Package cdm.product.asset

Interface CreditDefaultPayout.CreditDefaultPayoutBuilder

All Superinterfaces:

CreditDefaultPayout, PayoutBase, PayoutBase.PayoutBaseBuilder, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

All Known Implementing Classes:

CreditDefaultPayout.CreditDefaultPayoutBuilderImpl

Enclosing interface:

CreditDefaultPayout

public static interface CreditDefaultPayout.CreditDefaultPayoutBuilder
extends CreditDefaultPayout, PayoutBase.PayoutBaseBuilder

Builder Interface

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.product.asset.CreditDefaultPayout

CreditDefaultPayout.CreditDefaultPayoutBuilder, CreditDefaultPayout.CreditDefaultPayoutBuilderImpl, CreditDefaultPayout.CreditDefaultPayoutImpl

Nested classes/interfaces inherited from interface cdm.product.common.settlement.PayoutBase

PayoutBase.PayoutBaseBuilder, PayoutBase.PayoutBaseBuilderImpl, PayoutBase.PayoutBaseImpl

Field Summary

Fields inherited from interface cdm.product.asset.CreditDefaultPayout

metaData

Fields inherited from interface cdm.product.common.settlement.PayoutBase

metaData

Method Summary

Modifier and Type	Method	Description
CreditDefaultPayout.CreditDefaultPayoutBuilder	addProtectionTerms(ProtectionTerms protectionTerms)
CreditDefaultPayout.CreditDefaultPayoutBuilder	addProtectionTerms(ProtectionTerms protectionTerms, int idx)
CreditDefaultPayout.CreditDefaultPayoutBuilder	addProtectionTerms(List<? extends ProtectionTerms> protectionTerms)
GeneralTerms.GeneralTermsBuilder	getGeneralTerms()	The specification of the non-monetary terms for the Credit Derivative Transaction, including the buyer and seller and selected items from the ISDA 2014 Credit Definition article II, such as the reference obligation and related terms.
GeneralTerms.GeneralTermsBuilder	getOrCreateGeneralTerms()
ProtectionTerms.ProtectionTermsBuilder	getOrCreateProtectionTerms(int index)
TransactedPrice.TransactedPriceBuilder	getOrCreateTransactedPrice()
List<? extends ProtectionTerms.ProtectionTermsBuilder>	getProtectionTerms()	Specifies the terms for calculating a payout to protect the buyer of the swap in the case of a qualified credit event.
TransactedPrice.TransactedPriceBuilder	getTransactedPrice()	The qualification of the price at which the contract has been transacted, in terms of market fixed rate, initial points, market price and/or quotation style.
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
CreditDefaultPayout.CreditDefaultPayoutBuilder	prune()
CreditDefaultPayout.CreditDefaultPayoutBuilder	setGeneralTerms(GeneralTerms generalTerms)
CreditDefaultPayout.CreditDefaultPayoutBuilder	setPayerReceiver(PayerReceiver payerReceiver)
CreditDefaultPayout.CreditDefaultPayoutBuilder	setPriceQuantity(ResolvablePriceQuantity priceQuantity)
CreditDefaultPayout.CreditDefaultPayoutBuilder	setPrincipalPayment(PrincipalPayments principalPayment)
CreditDefaultPayout.CreditDefaultPayoutBuilder	setProtectionTerms(List<? extends ProtectionTerms> protectionTerms)
CreditDefaultPayout.CreditDefaultPayoutBuilder	setSettlementTerms(SettlementTerms settlementTerms)
CreditDefaultPayout.CreditDefaultPayoutBuilder	setTransactedPrice(TransactedPrice transactedPrice)

Methods inherited from interface cdm.product.asset.CreditDefaultPayout

build, getType, metaData, process, toBuilder

Methods inherited from interface cdm.product.common.settlement.PayoutBase.PayoutBaseBuilder

getOrCreatePayerReceiver, getOrCreatePriceQuantity, getOrCreatePrincipalPayment, getOrCreateSettlementTerms, getPayerReceiver, getPriceQuantity, getPrincipalPayment, getSettlementTerms

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

getOrCreateGeneralTerms

GeneralTerms.GeneralTermsBuilder getOrCreateGeneralTerms()

getGeneralTerms

GeneralTerms.GeneralTermsBuilder getGeneralTerms()

Description copied from interface: CreditDefaultPayout

The specification of the non-monetary terms for the Credit Derivative Transaction, including the buyer and seller and selected items from the ISDA 2014 Credit Definition article II, such as the reference obligation and related terms.

