Package cdm.legaldocumentation.csa

Interface CalculationAndTimingCollateralTransferAgreement

All Superinterfaces:

CalculationAndTimingBase, com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

CalculationAndTimingCollateralTransferAgreement.CalculationAndTimingCollateralTransferAgreementBuilder

All Known Implementing Classes:

CalculationAndTimingCollateralTransferAgreement.CalculationAndTimingCollateralTransferAgreementBuilderImpl, CalculationAndTimingCollateralTransferAgreement.CalculationAndTimingCollateralTransferAgreementImpl

@RosettaDataType(value="CalculationAndTimingCollateralTransferAgreement",
                 builder=CalculationAndTimingCollateralTransferAgreementBuilderImpl.class,
                 version="7.0.0-dev.105")
@RuneDataType(value="CalculationAndTimingCollateralTransferAgreement",
              model="cdm",
              builder=CalculationAndTimingCollateralTransferAgreementBuilderImpl.class,
              version="7.0.0-dev.105")
public interface CalculationAndTimingCollateralTransferAgreement
extends CalculationAndTimingBase

Specification of the Calculation, Valuation and Timing terms specific to the Initial Margin Credit Support Annex.

Version:

7.0.0-dev.105

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	CalculationAndTimingCollateralTransferAgreement.CalculationAndTimingCollateralTransferAgreementBuilder	Builder Interface
static class	CalculationAndTimingCollateralTransferAgreement.CalculationAndTimingCollateralTransferAgreementBuilderImpl	Builder Implementation of CalculationAndTimingCollateralTransferAgreement
static class	CalculationAndTimingCollateralTransferAgreement.CalculationAndTimingCollateralTransferAgreementImpl	Immutable Implementation of CalculationAndTimingCollateralTransferAgreement

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

CalculationAndTimingBase.CalculationAndTimingBaseBuilder, CalculationAndTimingBase.CalculationAndTimingBaseBuilderImpl, CalculationAndTimingBase.CalculationAndTimingBaseImpl

Field Summary

Fields

Modifier and Type	Field	Description
static final CalculationAndTimingCollateralTransferAgreementMeta	metaData

Method Summary

Modifier and Type	Method	Description
CalculationAndTimingCollateralTransferAgreement	build()	Build Methods
static CalculationAndTimingCollateralTransferAgreement.CalculationAndTimingCollateralTransferAgreementBuilder	builder()
BespokeCalculationDate	getBespokeCalculationDate()	The specification of bespoke Calculation Date terms for the purposes of Initial or Variation Margin by the parties to the agreement.
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.
CalculationAgentTerms	getCalculationAgentTerms()	Details of the party calculating the value of collateral to be delivered or returned.
ValuationCalculationDateLocation	getCalculationDateLocation()	The specified location where the credit exposure will be calculated by the respective parties.
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
String	getSecuritiesSettlementDay()	Body ISDA Corpus Annex CSA_IM_Japanese_2016 ISDA 2016 Japanese Law Credit Support Annex for Initial Margin paragraph "12" Provision
default Class<? extends CalculationAndTimingCollateralTransferAgreement>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends CalculationAndTimingCollateralTransferAgreement>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
CalculationAndTimingCollateralTransferAgreement.CalculationAndTimingCollateralTransferAgreementBuilder	toBuilder()

Methods inherited from interface cdm.legaldocumentation.csa.CalculationAndTimingBase

getNotificationTime

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

processRosetta, processRosetta

Field Details

metaData

static final CalculationAndTimingCollateralTransferAgreementMeta metaData

Method Details

getCalculationAgentTerms

CalculationAgentTerms getCalculationAgentTerms()

Details of the party calculating the value of collateral to be delivered or returned.

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

ValuationCalculationDateLocation getCalculationDateLocation()

The specified location where the credit exposure will be calculated by the respective parties.

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

build

CalculationAndTimingCollateralTransferAgreement build()

Build Methods

Specified by:

build in interface CalculationAndTimingBase

Specified by:

build in interface com.rosetta.model.lib.RosettaModelObject

toBuilder

CalculationAndTimingCollateralTransferAgreement.CalculationAndTimingCollateralTransferAgreementBuilder toBuilder()

Specified by:

toBuilder in interface CalculationAndTimingBase

Specified by:

toBuilder in interface com.rosetta.model.lib.RosettaModelObject

builder

static CalculationAndTimingCollateralTransferAgreement.CalculationAndTimingCollateralTransferAgreementBuilder builder()

metaData

default com.rosetta.model.lib.meta.RosettaMetaData<? extends CalculationAndTimingCollateralTransferAgreement> metaData()

Utility Methods

Specified by:

metaData in interface CalculationAndTimingBase

Specified by:

metaData in interface com.rosetta.model.lib.RosettaModelObject

getType

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

Specified by:

getType in interface CalculationAndTimingBase

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 CalculationAndTimingBase

Specified by:

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