Package cdm.product.template
package cdm.product.template
Template feature concepts to define payouts.
-
ClassDescriptionA class defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.Builder InterfaceBuilder Implementation of AmericanExerciseImmutable Implementation of AmericanExerciseAs per ISDA 2002 Definitions.Builder InterfaceBuilder Implementation of AsianImmutable Implementation of AsianDefines each asset movement of an asset payout.Builder InterfaceBuilder Implementation of AssetLegImmutable Implementation of AssetLegSecurity finance payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.Builder InterfaceBuilder Implementation of AssetPayoutImmutable Implementation of AssetPayoutA type to define automatic exercise of a swaption.Builder InterfaceBuilder Implementation of AutomaticExerciseImmutable Implementation of AutomaticExerciseDefines parameters for use in cases when a valuation or other term is based on an average of market observations.Builder InterfaceBuilder Implementation of AveragingCalculationImmutable Implementation of AveragingCalculationThe enumerated values to specify the type of averaging used in an Asian option.Defines the terms required to calculate the average observations associated with an averaging strike.Builder InterfaceBuilder Implementation of AveragingStrikeFeatureImmutable Implementation of AveragingStrikeFeatureAs per ISDA 2002 Definitions.Builder InterfaceBuilder Implementation of BarrierImmutable Implementation of BarrierDefines a custom basket by referencing a product identifier and its consituents.Builder InterfaceBuilder Implementation of BasketImmutable Implementation of BasketIdentifies the constituents of the basketBuilder InterfaceBuilder Implementation of BasketConstituentImmutable Implementation of BasketConstituentA class defining the Bermuda option exercise dates and the expiration date together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee.Builder InterfaceBuilder Implementation of BermudaExerciseImmutable Implementation of BermudaExerciseThis class corresponds to the FpML CalculationAgent.model.Builder InterfaceBuilder Implementation of CalculationAgentModelImmutable Implementation of CalculationAgentModelA class that allows the full representation of a payout by defining a set of schedule periods.Builder InterfaceBuilder Implementation of CalculationScheduleImmutable Implementation of CalculationScheduleA type for defining a calendar spread feature.Builder InterfaceBuilder Implementation of CalendarSpreadImmutable Implementation of CalendarSpreadIdentifies a party to the on-demand repo transaction that has a right to demand for termination of the Security Finance transaction.A data defining: the right of a party to cancel a swap transaction on the specified exercise dates.Builder InterfaceBuilder Implementation of CancelableProvisionImmutable Implementation of CancelableProvisionA data to: define the adjusted dates for a cancelable provision on a swap transaction.Builder InterfaceBuilder Implementation of CancelableProvisionAdjustedDatesImmutable Implementation of CancelableProvisionAdjustedDatesThe adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date.Builder InterfaceBuilder Implementation of CancellationEventImmutable Implementation of CancellationEventSpecifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront.Builder InterfaceBuilder Implementation of CompositeImmutable Implementation of CompositeA class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.Builder InterfaceBuilder Implementation of ConstituentWeightImmutable Implementation of ConstituentWeightA class to specify the contractual products' economic terms, alongside their product identification and product taxonomy.Builder InterfaceBuilder Implementation of ContractualProductImmutable Implementation of ContractualProductInformation related to dividends and payments.Builder InterfaceBuilder Implementation of DividendTermsImmutable Implementation of DividendTermsSpecifies the Duration Terms of the Security Financing Transaction, and optionally any Evergreen terms.Builder InterfaceBuilder Implementation of DurationImmutable Implementation of DurationSpecifies the duration type of the Security Lending transaction. e.g.A data to: define the adjusted dates associated with an early termination provision.Builder InterfaceBuilder Implementation of EarlyTerminationEventImmutable Implementation of EarlyTerminationEventA data defining: an early termination provision for a swap.Builder InterfaceBuilder Implementation of EarlyTerminationProvisionImmutable Implementation of EarlyTerminationProvisionThis class represents the full set of price-forming features