Package cdm.product.common.settlement
package cdm.product.common.settlement
Common product settlement concepts: cash vs physical, non-deliverable, money and cashflow, delivery vs payment.
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ClassDescriptionClass to specify a cashflow, i.e. the outcome of either of computation (e.g. interest accrual) or an assessment of some sort (e.g. a fee).Builder InterfaceBuilder Implementation of CashflowImmutable Implementation of CashflowCharacterises the type of cashflow, which can result from either a scheduled or a non-scheduled lifecycle event.Builder InterfaceBuilder Implementation of CashflowTypeImmutable Implementation of CashflowTypeDefines the different cash settlement methods for a product where cash settlement is applicable.Defines the terms required to compute and settle a cash settlement amount according to a fixing value, including the fixing source, fixing method and fixing date.Builder InterfaceBuilder Implementation of CashSettlementTermsImmutable Implementation of CashSettlementTermsDefines parameters in which the commodity price is assessed.Builder InterfaceBuilder Implementation of CommodityPriceReturnTermsImmutable Implementation of CommodityPriceReturnTermsA class to specify the outcome of a computed amount, for testing purposes.Builder InterfaceBuilder Implementation of ComputedAmountImmutable Implementation of ComputedAmountDescribe provisions which define how the quantity is incremented over time.Builder InterfaceBuilder Implementation of CumulationFeatureImmutable Implementation of CumulationFeatureA class to specify all the ISDA terms relevant to defining the deliverable obligations.Builder InterfaceBuilder Implementation of DeliverableObligationsImmutable Implementation of DeliverableObligationsSpecifies delivery methods for securities transactions.A predefined price accorded by the counterparties.Builder InterfaceBuilder Implementation of FixedPriceImmutable Implementation of FixedPriceExtends the Offset structure to specify an FX fixing date as an offset to dates specified somewhere else in the document.Builder InterfaceBuilder Implementation of FxFixingDateImmutable Implementation of FxFixingDateA class to specify loan with a participation agreement whereby the buyer is capable of creating, or procuring the creation of, a contractual right in favour of the seller that provides the seller with recourse to the participation seller for a specified share in any payments due under the relevant loan which are received by the participation seller.Builder InterfaceBuilder Implementation of LoanParticipationImmutable Implementation of LoanParticipationBuilder InterfaceBuilder Implementation of PaymentDetailImmutable Implementation of PaymentDetailThis class corresponds to the FpML PaymentDiscounting.model group for representing the discounting elements that can be associated with a payment.Builder InterfaceBuilder Implementation of PaymentDiscountingImmutable Implementation of PaymentDiscountingA class defining the payment calculation rule.Builder InterfaceBuilder Implementation of PaymentRuleImmutable Implementation of PaymentRuleBase class that all payout types should extend.Builder InterfaceBuilder Implementation of PayoutBaseImmutable Implementation of PayoutBaseA class to specify the Partial Cash Deliverable Obligation Characteristic.Builder InterfaceBuilder Implementation of PCDeliverableObligationCharacImmutable Implementation of PCDeliverableObligationCharacA class defining a content model for a calculation rule defined as percentage of the notional amount.Builder InterfaceBuilder Implementation of PercentageRuleImmutable Implementation of PercentageRuleBuilder InterfaceBuilder Implementation of PhysicalSettlementPeriodImmutable Implementation of PhysicalSettlementPeriodSpecifies Physical Settlement Terms characteristics for the settlement of a Credit Default Swap or Option.Builder InterfaceBuilder Implementation of PhysicalSettlementTermsImmutable Implementation of PhysicalSettlementTermsDefines a settlement as an exchange between two parties of a specified quantity of an asset (the quantity) against a specified quantity of another asset (the price).Builder InterfaceBuilder Implementation of PriceQuantityImmutable Implementation of PriceQuantitySpecifies specific dates or parametric rules for the dates on which the price will be determinedBuilder InterfaceBuilder Implementation of PricingDatesImmutable Implementation of PricingDatesAny kind of principal payments when the amount is known and thus fixed.Builder InterfaceBuilder Implementation of PrincipalPaymentImmutable Implementation of PrincipalPaymentA class defining which principal exchanges occur for the stream.Builder InterfaceBuilder Implementation of PrincipalPaymentsImmutable Implementation of PrincipalPaymentsDescribe dates schedules for Principal Exchanges and related role of the parties when known.Builder InterfaceBuilder Implementation of PrincipalPaymentScheduleImmutable Implementation of PrincipalPaymentScheduleClass to specify a mechanism for a quantity to be set as a multiplier to another (reference) quantity, based on a price observation.Builder InterfaceBuilder Implementation of QuantityMultiplierImmutable Implementation of QuantityMultiplierGeneric class to specify the quantity for different payout legs in a contractual product, when that quantity can vary across payout legs or across time.Builder InterfaceBuilder Implementation of ResolvablePriceQuantityImmutable Implementation of ResolvablePriceQuantityUsed in conjunction with an exchange-based pricing source.Builder InterfaceBuilder Implementation of RollFeatureImmutable Implementation of RollFeatureThe qualification of the type of cash flows associated with OTC derivatives contracts and their lifecycle events.A base class to be extended by the SettlementTerms class.Builder InterfaceBuilder Implementation of SettlementBaseImmutable Implementation of SettlementBaseDefines the settlement centre for a securities transaction.A data defining the settlement date(s) for cash or physical settlement as either a set of explicit dates, together with applicable adjustments, or as a date relative to some other (anchor) date, or as any date in a range of contiguous business days.Builder InterfaceBuilder Implementation of SettlementDateImmutable Implementation of SettlementDateDefines parameters that regulate a settlement, for instance whether this settlement should be netted with other ones or broken-down into smaller amounts.Builder InterfaceBuilder Implementation of SettlementProvisionImmutable Implementation of SettlementProvisionSpecifies the settlement terms, which can either be cash, physical, or fx-based cash-settlement.Builder InterfaceBuilder Implementation of SettlementTermsImmutable Implementation of SettlementTermsThe enumeration values to specify how the option is to be settled when exercised.Defines the applicable settlement limits that may require a settlement to be 'shaped', i.e. broken-down into smaller amounts.Builder InterfaceBuilder Implementation of ShapingProvisionImmutable Implementation of ShapingProvisionThe enumerated values to specify whether a trade is settling using standard settlement instructions as well as whether it is a candidate for settlement netting.The enumeration values to specify how the transfer will settle, e.g.A single object that represents the different methods to specify a valuation date, as used for cash settlement.Builder InterfaceBuilder Implementation of ValuationDateImmutable Implementation of ValuationDate