All Classes and Interfaces
Class
Description
A class to specify each party's election with respect to the Termination Events that will be deemed an Access Condition (Initial Margin CSA) or a Specified Condition (Variation Margin CSA).
Builder Interface
Builder Implementation of AccessConditions
Immutable Implementation of AccessConditions
A class to specify the Termination Events that will be deemed an Access Condition or a Specified Condition.
Builder Interface
Builder Implementation of AccessConditionsElections
Immutable Implementation of AccessConditionsElections
A class to specify an account as an account number alongside, optionally. an account name, an account type, an account beneficiary and a servicing party.
Builder Interface
Builder Implementation of Account
Immutable Implementation of Account
FpML mapping processor.
The enumeration values to qualify the type of account.
Builder Interface
Builder Implementation of AcctOwnr
Immutable Implementation of AcctOwnr
The enumeration values to specify the actions associated with transactions.
A type for defining the Additional Disruption Events.
Builder Interface
Builder Implementation of AdditionalDisruptionEvents
Immutable Implementation of AdditionalDisruptionEvents
A class to specify the events that will give rise to the payment additional fixed payments.
Builder Interface
Builder Implementation of AdditionalFixedPayments
Immutable Implementation of AdditionalFixedPayments
The election of party specific additional obligations applicable to the agreement.
Builder Interface
Builder Implementation of AdditionalObligations
Immutable Implementation of AdditionalObligations
A class to specify the Additional Representation.
Builder Interface
Builder Implementation of AdditionalRepresentation
Immutable Implementation of AdditionalRepresentation
A class to specify the parties' Additional Representation(s) election.
Builder Interface
Builder Implementation of AdditionalRepresentationElection
Immutable Implementation of AdditionalRepresentationElection
A class to specify Additional Representations that may be applicable to an agreement.
Builder Interface
Builder Implementation of AdditionalRepresentations
Immutable Implementation of AdditionalRepresentations
A class to specify the Pledgor/Obligor/Chargor Additional Rights Event election.
Builder Interface
Builder Implementation of AdditionalRightsEvent
Immutable Implementation of AdditionalRightsEvent
A class to specify an optional termination event, additional to the Termination Events that will be deemed an Access Condition (Initial Margin CSA) or a Specified Condition (Variation Margin CSA).
Builder Interface
Builder Implementation of AdditionalTerminationEvent
Immutable Implementation of AdditionalTerminationEvent
CreateiQ mapping processor.
The specification of the Additional Type of transaction that can require the collection or delivery of initial margin under a given regulatory regime for the purposes of Covered Transactions.
Builder Interface
Builder Implementation of AdditionalType
Immutable Implementation of AdditionalType
The enumerated values to specify the Additional Type of transaction that can require the collection or delivery of initial margin under a given regulatory regime for the purposes of Covered Transactions.
A class to specify a post or street address.
Builder Interface
Builder Implementation of Address
Immutable Implementation of Address
Specification of the address and other details for notices.
Builder Interface
Builder Implementation of AddressForNotices
Immutable Implementation of AddressForNotices
Builder Interface
Builder Implementation of AddtlAttrbts
Immutable Implementation of AddtlAttrbts
A class for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Builder Interface
Builder Implementation of AdjustableDate
Immutable Implementation of AdjustableDate
A class for defining a series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the dates.
Builder Interface
Builder Implementation of AdjustableDates
Immutable Implementation of AdjustableDates
TODO - Move this to the CDM
A class for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Builder Interface
Builder Implementation of AdjustableOrAdjustedDate
Immutable Implementation of AdjustableOrAdjustedDate
This Rosetta class specifies the date as either an unadjusted, adjusted or relative date.
Builder Interface
Builder Implementation of AdjustableOrAdjustedOrRelativeDate
Immutable Implementation of AdjustableOrAdjustedOrRelativeDate
A class giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.
Builder Interface
Builder Implementation of AdjustableOrRelativeDate
Immutable Implementation of AdjustableOrRelativeDate
A class giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.
Builder Interface
Builder Implementation of AdjustableOrRelativeDates
Immutable Implementation of AdjustableOrRelativeDates
A class giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates, or as a calculation period schedule.
Builder Interface
Builder Implementation of AdjustableRelativeOrPeriodicDates
Immutable Implementation of AdjustableRelativeOrPeriodicDates
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date) plus optional date adjustments.
Builder Interface
Builder Implementation of AdjustedRelativeDateOffset
Immutable Implementation of AdjustedRelativeDateOffset
Enumeration for the different types of affirmation status.
Represents a class to specify a credit notation.
Builder Interface
Builder Implementation of AgencyRatingCriteria
Immutable Implementation of AgencyRatingCriteria
Parameters to be used to filter events that are relevant to a given portfolio in order to calculate the state of this portfolio.
Builder Interface
Builder Implementation of AggregationParameters
Immutable Implementation of AggregationParameters
Specification of the standard set of terms that define a legal agreement.
Builder Interface
Builder Implementation of Agreement
Immutable Implementation of Agreement
Specifies the agreement name through an agreement type and optional detailed sub agreement type.
Builder Interface
Builder Implementation of AgreementName
Immutable Implementation of AgreementName
Specification of the content of a legal agreement.
Builder Interface
Builder Implementation of AgreementTerms
Immutable Implementation of AgreementTerms
CreateiQ mapping processor.
Used to combine two or more Collateral Criteria using AND logic.
Builder Interface
Builder Implementation of AllCriteria
Immutable Implementation of AllCriteria
If there is an alternative to interest amounts, how is it specified?
A class to specify the effective date of the Amendment to Termination Currency.
Builder Interface
Builder Implementation of AmendmentEffectiveDate
Immutable Implementation of AmendmentEffectiveDate
The enumerated values to specify the effective date of the Amendment to Termination Currency when specified as a specific date (e.g. the annex date).
A class to specify a currency amount or a currency amount schedule.
Builder Interface
Builder Implementation of AmountSchedule
Immutable Implementation of AmountSchedule
Holds an identifier for an ancillary entity, either identified directly via its ancillary role or directly as a legal entity.
Builder Interface
Builder Implementation of AncillaryEntity
Immutable Implementation of AncillaryEntity
Defines an ancillary role enumerated value with an associated party reference.
Builder Interface
Builder Implementation of AncillaryParty
Immutable Implementation of AncillaryParty
Defines the enumerated values to specify the ancillary roles to the transaction.
Used to combine two or more Collateral Criteria using OR logic.
Builder Interface
Builder Implementation of AnyCriteria
Immutable Implementation of AnyCriteria
A class to specify the applicable regulatory regime(s) that parties to a legal agreement, such as the ISDA 2016 and 2018 CSA for Initial Margin, might be subject to.
Builder Interface
Builder Implementation of ApplicableRegime
Immutable Implementation of ApplicableRegime
A class to specify the Valuation of Appropriated Collateral.
Builder Interface
Builder Implementation of AppropriatedCollateralValuation
Immutable Implementation of AppropriatedCollateralValuation
An arithmetic operator that can be passed to a function
As per ISDA 2002 Definitions.
Builder Interface
Builder Implementation of Asian
Immutable Implementation of Asian
An Asset is defined as something that can be owned and transferred in the financial markets.
Builder Interface
Builder Implementation of Asset
Immutable Implementation of Asset
Builder Interface
Builder Implementation of AssetAgencyRating
Immutable Implementation of AssetAgencyRating
The base data type to specify common attributes for all Assets.
Builder Interface
Builder Implementation of AssetBase
Immutable Implementation of AssetBase
The enumerated values to specify the FpML asset class categorization.
Builder Interface
Builder Implementation of AssetCountryOfOrigin
Immutable Implementation of AssetCountryOfOrigin
Contains the information relative to the delivery of the asset.
Builder Interface
Builder Implementation of AssetDeliveryInformation
Immutable Implementation of AssetDeliveryInformation
Defines the periods of delivery, including the delivery profile.
Builder Interface
Builder Implementation of AssetDeliveryPeriods
Immutable Implementation of AssetDeliveryPeriods
Defines the delivery profile of the asset, including the load type and the delivery intervals.
Builder Interface
Builder Implementation of AssetDeliveryProfile
Immutable Implementation of AssetDeliveryProfile
Defines a delivery profile block, including start and end time, days of the week, duration, delivery capacity and price time interval quantity.
Builder Interface
Builder Implementation of AssetDeliveryProfileBlock
Immutable Implementation of AssetDeliveryProfileBlock
Defines the basic parameters of an asset transfer, e.g. a cashflow: what (the asset), how much (the quantity) and when (the settlement date).
Builder Interface
Builder Implementation of AssetFlowBase
Immutable Implementation of AssetFlowBase
The unique identifier for an Asset, specified using an Asset Identifier Type enumerator.
Builder Interface
Builder Implementation of AssetIdentifier
Immutable Implementation of AssetIdentifier
Update asset identifier type enum based on the instrumentIdScheme or productIdScheme.
Extends product identifiers with additional identifier sources for Assets.
Defines each asset movement of an asset payout.
Builder Interface
Builder Implementation of AssetLeg
Immutable Implementation of AssetLeg
Builder Interface
Builder Implementation of AssetMaturity
Immutable Implementation of AssetMaturity
Security finance payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.
Builder Interface
Builder Implementation of AssetPayout
Immutable Implementation of AssetPayout
An enumerator to differentiate the different trade types used in securities finance and modelled on an AssetPayout.
The qualification of the type of asset transfer.
Represents a class to allow specification of the asset product type.
Builder Interface
Builder Implementation of AssetType
Immutable Implementation of AssetType
Represents an enumeration list to identify the asset type.
A class to specify the identifier value and its associated version.
Builder Interface
Builder Implementation of AssignedIdentifier
Immutable Implementation of AssignedIdentifier
A class to specify the Automatic Early Termination provision applicable to a Master Agreement.
Builder Interface
Builder Implementation of AutomaticEarlyTermination
Immutable Implementation of AutomaticEarlyTermination
A class to specify the party elections specific to the Automatic Early Termination Clause.
Builder Interface
Builder Implementation of AutomaticEarlyTerminationElection
Immutable Implementation of AutomaticEarlyTerminationElection
A type to define automatic exercise of a swaption.
Builder Interface
Builder Implementation of AutomaticExercise
Immutable Implementation of AutomaticExercise
A data type that can be used to describe the inventory of securities that a party holds.
Builder Interface
Builder Implementation of AvailableInventory
Immutable Implementation of AvailableInventory
An individual piece of available inventory.
Builder Interface
Builder Implementation of AvailableInventoryRecord
Immutable Implementation of AvailableInventoryRecord
Enumeration to describe the type of AvailableInventory
Represents the average trading volume of an Equity product upon an exchange or set of exchanges.
Builder Interface
Builder Implementation of AverageTradingVolume
Immutable Implementation of AverageTradingVolume
Indicates the type of equity average trading volume (single) the highest amount on one exchange, or (consolidated) volumes across more than one exchange.
Defines parameters for use in cases when a valuation or other term is based on an average of market observations.
Builder Interface
Builder Implementation of AveragingCalculation
Immutable Implementation of AveragingCalculation
Defines the ways in which multiple values can be aggregated into a single value.
Builder Interface
Builder Implementation of AveragingCalculationMethod
Immutable Implementation of AveragingCalculationMethod
Specifies enumerations for the type of averaging calculation.
The enumerated values to specify the type of averaging used in an Asian option.
An unordered list of weighted averaging observations.
Builder Interface
Builder Implementation of AveragingObservationList
Immutable Implementation of AveragingObservationList
Period over which an average value is taken.
Builder Interface
Builder Implementation of AveragingPeriod
Immutable Implementation of AveragingPeriod
Class to representing a method for generating a series of dates.
Builder Interface
Builder Implementation of AveragingSchedule
Immutable Implementation of AveragingSchedule
Defines the terms required to calculate the average observations associated with an averaging strike.
Builder Interface
Builder Implementation of AveragingStrikeFeature
Immutable Implementation of AveragingStrikeFeature
The enumerated values to specify the method of calculation to be used when averaging rates.
Defines whether the bank holidays are treated as weekdays or weekends in terms of delivery profile in the context of commodity products, in particular those with peak or off-peak delivery profiles.
As per ISDA 2002 Definitions.
Builder Interface
Builder Implementation of Barrier
Immutable Implementation of Barrier
The base and eligible currency(ies) for the document as specified by the parties to the agreement.
Builder Interface
Builder Implementation of BaseAndEligibleCurrency
Immutable Implementation of BaseAndEligibleCurrency
Defines a custom basket by referencing an identifier and its constituents.
Builder Interface
Builder Implementation of Basket
Immutable Implementation of Basket
Identifies the constituents of the basket
Builder Interface
Builder Implementation of BasketConstituent
Immutable Implementation of BasketConstituent
CDS Basket Reference Information.
Builder Interface
Builder Implementation of BasketReferenceInformation
Immutable Implementation of BasketReferenceInformation
A class to specify bespoke Calculation Date terms for the purposes of Initial Margin.
Builder Interface
Builder Implementation of BespokeCalculationDate
Immutable Implementation of BespokeCalculationDate
A class to specify additional Calculation Time terms for the purposes of Initial Margin.
Builder Interface
Builder Implementation of BespokeCalculationTime
Immutable Implementation of BespokeCalculationTime
A class to specify any bespoke Transfer Timing language by each party to the agreement.
Builder Interface
Builder Implementation of BespokeTransferTiming
Immutable Implementation of BespokeTransferTiming
Specifies the instructions for creation of a Security Lending billing invoice.
Builder Interface
Builder Implementation of BillingInstruction
Immutable Implementation of BillingInstruction
Specifies individual records within a billing invoice.
Builder Interface
Builder Implementation of BillingRecord
Immutable Implementation of BillingRecord
Specifies the instructions for creation of a billing record.
Builder Interface
Builder Implementation of BillingRecordInstruction
Immutable Implementation of BillingRecordInstruction
Specifies individual summaries within a billing invoice.
Builder Interface
Builder Implementation of BillingSummary
Immutable Implementation of BillingSummary
Specifies the instructions for creation of a billing summary.
Builder Interface
Builder Implementation of BillingSummaryInstruction
Immutable Implementation of BillingSummaryInstruction
Reference to a bond underlier to represent an asset swap or Condition Precedent Bond.
Builder Interface
Builder Implementation of BondReference
Immutable Implementation of BondReference
Describes correlation bounds, which form a cap and a floor on the realized correlation.
Builder Interface
Builder Implementation of BoundedCorrelation
Immutable Implementation of BoundedCorrelation
Builder Interface
Builder Implementation of BoundedVariance
Immutable Implementation of BoundedVariance
Identifies the market sector in which the trade has been arranged.
Builder Interface
Builder Implementation of BrokerConfirmation
Immutable Implementation of BrokerConfirmation
The enumerated values to specify the type of Broker Confirm that the FpML trade represents.
The enumerated values to specify the business centers.
Empty data provider that can be overridden in any implementing system.
A class for specifying the business day calendar location used in determining whether a day is a business day or not, either by specifying this business center by reference to an enumerated list that is maintained by the FpML standard, or by reference to such specification when it exists elsewhere as part of the instance document.
Builder Interface
Builder Implementation of BusinessCenters
Immutable Implementation of BusinessCenters
A class for defining a time with respect to a business day calendar location.
Builder Interface
Builder Implementation of BusinessCenterTime
Immutable Implementation of BusinessCenterTime
A class defining a range of contiguous business days by defining an unadjusted first date, an unadjusted last date and a business day convention and business centers for adjusting the first and last dates if they would otherwise fall on a non business day in the specified business centers.
Builder Interface
Builder Implementation of BusinessDateRange
Immutable Implementation of BusinessDateRange
A class defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business center.
Builder Interface
Builder Implementation of BusinessDayAdjustments
Immutable Implementation of BusinessDayAdjustments
The enumerated values to specify the convention for adjusting any relevant date if it would otherwise fall on a day that is not a valid business day.
This allows an offset to be specified as, for instance, N business days, with a business centers specified as included.
Builder Interface
Builder Implementation of BusinessDayOffset
Immutable Implementation of BusinessDayOffset
A business event represents a life cycle event of a trade.
Builder Interface
Builder Implementation of BusinessEvent
Immutable Implementation of BusinessEvent
Qualification handler for BusinessEvent
A class to specify an organizational unit.
Builder Interface
Builder Implementation of BusinessUnit
Immutable Implementation of BusinessUnit
FpML mapping processor.
FpML mapping processor.
FpML mapping processor.
FpML mapping processor.
FpML mapping processor.
This class corresponds to the FpML BuyerSeller.model construct.
Builder Interface
Builder Implementation of BuyerSeller
Immutable Implementation of BuyerSeller
FpML mapping processor.
Builder Interface
Builder Implementation of Buyr
Immutable Implementation of Buyr
Type for reporting details of calculated rates, including the observations that went into the final reported rate.
Builder Interface
Builder Implementation of CalculatedRateDetails
Immutable Implementation of CalculatedRateDetails
Type for reporting the observations dates and the corresponding weights going into a daily calculated rate
Builder Interface
Builder Implementation of CalculatedRateObservationDatesAndWeights
Immutable Implementation of CalculatedRateObservationDatesAndWeights
Type for reporting observations that went into the final reported rate.
Builder Interface
Builder Implementation of CalculatedRateObservations
Immutable Implementation of CalculatedRateObservations
Defines the tradeState or payout on which to create a Transfer along with all necessary resets.
Builder Interface
Builder Implementation of CalculateTransferInstruction
Immutable Implementation of CalculateTransferInstruction
A class defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Builder Interface
Builder Implementation of CalculationAgent
Immutable Implementation of CalculationAgent
FpML mapping processor.
A class to specify Calculation Agent for purposes of Initial or Variation Margin agreements.
Builder Interface
Builder Implementation of CalculationAgentTerms
Immutable Implementation of CalculationAgentTerms
A class to specify the Calculation, Valuation and Timing terms specific to the agreement.
Builder Interface
Builder Implementation of CalculationAndTiming
Immutable Implementation of CalculationAndTiming
A class to specify the ISDA SIMM Calculation Currency.
Builder Interface
Builder Implementation of CalculationCurrencyElection
Immutable Implementation of CalculationCurrencyElection
A class to specify the Calculation Date Location election for the respective parties to the legal agreement.
Builder Interface
Builder Implementation of CalculationDateLocation
Immutable Implementation of CalculationDateLocation
A class to specify each of the party elections with respect to the Calculation Date Location.
Builder Interface
Builder Implementation of CalculationDateLocationElection
Immutable Implementation of CalculationDateLocationElection
CreateiQ mapping processor.
Represents the parameters for describing how often something (such as collateral interest) is to be calculated.
Builder Interface
Builder Implementation of CalculationFrequency
Immutable Implementation of CalculationFrequency
What calculation type is required, averaging or compounding.
A data defining: the parameters used in the calculation of a fixed or floating rate calculation period amount.
