Uses of Package
cdm.observable.asset
Packages that use cdm.observable.asset
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.
Basic identifier and assigned identifier concepts that are applicable across the model.
Business event concepts: primitives, contract state and associated state transition function specifications.
Position concepts: portfolio and portfolio aggregation.
Master agreement concepts.
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.
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Classes in cdm.observable.asset used by cdm.base.mathClassDescriptionDefines a monetary amount in a specified currency.Builder Interface
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Classes in cdm.observable.asset used by cdm.base.staticdata.asset.commonClassDescriptionThe enumerated values to specify the side from which perspective a value is quoted.
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Classes in cdm.observable.asset used by cdm.base.staticdata.identifierClassDescriptionSpecifies a price as a single value to be associated to a financial product.Builder Interface
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Classes in cdm.observable.asset used by cdm.event.commonClassDescriptionThe enumerated values to specify an event that has given rise to a fee.Defines a monetary amount in a specified currency.Builder InterfaceSpecifies the object to be observed for a price, it could be an asset or a reference.Builder InterfaceSpecifies a price as a single value to be associated to a financial product.Builder Interface
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Classes in cdm.observable.asset used by cdm.event.common.functionsClassDescriptionDefines a monetary amount in a specified currency.Builder InterfaceDefines how and when a performance type option or performance type swap is to be valued.Specifies a price as a single value to be associated to a financial product.Specifies the price of a financial instrument in a trade as a schedule of measures.Defines how and when a performance type option or performance type swap is to be valued, including initial, interim and final valuation dates.
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Classes in cdm.observable.asset used by cdm.event.positionClassDescriptionDefines a monetary amount in a specified currency.Builder InterfaceSpecifies a price as a single value to be associated to a financial product.Builder Interface
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Classes in cdm.observable.asset used by cdm.event.qualification.functionsClassDescriptionSpecifies the price of a financial instrument in a trade as a schedule of measures.
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Classes in cdm.observable.asset used by cdm.legaldocumentation.masterClassDescriptionThe enumerated values to specify the interpolation method, e.g. linear.Defines how and when a performance type option or performance type swap is to be valued, including initial, interim and final valuation dates.Builder Interface
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Classes in cdm.observable.asset used by cdm.observable.assetClassDescriptionEither a bond or convertible bond.Builder InterfaceBond equity model to value convertible bonds and modelled onto BondEquity.model in FpML.Builder InterfaceBond price and yield valuation model for the security leg in a securities financing transaction, closely modelled onto the BondPriceAndYield.model in FpML.Builder InterfaceBond valuation model for the security leg in a securities financing transaction, closely modelled onto the BondCollateral.model in FpML.Builder InterfaceA class defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.Builder InterfaceThis 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 InterfaceSpecifies the nature of a cash price either as a fee type, cash price type, or premium expression.Builder InterfaceProvides 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 InterfaceClass 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 InterfaceThe 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 InterfaceIdentifies 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 InterfaceRepresents 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 InterfaceRepresents 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 InterfaceHow is the Creadit Support Annex defined for this transaction as defined in the 2021 ISDA Definitions, section 18.2.1Builder InterfaceThe parameters which define whether dividends are applicableBuilder InterfaceA class that is used for describing the exchange rate for a particular transaction.Builder InterfaceThe method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.Builder InterfaceThe 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 InterfaceInformation source specific to Foreign Exchange products.Builder InterfaceA class describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.Builder InterfaceDefines foreign exchange (FX) asset class specific parameters for market observations.Builder InterfaceDescribes a rate source to be fixed and the date the fixing occursBuilder InterfaceThe source of the Foreign Exchange settlement rate.Builder InterfaceA class defining the rate source and fixing time for an FX rate.Builder InterfaceThe 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 InterfaceThe 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 InterfaceDefines a monetary amount in a specified currency.Builder InterfaceRepresetns a class to specify multiple credit notations alongside a conditional 'any' or 'all' qualifier.Builder InterfaceRepresents a class to specify multiple credit debt types alongside a conditional 'any' or 'all' qualifier.Builder InterfaceBuilder InterfaceSpecifies the object to be observed for a price, it could be an asset or a reference.Builder InterfaceThe observation source can be composed of an curve and/or and information source.Builder InterfaceThe 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 InterfaceThis class corresponds to the FpML Premium.model group for representing the option premium when expressed in a way other than an amount.Builder InterfaceThe 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 InterfaceDefines the inputs required to calculate a price as a simple composite of 2 other values.Builder InterfaceEnumerated 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 InterfaceProvides 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 InterfaceA complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.Builder InterfaceBond price relative to a benchmark, as in a convertible bond.Builder InterfaceTerms 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 InterfaceThe 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 InterfaceDefines the settlement rate option to use for fixing in case of cash settlement.Builder InterfaceThe 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 InterfaceUnit contract model for security valuation, e.g. for equity, modelled onto UnitContract.model in FpML.Builder InterfaceDefines how and when a performance type option or performance type swap is to be valued, including initial, interim and final valuation dates.Builder InterfaceSpecifies the parameters required to obtain a valuation, including the source, quotation method (bid, mid etc.) and any applicable quotation amount.Builder InterfaceThe 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 InterfaceA 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 Interface
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Classes in cdm.observable.asset used by cdm.observable.asset.calculatedrate.functionsClassDescriptionSpecification of a floating rate option as a floating rate index and tenor.
