Uses of Package
cdm.product.template
Packages that use cdm.product.template
Package
Description
Basic static asset concepts that apply across asset classes: taxonomy etc.
Business event concepts: primitives, contract state and associated state transition function specifications.
Position concepts: portfolio and portfolio aggregation.
Product concepts applicable to specific asset classes.
Template feature concepts to define payouts.
-
Classes in cdm.product.template used by cdm.base.staticdata.asset.commonClassDescriptionThis 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 Interface
-
Classes in cdm.product.template used by cdm.event.commonClassDescriptionSecurity finance payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.Defines parameters for use in cases when a valuation or other term is based on an average of market observations.Builder InterfaceRepresents a fixed price payout.Represents a forward settling payout.The option payout specification terms.A 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.Contains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.Defines the product that is the subject of a tradable product definition, an underlying product definition, a physical exercise, a position, or other purposes.Builder InterfaceDefinition 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 Interface
-
Classes in cdm.product.template used by cdm.event.common.functionsClassDescriptionSecurity finance payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.A class to specify the contractual products' economic terms, alongside their product identification and product taxonomy.This 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 InterfaceThe option payout specification terms.Builder InterfaceContains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.Builder InterfaceDefines the product that is the subject of a tradable product definition, an underlying product definition, a physical exercise, a position, or other purposes.Builder InterfaceDefinition 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 InterfaceSpecifies 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).
-
Classes in cdm.product.template used by cdm.event.positionClassDescriptionDefines the product that is the subject of a tradable product definition, an underlying product definition, a physical exercise, a position, or other purposes.Builder InterfaceDefinition 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 Interface
-
Classes in cdm.product.template used by cdm.event.position.functions
-
Classes in cdm.product.template used by cdm.event.qualification.functionsClassDescriptionDefinition 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.
-
Classes in cdm.product.template used by cdm.observable.event.functionsClassDescriptionSecurity finance payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.
-
Classes in cdm.product.template used by cdm.product.assetClassDescriptionDefines parameters for use in cases when a valuation or other term is based on an average of market observations.Builder InterfaceA class that allows the full representation of a payout by defining a set of schedule periods.Builder InterfaceA class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.Builder InterfaceA type for defining FX Features.Builder InterfaceDefines the product that is the subject of a tradable product definition, an underlying product definition, a physical exercise, a position, or other purposes.Builder InterfaceA class describing a single cap or floor rate.Builder InterfaceA class describing a schedule of cap or floor rates.Builder Interface
-
Classes in cdm.product.template used by cdm.product.asset.functionsClassDescriptionContains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.
-
Classes in cdm.product.template used by cdm.product.collateral
-
Classes in cdm.product.template used by cdm.product.collateral.functionsClassDescriptionDefines the product that is the subject of a tradable product definition, an underlying product definition, a physical exercise, a position, or other purposes.
-
Classes in cdm.product.template used by cdm.product.common.schedule.functionsClassDescriptionThis 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.
-
Classes in cdm.product.template used by cdm.product.qualification.functionsClassDescriptionThis 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.Represents a forward settling payout.The option payout specification terms.Contains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.Defines the product that is the subject of a tradable product definition, an underlying product definition, a physical exercise, a position, or other purposes.
