Package cdm.observable.asset

Interface CreditIndex

All Superinterfaces:
AssetBase, com.rosetta.model.lib.GlobalKey, IndexBase, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
CreditIndex.CreditIndexBuilder
All Known Implementing Classes:
CreditIndex.CreditIndexBuilderImpl, CreditIndex.CreditIndexImpl
@RosettaDataType(value="CreditIndex", builder=CreditIndexBuilderImpl.class, version="7.0.0-dev.105") @RuneDataType(value="CreditIndex", model="cdm", builder=CreditIndexBuilderImpl.class, version="7.0.0-dev.105") public interface CreditIndex extends IndexBase, com.rosetta.model.lib.GlobalKey
Specification of an index based on credit risk, typically composed using corporate debt instruments in a region or industry sector, e.g. the iTraxx indices.
Version:
7.0.0-dev.105

  • Field Details

  • Method Details

    • getIndexSeries

      Integer getIndexSeries()
      A CDS index series identifier, e.g. 1, 2, 3 etc.

    • getIndexAnnexVersion

      Integer getIndexAnnexVersion()
      A CDS index series version identifier, e.g. 1, 2, 3 etc.

    • getIndexAnnexDate

      com.rosetta.model.lib.records.Date getIndexAnnexDate()
      A CDS index series annex date.

    • getIndexAnnexSource

      FieldWithMetaIndexAnnexSourceEnum getIndexAnnexSource()
      A CDS index series annex source.

    • getExcludedReferenceEntity

      List<? extends ReferenceInformation> getExcludedReferenceEntity()
      Excluded reference entity.

    • getTranche

      Tranche getTranche()
      This element contains CDS tranche terms.

    • getSettledEntityMatrix

      SettledEntityMatrix getSettledEntityMatrix()
      Used to specify the Relevant Settled Entity Matrix when there are settled entities at the time of the trade.

    • getIndexFactor

      BigDecimal getIndexFactor()
      Index Factor is the index version factor or percent, expressed as an absolute decimal value between 0 and 1, that multiplied by the original notional amount yields the notional amount covered by the seller of protection.

    • getSeniority

      CreditSeniorityEnum getSeniority()
      Seniority of debt instruments comprising the index.

    • getMeta

      com.rosetta.model.metafields.MetaFields getMeta()
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey

    • build

      CreditIndex build()
      Build Methods
      Specified by:
      build in interface AssetBase
      Specified by:
      build in interface IndexBase
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      CreditIndex.CreditIndexBuilder toBuilder()
      Specified by:
      toBuilder in interface AssetBase
      Specified by:
      toBuilder in interface IndexBase
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static CreditIndex.CreditIndexBuilder builder()

    • metaData

      default com.rosetta.model.lib.meta.RosettaMetaData<? extends CreditIndex> metaData()
      Utility Methods
      Specified by:
      metaData in interface AssetBase
      Specified by:
      metaData in interface IndexBase
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject

    • getType

      @RuneAttribute("@type") default Class<? extends CreditIndex> getType()
      Specified by:
      getType in interface AssetBase
      Specified by:
      getType in interface IndexBase
      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 AssetBase
      Specified by:
      process in interface IndexBase
      Specified by:
      process in interface com.rosetta.model.lib.RosettaModelObject