Uses of Package
cdm.observable.asset
Packages that use cdm.observable.asset
Package
Description
Basic maths concepts: quantity and unit, rounding, curve / schedule, non-negativity constraint etc.
Basic static asset concepts that apply across asset classes: taxonomy etc.
Basic identifier and assigned identifier concepts that are applicable across the model.
Business event concepts: primitives, contract state and associated state transition function specifications.
Position concepts: portfolio and portfolio aggregation.
Credit support concepts: CSA, collateral, elections, initial margin, threshold, minimum transfer amount.
Observable asset concepts: schedule, settlement, price and quantity notation etc.
Observable event concepts: extraordinary event, trigger event, disruption event etc.
Product concepts applicable to specific asset classes.
Product-related, asset class-specific floating-rate index concepts, such as rate definitions.
Common product schedule concepts: calculation period, reset, fixing and payment dates, stub, notional schedule, roll convention.
Common product settlement concepts: cash vs physical, non-deliverable, money and cashflow, delivery vs payment.
Template feature concepts to define payouts.
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Classes in cdm.observable.asset used by cdm.base.mathClassDescriptionDefines a monetary amount in a specified currency.Builder Interface
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Classes in cdm.observable.asset used by cdm.base.staticdata.asset.commonClassDescriptionThe enumerated values to specify the side from which perspective a value is quoted.
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Classes in cdm.observable.asset used by cdm.base.staticdata.identifierClassDescriptionSpecifies a price as a single value to be associated to a financial product.Builder Interface
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Classes in cdm.observable.asset used by cdm.event.commonClassDescriptionThe enumerated values to specify an event that has given rise to a fee.Defines a monetary amount in a specified currency.Builder InterfaceSpecifies a price as a single value to be associated to a financial product.Builder InterfaceDefines a settlement as an exchange between two parties of a specified quantity of an asset (the quantity) against a specified quantity of another asset (the price).Builder Interface
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Classes in cdm.observable.asset used by cdm.event.common.functionsClassDescriptionDefines a monetary amount in a specified currency.Builder InterfaceDefines how and when a performance type option or performance type swap is to be valued.Specifies a price as a single value to be associated to a financial product.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 InterfaceSpecifies the price of a financial instrument in a trade as a schedule of measures.Defines how and when a performance type option or performance type swap is to be valued, including initial, interim and final valuation dates.
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Classes in cdm.observable.asset used by cdm.event.positionClassDescriptionDefines a monetary amount in a specified currency.Builder InterfaceSpecifies a price as a single value to be associated to a financial product.Builder InterfaceDefines a settlement as an exchange between two parties of a specified quantity of an asset (the quantity) against a specified quantity of another asset (the price).Builder Interface
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Classes in cdm.observable.asset used by cdm.event.qualification.functionsClassDescriptionSpecifies the price of a financial instrument in a trade as a schedule of measures.
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Classes in cdm.observable.asset used by cdm.legaldocumentation.csaClassDescriptionRepresents a class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications.Builder InterfaceRepresents 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 enumerated values to specify the rating agencies.Defines a monetary amount in a specified currency.Builder Interface
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Classes in cdm.observable.asset used by cdm.legaldocumentation.csa.functionsClassDescriptionDefines a monetary amount in a specified currency.Builder Interface
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Classes in cdm.observable.asset used by cdm.legaldocumentation.transactionClassDescriptionThe enumerated values to specify the interpolation method, e.g. linear.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
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Classes in cdm.observable.asset used by cdm.legaldocumentation.transaction.additionaltermsClassDescriptionThe method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.Builder InterfaceDefines the settlement rate option to use for fixing in case of cash settlement.Builder InterfaceSpecifies how long to wait to get a quote from a settlement rate option upon a price source disruption.Builder Interface
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Classes in cdm.observable.asset used by cdm.margin.scheduleClassDescriptionDefines a monetary amount in a specified currency.Builder Interface
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Classes in cdm.observable.asset used by cdm.margin.schedule.functionsClassDescriptionDefines a monetary amount in a specified currency.Builder InterfaceSpecifies a price as a single value to be associated to a financial product.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).
