Uses of Package
cdm.product.asset
Packages that use cdm.product.asset
Package
Description
Business event concepts: primitives, contract state and associated state transition function specifications.
Master agreement concepts.
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.product.asset used by cdm.event.commonClassDescriptionPayout based on the averaged price of a referenced underlier.The 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.A 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.A class specifying the Credit Default Swap Reference Information.Builder Interface
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Classes in cdm.product.asset used by cdm.event.common.functionsClassDescriptionA 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 Interface
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Classes in cdm.product.asset used by cdm.legaldocumentation.masterClassDescriptionBuilder InterfaceThe enumerated values to specify the type of return associated the equity payout.
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Classes in cdm.product.asset used by cdm.product.assetClassDescriptionA class to specify the events that will give rise to the payment additional fixed payments.Builder InterfaceContains the information relative to the delivery of the asset.Builder InterfaceDefines 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 InterfaceDefines a delivery profile block, including start and end time, days of the week, duration, delivery capacity and price time interval quantity.Builder InterfaceDefines 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 InterfaceReference to a bond underlier to represent an asset swap or Condition Precedent Bond.Builder InterfaceDescribes correlation bounds, which form a cap and a floor on the realized correlation.Builder InterfaceBuilder InterfacePeriod and time profile over which the delivery takes place.Builder InterfaceA data defining: the cashflow representation of a swap trade.Builder InterfacePayout based on the averaged price of a referenced underlier.Builder InterfaceThe enumerated values to specify the type of compounding, e.g. flat, straight.Builder InterfaceThe 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 InterfaceA class defining a Credit Default Swap Index.Builder InterfaceSeniority 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 InterfaceThe 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 InterfaceA class to specify the dividend date by reference to another date, with the ability to apply and offset.Builder InterfaceThe 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 InterfaceA class describing the dividend payout ratio associated with an equity underlier.Builder InterfaceTime bounded dividend payment periods, each with a dividend payment date per period.Builder Interface2002 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 InterfaceTo 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 InterfaceType defining the specification for a fixed rate.Builder InterfaceA 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 InterfaceBuilder 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 InterfaceA 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 InterfaceSpecifies the fallback provisions in respect to the applicable Futures Price Valuation.A class defining a currency and a future value date.Builder InterfaceA 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 InterfaceThe enumerated values to specify the CDX index annex source.A data to: specify the inflation rate.Builder InterfaceA 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 InterfaceA class to specify the interest shortfall floating rate payment event.Builder InterfaceThe 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 InterfaceA 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 InterfaceA class to specify the fixed interest rate, floating interest rate or inflation rate.Builder InterfaceThe 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 InterfaceA class to specify the reference obligation that is associated with a credit derivative instrument.Builder InterfaceBuilder InterfaceThis type contains all the reference pool items to define the reference entity and reference obligation(s) in the basket.Builder InterfaceThis type contains all the constituent weight and reference information.Builder InterfaceContains 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 InterfaceThe 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 InterfaceThe enumerated values to specify a long or short spread value.A class defining a floating rate.Builder InterfaceA type defining how a stub calculation period amount is calculated.Builder InterfaceThe class to represent a CDS Tranche.Builder InterfaceBuilder InterfaceBuilder InterfaceBuilder InterfaceContains volatility-based barriers.Builder InterfaceBuilder Interface
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Classes in cdm.product.asset used by cdm.product.asset.calculation.functionsClassDescriptionType for reporting the detailed results of calculating a cash flow for a calculation period.Builder InterfaceA 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.
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Classes in cdm.product.asset used by cdm.product.asset.floatingrateClassDescriptionThe 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 methods for converting rates from one basis to another.
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Classes in cdm.product.asset used by cdm.product.asset.floatingrate.functionsClassDescriptionA 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.A 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.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 methods for converting rates from one basis to another.
