Package cdm.legaldocumentation.csa

Interface CreditSupportObligationsInitialMargin

All Superinterfaces:
CreditSupportObligationsBase, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
CreditSupportObligationsInitialMargin.CreditSupportObligationsInitialMarginBuilder
All Known Implementing Classes:
CreditSupportObligationsInitialMargin.CreditSupportObligationsInitialMarginBuilderImpl, CreditSupportObligationsInitialMargin.CreditSupportObligationsInitialMarginImpl
@RosettaDataType(value="CreditSupportObligationsInitialMargin", builder=CreditSupportObligationsInitialMarginBuilderImpl.class, version="7.0.0-dev.105") @RuneDataType(value="CreditSupportObligationsInitialMargin", model="cdm", builder=CreditSupportObligationsInitialMarginBuilderImpl.class, version="7.0.0-dev.105") public interface CreditSupportObligationsInitialMargin 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

  • Field Details

  • 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

    • 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.

    • 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.

    • build

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

    • toBuilder

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

    • builder

      static CreditSupportObligationsInitialMargin.CreditSupportObligationsInitialMarginBuilder builder()

    • metaData

      default com.rosetta.model.lib.meta.RosettaMetaData<? extends CreditSupportObligationsInitialMargin> 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 CreditSupportObligationsInitialMargin> 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