associated with a contractual product: the payout component, the notional/quantity, the effective and termination date and the date adjustment provisions when applying uniformily across the payout components.Builder InterfaceBuilder Implementation of EconomicTermsImmutable Implementation of EconomicTermsA class defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.Builder InterfaceBuilder Implementation of EuropeanExerciseImmutable Implementation of EuropeanExerciseSpecifies a transaction which automatically extends for a specified timeframe until the exercise of an embedded option.Builder InterfaceBuilder Implementation of EvergreenProvisionImmutable Implementation of EvergreenProvisionA class defining the fee payable on exercise of an option.Builder InterfaceBuilder Implementation of ExerciseFeeImmutable Implementation of ExerciseFeeA class to define a fee or schedule of fees to be payable on the exercise of an option.Builder InterfaceBuilder Implementation of ExerciseFeeScheduleImmutable Implementation of ExerciseFeeScheduleDefines to whom and where notice of execution should be given.Builder InterfaceBuilder Implementation of ExerciseNoticeImmutable Implementation of ExerciseNoticeDefines the principal party to the trade that has the right to exercise.This defines the time interval to the start of the exercise period, i.e. the earliest exercise date, and the frequency of subsequent exercise dates (if any).Builder InterfaceBuilder Implementation of ExercisePeriodImmutable Implementation of ExercisePeriodA class describing how notice of exercise should be given.Builder InterfaceBuilder Implementation of ExerciseProcedureImmutable Implementation of ExerciseProcedureThe time of day at which the equity option expires, for example the official closing time of the exchange.A data defining: an option to extend an existing swap transaction on the specified exercise dates for a term ending on the specified new termination date.Builder InterfaceBuilder Implementation of ExtendibleProvisionImmutable Implementation of ExtendibleProvisionA data defining: the adjusted dates associated with a provision to extend a swap.Builder InterfaceBuilder Implementation of ExtendibleProvisionAdjustedDatesImmutable Implementation of ExtendibleProvisionAdjustedDatesA data to: define the adjusted dates associated with an individual extension event.Builder InterfaceBuilder Implementation of ExtensionEventImmutable Implementation of ExtensionEventRepresents a fixed price payout.Builder InterfaceBuilder Implementation of FixedPricePayoutImmutable Implementation of FixedPricePayoutRepresents a forward settling payout.Builder InterfaceBuilder Implementation of ForwardPayoutImmutable Implementation of ForwardPayoutA type for defining FX Features.Builder InterfaceBuilder Implementation of FxFeatureImmutable Implementation of FxFeatureDefines initial margin applied to a repo transaction.Builder InterfaceBuilder Implementation of InitialMarginImmutable Implementation of InitialMarginDefines the initial margin calculation applicable to a single piece of collateral.Builder InterfaceBuilder Implementation of InitialMarginCalculationImmutable Implementation of InitialMarginCalculationKnock In means option to exercise comes into existence.Builder InterfaceBuilder Implementation of KnockImmutable Implementation of KnockA data to: define an early termination provision for which exercise is mandatory.Builder InterfaceBuilder Implementation of MandatoryEarlyTerminationImmutable Implementation of MandatoryEarlyTerminationA data defining: the adjusted dates associated with a mandatory early termination provision.Builder InterfaceBuilder Implementation of MandatoryEarlyTerminationAdjustedDatesImmutable Implementation of MandatoryEarlyTerminationAdjustedDatesA class defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.Builder InterfaceBuilder Implementation of ManualExerciseImmutable Implementation of ManualExerciseThis indicator defines which type of assets (cash or securities) is specified to apply as margin to the repo transaction.A class defining multiple exercises.Builder InterfaceBuilder Implementation of MultipleExerciseImmutable Implementation of MultipleExerciseA data defining: an early termination provision where either or both parties have the right to exercise.Builder InterfaceBuilder Implementation of OptionalEarlyTerminationImmutable Implementation of OptionalEarlyTerminationA data defining: the adjusted dates associated with an optional early termination provision.Builder InterfaceBuilder Implementation of OptionalEarlyTerminationAdjustedDatesImmutable Implementation of OptionalEarlyTerminationAdjustedDatesA class