Package cdm.product.asset
package cdm.product.asset
Product concepts applicable to specific asset classes.
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ClassDescriptionA class to specify the events that will give rise to the payment additional fixed payments.Builder InterfaceBuilder Implementation of AdditionalFixedPaymentsImmutable Implementation of AdditionalFixedPaymentsContains the information relative to the delivery of the asset.Builder InterfaceBuilder Implementation of AssetDeliveryInformationImmutable Implementation of AssetDeliveryInformationDefines the periods of delivery, including the delivery profile.Builder InterfaceBuilder Implementation of AssetDeliveryPeriodsImmutable Implementation of AssetDeliveryPeriodsDefines the delivery profile of the asset, including the load type and the delivery intervals.Builder InterfaceBuilder Implementation of AssetDeliveryProfileImmutable Implementation of AssetDeliveryProfileDefines a delivery profile block, including start and end time, days of the week, duration, delivery capacity and price time interval quantity.Builder InterfaceBuilder Implementation of AssetDeliveryProfileBlockImmutable Implementation of AssetDeliveryProfileBlockDefines whether the bank holidays are treated as weekdays or weekends in terms of delivery profile in the context of commodity products, in particular those with peak or off-peak delivery profiles.CDS Basket Reference Information.Builder InterfaceBuilder Implementation of BasketReferenceInformationImmutable Implementation of BasketReferenceInformationReference to a bond underlier to represent an asset swap or Condition Precedent Bond.Builder InterfaceBuilder Implementation of BondReferenceImmutable Implementation of BondReferenceDescribes correlation bounds, which form a cap and a floor on the realized correlation.Builder InterfaceBuilder Implementation of BoundedCorrelationImmutable Implementation of BoundedCorrelationBuilder InterfaceBuilder Implementation of BoundedVarianceImmutable Implementation of BoundedVariancePeriod and time profile over which the delivery takes place.Builder InterfaceBuilder Implementation of CalculationScheduleDeliveryPeriodsImmutable Implementation of CalculationScheduleDeliveryPeriodsA data defining: the cashflow representation of a swap trade.Builder InterfaceBuilder Implementation of CashflowRepresentationImmutable Implementation of CashflowRepresentationPayout based on the averaged price of a referenced underlier.Builder InterfaceBuilder Implementation of CommodityPayoutImmutable Implementation of CommodityPayoutThe enumerated values to specify the type of compounding, e.g. flat, straight.Builder InterfaceBuilder Implementation of CorrelationReturnTermsImmutable Implementation of CorrelationReturnTermsThe credit default payout specification provides the details necessary for determining when a credit payout will be triggered as well as the parameters for calculating the payout and the settlement terms.Builder InterfaceBuilder Implementation of CreditDefaultPayoutImmutable Implementation of CreditDefaultPayoutA class defining a Credit Default Swap Index.Builder InterfaceBuilder Implementation of CreditIndexReferenceInformationImmutable Implementation of CreditIndexReferenceInformationSeniority of debt instruments comprising the index.Denotes the method by which the pricing days are distributed across the pricing period.A data defining: discounting information.Builder InterfaceBuilder Implementation of DiscountingMethodImmutable Implementation of DiscountingMethodThe enumerated values to specify the method of calculating discounted payment amounts.The enumerated values to specify whether the dividend is paid with respect to the Dividend Period.The enumerated values to specify how the composition of Dividends is to be determined.A class to specify the currency in which the dividends will be denominated, i.e. either in the dividend currency or in a currency specified as part of the contract.Builder InterfaceBuilder Implementation of DividendCurrencyImmutable Implementation of DividendCurrencyA class to specify the dividend date by reference to another date, with the ability to apply and offset.Builder InterfaceBuilder Implementation of DividendDateReferenceImmutable Implementation of DividendDateReferenceThe enumerated values to specify the date by reference to which the dividend will be paid.The enumerated values to specify the date on which the receiver of the equity payout is entitled to the dividend.A class describing the date on which the dividend will be paid/received.Builder InterfaceBuilder Implementation of DividendPaymentDateImmutable Implementation of DividendPaymentDateA class describing the dividend payout ratio associated with an equity underlier.Builder InterfaceBuilder Implementation of DividendPayoutRatioImmutable Implementation of DividendPayoutRatioTime bounded dividend payment periods, each with a dividend payment date per period.Builder InterfaceBuilder Implementation of DividendPeriodImmutable Implementation of DividendPeriod2002 ISDA Equity Derivatives Definitions: First Period, Second Period |A class describing the conditions governing the payment of dividends to the receiver of the equity return, with the exception of the dividend payout ratio, which is defined for each of the underlying components.Builder InterfaceBuilder Implementation of DividendReturnTermsImmutable Implementation of DividendReturnTermsBuilder InterfaceBuilder Implementation of EquityUnderlierProvisionsImmutable Implementation of EquityUnderlierProvisionsTo be specified only for products that embed a redemption payment.Type for reporting the detailed results of calculating a cash flow for a calculation period.Builder InterfaceBuilder Implementation of FixedAmountCalculationDetailsImmutable Implementation of FixedAmountCalculationDetailsType defining the specification for a fixed rate.Builder InterfaceBuilder Implementation of FixedRateSpecificationImmutable Implementation of FixedRateSpecificationA class to specify the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement.Builder InterfaceBuilder Implementation of FloatingAmountEventsImmutable Implementation of FloatingAmountEventsBuilder