Package cdm.legaldocumentation.csa

Interface CalculationCurrencyElection

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
CalculationCurrencyElection.CalculationCurrencyElectionBuilder
All Known Implementing Classes:
CalculationCurrencyElection.CalculationCurrencyElectionBuilderImpl, CalculationCurrencyElection.CalculationCurrencyElectionImpl
@RosettaDataType(value="CalculationCurrencyElection", builder=CalculationCurrencyElectionBuilderImpl.class, version="7.0.0-dev.105") @RuneDataType(value="CalculationCurrencyElection", model="cdm", builder=CalculationCurrencyElectionBuilderImpl.class, version="7.0.0-dev.105") public interface CalculationCurrencyElection extends com.rosetta.model.lib.RosettaModelObject
A class to specify the ISDA SIMM Calculation Currency.
Version:
7.0.0-dev.105 Body ISDA Corpus Annex CSA_IM_2016 ISDA 2016 Credit Support Annex for Initial Margin paragraph "13 General Principles" * clause "(ee)(3" Provision

  • Field Details

  • Method Details

    • getParty

      CounterpartyRoleEnum getParty()
      The party which the SIMM Calculation Currency qualification applies to.

    • getIsBaseCurrency

      Boolean getIsBaseCurrency()
      The SIMM Calculation Currency (also known as SIMM Reporting Currency) means the Base Currency when True. It means a different currency when False. In that latter case, the SIMM Calculation Currency is specified as part of the currency attribute.

    • getCurrency

      FieldWithMetaString getCurrency()
      The currency in which the ISDA SIMM Calculation is denominated, when different from the Base Currency. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes.

    • build

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

    • toBuilder

      CalculationCurrencyElection.CalculationCurrencyElectionBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static CalculationCurrencyElection.CalculationCurrencyElectionBuilder builder()

    • metaData

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

    • getType

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