Builder Interface
Builder Implementation of CalculationPeriod
Immutable Implementation of CalculationPeriod
The calculation period adjusted start and end dates, which are the baseline arguments needed to compute an interest accrual calculation.
Builder Interface
Builder Implementation of CalculationPeriodBase
Immutable Implementation of CalculationPeriodBase
Builder Interface
Builder Implementation of CalculationPeriodData
Immutable Implementation of CalculationPeriodData
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.
Builder Interface
Builder Implementation of CalculationPeriodDates
Immutable Implementation of CalculationPeriodDates
A class to specify the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and their roll date convention.
Builder Interface
Builder Implementation of CalculationPeriodFrequency
Immutable Implementation of CalculationPeriodFrequency
A class that allows the full representation of a payout by defining a set of schedule periods.
Builder Interface
Builder Implementation of CalculationSchedule
Immutable Implementation of CalculationSchedule
Period and time profile over which the delivery takes place.
Builder Interface
Builder Implementation of CalculationScheduleDeliveryPeriods
Immutable Implementation of CalculationScheduleDeliveryPeriods
the specific calculation method, e.g. lookback.
A type for defining a calendar spread feature.
Builder Interface
Builder Implementation of CalendarSpread
Immutable Implementation of CalendarSpread
Identifies a party to the on-demand repo transaction that has a right to demand for termination of the Security Finance transaction.
Represents the enumeration values that indicate the intended status of message type, such as expected call, notification of a call or a margin call.
A data defining: the right of a party to cancel a swap transaction on the specified exercise dates.
Builder Interface
Builder Implementation of CancelableProvision
Immutable Implementation of CancelableProvision
A data to: define the adjusted dates for a cancelable provision on a swap transaction.
Builder Interface
Builder Implementation of CancelableProvisionAdjustedDates
Immutable Implementation of CancelableProvisionAdjustedDates
The adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date.
Builder Interface
Builder Implementation of CancellationEvent
Immutable Implementation of CancellationEvent
Provides enumerated values for capacity units, generally used in the context of defining quantities for commodities.
An Asset that consists solely of a monetary holding in a currency.
Builder Interface
Builder Implementation of Cash
Immutable Implementation of Cash
This type is a generic structure that can represent the parameters of several mid-market valuation and replacement value methods described in the 2021 ISDA Definitions.
Builder Interface
Builder Implementation of CashCollateralValuationMethod
Immutable Implementation of CashCollateralValuationMethod
Details the day on which cash collateral is required to be transferred relative to the Notification Time.
Class 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 Interface
Builder Implementation of Cashflow
Immutable Implementation of Cashflow
A data defining: the cashflow representation of a swap trade.
Builder Interface
Builder Implementation of CashflowRepresentation
Immutable Implementation of CashflowRepresentation
Characterises the type of cashflow, which can result from either a scheduled or a non-scheduled lifecycle event.
Builder Interface
Builder Implementation of CashflowType
Immutable Implementation of CashflowType
FpML mapping processor.
FpML mapping processor.
Specifies the nature of a cash price either as a fee type, cash price type, or premium expression.
Builder Interface
Builder Implementation of CashPrice
Immutable Implementation of CashPrice
Provides a list of possible types of cash prices, applicable when PriceTypeEnum is itself of type CashPrice.
Defines 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 Interface
Builder Implementation of CashSettlementTerms
Immutable Implementation of CashSettlementTerms
Reference resolver config for CDM use-case.
Removes unwanted mapping of InterestRatePayout for CD index samples.
Result for the CheckEligibilityByDetails and CheckEligibilityForProduct functions
Builder Interface
Builder Implementation of CheckEligibilityResult
Immutable Implementation of CheckEligibilityResult
A type for documenting additional clause that cannot yet be represented with the model and yet needed for a digital representation of the agreement.
Builder Interface
Builder Implementation of Clause
Immutable Implementation of Clause
All information required to perform the clear life cycle event; the clearing party (CCP), the two parties facing each other on the alpha contract, and optionally the parties acting as clearing members.
Builder Interface
Builder Implementation of ClearingInstruction
Immutable Implementation of ClearingInstruction
A class to qualify the closed state of an execution or a contract through the combination or a state (e.g. terminated, novated) and a set of dates: activity date, effective date and, when relevant, last payment date.
Builder Interface
Builder Implementation of ClosedState
Immutable Implementation of ClosedState
The enumerated values to specify what led to the contract or execution closure.
FpML mapping processor.
FpML mapping processor.
A type for defining the obligations of the counterparty subject to credit support requirements.
Builder Interface
Builder Implementation of Collateral
Immutable Implementation of Collateral
A class to specify Collateral Access Breach language.
Builder Interface
Builder Implementation of CollateralAccessBreach
Immutable Implementation of CollateralAccessBreach
Represents the parameters needed to calculate the floating rate paid on collateral holdings.
Builder Interface
Builder Implementation of CollateralAgreementFloatingRate
Immutable Implementation of CollateralAgreementFloatingRate
Represents common attributes to define a collateral balance recorded by the principal as held or posted.
Builder Interface
Builder Implementation of CollateralBalance
Immutable Implementation of CollateralBalance
The possible different terms that can be combined, using AND, OR and NOT logic, to define the issuers and/or assets that meet a given criteria for collateral.
Builder Interface
Builder Implementation of CollateralCriteria
Immutable Implementation of CollateralCriteria
Represents a set of criteria used to specify and describe collateral.
Builder Interface
Builder Implementation of CollateralCriteriaBase
Immutable Implementation of CollateralCriteriaBase
Represents parameters for calculating the amount the floating interest calculation, e.g.
Builder Interface
Builder Implementation of CollateralInterestCalculationParameters
Immutable Implementation of CollateralInterestCalculationParameters
How is collateral interest to be handled?
Represents parameters that describe how calculated interest amounts are handled, i.e. are they transferred/distributed, or is the collateral balance adjusted, is netting done, and any other special handling.
Builder Interface
Builder Implementation of CollateralInterestHandlingParameters
Immutable Implementation of CollateralInterestHandlingParameters
Represents the parameters describing when notifications should be made for required collateral interest transfers.
Builder Interface
Builder Implementation of CollateralInterestNotification
Immutable Implementation of CollateralInterestNotification
Represents the floating interest calculation and distribution parameters for a single currency.
Builder Interface
Builder Implementation of CollateralInterestParameters
Immutable Implementation of CollateralInterestParameters
Represents a class to allow specification of the type of entity issuing the collateral.
Builder Interface
Builder Implementation of CollateralIssuerType
Immutable Implementation of CollateralIssuerType
A class to specify the Collateral Management Agreement election.
Builder Interface
Builder Implementation of CollateralManagementAgreement
Immutable Implementation of CollateralManagementAgreement
A class to specify the Collateral Management Agreement election.
Builder Interface
Builder Implementation of CollateralManagementAgreementElection
Immutable Implementation of CollateralManagementAgreementElection
CreateiQ mapping processor.
The enumerated values to specify the type of margin for which a legal agreement is named.
Represents common attributes to define the details of collateral assets, to be used in margin call messaging and contribute to collateral balances e.g securities in a collateral account.
Builder Interface
Builder Implementation of CollateralPortfolio
Immutable Implementation of CollateralPortfolio
Specifies the individual components of collateral positions.
Builder Interface
Builder Implementation of CollateralPosition
Immutable Implementation of CollateralPosition
Contains collateral attributes which can also inherit information from a GMRA
Builder Interface
Builder Implementation of CollateralProvisions
Immutable Implementation of CollateralProvisions
A class to specify the rounding methodology applicable to the Delivery Amount and the Return Amount.
Builder Interface
Builder Implementation of CollateralRounding
Immutable Implementation of CollateralRounding
Represents the enumeration list to identify the settlement status of the collateral.
Specifies the collateral taxonomy, which is composed of a taxonomy value and a taxonomy source.
Builder Interface
Builder Implementation of CollateralTaxonomy
Immutable Implementation of CollateralTaxonomy
Specifies the collateral taxonomy value, either as a specified enumeration or as a string.
Builder Interface
Builder Implementation of CollateralTaxonomyValue
Immutable Implementation of CollateralTaxonomyValue
The set of elections which specify a Collateral Transfer Agreement.
Builder Interface
Builder Implementation of CollateralTransferAgreementElections
Immutable Implementation of CollateralTransferAgreementElections
Specification of transfer / settlement timing for cash and securities collateral assuming that the notice is provided before the Notification Time (and with a 1LBD lag introduced if the notice is delivered after the Notification Time), and that securities allow for a further Local Business Day for transfer / settlement.
Builder Interface
Builder Implementation of CollateralTransferTiming
Immutable Implementation of CollateralTransferTiming
Specifies the treatment terms for the eligible collateral criteria specified.
Builder Interface
Builder Implementation of CollateralTreatment
Immutable Implementation of CollateralTreatment
Specifies the types of collateral that are accepted by the Lender
A class to specify Collateral Valuation Agent terms.
Builder Interface
Builder Implementation of CollateralValuationAgent
Immutable Implementation of CollateralValuationAgent
A class to specify Collateral Valuation Agent language.
Builder Interface
Builder Implementation of CollateralValuationAgentElection
Immutable Implementation of CollateralValuationAgentElection
Specification of the valuation treatment for the specified collateral.
Builder Interface
Builder Implementation of CollateralValuationTreatment
Immutable Implementation of CollateralValuationTreatment
Details how particular types of collateral are valued (other than in respect of a default).
Builder Interface
Builder Implementation of CollateralValueMethod
Immutable Implementation of CollateralValueMethod
Identifies a specific commodity by referencing a product identifier or by a product definition.
Builder Interface
Builder Implementation of Commodity
Immutable Implementation of Commodity
Defines a publication in which the price can be found.
Defines the enumerated values to specify the nature of a location identifier.
Payout based on the averaged price of a referenced underlier.
Builder Interface
Builder Implementation of CommodityPayout
Immutable Implementation of CommodityPayout
Defines parameters in which the commodity price is assessed.
Builder Interface
Builder Implementation of CommodityPriceReturnTerms
Immutable Implementation of CommodityPriceReturnTerms
Specifies the commodity underlier in the event that no ISDA Commodity Reference Price exists.
Builder Interface
Builder Implementation of CommodityProductDefinition
Immutable Implementation of CommodityProductDefinition
Specifies the type of commodity.
Builder Interface
Builder Implementation of CommodityReferenceFramework
Immutable Implementation of CommodityReferenceFramework
The enumeration values to specify the Commodity Reference Prices specified in the Annex to the 2005 ISDA Commodity Definitions.
FpML mapper.
Specifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront.
Builder Interface
Builder Implementation of Composite
Immutable Implementation of Composite
The enumerated values to specify the type of compounding, e.g. flat, straight.
The enumerated values to specify how the compounding calculation is done
Determine the calculation period to use for computing the calculated rate (it may not be the same as the normal calculation period, for instance if the rate is set in advance.
A class to specify the outcome of a computed amount, for testing purposes.
Builder Interface
Builder Implementation of ComputedAmount
Immutable Implementation of ComputedAmount
Represents a class to describe concentration limits that may be applicable to eligible collateral criteria.
Builder Interface
Builder Implementation of ConcentrationLimit
Immutable Implementation of ConcentrationLimit
Respresents a class to describe a set of criteria to describe specific assets that the concentration limits apply to.
Builder Interface
Builder Implementation of ConcentrationLimitCriteria
Immutable Implementation of ConcentrationLimitCriteria
Represents the enumerated values to identify where a concentration limit is applied in the eligible collateral schedule.
A class to specify the two set of elections that may overwrite the default Condition Precedent provision.
Builder Interface
Builder Implementation of ConditionsPrecedent
Immutable Implementation of ConditionsPrecedent
Enumeration for the different types of confirmation status.
A class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.
Builder Interface
Builder Implementation of ConstituentWeight
Immutable Implementation of ConstituentWeight
A class to specify the parties' election to specify contact information, in relation to elections such as the Addresses for Transfer or the Demand and Notices as specified in the ISDA Credit Support Annex agreement.
Builder Interface
Builder Implementation of ContactElection
Immutable Implementation of ContactElection
A class to specify contact information associated with a party: telephone, postal/street address, email and web page.
Builder Interface
Builder Implementation of ContactInformation
Immutable Implementation of ContactInformation
Encapsulates data features common to trade and position.
Builder Interface
Builder Implementation of ContractBase
Immutable Implementation of ContractBase
Defines specific attributes that relate to contractual details of trades.
Builder Interface
Builder Implementation of ContractDetails
Immutable Implementation of ContractDetails
Specifies instructions to create a fully formed contract, with optional legal agreements.
Builder Interface
Builder Implementation of ContractFormationInstruction
Immutable Implementation of ContractFormationInstruction
Builder Interface
Builder Implementation of ContractualDefinition
Immutable Implementation of ContractualDefinition
Builder Interface
Builder Implementation of ContractualDefinitionIdentifier
Immutable Implementation of ContractualDefinitionIdentifier
The enumerated values to specify a set of standard contract definitions relevant to the transaction.
Builder Interface
Builder Implementation of ContractualMatrix
Immutable Implementation of ContractualMatrix
CreateiQ mapping processor.
The enumerated values to define the supplements to a base set of ISDA Definitions that are applicable to the transaction.
A contractual supplement (such as those published by ISDA) and its publication date that will apply to the trade.
Builder Interface
Builder Implementation of ContractualTermsSupplement
Immutable Implementation of ContractualTermsSupplement
A class to specify the relationship between the Control Agreement and the Credit Support Agreement.
Builder Interface
Builder Implementation of ControlAgreement
Immutable Implementation of ControlAgreement
A class to specify the Control Agreement election sby each party to the agreement.
Builder Interface
Builder Implementation of ControlAgreementElections
Immutable Implementation of ControlAgreementElections
CreateiQ mapping processor.
A class to specify Control Agreement language related to delivery of a Notice of Exclusive Control.
Builder Interface
Builder Implementation of ControlAgreementNecEvent
Immutable Implementation of ControlAgreementNecEvent
A class to specify party specific Control Agreement language related to delivery of a Notice of Exclusive Control.
Builder Interface
Builder Implementation of ControlAgreementNecEventElection
Immutable Implementation of ControlAgreementNecEventElection
Specifies the relevant data regarding a corporate action.
Builder Interface
Builder Implementation of CorporateAction
Immutable Implementation of CorporateAction
The enumerated values to specify the origin of a corporate action transfer.
Builder Interface
Builder Implementation of CorrelationReturnTerms
Immutable Implementation of CorrelationReturnTerms
Defines a counterparty enumerated value, e.g.
Builder Interface
Builder Implementation of Counterparty
Immutable Implementation of Counterparty
Builder Interface
Builder Implementation of CounterpartyOwnIssuePermitted
Immutable Implementation of CounterpartyOwnIssuePermitted
A Position describes the accumulated effect of a set of securities or financial transactions.
Builder Interface
Builder Implementation of CounterpartyPosition
Immutable Implementation of CounterpartyPosition
A business event represents a life cycle event of a position.
Builder Interface
Builder Implementation of CounterpartyPositionBusinessEvent
Immutable Implementation of CounterpartyPositionBusinessEvent
Defines the fundamental financial information that can be changed by a Primitive Event and by extension any business or life-cycle event.
Builder Interface
Builder Implementation of CounterpartyPositionState
Immutable Implementation of CounterpartyPositionState
Defines the enumerated values to specify the two counterparties to the transaction.
Specification of Transactions covered by the legal agreement.
Builder Interface
Builder Implementation of CoveredTransactions
Immutable Implementation of CoveredTransactions
The credit default payout specification provides the details necessary for determining when a credit payout will be triggered as well as the parameters for calculating the payout and the settlement terms.
Builder Interface
Builder Implementation of CreditDefaultPayout
Immutable Implementation of CreditDefaultPayout
Specifies the relevant data regarding a credit event.
Builder Interface
Builder Implementation of CreditEvent
Immutable Implementation of CreditEvent
Builder Interface
Builder Implementation of CreditEventNotice
Immutable Implementation of CreditEventNotice
A class to specify the applicable Credit Events that would trigger a settlement, as specified in the related Confirmation and defined in the ISDA 2014 Credit Definition article IV section 4.1.
Builder Interface
Builder Implementation of CreditEvents
Immutable Implementation of CreditEvents
Represents the enumerated values to specify a credit event type.
Specification of an index based on credit risk, typically composed using corporate debt instruments in a region or industry sector, e.g. the iTraxx indices.
Builder Interface
Builder Implementation of CreditIndex
Immutable Implementation of CreditIndex
A class to represent the credit limit utilisation information.
Builder Interface
Builder Implementation of CreditLimitInformation
Immutable Implementation of CreditLimitInformation
The enumeration values to qualify the type of credit limits.
Credit limit utilisation breakdown by executed trades and pending orders.
Builder Interface
Builder Implementation of CreditLimitUtilisation
Immutable Implementation of CreditLimitUtilisation
Builder Interface
Builder Implementation of CreditLimitUtilisationPosition
Immutable Implementation of CreditLimitUtilisationPosition
Represents a class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications.
Builder Interface
Builder Implementation of CreditNotation
Immutable Implementation of CreditNotation
Identifies an agency rating as a simple scale boundary of minimum or maximum.
Represents an enumeration list to identify the characteristics of the rating if there are several agency issue ratings but not equivalent, reference will be made to label characteristics of the rating such as the lowest/highest available.
Represents the credit rating notation higher level construct, which provides the ability to specify multiple rating notations.
Builder Interface
Builder Implementation of CreditNotations
Immutable Implementation of CreditNotations
Represents the enumerated values to specify the rating agencies.
Represents the enumerated values to specify the credit watch rating.
Specifies the credit rating debt type(s) associated with the credit rating notation and scale.
Builder Interface
Builder Implementation of CreditRatingDebt
Immutable Implementation of CreditRatingDebt
Represents the enumerated values to specify the credit rating outlook.
Represents an enumeration list to identify tranched or untranched credit risk.
Seniority of debt instruments comprising the index.
The set of elections which specify a Credit Support Annex or Deed.
Builder Interface
Builder Implementation of CreditSupportAgreementElections
Immutable Implementation of CreditSupportAgreementElections
The enumerated values to specify the type of Credit Support Agreement governing the transaction.
The total amount one counterparty must deliver to the other at any time: the combination of the Exposure to that party and the net Independent Amounts it must post, minus any agreed Threshold.
Builder Interface
Builder Implementation of CreditSupportAmount
Immutable Implementation of CreditSupportAmount
Specifies whether the meaning of credit support amount follows the pre-print definition or deviates from the standard (either based on a rating or some other methodology).
Identification of party specific Credit Support Documents applicable to the document.
Builder Interface
Builder Implementation of CreditSupportDocument
Immutable Implementation of CreditSupportDocument
The party election of Credit Support Provider(s), if any.
Builder Interface
Builder Implementation of CreditSupportDocumentElection
Immutable Implementation of CreditSupportDocumentElection
The enumerated values to specify the Credit Support Document Terms
A class to specify the Credit Support Obligations applicable to the Initial Margin Credit Support Annex.
