Interface PostedCreditSupportItem

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
PostedCreditSupportItem.PostedCreditSupportItemBuilder
All Known Implementing Classes:
PostedCreditSupportItem.PostedCreditSupportItemBuilderImpl, PostedCreditSupportItem.PostedCreditSupportItemImpl

@RosettaDataType(value="PostedCreditSupportItem", builder=PostedCreditSupportItemBuilderImpl.class, version="7.0.0-dev.105") @RuneDataType(value="PostedCreditSupportItem", model="cdm", builder=PostedCreditSupportItemBuilderImpl.class, version="7.0.0-dev.105") public interface PostedCreditSupportItem extends com.rosetta.model.lib.RosettaModelObject
Posted Credit Support item with corresponding Valuation Percentage, FX Haircut Percentage and any related disputed Posted Credit Support valuation.
Version:
7.0.0-dev.105
  • Field Details

  • Method Details

    • getCashOrSecurityValue

      Money getCashOrSecurityValue()
      The Base Currency Equivalent of Cash or Security.
    • getHaircutPercentage

      BigDecimal getHaircutPercentage()
      Valuation Percentage means, for any item of Eligible Collateral (IM), the percentage specified in accordance with Paragraph 13.
    • getFxHaircutPercentage

      BigDecimal getFxHaircutPercentage()
      FX Haircut Percentage means, for any item of Eligible Collateral (IM), the percentage specified in accordance with Paragraph 13.
    • getAdditionalHaircutPercentage

      BigDecimal getAdditionalHaircutPercentage()
      Percentage value of any additional haircut to be applied to a collateral asset,the percentage value is expressed as the discount haircut to the value of the collateral- as an example a 5% haircut would be expressed as 0.05.
    • getDisputedCashOrSecurityValue

      Money getDisputedCashOrSecurityValue()
      Paragraph 5. If a party (a 'Disputing Party') disputes the Value of any Posted Credit Support (IM).
    • build

      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject
    • toBuilder

      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject
    • builder

    • metaData

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

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