Uses of Package
cdm.product.common.settlement
Packages that use cdm.product.common.settlement
Package
Description
Business event concepts: primitives, contract state and associated state transition function specifications.
Position concepts: portfolio and portfolio aggregation.
Master agreement concepts.
Product concepts applicable to specific asset classes.
Common product settlement concepts: cash vs physical, non-deliverable, money and cashflow, delivery vs payment.
Template feature concepts to define payouts.
-
Classes in cdm.product.common.settlement used by cdm.event.commonClassDescriptionDefines 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 InterfaceThe qualification of the type of cash flows associated with OTC derivatives contracts and their lifecycle events.Specifies the settlement terms, which can either be cash, physical, or fx-based cash-settlement.
-
Classes in cdm.product.common.settlement used by cdm.event.common.functionsClassDescriptionClass 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 InterfaceCharacterises the type of cashflow, which can result from either a scheduled or a non-scheduled lifecycle event.This class corresponds to the FpML PaymentDiscounting.model group for representing the discounting elements that can be associated with a payment.Defines 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 InterfaceA 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.
-
Classes in cdm.product.common.settlement used by cdm.event.positionClassDescriptionDefines 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 Interface
-
Classes in cdm.product.common.settlement used by cdm.legaldocumentation.masterClassDescriptionSpecifies the settlement terms, which can either be cash, physical, or fx-based cash-settlement.Builder Interface
-
Classes in cdm.product.common.settlement used by cdm.product.assetClassDescriptionClass 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 InterfaceDefines 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.Defines parameters in which the commodity price is assessed.Builder InterfaceBase class that all payout types should extend.Builder InterfaceBuilder Implementation of PayoutBaseImmutable Implementation of PayoutBaseSpecifies Physical Settlement Terms characteristics for the settlement of a Credit Default Swap or Option.Specifies specific dates or parametric rules for the dates on which the price will be determinedBuilder InterfaceA class defining which principal exchanges occur for the stream.Generic class to specify the quantity for different payout legs in a contractual product, when that quantity can vary across payout legs or across time.Specifies the settlement terms, which can either be cash, physical, or fx-based cash-settlement.
-
Classes in cdm.product.common.settlement used by cdm.product.collateral
-
Classes in cdm.product.common.settlement used by cdm.product.common.settlementClassDescriptionClass 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 InterfaceCharacterises the type of cashflow, which can result from either a scheduled or a non-scheduled lifecycle event.Builder InterfaceDefines 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 InterfaceDefines parameters in which the commodity price is assessed.Builder InterfaceA class to specify the outcome of a computed amount, for testing purposes.Builder InterfaceDescribe provisions which define how the quantity is incremented over time.Builder InterfaceA class to specify all the ISDA terms relevant to defining the deliverable obligations.Builder InterfaceSpecifies delivery methods for securities transactions.A predefined price accorded by the counterparties.Builder InterfaceExtends the Offset structure to specify an FX fixing date as an offset to dates specified somewhere else in the document.Builder InterfaceA 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 InterfaceThis class corresponds to the FpML PaymentDiscounting.model group for representing the discounting elements that can be associated with a payment.Builder InterfaceA class defining the payment calculation rule.Builder InterfaceBase 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 InterfaceSpecifies Physical Settlement Terms characteristics for the settlement of a Credit Default Swap or Option.Builder InterfaceDefines 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 InterfaceSpecifies specific dates or parametric rules for the dates on which the price will be determinedBuilder InterfaceAny kind of principal payments when the amount is known and thus fixed.Builder InterfaceA class defining which principal exchanges occur for the stream.Builder InterfaceDescribe dates schedules for Principal Exchanges and related role of the parties when known.Builder InterfaceClass to specify a mechanism for a quantity to be set as a multiplier to another (reference) quantity, based on a price observation.Builder InterfaceGeneric 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 InterfaceUsed in conjunction with an exchange-based pricing source.Builder InterfaceThe 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 InterfaceDefines parameters that regulate a settlement, for instance whether this settlement should be netted with other ones or broken-down into smaller amounts.Builder InterfaceSpecifies the settlement terms, which can either be cash, physical, or fx-based cash-settlement.Builder InterfaceThe 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 InterfaceThe 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 Interface
-
Classes in cdm.product.common.settlement used by cdm.product.common.settlement.functionsClassDescriptionDefines 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 Interface
-