Builder Interface
Builder Implementation of CreditSupportObligations
Immutable Implementation of CreditSupportObligations
A class to specify the Credit Support Obligations applicable to the Variation Margin Credit Support Annex.
Builder Interface
Builder Implementation of CreditSupportObligationsVariationMargin
Immutable Implementation of CreditSupportObligationsVariationMargin
Identification of party specific Credit Support Providers applicable to the document.
Builder Interface
Builder Implementation of CreditSupportProvider
Immutable Implementation of CreditSupportProvider
The party election of Credit Support Provider(s), if any.
Builder Interface
Builder Implementation of CreditSupportProviderElection
Immutable Implementation of CreditSupportProviderElection
The enumerated values to specify the Credit Support Provider Terms
Builder Interface
Builder Implementation of CSAMinimumTransferAmount
Immutable Implementation of CSAMinimumTransferAmount
Defines a combination of Rating Agency, Rating Value, amount and Currency code.
Builder Interface
Builder Implementation of CSAMTAVariableSet
Immutable Implementation of CSAMTAVariableSet
Builder Interface
Builder Implementation of CSAThreshold
Immutable Implementation of CSAThreshold
Defines a combination of Rating Agency, Rating Value, Threshold amount and Currency code.
Builder Interface
Builder Implementation of CSAThresholdVariableSet
Immutable Implementation of CSAThresholdVariableSet
How is the Creadit Support Annex defined for this transaction as defined in the 2021 ISDA Definitions, section 18.2.1
Union of the enumerated values defined by the International Standards Organization (ISO) and the FpML nonISOCurrencyScheme which consists of offshore and historical currencies (https://www.fpml.org/coding-scheme/non-iso-currency), as of 28-Oct-2016.
Builder Interface
Builder Implementation of Curve
Immutable Implementation of Curve
A class to specify the custodian and custody account details for each party to the agreement.
Builder Interface
Builder Implementation of Custodian
Immutable Implementation of Custodian
A class to specify the custodian and custody account details for each party to the agreement.
Builder Interface
Builder Implementation of CustodianElection
Immutable Implementation of CustodianElection
A class to specify the Custodian Event.
Builder Interface
Builder Implementation of CustodianEvent
Immutable Implementation of CustodianEvent
A class to specify the Custodian Event.
Builder Interface
Builder Implementation of CustodianEventEndDate
Immutable Implementation of CustodianEventEndDate
"Days after Custodian Event" ( "days_after_custodian_event" / "days_after_collateral_manager_event" / "days_after_euroclear_event")
when "days_after_custodian_event" = "days"
No. of days: "after_days" (number)
Type of day: "after_days_type":
"Days" ("days_after_days"),
"Calendar days" ("calendar_days_after_days"),
"other" ("specify_after_days")
when "days_after_custodian_event" = "other"
Specify Text: "after_specify"
CreateiQ mapping processor.
A class to specify the Custodian Risk elections specific to a Credit Support Agreement.
Builder Interface
Builder Implementation of CustodianRisk
Immutable Implementation of CustodianRisk
A class to specify the Custodian Risk.
Builder Interface
Builder Implementation of CustodianRiskElection
Immutable Implementation of CustodianRiskElection
A class to specify the requirements applicable to the custodian with respect to the holding of posted collateral.
Builder Interface
Builder Implementation of CustodianTerms
Immutable Implementation of CustodianTerms
A class to specify the Custody Arrangements for the agreement.
Builder Interface
Builder Implementation of CustodyArrangements
Immutable Implementation of CustodyArrangements
A class to specify an offset either as a normalized [multiplier, period, dayType] or as a custom provision of type string.
Builder Interface
Builder Implementation of CustomisableOffset
Immutable Implementation of CustomisableOffset
In its initial iteration, this class is meant to support the DTCC TIW workflow information.
Builder Interface
Builder Implementation of CustomisedWorkflow
Immutable Implementation of CustomisedWorkflow
Defines the dates agreed by the parties as the date of the Credit Support Annex or Credit Support Deed.
Builder Interface
Builder Implementation of DatedAsOfDate
Immutable Implementation of DatedAsOfDate
Defines a date and value pair.
Builder Interface
Builder Implementation of DatedValue
Immutable Implementation of DatedValue
List of dates.
Builder Interface
Builder Implementation of DateList
Immutable Implementation of DateList
A class defining a contiguous series of calendar dates.
Builder Interface
Builder Implementation of DateRange
Immutable Implementation of DateRange
A data to: provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.
Builder Interface
Builder Implementation of DateRelativeToCalculationPeriodDates
Immutable Implementation of DateRelativeToCalculationPeriodDates
A data to: provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.
Builder Interface
Builder Implementation of DateRelativeToPaymentDates
Immutable Implementation of DateRelativeToPaymentDates
A data to: provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.
Builder Interface
Builder Implementation of DateRelativeToValuationDates
Immutable Implementation of DateRelativeToValuationDates
List of dateTimes.
Builder Interface
Builder Implementation of DateTimeList
Immutable Implementation of DateTimeList
Return the day count basis (the denominator of the day count fraction) for the day count fraction.
The enumerated values to specify the day count fraction.
Denotes the method by which the pricing days are distributed across the pricing period.
The enumerated values to specify a day of the seven-day week.
Lists the enumerated values to specify the day type classification used in counting the number of days between two dates.
Represents an enumeration list that identifies the type of debt.
Specifies selected economics of a debt instrument.
Builder Interface
Builder Implementation of DebtEconomics
Immutable Implementation of DebtEconomics
Represents an enumeration list that specifies the general rule for periodic interest rate payment.
Represents an enumeration list that specifies the general rule for repayment of principal.
Specifies the order of repayment in the event of a sale or bankruptcy of the issuer or a related party (eg guarantor).
Specifies the type of debt instrument.
Builder Interface
Builder Implementation of DebtType
Immutable Implementation of DebtType
A class to specify all the ISDA terms relevant to defining the deliverable obligations.
Builder Interface
Builder Implementation of DeliverableObligations
Immutable Implementation of DeliverableObligations
A class to specify the application of Interest Amount with respect the Delivery Amount.
Builder Interface
Builder Implementation of DeliveryAmount
Immutable Implementation of DeliveryAmount
The enumerated values to specify the application of Interest Amount with respect to the Delivery Amount through standard language.
Specifies a specific date or the parameters for identifying the relevant contract date when the commodity reference price is a futures contract.
Builder Interface
Builder Implementation of DeliveryDateParameters
Immutable Implementation of DeliveryDateParameters
Specifies delivery methods for securities transactions.
Builder Interface
Builder Implementation of DerivInstrmAttrbts
Immutable Implementation of DerivInstrmAttrbts
The enumerated values to specify the method according to which an amount or a date is determined.
Specifies the method according to which an amount or a date is determined.
Builder Interface
Builder Implementation of DeterminationMethodology
Immutable Implementation of DeterminationMethodology
Defines the enumerated values to specify the determination roles to the transaction.
Defines the roles and related terms which document the agreement of parties about any determination requirements ; mostly about Extraordinary Events, without being necessarily restricted to such scope, as further specified in the particular product at stake e.g. for instance when Calculation Agent is mentioned as the Price Determination Method enumarated value, etc.
Builder Interface
Builder Implementation of DeterminationRolesAndTerms
Immutable Implementation of DeterminationRolesAndTerms
An Asset that exists only in digital form, eg Bitcoin or Ethereum, that is not backed by other Assets; excludes the digital representation of other Assets, eg coins or Tokenised assets.
Builder Interface
Builder Implementation of DigitalAsset
Immutable Implementation of DigitalAsset
A data defining: discounting information.
Builder Interface
Builder Implementation of DiscountingMethod
Immutable Implementation of DiscountingMethod
The enumerated values to specify the method of calculating discounted payment amounts.
A class to specify the election terms under which a party disputes the Value of any Transfer of Eligible Credit Support or Posted Credit Support.
Builder Interface
Builder Implementation of DisputeResolution
Immutable Implementation of DisputeResolution
FpML mapping processor.
A class to specify the Distributions and Interest Payment provisions applicable to the collateral agreement.
Builder Interface
Builder Implementation of DistributionAndInterestPayment
Immutable Implementation of DistributionAndInterestPayment
CreateiQ mapper
The enumerated values to specify whether the dividend is paid with respect to the Dividend Period.
The parameters which define whether dividends are applicable
Builder Interface
Builder Implementation of DividendApplicability
Immutable Implementation of DividendApplicability
The enumerated values to specify how the composition of Dividends is to be determined.
A class to specify the currency in which the dividends will be denominated, i.e. either in the dividend currency or in a currency specified as part of the contract.
Builder Interface
Builder Implementation of DividendCurrency
Immutable Implementation of DividendCurrency
A class to specify the dividend date by reference to another date, with the ability to apply and offset.
Builder Interface
Builder Implementation of DividendDateReference
Immutable Implementation of DividendDateReference
The enumerated values to specify the date by reference to which the dividend will be paid.
The enumerated values to specify the date on which the receiver of the equity payout is entitled to the dividend.
FpML mapping processor.
A class describing the date on which the dividend will be paid/received.
Builder Interface
Builder Implementation of DividendPaymentDate
Immutable Implementation of DividendPaymentDate
FpML mapper.
A class describing the dividend payout ratio associated with an equity underlier.
Builder Interface
Builder Implementation of DividendPayoutRatio
Immutable Implementation of DividendPayoutRatio
Time bounded dividend payment periods, each with a dividend payment date per period.
Builder Interface
Builder Implementation of DividendPeriod
Immutable Implementation of DividendPeriod
2002 ISDA Equity Derivatives Definitions: First Period, Second Period |
A class describing the conditions governing the payment of dividends to the receiver of the equity return, with the exception of the dividend payout ratio, which is defined for each of the underlying components.
Builder Interface
Builder Implementation of DividendReturnTerms
Immutable Implementation of DividendReturnTerms
Information related to dividends and payments.
Builder Interface
Builder Implementation of DividendTerms
Immutable Implementation of DividendTerms
Builder Interface
Builder Implementation of Document
Immutable Implementation of Document
Builder Interface
Builder Implementation of DomesticCurrencyIssued
Immutable Implementation of DomesticCurrencyIssued
A data to: define the adjusted dates associated with an early termination provision.
Builder Interface
Builder Implementation of EarlyTerminationEvent
Immutable Implementation of EarlyTerminationEvent
A data defining: an early termination provision for a swap.
Builder Interface
Builder Implementation of EarlyTerminationProvision
Immutable Implementation of EarlyTerminationProvision
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 Interface
Builder Implementation of EconomicTerms
Immutable Implementation of EconomicTerms
Qualification handler for EconomicTerms
A class to specify the party elective amounts which can be used for the purpose of specifying elections such as the ISDA CSA Threshold and Minimum Transfer Amount.
Builder Interface
Builder Implementation of ElectiveAmountElection
Immutable Implementation of ElectiveAmountElection
The enumerated values to specify an elective amount.
Query to check against an EligibleCollateralSpecification
Builder Interface
Builder Implementation of EligibilityQuery
Immutable Implementation of EligibilityQuery
A class to specify the conditions under which a party and its custodian(s) are entitled to hold collateral.
Builder Interface
Builder Implementation of EligibilityToHoldCollateral
Immutable Implementation of EligibilityToHoldCollateral
Represents a set of criteria used to specify eligible collateral.
Builder Interface
Builder Implementation of EligibleCollateralCriteria
Immutable Implementation of EligibleCollateralCriteria
Represents a set of criteria used to specify eligible collateral.
Builder Interface
Builder Implementation of EligibleCollateralSpecification
Immutable Implementation of EligibleCollateralSpecification
Builder Interface
Builder Implementation of EligibleCollateralSpecificationInstruction
Immutable Implementation of EligibleCollateralSpecificationInstruction
A class to specify Enforcement Events specific to Security Agreements.
Builder Interface
Builder Implementation of EnforcementEvent
Immutable Implementation of EnforcementEvent
Comprises an identifier and a source.
Builder Interface
Builder Implementation of EntityIdentifier
Immutable Implementation of EntityIdentifier
The enumeration values associated with legal entity identifier sources.
The enumerated values to specify the reference entity types corresponding to a list of types defined in the ISDA First to Default documentation.
Transaction AdditionalTerms that apply to Equity asset class.
Builder Interface
Builder Implementation of EquityAdditionalTerms
Immutable Implementation of EquityAdditionalTerms
A class for defining the merger events and their treatment.
Builder Interface
Builder Implementation of EquityCorporateEvents
Immutable Implementation of EquityCorporateEvents
Specification of an index based on equity securities, e.g. the S&P 500..
Builder Interface
Builder Implementation of EquityIndex
Immutable Implementation of EquityIndex
Specification for General Terms and Elections of an Equity Master Confirmation that is applicable across multiple Equity confirmations and is referenced by each of these confirmations, an example of which being the 2018 ISDA CDM Equity Confirmation for Security Equity Swap.
Builder Interface
Builder Implementation of EquityMasterConfirmation
Immutable Implementation of EquityMasterConfirmation
Specification for the General Terms and Relationship Supplement Elections as provided in the 2018 ISDA CDM Equity Confirmation for Security Equity Swap.
Builder Interface
Builder Implementation of EquitySwapMasterConfirmation2018
Immutable Implementation of EquitySwapMasterConfirmation2018
Represents an enumeration list to identify the type of Equity.
Builder Interface
Builder Implementation of EquityUnderlierProvisions
Immutable Implementation of EquityUnderlierProvisions
Refers to the segregation deposit procedure parties may want to commmit into during the time a Disruption Event is effective
Builder Interface
Builder Implementation of EscrowArrangement
Immutable Implementation of EscrowArrangement
Identifies European Union Eligible Collateral Assets classification categories based on EMIR Uncleared Margin Rules.
Defines the currency referenced as such in any terms related to FX Disruption Events
Builder Interface
Builder Implementation of EventCurrency
Immutable Implementation of EventCurrency
Specifies instructions to create a BusinessEvent.
Builder Interface
Builder Implementation of EventInstruction
Immutable Implementation of EventInstruction
The enumeration values to qualify the intent associated with a transaction event.
A class to represent the various set of timestamps that can be associated with lifecycle events, as a collection of [dateTime, qualifier].
Builder Interface
Builder Implementation of EventTimestamp
Immutable Implementation of EventTimestamp
The enumeration values to qualify the timestamps that can be associated with a lifecycle event.
Specifies a transaction which automatically extends for a specified timeframe until the exercise of an embedded option.
Builder Interface
Builder Implementation of EvergreenProvision
Immutable Implementation of EvergreenProvision
Values to specify the normalized exceptions applicable to an Initial Margin CSA.
Description of the relevant derivative transactions excluded from the calculation of exposure.
Builder Interface
Builder Implementation of ExcludedProducts
Immutable Implementation of ExcludedProducts
Builder Interface
Builder Implementation of ExctgPrsn
Immutable Implementation of ExctgPrsn
Defines specific attributes that relate to trade executions.
Builder Interface
Builder Implementation of ExecutionDetails
Immutable Implementation of ExecutionDetails
Specifies instructions for execution of a transaction, consisting of a product, price, quantity, parties, trade identifier, execution details, and settlement terms.
Builder Interface
Builder Implementation of ExecutionInstruction
Immutable Implementation of ExecutionInstruction
A class to specify execution language terms of a Security Agreement.
Builder Interface
Builder Implementation of ExecutionLanguage
Immutable Implementation of ExecutionLanguage
A class to specify execution location terms of a Security Agreement.
Builder Interface
Builder Implementation of ExecutionLocation
Immutable Implementation of ExecutionLocation
The enumerated values to specify the Execution Location of a Security Agreement
A class to specify execution location and language of execution to determine duty to be paid.
Builder Interface
Builder Implementation of ExecutionTerms
Immutable Implementation of ExecutionTerms
The enumerated values to specify how a contract has been executed, e.g. electronically, verbally, ...
A data defining: the adjusted dates associated with a particular exercise event.
Builder Interface
Builder Implementation of ExerciseEvent
Immutable Implementation of ExerciseEvent
A class defining the fee payable on exercise of an option.
Builder Interface
Builder Implementation of ExerciseFee
Immutable Implementation of ExerciseFee
A class to define a fee or schedule of fees to be payable on the exercise of an option.
Builder Interface
Builder Implementation of ExerciseFeeSchedule
Immutable Implementation of ExerciseFeeSchedule
Specifies the information required to communicate the choices made by the exercising party, in a financial product endowing the party with at least one option.
Builder Interface
Builder Implementation of ExerciseInstruction
Immutable Implementation of ExerciseInstruction
Defines to whom and where notice of execution should be given.
Builder Interface
Builder Implementation of ExerciseNotice
Immutable Implementation of ExerciseNotice
Defines the principal party to the trade that has the right to exercise.
FpML mapping processor.
FpML mapping processor.
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 Interface
Builder Implementation of ExercisePeriod
Immutable Implementation of ExercisePeriod
A class describing how notice of exercise should be given.
Builder Interface
Builder Implementation of ExerciseProcedure
Immutable Implementation of ExerciseProcedure
A class defining the exercise period for an 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 Interface
Builder Implementation of ExerciseTerms
Immutable Implementation of ExerciseTerms
The time of day at which the equity option expires, for example the official closing time of the exchange.
Represents the current mark to market value or IM calculation value of the trade portfolio as recorded by the principle (in base currency).
Builder Interface
Builder Implementation of Exposure
Immutable Implementation of Exposure
Optionally, for each party, specifies the amendments to the included coverage in the calculation of Exposure.
Builder Interface
Builder Implementation of ExposureScope
Immutable Implementation of ExposureScope
Description of the relevant derivative transactions excluded from the calculation of exposure.
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 Interface
Builder Implementation of ExtendibleProvision
Immutable Implementation of ExtendibleProvision
A data defining: the adjusted dates associated with a provision to extend a swap.
Builder Interface
Builder Implementation of ExtendibleProvisionAdjustedDates
Immutable Implementation of ExtendibleProvisionAdjustedDates
A data to: define the adjusted dates associated with an individual extension event.
Builder Interface
Builder Implementation of ExtensionEvent
Immutable Implementation of ExtensionEvent
FpML mapping processor.
Where the underlying is shares, defines market events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
Builder Interface
Builder Implementation of ExtraordinaryEvents
Immutable Implementation of ExtraordinaryEvents
Builder Interface
Builder Implementation of FailureToPay
Immutable Implementation of FailureToPay
Defines the structure needed to represent fallback rate parameters.
Builder Interface
Builder Implementation of FallbackRateParameters
Immutable Implementation of FallbackRateParameters
The method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.
Builder Interface
Builder Implementation of FallbackReferencePrice
Immutable Implementation of FallbackReferencePrice
Payment made following trigger occurrence.