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Classes in cdm.observable.asset used by cdm.observable.assetClassDescriptionDefines a custom basket by referencing an identifier and its constituents.Builder InterfaceIdentifies the constituents of the basketBuilder InterfaceA class defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.Builder InterfaceThis 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 InterfaceSpecifies the nature of a cash price either as a fee type, cash price type, or premium expression.Builder InterfaceProvides a list of possible types of cash prices, applicable when PriceTypeEnum is itself of type CashPrice.The enumeration values to specify the Commodity Reference Prices specified in the Annex to the 2005 ISDA Commodity Definitions.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 InterfaceRepresents a class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications.Builder InterfaceIdentifies 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 InterfaceRepresents 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 InterfaceRepresents the enumerated values to specify the credit rating outlook.How is the Creadit Support Annex defined for this transaction as defined in the 2021 ISDA Definitions, section 18.2.1Builder InterfaceThe parameters which define whether dividends are applicableBuilder InterfaceSpecification of an index based on equity securities, e.g. the S&P 500..Builder InterfaceThe method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.Builder InterfaceThe enumerated values to specify an event that has given rise to a fee.Specification of an interest rate index which can change over time, e.g. the SONIA (Sterling Overnight Index Average) in the UK.Builder InterfaceSpecification of a rate based on the exchange of a pair of cash assets in specific currencies, e.g.Builder InterfaceInformation source specific to Foreign Exchange products.Builder InterfaceA class describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.Builder InterfaceDescribes a rate source to be fixed and the date the fixing occursBuilder InterfaceThe source of the Foreign Exchange settlement rate.Builder InterfaceA class defining the rate source and fixing time for an FX rate.Builder InterfaceAn 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 InterfaceIdentifies an index by referencing an identifier.Builder InterfaceBuilder Implementation of IndexBaseImmutable Implementation of IndexBaseSpecification of an index that measures inflation in a specific market, e.g. the US Consumer Price Index.Builder InterfaceThe 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 InterfaceBuilder Implementation of InformationSourceImmutable Implementation of InformationSourceBuilder InterfaceAn index based in interest rates or inflation rates in a certain market.Builder InterfaceThe enumerated values to specify the interpolation method, e.g. linear.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 InterfaceDefines a monetary amount in a specified currency.Builder InterfaceRepresetns a class to specify multiple credit notations alongside a conditional 'any' or 'all' qualifier.Builder InterfaceRepresents a class to specify multiple credit debt types alongside a conditional 'any' or 'all' qualifier.Builder InterfaceBuilder InterfaceSpecifies the object to be observed for a price, it could be an asset or a reference.Builder InterfaceBuilder Implementation of ObservableImmutable Implementation of ObservableSpecification of a user-defined index that does not meet the criteria of other Index data types.Builder InterfaceThe enumerated values to specify how a calculation agent will be determined.Defines how and when a performance type option or performance type swap is to be valued.Builder InterfaceThis class corresponds to the FpML Premium.model group for representing the option premium when expressed in a way other than an amount.Builder InterfaceThe enumerated values to specify the premium type for forward start options.Specifies a price as a single value to be associated to a financial product.Builder InterfaceDefines the inputs required to calculate a price as a simple composite of 2 other values.Builder InterfaceEnumerated values to specify whether the price is expressed in absolute or relative terms.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 InterfaceSpecifies the price of a financial instrument in a trade as a schedule of measures.Builder InterfaceBuilder Implementation of PriceScheduleImmutable Implementation of PriceScheduleA data defining: the parameters used to get a price quote to replace the settlement rate option that is disrupted.Builder InterfaceProvides 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.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 InterfaceA class defining parameters associated with an individual observation or fixing.Builder InterfaceA complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.Builder InterfaceDefines the settlement rate option to use for fixing in case of cash settlement.Builder InterfaceThe enumerated values to specify the settlement rate options as specified in the Annex A to the 1998 FX and Currency Options Definitions.A class to specify the number of business days after satisfaction of all conditions to settlement.Builder InterfaceBuilder Implementation of SingleValuationDateImmutable Implementation of SingleValuationDateA class to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.Builder InterfaceBuilder Implementation of SwapCurveValuationImmutable Implementation of SwapCurveValuationA class to represent the transacted price attributes that are positioned as part of the FpML FeeLeg.Builder InterfaceDefines how and when a performance type option or performance type swap is to be valued, including initial, interim and final valuation dates.Builder InterfaceSpecifies the parameters required to obtain a valuation, including the source, quotation method (bid, mid etc.) and any applicable quotation amount.Builder InterfaceThe 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 InterfaceA 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
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Classes in cdm.observable.asset used by cdm.observable.asset.calculatedrate.functionsClassDescriptionAn index based in interest rates or inflation rates in a certain market.
