Package cdm.legaldocumentation.csa

Interface CreditSupportObligationsBase

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
CreditSupportObligationsBase.CreditSupportObligationsBaseBuilder, CreditSupportObligationsCollateralTransferAgreement, CreditSupportObligationsCollateralTransferAgreement.CreditSupportObligationsCollateralTransferAgreementBuilder, CreditSupportObligationsInitialMargin, CreditSupportObligationsInitialMargin.CreditSupportObligationsInitialMarginBuilder, CreditSupportObligationsLegacy, CreditSupportObligationsLegacy.CreditSupportObligationsLegacyBuilder, CreditSupportObligationsVariationMargin, CreditSupportObligationsVariationMargin.CreditSupportObligationsVariationMarginBuilder
All Known Implementing Classes:
CreditSupportObligationsBase.CreditSupportObligationsBaseBuilderImpl, CreditSupportObligationsBase.CreditSupportObligationsBaseImpl, CreditSupportObligationsCollateralTransferAgreement.CreditSupportObligationsCollateralTransferAgreementBuilderImpl, CreditSupportObligationsCollateralTransferAgreement.CreditSupportObligationsCollateralTransferAgreementImpl, CreditSupportObligationsInitialMargin.CreditSupportObligationsInitialMarginBuilderImpl, CreditSupportObligationsInitialMargin.CreditSupportObligationsInitialMarginImpl, CreditSupportObligationsLegacy.CreditSupportObligationsLegacyBuilderImpl, CreditSupportObligationsLegacy.CreditSupportObligationsLegacyImpl, CreditSupportObligationsVariationMargin.CreditSupportObligationsVariationMarginBuilderImpl, CreditSupportObligationsVariationMargin.CreditSupportObligationsVariationMarginImpl
@RosettaDataType(value="CreditSupportObligationsBase", builder=CreditSupportObligationsBaseBuilderImpl.class, version="7.0.0-dev.105") @RuneDataType(value="CreditSupportObligationsBase", model="cdm", builder=CreditSupportObligationsBaseBuilderImpl.class, version="7.0.0-dev.105") public interface CreditSupportObligationsBase extends com.rosetta.model.lib.RosettaModelObject
A logical container designed to hold a set of related data. In this case, designed to hold a set of clauses that are common amongst Legacy (1994/95), Variation Margin and Initial Margin Credit Support Documents in regards to Credit Support Obligations.
Version:
7.0.0-dev.105

  • Field Details

  • Method Details

    • getDeliveryAmount

      CSADeliveryAmount getDeliveryAmount()
      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.

    • getReturnAmount

      CSAReturnAmount getReturnAmount()
      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.

    • getMinimumTransferAmount

      MinimumTransferAmount getMinimumTransferAmount()
      Represents the threshold specified in the agreement below which collateral need not be delivered, and represents the smallest incremental value of exposure that must be reached before the parties are obliged to transfer collateral. 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 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

    • 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.

    • 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.

    • build

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

    • toBuilder

      CreditSupportObligationsBase.CreditSupportObligationsBaseBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static CreditSupportObligationsBase.CreditSupportObligationsBaseBuilder builder()

    • metaData

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

    • getType

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