Package cdm.event.common
package cdm.event.common
Business event concepts: primitives, contract state and associated state transition function specifications.
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ClassDescriptionThe enumeration values to specify the actions associated with transactions.A class to specify a trade affirmation.Builder InterfaceBuilder Implementation of AffirmationImmutable Implementation of AffirmationEnumeration for the different types of affirmation status.The qualification of the type of asset transfer.Specifies the instructions for creation of a Security Lending billing invoice.Builder InterfaceBuilder Implementation of BillingInstructionImmutable Implementation of BillingInstructionSpecifies individual records within a billing invoice.Builder InterfaceBuilder Implementation of BillingRecordImmutable Implementation of BillingRecordSpecifies the instructions for creation of a billing record.Builder InterfaceBuilder Implementation of BillingRecordInstructionImmutable Implementation of BillingRecordInstructionSpecifies individual summaries within a billing invoice.Builder InterfaceBuilder Implementation of BillingSummaryImmutable Implementation of BillingSummarySpecifies the instructions for creation of a billing summary.Builder InterfaceBuilder Implementation of BillingSummaryInstructionImmutable Implementation of BillingSummaryInstructionA business event represents a life cycle event of a trade.Builder InterfaceBuilder Implementation of BusinessEventImmutable Implementation of BusinessEventDefines the tradeState or payout on which to create a Transfer along with all necessary resets.Builder InterfaceBuilder Implementation of CalculateTransferInstructionImmutable Implementation of CalculateTransferInstructionRepresents the enumeration values that indicate the intended status of message type, such as expected call, notification of a call or a margin call.All information required to perform the clear life cycle event; the clearing party (CCP), the two parties facing each other on the alpha contract, and optionally the parties acting as clearing members.Builder InterfaceBuilder Implementation of ClearingInstructionImmutable Implementation of ClearingInstructionRepresents common attributes to define a collateral balance recorded by the principal as held or posted.Builder InterfaceBuilder Implementation of CollateralBalanceImmutable Implementation of CollateralBalanceRepresents common attributes to define the details of collateral assets, to be used in margin call messaging and contribute to collateral balances e.g securities in a collateral account.Builder InterfaceBuilder Implementation of CollateralPortfolioImmutable Implementation of CollateralPortfolioSpecifies the individual components of collateral positions.Builder InterfaceBuilder Implementation of CollateralPositionImmutable Implementation of CollateralPositionRepresents the enumeration list to identify the settlement status of the collateral.A class to specify a trade confirmation.Builder InterfaceBuilder Implementation of ConfirmationImmutable Implementation of ConfirmationEnumeration for the different types of confirmation status.Defines specific attributes that relate to contractual details of trades.Builder InterfaceBuilder Implementation of ContractDetailsImmutable Implementation of ContractDetailsSpecifies instructions to create a fully formed contract, with optional legal agreements.Builder InterfaceBuilder Implementation of ContractFormationInstructionImmutable Implementation of ContractFormationInstructionSpecifies the relevant data regarding a corporate actionBuilder InterfaceBuilder Implementation of CorporateActionImmutable Implementation of CorporateActionThe enumerated values to specify the origin of a corporate action transfer.A business event represents a life cycle event of a position.Builder InterfaceBuilder Implementation of CounterpartyPositionBusinessEventImmutable Implementation of CounterpartyPositionBusinessEventDefines the fundamental financial information that can be changed by a Primitive Event and by extension any business or life-cycle event.Builder InterfaceBuilder Implementation of CounterpartyPositionStateImmutable Implementation of CounterpartyPositionStateSpecifies the relevant data regarding a credit event.Builder InterfaceBuilder Implementation of CreditEventImmutable Implementation of CreditEventRepresents the enumerated values to specify a credit event type.The enumeration values to qualify the intent associated with a transaction event.Defines specific attributes that relate to trade executions.Builder InterfaceBuilder Implementation of