InterfaceBuilder Implementation of FloatingAmountProvisionsImmutable Implementation of FloatingAmountProvisionsBuilder InterfaceBuilder Implementation of FloatingRateImmutable Implementation of FloatingRateA class defining a floating interest rate through the specification of the floating rate index, the tenor, the multiplier schedule, the spread, the qualification of whether a specific rate treatment and/or a cap or floor apply.Builder InterfaceBuilder Implementation of FloatingRateBaseImmutable Implementation of FloatingRateBaseA data defining: parameters associated with a floating rate reset.Builder InterfaceBuilder Implementation of FloatingRateDefinitionImmutable Implementation of FloatingRateDefinitionA class to specify the floating interest rate by extending the floating rate definition with a set of attributes that specify such rate: the initial value specified as part of the trade, the rounding convention, the averaging method and the negative interest rate treatment.Builder InterfaceBuilder Implementation of FloatingRateSpecificationImmutable Implementation of FloatingRateSpecificationFrom FpML: A type defining either a spot or forward FX transactions.Builder InterfaceBuilder Implementation of ForeignExchangeImmutable Implementation of ForeignExchangeSpecifies the fallback provisions in respect to the applicable Futures Price Valuation.A class defining a currency and a future value date.Builder InterfaceBuilder Implementation of FutureValueAmountImmutable Implementation of FutureValueAmountA class specifying a set of non-monetary terms for the Credit Derivative Transaction, including the buyer and seller and selected items from the ISDA 2014 Credit Definition article II, such as the reference obligation and related terms.Builder InterfaceBuilder Implementation of GeneralTermsImmutable Implementation of GeneralTermsThe enumerated values to specify the CDX index annex source.A data to: specify the inflation rate.Builder InterfaceBuilder Implementation of InflationRateSpecificationImmutable Implementation of InflationRateSpecificationA class to specify all of the terms necessary to define and calculate a cash flow based on a fixed, a floating or an inflation index rate.Builder InterfaceBuilder Implementation of InterestRatePayoutImmutable Implementation of InterestRatePayoutA class to specify the interest shortfall floating rate payment event.Builder InterfaceBuilder Implementation of InterestShortFallImmutable Implementation of InterestShortFallThe enumerated values to specify the interest shortfall cap, applicable to mortgage derivatives.Specifies the load type of the delivery.The enumerated values to specify the method of calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).The enumerated values to specify the treatment of Non-Cash Dividends.Builder InterfaceBuilder Implementation of PriceReturnTermsImmutable Implementation of PriceReturnTermsA class to specify the terms for calculating a payout to protect the buyer of the swap in the case of a qualified credit event.Builder InterfaceBuilder Implementation of ProtectionTermsImmutable Implementation of ProtectionTermsA class to specify the fixed interest rate, floating interest rate or inflation rate.Builder InterfaceBuilder Implementation of RateSpecificationImmutable Implementation of RateSpecificationThe enumerated values to specify the methods for converting rates from one basis to another.The contract specifies which price must satisfy the boundary condition.A class specifying the Credit Default Swap Reference Information.Builder InterfaceBuilder Implementation of ReferenceInformationImmutable Implementation of ReferenceInformationA class to specify the reference obligation that is associated with a credit derivative instrument.Builder InterfaceBuilder Implementation of ReferenceObligationImmutable Implementation of ReferenceObligationBuilder InterfaceBuilder Implementation of ReferencePairImmutable Implementation of ReferencePairThis type contains all the reference pool items to define the reference entity and reference obligation(s) in the basket.Builder InterfaceBuilder Implementation of ReferencePoolImmutable Implementation of ReferencePoolThis type contains all the constituent weight and reference information.Builder InterfaceBuilder Implementation of ReferencePoolItemImmutable Implementation of ReferencePoolItemContains all common elements in variance, volatility and correlation return Terms.Builder InterfaceBuilder Implementation of ReturnTermsBaseImmutable Implementation of ReturnTermsBaseThe enumerated values to specify the type of return associated the equity payout.Used in conjunction with an exchange-based pricing source.A class to specify the Relevant Settled Entity Matrix.Builder InterfaceBuilder Implementation of SettledEntityMatrixImmutable Implementation of SettledEntityMatrixThe enumerated values to specify the relevant settled entity matrix source.Method by which spread is calculated.Adds an optional spread type element to the Schedule to identify a long or short spread value.Builder InterfaceBuilder Implementation of SpreadScheduleImmutable Implementation of SpreadScheduleThe enumerated values to specify a long or short spread value.A class defining a floating rate.Builder InterfaceBuilder Implementation of StubFloatingRateImmutable Implementation of StubFloatingRateA type defining how a stub calculation period amount is calculated.Builder InterfaceBuilder Implementation of StubValueImmutable Implementation of StubValueThe class to represent a CDS Tranche.Builder InterfaceBuilder Implementation of TrancheImmutable Implementation of TrancheBuilder InterfaceBuilder Implementation of ValuationTermsImmutable Implementation of ValuationTermsBuilder InterfaceBuilder Implementation of VarianceCapFloorImmutable Implementation of VarianceCapFloorBuilder InterfaceBuilder Implementation of VarianceReturnTermsImmutable Implementation of VarianceReturnTermsContains volatility-based barriers.Builder InterfaceBuilder Implementation of VolatilityCapFloorImmutable Implementation of VolatilityCapFloorBuilder InterfaceBuilder Implementation of VolatilityReturnTermsImmutable Implementation of VolatilityReturnTerms