Uses of Package
cdm.base.math
Packages that use cdm.base.math
Package
Description
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.
Position concepts: portfolio and portfolio aggregation.
Observable asset concepts: schedule, settlement, price and quantity notation etc.
Observable event concepts: extraordinary event, trigger event, disruption event etc.
Product concepts applicable to specific asset classes.
Product-related, asset class-specific floating-rate index concepts, such as rate definitions.
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.
-
Classes in cdm.base.math used by cdm.base.mathClassDescriptionAn arithmetic operator that can be passed to a functionDefines the ways in which multiple values can be aggregated into a single value.Builder InterfaceSpecifies enumerations for the type of averaging calculation.The enumerated values to specify the method of calculation to be used when averaging rates.Provides enumerated values for capacity units, generally used in the context of defining quantities for commodities.Defines a date and value pair.Builder InterfaceProvides enumerated values for financial units, generally used in the context of defining quantities for securities.Defines a concrete measure as a number associated to a unit.Builder InterfaceProvides an abstract type to define a measure as a number associated to a unit.Builder InterfaceBuilder Implementation of MeasureBaseImmutable Implementation of MeasureBaseA set of measures, all in the same unit, where the values are defined through a schedule of steps.Builder InterfaceBuilder Implementation of MeasureScheduleImmutable Implementation of MeasureScheduleThe money bound is defined as a money amount and whether the bound is inclusive.Builder InterfaceThe money range defined as either a lower and upper money bound, or both.Builder InterfaceSpecifies a quantity as a non-negative number, which condition is enforced through a data rule that only applies to the extending class.Builder InterfaceBuilder InterfaceA class defining a step date and non-negative step value pair.Builder InterfaceThe number bound is defined as a number and whether the bound is inclusive.Builder InterfaceThe number range defined as either a lower and upper number bound, or both.Builder InterfaceRepresents the enumerated values to specify a logical quantification, i.e. either All or Any.Specifies a quantity as a single value to be associated to a financial product, for example a transfer amount resulting from a trade.Builder InterfaceBuilder Implementation of QuantityImmutable Implementation of QuantitySpecifies whether a quantity change is an increase, a decrease or a replacement, whereby the quantity is always specified as a positive number.Specifies a quantity schedule to be associated to a financial product to represent a trade amount.Builder InterfaceBuilder Implementation of QuantityScheduleImmutable Implementation of QuantityScheduleDefines rounding rules and precision to be used in the rounding of a number.Builder InterfaceThe enumerated values to specify the rounding direction and precision to be used in the rounding of a number.The enumerated values to specify the rounding direction when rounding of a number to nearest.A class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.Builder InterfaceDefines the unit to be used for price, quantity, or other purposesBuilder InterfaceProvides enumerated values for weather units, generally used in the context of defining quantities for commodities.
-
Classes in cdm.base.math used by cdm.base.math.functionsClassDescriptionAn arithmetic operator that can be passed to a functionProvides enumerated values for financial units, generally used in the context of defining quantities for securities.Specifies a quantity as a single value to be associated to a financial product, for example a transfer amount resulting from a trade.Builder InterfaceSpecifies whether a quantity change is an increase, a decrease or a replacement, whereby the quantity is always specified as a positive number.Specifies a quantity schedule to be associated to a financial product to represent a trade amount.Builder InterfaceThe enumerated values to specify the rounding direction and precision to be used in the rounding of a number.The enumerated values to specify the rounding direction when rounding of a number to nearest.Defines the unit to be used for price, quantity, or other purposes
-
Classes in cdm.base.math used by cdm.base.math.metaClassDescriptionDefines the ways in which multiple values can be aggregated into a single value.Defines a date and value pair.Defines a concrete measure as a number associated to a unit.Provides an abstract type to define a measure as a number associated to a unit.A set of measures, all in the same unit, where the values are defined through a schedule of steps.The money bound is defined as a money amount and whether the bound is inclusive.The money range defined as either a lower and upper money bound, or both.Specifies a quantity as a non-negative number, which condition is enforced through a data rule that only applies to the extending class.A class defining a step date and non-negative step value pair.The number bound is defined as a number and whether the bound is inclusive.The number range defined as either a lower and upper number bound, or both.Specifies a quantity as a single value to be associated to a financial product, for example a transfer amount resulting from a trade.Specifies a quantity schedule to be associated to a financial product to represent a trade amount.Defines rounding rules and precision to be used in the rounding of a number.A class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.Defines the unit to be used for price, quantity, or other purposes
