Uses of Package
cdm.product.common.schedule
Packages that use cdm.product.common.schedule
Package
Description
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.common.schedule used by cdm.event.common.functions
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Classes in cdm.product.common.schedule used by cdm.legaldocumentation.masterClassDescriptionSpecifies the parameters to generate the payment date schedule, either through a parametric representation or by reference to specified dates.Builder Interface
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Classes in cdm.product.common.schedule used by cdm.observable.asset.calculatedrate.functionsClassDescriptionThe calculation period adjusted start and end dates, which are the baseline arguments needed to compute an interest accrual calculation.Builder InterfaceA data defining: the parameters used to generate the reset dates schedule and associated fixing dates.The enumerated values to specify whether resets occur relative to the first or last day of a calculation period.
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Classes in cdm.product.common.schedule used by cdm.product.assetClassDescriptionThe calculation period adjusted start and end dates, which are the baseline arguments needed to compute an interest accrual calculation.Builder InterfaceA data for: defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.Builder InterfaceA data defining: the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.Builder InterfaceSpecifies the parameters to generate the payment date schedule, either through a parametric representation or by reference to specified dates.Builder InterfaceA class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.Builder InterfaceBuilder Implementation of RateScheduleImmutable Implementation of RateScheduleA data defining: the parameters used to generate the reset dates schedule and associated fixing dates.Builder InterfaceA class defining how the initial or final stub calculation period amounts is calculated.Builder Interface
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Classes in cdm.product.common.schedule used by cdm.product.asset.calculation.functionsClassDescriptionThe calculation period adjusted start and end dates, which are the baseline arguments needed to compute an interest accrual calculation.Builder Interface
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Classes in cdm.product.common.schedule used by cdm.product.asset.floatingrateClassDescriptionThe calculation period adjusted start and end dates, which are the baseline arguments needed to compute an interest accrual calculation.Builder Interface
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Classes in cdm.product.common.schedule used by cdm.product.asset.floatingrate.functionsClassDescriptionThe calculation period adjusted start and end dates, which are the baseline arguments needed to compute an interest accrual calculation.A class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.A data defining: the parameters used to generate the reset dates schedule and associated fixing dates.The enumerated values to specify whether resets occur relative to the first or last day of a calculation period.
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Classes in cdm.product.common.schedule used by cdm.product.asset.functionsClassDescriptionThe calculation period adjusted start and end dates, which are the baseline arguments needed to compute an interest accrual calculation.
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Classes in cdm.product.common.schedule used by cdm.product.common.scheduleClassDescriptionA class to specify a currency amount or a currency amount schedule.Builder InterfaceAn unordered list of weighted averaging observations.Builder InterfacePeriod over which an average value is taken.Builder InterfaceA data defining: the parameters used in the calculation of a fixed or floating rate calculation period amount.Builder InterfaceThe calculation period adjusted start and end dates, which are the baseline arguments needed to compute an interest accrual calculation.Builder InterfaceBuilder Implementation of CalculationPeriodBaseImmutable Implementation of CalculationPeriodBaseBuilder InterfaceA data for: defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.Builder InterfaceA data to: provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.Builder InterfaceA data to: provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.Builder InterfaceA data to: provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.Builder InterfaceA data to: define business date convention adjustment to final payment period per leg.Builder InterfaceA data to: describe the cashflow representation for FX linked notionals.Builder InterfaceA data to: describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.Builder InterfaceA CDM class which purpose is to specify the initial fixing date either alongside the FpML interest rate specification as an offset of another date, or alongside the credit derivative specification as an unadjusted date.Builder InterfaceThe pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.Builder InterfaceSpecifies a single date on which market observations take place and specifies optional associated weighting.Builder InterfaceDescribes date details for a set of observation dates in parametric or non-parametric form.Builder InterfaceSpecifies a single date on which market observations take place and specifies optional associated weighting.Builder InterfaceClass containing terms that are associated with observing a price/benchmark/index across either single or multiple observations.Builder InterfaceDefines rules for the dates on which the price will be determined.Builder InterfaceA data defining: the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.Builder InterfaceSpecifies the parameters to generate the payment date schedule, either through a parametric representation or by reference to specified dates.Builder InterfaceThe payment dates when specified as relative to a set of dates specified somewhere else in the instance document/transaction, e.g. the valuation dates as typically the case for equity swaps, or when specified as a calculation period schedule.Builder InterfaceThe enumerated values to specify whether payments occur relative to the calculation period start date or end date, each reset date, valuation date or the last pricing date.A class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.Builder InterfaceA data defining: the parameters used to generate the reset dates schedule and associated fixing dates.Builder InterfaceA class defining the reset frequency.Builder InterfaceThe enumerated values to specify whether resets occur relative to the first or last day of a calculation period.A data defining: how the initial or final stub calculation period amounts is calculated.Builder InterfaceA class defining how the initial or final stub calculation period amounts is calculated.Builder InterfaceThe enumerated values to specify how to deal with a non standard calculation period within a swap stream.The enumerated values to specify the weekly roll day.A single weighted averaging observation.Builder Interface
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Classes in cdm.product.common.schedule used by cdm.product.common.schedule.functionsClassDescriptionBuilder InterfaceA data for: defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.