to represent the applicable terms to qualify an option exercise: the option style (e.g.Builder InterfaceBuilder Implementation of OptionExerciseImmutable Implementation of OptionExerciseDefines additional optional features that can be included in an option contract.Builder InterfaceBuilder Implementation of OptionFeatureImmutable Implementation of OptionFeatureThe option payout specification terms.Builder InterfaceBuilder Implementation of OptionPayoutImmutable Implementation of OptionPayoutDefines the strike price of an option.Builder InterfaceBuilder Implementation of OptionStrikeImmutable Implementation of OptionStrikeThe qualification of the option style: American, Bermuda or European.Builder InterfaceBuilder Implementation of OptionStyleImmutable Implementation of OptionStyleThe enumerated values to specify the type of the option.A class defining partial exercise.Builder InterfaceBuilder Implementation of PartialExerciseImmutable Implementation of PartialExerciseType which contains pass through payments.Builder InterfaceBuilder Implementation of PassThroughImmutable Implementation of PassThroughClass to represent a single pass through payment.Builder InterfaceBuilder Implementation of PassThroughItemImmutable Implementation of PassThroughItemA class to represent the set of future cashflow methodologies in the form of specific payout class(es) that can be associated for the purpose of specifying a financial product.Builder InterfaceBuilder Implementation of PayoutImmutable Implementation of PayoutContains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.Builder InterfaceBuilder Implementation of PerformancePayoutImmutable Implementation of PerformancePayoutSpecifies an individual type of return of a Performance Payout, when such individual return is part of an aggregation of multiple similar returns, at Performance Payout level.Builder InterfaceBuilder Implementation of PortfolioReturnTermsImmutable Implementation of PortfolioReturnTermsDefines the product that is the subject of a tradable product definition, an underlying product definition, a physical exercise, a position, or other purposes.Builder InterfaceBuilder Implementation of ProductImmutable Implementation of ProductDetermines the currency rate that the seller of the equity amounts will apply at each valuation date for converting the respective amounts into a currency that is different from the currency denomination of the underlier.Builder InterfaceBuilder Implementation of QuantoImmutable Implementation of QuantoA duration code for a Repo (or Securities Lending) transaction.Specifies the type of return of a performance payout.Builder InterfaceBuilder Implementation of ReturnTermsImmutable Implementation of ReturnTermsA class that defines the period of a schedule.Builder InterfaceBuilder Implementation of SchedulePeriodImmutable Implementation of SchedulePeriodTerms defining a security leg in a securities financing transaction, which can either be the near leg or the far leg and is closely modelled onto the nearLeg and farLeg types in FpMLBuilder InterfaceBuilder Implementation of SecurityLegImmutable Implementation of SecurityLegSecurity payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.Builder InterfaceBuilder Implementation of SecurityPayoutImmutable Implementation of SecurityPayoutA class for defining option strategy features.Builder InterfaceBuilder Implementation of StrategyFeatureImmutable Implementation of StrategyFeatureA class describing a single cap or floor rate.Builder InterfaceBuilder Implementation of StrikeImmutable Implementation of StrikeA class describing a schedule of cap or floor rates.Builder InterfaceBuilder Implementation of StrikeScheduleImmutable Implementation of StrikeScheduleA class for defining a strike spread feature.Builder InterfaceBuilder Implementation of StrikeSpreadImmutable Implementation of StrikeSpreadA class for defining option provisions.Builder InterfaceBuilder Implementation of TerminationProvisionImmutable Implementation of TerminationProvisionDefinition of a product as ready to be traded, i.e. included in an execution or contract, by associating a specific price and quantity to this product plus an (optional) mechanism for any potential future quantity adjustment.Builder InterfaceBuilder Implementation of TradableProductImmutable Implementation of TradableProductSpecifies the price and quantity of a trade lot, where the same product could be traded multiple times with the same counterparty but in different lots (at a different date, in a different quantity and at a different price).Builder InterfaceBuilder Implementation of TradeLotImmutable Implementation of TradeLot