Package cdm.legaldocumentation.csa

Interface CreditSupportObligationsLegacy

All Superinterfaces:

CreditSupportObligationsBase, com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

CreditSupportObligationsLegacy.CreditSupportObligationsLegacyBuilder

All Known Implementing Classes:

CreditSupportObligationsLegacy.CreditSupportObligationsLegacyBuilderImpl, CreditSupportObligationsLegacy.CreditSupportObligationsLegacyImpl

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

Specification of the Credit Support Obligations applicable to the Legacy (1994/95) Credit Support Annex.

Version:

7.0.0-dev.105

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	CreditSupportObligationsLegacy.CreditSupportObligationsLegacyBuilder	Builder Interface
static class	CreditSupportObligationsLegacy.CreditSupportObligationsLegacyBuilderImpl	Builder Implementation of CreditSupportObligationsLegacy
static class	CreditSupportObligationsLegacy.CreditSupportObligationsLegacyImpl	Immutable Implementation of CreditSupportObligationsLegacy

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 CreditSupportObligationsLegacyMeta	metaData

Method Summary

Modifier and Type	Method	Description
CreditSupportObligationsLegacy	build()	Build Methods
static CreditSupportObligationsLegacy.CreditSupportObligationsLegacyBuilder	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.
EligibleCreditSupport	getEligibleCreditSupport()	Specification of the Eligible Collateral or Credit Support applicable to the Agreement.
LegacyIndependentAmount	getIndependentAmount()	Specifies the additional amount of collateral that is required to be delivered by a party irrespective of the mark-to-market exposure under the related Transactions.
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 CreditSupportObligationsLegacy>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends CreditSupportObligationsLegacy>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
CreditSupportObligationsLegacy.CreditSupportObligationsLegacyBuilder	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 CreditSupportObligationsLegacyMeta metaData

Method Details

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

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.

getIndependentAmount

LegacyIndependentAmount getIndependentAmount()

Specifies the additional amount of collateral that is required to be delivered by a party irrespective of the mark-to-market exposure under the related Transactions. It may take the form of a fixed amount or may be determined using ratings. 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 Provision Body ISDA Corpus Annex CSA_IM_NewYork_2016 ISDA 2016 New York Law Credit Support Annex for Initial Margin 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.

getEligibleCreditSupport

EligibleCreditSupport getEligibleCreditSupport()

Specification of the Eligible Collateral or Credit Support applicable to the Agreement. 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

build

CreditSupportObligationsLegacy build()

Build Methods

Specified by:

build in interface CreditSupportObligationsBase

Specified by:

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

toBuilder

CreditSupportObligationsLegacy.CreditSupportObligationsLegacyBuilder toBuilder()

Specified by:

toBuilder in interface CreditSupportObligationsBase

Specified by:

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

builder

static CreditSupportObligationsLegacy.CreditSupportObligationsLegacyBuilder builder()

metaData

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