Builder Interface
Builder Implementation of FeaturePayment
Immutable Implementation of FeaturePayment
The enumerated values to specify an event that has given rise to a fee.
Builder Interface
Builder Implementation of FieldWithMetaAccountTypeEnum
Immutable Implementation of FieldWithMetaAccountTypeEnum
Builder Interface
Builder Implementation of FieldWithMetaAssetClassEnum
Immutable Implementation of FieldWithMetaAssetClassEnum
Builder Interface
Builder Implementation of FieldWithMetaBasketConstituent
Immutable Implementation of FieldWithMetaBasketConstituent
Builder Interface
Builder Implementation of FieldWithMetaBrokerConfirmationTypeEnum
Immutable Implementation of FieldWithMetaBrokerConfirmationTypeEnum
Builder Interface
Builder Implementation of FieldWithMetaBusinessCenterEnum
Immutable Implementation of FieldWithMetaBusinessCenterEnum
Builder Interface
Builder Implementation of FieldWithMetaCapacityUnitEnum
Immutable Implementation of FieldWithMetaCapacityUnitEnum
Builder Interface
Builder Implementation of FieldWithMetaCommodityBusinessCalendarEnum
Immutable Implementation of FieldWithMetaCommodityBusinessCalendarEnum
Builder Interface
Builder Implementation of FieldWithMetaCommodityReferencePriceEnum
Immutable Implementation of FieldWithMetaCommodityReferencePriceEnum
Builder Interface
Builder Implementation of FieldWithMetaContractualDefinitionsEnum
Immutable Implementation of FieldWithMetaContractualDefinitionsEnum
Builder Interface
Builder Implementation of FieldWithMetaContractualSupplementTypeEnum
Immutable Implementation of FieldWithMetaContractualSupplementTypeEnum
Builder Interface
Builder Implementation of FieldWithMetaCreditLimitTypeEnum
Immutable Implementation of FieldWithMetaCreditLimitTypeEnum
Builder Interface
Builder Implementation of FieldWithMetaCreditNotation
Immutable Implementation of FieldWithMetaCreditNotation
Builder Interface
Builder Implementation of FieldWithMetaCreditSupportAgreementTypeEnum
Immutable Implementation of FieldWithMetaCreditSupportAgreementTypeEnum
Builder Interface
Builder Implementation of FieldWithMetaDate
Immutable Implementation of FieldWithMetaDate
Builder Interface
Builder Implementation of FieldWithMetaDayCountFractionEnum
Immutable Implementation of FieldWithMetaDayCountFractionEnum
Builder Interface
Builder Implementation of FieldWithMetaDayDistributionEnum
Immutable Implementation of FieldWithMetaDayDistributionEnum
Builder Interface
Builder Implementation of FieldWithMetaEntityTypeEnum
Immutable Implementation of FieldWithMetaEntityTypeEnum
Builder Interface
Builder Implementation of FieldWithMetaFeeTypeEnum
Immutable Implementation of FieldWithMetaFeeTypeEnum
Builder Interface
Builder Implementation of FieldWithMetaFinancialUnitEnum
Immutable Implementation of FieldWithMetaFinancialUnitEnum
Builder Interface
Builder Implementation of FieldWithMetaFloatingRateIndexEnum
Immutable Implementation of FieldWithMetaFloatingRateIndexEnum
Builder Interface
Builder Implementation of FieldWithMetaGoverningLawEnum
Immutable Implementation of FieldWithMetaGoverningLawEnum
Builder Interface
Builder Implementation of FieldWithMetaIdentifier
Immutable Implementation of FieldWithMetaIdentifier
Builder Interface
Builder Implementation of FieldWithMetaIndexAnnexSourceEnum
Immutable Implementation of FieldWithMetaIndexAnnexSourceEnum
Builder Interface
Builder Implementation of FieldWithMetaInflationRateIndexEnum
Immutable Implementation of FieldWithMetaInflationRateIndexEnum
Builder Interface
Builder Implementation of FieldWithMetaInformationProviderEnum
Immutable Implementation of FieldWithMetaInformationProviderEnum
Builder Interface
Builder Implementation of FieldWithMetaInterestRateIndex
Immutable Implementation of FieldWithMetaInterestRateIndex
Builder Interface
Builder Implementation of FieldWithMetaInterpolationMethodEnum
Immutable Implementation of FieldWithMetaInterpolationMethodEnum
Builder Interface
Builder Implementation of FieldWithMetaLimitLevelEnum
Immutable Implementation of FieldWithMetaLimitLevelEnum
Builder Interface
Builder Implementation of FieldWithMetaMarketDisruptionEnum
Immutable Implementation of FieldWithMetaMarketDisruptionEnum
Builder Interface
Builder Implementation of FieldWithMetaMasterAgreementTypeEnum
Immutable Implementation of FieldWithMetaMasterAgreementTypeEnum
Builder Interface
FieldWithMetaMasterConfirmationAnnexTypeEnum.FieldWithMetaMasterConfirmationAnnexTypeEnumBuilderImpl
Builder Implementation of FieldWithMetaMasterConfirmationAnnexTypeEnum
Immutable Implementation of FieldWithMetaMasterConfirmationAnnexTypeEnum
Builder Interface
Builder Implementation of FieldWithMetaMasterConfirmationTypeEnum
Immutable Implementation of FieldWithMetaMasterConfirmationTypeEnum
Builder Interface
Builder Implementation of FieldWithMetaMatrixTermEnum
Immutable Implementation of FieldWithMetaMatrixTermEnum
Builder Interface
Builder Implementation of FieldWithMetaMatrixTypeEnum
Immutable Implementation of FieldWithMetaMatrixTypeEnum
Builder Interface
Builder Implementation of FieldWithMetaNaturalPersonRoleEnum
Immutable Implementation of FieldWithMetaNaturalPersonRoleEnum
Builder Interface
Builder Implementation of FieldWithMetaNonNegativeQuantitySchedule
Immutable Implementation of FieldWithMetaNonNegativeQuantitySchedule
Builder Interface
Builder Implementation of FieldWithMetaObservable
Immutable Implementation of FieldWithMetaObservable
Builder Interface
Builder Implementation of FieldWithMetaPersonIdentifier
Immutable Implementation of FieldWithMetaPersonIdentifier
Builder Interface
Builder Implementation of FieldWithMetaPriceSchedule
Immutable Implementation of FieldWithMetaPriceSchedule
Builder Interface
Builder Implementation of FieldWithMetaQuotedCurrencyPair
Immutable Implementation of FieldWithMetaQuotedCurrencyPair
Builder Interface
Builder Implementation of FieldWithMetaResourceTypeEnum
Immutable Implementation of FieldWithMetaResourceTypeEnum
Builder Interface
Builder Implementation of FieldWithMetaRestructuringEnum
Immutable Implementation of FieldWithMetaRestructuringEnum
Builder Interface
Builder Implementation of FieldWithMetaSettledEntityMatrixSourceEnum
Immutable Implementation of FieldWithMetaSettledEntityMatrixSourceEnum
Builder Interface
Builder Implementation of FieldWithMetaSettlementRateOptionEnum
Immutable Implementation of FieldWithMetaSettlementRateOptionEnum
Builder Interface
Builder Implementation of FieldWithMetaSpreadScheduleTypeEnum
Immutable Implementation of FieldWithMetaSpreadScheduleTypeEnum
Builder Interface
Builder Implementation of FieldWithMetaString
Immutable Implementation of FieldWithMetaString
Builder Interface
Builder Implementation of FieldWithMetaTimeZone
Immutable Implementation of FieldWithMetaTimeZone
Builder Interface
Builder Implementation of FieldWithMetaWeatherUnitEnum
Immutable Implementation of FieldWithMetaWeatherUnitEnum
A data to: define business date convention adjustment to final payment period per leg.
Builder Interface
Builder Implementation of FinalCalculationPeriodDateAdjustment
Immutable Implementation of FinalCalculationPeriodDateAdjustment
To be specified only for products that embed a redemption payment.
A clause providing that final return collateral is to be provided without consideration of any Minimum Transfer Amount and collateral haircut.
Builder Interface
Builder Implementation of FinalReturns
Immutable Implementation of FinalReturns
Provides enumerated values for financial units, generally used in the context of defining quantities for securities.
Builder Interface
Builder Implementation of FinInstrm
Immutable Implementation of FinInstrm
Builder Interface
Builder Implementation of FinInstrmGnlAttrbts
Immutable Implementation of FinInstrmGnlAttrbts
Builder Interface
Builder Implementation of FinInstrmRptgTxRpt
Immutable Implementation of FinInstrmRptgTxRpt
This instance override the version in CDM so it can be kept up to date with ISLA model changes.
Type for reporting the detailed results of calculating a cash flow for a calculation period.
Builder Interface
Builder Implementation of FixedAmountCalculationDetails
Immutable Implementation of FixedAmountCalculationDetails
A predefined price accorded by the counterparties.
Builder Interface
Builder Implementation of FixedPrice
Immutable Implementation of FixedPrice
Represents a fixed price payout.
Builder Interface
Builder Implementation of FixedPricePayout
Immutable Implementation of FixedPricePayout
Type defining the specification for a fixed rate.
Builder Interface
Builder Implementation of FixedRateSpecification
Immutable Implementation of FixedRateSpecification
Type for reporting the detailed results of calculating a cash flow for a calculation period.
Builder Interface
Builder Implementation of FloatingAmountCalculationDetails
Immutable Implementation of FloatingAmountCalculationDetails
A class to specify the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement.
Builder Interface
Builder Implementation of FloatingAmountEvents
Immutable Implementation of FloatingAmountEvents
Builder Interface
Builder Implementation of FloatingAmountProvisions
Immutable Implementation of FloatingAmountProvisions
Builder Interface
Builder Implementation of FloatingRate
Immutable Implementation of FloatingRate
A class defining a floating interest rate through the specification of the floating rate index, the tenor, the multiplier schedule, the spread, the qualification of whether a specific rate treatment and/or a cap or floor apply.
Builder Interface
Builder Implementation of FloatingRateBase
Immutable Implementation of FloatingRateBase
FpML mapper required due to issues with multiple rates (e.g. cap / floor / spread) to the same PriceQuantity.price.
Defines the structures needed to represent the calculation parameters for daily averaged and compounded modular rates as defined in the 2021 ISDA Definitions in Section 7.
Builder Interface
Builder Implementation of FloatingRateCalculationParameters
Immutable Implementation of FloatingRateCalculationParameters
A data defining: parameters associated with a floating rate reset.
Builder Interface
Builder Implementation of FloatingRateDefinition
Immutable Implementation of FloatingRateDefinition
Specification of an interest rate index which can change over time, e.g. the SONIA (Sterling Overnight Index Average) in the UK.
Builder Interface
Builder Implementation of FloatingRateIndex
Immutable Implementation of FloatingRateIndex
This holds the rate calculation defaults applicable for a floating rate index.
Builder Interface
Builder Implementation of FloatingRateIndexCalculationDefaults
Immutable Implementation of FloatingRateIndexCalculationDefaults
3rd level ISDA FRO category.
Top level ISDA FRO category.
Builder Interface
Builder Implementation of FloatingRateIndexDefinition
Immutable Implementation of FloatingRateIndexDefinition
The enumerated values to specify the list of floating rate index.
A map for a single FRO to or from an equivalent or similar codes in a different standard such as ISO.
Builder Interface
Builder Implementation of FloatingRateIndexExternalMap
Immutable Implementation of FloatingRateIndexExternalMap
Represents the mappings of FRO codes to other.
Builder Interface
Builder Implementation of FloatingRateIndexExternalMappings
Immutable Implementation of FloatingRateIndexExternalMappings
This type holds parameters defining the fixingt time and offset for a floating rate index.
Builder Interface
Builder Implementation of FloatingRateIndexFixingDetails
Immutable Implementation of FloatingRateIndexFixingDetails
This type holds parameters defining the normal fixing offset for a floating rate index.
Builder Interface
Builder Implementation of FloatingRateIndexFixingOffset
Immutable Implementation of FloatingRateIndexFixingOffset
This type holds parameters defining the normal fixing time for a floating rate index.
Builder Interface
Builder Implementation of FloatingRateIndexFixingTime
Immutable Implementation of FloatingRateIndexFixingTime
Builder Interface
Builder Implementation of FloatingRateIndexIdentification
Immutable Implementation of FloatingRateIndexIdentification
A map for a single FRO to or from an equivalent or similar FRO in a different contractual definitions version.
Builder Interface
Builder Implementation of FloatingRateIndexMap
Immutable Implementation of FloatingRateIndexMap
This type defines mappings between FROs in different definitional versions.
Builder Interface
Builder Implementation of FloatingRateIndexMappings
Immutable Implementation of FloatingRateIndexMappings
This enumeration provides guidance on how to process a given floating rate index.
Second level ISDA FRO category.
Type for reporting the details of the rate treatment.
Builder Interface
Builder Implementation of FloatingRateProcessingDetails
Immutable Implementation of FloatingRateProcessingDetails
Type to hold the processing parameters that should be or were used to calculate a floating amount.
Builder Interface
Builder Implementation of FloatingRateProcessingParameters
Immutable Implementation of FloatingRateProcessingParameters
Type for reporting the raw (untreated) observed or calculated rate for a calculation period.
Builder Interface
Builder Implementation of FloatingRateSettingDetails
Immutable Implementation of FloatingRateSettingDetails
A class to specify the floating interest rate by extending the floating rate definition with a set of attributes that specify such rate: the initial value specified as part of the trade, the rounding convention, the averaging method and the negative interest rate treatment.
Builder Interface
Builder Implementation of FloatingRateSpecification
Immutable Implementation of FloatingRateSpecification
From FpML: A type defining either a spot or forward FX transactions.
Builder Interface
Builder Implementation of ForeignExchange
Immutable Implementation of ForeignExchange
Specification of a rate based on the exchange of a pair of cash assets in specific currencies, e.g.
Builder Interface
Builder Implementation of ForeignExchangeRateIndex
Immutable Implementation of ForeignExchangeRateIndex
FpML validation rule ird-8:
If the same party is specified as the payer and receiver, then different accounts must be specified.
Specifies the fallback provisions in respect to the applicable Futures Price Valuation.
FpML FRAs are represented as fra xml element, but in the CDM FRAs are represented with a fixed and a floating leg.
FpML FRAs are represented as fra xml element, but in the CDM FRAs are represented with a fixed and a floating leg.
A class to specify party specific elections when a Collateral Transfer Agreement is governed by French Law.
Builder Interface
Builder Implementation of FrenchLawAddendum
Immutable Implementation of FrenchLawAddendum
A class to specify party specific French Law Addendum language.
Builder Interface
Builder Implementation of FrenchLawAddendumElection
Immutable Implementation of FrenchLawAddendumElection
A class for defining a date frequency, e.g. one day, three months, through the combination of an integer value and a standardized period value that is specified as part of an enumeration.
Builder Interface
Builder Implementation of Frequency
Immutable Implementation of Frequency
FRO History
Builder Interface
Builder Implementation of FroHistory
Immutable Implementation of FroHistory
Represents an enumeration list to identify the fund product type.
A class defining a currency and a future value date.
Builder Interface
Builder Implementation of FutureValueAmount
Immutable Implementation of FutureValueAmount
TransactionAdditionalTerms which apply to the CurrencyPair asset class.
Builder Interface
Builder Implementation of FxAdditionalTerms
Immutable Implementation of FxAdditionalTerms
Builder Interface
Builder Implementation of FxBenchmarkObligationDefault
Immutable Implementation of FxBenchmarkObligationDefault
Additional Provisions for a Confirmation of an FX or Currency Option Transaction
Builder Interface
Builder Implementation of FxDisruptionEvents
Immutable Implementation of FxDisruptionEvents
Builder Interface
Builder Implementation of FxDualExchangeRate
Immutable Implementation of FxDualExchangeRate
A type for defining FX Features.
Builder Interface
Builder Implementation of FxFeature
Immutable Implementation of FxFeature
Extends the Offset structure to specify an FX fixing date as an offset to dates specified somewhere else in the document.
Builder Interface
Builder Implementation of FxFixingDate
Immutable Implementation of FxFixingDate
The enumerated values to specify whether such terms i.e.
A class to specify the reference currency for the purpose of specifying the FX Haircut relating to a posting obligation, as being either the Termination Currency or an FX Designated Currency.
Builder Interface
Builder Implementation of FxHaircutCurrency
Immutable Implementation of FxHaircutCurrency
The enumerated values to specify whether such terms i.e.
Builder Interface
Builder Implementation of FxInconvertibilityOrNonTransferability
Immutable Implementation of FxInconvertibilityOrNonTransferability
Information source specific to Foreign Exchange products.
Builder Interface
Builder Implementation of FxInformationSource
Immutable Implementation of FxInformationSource
A data to: describe the cashflow representation for FX linked notionals.
Builder Interface
Builder Implementation of FxLinkedNotionalAmount
Immutable Implementation of FxLinkedNotionalAmount
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.
Builder Interface
Builder Implementation of FxLinkedNotionalSchedule
Immutable Implementation of FxLinkedNotionalSchedule
Builder Interface
Builder Implementation of FxPriceSourceDisruption
Immutable Implementation of FxPriceSourceDisruption
A class describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
Builder Interface
Builder Implementation of FxRate
Immutable Implementation of FxRate
Describes a rate source to be fixed and the date the fixing occurs
Builder Interface
Builder Implementation of FxRateSourceFixing
Immutable Implementation of FxRateSourceFixing
The source of the Foreign Exchange settlement rate.
Builder Interface
Builder Implementation of FxSettlementRateSource
Immutable Implementation of FxSettlementRateSource
A class defining the rate source and fixing time for an FX rate.
Builder Interface
Builder Implementation of FxSpotRateSource
Immutable Implementation of FxSpotRateSource
Builder Interface
Builder Implementation of GeneralInconvertibility
Immutable Implementation of GeneralInconvertibility
Builder Interface
Builder Implementation of GeneralNonTransferability
Immutable Implementation of GeneralNonTransferability
A class to specify the ISDA SIMM as the Method for all Covered Transactions with respect to all Regimes.
Builder Interface
Builder Implementation of GeneralSimmElections
Immutable Implementation of GeneralSimmElections
A class specifying a set of non-monetary terms for the Credit Derivative Transaction, including the buyer and seller and selected items from the ISDA 2014 Credit Definition article II, such as the reference obligation and related terms.
Builder Interface
Builder Implementation of GeneralTerms
Immutable Implementation of GeneralTerms
The set of elections that define a GMRA
Builder Interface
Builder Implementation of GlobalMasterRepoAgreement
Immutable Implementation of GlobalMasterRepoAgreement
The set of elections that define a GMSLA.
Builder Interface
Builder Implementation of GlobalMasterSecuritiesLendingAgreement
Immutable Implementation of GlobalMasterSecuritiesLendingAgreement
The enumerated values to specify the law governing the contract or legal document.
