Package cdm.observable.asset

package cdm.observable.asset

Observable asset concepts: schedule, settlement, price and quantity notation etc.

Observable concepts applicable to assets: price, reference price, valuation method etc.

Related Packages

Package	Description
cdm.observable.asset.calculatedrate	Floating amount calculations for calculated rates.
cdm.observable.asset.fro	Support for floating rate option definitions.
cdm.observable.asset.functions
cdm.observable.asset.meta
cdm.observable.asset.metafields
cdm.observable.asset.processor
cdm.observable.asset.util
cdm.observable.asset.validation

Class	Description
Basket	Defines a custom basket by referencing an identifier and its constituents.
Basket.BasketBuilder	Builder Interface
Basket.BasketBuilderImpl	Builder Implementation of Basket
Basket.BasketImpl	Immutable Implementation of Basket
BasketConstituent	Identifies the constituents of the basket
BasketConstituent.BasketConstituentBuilder	Builder Interface
BasketConstituent.BasketConstituentBuilderImpl	Builder Implementation of BasketConstituent
BasketConstituent.BasketConstituentImpl	Immutable Implementation of BasketConstituent
CalculationAgent	A class defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
CalculationAgent.CalculationAgentBuilder	Builder Interface
CalculationAgent.CalculationAgentBuilderImpl	Builder Implementation of CalculationAgent
CalculationAgent.CalculationAgentImpl	Immutable Implementation of CalculationAgent
CashCollateralValuationMethod	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.
CashCollateralValuationMethod.CashCollateralValuationMethodBuilder	Builder Interface
CashCollateralValuationMethod.CashCollateralValuationMethodBuilderImpl	Builder Implementation of CashCollateralValuationMethod
CashCollateralValuationMethod.CashCollateralValuationMethodImpl	Immutable Implementation of CashCollateralValuationMethod
CashPrice	Specifies the nature of a cash price either as a fee type, cash price type, or premium expression.
CashPrice.CashPriceBuilder	Builder Interface
CashPrice.CashPriceBuilderImpl	Builder Implementation of CashPrice
CashPrice.CashPriceImpl	Immutable Implementation of CashPrice
CashPriceTypeEnum	Provides a list of possible types of cash prices, applicable when PriceTypeEnum is itself of type CashPrice.
CommodityReferencePriceEnum	The enumeration values to specify the Commodity Reference Prices specified in the Annex to the 2005 ISDA Commodity Definitions.
CreditIndex	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.
CreditIndex.CreditIndexBuilder	Builder Interface
CreditIndex.CreditIndexBuilderImpl	Builder Implementation of CreditIndex
CreditIndex.CreditIndexImpl	Immutable Implementation of CreditIndex
CreditNotation	Represents a class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications.
CreditNotation.CreditNotationBuilder	Builder Interface
CreditNotation.CreditNotationBuilderImpl	Builder Implementation of CreditNotation
CreditNotation.CreditNotationImpl	Immutable Implementation of CreditNotation
CreditNotationBoundaryEnum	Identifies an agency rating as a simple scale boundary of minimum or maximum.
CreditNotationMismatchResolutionEnum	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.
CreditNotations	Represents the credit rating notation higher level construct, which provides the ability to specify multiple rating notations.
CreditNotations.CreditNotationsBuilder	Builder Interface
CreditNotations.CreditNotationsBuilderImpl	Builder Implementation of CreditNotations
CreditNotations.CreditNotationsImpl	Immutable Implementation of CreditNotations
CreditRatingAgencyEnum	Represents the enumerated values to specify the rating agencies.
CreditRatingCreditWatchEnum	Represents the enumerated values to specify the credit watch rating.
CreditRatingDebt	Specifies the credit rating debt type(s) associated with the credit rating notation and scale.