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Classes in cdm.product.common.schedule used by cdm.product.common.schedule.metaClassDescriptionA class to specify a currency amount or a currency amount schedule.An unordered list of weighted averaging observations.Period over which an average value is taken.A data defining: the parameters used in the calculation of a fixed or floating rate calculation period amount.The calculation period adjusted start and end dates, which are the baseline arguments needed to compute an interest accrual calculation.A data for: defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.A data to: provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.A data to: provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.A data to: provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.A data to: define business date convention adjustment to final payment period per leg.A data to: describe the cashflow representation for FX linked notionals.A data to: describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.A CDM class which purpose is to specify the initial fixing date either alongside the FpML interest rate specification as an offset of another date, or alongside the credit derivative specification as an unadjusted date.The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.Specifies a single date on which market observations take place and specifies optional associated weighting.Describes date details for a set of observation dates in parametric or non-parametric form.Specifies a single date on which market observations take place and specifies optional associated weighting.Class containing terms that are associated with observing a price/benchmark/index across either single or multiple observations.Defines rules for the dates on which the price will be determined.A data defining: the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.Specifies the parameters to generate the payment date schedule, either through a parametric representation or by reference to specified dates.The payment dates when specified as relative to a set of dates specified somewhere else in the instance document/transaction, e.g. the valuation dates as typically the case for equity swaps, or when specified as a calculation period schedule.A class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.A data defining: the parameters used to generate the reset dates schedule and associated fixing dates.A class defining the reset frequency.A data defining: how the initial or final stub calculation period amounts is calculated.A class defining how the initial or final stub calculation period amounts is calculated.A single weighted averaging observation.
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Classes in cdm.product.common.schedule used by cdm.product.common.schedule.metafieldsClassDescriptionA data for: defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.Builder InterfaceSpecifies the parameters to generate the payment date schedule, either through a parametric representation or by reference to specified dates.Builder Interface
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Classes in cdm.product.common.schedule used by cdm.product.common.schedule.validationClassDescriptionA class to specify a currency amount or a currency amount schedule.An unordered list of weighted averaging observations.Period over which an average value is taken.A data defining: the parameters used in the calculation of a fixed or floating rate calculation period amount.The calculation period adjusted start and end dates, which are the baseline arguments needed to compute an interest accrual calculation.A data for: defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.A data to: provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.A data to: provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.A data to: provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.A data to: define business date convention adjustment to final payment period per leg.A data to: describe the cashflow representation for FX linked notionals.A data to: describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.A CDM class which purpose is to specify the initial fixing date either alongside the FpML interest rate specification as an offset of another date, or alongside the credit derivative specification as an unadjusted date.The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.Specifies a single date on which market observations take place and specifies optional associated weighting.Describes date details for a set of observation dates in parametric or non-parametric form.Specifies a single date on which market observations take place and specifies optional associated weighting.Class containing terms that are associated with observing a price/benchmark/index across either single or multiple observations.Defines rules for the dates on which the price will be determined.A data defining: the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.Specifies the parameters to generate the payment date schedule, either through a parametric representation or by reference to specified dates.The payment dates when specified as relative to a set of dates specified somewhere else in the instance document/transaction, e.g. the valuation dates as typically the case for equity swaps, or when specified as a calculation period schedule.A class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.A data defining: the parameters used to generate the reset dates schedule and associated fixing dates.A class defining the reset frequency.A data defining: how the initial or final stub calculation period amounts is calculated.A class defining how the initial or final stub calculation period amounts is calculated.A single weighted averaging observation.
