Package cdm.observable.event

Class CreditEvents.CreditEventsBuilderImpl

java.lang.Object
cdm.observable.event.CreditEvents.CreditEventsBuilderImpl
All Implemented Interfaces:
CreditEvents, CreditEvents.CreditEventsBuilder, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder
Enclosing interface:
CreditEvents
public static class CreditEvents.CreditEventsBuilderImpl extends Object implements CreditEvents.CreditEventsBuilder
Builder Implementation of CreditEvents

  • Field Details

    • bankruptcy

      protected Boolean bankruptcy

    • failureToPay

      protected FailureToPay.FailureToPayBuilder failureToPay

    • failureToPayPrincipal

      protected Boolean failureToPayPrincipal

    • failureToPayInterest

      protected Boolean failureToPayInterest

    • obligationDefault

      protected Boolean obligationDefault

    • obligationAcceleration

      protected Boolean obligationAcceleration

    • repudiationMoratorium

      protected Boolean repudiationMoratorium

    • restructuring

      protected Restructuring.RestructuringBuilder restructuring

    • governmentalIntervention

      protected Boolean governmentalIntervention

    • distressedRatingsDowngrade

      protected Boolean distressedRatingsDowngrade

    • maturityExtension

      protected Boolean maturityExtension

    • writedown

      protected Boolean writedown

    • impliedWritedown

      protected Boolean impliedWritedown

    • defaultRequirement

      protected Money.MoneyBuilder defaultRequirement

    • creditEventNotice

      protected CreditEventNotice.CreditEventNoticeBuilder creditEventNotice

    • meta

      protected com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder meta

  • Constructor Details

    • CreditEventsBuilderImpl

      public CreditEventsBuilderImpl()

  • Method Details

    • getBankruptcy

      @RosettaAttribute("bankruptcy") @Accessor(GETTER) @RuneAttribute("bankruptcy") public Boolean getBankruptcy()
      Description copied from interface: CreditEvents
      A credit event. The reference entity has been dissolved or has become insolvent. It also covers events that may be a precursor to insolvency such as instigation of bankruptcy or insolvency proceedings. Sovereign trades are not subject to Bankruptcy as 'technically' a Sovereign cannot become bankrupt. ISDA 2003 Term: Bankruptcy.
      Specified by:
      getBankruptcy in interface CreditEvents

    • getFailureToPay

      @RosettaAttribute("failureToPay") @Accessor(GETTER) @RuneAttribute("failureToPay") public FailureToPay.FailureToPayBuilder getFailureToPay()
      Description copied from interface: CreditEvents
      A credit event. This credit event triggers, after the expiration of any applicable grace period, if the reference entity fails to make due payments in an aggregate amount of not less than the payment requirement on one or more obligations (e.g. a missed coupon payment). ISDA 2003 Term: Failure to Pay.
      Specified by:
      getFailureToPay in interface CreditEvents
      Specified by:
      getFailureToPay in interface CreditEvents.CreditEventsBuilder

    • getOrCreateFailureToPay

      public FailureToPay.FailureToPayBuilder getOrCreateFailureToPay()
      Specified by:
      getOrCreateFailureToPay in interface CreditEvents.CreditEventsBuilder

    • getFailureToPayPrincipal

      @RosettaAttribute("failureToPayPrincipal") @Accessor(GETTER) @RuneAttribute("failureToPayPrincipal") public Boolean getFailureToPayPrincipal()
      Description copied from interface: CreditEvents
      A credit event. Corresponds to the failure by the Reference Entity to pay an expected principal amount or the payment of an actual principal amount that is less than the expected principal amount. ISDA 2003 Term: Failure to Pay Principal.
      Specified by:
      getFailureToPayPrincipal in interface CreditEvents

    • getFailureToPayInterest

      @RosettaAttribute("failureToPayInterest") @Accessor(GETTER) @RuneAttribute("failureToPayInterest") public Boolean getFailureToPayInterest()
      Description copied from interface: CreditEvents
      A credit event. Corresponds to the failure by the Reference Entity to pay an expected interest amount or the payment of an actual interest amount that is less than the expected interest amount. ISDA 2003 Term: Failure to Pay Interest.
      Specified by:
      getFailureToPayInterest in interface CreditEvents

    • getObligationDefault

      @RosettaAttribute("obligationDefault") @Accessor(GETTER) @RuneAttribute("obligationDefault") public Boolean getObligationDefault()
      Description copied from interface: CreditEvents
      A credit event. One or more of the obligations have become capable of being declared due and payable before they would otherwise have been due and payable as a result of, or on the basis of, the occurrence of a default, event of default or other similar condition or event other than failure to pay. ISDA 2003 Term: Obligation Default.
      Specified by:
      getObligationDefault in interface CreditEvents