ExecutionDetailsImmutable Implementation of ExecutionDetailsSpecifies instructions for execution of a transaction, consisting of a product, price, quantity, parties, trade identifier, execution details, and settlement terms.Builder InterfaceBuilder Implementation of ExecutionInstructionImmutable Implementation of ExecutionInstructionThe enumerated values to specify how a contract has been executed, e.g. electronically, verbally, ...A data defining: the adjusted dates associated with a particular exercise event.Builder InterfaceBuilder Implementation of ExerciseEventImmutable Implementation of ExerciseEventSpecifies the information required to communicate the choices made by the exercising party, in a financial product endowing the party with at least one option.Builder InterfaceBuilder Implementation of ExerciseInstructionImmutable Implementation of ExerciseInstructionRepresents the current mark to market value or IM calculation value of the trade portfolio as recorded by the principle (in base currency).Builder InterfaceBuilder Implementation of ExposureImmutable Implementation of ExposureRepresents the enumeration indicators to specify if an asset or group of assets valuation is based on any valuation treatment haircut.Defines the information needed to create a Index Transition Business Event.Builder InterfaceBuilder Implementation of IndexTransitionInstructionImmutable Implementation of IndexTransitionInstructionInstruction to a function that will be used to perform a business eventBuilder InterfaceBuilder Implementation of InstructionImmutable Implementation of InstructionThe enumeration values indicating the BusinessEvent function associated input instructions.A class to provide lineage information across lifecycle events through a pointer or set of pointers into the event(s), contract(s) and, possibly, payout components that the event is dependent on or relates to.Builder InterfaceBuilder Implementation of LineageImmutable Implementation of LineageRepresents the enumeration values to identify the collateral action instruction.Represents common attributes required for Issuance and Response to a Margin Call action as a result of a demand for delivery or return of collateral determined under a legal agreement such as a credit support document or equivalent.Builder InterfaceBuilder Implementation of MarginCallBaseImmutable Implementation of MarginCallBaseRepresents attributes required for mark to market value or IM calculation value of the trade portfolio as recorded by the principle (in base currency).Builder InterfaceBuilder Implementation of MarginCallExposureImmutable Implementation of MarginCallExposureRepresents enumeration values to specify the call notification type, direction, specific action type.Builder InterfaceBuilder Implementation of MarginCallInstructionTypeImmutable Implementation of MarginCallInstructionTypeRepresents common attributes required for a Margin Call Issuance under a legal agreement such as a credit support document or equivalent.Builder InterfaceBuilder Implementation of MarginCallIssuanceImmutable Implementation of MarginCallIssuanceRepresents common attributes required for a Margin Call Response under a legal agreement such as a credit support document or equivalent.Builder InterfaceBuilder Implementation of MarginCallResponseImmutable Implementation of MarginCallResponseSpecifies the margin call action details, including collateral to be moved and its direction.Builder InterfaceBuilder Implementation of MarginCallResponseActionImmutable Implementation of MarginCallResponseActionRepresents the enumeration values to define the response type to a margin call.Specifies the necessary information to create any observation event.Builder InterfaceBuilder Implementation of ObservationEventImmutable Implementation of ObservationEventSpecifies inputs needed to process an observation.Builder InterfaceBuilder Implementation of ObservationInstructionImmutable Implementation of ObservationInstructionSpecifies instruction to change the party on a trade.Builder InterfaceBuilder Implementation of PartyChangeInstructionImmutable Implementation of PartyChangeInstructionThe enumerated values to specify the origin of a performance transferDefines a position identifier as a special case of the generic identifier type, that also includes the position identifier class.Builder InterfaceBuilder Implementation of PositionIdentifierImmutable Implementation of PositionIdentifierA Primitive Instruction describes the inputs required to pass into the corresponding PrimitiveEvent function.Builder InterfaceBuilder Implementation of PrimitiveInstructionImmutable Implementation