Builder Interface
Builder Implementation of GovernmentalAuthorityDefault
Immutable Implementation of GovernmentalAuthorityDefault
Builder Interface
Builder Implementation of GracePeriodExtension
Immutable Implementation of GracePeriodExtension
Represents the enumeration indicators to specify if an asset or group of assets valuation is based on any valuation treatment haircut.
A class to specify the elections for the holding and using of posted collateral.
Builder Interface
Builder Implementation of HoldingAndUsingPostedCollateral
Immutable Implementation of HoldingAndUsingPostedCollateral
A class to specify the parties' elections related to the holding and using of posted collateral.
Builder Interface
Builder Implementation of HoldingAndUsingPostedCollateralElection
Immutable Implementation of HoldingAndUsingPostedCollateralElection
The enumerated values to specify condition(s) required by a party from the other party to hold its posted collateral.
Builder Interface
Builder Implementation of Id
Immutable Implementation of Id
Attaches an identifier to a collection of objects, when those objects themselves can each be represented by an identifier.
Builder Interface
Builder Implementation of IdentifiedList
Immutable Implementation of IdentifiedList
A class to specify a generic identifier, applicable to CDM artefacts such as executions, contracts, lifecycle events and legal documents.
Builder Interface
Builder Implementation of Identifier
Immutable Implementation of Identifier
Builder Interface
Builder Implementation of Illiquidity
Immutable Implementation of Illiquidity
A class specifying the Independent Amount as the combination of a payer/receiver, a payment amount, a payment date and an associated payment calculation rule.
Builder Interface
Builder Implementation of IndependentAmount
Immutable Implementation of IndependentAmount
The enumerated values to specify the instances where the independent amount eligible collateral is not defined as a set of eligible collateral assets.
An Index is an Observable which is computed based on the prices, rates or valuations of a number of assets that are tracked in a standardized way.
Builder Interface
Builder Implementation of Index
Immutable Implementation of Index
Defines the specification of the consequences of Index Events
Builder Interface
Builder Implementation of IndexAdjustmentEvents
Immutable Implementation of IndexAdjustmentEvents
The enumerated values to specify the CDX index annex source.
Identifies an index by referencing an identifier.
Builder Interface
Builder Implementation of IndexBase
Immutable Implementation of IndexBase
The enumerated values to specify the consequences of Index Events.
Defines the information needed to create a Index Transition Business Event.
Builder Interface
Builder Implementation of IndexTransitionInstruction
Immutable Implementation of IndexTransitionInstruction
Empty data provider that can be overridden in any implementing system.
Builder Interface
Builder Implementation of Indx
Immutable Implementation of Indx
A class to specify the parties to which the provisions of the Credit Support Annex for Variation Margin will apply to.
Builder Interface
Builder Implementation of IneligibleCreditSupport
Immutable Implementation of IneligibleCreditSupport
Defines that the Threshold is Infinity.
Builder Interface
Builder Implementation of Infinity
Immutable Implementation of Infinity
Indicates how to use the inflation index to calculate the payment (e.g.
Indicates the style of how the inflation index calculates the payment (e.g.
Specification of an index that measures inflation in a specific market, e.g. the US Consumer Price Index.
Builder Interface
Builder Implementation of InflationIndex
Immutable Implementation of InflationIndex
The enumerated values to specify the list of inflation rate indices.
A data to: specify the inflation rate.
Builder Interface
Builder Implementation of InflationRateSpecification
Immutable Implementation of InflationRateSpecification
The enumerated values to specify the list of information providers.
A class defining the source for a piece of information (e.g. a rate fix or an FX fixing).
Builder Interface
Builder Implementation of InformationSource
Immutable Implementation of InformationSource
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.
Builder Interface
Builder Implementation of InitialFixingDate
Immutable Implementation of InitialFixingDate
Instruction to a function that will be used to perform a business event
Builder Interface
Builder Implementation of Instruction
Immutable Implementation of Instruction
The enumeration values indicating the BusinessEvent function associated input instructions.
A type of Asset that is issued by one party to one or more others.
Builder Interface
Builder Implementation of Instrument
Immutable Implementation of Instrument
Defines the common attributes for all Instrument data types.
Builder Interface
Builder Implementation of InstrumentBase
Immutable Implementation of InstrumentBase
Represents an enumeration list to indentify the type of an instrument.
A class to specify whether the Interest Adjustment is applicable and what its periodicity is.
Builder Interface
Builder Implementation of InterestAdjustment
Immutable Implementation of InterestAdjustment
A class to specify the Interest Adjustment periodicity.
Builder Interface
Builder Implementation of InterestAdjustmentPeriodicity
Immutable Implementation of InterestAdjustmentPeriodicity
Values to specify the interest adjustment periodicity election through standard language.
A class to specify the application of Interest Amount with respect to the Delivery Amount and the Return Amount.
Builder Interface
Builder Implementation of InterestAmount
Immutable Implementation of InterestAmount
A class to specify the application of Interest Amount with respect to the Delivery Amount and the Return Amount.
Builder Interface
Builder Implementation of InterestAmountApplication
Immutable Implementation of InterestAmountApplication
Builder Interface
Builder Implementation of InterestRateCurve
Immutable Implementation of InterestRateCurve
An index based in interest rates or inflation rates in a certain market.
Builder Interface
Builder Implementation of InterestRateIndex
Immutable Implementation of InterestRateIndex
A class to specify all of the terms necessary to define and calculate a cash flow based on a fixed, a floating or an inflation index rate.
Builder Interface
Builder Implementation of InterestRatePayout
Immutable Implementation of InterestRatePayout
A class to specify the interest shortfall floating rate payment event.
Builder Interface
Builder Implementation of InterestShortFall
Immutable Implementation of InterestShortFall
The enumerated values to specify the interest shortfall cap, applicable to mortgage derivatives.
The enumerated values to specify the interpolation method, e.g. linear.
A data type that can be used to describe an inventory of securities.
Builder Interface
Builder Implementation of Inventory
Immutable Implementation of Inventory
An individual piece of inventory.
Builder Interface
Builder Implementation of InventoryRecord
Immutable Implementation of InventoryRecord
Builder Interface
Builder Implementation of InvstmtDcsnPrsn
Immutable Implementation of InvstmtDcsnPrsn
The enumerated values to specify standard currency codes according to the International Standards Organization (ISO).
The enumerated values to specify standard currency codes according to the International Standards Organization (ISO).
CreateiQ mapping processor.
Builder Interface
Builder Implementation of IssuerAgencyRating
Immutable Implementation of IssuerAgencyRating
Builder Interface
Builder Implementation of IssuerCountryOfOrigin
Immutable Implementation of IssuerCountryOfOrigin
Builder Interface
Builder Implementation of IssuerName
Immutable Implementation of IssuerName
Represents an enumeration list to identify the type of entity issuing the asset.
A class to specify Japanese Securities Provision elections.
Builder Interface
Builder Implementation of JapaneseSecuritiesProvisions
Immutable Implementation of JapaneseSecuritiesProvisions
A class to specify terms jurisdiction related terms.
Builder Interface
Builder Implementation of JurisdictionRelatedTerms
Immutable Implementation of JurisdictionRelatedTerms
Knock In means option to exercise comes into existence.
Builder Interface
Builder Implementation of Knock
Immutable Implementation of Knock
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
Builder Interface
Builder Implementation of Lag
Immutable Implementation of Lag
Details of the consent requirements (if any) for Substitution.
Bespoke language removing the pre-print requirement to transfer legal title of securities collateral through written instructions to the relevant depository institution or other securities intermediaries solely for the purposes of the 1994 New York Law Credit Support Annex.
Builder Interface
Builder Implementation of LegacyDefinition
Immutable Implementation of LegacyDefinition
In respect of a Valuation Date, the amount of collateral which a party is entitled to demand to be transferred to it as a Delivery Amount.
Builder Interface
Builder Implementation of LegacyDeliveryAmount
Immutable Implementation of LegacyDeliveryAmount
In respect of a Valuation Date, the amount of collateral which a party is entitled to demand to be transferred to it as a Delivery or Return Amount.
Specification of amendments to the calculation of Exposure in terms of the Transactions and Products covered.
Builder Interface
Builder Implementation of LegacyExposureScopeElection
Immutable Implementation of LegacyExposureScopeElection
Alternative procedures to those in the pre-print for resolving collateral related disputes.
Builder Interface
Builder Implementation of LegacyResolutionAlternative
Immutable Implementation of LegacyResolutionAlternative
Details of the alternative dispute resolution procedure (if any).
Methodology for resolving disputes in respect of the determination of the value of collateral.
Builder Interface
Builder Implementation of LegacyResolutionValue
Immutable Implementation of LegacyResolutionValue
In respect of a Valuation Date, the amount of collateral which a party is entitled to demand to be recalled to it as a Return Amount.
Builder Interface
Builder Implementation of LegacyReturnAmount
Immutable Implementation of LegacyReturnAmount
Specification of transfer / settlement timing for cash and securities collateral assuming that the notice is provided before the Notification Time (and with a 1LBD lag introduced if the notice is delivered after the Notification Time), and that securities allow for a further Local Business Day for transfer / settlement.
Builder Interface
Builder Implementation of LegacyTransferSettlementTiming
Immutable Implementation of LegacyTransferSettlementTiming
Details of the party calculating the value of collateral to be delivered or returned.
Builder Interface
Builder Implementation of LegacyValuationAgent
Immutable Implementation of LegacyValuationAgent
Specifies how the Valuation Agent is determined.
Details of the days on which calculations are to be made to determine the Delivery Amount and/or Return Amount.
Builder Interface
Builder Implementation of LegacyValuationDate
Immutable Implementation of LegacyValuationDate
The time by which the value of the collateral and obligations to transfer or return collateral are to be calculated relative to the Valuation Date.
Builder Interface
Builder Implementation of LegacyValuationTime
Immutable Implementation of LegacyValuationTime
Details of how the Custodian is determined.
The specification of a legal agreement between two parties, being negotiated or having been executed.
Builder Interface
Builder Implementation of LegalAgreement
Immutable Implementation of LegalAgreement
Specifies the legal agreement baseline information, being negotiated or having been executed.
Builder Interface
Builder Implementation of LegalAgreementBase
Immutable Implementation of LegalAgreementBase
Specifies the type of legal agreement, identified via a set of composable attributes: agreementName, publisher, governing law and version, e.g.
Builder Interface
Builder Implementation of LegalAgreementIdentification
Immutable Implementation of LegalAgreementIdentification
The enumerated values to specify the legal agreement publisher.
The enumerated values to specify the legal agreement type.
A class to specify a legal entity, with a required name and an optional entity identifier (such as the LEI).
Builder Interface
Builder Implementation of LegalEntity
Immutable Implementation of LegalEntity
The enumerated values to specify the length unit in the Resource type.
Builder Interface
Builder Implementation of LimitApplicable
Immutable Implementation of LimitApplicable
A class to represent the CDM attributes that are not part of the FpML standard.
Builder Interface
Builder Implementation of LimitApplicableExtended
Immutable Implementation of LimitApplicableExtended
The enumeration values to specify the level at which the limit is set: customer business, proprietary business or account level.
A class to provide lineage information across lifecycle events through a pointer or set of pointers into the event(s), contract(s) and, possibly, payout components that the event is dependent on or relates to.
Builder Interface
Builder Implementation of Lineage
Immutable Implementation of Lineage
A securitized derivative on another asset.
Builder Interface
Builder Implementation of ListedDerivative
Immutable Implementation of ListedDerivative
Specifies a filter based on a stock exchange.
Builder Interface
Builder Implementation of ListingExchange
Immutable Implementation of ListingExchange
Specifies a filter based on an industry sector.
Builder Interface
Builder Implementation of ListingSector
Immutable Implementation of ListingSector
Specifies the load type of the delivery.
Identifies a loan by referencing an asset identifier and through an optional set of attributes.
Builder Interface
Builder Implementation of Loan
Immutable Implementation of Loan
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.
Builder Interface
Builder Implementation of LoanParticipation
Immutable Implementation of LoanParticipation
Specifies a location identifier.
Builder Interface
Builder Implementation of LocationIdentifier
Immutable Implementation of LocationIdentifier
A class to specify the amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date (typically applicable to the convertible bond options).
Builder Interface
Builder Implementation of MakeWholeAmount
Immutable Implementation of MakeWholeAmount
A data to: define an early termination provision for which exercise is mandatory.
Builder Interface
Builder Implementation of MandatoryEarlyTermination
Immutable Implementation of MandatoryEarlyTermination
A data defining: the adjusted dates associated with a mandatory early termination provision.
Builder Interface
Builder Implementation of MandatoryEarlyTerminationAdjustedDates
Immutable Implementation of MandatoryEarlyTerminationAdjustedDates
A class defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.
Builder Interface
Builder Implementation of ManualExercise
Immutable Implementation of ManualExercise
A class for selection of Margin Approach.
Builder Interface
Builder Implementation of MarginApproach
Immutable Implementation of MarginApproach
Values to specify the margin approach specific to Initial Margin agreements.
Represents the enumeration values to identify the collateral action instruction.
Represents common attributes required for Issuance and Response to a Margin Call action as a result of a demand for delivery or return of collateral determined under a legal agreement such as a credit support document or equivalent.
Builder Interface
Builder Implementation of MarginCallBase
Immutable Implementation of MarginCallBase
Represents attributes required for mark to market value or IM calculation value of the trade portfolio as recorded by the principle (in base currency).
Builder Interface
Builder Implementation of MarginCallExposure
Immutable Implementation of MarginCallExposure
Represents enumeration values to specify the call notification type, direction, specific action type.
Builder Interface
Builder Implementation of MarginCallInstructionType
Immutable Implementation of MarginCallInstructionType
Represents common attributes required for a Margin Call Issuance under a legal agreement such as a credit support document or equivalent.
Builder Interface
Builder Implementation of MarginCallIssuance
Immutable Implementation of MarginCallIssuance
Represents common attributes required for a Margin Call Response under a legal agreement such as a credit support document or equivalent.
Builder Interface
Builder Implementation of MarginCallResponse
Immutable Implementation of MarginCallResponse
Specifies the margin call action details, including collateral to be moved and its direction.
Builder Interface
Builder Implementation of MarginCallResponseAction
Immutable Implementation of MarginCallResponseAction
Represents the enumeration values to define the response type to a margin call.
This indicator defines which type of assets (cash or securities) is specified to apply as margin to the repo transaction.
The enumerated values to specify the handling of an averaging date market disruption for an equity derivative transaction.
The set of elections that define an ISDA Master Agreement.
Builder Interface
Builder Implementation of MasterAgreement
Immutable Implementation of MasterAgreement
A set of elections that can be shared across master agreement types - this should be built upon for specific contracts.
Builder Interface
Builder Implementation of MasterAgreementBase
Immutable Implementation of MasterAgreementBase
Defines clauses that make up a Master Agreement.
Builder Interface
Builder Implementation of MasterAgreementClause
Immutable Implementation of MasterAgreementClause
Sets the details for a specific variant associated to a clause in a Master Agreement.
Builder Interface
Builder Implementation of MasterAgreementClauseVariant
Immutable Implementation of MasterAgreementClauseVariant
A representation of a master agreement extended from a base agreement of shared elections.
Builder Interface
Builder Implementation of MasterAgreementElections
Immutable Implementation of MasterAgreementElections
The set of elections which specify a Master Agreement.
Builder Interface
Builder Implementation of MasterAgreementSchedule
Immutable Implementation of MasterAgreementSchedule
The enumerated values to specify the type of the master agreement governing the transaction.
Defines a type where additional variables associated to clauses and their variants can be described.
Builder Interface
Builder Implementation of MasterAgreementVariableSet
Immutable Implementation of MasterAgreementVariableSet
The enumerated values to specify the type of annex to be used with master confirmation agreement governing the transaction.
Legal agreement specification for General Terms and Elections that are applicable across multiple confirmations and are referenced by these confirmations.
Builder Interface
Builder Implementation of MasterConfirmationBase
Immutable Implementation of MasterConfirmationBase
The enumerated values to specify the type of master confirmation agreement governing the transaction.
Builder Interface
Builder Implementation of MaterialChangeInCircumstance
Immutable Implementation of MaterialChangeInCircumstance
The enumerated values to specify a scheme of transaction types specified in the Equity Derivatives Settlement Matrix.
The enumerated values to specify the identification the form of applicable matrix.
Represents an enumeration list to identify the Maturity.
Defines a concrete measure as a number associated to a unit.
Builder Interface
Builder Implementation of Measure
Immutable Implementation of Measure
Provides an abstract type to define a measure as a number associated to a unit.
Builder Interface
Builder Implementation of MeasureBase
Immutable Implementation of MeasureBase
A set of measures, all in the same unit, where the values are defined through a schedule of steps.
Builder Interface
Builder Implementation of MeasureSchedule
Immutable Implementation of MeasureSchedule
This class corresponds to the components of the FpML MessageHeader.model.
Builder Interface
Builder Implementation of MessageInformation
Immutable Implementation of MessageInformation
A class to specify amount of exposure reached before collateral has to be posted or returned.
Builder Interface
Builder Implementation of MinimumTransferAmount
Immutable Implementation of MinimumTransferAmount
A class to specify whether Amendment to Minimum Transfer Amount language is applicable or not.
Builder Interface
Builder Implementation of MinimumTransferAmountAmendment
Immutable Implementation of MinimumTransferAmountAmendment
CreateiQ mapping processor.
CreateiQ mapping processor.
Defines a monetary amount in a specified currency.
Builder Interface
Builder Implementation of Money
Immutable Implementation of Money
The money bound is defined as a money amount and whether the bound is inclusive.
Builder Interface
Builder Implementation of MoneyBound
Immutable Implementation of MoneyBound
The money range defined as either a lower and upper money bound, or both.
Builder Interface
Builder Implementation of MoneyRange
Immutable Implementation of MoneyRange
Defines that the Minimum Transfer Amount (MTA) is a Fixed Amount.
Builder Interface
Builder Implementation of MTAFixedAmount
Immutable Implementation of MTAFixedAmount
The enumerated values applicable where a Rated Party is defined within the Minimum Transfer Amount (MTA) clause.
Defines that the Minimum Transfer Amount (MTA) is based on a Ratings condition(s).
Builder Interface
Builder Implementation of MTARatingsBased
Immutable Implementation of MTARatingsBased
Details whether the Minimum Transfer Amount is rating based, a fixed amount, or infinity.
Builder Interface
Builder Implementation of MTAType
Immutable Implementation of MTAType
The enumerated values for defining the relevant trigger(s) for the Minimum Transfer Amount (MTA) to fall to zero.
Represetns a class to specify multiple credit notations alongside a conditional 'any' or 'all' qualifier.
Builder Interface
Builder Implementation of MultipleCreditNotations
Immutable Implementation of MultipleCreditNotations
Represents a class to specify multiple credit debt types alongside a conditional 'any' or 'all' qualifier.