    • getObligationAcceleration

      @RosettaAttribute("obligationAcceleration") @Accessor(GETTER) @RuneAttribute("obligationAcceleration") public Boolean getObligationAcceleration()
      Description copied from interface: CreditEvents
      A credit event. One or more of the obligations have been declared due and payable before they would otherwise have been due and payable as a result of, or on the basis of, the occurrence of a default, event of default or other similar condition or event other than failure to pay (preferred by the market over Obligation Default, because more definitive and encompasses the definition of Obligation Default - this is more favorable to the Seller). Subject to the default requirement amount. ISDA 2003 Term: Obligation Acceleration.
      Specified by:
      getObligationAcceleration in interface CreditEvents

    • getRepudiationMoratorium

      @RosettaAttribute("repudiationMoratorium") @Accessor(GETTER) @RuneAttribute("repudiationMoratorium") public Boolean getRepudiationMoratorium()
      Description copied from interface: CreditEvents
      A credit event. The reference entity, or a governmental authority, either refuses to recognise or challenges the validity of one or more obligations of the reference entity, or imposes a moratorium thereby postponing payments on one or more of the obligations of the reference entity. Subject to the default requirement amount. ISDA 2003 Term: Repudiation/Moratorium.
      Specified by:
      getRepudiationMoratorium in interface CreditEvents

    • getRestructuring

      @RosettaAttribute("restructuring") @Accessor(GETTER) @RuneAttribute("restructuring") public Restructuring.RestructuringBuilder getRestructuring()
      Description copied from interface: CreditEvents
      A credit event. A restructuring is an event that materially impacts the reference entity's obligations, such as an interest rate reduction, principal reduction, deferral of interest or principal, change in priority ranking, or change in currency or composition of payment. ISDA 2003 Term: Restructuring.
      Specified by:
      getRestructuring in interface CreditEvents
      Specified by:
      getRestructuring in interface CreditEvents.CreditEventsBuilder

    • getOrCreateRestructuring

      public Restructuring.RestructuringBuilder getOrCreateRestructuring()
      Specified by:
      getOrCreateRestructuring in interface CreditEvents.CreditEventsBuilder

    • getGovernmentalIntervention

      @RosettaAttribute("governmentalIntervention") @Accessor(GETTER) @RuneAttribute("governmentalIntervention") public Boolean getGovernmentalIntervention()
      Description copied from interface: CreditEvents
      A credit event. A governmental intervention is an event resulting from an action by a governmental authority that materially impacts the reference entity's obligations, such as an interest rate reduction, principal reduction, deferral of interest or principal, change in priority ranking, or change in currency or composition of payment. ISDA 2014 Term: Governmental Intervention.
      Specified by:
      getGovernmentalIntervention in interface CreditEvents

    • getDistressedRatingsDowngrade

      @RosettaAttribute("distressedRatingsDowngrade") @Accessor(GETTER) @RuneAttribute("distressedRatingsDowngrade") public Boolean getDistressedRatingsDowngrade()
      Description copied from interface: CreditEvents
      A credit event. Results from the fact that the rating of the reference obligation is down-graded to a distressed rating level. From a usage standpoint, this credit event is typically not applicable in case of RMBS trades.
      Specified by:
      getDistressedRatingsDowngrade in interface CreditEvents

    • getMaturityExtension

      @RosettaAttribute("maturityExtension") @Accessor(GETTER) @RuneAttribute("maturityExtension") public Boolean getMaturityExtension()
      Description copied from interface: CreditEvents
      A credit event. Results from the fact that the underlier fails to make principal payments as expected.
      Specified by:
      getMaturityExtension in interface CreditEvents

    • getWritedown

      @RosettaAttribute("writedown") @Accessor(GETTER) @RuneAttribute("writedown") public Boolean getWritedown()
      Description copied from interface: CreditEvents
      A credit event. Results from the fact that the underlier writes down its outstanding principal amount.
      Specified by:
      getWritedown in interface CreditEvents

    • getImpliedWritedown

      @RosettaAttribute("impliedWritedown") @Accessor(GETTER) @RuneAttribute("impliedWritedown") public Boolean getImpliedWritedown()
      Description copied from interface: CreditEvents
      A credit event. Results from the fact that losses occur to the underlying instruments that do not result in reductions of the outstanding principal of the reference obligation.
      Specified by:
      getImpliedWritedown in interface CreditEvents