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Classes in cdm.observable.asset used by cdm.observable.asset.fro.functionsClassDescriptionAn index based in interest rates or inflation rates in a certain market.
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Classes in cdm.observable.asset used by cdm.observable.asset.functionsClassDescriptionSpecifies the object to be observed for a price, it could be an asset or a reference.Enumerated values to specify whether the price is expressed in absolute or relative terms.Defines a settlement as an exchange between two parties of a specified quantity of an asset (the quantity) against a specified quantity of another asset (the price).Specifies the price of a financial instrument in a trade as a schedule of measures.Builder InterfaceProvides 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.
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Classes in cdm.observable.asset used by cdm.observable.asset.metaClassDescriptionDefines a custom basket by referencing an identifier and its constituents.Identifies the constituents of the basketA class defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.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.Specifies the nature of a cash price either as a fee type, cash price type, or premium expression.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.Represents a class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications.Represents the credit rating notation higher level construct, which provides the ability to specify multiple rating notations.Specifies the credit rating debt type(s) associated with the credit rating notation and scale.The parameters which define whether dividends are applicableSpecification of an index based on equity securities, e.g. the S&P 500..The method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.Specification of an interest rate index which can change over time, e.g. the SONIA (Sterling Overnight Index Average) in the UK.Specification of a rate based on the exchange of a pair of cash assets in specific currencies, e.g.Information source specific to Foreign Exchange products.A class describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.Describes a rate source to be fixed and the date the fixing occursThe source of the Foreign Exchange settlement rate.A class defining the rate source and fixing time for an FX rate.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.Identifies an index by referencing an identifier.Specification of an index that measures inflation in a specific market, e.g. the US Consumer Price Index.A class defining the source for a piece of information (e.g. a rate fix or an FX fixing).An index based in interest rates or inflation rates in a certain market.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).Defines a monetary amount in a specified currency.Represetns a class to specify multiple credit notations alongside a conditional 'any' or 'all' qualifier.Represents a class to specify multiple credit debt types alongside a conditional 'any' or 'all' qualifier.Specifies the object to be observed for a price, it could be an asset or a reference.Specification of a user-defined index that does not meet the criteria of other Index data types.Defines how and when a performance type option or performance type swap is to be valued.This class corresponds to the FpML Premium.model group for representing the option premium when expressed in a way other than an amount.Specifies a price as a single value to be associated to a financial product.Defines the inputs required to calculate a price as a simple composite of 2 other values.Defines a settlement as an exchange between two parties of a specified quantity of an asset (the quantity) against a specified quantity of another asset (the price).Specifies the price of a financial instrument in a trade as a schedule of measures.A data defining: the parameters used to get a price quote to replace the settlement rate option that is disrupted.A class that describes the composition of a rate that has been quoted or is to be quoted.A class defining parameters associated with an individual observation or fixing.A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.Defines the settlement rate option to use for fixing in case of cash settlement.A class to specify the number of business days after satisfaction of all conditions to settlement.A class to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.A class to represent the transacted price attributes that are positioned as part of the FpML FeeLeg.Defines how and when a performance type option or performance type swap is to be valued, including initial, interim and final valuation dates.Specifies the parameters required to obtain a valuation, including the source, quotation method (bid, mid etc.) and any applicable quotation amount.Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption.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.