-
Classes in cdm.product.template used by cdm.product.templateClassDescriptionA 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 InterfaceAs per ISDA 2002 Definitions.Builder InterfaceDefines each asset movement of an asset payout.Builder InterfaceSecurity finance payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.Builder InterfaceA type to define automatic exercise of a swaption.Builder InterfaceDefines parameters for use in cases when a valuation or other term is based on an average of market observations.Builder InterfaceThe 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 InterfaceAs per ISDA 2002 Definitions.Builder InterfaceDefines a custom basket by referencing a product identifier and its consituents.Builder InterfaceIdentifies the constituents of the basketBuilder InterfaceA 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 InterfaceThis class corresponds to the FpML CalculationAgent.model.Builder InterfaceA class that allows the full representation of a payout by defining a set of schedule periods.Builder InterfaceA type for defining a calendar spread feature.Builder InterfaceIdentifies 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 InterfaceA data to: define the adjusted dates for a cancelable provision on a swap transaction.Builder InterfaceThe adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date.Builder InterfaceSpecifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront.Builder InterfaceA class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.Builder InterfaceA class to specify the contractual products' economic terms, alongside their product identification and product taxonomy.Builder InterfaceInformation related to dividends and payments.Builder InterfaceSpecifies the Duration Terms of the Security Financing Transaction, and optionally any Evergreen terms.Builder InterfaceSpecifies the duration type of the Security Lending transaction. e.g.A data to: define the adjusted dates associated with an early termination provision.Builder InterfaceA data defining: an early termination provision for a swap.Builder InterfaceThis 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 InterfaceA 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 InterfaceSpecifies a transaction which automatically extends for a specified timeframe until the exercise of an embedded option.Builder InterfaceA class defining the fee payable on exercise of an option.Builder InterfaceA class to define a fee or schedule of fees to be payable on the exercise of an option.Builder InterfaceDefines to whom and where notice of execution should be given.Builder InterfaceDefines 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 InterfaceA class describing how notice of exercise should be given.Builder InterfaceThe 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 InterfaceA data defining: the adjusted dates associated with a provision to extend a swap.Builder InterfaceA data to: define the adjusted dates associated with an individual extension event.Builder InterfaceRepresents a fixed price payout.Builder InterfaceRepresents a forward settling payout.Builder InterfaceA type for defining FX Features.Builder InterfaceDefines initial margin applied to a repo transaction.Builder InterfaceDefines the initial margin calculation applicable to a single piece of collateral.Builder InterfaceKnock In means option to exercise comes into existence.Builder InterfaceA data to: define an early termination provision for which exercise is mandatory.Builder InterfaceA data defining: the adjusted dates associated with a mandatory early termination provision.Builder InterfaceA class defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.Builder InterfaceThis 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 InterfaceA data defining: an early termination provision where either or both parties have the right to exercise.Builder InterfaceA data defining: the adjusted dates associated with an optional early termination provision.Builder InterfaceA class to represent the applicable terms to qualify an option exercise: the option style (e.g.Builder InterfaceDefines additional optional features that can be included in an option contract.Builder InterfaceThe option payout specification terms.Builder InterfaceDefines the strike price of an option.Builder InterfaceThe qualification of the option style: American, Bermuda or European.Builder InterfaceThe 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 InterfaceClass to represent a single pass through payment.Builder InterfaceA 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 InterfaceContains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.Builder InterfaceSpecifies 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 InterfaceDefines 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 InterfaceA 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 InterfaceTerms 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 InterfaceSecurity payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.Builder InterfaceA class for defining option strategy features.Builder InterfaceA class describing a single cap or floor rate.Builder InterfaceA class describing a schedule of cap or floor rates.Builder InterfaceA class for defining a strike spread feature.Builder InterfaceA class for defining option provisions.Builder InterfaceDefinition 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 InterfaceSpecifies 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 Interface
-
Classes in cdm.product.template used by cdm.product.template.functionsClassDescriptionThe time of day at which the equity option expires, for example the official closing time of the exchange.Definition 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 InterfaceSpecifies 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 Interface
-
Classes in cdm.product.template used by cdm.product.template.metaClassDescriptionA 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.As per ISDA 2002 Definitions.Defines each asset movement of an asset payout.Security finance payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.A type to define automatic exercise of a swaption.Defines parameters for use in cases when a valuation or other term is based on an average of market observations.Defines the terms required to calculate the average observations associated with an averaging strike.As per ISDA 2002 Definitions.Defines a custom basket by referencing a product identifier and its consituents.Identifies the constituents of the basketA 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.This class corresponds to the FpML CalculationAgent.model.A class that allows the full representation of a payout by defining a set of schedule periods.A type for defining a calendar spread feature.A data defining: the right of a party to cancel a swap transaction on the specified exercise dates.A data to: define the adjusted dates for a cancelable provision on a swap transaction.The adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date.Specifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront.A class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.A class to specify the contractual products' economic terms, alongside their product identification and product taxonomy.Information related to dividends and payments.Specifies the Duration Terms of the Security Financing Transaction, and optionally any Evergreen terms.A data to: define the adjusted dates associated with an early termination provision.A data defining: an early termination provision for a swap.This 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.A 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.Specifies a transaction which automatically extends for a specified timeframe until the exercise of an embedded option.A class defining the fee payable on exercise of an option.A class to define a fee or schedule of fees to be payable on the exercise of an option.Defines to whom and where notice of execution should be given.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).A class describing how notice of exercise should be given.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.A data defining: the adjusted dates associated with a provision to extend a swap.A data to: define the adjusted dates associated with an individual extension event.Represents a fixed price payout.Represents a forward settling payout.A type for defining FX Features.Defines initial margin applied to a repo transaction.Defines the initial margin calculation applicable to a single piece of collateral.Knock In means option to exercise comes into existence.A data to: define an early termination provision for which exercise is mandatory.A data defining: the adjusted dates associated with a mandatory early termination provision.A class defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.A class defining multiple exercises.A data defining: an early termination provision where either or both parties have the right to exercise.A data defining: the adjusted dates associated with an optional early termination provision.A class to represent the applicable terms to qualify an option exercise: the option style (e.g.Defines additional optional features that can be included in an option contract.The option payout specification terms.Defines the strike price of an option.The qualification of the option style: American, Bermuda or European.A class defining partial exercise.Type which contains pass through payments.Class to represent a single pass through payment.A 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.Contains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.Specifies 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.Defines the product that is the subject of a tradable product definition, an underlying product definition, a physical exercise, a position, or other purposes.Determines 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.Specifies the type of return of a performance payout.A class that defines the period of a schedule.Terms 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 FpMLSecurity payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.A class for defining option strategy features.A class describing a single cap or floor rate.A class describing a schedule of cap or floor rates.A class for defining a strike spread feature.A class for defining option provisions.Definition 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.Specifies 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).