CreditRatingDebt.CreditRatingDebtBuilder	Builder Interface
CreditRatingDebt.CreditRatingDebtBuilderImpl	Builder Implementation of CreditRatingDebt
CreditRatingDebt.CreditRatingDebtImpl	Immutable Implementation of CreditRatingDebt
CreditRatingOutlookEnum	Represents the enumerated values to specify the credit rating outlook.
CsaTypeEnum	How is the Creadit Support Annex defined for this transaction as defined in the 2021 ISDA Definitions, section 18.2.1
Curve
Curve.CurveBuilder	Builder Interface
Curve.CurveBuilderImpl	Builder Implementation of Curve
Curve.CurveImpl	Immutable Implementation of Curve
DividendApplicability	The parameters which define whether dividends are applicable
DividendApplicability.DividendApplicabilityBuilder	Builder Interface
DividendApplicability.DividendApplicabilityBuilderImpl	Builder Implementation of DividendApplicability
DividendApplicability.DividendApplicabilityImpl	Immutable Implementation of DividendApplicability
EquityIndex	Specification of an index based on equity securities, e.g. the S&P 500..
EquityIndex.EquityIndexBuilder	Builder Interface
EquityIndex.EquityIndexBuilderImpl	Builder Implementation of EquityIndex
EquityIndex.EquityIndexImpl	Immutable Implementation of EquityIndex
FallbackReferencePrice	The method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.
FallbackReferencePrice.FallbackReferencePriceBuilder	Builder Interface
FallbackReferencePrice.FallbackReferencePriceBuilderImpl	Builder Implementation of FallbackReferencePrice
FallbackReferencePrice.FallbackReferencePriceImpl	Immutable Implementation of FallbackReferencePrice
FeeTypeEnum	The enumerated values to specify an event that has given rise to a fee.
FloatingRateIndex	Specification of an interest rate index which can change over time, e.g. the SONIA (Sterling Overnight Index Average) in the UK.
FloatingRateIndex.FloatingRateIndexBuilder	Builder Interface
FloatingRateIndex.FloatingRateIndexBuilderImpl	Builder Implementation of FloatingRateIndex
FloatingRateIndex.FloatingRateIndexImpl	Immutable Implementation of FloatingRateIndex
ForeignExchangeRateIndex	Specification of a rate based on the exchange of a pair of cash assets in specific currencies, e.g.
ForeignExchangeRateIndex.ForeignExchangeRateIndexBuilder	Builder Interface
ForeignExchangeRateIndex.ForeignExchangeRateIndexBuilderImpl	Builder Implementation of ForeignExchangeRateIndex
ForeignExchangeRateIndex.ForeignExchangeRateIndexImpl	Immutable Implementation of ForeignExchangeRateIndex
FxInformationSource	Information source specific to Foreign Exchange products.
FxInformationSource.FxInformationSourceBuilder	Builder Interface
FxInformationSource.FxInformationSourceBuilderImpl	Builder Implementation of FxInformationSource
FxInformationSource.FxInformationSourceImpl	Immutable Implementation of FxInformationSource
FxRate	A class describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
FxRate.FxRateBuilder	Builder Interface
FxRate.FxRateBuilderImpl	Builder Implementation of FxRate
FxRate.FxRateImpl	Immutable Implementation of FxRate
FxRateSourceFixing	Describes a rate source to be fixed and the date the fixing occurs
FxRateSourceFixing.FxRateSourceFixingBuilder	Builder Interface
FxRateSourceFixing.FxRateSourceFixingBuilderImpl	Builder Implementation of FxRateSourceFixing
FxRateSourceFixing.FxRateSourceFixingImpl	Immutable Implementation of FxRateSourceFixing
FxSettlementRateSource	The source of the Foreign Exchange settlement rate.
FxSettlementRateSource.FxSettlementRateSourceBuilder	Builder Interface
FxSettlementRateSource.FxSettlementRateSourceBuilderImpl	Builder Implementation of FxSettlementRateSource
FxSettlementRateSource.FxSettlementRateSourceImpl	Immutable Implementation of FxSettlementRateSource
FxSpotRateSource	A class defining the rate source and fixing time for an FX rate.
