Package cdm.legaldocumentation.csa

Interface CreditSupportObligationsCollateralTransferAgreement

All Superinterfaces:

CreditSupportObligationsBase, com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

CreditSupportObligationsCollateralTransferAgreement.CreditSupportObligationsCollateralTransferAgreementBuilder

All Known Implementing Classes:

CreditSupportObligationsCollateralTransferAgreement.CreditSupportObligationsCollateralTransferAgreementBuilderImpl, CreditSupportObligationsCollateralTransferAgreement.CreditSupportObligationsCollateralTransferAgreementImpl

@RosettaDataType(value="CreditSupportObligationsCollateralTransferAgreement",
                 builder=CreditSupportObligationsCollateralTransferAgreementBuilderImpl.class,
                 version="7.0.0-dev.105")
@RuneDataType(value="CreditSupportObligationsCollateralTransferAgreement",
              model="cdm",
              builder=CreditSupportObligationsCollateralTransferAgreementBuilderImpl.class,
              version="7.0.0-dev.105")
public interface CreditSupportObligationsCollateralTransferAgreement
extends CreditSupportObligationsBase

Specification of the Credit Support Obligations applicable to the Initial Margin Credit Support Annex.

Version:

7.0.0-dev.105 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

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	CreditSupportObligationsCollateralTransferAgreement.CreditSupportObligationsCollateralTransferAgreementBuilder	Builder Interface
static class	CreditSupportObligationsCollateralTransferAgreement.CreditSupportObligationsCollateralTransferAgreementBuilderImpl	Builder Implementation of CreditSupportObligationsCollateralTransferAgreement
static class	CreditSupportObligationsCollateralTransferAgreement.CreditSupportObligationsCollateralTransferAgreementImpl	Immutable Implementation of CreditSupportObligationsCollateralTransferAgreement

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

CreditSupportObligationsBase.CreditSupportObligationsBaseBuilder, CreditSupportObligationsBase.CreditSupportObligationsBaseBuilderImpl, CreditSupportObligationsBase.CreditSupportObligationsBaseImpl

Field Summary

Fields

Modifier and Type	Field	Description
static final CreditSupportObligationsCollateralTransferAgreementMeta	metaData

Method Summary

Modifier and Type	Method	Description
CreditSupportObligationsCollateralTransferAgreement	build()	Build Methods
static CreditSupportObligationsCollateralTransferAgreement.CreditSupportObligationsCollateralTransferAgreementBuilder	builder()
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.
MarginApproach	getMarginApproach()	The selection of Margin Approach applicable to the agreement.
String	getOtherEligibleSupportIM()	The Other Eligible Support election.
CollateralRounding	getRounding()	The rounding methodology applicable to the Delivery Amount and the Return Amount in terms of nearest integral multiple of Base Currency units.
Threshold	getThreshold()	Represents the amount of unsecured risk that a party is willing to tolerate without holding any posted collateral provided by the other party.
default Class<? extends CreditSupportObligationsCollateralTransferAgreement>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends CreditSupportObligationsCollateralTransferAgreement>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
CreditSupportObligationsCollateralTransferAgreement.CreditSupportObligationsCollateralTransferAgreementBuilder	toBuilder()

Methods inherited from interface cdm.legaldocumentation.csa.CreditSupportObligationsBase

getBespokeTransferTiming, getCollateralTransferTiming, getDeliveryAmount, getMinimumTransferAmount, getReturnAmount

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

processRosetta, processRosetta

Field Details

metaData

static final CreditSupportObligationsCollateralTransferAgreementMeta metaData

Method Details

getMarginApproach

MarginApproach getMarginApproach()

The selection of Margin Approach applicable to the agreement.

getOtherEligibleSupportIM

String getOtherEligibleSupportIM()

The Other Eligible Support election. If not specified, this election is deemed as not applicable. Body ISDA Corpus Annex CSA_IM_NewYork_2016 ISDA 2016 New York Law Credit Support Annex for Initial Margin Provision Body ISDA Corpus Annex CSA_IM_NewYork_2018 ISDA 2018 New York Law Credit Support Annex for Initial Margin Provision

getThreshold

Threshold getThreshold()

Represents the amount of unsecured risk that a party is willing to tolerate without holding any posted collateral provided by the other party. 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

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.

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.

build

CreditSupportObligationsCollateralTransferAgreement build()

Build Methods

Specified by:

build in interface CreditSupportObligationsBase

Specified by:

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

toBuilder

CreditSupportObligationsCollateralTransferAgreement.CreditSupportObligationsCollateralTransferAgreementBuilder toBuilder()

Specified by:

toBuilder in interface CreditSupportObligationsBase

Specified by:

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

builder

static CreditSupportObligationsCollateralTransferAgreement.CreditSupportObligationsCollateralTransferAgreementBuilder builder()

metaData

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

Utility Methods

Specified by:

metaData in interface CreditSupportObligationsBase

Specified by:

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

getType

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

Specified by:

getType in interface CreditSupportObligationsBase

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 CreditSupportObligationsBase

Specified by:

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