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Classes in cdm.observable.asset used by cdm.observable.asset.fro.functionsClassDescriptionSpecification of a floating rate option as a floating rate index and tenor.
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Classes in cdm.observable.asset used by cdm.observable.asset.functionsClassDescriptionEnumerated 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 InterfaceProvides 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.
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Classes in cdm.observable.asset used by cdm.observable.asset.metaClassDescriptionEither a bond or convertible bond.Bond equity model to value convertible bonds and modelled onto BondEquity.model in FpML.Bond price and yield valuation model for the security leg in a securities financing transaction, closely modelled onto the BondPriceAndYield.model in FpML.Bond valuation model for the security leg in a securities financing transaction, closely modelled onto the BondCollateral.model in FpML.A class defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.This 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.Specifies the nature of a cash price either as a fee type, cash price type, or premium expression.Class specifying the bond price as either clean or dirty in a bond valuation model.Class 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.Represents a class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications.Represents the credit rating notation higher level construct, which provides the ability to specify multiple rating notations.Specifies the credit rating debt type(s) associated with the credit rating notation and scale.A class that is used for including the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.The parameters which define whether dividends are applicableA class that is used for describing the exchange rate for a particular transaction.The method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.Specification of a floating rate option as a floating rate index and tenor.Information source specific to Foreign Exchange products.A class describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.Defines foreign exchange (FX) asset class specific parameters for market observations.Describes a rate source to be fixed and the date the fixing occursThe source of the Foreign Exchange settlement rate.A class defining the rate source and fixing time for an FX rate.A class defining the source for a piece of information (e.g. a rate fix or an FX fixing).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).Defines a monetary amount in a specified currency.Represetns a class to specify multiple credit notations alongside a conditional 'any' or 'all' qualifier.Represents a class to specify multiple credit debt types alongside a conditional 'any' or 'all' qualifier.Specifies the object to be observed for a price, it could be an asset or a reference.The observation source can be composed of an curve and/or and information source.Defines how and when a performance type option or performance type swap is to be valued.This class corresponds to the FpML Premium.model group for representing the option premium when expressed in a way other than an amount.Specifies a price as a single value to be associated to a financial product.Defines the inputs required to calculate a price as a simple composite of 2 other values.Specifies the price of a financial instrument in a trade as a schedule of measures.A data defining: the parameters used to get a price quote to replace the settlement rate option that is disrupted.A class that describes the composition of a rate that has been quoted or is to be quoted.A class defining parameters associated with an individual observation or fixing.A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.Bond price relative to a benchmark, as in a convertible bond.Terms 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.The 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.Defines the settlement rate option to use for fixing in case of cash settlement.A class to specify the number of business days after satisfaction of all conditions to settlement.A class to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.A class to represent the transacted price attributes that are positioned as part of the FpML FeeLeg.Unit contract model for security valuation, e.g. for equity, modelled onto UnitContract.model in FpML.Defines how and when a performance type option or performance type swap is to be valued, including initial, interim and final valuation dates.Specifies the parameters required to obtain a valuation, including the source, quotation method (bid, mid etc.) and any applicable quotation amount.Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption.A 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.