-
Classes in cdm.product.template used by cdm.product.template.metafieldsClassDescriptionSecurity finance payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.Builder InterfaceRepresents a fixed price payout.Builder InterfaceRepresents a forward settling payout.Builder InterfaceThe option payout specification terms.Builder InterfaceA 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 InterfaceContains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.Builder Interface
-
Classes in cdm.product.template used by cdm.product.template.utilClassDescriptionThe time of day at which the equity option expires, for example the official closing time of the exchange.The qualification of the option style: American, Bermuda or European.
-
Classes in cdm.product.template used by cdm.product.template.validationClassDescriptionA 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.As per ISDA 2002 Definitions.Defines each asset movement of an asset payout.Security finance payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.A type to define automatic exercise of a swaption.Defines parameters for use in cases when a valuation or other term is based on an average of market observations.Defines the terms required to calculate the average observations associated with an averaging strike.As per ISDA 2002 Definitions.Defines a custom basket by referencing a product identifier and its consituents.Identifies the constituents of the basketA 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.This class corresponds to the FpML CalculationAgent.model.A class that allows the full representation of a payout by defining a set of schedule periods.A type for defining a calendar spread feature.A data defining: the right of a party to cancel a swap transaction on the specified exercise dates.A data to: define the adjusted dates for a cancelable provision on a swap transaction.The adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date.Specifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront.A class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.A class to specify the contractual products' economic terms, alongside their product identification and product taxonomy.Information related to dividends and payments.Specifies the Duration Terms of the Security Financing Transaction, and optionally any Evergreen terms.A data to: define the adjusted dates associated with an early termination provision.A data defining: an early termination provision for a swap.This 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.A 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.Specifies a transaction which automatically extends for a specified timeframe until the exercise of an embedded option.A class defining the fee payable on exercise of an option.A class to define a fee or schedule of fees to be payable on the exercise of an option.Defines to whom and where notice of execution should be given.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).A class describing how notice of exercise should be given.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.A data defining: the adjusted dates associated with a provision to extend a swap.A data to: define the adjusted dates associated with an individual extension event.Represents a fixed price payout.Represents a forward settling payout.A type for defining FX Features.Defines initial margin applied to a repo transaction.Defines the initial margin calculation applicable to a single piece of collateral.Knock In means option to exercise comes into existence.A data to: define an early termination provision for which exercise is mandatory.A data defining: the adjusted dates associated with a mandatory early termination provision.A class defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.A class defining multiple exercises.A data defining: an early termination provision where either or both parties have the right to exercise.A data defining: the adjusted dates associated with an optional early termination provision.A class to represent the applicable terms to qualify an option exercise: the option style (e.g.Defines additional optional features that can be included in an option contract.The option payout specification terms.Defines the strike price of an option.The qualification of the option style: American, Bermuda or European.A class defining partial exercise.Type which contains pass through payments.Class to represent a single pass through payment.A 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.Contains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.Specifies 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.Defines the product that is the subject of a tradable product definition, an underlying product definition, a physical exercise, a position, or other purposes.Determines 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.Specifies the type of return of a performance payout.A class that defines the period of a schedule.Terms 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 FpMLSecurity payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.A class for defining option strategy features.A class describing a single cap or floor rate.A class describing a schedule of cap or floor rates.A class for defining a strike spread feature.A class for defining option provisions.Definition 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.Specifies 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).