Builder Interface
Builder Implementation of MultipleDebtTypes
Immutable Implementation of MultipleDebtTypes
A class defining multiple exercises.
Builder Interface
Builder Implementation of MultipleExercise
Immutable Implementation of MultipleExercise
Builder Interface
Builder Implementation of MultipleValuationDates
Immutable Implementation of MultipleValuationDates
Builder Interface
Builder Implementation of Nationalization
Immutable Implementation of Nationalization
Defines the consequences of nationalization, insolvency and delisting events relating to the underlying.
A class to represent the attributes that are specific to a natural person.
Builder Interface
Builder Implementation of NaturalPerson
Immutable Implementation of NaturalPerson
A class to specify the role(s) that natural person(s) may have in relation to the contract.
Builder Interface
Builder Implementation of NaturalPersonRole
Immutable Implementation of NaturalPersonRole
The enumerated values for the natural person's role.
Used to apply a NOT logic condition to a single Collateral Criteria.
Builder Interface
Builder Implementation of NegativeCriteria
Immutable Implementation of NegativeCriteria
The enumerated values to specify the method of calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
Builder Interface
Builder Implementation of New
Immutable Implementation of New
Builder Interface
Builder Implementation of Nm
Immutable Implementation of Nm
The enumerated values to specify the treatment of Non-Cash Dividends.
Builder Interface
Builder Implementation of NonDeliverableSubstitute
Immutable Implementation of NonDeliverableSubstitute
Specifies a quantity as a non-negative number, which condition is enforced through a data rule that only applies to the extending class.
Builder Interface
Builder Implementation of NonNegativeQuantity
Immutable Implementation of NonNegativeQuantity
Builder Interface
Builder Implementation of NonNegativeQuantitySchedule
Immutable Implementation of NonNegativeQuantitySchedule
A class defining a step date and non-negative step value pair.
Builder Interface
Builder Implementation of NonNegativeStep
Immutable Implementation of NonNegativeStep
A data type to specify the financial product's economic terms, alongside the product identification and product taxonomy.
Builder Interface
Builder Implementation of NonTransferableProduct
Immutable Implementation of NonTransferableProduct
A class to specify the ISDA 2003 Term: Not Domestic Currency.
Builder Interface
Builder Implementation of NotDomesticCurrency
Immutable Implementation of NotDomesticCurrency
A class to specify the time by which a demand for the Transfer of Eligible Credit Support (IM) or Posted Credit Support (IM) needs to be made in order for the transfer to take place in accordance with the Transfer Timing provisions.
Builder Interface
Builder Implementation of NotificationTime
Immutable Implementation of NotificationTime
A class to specify the notification time election by the respective parties to the agreement.
Builder Interface
Builder Implementation of NotificationTimeElection
Immutable Implementation of NotificationTimeElection
The enumerated values to specify the conditions that govern the adjustment to the number of units of the return swap.
The enumerated values applicable to define the what conditions apply to trigger a Not Rated condition.
FpML mapping processor.
The number bound is defined as a number and whether the bound is inclusive.
Builder Interface
Builder Implementation of NumberBound
Immutable Implementation of NumberBound
FpML mapper:
- maps numberOfOptions to Quantity.amount
- sets Quantity.unitOfAmount to FinancialUnitEnum.Contract
- optionEntitlement to Quantity.multiplier
- sets/maps the appropriate Quantity.multiplierUnit depending on underlying product
The enumerated values to define the number of Rating Agencies that must be considered to meet the rating condition.
The number range defined as either a lower and upper number bound, or both.
Builder Interface
Builder Implementation of NumberRange
Immutable Implementation of NumberRange
The enumerated values used in both the obligations and deliverable obligations of the credit default swap to represent a class or type of securities which apply.
A class to specify the underlying obligations of the reference entity on which protection is purchased or sold through the Credit Default Swap.
Builder Interface
Builder Implementation of Obligations
Immutable Implementation of Obligations
Specifies the object to be observed for a price, it could be an asset or a reference.
Builder Interface
Builder Implementation of Observable
Immutable Implementation of Observable
Defines a single, numerical value that was observed in the marketplace.
Builder Interface
Builder Implementation of Observation
Immutable Implementation of Observation
Specifies a single date on which market observations take place and specifies optional associated weighting.
Builder Interface
Builder Implementation of ObservationDate
Immutable Implementation of ObservationDate
Describes date details for a set of observation dates in parametric or non-parametric form.
Builder Interface
Builder Implementation of ObservationDates
Immutable Implementation of ObservationDates
Specifies the necessary information to create any observation event.
Builder Interface
Builder Implementation of ObservationEvent
Immutable Implementation of ObservationEvent
Defines the parameters needed to uniquely identify a piece of data among the population of all available market data.
Builder Interface
Builder Implementation of ObservationIdentifier
Immutable Implementation of ObservationIdentifier
Specifies inputs needed to process an observation.
Builder Interface
Builder Implementation of ObservationInstruction
Immutable Implementation of ObservationInstruction
Parameters on daily observed computed rates, specifically daily caps and floors.
Builder Interface
Builder Implementation of ObservationParameters
Immutable Implementation of ObservationParameters
The enumerated values to specify whether rate calculations occur relative to the first or last day of a calculation period.
Specifies a single date on which market observations take place and specifies optional associated weighting.
Builder Interface
Builder Implementation of ObservationSchedule
Immutable Implementation of ObservationSchedule
Parameters to describe the observation shift for a daily compounded or averaged floating rate.
Builder Interface
Builder Implementation of ObservationShiftCalculation
Immutable Implementation of ObservationShiftCalculation
Class containing terms that are associated with observing a price/benchmark/index across either single or multiple observations.
Builder Interface
Builder Implementation of ObservationTerms
Immutable Implementation of ObservationTerms
A class defining an offset used in calculating a new date relative to a reference date, e.g. calendar days, business days, commodity Business days, etc.
Builder Interface
Builder Implementation of Offset
Immutable Implementation of Offset
Defines business day shifts for daily componded or averaged rates.
Builder Interface
Builder Implementation of OffsetCalculation
Immutable Implementation of OffsetCalculation
A class to specify whether One Way Provisions apply.
Builder Interface
Builder Implementation of OneWayProvisions
Immutable Implementation of OneWayProvisions
A data defining: an early termination provision where either or both parties have the right to exercise.
Builder Interface
Builder Implementation of OptionalEarlyTermination
Immutable Implementation of OptionalEarlyTermination
A data defining: the adjusted dates associated with an optional early termination provision.
Builder Interface
Builder Implementation of OptionalEarlyTerminationAdjustedDates
Immutable Implementation of OptionalEarlyTerminationAdjustedDates
The enumerated values to specify the option exercise style. i.e., European, Bermuda or American.
Defines additional optional features that can be included in an option contract.
Builder Interface
Builder Implementation of OptionFeature
Immutable Implementation of OptionFeature
The option payout specification terms.
Builder Interface
Builder Implementation of OptionPayout
Immutable Implementation of OptionPayout
Defines the strike price of an option.
Builder Interface
Builder Implementation of OptionStrike
Immutable Implementation of OptionStrike
The enumerated values to specify the type or strategy of the option.
Builder Interface
Builder Implementation of OrdrTrnsmssn
Immutable Implementation of OrdrTrnsmssn
ORE mapper to enrich the mapped price with unitOfAmount and perUnitOfAmount.
ORE mapper to enrich the mapped quantity with currency unitOfAmount.
A class for defining an agreement executed between parties.
Builder Interface
Builder Implementation of OtherAgreement
Immutable Implementation of OtherAgreement
The bespoke definition of other agreement terms as specified by the parties to the agreement.
Builder Interface
Builder Implementation of OtherAgreements
Immutable Implementation of OtherAgreements
A class to specify a related legal agreement.
Builder Interface
Builder Implementation of OtherAgreementTerms
Immutable Implementation of OtherAgreementTerms
A class to specify the Other Eligible Support elections associated Initial and Variation margin agreements.
Builder Interface
Builder Implementation of OtherEligibleAndPostedSupport
Immutable Implementation of OtherEligibleAndPostedSupport
Specification of a user-defined index that does not meet the criteria of other Index data types.
Builder Interface
Builder Implementation of OtherIndex
Immutable Implementation of OtherIndex
Builder Interface
Builder Implementation of Othr
Immutable Implementation of Othr
Defines rules for the dates on which the price will be determined.
Builder Interface
Builder Implementation of ParametricDates
Immutable Implementation of ParametricDates
A class defining partial exercise.
Builder Interface
Builder Implementation of PartialExercise
Immutable Implementation of PartialExercise
A class to specify a party, without a qualification as to whether this party is a legal entity or a natural person, although the model provides the ability to associate a person (or set of persons) to a party, which use case would imply that such party would be a legal entity (even if not formally specified as such).
Builder Interface
Builder Implementation of Party
Immutable Implementation of Party
A class defining a legal agreement identifier issued by the indicated party.
Builder Interface
Builder Implementation of PartyAgreementIdentifier
Immutable Implementation of PartyAgreementIdentifier
Specifies instruction to change the party on a trade.
Builder Interface
Builder Implementation of PartyChangeInstruction
Immutable Implementation of PartyChangeInstruction
A class to specify contact information within a party: address and, optionally, associated business unit and person.
Builder Interface
Builder Implementation of PartyContactInformation
Immutable Implementation of PartyContactInformation
A class to specify a party-related, non-standardized data in a generic form.
Builder Interface
Builder Implementation of PartyCustomisedWorkflow
Immutable Implementation of PartyCustomisedWorkflow
The enumerated values to specify how a calculation agent will be determined.
Comprises an identifier and a source.
Builder Interface
Builder Implementation of PartyIdentifier
Immutable Implementation of PartyIdentifier
The enumeration values associated with party identifier sources.
Helper class for FpML mapper processors.
Party mapping processor.
FpML mapping processor.
Specifies mechanism for Termination currency to be selected by the Non-defaulting Party/party which is not the Affected Party.
Builder Interface
Builder Implementation of PartyOptionTerminationCurrency
Immutable Implementation of PartyOptionTerminationCurrency
Specifies the parties responsible for making and receiving payments defined by this structure.
Builder Interface
Builder Implementation of PartyReferencePayerReceiver
Immutable Implementation of PartyReferencePayerReceiver
A class to specify the role(s) that party(ies) may have in relation to the execution, contract or other legal agreement.
Builder Interface
Builder Implementation of PartyRole
Immutable Implementation of PartyRole
The enumerated values for the party role.
Specifies the termination currency to be used by a party when it is the Non-Defaulting Party or the Party which is not the Affected Party.
Builder Interface
Builder Implementation of PartyTerminationCurrencySelection
Immutable Implementation of PartyTerminationCurrencySelection
Type which contains pass through payments.
Builder Interface
Builder Implementation of PassThrough
Immutable Implementation of PassThrough
Class to represent a single pass through payment.
Builder Interface
Builder Implementation of PassThroughItem
Immutable Implementation of PassThroughItem
FpML mapping processor.
Specifies the parties responsible for making and receiving payments defined by this structure.
Builder Interface
Builder Implementation of PayerReceiver
Immutable Implementation of PayerReceiver
The enumerated values to specify an interest rate stream payer or receiver party.
FpML mapping processor.
A data defining: the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.
Builder Interface
Builder Implementation of PaymentCalculationPeriod
Immutable Implementation of PaymentCalculationPeriod
Specifies the parameters to generate the payment date schedule, either through a parametric representation or by reference to specified dates.
Builder Interface
Builder Implementation of PaymentDates
Immutable Implementation of PaymentDates
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.
Builder Interface
Builder Implementation of PaymentDateSchedule
Immutable Implementation of PaymentDateSchedule
Builder Interface
Builder Implementation of PaymentDetail
Immutable Implementation of PaymentDetail
This class corresponds to the FpML PaymentDiscounting.model group for representing the discounting elements that can be associated with a payment.
Builder Interface
Builder Implementation of PaymentDiscounting
Immutable Implementation of PaymentDiscounting
A class defining the payment calculation rule.
Builder Interface
Builder Implementation of PaymentRule
Immutable Implementation of PaymentRule
Represents the set of future cashflow methodologies in the form of specific payout data type(s) which result from the financial product.
Builder Interface
Builder Implementation of Payout
Immutable Implementation of Payout
A data type that contains the common attributes (e.g. payer and receiver parties) and validation conditions that apply across all payout types
Builder Interface
Builder Implementation of PayoutBase
Immutable Implementation of PayoutBase
The 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 to specify the Partial Cash Deliverable Obligation Characteristic.
Builder Interface
Builder Implementation of PCDeliverableObligationCharac
Immutable Implementation of PCDeliverableObligationCharac
A class defining a content model for a calculation rule defined as percentage of the notional amount.
Builder Interface
Builder Implementation of PercentageRule
Immutable Implementation of PercentageRule
Contains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.
Builder Interface
Builder Implementation of PerformancePayout
Immutable Implementation of PerformancePayout
PerformancePayoutAndFixedPricePayoutOnlyExists.PerformancePayoutAndFixedPricePayoutOnlyExistsDefault
The enumerated values to specify the origin of a performance transfer
Defines how and when a performance type option or performance type swap is to be valued.
Builder Interface
Builder Implementation of PerformanceValuationDates
Immutable Implementation of PerformanceValuationDates
A class to define recurring periods or time offsets.
Builder Interface
Builder Implementation of Period
Immutable Implementation of Period
Indicator to specify if the period bound is defined as a period and whether the bound is inclusive.
Builder Interface
Builder Implementation of PeriodBound
Immutable Implementation of PeriodBound
The enumerated values to specify the period, e.g. day, week.
The enumerated values to specify a time period containing the additional value of Term.
A class for specifying a calculation period schedule.
Builder Interface
Builder Implementation of PeriodicDates
Immutable Implementation of PeriodicDates
Indicates The period range defined as either a lower and upper period bound, or both.
Builder Interface
Builder Implementation of PeriodRange
Immutable Implementation of PeriodRange
The enumeration values to specify a time period containing additional values such as Term.
Comprises an identifier and a source.
Builder Interface
Builder Implementation of PersonIdentifier
Immutable Implementation of PersonIdentifier
The enumeration values associated with person identifier sources.
Builder Interface
Builder Implementation of PhysicalSettlementPeriod
Immutable Implementation of PhysicalSettlementPeriod
Specifies Physical Settlement Terms characteristics for the settlement of a Credit Default Swap or Option.
Builder Interface
Builder Implementation of PhysicalSettlementTerms
Immutable Implementation of PhysicalSettlementTerms
The terms of the Rider for the ISDA Euroclear 2019 Collateral Transfer Agreement with respect to the use of a Pledgee Representative attached to this Agreement.
Builder Interface
Builder Implementation of PledgeeRepresentativeRider
Immutable Implementation of PledgeeRepresentativeRider
A Portfolio represents an aggregation of multiple Positions, by describing the parameters that this Portfolio should be aggregated based on.
Builder Interface
Builder Implementation of Portfolio
Immutable Implementation of Portfolio
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.
Builder Interface
Builder Implementation of PortfolioReturnTerms
Immutable Implementation of PortfolioReturnTerms
State-full representation of a Portfolio that describes all the positions held at a given time, in various states which can be either traded, settled, etc., with lineage information to the previous state
Builder Interface
Builder Implementation of PortfolioState
Immutable Implementation of PortfolioState
A Position describes how much of a given Product is being held and constitutes the atomic element of a Portfolio.
Builder Interface
Builder Implementation of Position
Immutable Implementation of Position
Defines a position identifier as a special case of the generic identifier type, that also includes the position identifier class.
Builder Interface
Builder Implementation of PositionIdentifier
Immutable Implementation of PositionIdentifier
Enumeration to describe the different (risk) states of a Position, whether executed, settled, matured...etc
Posted Credit Support item with corresponding Valuation Percentage, FX Haircut Percentage and any related disputed Posted Credit Support valuation.
Builder Interface
Builder Implementation of PostedCreditSupportItem
Immutable Implementation of PostedCreditSupportItem
A class to specify the collateral posting obligations of the security provider or security providers as specified in the corresponding agreement.
Builder Interface
Builder Implementation of PostingObligations
Immutable Implementation of PostingObligations
A class to specify the collateral posting obligations for the security provider party(ies).
Builder Interface
Builder Implementation of PostingObligationsElection
Immutable Implementation of PostingObligationsElection
FpML mapping processor.
This class corresponds to the FpML Premium.model group for representing the option premium when expressed in a way other than an amount.
Builder Interface
Builder Implementation of PremiumExpression
Immutable Implementation of PremiumExpression
The enumerated values to specify the premium type for forward start options.
Builder Interface
Builder Implementation of Pric
Immutable Implementation of Pric
Specifies a price as a single value to be associated to a financial product.
Builder Interface
Builder Implementation of Price
Immutable Implementation of Price
Defines the inputs required to calculate a price as a simple composite of 2 other values.
Builder Interface
Builder Implementation of PriceComposite
Immutable Implementation of PriceComposite
Enumerated values to specify whether the price is expressed in absolute or relative terms.
Builder Interface
Builder Implementation of PriceMateriality
Immutable Implementation of PriceMateriality
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 Interface
Builder Implementation of PriceQuantity
Immutable Implementation of PriceQuantity
Builder Interface
Builder Implementation of PriceReturnTerms
Immutable Implementation of PriceReturnTerms
Specifies the price of a financial instrument in a trade as a schedule of measures.
Builder Interface
Builder Implementation of PriceSchedule
Immutable Implementation of PriceSchedule
Specifies a publication that provides the commodity price, including, where applicable, the details of where in the publication the price is published.
Builder Interface
Builder Implementation of PriceSource
Immutable Implementation of PriceSource
A data defining: the parameters used to get a price quote to replace the settlement rate option that is disrupted.
Builder Interface
Builder Implementation of PriceSourceDisruption
Immutable Implementation of PriceSourceDisruption
Provides enumerated values for types of prices in the Price data type in order to explain how to interpret the amount and use it in calculations.
FpML mapper to enrich the mapped price with unit and perUnitOf.
Specifies specific dates or parametric rules for the dates on which the price will be determined
Builder Interface
Builder Implementation of PricingDates
Immutable Implementation of PricingDates
A Primitive Instruction describes the inputs required to pass into the corresponding PrimitiveEvent function.
Builder Interface
Builder Implementation of PrimitiveInstruction
Immutable Implementation of PrimitiveInstruction
Any kind of principal payments when the amount is known and thus fixed.
Builder Interface
Builder Implementation of PrincipalPayment
Immutable Implementation of PrincipalPayment
A class defining which principal exchanges occur for the stream.
Builder Interface
Builder Implementation of PrincipalPayments
Immutable Implementation of PrincipalPayments
Describe dates schedules for Principal Exchanges and related role of the parties when known.
Builder Interface
Builder Implementation of PrincipalPaymentSchedule
Immutable Implementation of PrincipalPaymentSchedule
A class to specify the Process Agent that might be appointed by the parties as part of a Credit Support Annex/Deed or Collateral Transfer Agreement.