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Classes in cdm.product.asset used by cdm.product.asset.functionsClassDescriptionType for reporting the detailed results of calculating a cash flow for a calculation period.A 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 Interface
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Classes in cdm.product.asset used by cdm.product.asset.metaClassDescriptionA class to specify the events that will give rise to the payment additional fixed payments.Contains the information relative to the delivery of the asset.Defines the periods of delivery, including the delivery profile.Defines the delivery profile of the asset, including the load type and the delivery intervals.Defines a delivery profile block, including start and end time, days of the week, duration, delivery capacity and price time interval quantity.CDS Basket Reference Information.Reference to a bond underlier to represent an asset swap or Condition Precedent Bond.Describes correlation bounds, which form a cap and a floor on the realized correlation.Period and time profile over which the delivery takes place.A data defining: the cashflow representation of a swap trade.Payout based on the averaged price of a referenced underlier.The 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.A class defining a Credit Default Swap Index.A data defining: discounting information.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.A class to specify the dividend date by reference to another date, with the ability to apply and offset.A class describing the date on which the dividend will be paid/received.A class describing the dividend payout ratio associated with an equity underlier.Time bounded dividend payment periods, each with a dividend payment date per 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.Type for reporting the detailed results of calculating a cash flow for a calculation period.Type defining the specification for a fixed rate.A 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.A 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.A data defining: parameters associated with a floating rate reset.A 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.From FpML: A type defining either a spot or forward FX transactions.A class defining a currency and a future value date.A 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.A data to: specify the inflation rate.A 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.A class to specify the interest shortfall floating rate payment event.A class to specify the terms for calculating a payout to protect the buyer of the swap in the case of a qualified credit event.A class to specify the fixed interest rate, floating interest rate or inflation rate.A class specifying the Credit Default Swap Reference Information.A class to specify the reference obligation that is associated with a credit derivative instrument.This type contains all the reference pool items to define the reference entity and reference obligation(s) in the basket.This type contains all the constituent weight and reference information.Contains all common elements in variance, volatility and correlation return Terms.A class to specify the Relevant Settled Entity Matrix.Adds an optional spread type element to the Schedule to identify a long or short spread value.A class defining a floating rate.A type defining how a stub calculation period amount is calculated.The class to represent a CDS Tranche.Contains volatility-based barriers.
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Classes in cdm.product.asset used by cdm.product.asset.metafieldsClassDescriptionPayout based on the averaged price of a referenced underlier.Builder InterfaceThe 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 InterfaceType defining the specification for a fixed rate.Builder InterfaceThe enumerated values to specify the CDX index annex source.A 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 InterfaceA 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 InterfaceThe enumerated values to specify the relevant settled entity matrix source.The enumerated values to specify a long or short spread value.
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Classes in cdm.product.asset used by cdm.product.asset.validationClassDescriptionA class to specify the events that will give rise to the payment additional fixed payments.Contains the information relative to the delivery of the asset.Defines the periods of delivery, including the delivery profile.Defines the delivery profile of the asset, including the load type and the delivery intervals.Defines a delivery profile block, including start and end time, days of the week, duration, delivery capacity and price time interval quantity.CDS Basket Reference Information.Reference to a bond underlier to represent an asset swap or Condition Precedent Bond.Describes correlation bounds, which form a cap and a floor on the realized correlation.Period and time profile over which the delivery takes place.A data defining: the cashflow representation of a swap trade.Payout based on the averaged price of a referenced underlier.The 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.A class defining a Credit Default Swap Index.A data defining: discounting information.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.A class to specify the dividend date by reference to another date, with the ability to apply and offset.A class describing the date on which the dividend will be paid/received.A class describing the dividend payout ratio associated with an equity underlier.Time bounded dividend payment periods, each with a dividend payment date per 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.Type for reporting the detailed results of calculating a cash flow for a calculation period.Type defining the specification for a fixed rate.A 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.A 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.A data defining: parameters associated with a floating rate reset.A 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.From FpML: A type defining either a spot or forward FX transactions.A class defining a currency and a future value date.A 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.A data to: specify the inflation rate.A 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.A class to specify the interest shortfall floating rate payment event.A class to specify the terms for calculating a payout to protect the buyer of the swap in the case of a qualified credit event.A class to specify the fixed interest rate, floating interest rate or inflation rate.A class specifying the Credit Default Swap Reference Information.A class to specify the reference obligation that is associated with a credit derivative instrument.This type contains all the reference pool items to define the reference entity and reference obligation(s) in the basket.This type contains all the constituent weight and reference information.Contains all common elements in variance, volatility and correlation return Terms.A class to specify the Relevant Settled Entity Matrix.Adds an optional spread type element to the Schedule to identify a long or short spread value.A class defining a floating rate.A type defining how a stub calculation period amount is calculated.The class to represent a CDS Tranche.Contains volatility-based barriers.