    • getDefaultRequirement

      @RosettaAttribute("defaultRequirement") @Accessor(GETTER) @RuneAttribute("defaultRequirement") public Money.MoneyBuilder getDefaultRequirement()
      Description copied from interface: CreditEvents
      In relation to certain credit events, serves as a threshold for Obligation Acceleration, Obligation Default, Repudiation/Moratorium and Restructuring. Market standard is USD 10,000,000 (JPY 1,000,000,000 for all Japanese Yen trades). This is applied on an aggregate or total basis across all Obligations of the Reference Entity. Used to prevent technical/operational errors from triggering credit events. ISDA 2003 Term: Default Requirement.
      Specified by:
      getDefaultRequirement in interface CreditEvents
      Specified by:
      getDefaultRequirement in interface CreditEvents.CreditEventsBuilder

    • getOrCreateDefaultRequirement

      public Money.MoneyBuilder getOrCreateDefaultRequirement()
      Specified by:
      getOrCreateDefaultRequirement in interface CreditEvents.CreditEventsBuilder

    • getCreditEventNotice

      @RosettaAttribute("creditEventNotice") @Accessor(GETTER) @RuneAttribute("creditEventNotice") public CreditEventNotice.CreditEventNoticeBuilder getCreditEventNotice()
      Description copied from interface: CreditEvents
      A specified condition to settlement. An irrevocable written or verbal notice that describes a credit event that has occurred. The notice is sent from the notifying party (either the buyer or the seller) to the counterparty. It provides information relevant to determining that a credit event has occurred. This is typically accompanied by Publicly Available Information. ISDA 2003 Term: Credit Event Notice.
      Specified by:
      getCreditEventNotice in interface CreditEvents
      Specified by:
      getCreditEventNotice in interface CreditEvents.CreditEventsBuilder

    • getOrCreateCreditEventNotice

      public CreditEventNotice.CreditEventNoticeBuilder getOrCreateCreditEventNotice()
      Specified by:
      getOrCreateCreditEventNotice in interface CreditEvents.CreditEventsBuilder

    • getMeta

      @RosettaAttribute("meta") @Accessor(GETTER) @RuneAttribute("meta") @RuneMetaType public com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getMeta()
      Specified by:
      getMeta in interface CreditEvents
      Specified by:
      getMeta in interface CreditEvents.CreditEventsBuilder
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

    • getOrCreateMeta

      public com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getOrCreateMeta()
      Specified by:
      getOrCreateMeta in interface CreditEvents.CreditEventsBuilder
      Specified by:
      getOrCreateMeta in interface com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

    • setBankruptcy

      @RosettaAttribute("bankruptcy") @Accessor(SETTER) @RuneAttribute("bankruptcy") public CreditEvents.CreditEventsBuilder setBankruptcy(Boolean _bankruptcy)
      Specified by:
      setBankruptcy in interface CreditEvents.CreditEventsBuilder

    • setFailureToPay

      @RosettaAttribute("failureToPay") @Accessor(SETTER) @RuneAttribute("failureToPay") public CreditEvents.CreditEventsBuilder setFailureToPay(FailureToPay _failureToPay)
      Specified by:
      setFailureToPay in interface CreditEvents.CreditEventsBuilder

    • setFailureToPayPrincipal

      @RosettaAttribute("failureToPayPrincipal") @Accessor(SETTER) @RuneAttribute("failureToPayPrincipal") public CreditEvents.CreditEventsBuilder setFailureToPayPrincipal(Boolean _failureToPayPrincipal)
      Specified by:
      setFailureToPayPrincipal in interface CreditEvents.CreditEventsBuilder

    • setFailureToPayInterest

      @RosettaAttribute("failureToPayInterest") @Accessor(SETTER) @RuneAttribute("failureToPayInterest") public CreditEvents.CreditEventsBuilder setFailureToPayInterest(Boolean _failureToPayInterest)
      Specified by:
      setFailureToPayInterest in interface CreditEvents.CreditEventsBuilder

    • setObligationDefault

      @RosettaAttribute("obligationDefault") @Accessor(SETTER) @RuneAttribute("obligationDefault") public CreditEvents.CreditEventsBuilder setObligationDefault(Boolean _obligationDefault)
      Specified by:
      setObligationDefault in interface CreditEvents.CreditEventsBuilder

    • setObligationAcceleration

      @RosettaAttribute("obligationAcceleration") @Accessor(SETTER) @RuneAttribute("obligationAcceleration") public CreditEvents.CreditEventsBuilder setObligationAcceleration(Boolean _obligationAcceleration)
      Specified by:
      setObligationAcceleration in interface CreditEvents.CreditEventsBuilder