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Classes in cdm.observable.asset used by cdm.observable.asset.metafieldsClassDescriptionThe 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 InterfaceSpecification of a floating rate option as a floating rate index and tenor.Builder InterfaceThe enumerated values to specify the list of information providers.The enumerated values to specify the interpolation method, e.g. linear.Defines a monetary amount in a specified currency.Builder InterfaceDefines how and when a performance type option or performance type swap is to be valued.Builder InterfaceSpecifies the price of a financial instrument in a trade as a schedule of measures.Builder InterfaceA class that describes the composition of a rate that has been quoted or is to be quoted.Builder InterfaceA class defining parameters associated with an individual observation or fixing.Builder InterfaceThe enumerated values to specify the settlement rate options as specified in the Annex A to the 1998 FX and Currency Options Definitions.
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Classes in cdm.observable.asset used by cdm.observable.asset.processor
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Classes in cdm.observable.asset used by cdm.observable.asset.utilClassDescriptionEither a bond or convertible bond.Bond equity model to value convertible bonds and modelled onto BondEquity.model in FpML.
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Classes in cdm.observable.asset used by cdm.observable.asset.validationClassDescriptionEither a bond or convertible bond.Bond equity model to value convertible bonds and modelled onto BondEquity.model in FpML.Bond price and yield valuation model for the security leg in a securities financing transaction, closely modelled onto the BondPriceAndYield.model in FpML.Bond valuation model for the security leg in a securities financing transaction, closely modelled onto the BondCollateral.model in FpML.A class defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.This 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.Specifies the nature of a cash price either as a fee type, cash price type, or premium expression.Class specifying the bond price as either clean or dirty in a bond valuation model.Class 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.Represents a class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications.Represents the credit rating notation higher level construct, which provides the ability to specify multiple rating notations.Specifies the credit rating debt type(s) associated with the credit rating notation and scale.A class that is used for including the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.The parameters which define whether dividends are applicableA class that is used for describing the exchange rate for a particular transaction.The method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.Specification of a floating rate option as a floating rate index and tenor.Information source specific to Foreign Exchange products.A class describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.Defines foreign exchange (FX) asset class specific parameters for market observations.Describes a rate source to be fixed and the date the fixing occursThe source of the Foreign Exchange settlement rate.A class defining the rate source and fixing time for an FX rate.A class defining the source for a piece of information (e.g. a rate fix or an FX fixing).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).Defines a monetary amount in a specified currency.Represetns a class to specify multiple credit notations alongside a conditional 'any' or 'all' qualifier.Represents a class to specify multiple credit debt types alongside a conditional 'any' or 'all' qualifier.Specifies the object to be observed for a price, it could be an asset or a reference.The observation source can be composed of an curve and/or and information source.Defines how and when a performance type option or performance type swap is to be valued.This class corresponds to the FpML Premium.model group for representing the option premium when expressed in a way other than an amount.Specifies a price as a single value to be associated to a financial product.Defines the inputs required to calculate a price as a simple composite of 2 other values.Specifies the price of a financial instrument in a trade as a schedule of measures.A data defining: the parameters used to get a price quote to replace the settlement rate option that is disrupted.A class that describes the composition of a rate that has been quoted or is to be quoted.A class defining parameters associated with an individual observation or fixing.A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.Bond price relative to a benchmark, as in a convertible bond.Terms 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.The 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.Defines the settlement rate option to use for fixing in case of cash settlement.A class to specify the number of business days after satisfaction of all conditions to settlement.A class to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.A class to represent the transacted price attributes that are positioned as part of the FpML FeeLeg.Unit contract model for security valuation, e.g. for equity, modelled onto UnitContract.model in FpML.Defines how and when a performance type option or performance type swap is to be valued, including initial, interim and final valuation dates.Specifies the parameters required to obtain a valuation, including the source, quotation method (bid, mid etc.) and any applicable quotation amount.Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption.A 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.