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Classes in cdm.product.asset used by cdm.product.asset.validation.dataruleClassDescriptionCDS Basket Reference Information.Payout based on the averaged price of a referenced underlier.The 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.A class defining a Credit Default Swap Index.A data defining: discounting information.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.A class to specify the dividend date by reference to another date, with the ability to apply and offset.A class describing the date on which the dividend will be paid/received.A class describing the dividend payout ratio associated with an equity underlier.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.A data defining: parameters associated with a floating rate reset.A class defining a currency and a future value date.A 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.A 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.A class to specify the fixed interest rate, floating interest rate or inflation rate.A class specifying the Credit Default Swap Reference Information.A class to specify the reference obligation that is associated with a credit derivative instrument.This type contains all the reference pool items to define the reference entity and reference obligation(s) in the basket.This type contains all the constituent weight and reference information.Contains all common elements in variance, volatility and correlation return Terms.A type defining how a stub calculation period amount is calculated.The class to represent a CDS Tranche.Contains volatility-based barriers.
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Classes in cdm.product.asset used by cdm.product.asset.validation.existsClassDescriptionA class to specify the events that will give rise to the payment additional fixed payments.Contains the information relative to the delivery of the asset.Defines the periods of delivery, including the delivery profile.Defines the delivery profile of the asset, including the load type and the delivery intervals.Defines a delivery profile block, including start and end time, days of the week, duration, delivery capacity and price time interval quantity.CDS Basket Reference Information.Reference to a bond underlier to represent an asset swap or Condition Precedent Bond.Describes correlation bounds, which form a cap and a floor on the realized correlation.Period and time profile over which the delivery takes place.A data defining: the cashflow representation of a swap trade.Payout based on the averaged price of a referenced underlier.The 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.A class defining a Credit Default Swap Index.A data defining: discounting information.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.A class to specify the dividend date by reference to another date, with the ability to apply and offset.A class describing the date on which the dividend will be paid/received.A class describing the dividend payout ratio associated with an equity underlier.Time bounded dividend payment periods, each with a dividend payment date per 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.Type for reporting the detailed results of calculating a cash flow for a calculation period.Type defining the specification for a fixed rate.A 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.A 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.A data defining: parameters associated with a floating rate reset.A 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.From FpML: A type defining either a spot or forward FX transactions.A class defining a currency and a future value date.A 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.A data to: specify the inflation rate.A 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.A class to specify the interest shortfall floating rate payment event.A class to specify the terms for calculating a payout to protect the buyer of the swap in the case of a qualified credit event.A class to specify the fixed interest rate, floating interest rate or inflation rate.A class specifying the Credit Default Swap Reference Information.A class to specify the reference obligation that is associated with a credit derivative instrument.This type contains all the reference pool items to define the reference entity and reference obligation(s) in the basket.This type contains all the constituent weight and reference information.Contains all common elements in variance, volatility and correlation return Terms.A class to specify the Relevant Settled Entity Matrix.Adds an optional spread type element to the Schedule to identify a long or short spread value.A class defining a floating rate.A type defining how a stub calculation period amount is calculated.The class to represent a CDS Tranche.Contains volatility-based barriers.
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Classes in cdm.product.asset used by cdm.product.collateralClassDescriptionA 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 FloatingRateBaseAdds an optional spread type element to the Schedule to identify a long or short spread value.
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Classes in cdm.product.asset used by cdm.product.common.functionsClassDescriptionA 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.
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Classes in cdm.product.asset used by cdm.product.common.scheduleClassDescriptionDenotes the method by which the pricing days are distributed across the pricing period.A data defining: parameters associated with a floating rate reset.Builder InterfaceA 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.A type defining how a stub calculation period amount is calculated.Builder Interface
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Classes in cdm.product.asset used by cdm.product.common.settlementClassDescriptionA class defining a currency and a future value date.Builder InterfaceUsed in conjunction with an exchange-based pricing source.Adds an optional spread type element to the Schedule to identify a long or short spread value.Builder Interface
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Classes in cdm.product.asset used by cdm.product.templateClassDescriptionContains the information relative to the delivery of the asset.Builder InterfacePeriod and time profile over which the delivery takes place.Builder InterfacePayout based on the averaged price of a referenced underlier.Builder InterfaceBuilder InterfaceThe 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 InterfaceThe enumerated values to specify the date on which the receiver of the equity payout is entitled to the dividend.A class describing the dividend payout ratio associated with an equity underlier.Builder InterfaceA 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 InterfaceType defining the specification for a fixed rate.From FpML: A type defining either a spot or forward FX transactions.Builder InterfaceA 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 InterfaceBuilder InterfaceBuilder Interface