FxSpotRateSource.FxSpotRateSourceBuilder	Builder Interface
FxSpotRateSource.FxSpotRateSourceBuilderImpl	Builder Implementation of FxSpotRateSource
FxSpotRateSource.FxSpotRateSourceImpl	Immutable Implementation of FxSpotRateSource
Index	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.
Index.IndexBuilder	Builder Interface
Index.IndexBuilderImpl	Builder Implementation of Index
Index.IndexImpl	Immutable Implementation of Index
IndexBase	Identifies an index by referencing an identifier.
IndexBase.IndexBaseBuilder	Builder Interface
IndexBase.IndexBaseBuilderImpl	Builder Implementation of IndexBase
IndexBase.IndexBaseImpl	Immutable Implementation of IndexBase
InflationIndex	Specification of an index that measures inflation in a specific market, e.g. the US Consumer Price Index.
InflationIndex.InflationIndexBuilder	Builder Interface
InflationIndex.InflationIndexBuilderImpl	Builder Implementation of InflationIndex
InflationIndex.InflationIndexImpl	Immutable Implementation of InflationIndex
InformationProviderEnum	The enumerated values to specify the list of information providers.
InformationSource	A class defining the source for a piece of information (e.g. a rate fix or an FX fixing).
InformationSource.InformationSourceBuilder	Builder Interface
InformationSource.InformationSourceBuilderImpl	Builder Implementation of InformationSource
InformationSource.InformationSourceImpl	Immutable Implementation of InformationSource
InterestRateCurve
InterestRateCurve.InterestRateCurveBuilder	Builder Interface
InterestRateCurve.InterestRateCurveBuilderImpl	Builder Implementation of InterestRateCurve
InterestRateCurve.InterestRateCurveImpl	Immutable Implementation of InterestRateCurve
InterestRateIndex	An index based in interest rates or inflation rates in a certain market.
InterestRateIndex.InterestRateIndexBuilder	Builder Interface
InterestRateIndex.InterestRateIndexBuilderImpl	Builder Implementation of InterestRateIndex
InterestRateIndex.InterestRateIndexImpl	Immutable Implementation of InterestRateIndex
InterpolationMethodEnum	The enumerated values to specify the interpolation method, e.g. linear.
MakeWholeAmount	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).
MakeWholeAmount.MakeWholeAmountBuilder	Builder Interface
MakeWholeAmount.MakeWholeAmountBuilderImpl	Builder Implementation of MakeWholeAmount
MakeWholeAmount.MakeWholeAmountImpl	Immutable Implementation of MakeWholeAmount
Money	Defines a monetary amount in a specified currency.
Money.MoneyBuilder	Builder Interface
Money.MoneyBuilderImpl	Builder Implementation of Money
Money.MoneyImpl	Immutable Implementation of Money
MultipleCreditNotations	Represetns a class to specify multiple credit notations alongside a conditional 'any' or 'all' qualifier.
MultipleCreditNotations.MultipleCreditNotationsBuilder	Builder Interface
MultipleCreditNotations.MultipleCreditNotationsBuilderImpl	Builder Implementation of MultipleCreditNotations
MultipleCreditNotations.MultipleCreditNotationsImpl	Immutable Implementation of MultipleCreditNotations
MultipleDebtTypes	Represents a class to specify multiple credit debt types alongside a conditional 'any' or 'all' qualifier.
MultipleDebtTypes.MultipleDebtTypesBuilder	Builder Interface
MultipleDebtTypes.MultipleDebtTypesBuilderImpl	Builder Implementation of MultipleDebtTypes
MultipleDebtTypes.MultipleDebtTypesImpl	Immutable Implementation of MultipleDebtTypes
MultipleValuationDates
MultipleValuationDates.MultipleValuationDatesBuilder	Builder Interface
MultipleValuationDates.MultipleValuationDatesBuilderImpl	Builder Implementation of MultipleValuationDates
MultipleValuationDates.MultipleValuationDatesImpl	Immutable Implementation of MultipleValuationDates
Observable	Specifies the object to be observed for a price, it could be an asset or a reference.
