Uses of Package
cdm.base.datetime

Packages that use cdm.base.datetime
Package
Description
Basic date and time concepts: relative date, date range, offset, business centre etc.
 
 
 
 
 
 
Basic maths concepts: quantity and unit, rounding, curve / schedule, non-negativity constraint etc.
Basic static asset concepts that apply across asset classes: taxonomy etc.
Business event concepts: primitives, contract state and associated state transition function specifications.
 
Workflow concepts (orthogonal to business event): time stamp, credit limit, trade warehouse info and associated function specifications.
Observable asset concepts: schedule, settlement, price and quantity notation etc.
Floating amount calculations for calculated rates.
 
 
Observable event concepts: extraordinary event, trigger event, disruption event etc.
Product concepts applicable to specific asset classes.
 
 
 
Common product schedule concepts: calculation period, reset, fixing and payment dates, stub, notional schedule, roll convention.
 
Common product settlement concepts: cash vs physical, non-deliverable, money and cashflow, delivery vs payment.
Template feature concepts to define payouts.