    • setRepudiationMoratorium

      @RosettaAttribute("repudiationMoratorium") @Accessor(SETTER) @RuneAttribute("repudiationMoratorium") public CreditEvents.CreditEventsBuilder setRepudiationMoratorium(Boolean _repudiationMoratorium)
      Specified by:
      setRepudiationMoratorium in interface CreditEvents.CreditEventsBuilder

    • setRestructuring

      @RosettaAttribute("restructuring") @Accessor(SETTER) @RuneAttribute("restructuring") public CreditEvents.CreditEventsBuilder setRestructuring(Restructuring _restructuring)
      Specified by:
      setRestructuring in interface CreditEvents.CreditEventsBuilder

    • setGovernmentalIntervention

      @RosettaAttribute("governmentalIntervention") @Accessor(SETTER) @RuneAttribute("governmentalIntervention") public CreditEvents.CreditEventsBuilder setGovernmentalIntervention(Boolean _governmentalIntervention)
      Specified by:
      setGovernmentalIntervention in interface CreditEvents.CreditEventsBuilder

    • setDistressedRatingsDowngrade

      @RosettaAttribute("distressedRatingsDowngrade") @Accessor(SETTER) @RuneAttribute("distressedRatingsDowngrade") public CreditEvents.CreditEventsBuilder setDistressedRatingsDowngrade(Boolean _distressedRatingsDowngrade)
      Specified by:
      setDistressedRatingsDowngrade in interface CreditEvents.CreditEventsBuilder

    • setMaturityExtension

      @RosettaAttribute("maturityExtension") @Accessor(SETTER) @RuneAttribute("maturityExtension") public CreditEvents.CreditEventsBuilder setMaturityExtension(Boolean _maturityExtension)
      Specified by:
      setMaturityExtension in interface CreditEvents.CreditEventsBuilder

    • setWritedown

      @RosettaAttribute("writedown") @Accessor(SETTER) @RuneAttribute("writedown") public CreditEvents.CreditEventsBuilder setWritedown(Boolean _writedown)
      Specified by:
      setWritedown in interface CreditEvents.CreditEventsBuilder

    • setImpliedWritedown

      @RosettaAttribute("impliedWritedown") @Accessor(SETTER) @RuneAttribute("impliedWritedown") public CreditEvents.CreditEventsBuilder setImpliedWritedown(Boolean _impliedWritedown)
      Specified by:
      setImpliedWritedown in interface CreditEvents.CreditEventsBuilder

    • setDefaultRequirement

      @RosettaAttribute("defaultRequirement") @Accessor(SETTER) @RuneAttribute("defaultRequirement") public CreditEvents.CreditEventsBuilder setDefaultRequirement(Money _defaultRequirement)
      Specified by:
      setDefaultRequirement in interface CreditEvents.CreditEventsBuilder

    • setCreditEventNotice

      @RosettaAttribute("creditEventNotice") @Accessor(SETTER) @RuneAttribute("creditEventNotice") public CreditEvents.CreditEventsBuilder setCreditEventNotice(CreditEventNotice _creditEventNotice)
      Specified by:
      setCreditEventNotice in interface CreditEvents.CreditEventsBuilder

    • setMeta

      @RosettaAttribute("meta") @Accessor(SETTER) @RuneAttribute("meta") @RuneMetaType public CreditEvents.CreditEventsBuilder setMeta(com.rosetta.model.metafields.MetaFields _meta)
      Specified by:
      setMeta in interface CreditEvents.CreditEventsBuilder

    • build

      public CreditEvents build()
      Description copied from interface: CreditEvents
      Build Methods
      Specified by:
      build in interface CreditEvents
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      public CreditEvents.CreditEventsBuilder toBuilder()
      Specified by:
      toBuilder in interface CreditEvents
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • prune

      public CreditEvents.CreditEventsBuilder prune()
      Specified by:
      prune in interface CreditEvents.CreditEventsBuilder
      Specified by:
      prune in interface com.rosetta.model.lib.RosettaModelObjectBuilder

    • hasData

      public boolean hasData()
      Specified by:
      hasData in interface com.rosetta.model.lib.RosettaModelObjectBuilder

    • merge

      public CreditEvents.CreditEventsBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
      Specified by:
      merge in interface com.rosetta.model.lib.RosettaModelObjectBuilder

    • equals

      public boolean equals(Object o)
      Overrides:
      equals in class Object

    • hashCode

      public int hashCode()
      Overrides:
      hashCode in class Object

    • toString

      public String toString()
      Overrides:
      toString in class Object