Observable.ObservableBuilder	Builder Interface
Observable.ObservableBuilderImpl	Builder Implementation of Observable
Observable.ObservableImpl	Immutable Implementation of Observable
OtherIndex	Specification of a user-defined index that does not meet the criteria of other Index data types.
OtherIndex.OtherIndexBuilder	Builder Interface
OtherIndex.OtherIndexBuilderImpl	Builder Implementation of OtherIndex
OtherIndex.OtherIndexImpl	Immutable Implementation of OtherIndex
PartyDeterminationEnum	The enumerated values to specify how a calculation agent will be determined.
PerformanceValuationDates	Defines how and when a performance type option or performance type swap is to be valued.
PerformanceValuationDates.PerformanceValuationDatesBuilder	Builder Interface
PerformanceValuationDates.PerformanceValuationDatesBuilderImpl	Builder Implementation of PerformanceValuationDates
PerformanceValuationDates.PerformanceValuationDatesImpl	Immutable Implementation of PerformanceValuationDates
PremiumExpression	This class corresponds to the FpML Premium.model group for representing the option premium when expressed in a way other than an amount.
PremiumExpression.PremiumExpressionBuilder	Builder Interface
PremiumExpression.PremiumExpressionBuilderImpl	Builder Implementation of PremiumExpression
PremiumExpression.PremiumExpressionImpl	Immutable Implementation of PremiumExpression
PremiumTypeEnum	The enumerated values to specify the premium type for forward start options.
Price	Specifies a price as a single value to be associated to a financial product.
Price.PriceBuilder	Builder Interface
Price.PriceBuilderImpl	Builder Implementation of Price
Price.PriceImpl	Immutable Implementation of Price
PriceComposite	Defines the inputs required to calculate a price as a simple composite of 2 other values.
PriceComposite.PriceCompositeBuilder	Builder Interface
PriceComposite.PriceCompositeBuilderImpl	Builder Implementation of PriceComposite
PriceComposite.PriceCompositeImpl	Immutable Implementation of PriceComposite
PriceExpressionEnum	Enumerated values to specify whether the price is expressed in absolute or relative terms.
PriceOperandEnum
PriceQuantity	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).
PriceQuantity.PriceQuantityBuilder	Builder Interface
PriceQuantity.PriceQuantityBuilderImpl	Builder Implementation of PriceQuantity
PriceQuantity.PriceQuantityImpl	Immutable Implementation of PriceQuantity
PriceSchedule	Specifies the price of a financial instrument in a trade as a schedule of measures.
PriceSchedule.PriceScheduleBuilder	Builder Interface
PriceSchedule.PriceScheduleBuilderImpl	Builder Implementation of PriceSchedule
PriceSchedule.PriceScheduleImpl	Immutable Implementation of PriceSchedule
PriceSourceDisruption	A data defining: the parameters used to get a price quote to replace the settlement rate option that is disrupted.
PriceSourceDisruption.PriceSourceDisruptionBuilder	Builder Interface
PriceSourceDisruption.PriceSourceDisruptionBuilderImpl	Builder Implementation of PriceSourceDisruption
PriceSourceDisruption.PriceSourceDisruptionImpl	Immutable Implementation of PriceSourceDisruption
PriceTypeEnum	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.
QuotationRateTypeEnum	The enumerated values to specify the type of quotation rate to be obtained from each cash settlement reference bank.
QuotationSideEnum	The enumerated values to specify the side from which perspective a value is quoted.
QuotationStyleEnum	The enumerated values to specify the actual quotation style (e.g.
QuoteBasisEnum	The enumerated values to specify how an exchange rate is quoted.
QuotedCurrencyPair	A class that describes the composition of a rate that has been quoted or is to be quoted.
