Package cdm.legaldocumentation.csa.functions

Class ReturnAmount

java.lang.Object
cdm.legaldocumentation.csa.functions.ReturnAmount
All Implemented Interfaces:
com.rosetta.model.lib.functions.RosettaFunction
Direct Known Subclasses:
ReturnAmount.ReturnAmountDefault
public abstract class ReturnAmount extends Object implements com.rosetta.model.lib.functions.RosettaFunction

  • Field Details

    • conditionValidator

      @Inject protected com.rosetta.model.lib.functions.ConditionValidator conditionValidator

    • objectValidator

      @Inject protected com.rosetta.model.lib.functions.ModelObjectValidator objectValidator

    • creditSupportAmount0

      @Inject protected CreditSupportAmount creditSupportAmount0

    • max

      @Inject protected Max max

    • roundToNearest

      @Inject protected RoundToNearest roundToNearest

    • undisputedAdjustedPostedCreditSupportAmount0

      @Inject protected UndisputedAdjustedPostedCreditSupportAmount undisputedAdjustedPostedCreditSupportAmount0

  • Constructor Details

    • ReturnAmount

      public ReturnAmount()

  • Method Details

    • evaluate

      public Money evaluate(List<? extends PostedCreditSupportItem> postedCreditSupportItems, Money priorDeliveryAmountAdjustment, Money priorReturnAmountAdjustment, Money disputedTransferredPostedCreditSupportAmount, Money marginAmount, Money threshold, MarginApproachEnum marginApproach, Money marginAmountIA, Money minimumTransferAmount, CollateralRounding rounding, Money disputedReturnAmount, String baseCurrency)
      Parameters:
      postedCreditSupportItems -
      priorDeliveryAmountAdjustment - The adjustment value to include any prior Delivery Amount (IM).
      priorReturnAmountAdjustment - The adjustment value to exclude any prior Return Amount (IM).
      disputedTransferredPostedCreditSupportAmount - The disputed value of any Transfer of Eligible Credit Support.
      marginAmount - The Base Currency Equivalent of an amount equal to the sum of the initial margin amounts.
      threshold - With respect to a party, the Base Currency Equivalent of the amount specified for that party, if no amount is specified, zero.
      marginApproach - Specifies the margin approach specific to Initial Margin agreements.
      marginAmountIA - The Base Currency Equivalent of an amount equal to the sum of the Independent Amounts.
      minimumTransferAmount - With respect to a party, the Base Currency Equivalent of the amount specified for that party, if no amount is specified, zero.
      rounding - Rounding methodology applicable to the Delivery Amount and the Return Amount in terms of nearest integral multiple of Base Currency units
      disputedReturnAmount - If a party (a 'Disputing Party') disputes the Calculation Agent (IM)s calculation of a Return Amount (IM).
      baseCurrency - Base Currency means the currency specified as such in Paragraph 13.
      Returns:
      result

    • doEvaluate

      protected abstract Money.MoneyBuilder doEvaluate(List<? extends PostedCreditSupportItem> postedCreditSupportItems, Money priorDeliveryAmountAdjustment, Money priorReturnAmountAdjustment, Money disputedTransferredPostedCreditSupportAmount, Money marginAmount, Money threshold, MarginApproachEnum marginApproach, Money marginAmountIA, Money minimumTransferAmount, CollateralRounding rounding, Money disputedReturnAmount, String baseCurrency)

    • undisputedAdjustedPostedCreditSupportAmount1

      protected abstract com.rosetta.model.lib.mapper.MapperS<? extends Money> undisputedAdjustedPostedCreditSupportAmount1(List<? extends PostedCreditSupportItem> postedCreditSupportItems, Money priorDeliveryAmountAdjustment, Money priorReturnAmountAdjustment, Money disputedTransferredPostedCreditSupportAmount, Money marginAmount, Money threshold, MarginApproachEnum marginApproach, Money marginAmountIA, Money minimumTransferAmount, CollateralRounding rounding, Money disputedReturnAmount, String baseCurrency)

    • creditSupportAmount1

      protected abstract com.rosetta.model.lib.mapper.MapperS<? extends Money> creditSupportAmount1(List<? extends PostedCreditSupportItem> postedCreditSupportItems, Money priorDeliveryAmountAdjustment, Money priorReturnAmountAdjustment, Money disputedTransferredPostedCreditSupportAmount, Money marginAmount, Money threshold, MarginApproachEnum marginApproach, Money marginAmountIA, Money minimumTransferAmount, CollateralRounding rounding, Money disputedReturnAmount, String baseCurrency)

    • returnAmount

      protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> returnAmount(List<? extends PostedCreditSupportItem> postedCreditSupportItems, Money priorDeliveryAmountAdjustment, Money priorReturnAmountAdjustment, Money disputedTransferredPostedCreditSupportAmount, Money marginAmount, Money threshold, MarginApproachEnum marginApproach, Money marginAmountIA, Money minimumTransferAmount, CollateralRounding rounding, Money disputedReturnAmount, String baseCurrency)

    • undisputedReturnAmount

      protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> undisputedReturnAmount(List<? extends PostedCreditSupportItem> postedCreditSupportItems, Money priorDeliveryAmountAdjustment, Money priorReturnAmountAdjustment, Money disputedTransferredPostedCreditSupportAmount, Money marginAmount, Money threshold, MarginApproachEnum marginApproach, Money marginAmountIA, Money minimumTransferAmount, CollateralRounding rounding, Money disputedReturnAmount, String baseCurrency)