Specified by:

getGeneralTerms in interface CreditDefaultPayout

getOrCreateProtectionTerms

ProtectionTerms.ProtectionTermsBuilder getOrCreateProtectionTerms(int index)

getProtectionTerms

List<? extends ProtectionTerms.ProtectionTermsBuilder> getProtectionTerms()

Description copied from interface: CreditDefaultPayout

Specifies the terms for calculating a payout to protect the buyer of the swap in the case of a qualified credit event. These terms include the applicable credit events, the reference obligation, and in the case of a CDS on mortgage-backed securities, the floatingAmountEvents.

Specified by:

getProtectionTerms in interface CreditDefaultPayout

getOrCreateTransactedPrice

TransactedPrice.TransactedPriceBuilder getOrCreateTransactedPrice()

getTransactedPrice

TransactedPrice.TransactedPriceBuilder getTransactedPrice()

Description copied from interface: CreditDefaultPayout

The qualification of the price at which the contract has been transacted, in terms of market fixed rate, initial points, market price and/or quotation style. In FpML, those attributes are positioned as part of the fee leg.

Specified by:

getTransactedPrice in interface CreditDefaultPayout

setPayerReceiver

CreditDefaultPayout.CreditDefaultPayoutBuilder setPayerReceiver(PayerReceiver payerReceiver)

Specified by:

setPayerReceiver in interface PayoutBase.PayoutBaseBuilder

setPriceQuantity

CreditDefaultPayout.CreditDefaultPayoutBuilder setPriceQuantity(ResolvablePriceQuantity priceQuantity)

Specified by:

setPriceQuantity in interface PayoutBase.PayoutBaseBuilder

setPrincipalPayment

CreditDefaultPayout.CreditDefaultPayoutBuilder setPrincipalPayment(PrincipalPayments principalPayment)

Specified by:

setPrincipalPayment in interface PayoutBase.PayoutBaseBuilder

setSettlementTerms

CreditDefaultPayout.CreditDefaultPayoutBuilder setSettlementTerms(SettlementTerms settlementTerms)

Specified by:

setSettlementTerms in interface PayoutBase.PayoutBaseBuilder

setGeneralTerms

CreditDefaultPayout.CreditDefaultPayoutBuilder setGeneralTerms(GeneralTerms generalTerms)

addProtectionTerms

CreditDefaultPayout.CreditDefaultPayoutBuilder addProtectionTerms(ProtectionTerms protectionTerms)

addProtectionTerms

CreditDefaultPayout.CreditDefaultPayoutBuilder addProtectionTerms(ProtectionTerms protectionTerms,
 int idx)

addProtectionTerms

CreditDefaultPayout.CreditDefaultPayoutBuilder addProtectionTerms(List<? extends ProtectionTerms> protectionTerms)

setProtectionTerms

CreditDefaultPayout.CreditDefaultPayoutBuilder setProtectionTerms(List<? extends ProtectionTerms> protectionTerms)

setTransactedPrice

CreditDefaultPayout.CreditDefaultPayoutBuilder setTransactedPrice(TransactedPrice transactedPrice)

process

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

Specified by:

process in interface PayoutBase.PayoutBaseBuilder

Specified by:

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

prune

CreditDefaultPayout.CreditDefaultPayoutBuilder prune()

Specified by:

prune in interface PayoutBase.PayoutBaseBuilder

Specified by:

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