Package cdm.legaldocumentation.csa

Interface CreditSupportObligationsVariationMargin

All Superinterfaces:
CreditSupportObligationsBase, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
CreditSupportObligationsVariationMargin.CreditSupportObligationsVariationMarginBuilder
All Known Implementing Classes:
CreditSupportObligationsVariationMargin.CreditSupportObligationsVariationMarginBuilderImpl, CreditSupportObligationsVariationMargin.CreditSupportObligationsVariationMarginImpl
@RosettaDataType(value="CreditSupportObligationsVariationMargin", builder=CreditSupportObligationsVariationMarginBuilderImpl.class, version="7.0.0-dev.105") @RuneDataType(value="CreditSupportObligationsVariationMargin", model="cdm", builder=CreditSupportObligationsVariationMarginBuilderImpl.class, version="7.0.0-dev.105") public interface CreditSupportObligationsVariationMargin extends CreditSupportObligationsBase
Specification of the Credit Support Obligations applicable to the Variation Margin Credit Support Annex.
Version:
7.0.0-dev.105 Body ISDA Corpus Annex CSA_VM_2016 ISDA 2016 Credit Support Annex for Variation Margin paragraph "13" * clause "(c) " * name "Credit Support Obligations" Provision

  • Field Details

  • Method Details

    • getIneligibleCreditSupport

      IneligibleCreditSupport getIneligibleCreditSupport()
      The parties to which the provisions of the Credit Support Annex for Variation Margin will apply to. Body ISDA Corpus Annex CSA_VM_2016 ISDA 2016 Credit Support Annex for Variation Margin paragraph "13 " * clause "(c)(iii)" * name "Legally Ineligible Credit Support (VM" Provision

    • getMajorCurrency

      List<? extends FieldWithMetaString> getMajorCurrency()
      The additional currencies that are specified as Major Currency for the purpose of applying the FX Haircut Percentage. Body ISDA Corpus Annex CSA_VM_2016 ISDA 2016 Credit Support Annex for Variation Margin paragraph "13" * clause "(c)(v)(B)" * name "FX Haircut Percentage" Provision

    • getFxHaircut

      String getFxHaircut()
      The alternative definition for FX haircut percentage that applies to each party and item of Eligible Collateral unless this item is denominated in a Major Currency or in the Base Currency. Body ISDA Corpus Annex CSA_VM_2016 ISDA 2016 Credit Support Annex for Variation Margin paragraph "13" * clause "(c)(v)(B)" * name "FX Haircut Percentage" 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.

    • 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

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

    • toBuilder

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

    • builder

      static CreditSupportObligationsVariationMargin.CreditSupportObligationsVariationMarginBuilder builder()

    • metaData

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