Package cdm.observable.asset
package cdm.observable.asset
Observable asset concepts: schedule, settlement, price and quantity notation etc.
Observable concepts applicable to assets: price, reference price, valuation method etc.
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ClassDescriptionEither a bond or convertible bond.Builder InterfaceBuilder Implementation of BondChoiceModelImmutable Implementation of BondChoiceModelBond equity model to value convertible bonds and modelled onto BondEquity.model in FpML.Builder InterfaceBuilder Implementation of BondEquityModelImmutable Implementation of BondEquityModelBond price and yield valuation model for the security leg in a securities financing transaction, closely modelled onto the BondPriceAndYield.model in FpML.Builder InterfaceBuilder Implementation of BondPriceAndYieldModelImmutable Implementation of BondPriceAndYieldModelBond valuation model for the security leg in a securities financing transaction, closely modelled onto the BondCollateral.model in FpML.Builder InterfaceBuilder Implementation of BondValuationModelImmutable Implementation of BondValuationModelA class defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.Builder InterfaceBuilder Implementation of CalculationAgentImmutable Implementation of CalculationAgentThis type is a generic structure that can represent the parameters of several mid-market valuation and replacement value methods described in the 2021 ISDA Definitions.Builder InterfaceBuilder Implementation of CashCollateralValuationMethodImmutable Implementation of CashCollateralValuationMethodSpecifies the nature of a cash price either as a fee type, cash price type, or premium expression.Builder InterfaceBuilder Implementation of CashPriceImmutable Implementation of CashPriceProvides a list of possible types of cash prices, applicable when PriceTypeEnum is itself of type CashPrice.Class specifying the bond price as either clean or dirty in a bond valuation model.Builder InterfaceBuilder Implementation of CleanOrDirtyPriceImmutable Implementation of CleanOrDirtyPriceClass to specify the clean price of a bond in a bond valuation model, with accruals presented separately, and modelled onto the cleanPrice model in BonPriceAndYield.model in FpML.Builder InterfaceBuilder Implementation of CleanPriceImmutable Implementation of CleanPriceThe enumeration values to specify the Commodity Reference Prices specified in the Annex to the 2005 ISDA Commodity Definitions.Represents a class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications.Builder InterfaceBuilder Implementation of CreditNotationImmutable Implementation of CreditNotationIdentifies an agency rating as a simple scale boundary of minimum or maximum.Represents and enumeration list to identify the characteritics of the rating if there are several agency issue ratings but not equivalent, reference will be made to label characteritics of the rating such as the lowest/highest available.Represents the credit rating notation higher level construct, which provides the ability to specify multiple rating notations.Builder InterfaceBuilder Implementation of CreditNotationsImmutable Implementation of CreditNotationsRepresents the enumerated values to specify the rating agencies.Represents the enumerated values to specify the credit watch rating.Specifies the credit rating debt type(s) associated with the credit rating notation and scale.Builder InterfaceBuilder Implementation of CreditRatingDebtImmutable Implementation of CreditRatingDebtRepresents the enumerated values to specify the credit rating outlook.A class that is used for including the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.Builder InterfaceBuilder Implementation of CrossRateImmutable Implementation of CrossRateHow is the Creadit Support Annex defined for this transaction as defined in the 2021 ISDA Definitions, section 18.2.1Builder InterfaceBuilder Implementation of CurveImmutable Implementation of CurveThe parameters which define whether dividends are applicableBuilder InterfaceBuilder Implementation of DividendApplicabilityImmutable Implementation of DividendApplicabilityA class that is used for describing the exchange rate for a particular transaction.Builder InterfaceBuilder Implementation of ExchangeRateImmutable Implementation of ExchangeRateThe method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.Builder InterfaceBuilder Implementation of FallbackReferencePriceImmutable Implementation of FallbackReferencePriceThe enumerated values to specify an event that has given rise to a fee.Specification of a floating rate option as a floating rate index and tenor.Builder InterfaceBuilder Implementation of FloatingRateOptionImmutable Implementation of FloatingRateOptionInformation source specific to Foreign Exchange products.Builder InterfaceBuilder Implementation of FxInformationSourceImmutable Implementation of FxInformationSourceA class describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.Builder InterfaceBuilder Implementation of FxRateImmutable Implementation of FxRateDefines foreign exchange (FX) asset class specific parameters for market observations.Builder InterfaceBuilder Implementation of FxRateObservableImmutable Implementation of FxRateObservableDescribes a rate source to be fixed and the date the fixing occursBuilder InterfaceBuilder Implementation of FxRateSourceFixingImmutable Implementation of FxRateSourceFixingThe source of the Foreign Exchange settlement rate.Builder InterfaceBuilder Implementation of FxSettlementRateSourceImmutable Implementation of FxSettlementRateSourceA class defining the rate source and fixing time for an FX rate.Builder InterfaceBuilder Implementation of FxSpotRateSourceImmutable Implementation of FxSpotRateSourceThe enumerated values to specify the list of information providers.A class defining the source for a piece of information (e.g. a rate fix or an FX fixing).Builder InterfaceBuilder Implementation of InformationSourceImmutable Implementation of InformationSourceBuilder InterfaceBuilder Implementation of InterestRateCurveImmutable Implementation of InterestRateCurveThe enumerated values to specify the interpolation method, e.g. linear.A class to specify the amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date (typically applicable to the convertible bond options).Builder InterfaceBuilder Implementation of MakeWholeAmountImmutable Implementation of