Classes in cdm.product.common.settlement used by cdm.product.common.settlement.metaClassDescriptionClass 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).Characterises the type of cashflow, which can result from either a scheduled or a non-scheduled lifecycle event.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.Defines parameters in which the commodity price is assessed.A class to specify the outcome of a computed amount, for testing purposes.Describe provisions which define how the quantity is incremented over time.A class to specify all the ISDA terms relevant to defining the deliverable obligations.A predefined price accorded by the counterparties.Extends the Offset structure to specify an FX fixing date as an offset to dates specified somewhere else in the document.A 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.This class corresponds to the FpML PaymentDiscounting.model group for representing the discounting elements that can be associated with a payment.A class defining the payment calculation rule.Base class that all payout types should extend.A class to specify the Partial Cash Deliverable Obligation Characteristic.A class defining a content model for a calculation rule defined as percentage of the notional amount.Specifies Physical Settlement Terms characteristics for the settlement of a Credit Default Swap or Option.Defines 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).Specifies specific dates or parametric rules for the dates on which the price will be determinedAny kind of principal payments when the amount is known and thus fixed.A class defining which principal exchanges occur for the stream.Describe dates schedules for Principal Exchanges and related role of the parties when known.Class to specify a mechanism for a quantity to be set as a multiplier to another (reference) quantity, based on a price observation.Generic class to specify the quantity for different payout legs in a contractual product, when that quantity can vary across payout legs or across time.Used in conjunction with an exchange-based pricing source.A base class to be extended by the SettlementTerms class.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.Defines parameters that regulate a settlement, for instance whether this settlement should be netted with other ones or broken-down into smaller amounts.Specifies the settlement terms, which can either be cash, physical, or fx-based cash-settlement.Defines the applicable settlement limits that may require a settlement to be 'shaped', i.e. broken-down into smaller amounts.A single object that represents the different methods to specify a valuation date, as used for cash settlement.
-
Classes in cdm.product.common.settlement used by cdm.product.common.settlement.metafieldsClassDescriptionDefines 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 InterfaceSpecifies Physical Settlement Terms characteristics for the settlement of a Credit Default Swap or Option.Builder InterfaceGeneric 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 InterfaceSpecifies the settlement terms, which can either be cash, physical, or fx-based cash-settlement.Builder Interface
-
Classes in cdm.product.common.settlement used by cdm.product.common.settlement.processor
-
Classes in cdm.product.common.settlement used by cdm.product.common.settlement.validationClassDescriptionClass 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).Characterises the type of cashflow, which can result from either a scheduled or a non-scheduled lifecycle event.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.Defines parameters in which the commodity price is assessed.A class to specify the outcome of a computed amount, for testing purposes.Describe provisions which define how the quantity is incremented over time.A class to specify all the ISDA terms relevant to defining the deliverable obligations.A predefined price accorded by the counterparties.Extends the Offset structure to specify an FX fixing date as an offset to dates specified somewhere else in the document.A 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.This class corresponds to the FpML PaymentDiscounting.model group for representing the discounting elements that can be associated with a payment.A class defining the payment calculation rule.Base class that all payout types should extend.A class to specify the Partial Cash Deliverable Obligation Characteristic.A class defining a content model for a calculation rule defined as percentage of the notional amount.Specifies Physical Settlement Terms characteristics for the settlement of a Credit Default Swap or Option.Defines 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).Specifies specific dates or parametric rules for the dates on which the price will be determinedAny kind of principal payments when the amount is known and thus fixed.A class defining which principal exchanges occur for the stream.Describe dates schedules for Principal Exchanges and related role of the parties when known.Class to specify a mechanism for a quantity to be set as a multiplier to another (reference) quantity, based on a price observation.Generic class to specify the quantity for different payout legs in a contractual product, when that quantity can vary across payout legs or across time.Used in conjunction with an exchange-based pricing source.A base class to be extended by the SettlementTerms class.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.Defines parameters that regulate a settlement, for instance whether this settlement should be netted with other ones or broken-down into smaller amounts.Specifies the settlement terms, which can either be cash, physical, or fx-based cash-settlement.Defines the applicable settlement limits that may require a settlement to be 'shaped', i.e. broken-down into smaller amounts.A single object that represents the different methods to specify a valuation date, as used for cash settlement.