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Classes in cdm.observable.asset used by cdm.observable.asset.metafieldsClassDescriptionIdentifies the constituents of the basketBuilder InterfaceThe enumeration values to specify the Commodity Reference Prices specified in the Annex to the 2005 ISDA Commodity Definitions.Represents a class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications.Builder InterfaceThe enumerated values to specify an event that has given rise to a fee.The enumerated values to specify the list of information providers.An index based in interest rates or inflation rates in a certain market.Builder InterfaceThe enumerated values to specify the interpolation method, e.g. linear.Defines a monetary amount in a specified currency.Builder InterfaceSpecifies the object to be observed for a price, it could be an asset or a reference.Builder InterfaceDefines how and when a performance type option or performance type swap is to be valued.Builder InterfaceSpecifies the price of a financial instrument in a trade as a schedule of measures.Builder InterfaceA class that describes the composition of a rate that has been quoted or is to be quoted.Builder InterfaceA class defining parameters associated with an individual observation or fixing.Builder InterfaceThe enumerated values to specify the settlement rate options as specified in the Annex A to the 1998 FX and Currency Options Definitions.
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Classes in cdm.observable.asset used by cdm.observable.asset.processorClassDescriptionDefines the inputs required to calculate a price as a simple composite of 2 other values.Builder InterfaceProvides 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.
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Classes in cdm.observable.asset used by cdm.observable.asset.utilClassDescriptionAn 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.An index based in interest rates or inflation rates in a certain market.Specifies the object to be observed for a price, it could be an asset or a reference.
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Classes in cdm.observable.asset used by cdm.observable.asset.validationClassDescriptionDefines a custom basket by referencing an identifier and its constituents.Identifies the constituents of the basketA class defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.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.Specifies the nature of a cash price either as a fee type, cash price type, or premium expression.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.Represents a class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications.Represents the credit rating notation higher level construct, which provides the ability to specify multiple rating notations.Specifies the credit rating debt type(s) associated with the credit rating notation and scale.The parameters which define whether dividends are applicableSpecification of an index based on equity securities, e.g. the S&P 500..The method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.Specification of an interest rate index which can change over time, e.g. the SONIA (Sterling Overnight Index Average) in the UK.Specification of a rate based on the exchange of a pair of cash assets in specific currencies, e.g.Information source specific to Foreign Exchange products.A class describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.Describes a rate source to be fixed and the date the fixing occursThe source of the Foreign Exchange settlement rate.A class defining the rate source and fixing time for an FX rate.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.Identifies an index by referencing an identifier.Specification of an index that measures inflation in a specific market, e.g. the US Consumer Price Index.A class defining the source for a piece of information (e.g. a rate fix or an FX fixing).An index based in interest rates or inflation rates in a certain market.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).Defines a monetary amount in a specified currency.Represetns a class to specify multiple credit notations alongside a conditional 'any' or 'all' qualifier.Represents a class to specify multiple credit debt types alongside a conditional 'any' or 'all' qualifier.Specifies the object to be observed for a price, it could be an asset or a reference.Specification of a user-defined index that does not meet the criteria of other Index data types.Defines how and when a performance type option or performance type swap is to be valued.This class corresponds to the FpML Premium.model group for representing the option premium when expressed in a way other than an amount.Specifies a price as a single value to be associated to a financial product.Defines the inputs required to calculate a price as a simple composite of 2 other values.Defines a settlement as an exchange between two parties of a specified quantity of an asset (the quantity) against a specified quantity of another asset (the price).Specifies the price of a financial instrument in a trade as a schedule of measures.A data defining: the parameters used to get a price quote to replace the settlement rate option that is disrupted.A class that describes the composition of a rate that has been quoted or is to be quoted.A class defining parameters associated with an individual observation or fixing.A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.Defines the settlement rate option to use for fixing in case of cash settlement.A class to specify the number of business days after satisfaction of all conditions to settlement.A class to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.A class to represent the transacted price attributes that are positioned as part of the FpML FeeLeg.Defines how and when a performance type option or performance type swap is to be valued, including initial, interim and final valuation dates.Specifies the parameters required to obtain a valuation, including the source, quotation method (bid, mid etc.) and any applicable quotation amount.Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption.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.