Builder Interface
Builder Implementation of ProcessAgent
Immutable Implementation of ProcessAgent
A class to specify the parties' respective elections with respect to the Process Agent.
Builder Interface
Builder Implementation of ProcessAgentElection
Immutable Implementation of ProcessAgentElection
Entry point for the function that performs the floating rate resetting operation.
Enables either a TransferableProduct or a NonTransferableProduct to be used in an underlier.
Builder Interface
Builder Implementation of Product
Immutable Implementation of Product
Identifies the grade of physical commodity product to be delivered.
FpML mapping processor.
Comprises an identifier and a source.
Builder Interface
Builder Implementation of ProductIdentifier
Immutable Implementation of ProductIdentifier
Update product identifier source enum based on the instrumentIdScheme or productIdScheme.
Provides the enumerated values to specify the product identifier source.
Specifies the product taxonomy, which is composed of a taxonomy value and a taxonomy source.
Builder Interface
Builder Implementation of ProductTaxonomy
Immutable Implementation of ProductTaxonomy
A class to specify the terms for calculating a payout to protect the buyer of the swap in the case of a qualified credit event.
Builder Interface
Builder Implementation of ProtectionTerms
Immutable Implementation of ProtectionTerms
Builder Interface
Builder Implementation of Prsn
Immutable Implementation of Prsn
Builder Interface
Builder Implementation of PubliclyAvailableInformation
Immutable Implementation of PubliclyAvailableInformation
The enumerated values to specify the types of listed derivative options.
Builder Interface
Builder Implementation of Qty
Immutable Implementation of Qty
Represents the enumerated values to specify a logical quantification, i.e. either All or Any.
Specifies a quantity as a single value to be associated to a financial product, for example a transfer amount resulting from a trade.
Builder Interface
Builder Implementation of Quantity
Immutable Implementation of Quantity
Specifies whether a quantity change is an increase, a decrease or a replacement, whereby the quantity is always specified as a positive number.
Instructions required to create a Quantity Change Primitive Event, which can be either an increase, a decrease or a replacement.
Builder Interface
Builder Implementation of QuantityChangeInstruction
Immutable Implementation of QuantityChangeInstruction
Class to specify a mechanism for a quantity to be set as a multiplier to another (reference) quantity, based on a price observation.
Builder Interface
Builder Implementation of QuantityMultiplier
Immutable Implementation of QuantityMultiplier
Specifies a quantity schedule to be associated to a financial product to represent a trade amount.
Builder Interface
Builder Implementation of QuantitySchedule
Immutable Implementation of QuantitySchedule
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.
Builder Interface
Builder Implementation of Quanto
Immutable Implementation of Quanto
Represents a class to allow specification of different types of Quasi Government collateral.
Builder Interface
Builder Implementation of QuasiGovernmentIssuerType
Immutable Implementation of QuasiGovernmentIssuerType
The enumerated values to specify the type of quotation rate to be obtained from each cash settlement reference bank.
The enumerated values to specify the side from which perspective a value is quoted.
The enumerated values to specify the actual quotation style (e.g.
The enumerated values to specify how an exchange rate is quoted.
A class that describes the composition of a rate that has been quoted or is to be quoted.
Builder Interface
Builder Implementation of QuotedCurrencyPair
Immutable Implementation of QuotedCurrencyPair
A class defining parameters associated with an individual observation or fixing.
Builder Interface
Builder Implementation of RateObservation
Immutable Implementation of RateObservation
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 Interface
Builder Implementation of RateSchedule
Immutable Implementation of RateSchedule
A data type to specify the fixed interest rate, floating interest rate or inflation rate.
Builder Interface
Builder Implementation of RateSpecification
Immutable Implementation of RateSpecification
The enumerated values to specify the methods for converting rates from one basis to another.
Represents an enumeration list to identify which Collateral Criteria type should have priority over others.
The relevant rating type.
The contract specifies which price must satisfy the boundary condition.
A class to specify terms for Recalculation of the Market Value of Posted Collateral when a dispute has been failed to be resolved by Resolution Time.
Builder Interface
Builder Implementation of RecalculationOfValue
Immutable Implementation of RecalculationOfValue
A class to specify Recalculation of Value terms that will be applicable.
Builder Interface
Builder Implementation of RecalculationOfValueElection
Immutable Implementation of RecalculationOfValueElection
Values to specify the procedure under which the market value of posted collateral will be recalculated.
FpML mapping processor.
The enumeration of the account level for the billing summary.
A class to describe an institution (party) identified by means of a coding scheme and an optional name.
Builder Interface
Builder Implementation of ReferenceBank
Immutable Implementation of ReferenceBank
A class defining the list of reference institutions polled for relevant rates or prices when determining the cash settlement amount for a product where cash settlement is applicable.
Builder Interface
Builder Implementation of ReferenceBanks
Immutable Implementation of ReferenceBanks
A class specifying the Credit Default Swap Reference Information.
Builder Interface
Builder Implementation of ReferenceInformation
Immutable Implementation of ReferenceInformation
A class to specify the reference obligation that is associated with a credit derivative instrument.
Builder Interface
Builder Implementation of ReferenceObligation
Immutable Implementation of ReferenceObligation
Builder Interface
Builder Implementation of ReferencePair
Immutable Implementation of ReferencePair
This type contains all the reference pool items to define the reference entity and reference obligation(s) in the basket.
Builder Interface
Builder Implementation of ReferencePool
Immutable Implementation of ReferencePool
This type contains all the constituent weight and reference information.
Builder Interface
Builder Implementation of ReferencePoolItem
Immutable Implementation of ReferencePoolItem
A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.
Builder Interface
Builder Implementation of ReferenceSwapCurve
Immutable Implementation of ReferenceSwapCurve
Builder Interface
Builder Implementation of ReferenceWithMetaAccount
Immutable Implementation of ReferenceWithMetaAccount
Builder Interface
Builder Implementation of ReferenceWithMetaAdjustableOrRelativeDate
Immutable Implementation of ReferenceWithMetaAdjustableOrRelativeDate
Builder Interface
Builder Implementation of ReferenceWithMetaAdjustableOrRelativeDates
Immutable Implementation of ReferenceWithMetaAdjustableOrRelativeDates
Builder Interface
Builder Implementation of ReferenceWithMetaBasketConstituent
Immutable Implementation of ReferenceWithMetaBasketConstituent
Builder Interface
Builder Implementation of ReferenceWithMetaBusinessCenters
Immutable Implementation of ReferenceWithMetaBusinessCenters
Builder Interface
Builder Implementation of ReferenceWithMetaBusinessDayAdjustments
Immutable Implementation of ReferenceWithMetaBusinessDayAdjustments
Builder Interface
Builder Implementation of ReferenceWithMetaCalculationPeriodDates
Immutable Implementation of ReferenceWithMetaCalculationPeriodDates
Builder Interface
Builder Implementation of ReferenceWithMetaCashSettlementTerms
Immutable Implementation of ReferenceWithMetaCashSettlementTerms
Builder Interface
Builder Implementation of ReferenceWithMetaCollateral
Immutable Implementation of ReferenceWithMetaCollateral
Builder Interface
Builder Implementation of ReferenceWithMetaCollateralPortfolio
Immutable Implementation of ReferenceWithMetaCollateralPortfolio
Builder Interface
Builder Implementation of ReferenceWithMetaContractDetails
Immutable Implementation of ReferenceWithMetaContractDetails
Builder Interface
Builder Implementation of ReferenceWithMetaCreditEvents
Immutable Implementation of ReferenceWithMetaCreditEvents
Builder Interface
Builder Implementation of ReferenceWithMetaDate
Immutable Implementation of ReferenceWithMetaDate
Builder Interface
Builder Implementation of ReferenceWithMetaExecutionDetails
Immutable Implementation of ReferenceWithMetaExecutionDetails
Builder Interface
Builder Implementation of ReferenceWithMetaFixedRateSpecification
Immutable Implementation of ReferenceWithMetaFixedRateSpecification
Builder Interface
Builder Implementation of ReferenceWithMetaInterestRateIndex
Immutable Implementation of ReferenceWithMetaInterestRateIndex
Builder Interface
Builder Implementation of ReferenceWithMetaInterestRatePayout
Immutable Implementation of ReferenceWithMetaInterestRatePayout
Builder Interface
Builder Implementation of ReferenceWithMetaLegalAgreement
Immutable Implementation of ReferenceWithMetaLegalAgreement
Builder Interface
Builder Implementation of ReferenceWithMetaLegalEntity
Immutable Implementation of ReferenceWithMetaLegalEntity
Builder Interface
Builder Implementation of ReferenceWithMetaMoney
Immutable Implementation of ReferenceWithMetaMoney
Builder Interface
Builder Implementation of ReferenceWithMetaNaturalPerson
Immutable Implementation of ReferenceWithMetaNaturalPerson
Builder Interface
ReferenceWithMetaNonNegativeQuantitySchedule.ReferenceWithMetaNonNegativeQuantityScheduleBuilderImpl
Builder Implementation of ReferenceWithMetaNonNegativeQuantitySchedule
Immutable Implementation of ReferenceWithMetaNonNegativeQuantitySchedule
Builder Interface
Builder Implementation of ReferenceWithMetaObservable
Immutable Implementation of ReferenceWithMetaObservable
Builder Interface
Builder Implementation of ReferenceWithMetaObservation
Immutable Implementation of ReferenceWithMetaObservation
Builder Interface
Builder Implementation of ReferenceWithMetaOptionPayout
Immutable Implementation of ReferenceWithMetaOptionPayout
Builder Interface
Builder Implementation of ReferenceWithMetaParty
Immutable Implementation of ReferenceWithMetaParty
Builder Interface
Builder Implementation of ReferenceWithMetaPaymentDates
Immutable Implementation of ReferenceWithMetaPaymentDates
Builder Interface
Builder Implementation of ReferenceWithMetaPayout
Immutable Implementation of ReferenceWithMetaPayout
Builder Interface
Builder Implementation of ReferenceWithMetaPerformanceValuationDates
Immutable Implementation of ReferenceWithMetaPerformanceValuationDates
Builder Interface
Builder Implementation of ReferenceWithMetaPhysicalSettlementTerms
Immutable Implementation of ReferenceWithMetaPhysicalSettlementTerms
Builder Interface
Builder Implementation of ReferenceWithMetaPortfolioState
Immutable Implementation of ReferenceWithMetaPortfolioState
Builder Interface
Builder Implementation of ReferenceWithMetaPriceSchedule
Immutable Implementation of ReferenceWithMetaPriceSchedule
Builder Interface
Builder Implementation of ReferenceWithMetaProtectionTerms
Immutable Implementation of ReferenceWithMetaProtectionTerms
Builder Interface
Builder Implementation of ReferenceWithMetaQuotedCurrencyPair
Immutable Implementation of ReferenceWithMetaQuotedCurrencyPair
Builder Interface
Builder Implementation of ReferenceWithMetaRateObservation
Immutable Implementation of ReferenceWithMetaRateObservation
Builder Interface
Builder Implementation of ReferenceWithMetaResolvablePriceQuantity
Immutable Implementation of ReferenceWithMetaResolvablePriceQuantity
Builder Interface
Builder Implementation of ReferenceWithMetaString
Immutable Implementation of ReferenceWithMetaString
Builder Interface
Builder Implementation of ReferenceWithMetaTrade
Immutable Implementation of ReferenceWithMetaTrade
Builder Interface
Builder Implementation of ReferenceWithMetaTradeState
Immutable Implementation of ReferenceWithMetaTradeState
Builder Interface
Builder Implementation of ReferenceWithMetaVoid
Immutable Implementation of ReferenceWithMetaVoid
Builder Interface
Builder Implementation of ReferenceWithMetaWorkflowStep
Immutable Implementation of ReferenceWithMetaWorkflowStep
Builder Interface
Builder Implementation of RefRate
Immutable Implementation of RefRate
A class to specify one or more regimes that may be specified as relevant to a legal agreement.
Builder Interface
Builder Implementation of Regime
Immutable Implementation of Regime
A class that is used by the ApplicableRegime and the AdditionalRegime classes to specify the regulatory regime terms.
Builder Interface
Builder Implementation of RegimeTerms
Immutable Implementation of RegimeTerms
Represents the enumeration values to specify the role of the party in relation to a regulatory initial margin call.
Represents a class to allow specification of different type of Regional government collateral.
Builder Interface
Builder Implementation of RegionalGovernmentIssuerType
Immutable Implementation of RegionalGovernmentIssuerType
Represents the enumeration values to specify the margin type in relation to bilateral or regulatory obligation.
Values to specify the regulatory regimes.
Builder Interface
Builder Implementation of RelatedParty
Immutable Implementation of RelatedParty
Created by Tradeheader, SL
A class defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date).
Builder Interface
Builder Implementation of RelativeDateOffset
Immutable Implementation of RelativeDateOffset
A class describing a set of dates defined as relative to another set of dates.
Builder Interface
Builder Implementation of RelativeDates
Immutable Implementation of RelativeDates
A duration code for a Repo (or Securities Lending) transaction.
Builder Interface
Builder Implementation of Representations
Immutable Implementation of Representations
Defines the reset value or fixing value produced in cashflow calculations, during the life-cycle of a financial instrument.
Builder Interface
Builder Implementation of Reset
Immutable Implementation of Reset
A data defining: the parameters used to generate the reset dates schedule and associated fixing dates.
Builder Interface
Builder Implementation of ResetDates
Immutable Implementation of ResetDates
A class defining the reset frequency.
Builder Interface
Builder Implementation of ResetFrequency
Immutable Implementation of ResetFrequency
Defines the information needed to create a Reset Business Event.
Builder Interface
Builder Implementation of ResetInstruction
Immutable Implementation of ResetInstruction
The enumerated values to specify whether resets occur relative to the first or last day of a calculation period.
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.
Builder Interface
Builder Implementation of ResolvablePriceQuantity
Immutable Implementation of ResolvablePriceQuantity
Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information).
Builder Interface
Builder Implementation of Resource
Immutable Implementation of Resource
A class to indicate the length of the resource.
Builder Interface
Builder Implementation of ResourceLength
Immutable Implementation of ResourceLength
The enumerated values to specify the type of a resource (e.g. document).
Builder Interface
Builder Implementation of Restructuring
Immutable Implementation of Restructuring
The enumerated values to specify the form of the restructuring credit event that is applicable to the credit default swap.
A class to specify the retrospective effect exception to the regulatory regime clause of Initial Margin documents as either a normalized value specified as part of an enumeration or a customized value specified of type string.
Builder Interface
Builder Implementation of RetrospectiveEffect
Immutable Implementation of RetrospectiveEffect
A class to specify the application of Interest Amount with respect the Return Amount.
Builder Interface
Builder Implementation of ReturnAmount
Immutable Implementation of ReturnAmount
Specifies the information required to create the return of a Security Finance Transaction.
Builder Interface
Builder Implementation of ReturnInstruction
Immutable Implementation of ReturnInstruction
Specifies the type of return of a performance payout.
Builder Interface
Builder Implementation of ReturnTerms
Immutable Implementation of ReturnTerms
Contains all common elements in variance, volatility and correlation return Terms.
Builder Interface
Builder Implementation of ReturnTermsBase
Immutable Implementation of ReturnTermsBase
The enumerated values to specify the type of return associated the equity payout.
A class to specify the rights of Security Taker and/or Security Provider when an Early Termination or Access Condition event has occurred.
Builder Interface
Builder Implementation of RightsEvents
Immutable Implementation of RightsEvents
The enumerated values to specify the period term as part of a periodic schedule, i.e. the calculation period end date within the regular part of the calculation period.
Used in conjunction with an exchange-based pricing source.
Builder Interface
Builder Implementation of RollFeature
Immutable Implementation of RollFeature
Used in conjunction with an exchange-based pricing source.
Defines rounding rules and precision to be used in the rounding of a number.
Builder Interface
Builder Implementation of Rounding
Immutable Implementation of Rounding
The enumerated values to specify the rounding direction and precision to be used in the rounding of a number.
How often is rounding performed
The enumerated values to specify the rounding direction when rounding of a number to nearest.
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 Interface
Builder Implementation of Schedule
Immutable Implementation of Schedule
Builder Interface
Builder Implementation of ScheduledTransfer
Immutable Implementation of ScheduledTransfer
The qualification of the type of cash flows associated with OTC derivatives contracts and their lifecycle events.
A class that defines the period of a schedule.
Builder Interface
Builder Implementation of SchedulePeriod
Immutable Implementation of SchedulePeriod
Builder Interface
Builder Implementation of SchmeNm
Immutable Implementation of SchmeNm
A class to specify Secured Party Rights Event language.
Builder Interface
Builder Implementation of SecuredPartyRightsEvent
Immutable Implementation of SecuredPartyRightsEvent
A class to specify party specific Secured Party Rights Event language.
Builder Interface
Builder Implementation of SecuredPartyRightsEventElection
Immutable Implementation of SecuredPartyRightsEventElection
Details the day on which securities collateral is required to be transferred relative to the Notification Time.
Identifies a security by referencing an identifier and by specifying the sector.
Builder Interface
Builder Implementation of Security
Immutable Implementation of Security
The set of elections which specify a Security Agremeent.
Builder Interface
Builder Implementation of SecurityAgreementElections
Immutable Implementation of SecurityAgreementElections
Security Interest for Obligations clause applicable to 1994 NY CSA, 1995 English Law CSA, 1995 English Law Credit Support Deed, 2016 English Law VM CSA and 2016 New York Law VM CSA.
Builder Interface
Builder Implementation of SecurityInterestForObligations
Immutable Implementation of SecurityInterestForObligations
The enumerated values applicable for Security Interest for Obligations.
The enumerated values applicable for Security Interest for Obligations Obligee.
Specifies the information required for inclusion in a securities lending billing invoice.
Builder Interface
Builder Implementation of SecurityLendingInvoice
Immutable Implementation of SecurityLendingInvoice
A locate is an approval from a broker that needs to be obtained prior to effecting a short sale in an equity security.
Builder Interface
Builder Implementation of SecurityLocate
Immutable Implementation of SecurityLocate
A class to specify the Pledgor/Obligor/Chargor Rights Event election.
Builder Interface
Builder Implementation of SecurityProviderRightsEvent
Immutable Implementation of SecurityProviderRightsEvent
A class to specify party specific Secured Party Rights Event language.
Builder Interface
Builder Implementation of SecurityProviderRightsEventElection
Immutable Implementation of SecurityProviderRightsEventElection
FpML mapping processor.
FpML mapping processor.
FpML mapping processor.
FpML mapping processor.
FpML mapping processor.
Builder Interface
Builder Implementation of Sellr
Immutable Implementation of Sellr
Values to specify the methodology according to which sensitivities to (i) equity indices, funds and ETFs, and (ii) commodity indices are computed.
A class to specificy methodologies to compute sensitivities specific to the agreement.
