Package cdm.observable.event
package cdm.observable.event
Observable event concepts: extraordinary event, trigger event, disruption event etc.
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ClassDescriptionBuilder InterfaceBuilder Implementation of CreditEventNoticeImmutable Implementation of CreditEventNoticeA class to specify the applicable Credit Events that would trigger a settlement, as specified in the related Confirmation and defined in the ISDA 2014 Credit Definition article IV section 4.1.Builder InterfaceBuilder Implementation of CreditEventsImmutable Implementation of CreditEventsSpecifies the method according to which an amount or a date is determined.Builder InterfaceBuilder Implementation of DeterminationMethodologyImmutable Implementation of DeterminationMethodologyBuilder InterfaceBuilder Implementation of FailureToPayImmutable Implementation of FailureToPayPayment made following trigger occurrence.Builder InterfaceBuilder Implementation of FeaturePaymentImmutable Implementation of FeaturePaymentBuilder InterfaceBuilder Implementation of GracePeriodExtensionImmutable Implementation of GracePeriodExtensionThe enumerated values to specify the consequences of Index Events.The enumerated values to specify the handling of an averaging date market disruption for an equity derivative transaction.Defines a single, numerical value that was observed in the marketplace.Builder InterfaceBuilder Implementation of ObservationImmutable Implementation of ObservationDefines the parameters needed to uniquely identify a piece of data among the population of all available market data.Builder InterfaceBuilder Implementation of ObservationIdentifierImmutable Implementation of ObservationIdentifierBuilder InterfaceBuilder Implementation of PubliclyAvailableInformationImmutable Implementation of PubliclyAvailableInformationBuilder InterfaceBuilder Implementation of RestructuringImmutable Implementation of RestructuringThe enumerated values to specify the form of the restructuring credit event that is applicable to the credit default swap.The enumerated values to specify the consequences of extraordinary events relating to the underlying.Trigger point at which feature is effective.Builder InterfaceBuilder Implementation of TriggerImmutable Implementation of TriggerObservation point for trigger.Builder InterfaceBuilder Implementation of TriggerEventImmutable Implementation of TriggerEventThe enumerated values to specify the time of day which would be considered for valuing the knock event.The enumerated values to specify whether an option will trigger or expire depending upon whether the spot rate is above or below the barrier rate.