReturnAmount

      LegacyReturnAmount 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.

    • getCreditSupportAmount

      CreditSupportAmount 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.

    • getCollateralTransferTiming

      CollateralTransferTiming 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.

    • build

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

    • toBuilder

      CreditSupportObligations.CreditSupportObligationsBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static CreditSupportObligations.CreditSupportObligationsBuilder builder()

    • metaData

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

    • getType

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