MakeWholeAmountDefines a monetary amount in a specified currency.Builder InterfaceBuilder Implementation of MoneyImmutable Implementation of MoneyRepresetns a class to specify multiple credit notations alongside a conditional 'any' or 'all' qualifier.Builder InterfaceBuilder Implementation of MultipleCreditNotationsImmutable Implementation of MultipleCreditNotationsRepresents a class to specify multiple credit debt types alongside a conditional 'any' or 'all' qualifier.Builder InterfaceBuilder Implementation of MultipleDebtTypesImmutable Implementation of MultipleDebtTypesBuilder InterfaceBuilder Implementation of MultipleValuationDatesImmutable Implementation of MultipleValuationDatesSpecifies the object to be observed for a price, it could be an asset or a reference.Builder InterfaceBuilder Implementation of ObservableImmutable Implementation of ObservableThe observation source can be composed of an curve and/or and information source.Builder InterfaceBuilder Implementation of ObservationSourceImmutable Implementation of ObservationSourceThe enumeration values to specify the reference source that determines the final settlement price of the option.The enumerated values to specify how a calculation agent will be determined.Defines how and when a performance type option or performance type swap is to be valued.Builder InterfaceBuilder Implementation of PerformanceValuationDatesImmutable Implementation of PerformanceValuationDatesThis class corresponds to the FpML Premium.model group for representing the option premium when expressed in a way other than an amount.Builder InterfaceBuilder Implementation of PremiumExpressionImmutable Implementation of PremiumExpressionThe enumerated values to specify the premium type for forward start options.Specifies a price as a single value to be associated to a financial product.Builder InterfaceBuilder Implementation of PriceImmutable Implementation of PriceDefines the inputs required to calculate a price as a simple composite of 2 other values.Builder InterfaceBuilder Implementation of PriceCompositeImmutable Implementation of PriceCompositeEnumerated values to specify whether the price is expressed in absolute or relative terms.Specifies the price of a financial instrument in a trade as a schedule of measures.Builder InterfaceBuilder Implementation of PriceScheduleImmutable Implementation of PriceScheduleA data defining: the parameters used to get a price quote to replace the settlement rate option that is disrupted.Builder InterfaceBuilder Implementation of PriceSourceDisruptionImmutable Implementation of PriceSourceDisruptionProvides enumerated values for types of prices in the Price data type in order to explain how to interpret the amount and use it in calculations.The enumerated values to specify the type of quotation rate to be obtained from each cash settlement reference bank.The enumerated values to specify the side from which perspective a value is quoted.The enumerated values to specify the actual quotation style (e.g.The enumerated values to specify how an exchange rate is quoted.A class that describes the composition of a rate that has been quoted or is to be quoted.Builder InterfaceBuilder Implementation of QuotedCurrencyPairImmutable Implementation of QuotedCurrencyPairA class defining parameters associated with an individual observation or fixing.Builder InterfaceBuilder Implementation of RateObservationImmutable Implementation of RateObservationA complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.Builder InterfaceBuilder Implementation of ReferenceSwapCurveImmutable Implementation of ReferenceSwapCurveBond price relative to a benchmark, as in a convertible bond.Builder InterfaceBuilder Implementation of RelativePriceImmutable Implementation of RelativePriceTerms defining the security valuation method as part of a security leg in a securities fianncing transaction and closely modelled onto the CollateralValuation type in FpML.Builder InterfaceBuilder Implementation of SecurityValuationImmutable Implementation of SecurityValuationThe security valuation model choice, which can either be based on nominal amount as for a bond, or on the number of contract units as for equity.Builder InterfaceBuilder Implementation of SecurityValuationModelImmutable Implementation of SecurityValuationModelDefines the settlement rate option to use for fixing in case of cash settlement.Builder InterfaceBuilder Implementation of SettlementRateOptionImmutable Implementation of SettlementRateOptionThe enumerated values to specify the settlement rate options as specified in the Annex A to the 1998 FX and Currency Options Definitions.A class to specify the number of business days after satisfaction of all conditions to settlement.Builder InterfaceBuilder Implementation of SingleValuationDateImmutable Implementation of SingleValuationDateA class to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.Builder InterfaceBuilder Implementation of SwapCurveValuationImmutable Implementation of SwapCurveValuationA class to represent the transacted price attributes that are positioned as part of the FpML FeeLeg.Builder InterfaceBuilder Implementation of TransactedPriceImmutable Implementation of TransactedPriceUnit contract model for security valuation, e.g. for equity, modelled onto UnitContract.model in FpML.Builder InterfaceBuilder Implementation of UnitContractValuationModelImmutable Implementation of UnitContractValuationModelDefines how and when a performance type option or performance type swap is to be valued, including initial, interim and final valuation dates.Builder InterfaceBuilder Implementation of ValuationDatesImmutable Implementation of ValuationDatesSpecifies the parameters required to obtain a valuation, including the source, quotation method (bid, mid etc.) and any applicable quotation amount.Builder InterfaceBuilder Implementation of ValuationMethodImmutable Implementation of ValuationMethodThe enumerated values to specify the ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption.Builder InterfaceBuilder Implementation of ValuationPostponementImmutable Implementation of ValuationPostponementA class describing the method for obtaining a settlement rate, specified through either an information source (page), a settlement rate option (fixing) or by using quotes from reference banks.Builder InterfaceBuilder Implementation of ValuationSourceImmutable Implementation of ValuationSource