-
Classes in cdm.product.template used by cdm.product.template.validation.dataruleClassDescriptionA 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.Security finance payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.Defines a custom basket by referencing a product identifier and its consituents.A 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.A data defining: the right of a party to cancel a swap transaction on the specified exercise dates.A class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.A class to specify the contractual products' economic terms, alongside their product identification and product taxonomy.A data to: define the adjusted dates associated with an early termination provision.A data defining: an early termination provision for a swap.This 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.A 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.A class defining the fee payable on exercise of an option.A class to define a fee or schedule of fees to be payable on the exercise of an option.A class describing how notice of exercise should be given.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.A data to: define the adjusted dates associated with an individual extension event.Represents a fixed price payout.Represents a forward settling payout.A type for defining FX Features.Defines initial margin applied to a repo transaction.Defines the initial margin calculation applicable to a single piece of collateral.A data to: define an early termination provision for which exercise is mandatory.A data defining: the adjusted dates associated with a mandatory early termination provision.A class defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.A class defining multiple exercises.A data defining: an early termination provision where either or both parties have the right to exercise.The option payout specification terms.Defines the strike price of an option.The qualification of the option style: American, Bermuda or European.A class defining partial exercise.A 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.Contains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.Defines the product that is the subject of a tradable product definition, an underlying product definition, a physical exercise, a position, or other purposes.Specifies the type of return of a performance payout.Terms 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 FpMLA class for defining option provisions.Definition 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.
-
Classes in cdm.product.template used by cdm.product.template.validation.existsClassDescriptionA 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.As per ISDA 2002 Definitions.Defines each asset movement of an asset payout.Security finance payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.A type to define automatic exercise of a swaption.Defines parameters for use in cases when a valuation or other term is based on an average of market observations.Defines the terms required to calculate the average observations associated with an averaging strike.As per ISDA 2002 Definitions.Defines a custom basket by referencing a product identifier and its consituents.Identifies the constituents of the basketA 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.This class corresponds to the FpML CalculationAgent.model.A class that allows the full representation of a payout by defining a set of schedule periods.A type for defining a calendar spread feature.A data defining: the right of a party to cancel a swap transaction on the specified exercise dates.A data to: define the adjusted dates for a cancelable provision on a swap transaction.The adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date.Specifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront.A class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.A class to specify the contractual products' economic terms, alongside their product identification and product taxonomy.Information related to dividends and payments.Specifies the Duration Terms of the Security Financing Transaction, and optionally any Evergreen terms.A data to: define the adjusted dates associated with an early termination provision.A data defining: an early termination provision for a swap.This 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.A 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.Specifies a transaction which automatically extends for a specified timeframe until the exercise of an embedded option.A class defining the fee payable on exercise of an option.A class to define a fee or schedule of fees to be payable on the exercise of an option.Defines to whom and where notice of execution should be given.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).A class describing how notice of exercise should be given.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.A data defining: the adjusted dates associated with a provision to extend a swap.A data to: define the adjusted dates associated with an individual extension event.Represents a fixed price payout.Represents a forward settling payout.A type for defining FX Features.Defines initial margin applied to a repo transaction.Defines the initial margin calculation applicable to a single piece of collateral.Knock In means option to exercise comes into existence.A data to: define an early termination provision for which exercise is mandatory.A data defining: the adjusted dates associated with a mandatory early termination provision.A class defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.A class defining multiple exercises.A data defining: an early termination provision where either or both parties have the right to exercise.A data defining: the adjusted dates associated with an optional early termination provision.A class to represent the applicable terms to qualify an option exercise: the option style (e.g.Defines additional optional features that can be included in an option contract.The option payout specification terms.Defines the strike price of an option.The qualification of the option style: American, Bermuda or European.A class defining partial exercise.Type which contains pass through payments.Class to represent a single pass through payment.A 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.Contains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.Specifies 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.Defines the product that is the subject of a tradable product definition, an underlying product definition, a physical exercise, a position, or other purposes.Determines 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.Specifies the type of return of a performance payout.A class that defines the period of a schedule.Terms 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 FpMLSecurity payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.A class for defining option strategy features.A class describing a single cap or floor rate.A class describing a schedule of cap or floor rates.A class for defining a strike spread feature.A class for defining option provisions.Definition 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.Specifies 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).
-
Classes in cdm.product.template used by org.isda.cdm.qualifyClassDescriptionA class to specify the contractual products' economic terms, alongside their product identification and product taxonomy.Builder InterfaceThis 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.