Builder Interface
Builder Implementation of SensitivityMethodologies
Immutable Implementation of SensitivityMethodologies
A class to specify the methodology according to which sensitivities are computed.
Builder Interface
Builder Implementation of SensitivityMethodology
Immutable Implementation of SensitivityMethodology
A class to specify the Relevant Settled Entity Matrix.
Builder Interface
Builder Implementation of SettledEntityMatrix
Immutable Implementation of SettledEntityMatrix
The enumerated values to specify the relevant settled entity matrix source.
A base class to be extended by the SettlementTerms class.
Builder Interface
Builder Implementation of SettlementBase
Immutable Implementation of SettlementBase
Defines 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 Interface
Builder Implementation of SettlementDate
Immutable Implementation of SettlementDate
Represents a forward settling payout.
Builder Interface
Builder Implementation of SettlementPayout
Immutable Implementation of SettlementPayout
Defines parameters that regulate a settlement, for instance whether this settlement should be netted with other ones or broken-down into smaller amounts.
Builder Interface
Builder Implementation of SettlementProvision
Immutable Implementation of SettlementProvision
Defines the settlement rate option to use for fixing in case of cash settlement.
Builder Interface
Builder Implementation of SettlementRateOption
Immutable Implementation of SettlementRateOption
The enumerated values to specify the settlement rate options as specified in the Annex A to the 1998 FX and Currency Options Definitions.
Specifies the settlement terms, which can either be cash, physical, or fx-based cash-settlement.
Builder Interface
Builder Implementation of SettlementTerms
Immutable Implementation of SettlementTerms
The enumeration values to specify how the option is to be settled when exercised.
FpML mapping processor.
Defines the applicable settlement limits that may require a settlement to be 'shaped', i.e. broken-down into smaller amounts.
Builder Interface
Builder Implementation of ShapingProvision
Immutable Implementation of ShapingProvision
The enumerated values to specify the consequences of extraordinary events relating to the underlying.
A class to specify the SIMM Calculation Currency elections by each party to the agreement.
Builder Interface
Builder Implementation of SimmCalculationCurrency
Immutable Implementation of SimmCalculationCurrency
CreateiQ mapping processor.
A class to specify the SIMM exception to the regulatory regime clause.
Builder Interface
Builder Implementation of SimmException
Immutable Implementation of SimmException
Values to specify the SIMM normalized exception approaches.
A class to specify the ISDA SIMM version that applies to the ISDA 2018 CSA for Initial Margin.
Builder Interface
Builder Implementation of SimmVersion
Immutable Implementation of SimmVersion
Where only a single party is explicitly designated to post collateral, the party which is specified as the sole poster of collateral.
Builder Interface
Builder Implementation of SinglePostingParty
Immutable Implementation of SinglePostingParty
A class to specify the number of business days after satisfaction of all conditions to settlement.
Builder Interface
Builder Implementation of SingleValuationDate
Immutable Implementation of SingleValuationDate
Builder Interface
Builder Implementation of Sngl
Immutable Implementation of Sngl
Builder Interface
Builder Implementation of SovereignAgencyRating
Immutable Implementation of SovereignAgencyRating
Represents a class to allow specification of different types of special purpose vehicle (SPV) collateral.
Builder Interface
Builder Implementation of SpecialPurposeVehicleIssuerType
Immutable Implementation of SpecialPurposeVehicleIssuerType
A single, specifically identified Asset chosen from the Asset data type
Builder Interface
Builder Implementation of SpecificAsset
Immutable Implementation of SpecificAsset
Builder Interface
Builder Implementation of SpecificInconvertibility
Immutable Implementation of SpecificInconvertibility
Builder Interface
Builder Implementation of SpecificNonTransferability
Immutable Implementation of SpecificNonTransferability
Builder Interface
Builder Implementation of SpecifiedCurrency
Immutable Implementation of SpecifiedCurrency
A provision that allows each party to specify its Specified Entities for certain Events of Default and Termination Events.
Builder Interface
Builder Implementation of SpecifiedEntities
Immutable Implementation of SpecifiedEntities
The party specific election of Specified Entities for the Event of Default or Termination Event specified.
Builder Interface
Builder Implementation of SpecifiedEntity
Immutable Implementation of SpecifiedEntity
The enumerated values to specify the Event of Default or Termination event for which Specified Entities terms are being defined.
The enumerated values to specify the specified entity terms for the Event of Default or Termination Event specified.
Specifies instructions for a split, consisting of a breakdown of instructions to be applied to each branch of the split.
Builder Interface
Builder Implementation of SplitInstruction
Immutable Implementation of SplitInstruction
Method by which spread is calculated.
Adds an optional spread type element to the Schedule to identify a long or short spread value.
Builder Interface
Builder Implementation of SpreadSchedule
Immutable Implementation of SpreadSchedule
The enumerated values to specify a long or short spread value.
Builder Interface
Builder Implementation of StandardizedSchedule
Immutable Implementation of StandardizedSchedule
Builder Interface
Builder Implementation of StandardizedScheduleInitialMargin
Immutable Implementation of StandardizedScheduleInitialMargin
Builder Interface
Builder Implementation of StandardizedScheduleTradeInfo
Immutable Implementation of StandardizedScheduleTradeInfo
StandardizedScheduleVarianceSwapNotionalAmount.StandardizedScheduleVarianceSwapNotionalAmountDefault
The enumerated values to specify whether a trade is settling using standard settlement instructions as well as whether it is a candidate for settlement netting.
Defines the state of a trade at a point in the Trade's life cycle.
Builder Interface
Builder Implementation of State
Immutable Implementation of State
Data required to perform a stock split business event.
Builder Interface
Builder Implementation of StockSplitInstruction
Immutable Implementation of StockSplitInstruction
A class for defining option strategy features.
Builder Interface
Builder Implementation of StrategyFeature
Immutable Implementation of StrategyFeature
A class describing a single cap or floor rate.
Builder Interface
Builder Implementation of Strike
Immutable Implementation of Strike
A class describing a schedule of cap or floor rates.
Builder Interface
Builder Implementation of StrikeSchedule
Immutable Implementation of StrikeSchedule
A class for defining a strike spread feature.
Builder Interface
Builder Implementation of StrikeSpread
Immutable Implementation of StrikeSpread
A data defining: how the initial or final stub calculation period amounts is calculated.
Builder Interface
Builder Implementation of StubCalculationPeriodAmount
Immutable Implementation of StubCalculationPeriodAmount
A class defining a floating rate.
Builder Interface
Builder Implementation of StubFloatingRate
Immutable Implementation of StubFloatingRate
A class defining how the initial or final stub calculation period amounts is calculated.
Builder Interface
Builder Implementation of StubPeriod
Immutable Implementation of StubPeriod
The enumerated values to specify how to deal with a non standard calculation period within a swap stream.
A type defining how a stub calculation period amount is calculated.
Builder Interface
Builder Implementation of StubValue
Immutable Implementation of StubValue
A class to specify each party's election with respect to the Substituted Regimes that will be applicable...
Builder Interface
Builder Implementation of SubstitutedRegime
Immutable Implementation of SubstitutedRegime
Specifies the applicability of the Substituted Regime as denoted in the Substituted Regime Table as part of certain legal agreements, such as such as the ISDA 2016 and 2018 CSA for Initial Margin.
Builder Interface
Builder Implementation of SubstitutedRegimeTerms
Immutable Implementation of SubstitutedRegimeTerms
A class to specify the conditions under which the Security Provider can substitute posted collateral.
Builder Interface
Builder Implementation of Substitution
Immutable Implementation of Substitution
Defines collateral substitution provisions such as how many and with how much notice are substitutions allowed.
Builder Interface
Builder Implementation of SubstitutionProvisions
Immutable Implementation of SubstitutionProvisions
Represents an enumeration list to identify the type of supranational entity issuing the asset.
A class to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.
Builder Interface
Builder Implementation of SwapCurveValuation
Immutable Implementation of SwapCurveValuation
Builder Interface
Builder Implementation of Swp
Immutable Implementation of Swp
Builder Interface
Builder Implementation of SwpIn
Immutable Implementation of SwpIn
Builder Interface
Builder Implementation of SwpOut
Immutable Implementation of SwpOut
Defines the taxonomy of an object by combining a taxonomy source (i.e. the rules to classify the object) and a value (i.e. the output of those rules on the object).
Builder Interface
Builder Implementation of Taxonomy
Immutable Implementation of Taxonomy
Builder Interface
Builder Implementation of TaxonomyClassification
Immutable Implementation of TaxonomyClassification
Represents the enumerated values to specify taxonomy sources.
Defines a taxonomy value as either a simple string or a more granular expression with class names and values for each class.
Builder Interface
Builder Implementation of TaxonomyValue
Immutable Implementation of TaxonomyValue
A class to specify a telephone number as a type of phone number (e.g. work, personal, ...) alongside with the actual number.
Builder Interface
Builder Implementation of TelephoneNumber
Immutable Implementation of TelephoneNumber
The enumerated values to specify the type of telephone number, e.g. work vs. mobile.
Builder Interface
Builder Implementation of Term
Immutable Implementation of Term
Specifies how the Termination Currency for the agreement will be determined.
Builder Interface
Builder Implementation of TerminationCurrency
Immutable Implementation of TerminationCurrency
A class to specify the Amendment to Termination Currency elections by the parties to the agreement.
Builder Interface
Builder Implementation of TerminationCurrencyAmendment
Immutable Implementation of TerminationCurrencyAmendment
CreateiQ mapping processor.
A class to specify the Amendment to Termination Currency election by the parties to the agreement.
Builder Interface
Builder Implementation of TerminationCurrencyElection
Immutable Implementation of TerminationCurrencyElection
Specifies Termination Currency where a currency is stated at the time the agreement is entered into.
Builder Interface
Builder Implementation of TerminationCurrencySelection
Immutable Implementation of TerminationCurrencySelection
A class for defining option provisions.
Builder Interface
Builder Implementation of TerminationProvision
Immutable Implementation of TerminationProvision
Specifies instructions for terms change consisting of the new transaction terms, and the renegotiation fee.
Builder Interface
Builder Implementation of TermsChangeInstruction
Immutable Implementation of TermsChangeInstruction
A class to specify the unsecured credit exposure that each party to the agreement is prepared to accept before asking for collateral.
Builder Interface
Builder Implementation of Threshold
Immutable Implementation of Threshold
Defines that the Threshold is based on a Fixed Amount.
Builder Interface
Builder Implementation of ThresholdFixedAmount
Immutable Implementation of ThresholdFixedAmount
CreateiQ mapping processor.
The enumerated values applicable where a Rated Party is defined within the Threshold clause.
Defines that the Threshold is based on Ratings condition(s).
Builder Interface
Builder Implementation of ThresholdRatingsBased
Immutable Implementation of ThresholdRatingsBased
Details whether the threshold is rating based, a fixed amount, or infinity.
Builder Interface
Builder Implementation of ThresholdType
Immutable Implementation of ThresholdType
The enumerated values for defining the relevant trigger(s) for the threshold to fall to zero.
The enumerated values to specify points in the day when option exercise and valuation can occur.
The enumeration values to qualify the allowed units of time.
The time alongside with the timezone location information.
Builder Interface
Builder Implementation of TimeZone
Immutable Implementation of TimeZone
FpML mapping processor.
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 Interface
Builder Implementation of TradableProduct
Immutable Implementation of TradableProduct
Defines the output of a financial transaction between parties - a Business Event.
Builder Interface
Builder Implementation of Trade
Immutable Implementation of Trade
Defines a trade identifier as a special case of the generic identifier type, that also includes the trade identifier class.
Builder Interface
Builder Implementation of TradeIdentifier
Immutable Implementation of TradeIdentifier
Defines the enumerated values to specify the nature of a trade identifier.
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).
Builder Interface
Builder Implementation of TradeLot
Immutable Implementation of TradeLot
The attributes that are specific for consensus based pricing reporting.
Builder Interface
Builder Implementation of TradePricingReport
Immutable Implementation of TradePricingReport
Helper class to translate TradeSide.id to TradeSide.orderer.party.id for CME Submission mapping processors.
TradeSide.id to TradeSide.orderer.party.id CME Submission mapping processor.
Defines the fundamental financial information that can be changed by a Primitive Event and by extension any business or life-cycle event.
Builder Interface
Builder Implementation of TradeState
Immutable Implementation of TradeState
The class to represent a CDS Tranche.
Builder Interface
Builder Implementation of Tranche
Immutable Implementation of Tranche
A class to represent the transacted price attributes that are positioned as part of the FpML FeeLeg.
Builder Interface
Builder Implementation of TransactedPrice
Immutable Implementation of TransactedPrice
Additional specification for the extraordinary events that may affect a trade and the related contractual rights and obligation of the parties when this happens.
Builder Interface
Builder Implementation of TransactionAdditionalTerms
Immutable Implementation of TransactionAdditionalTerms
Defines the movement of an Asset (eg cash, securities or commodities) between two parties on a date.
Builder Interface
Builder Implementation of Transfer
Immutable Implementation of Transfer
A TransferableProduct is a type of financial product which can be held or transferred, represented as an Asset with the addition of specific EconomicTerms.
Builder Interface
Builder Implementation of TransferableProduct
Immutable Implementation of TransferableProduct
Specifies a transfer expression (cash price, performance amount, scheduled payment amount, etc.) to define the nature of the transfer amount and its source.
Builder Interface
Builder Implementation of TransferExpression
Immutable Implementation of TransferExpression
Defines the payout on which to create a Transfer along with all necessary resets.
Builder Interface
Builder Implementation of TransferInstruction
Immutable Implementation of TransferInstruction
The enumeration values to specify how the transfer will settle, e.g.
Defines the fundamental financial information associated with a Transfer event.
Builder Interface
Builder Implementation of TransferState
Immutable Implementation of TransferState
The enumeration values to specify the transfer status.
Trigger point at which feature is effective.
Builder Interface
Builder Implementation of Trigger
Immutable Implementation of Trigger
Observation point for trigger.
Builder Interface
Builder Implementation of TriggerEvent
Immutable Implementation of TriggerEvent
The enumerated values to specify the time of day which would be considered for valuing the knock event.
The enumerated values to specify whether an option will trigger or expire depending upon whether the spot rate is above or below the barrier rate.
Builder Interface
Builder Implementation of Tx
Immutable Implementation of Tx
Identifies United Kingdom Eligible Collateral Assets classification categories based on UK Onshored EMIR Uncleared Margin Rules.
A class to specify a set of legal entities which are part of a legal agreement beyond the two contracting parties to that agreement.
Builder Interface
Builder Implementation of UmbrellaAgreement
Immutable Implementation of UmbrellaAgreement
A class to specify the legal entities that are part of the umbrella agreement.
Builder Interface
Builder Implementation of UmbrellaAgreementEntity
Immutable Implementation of UmbrellaAgreementEntity
CreateiQ mapping processor.
The underlying financial product that will be physically or cash settled, which can be of any type, eg an asset such as cash or a security, a product, or the cash settlement of an index rate.
Builder Interface
Builder Implementation of Underlier
Immutable Implementation of Underlier
Where parties describe any substitution terms.
Builder Interface
Builder Implementation of UnderlierSubstitutionProvision
Immutable Implementation of UnderlierSubstitutionProvision
Builder Interface
Builder Implementation of UndrlygInstrm
Immutable Implementation of UndrlygInstrm
Defines the unit to be used for price, quantity, or other purposes
Builder Interface
Builder Implementation of UnitType
Immutable Implementation of UnitType
Identifies US Eligible Collateral Assets classification categories based on Uncleared Margin Rules published by the CFTC and the US Prudential Regulator.
Defines the value of an investment, asset, or security
Builder Interface
Builder Implementation of Valuation
Immutable Implementation of Valuation
Specification of which party calculating the value of collateral to be delivered or returned.
A single object that represents the different methods to specify a valuation date, as used for cash settlement.
Builder Interface
Builder Implementation of ValuationDate
Immutable Implementation of ValuationDate
Defines whether the date of a Valuation is defined by a certain day of the week or a particular date in the month.
Defines the conditions for the day for a Valuation Date.
The regularity of the event for the Valuation Date.
Defines how and when a performance type option or performance type swap is to be valued, including initial, interim and final valuation dates.
Builder Interface
Builder Implementation of ValuationDates
Immutable Implementation of ValuationDates
Specifies inputs needed to process a valuation.
Builder Interface
Builder Implementation of ValuationInstruction
Immutable Implementation of ValuationInstruction
Specifies the parameters required to obtain a valuation, including the source, quotation method (bid, mid etc.) and any applicable quotation amount.
Builder Interface
Builder Implementation of ValuationMethod
Immutable Implementation of ValuationMethod
The enumerated values to specify the ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption.
Builder Interface
Builder Implementation of ValuationPostponement
Immutable Implementation of ValuationPostponement
A class describing the method for obtaining a settlement rate, specified through either an information source (page), a settlement rate option (fixing) or by using quotes from reference banks.
Builder Interface
Builder Implementation of ValuationSource
Immutable Implementation of ValuationSource
Source for the valuation of the transaction by the valuation party.
Builder Interface
Builder Implementation of ValuationTerms
Immutable Implementation of ValuationTerms
The day at which the value of the collateral and obligations to transfer or return collateral are to be calculated relative to the Valuation Date.
The type of time specified for the Valuation Time.
Method used for the valuation of the transaction by the valuation party.
Details of how cash collateral is valued when resolving disputes.
Details of how securities collateral is valued when resolving disputes.
Builder Interface
Builder Implementation of VarianceCapFloor
Immutable Implementation of VarianceCapFloor
Builder Interface
Builder Implementation of VarianceReturnTerms
Immutable Implementation of VarianceReturnTerms
Mapping processors have to be in same package as the attribute.
Builder Interface
Builder Implementation of Velocity
Immutable Implementation of Velocity
Contains volatility-based barriers.
Builder Interface
Builder Implementation of VolatilityCapFloor
Immutable Implementation of VolatilityCapFloor
Builder Interface
Builder Implementation of VolatilityReturnTerms
Immutable Implementation of VolatilityReturnTerms
Provides enumerated values for weather units, generally used in the context of defining quantities for commodities.
The enumerated values to specify the weekly roll day.
A single weighted averaging observation.
Builder Interface
Builder Implementation of WeightedAveragingObservation
Immutable Implementation of WeightedAveragingObservation
A collection of workflow steps which together makeup an entire workflow sequence.
Builder Interface
Builder Implementation of Workflow
Immutable Implementation of Workflow
A class to specify workflow information, which is conceptually applicable to all lifecycle events.
Builder Interface
Builder Implementation of WorkflowState
Immutable Implementation of WorkflowState
A workflow step represents the state of a business event.
Builder Interface
Builder Implementation of WorkflowStep
Immutable Implementation of WorkflowStep
Party approvals associated to the current WorkflowStep.
Builder Interface
Builder Implementation of WorkflowStepApproval
Immutable Implementation of WorkflowStepApproval
The fraction of a year represented by a date range