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Classes in cdm.observable.asset used by cdm.observable.asset.validation.dataruleClassDescriptionEither a bond or convertible bond.Bond equity model to value convertible bonds and modelled onto BondEquity.model in FpML.A class defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.Specifies the nature of a cash price either as a fee type, cash price type, or premium expression.Represents the credit rating notation higher level construct, which provides the ability to specify multiple rating notations.Specifies the credit rating debt type(s) associated with the credit rating notation and scale.A class that is used for including the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.The method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.Specification of a floating rate option as a floating rate index and tenor.The source of the Foreign Exchange settlement rate.Defines a monetary amount in a specified currency.Represetns a class to specify multiple credit notations alongside a conditional 'any' or 'all' qualifier.Specifies the object to be observed for a price, it could be an asset or a reference.The observation source can be composed of an curve and/or and information source.Specifies a price as a single value to be associated to a financial product.Defines the inputs required to calculate a price as a simple composite of 2 other values.Specifies the price of a financial instrument in a trade as a schedule of measures.A class defining parameters associated with an individual observation or fixing.The 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.A class to specify the number of business days after satisfaction of all conditions to settlement.Specifies the parameters required to obtain a valuation, including the source, quotation method (bid, mid etc.) and any applicable quotation amount.A 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.
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Classes in cdm.observable.asset used by cdm.observable.asset.validation.existsClassDescriptionEither a bond or convertible bond.Bond equity model to value convertible bonds and modelled onto BondEquity.model in FpML.Bond price and yield valuation model for the security leg in a securities financing transaction, closely modelled onto the BondPriceAndYield.model in FpML.Bond valuation model for the security leg in a securities financing transaction, closely modelled onto the BondCollateral.model in FpML.A class defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.This 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.Specifies the nature of a cash price either as a fee type, cash price type, or premium expression.Class specifying the bond price as either clean or dirty in a bond valuation model.Class 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.Represents a class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications.Represents the credit rating notation higher level construct, which provides the ability to specify multiple rating notations.Specifies the credit rating debt type(s) associated with the credit rating notation and scale.A class that is used for including the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.The parameters which define whether dividends are applicableA class that is used for describing the exchange rate for a particular transaction.The method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.Specification of a floating rate option as a floating rate index and tenor.Information source specific to Foreign Exchange products.A class describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.Defines foreign exchange (FX) asset class specific parameters for market observations.Describes a rate source to be fixed and the date the fixing occursThe source of the Foreign Exchange settlement rate.A class defining the rate source and fixing time for an FX rate.A class defining the source for a piece of information (e.g. a rate fix or an FX fixing).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).Defines a monetary amount in a specified currency.Represetns a class to specify multiple credit notations alongside a conditional 'any' or 'all' qualifier.Represents a class to specify multiple credit debt types alongside a conditional 'any' or 'all' qualifier.Specifies the object to be observed for a price, it could be an asset or a reference.The observation source can be composed of an curve and/or and information source.Defines how and when a performance type option or performance type swap is to be valued.This class corresponds to the FpML Premium.model group for representing the option premium when expressed in a way other than an amount.Specifies a price as a single value to be associated to a financial product.Defines the inputs required to calculate a price as a simple composite of 2 other values.Specifies the price of a financial instrument in a trade as a schedule of measures.A data defining: the parameters used to get a price quote to replace the settlement rate option that is disrupted.A class that describes the composition of a rate that has been quoted or is to be quoted.A class defining parameters associated with an individual observation or fixing.A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.Bond price relative to a benchmark, as in a convertible bond.Terms 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.The 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.Defines the settlement rate option to use for fixing in case of cash settlement.A class to specify the number of business days after satisfaction of all conditions to settlement.A class to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.A class to represent the transacted price attributes that are positioned as part of the FpML FeeLeg.Unit contract model for security valuation, e.g. for equity, modelled onto UnitContract.model in FpML.Defines how and when a performance type option or performance type swap is to be valued, including initial, interim and final valuation dates.Specifies the parameters required to obtain a valuation, including the source, quotation method (bid, mid etc.) and any applicable quotation amount.Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption.A 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.