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Classes in cdm.observable.asset used by cdm.observable.asset.validation.dataruleClassDescriptionIdentifies the constituents of the basketA class defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.Specifies the nature of a cash price either as a fee type, cash price type, or premium expression.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.Represents the credit rating notation higher level construct, which provides the ability to specify multiple rating notations.Specifies the credit rating debt type(s) associated with the credit rating notation and scale.Specification of an index based on equity securities, e.g. the S&P 500..The method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.Specification of an interest rate index which can change over time, e.g. the SONIA (Sterling Overnight Index Average) in the UK.Specification of a rate based on the exchange of a pair of cash assets in specific currencies, e.g.The source of the Foreign Exchange settlement rate.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.Specification of an index that measures inflation in a specific market, e.g. the US Consumer Price Index.An index based in interest rates or inflation rates in a certain market.Defines a monetary amount in a specified currency.Represetns a class to specify multiple credit notations alongside a conditional 'any' or 'all' qualifier.Specifies the object to be observed for a price, it could be an asset or a reference.Specification of a user-defined index that does not meet the criteria of other Index data types.Specifies a price as a single value to be associated to a financial product.Defines the inputs required to calculate a price as a simple composite of 2 other values.Defines a settlement as an exchange between two parties of a specified quantity of an asset (the quantity) against a specified quantity of another asset (the price).Specifies the price of a financial instrument in a trade as a schedule of measures.A class defining parameters associated with an individual observation or fixing.A class to specify the number of business days after satisfaction of all conditions to settlement.Specifies the parameters required to obtain a valuation, including the source, quotation method (bid, mid etc.) and any applicable quotation amount.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.
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Classes in cdm.observable.asset used by cdm.observable.asset.validation.existsClassDescriptionDefines a custom basket by referencing an identifier and its constituents.Identifies the constituents of the basketA class defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.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.Specifies the nature of a cash price either as a fee type, cash price type, or premium expression.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.Represents a class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications.Represents the credit rating notation higher level construct, which provides the ability to specify multiple rating notations.Specifies the credit rating debt type(s) associated with the credit rating notation and scale.The parameters which define whether dividends are applicableSpecification of an index based on equity securities, e.g. the S&P 500..The method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.Specification of an interest rate index which can change over time, e.g. the SONIA (Sterling Overnight Index Average) in the UK.Specification of a rate based on the exchange of a pair of cash assets in specific currencies, e.g.Information source specific to Foreign Exchange products.A class describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.Describes a rate source to be fixed and the date the fixing occursThe source of the Foreign Exchange settlement rate.A class defining the rate source and fixing time for an FX rate.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.Identifies an index by referencing an identifier.Specification of an index that measures inflation in a specific market, e.g. the US Consumer Price Index.A class defining the source for a piece of information (e.g. a rate fix or an FX fixing).An index based in interest rates or inflation rates in a certain market.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).Defines a monetary amount in a specified currency.Represetns a class to specify multiple credit notations alongside a conditional 'any' or 'all' qualifier.Represents a class to specify multiple credit debt types alongside a conditional 'any' or 'all' qualifier.Specifies the object to be observed for a price, it could be an asset or a reference.Specification of a user-defined index that does not meet the criteria of other Index data types.Defines how and when a performance type option or performance type swap is to be valued.This class corresponds to the FpML Premium.model group for representing the option premium when expressed in a way other than an amount.Specifies a price as a single value to be associated to a financial product.Defines the inputs required to calculate a price as a simple composite of 2 other values.Defines a settlement as an exchange between two parties of a specified quantity of an asset (the quantity) against a specified quantity of another asset (the price).Specifies the price of a financial instrument in a trade as a schedule of measures.A data defining: the parameters used to get a price quote to replace the settlement rate option that is disrupted.A class that describes the composition of a rate that has been quoted or is to be quoted.A class defining parameters associated with an individual observation or fixing.A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.Defines the settlement rate option to use for fixing in case of cash settlement.A class to specify the number of business days after satisfaction of all conditions to settlement.A class to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.A class to represent the transacted price attributes that are positioned as part of the FpML FeeLeg.Defines how and when a performance type option or performance type swap is to be valued, including initial, interim and final valuation dates.Specifies the parameters required to obtain a valuation, including the source, quotation method (bid, mid etc.) and any applicable quotation amount.Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption.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.