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Classes in cdm.product.common.schedule used by cdm.product.common.schedule.validation.dataruleClassDescriptionPeriod over which an average value is taken.A data defining: the parameters used in the calculation of a fixed or floating rate calculation period amount.A data for: defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.A CDM class which purpose is to specify the initial fixing date either alongside the FpML interest rate specification as an offset of another date, or alongside the credit derivative specification as an unadjusted date.Specifies a single date on which market observations take place and specifies optional associated weighting.Specifies a single date on which market observations take place and specifies optional associated weighting.Class containing terms that are associated with observing a price/benchmark/index across either single or multiple observations.Defines rules for the dates on which the price will be determined.A data defining: the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.Specifies the parameters to generate the payment date schedule, either through a parametric representation or by reference to specified dates.A data defining: the parameters used to generate the reset dates schedule and associated fixing dates.A class defining the reset frequency.A single weighted averaging observation.
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Classes in cdm.product.common.schedule used by cdm.product.common.schedule.validation.existsClassDescriptionA class to specify a currency amount or a currency amount schedule.An unordered list of weighted averaging observations.Period over which an average value is taken.A data defining: the parameters used in the calculation of a fixed or floating rate calculation period amount.The calculation period adjusted start and end dates, which are the baseline arguments needed to compute an interest accrual calculation.A data for: defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.A data to: provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.A data to: provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.A data to: provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.A data to: define business date convention adjustment to final payment period per leg.A data to: describe the cashflow representation for FX linked notionals.A data to: describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.A CDM class which purpose is to specify the initial fixing date either alongside the FpML interest rate specification as an offset of another date, or alongside the credit derivative specification as an unadjusted date.The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.Specifies a single date on which market observations take place and specifies optional associated weighting.Describes date details for a set of observation dates in parametric or non-parametric form.Specifies a single date on which market observations take place and specifies optional associated weighting.Class containing terms that are associated with observing a price/benchmark/index across either single or multiple observations.Defines rules for the dates on which the price will be determined.A data defining: the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.Specifies the parameters to generate the payment date schedule, either through a parametric representation or by reference to specified dates.The payment dates when specified as relative to a set of dates specified somewhere else in the instance document/transaction, e.g. the valuation dates as typically the case for equity swaps, or when specified as a calculation period schedule.A class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.A data defining: the parameters used to generate the reset dates schedule and associated fixing dates.A class defining the reset frequency.A data defining: how the initial or final stub calculation period amounts is calculated.A class defining how the initial or final stub calculation period amounts is calculated.A single weighted averaging observation.
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Classes in cdm.product.common.schedule used by cdm.product.common.settlementClassDescriptionA data to: provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.Builder InterfaceA data to: provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.Builder InterfaceA data to: provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.Builder InterfaceA data to: describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.Builder InterfaceDefines rules for the dates on which the price will be determined.Builder Interface
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Classes in cdm.product.common.schedule used by cdm.product.templateClassDescriptionA class to specify a currency amount or a currency amount schedule.Builder InterfacePeriod over which an average value is taken.Builder InterfaceA data to: define business date convention adjustment to final payment period per leg.Builder InterfaceClass containing terms that are associated with observing a price/benchmark/index across either single or multiple observations.Builder InterfaceSpecifies the parameters to generate the payment date schedule, either through a parametric representation or by reference to specified dates.Builder InterfaceA class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.Builder InterfaceBuilder Implementation of RateScheduleImmutable Implementation of RateSchedule