of PrimitiveInstructionInstructions required to create a Quantity Change Primitive Event, which can be either an increase, a decrease or a replacement.Builder InterfaceBuilder Implementation of QuantityChangeInstructionImmutable Implementation of QuantityChangeInstructionThe enumeration of the account level for the billing summary.Represents the enumeration values to specify the role of the party in relation to a regulatory initial margin call.Represents the enumeration values to specify the margin type in relation to bilateral or regulatory obligation.Defines the reset value or fixing value produced in cashflow calculations, during the life-cycle of a financial instrument.Builder InterfaceBuilder Implementation of ResetImmutable Implementation of ResetDefines the information needed to create a Reset Business Event.Builder InterfaceBuilder Implementation of ResetInstructionImmutable Implementation of ResetInstructionSpecifies the information required to create the return of a Security Finance Transaction.Builder InterfaceBuilder Implementation of ReturnInstructionImmutable Implementation of ReturnInstructionBuilder InterfaceBuilder Implementation of ScheduledTransferImmutable Implementation of ScheduledTransferSpecifies the information required for inclusion in a securities lending billing invoice.Builder InterfaceBuilder Implementation of SecurityLendingInvoiceImmutable Implementation of SecurityLendingInvoiceDefines the origin to the transfer as a reference for lineage purposes, whether it originated from trade level settlement terms or from payment terms on an economic payout.Builder InterfaceBuilder Implementation of SettlementOriginImmutable Implementation of SettlementOriginSpecifies instructions for a split, consisting of a breakdown of instructions to be applied to each branch of the split.Builder InterfaceBuilder Implementation of SplitInstructionImmutable Implementation of SplitInstructionDefines the state of a trade at a point in the Trade's life cycle.Builder InterfaceBuilder Implementation of StateImmutable Implementation of StateData required to perform a stock split business event.Builder InterfaceBuilder Implementation of StockSplitInstructionImmutable Implementation of StockSplitInstructionSpecifies instructions for terms change consisting of the new transaction terms, and the renegotiation fee.Builder InterfaceBuilder Implementation of TermsChangeInstructionImmutable Implementation of TermsChangeInstructionDefines the output of a financial transaction between parties - a Business Event.Builder InterfaceBuilder Implementation of TradeImmutable Implementation of TradeDefines a trade identifier as a special case of the generic identifier type, that also includes the trade identifier class.Builder InterfaceBuilder Implementation of TradeIdentifierImmutable Implementation of TradeIdentifierThe attributes that are specific for consensus based pricing reporting.Builder InterfaceBuilder Implementation of TradePricingReportImmutable Implementation of TradePricingReportDefines the fundamental financial information that can be changed by a Primitive Event and by extension any business or life-cycle event.Builder InterfaceBuilder Implementation of TradeStateImmutable Implementation of TradeStateDefines the movement of cash, securities or commodities between two parties on a date.Builder InterfaceBuilder Implementation of TransferImmutable Implementation of TransferBuilder InterfaceBuilder Implementation of TransferBaseImmutable Implementation of TransferBaseSpecifies a transfer expression (cash price, performance amount, scheduled payment amount, etc.) to define the nature of the transfer amount and its source.Builder InterfaceBuilder Implementation of TransferExpressionImmutable Implementation of TransferExpressionDefines the payout on which to create a Transfer along with all necessary resets.Builder InterfaceBuilder Implementation of TransferInstructionImmutable Implementation of TransferInstructionDefines the fundamental financial information associated with a Transfer event.Builder InterfaceBuilder Implementation of TransferStateImmutable Implementation of TransferStateThe enumeration values to specify the transfer status.Defines the value of an investment, asset, or securityBuilder InterfaceBuilder Implementation of ValuationImmutable Implementation of ValuationSpecifies inputs needed to process a valuation.Builder InterfaceBuilder Implementation of ValuationInstructionImmutable Implementation of ValuationInstructionSource for the valuation of the transaction by the valuation party.Method used for the valuation of the transaction by the valuation party.