QuotedCurrencyPair.QuotedCurrencyPairBuilder	Builder Interface
QuotedCurrencyPair.QuotedCurrencyPairBuilderImpl	Builder Implementation of QuotedCurrencyPair
QuotedCurrencyPair.QuotedCurrencyPairImpl	Immutable Implementation of QuotedCurrencyPair
RateObservation	A class defining parameters associated with an individual observation or fixing.
RateObservation.RateObservationBuilder	Builder Interface
RateObservation.RateObservationBuilderImpl	Builder Implementation of RateObservation
RateObservation.RateObservationImpl	Immutable Implementation of RateObservation
ReferenceSwapCurve	A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.
ReferenceSwapCurve.ReferenceSwapCurveBuilder	Builder Interface
ReferenceSwapCurve.ReferenceSwapCurveBuilderImpl	Builder Implementation of ReferenceSwapCurve
ReferenceSwapCurve.ReferenceSwapCurveImpl	Immutable Implementation of ReferenceSwapCurve
SettlementRateOption	Defines the settlement rate option to use for fixing in case of cash settlement.
SettlementRateOption.SettlementRateOptionBuilder	Builder Interface
SettlementRateOption.SettlementRateOptionBuilderImpl	Builder Implementation of SettlementRateOption
SettlementRateOption.SettlementRateOptionImpl	Immutable Implementation of SettlementRateOption
SettlementRateOptionEnum	The enumerated values to specify the settlement rate options as specified in the Annex A to the 1998 FX and Currency Options Definitions.
SingleValuationDate	A class to specify the number of business days after satisfaction of all conditions to settlement.
SingleValuationDate.SingleValuationDateBuilder	Builder Interface
SingleValuationDate.SingleValuationDateBuilderImpl	Builder Implementation of SingleValuationDate
SingleValuationDate.SingleValuationDateImpl	Immutable Implementation of SingleValuationDate
SwapCurveValuation	A class to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.
SwapCurveValuation.SwapCurveValuationBuilder	Builder Interface
SwapCurveValuation.SwapCurveValuationBuilderImpl	Builder Implementation of SwapCurveValuation
SwapCurveValuation.SwapCurveValuationImpl	Immutable Implementation of SwapCurveValuation
TransactedPrice	A class to represent the transacted price attributes that are positioned as part of the FpML FeeLeg.
TransactedPrice.TransactedPriceBuilder	Builder Interface
TransactedPrice.TransactedPriceBuilderImpl	Builder Implementation of TransactedPrice
TransactedPrice.TransactedPriceImpl	Immutable Implementation of TransactedPrice
ValuationDates	Defines how and when a performance type option or performance type swap is to be valued, including initial, interim and final valuation dates.
ValuationDates.ValuationDatesBuilder	Builder Interface
ValuationDates.ValuationDatesBuilderImpl	Builder Implementation of ValuationDates
ValuationDates.ValuationDatesImpl	Immutable Implementation of ValuationDates
ValuationMethod	Specifies the parameters required to obtain a valuation, including the source, quotation method (bid, mid etc.) and any applicable quotation amount.
ValuationMethod.ValuationMethodBuilder	Builder Interface
ValuationMethod.ValuationMethodBuilderImpl	Builder Implementation of ValuationMethod
ValuationMethod.ValuationMethodImpl	Immutable Implementation of ValuationMethod
ValuationMethodEnum	The enumerated values to specify the ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
ValuationPostponement	Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption.
ValuationPostponement.ValuationPostponementBuilder	Builder Interface
ValuationPostponement.ValuationPostponementBuilderImpl	Builder Implementation of ValuationPostponement
ValuationPostponement.ValuationPostponementImpl	Immutable Implementation of ValuationPostponement
ValuationSource	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.
ValuationSource.ValuationSourceBuilder	Builder Interface
ValuationSource.ValuationSourceBuilderImpl	Builder Implementation of ValuationSource
ValuationSource.ValuationSourceImpl	Immutable Implementation of ValuationSource