-
Classes in cdm.product.common.settlement used by cdm.product.common.settlement.validation.dataruleClassDescriptionClass 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).Characterises the type of cashflow, which can result from either a scheduled or a non-scheduled lifecycle event.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.A class to specify all the ISDA terms relevant to defining the deliverable obligations.A predefined price accorded by the counterparties.Extends the Offset structure to specify an FX fixing date as an offset to dates specified somewhere else in the document.Specifies Physical Settlement Terms characteristics for the settlement of a Credit Default Swap or Option.Defines 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).Specifies specific dates or parametric rules for the dates on which the price will be determinedAny kind of principal payments when the amount is known and thus fixed.Class to specify a mechanism for a quantity to be set as a multiplier to another (reference) quantity, based on a price observation.Generic class to specify the quantity for different payout legs in a contractual product, when that quantity can vary across payout legs or across time.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.Specifies the settlement terms, which can either be cash, physical, or fx-based cash-settlement.A single object that represents the different methods to specify a valuation date, as used for cash settlement.
-
Classes in cdm.product.common.settlement used by cdm.product.common.settlement.validation.existsClassDescriptionClass 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).Characterises the type of cashflow, which can result from either a scheduled or a non-scheduled lifecycle event.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.Defines parameters in which the commodity price is assessed.A class to specify the outcome of a computed amount, for testing purposes.Describe provisions which define how the quantity is incremented over time.A class to specify all the ISDA terms relevant to defining the deliverable obligations.A predefined price accorded by the counterparties.Extends the Offset structure to specify an FX fixing date as an offset to dates specified somewhere else in the document.A 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.This class corresponds to the FpML PaymentDiscounting.model group for representing the discounting elements that can be associated with a payment.A class defining the payment calculation rule.Base class that all payout types should extend.A class to specify the Partial Cash Deliverable Obligation Characteristic.A class defining a content model for a calculation rule defined as percentage of the notional amount.Specifies Physical Settlement Terms characteristics for the settlement of a Credit Default Swap or Option.Defines 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).Specifies specific dates or parametric rules for the dates on which the price will be determinedAny kind of principal payments when the amount is known and thus fixed.A class defining which principal exchanges occur for the stream.Describe dates schedules for Principal Exchanges and related role of the parties when known.Class to specify a mechanism for a quantity to be set as a multiplier to another (reference) quantity, based on a price observation.Generic class to specify the quantity for different payout legs in a contractual product, when that quantity can vary across payout legs or across time.Used in conjunction with an exchange-based pricing source.A base class to be extended by the SettlementTerms class.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.Defines parameters that regulate a settlement, for instance whether this settlement should be netted with other ones or broken-down into smaller amounts.Specifies the settlement terms, which can either be cash, physical, or fx-based cash-settlement.Defines the applicable settlement limits that may require a settlement to be 'shaped', i.e. broken-down into smaller amounts.A single object that represents the different methods to specify a valuation date, as used for cash settlement.
-
Classes in cdm.product.common.settlement used by cdm.product.templateClassDescriptionClass 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 InterfaceSpecifies delivery methods for securities transactions.A predefined price accorded by the counterparties.Builder InterfaceBase class that all payout types should extend.Builder InterfaceBuilder Implementation of PayoutBaseImmutable Implementation of PayoutBaseDefines 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 InterfaceA class defining which principal exchanges occur for the stream.Generic class to specify the quantity for different payout legs in a contractual product, when that quantity can vary across payout legs or across time.Specifies the settlement terms, which can either be cash, physical, or fx-based cash-settlement.Builder Interface