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Classes in cdm.observable.asset used by cdm.observable.eventClassDescriptionA class defining the source for a piece of information (e.g. a rate fix or an FX fixing).Builder InterfaceDefines a monetary amount in a specified currency.Builder InterfaceSpecifies the object to be observed for a price, it could be an asset or a reference.Builder InterfaceSpecifies a price as a single value to be associated to a financial product.Builder Interface
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Classes in cdm.observable.asset used by cdm.observable.event.functionsClassDescriptionSpecifies a price as a single value to be associated to a financial product.Builder Interface
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Classes in cdm.observable.asset used by cdm.product.assetClassDescriptionThe parameters which define whether dividends are applicableBuilder InterfaceA class that is used for describing the exchange rate for a particular transaction.Builder InterfaceSpecification of a floating rate option as a floating rate index and tenor.The enumerated values to specify the interpolation method, e.g. linear.Defines a monetary amount in a specified currency.Builder InterfaceSpecifies the object to be observed for a price, it could be an asset or a reference.Builder InterfaceSpecifies a price as a single value to be associated to a financial product.Builder InterfaceSpecifies the price of a financial instrument in a trade as a schedule of measures.Builder InterfaceA class defining parameters associated with an individual observation or fixing.Builder InterfaceA class to represent the transacted price attributes that are positioned as part of the FpML FeeLeg.Builder Interface
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Classes in cdm.observable.asset used by cdm.product.asset.calculation.functionsClassDescriptionDefines a monetary amount in a specified currency.Builder Interface
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Classes in cdm.observable.asset used by cdm.product.asset.floatingrateClassDescriptionDefines a monetary amount in a specified currency.Builder InterfaceSpecifies a price as a single value to be associated to a financial product.Builder Interface
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Classes in cdm.observable.asset used by cdm.product.asset.functionsClassDescriptionSpecifies the object to be observed for a price, it could be an asset or a reference.Specifies the price of a financial instrument in a trade as a schedule of measures.Builder Interface
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Classes in cdm.observable.asset used by cdm.product.collateralClassDescriptionRepresents a class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications.Builder InterfaceIdentifies 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 enumerated values to specify the rating agencies.Specification of a floating rate option as a floating rate index and tenor.
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Classes in cdm.observable.asset used by cdm.product.common.scheduleClassDescriptionA class defining the rate source and fixing time for an FX rate.Builder InterfaceDefines a monetary amount in a specified currency.Builder InterfaceSpecifies the object to be observed for a price, it could be an asset or a reference.Builder InterfaceDefines how and when a performance type option or performance type swap is to be valued.Specifies the price of a financial instrument in a trade as a schedule of measures.
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Classes in cdm.observable.asset used by cdm.product.common.settlementClassDescriptionSpecifies the nature of a cash price either as a fee type, cash price type, or premium expression.Builder InterfaceDefines a monetary amount in a specified currency.Builder InterfaceBuilder InterfaceSpecifies the object to be observed for a price, it could be an asset or a reference.Builder InterfaceEnumerated 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.A class to specify the number of business days after satisfaction of all conditions to settlement.Builder InterfaceSpecifies the parameters required to obtain a valuation, including the source, quotation method (bid, mid etc.) and any applicable quotation amount.Builder Interface
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Classes in cdm.observable.asset used by cdm.product.common.settlement.functionsClassDescriptionSpecifies the price of a financial instrument in a trade as a schedule of measures.
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Classes in cdm.observable.asset used by cdm.product.common.settlement.processorClassDescriptionDefines the inputs required to calculate a price as a simple composite of 2 other values.Provides 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.
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Classes in cdm.observable.asset used by cdm.product.templateClassDescriptionA class defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.Builder InterfaceA class that is used for describing the exchange rate for a particular transaction.Builder InterfaceA class describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.Builder InterfaceA class defining the rate source and fixing time for an FX rate.Builder InterfaceDefines a monetary amount in a specified currency.Builder InterfaceSpecifies a price as a single value to be associated to a financial product.Builder InterfaceSpecifies the price of a financial instrument in a trade as a schedule of measures.A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.Builder InterfaceTerms 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 InterfaceDefines how and when a performance type option or performance type swap is to be valued, including initial, interim and final valuation dates.Builder Interface