-
Classes in cdm.base.math used by cdm.base.math.metafieldsClassDescriptionBuilder Interface
-
Classes in cdm.base.math used by cdm.base.math.validationClassDescriptionDefines the ways in which multiple values can be aggregated into a single value.Defines a date and value pair.Defines a concrete measure as a number associated to a unit.Provides an abstract type to define a measure as a number associated to a unit.A set of measures, all in the same unit, where the values are defined through a schedule of steps.The money bound is defined as a money amount and whether the bound is inclusive.The money range defined as either a lower and upper money bound, or both.Specifies a quantity as a non-negative number, which condition is enforced through a data rule that only applies to the extending class.A class defining a step date and non-negative step value pair.The number bound is defined as a number and whether the bound is inclusive.The number range defined as either a lower and upper number bound, or both.Specifies a quantity as a single value to be associated to a financial product, for example a transfer amount resulting from a trade.Specifies a quantity schedule to be associated to a financial product to represent a trade amount.Defines rounding rules and precision to be used in the rounding of a number.A class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.Defines the unit to be used for price, quantity, or other purposes
-
Classes in cdm.base.math used by cdm.base.math.validation.dataruleClassDescriptionDefines a concrete measure as a number associated to a unit.A set of measures, all in the same unit, where the values are defined through a schedule of steps.The money range defined as either a lower and upper money bound, or both.Specifies a quantity as a non-negative number, which condition is enforced through a data rule that only applies to the extending class.A class defining a step date and non-negative step value pair.The number range defined as either a lower and upper number bound, or both.Specifies a quantity as a single value to be associated to a financial product, for example a transfer amount resulting from a trade.Specifies a quantity schedule to be associated to a financial product to represent a trade amount.Defines the unit to be used for price, quantity, or other purposes
-
Classes in cdm.base.math used by cdm.base.math.validation.existsClassDescriptionDefines the ways in which multiple values can be aggregated into a single value.Defines a date and value pair.Defines a concrete measure as a number associated to a unit.Provides an abstract type to define a measure as a number associated to a unit.A set of measures, all in the same unit, where the values are defined through a schedule of steps.The money bound is defined as a money amount and whether the bound is inclusive.The money range defined as either a lower and upper money bound, or both.Specifies a quantity as a non-negative number, which condition is enforced through a data rule that only applies to the extending class.A class defining a step date and non-negative step value pair.The number bound is defined as a number and whether the bound is inclusive.The number range defined as either a lower and upper number bound, or both.Specifies a quantity as a single value to be associated to a financial product, for example a transfer amount resulting from a trade.Specifies a quantity schedule to be associated to a financial product to represent a trade amount.Defines rounding rules and precision to be used in the rounding of a number.A class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.Defines the unit to be used for price, quantity, or other purposes
-
Classes in cdm.base.math used by cdm.base.staticdata.asset.commonClassDescriptionProvides enumerated values for capacity units, generally used in the context of defining quantities for commodities.Provides enumerated values for weather units, generally used in the context of defining quantities for commodities.
-
Classes in cdm.base.math used by cdm.event.commonClassDescriptionSpecifies a quantity as a non-negative number, which condition is enforced through a data rule that only applies to the extending class.Builder InterfaceSpecifies a quantity as a single value to be associated to a financial product, for example a transfer amount resulting from a trade.Builder InterfaceSpecifies whether a quantity change is an increase, a decrease or a replacement, whereby the quantity is always specified as a positive number.
-
Classes in cdm.base.math used by cdm.event.common.functionsClassDescriptionSpecifies a quantity as a single value to be associated to a financial product, for example a transfer amount resulting from a trade.Specifies a quantity schedule to be associated to a financial product to represent a trade amount.
