.cdm-java.6.0.0-dev.63.source-code.product-collateral-enum.rosetta Maven / Gradle / Ivy

Go to download
Show more of this group Show more artifacts with this name
Show all versions of cdm-java Show documentation
There is a newer version: 6.0.0-dev.89
namespace cdm.product.collateral
version "${project.version}"

import cdm.mapping.config.*
import cdm.base.staticdata.party.*

enum CollateralTypeEnum: <"Specifies the types of collateral that are accepted by the Lender">
    Cash <"Security Lending Trades against Cash collateral">
    NonCash <"Security Lending Trades against NonCash collateral">
    CashPool <"Security Lending Trades against CashPool collateral">

enum ConcentrationLimitTypeEnum: <"Represents the enumerated values to identify where a concentration limit is applied.">
    Asset <"Specifies a limit on a single asset in the portfolio">
    BaseCurrencyEquivalent <"Specifies a limit on all cash valued in the base currency of the portfolio.">
    Issuer <"Specifies a limit on a single issuer in the portfolio.">
    PrimaryExchange <"Specifies a limit on a single exchange in the portfolio.">
    IndustrySector <"Specifies a limit on a single industry sector in the portfolio.">
    UltimateParentInstitution <"Specifies a limit on a single issuer in the portfolio at the ultimate parent institution level.">
    IssueOutstandingAmount <"Specifies a limit of the issue compared to the outstanding amount of the asset on the market.">
    MarketCapitalisation <"Specifies a limit of the issue calculated as a percentage of the market capitalisation of the asset on the market.">

enum AverageTradingVolumeMethodologyEnum: <"Indicates the type of equity average trading volume (single) the highest amount on one exchange, or (consolidated) volumes across more than one exchange.">
    Single <"Single, the highest amount on one exchange.">
    Consolidated <"Consolidated volume across more than one exchange.">

enum CreditSupportAgreementTypeEnum: <"The enumerated values to specify the type of Credit Support Agreement governing the transaction.">
    CreditSupportDeed <"A Credit Support Deed legal agreement.">
    CreditSupportAnnex <"A Credit Support Annex legal agreement.">
        [synonym AcadiaSoft_AM_1_0 value "CSA"]
    CollateralTransferAgreement <"A Collateral Transfer Agreement">

type ContactElection: <"A class to specify the parties' election to specify contact information, in relation to elections such as the Addresses for Transfer or the Demand and Notices as specified in the ISDA Credit Support Annex agreement.">
    partyElection PartyContactInformation (2..2) <"The parties' contact information election.">

enum AlternativeToInterestAmountEnum: <"If there is an alternative to interest amounts, how is it specified?">
    Standard <"Interest amount is not transferred if transfer would create or increase a delivery amount.">
    ActualAmountReceived <"The standard calculation of the Interest Amount is replaced with the amount of interest the secured party actually receives in relation to the Cash collateral.">
    TransferIfDeliveryAmountBelowMTA <"Interest amount is not transferred if transfer would create or increase a delivery amount. (This is the 'Standard' provision). However, interest Amount will be transferred if Delivery Amount is below Minimum Transfer Amount.">
    Other <"An other alternative option outside these choices that can be described as an alternative provision.">

enum CollateralInterestHandlingEnum: <"How is collateral interest to be handled?">
    Transfer <" Transfer the interest each period ">
    Adjust <" Adjust the collateral balance to include the interest amount ">
    Transfer_or_Adjust <" Transfer the interest if it meets certain criteria, or otherwise adjust the collateral balance to reflect the interest amount  ">

enum DeliveryAmountElectionEnum: <"The enumerated values to specify the application of Interest Amount with respect to the Delivery Amount through standard language.">
    LastLocalBusinessDay <"The delivery only includes `Transfer on last Local Business Day.">
    LastAndAnyLocalBusinessDay <"The delivery includes both `Transfer on last Local Business Day` and `Transfer a Delivery Amount (IM) consisting of cash on any Local Business Day.`">

enum CollateralMarginTypeEnum: <"The enumerated values to specify the type of margin for which a legal agreement is named.">
    VariationMargin <"Denotes a margin agreement that is identified for use with Variation Margin/VM.">
    InitialMargin <"Denotes a margin agreement that is identified for use with Initial Margin/IM.">

enum RatingPriorityResolutionEnum: <"Represents an enumeration list to identify which Collateral Criteria type should have priority over others. If set to 'Issuer', the rating in the 
Issuer Criteria has priority or is used if there is no Asset criteria. If set to 'Asset', the rating in the Asset Criteria has priority or is used if there is no Issuer rating.">
    Issuer <"Denotes that the Issuer Criteria has priority.">
    Asset <"Denotes that the Asset Criteria has priority.">
    Lowest <"Denotes that lowest rating should be used if several criteria apply.">
    Highest <"Denotes that highest rating should be used if several criteria apply.">
    Average <"Denotes that average rating should be used if several criteria apply.">