-
Classes in cdm.base.math used by cdm.event.positionClassDescriptionSpecifies a quantity as a single value to be associated to a financial product, for example a transfer amount resulting from a trade.Builder Interface
-
Classes in cdm.base.math used by cdm.observable.assetClassDescriptionAn arithmetic operator that can be passed to a functionDefines a date and value pair.Defines a concrete measure as a number associated to a unit.Provides an abstract type to define a measure as a number associated to a unit.Builder InterfaceBuilder Implementation of MeasureBaseImmutable Implementation of MeasureBaseA set of measures, all in the same unit, where the values are defined through a schedule of steps.Builder InterfaceBuilder Implementation of MeasureScheduleImmutable Implementation of MeasureScheduleRepresents the enumerated values to specify a logical quantification, i.e. either All or Any.Specifies a quantity as a single value to be associated to a financial product, for example a transfer amount resulting from a trade.Builder InterfaceBuilder Implementation of QuantityImmutable Implementation of QuantitySpecifies a quantity schedule to be associated to a financial product to represent a trade amount.Builder InterfaceBuilder Implementation of QuantityScheduleImmutable Implementation of QuantityScheduleDefines the unit to be used for price, quantity, or other purposesBuilder Interface
-
Classes in cdm.base.math used by cdm.observable.asset.processorClassDescriptionProvides enumerated values for financial units, generally used in the context of defining quantities for securities.Builder Interface
-
Classes in cdm.base.math used by cdm.observable.common.functions
-
Classes in cdm.base.math used by cdm.observable.eventClassDescriptionSpecifies enumerations for the type of averaging calculation.
-
Classes in cdm.base.math used by cdm.observable.event.functionsClassDescriptionDefines the ways in which multiple values can be aggregated into a single value.
-
Classes in cdm.base.math used by cdm.product.assetClassDescriptionThe enumerated values to specify the method of calculation to be used when averaging rates.Builder InterfaceThe number range defined as either a lower and upper number bound, or both.Builder InterfaceSpecifies a quantity as a single value to be associated to a financial product, for example a transfer amount resulting from a trade.Builder InterfaceDefines rounding rules and precision to be used in the rounding of a number.Builder InterfaceA class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.Builder Interface
-
Classes in cdm.base.math used by cdm.product.asset.calculation.functions
-
Classes in cdm.base.math used by cdm.product.asset.floatingrateClassDescriptionDefines rounding rules and precision to be used in the rounding of a number.Builder Interface
-
Classes in cdm.base.math used by cdm.product.asset.floatingrate.functionsClassDescriptionDefines rounding rules and precision to be used in the rounding of a number.The enumerated values to specify the rounding direction and precision to be used in the rounding of a number.
-
Classes in cdm.base.math used by cdm.product.collateralClassDescriptionThe money range defined as either a lower and upper money bound, or both.Builder InterfaceThe number bound is defined as a number and whether the bound is inclusive.Builder InterfaceThe number range defined as either a lower and upper number bound, or both.Builder InterfaceRepresents the enumerated values to specify a logical quantification, i.e. either All or Any.Defines rounding rules and precision to be used in the rounding of a number.Builder Interface
-
Classes in cdm.base.math used by cdm.product.common.scheduleClassDescriptionDefines a date and value pair.Defines rounding rules and precision to be used in the rounding of a number.Builder InterfaceA class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.Builder InterfaceBuilder Implementation of ScheduleImmutable Implementation of Schedule
-
Classes in cdm.base.math used by cdm.product.common.settlementClassDescriptionSpecifies a quantity as a single value to be associated to a financial product, for example a transfer amount resulting from a trade.Builder InterfaceDefines rounding rules and precision to be used in the rounding of a number.Builder Interface
-
Classes in cdm.base.math used by cdm.product.common.settlement.functionsClassDescriptionSpecifies whether a quantity change is an increase, a decrease or a replacement, whereby the quantity is always specified as a positive number.
-
Classes in cdm.base.math used by cdm.product.common.settlement.processorClassDescriptionAn arithmetic operator that can be passed to a functionDefines the unit to be used for price, quantity, or other purposes
-
Classes in cdm.base.math used by cdm.product.templateClassDescriptionDefines the ways in which multiple values can be aggregated into a single value.Builder InterfaceDefines rounding rules and precision to be used in the rounding of a number.Builder InterfaceA class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.Builder Interface
-
Classes in cdm.base.math used by cdm.product.template.functions
-
Classes in cdm.base.math used by cdm.security.lending.functionsClassDescriptionSpecifies a quantity as a single value to be associated to a financial product, for example a transfer amount resulting from a trade.