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Classes in cdm.observable.asset used by cdm.observable.eventClassDescriptionA class defining the source for a piece of information (e.g. a rate fix or an FX fixing).Builder InterfaceDefines a monetary amount in a specified currency.Builder InterfaceSpecifies the object to be observed for a price, it could be an asset or a reference.Builder InterfaceSpecifies a price as a single value to be associated to a financial product.Builder InterfaceSpecifies the price of a financial instrument in a trade as a schedule of measures.Builder Interface
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Classes in cdm.observable.asset used by cdm.observable.event.functionsClassDescriptionSpecifies a price as a single value to be associated to a financial product.Builder Interface
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Classes in cdm.observable.asset used by cdm.product.assetClassDescriptionIdentifies the constituents of the basketSpecification 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 InterfaceThe parameters which define whether dividends are applicableBuilder InterfaceAn index based in interest rates or inflation rates in a certain market.The enumerated values to specify the interpolation method, e.g. linear.Defines a monetary amount in a specified currency.Builder InterfaceSpecifies the object to be observed for a price, it could be an asset or a reference.Specifies a price as a single value to be associated to a financial product.Builder InterfaceSpecifies the price of a financial instrument in a trade as a schedule of measures.A class defining parameters associated with an individual observation or fixing.Builder InterfaceA class to represent the transacted price attributes that are positioned as part of the FpML FeeLeg.Builder Interface
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Classes in cdm.observable.asset used by cdm.product.asset.calculation.functionsClassDescriptionDefines a monetary amount in a specified currency.Builder Interface
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Classes in cdm.observable.asset used by cdm.product.asset.floatingrateClassDescriptionDefines a monetary amount in a specified currency.Builder InterfaceSpecifies a price as a single value to be associated to a financial product.Builder Interface
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Classes in cdm.observable.asset used by cdm.product.asset.functionsClassDescriptionSpecifies the object to be observed for a price, it could be an asset or a reference.Specifies the price of a financial instrument in a trade as a schedule of measures.Builder Interface
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Classes in cdm.observable.asset used by cdm.product.collateralClassDescriptionRepresents a class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications.Builder InterfaceIdentifies 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 enumerated values to specify the rating agencies.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 InterfaceAn index based in interest rates or inflation rates in a certain market.
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Classes in cdm.observable.asset used by cdm.product.common.scheduleClassDescriptionA class defining the rate source and fixing time for an FX rate.Builder InterfaceDefines a monetary amount in a specified currency.Builder InterfaceDefines how and when a performance type option or performance type swap is to be valued.Specifies the price of a financial instrument in a trade as a schedule of measures.
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Classes in cdm.observable.asset used by cdm.product.common.settlementClassDescriptionSpecifies the nature of a cash price either as a fee type, cash price type, or premium expression.Builder InterfaceDefines a monetary amount in a specified currency.Builder InterfaceBuilder InterfaceEnumerated values to specify whether the price is expressed in absolute or relative terms.Specifies the price of a financial instrument in a trade as a schedule of measures.A class to specify the number of business days after satisfaction of all conditions to settlement.Builder InterfaceSpecifies the parameters required to obtain a valuation, including the source, quotation method (bid, mid etc.) and any applicable quotation amount.Builder Interface
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Classes in cdm.observable.asset used by cdm.product.common.settlement.functionsClassDescriptionDefines a settlement as an exchange between two parties of a specified quantity of an asset (the quantity) against a specified quantity of another asset (the price).Builder InterfaceSpecifies the price of a financial instrument in a trade as a schedule of measures.
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Classes in cdm.observable.asset used by cdm.product.qualification.functionsClassDescriptionSpecifies the object to be observed for a price, it could be an asset or a reference.
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Classes in cdm.observable.asset used by cdm.product.templateClassDescriptionA class defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.Builder InterfaceA class describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.Builder InterfaceA class defining the rate source and fixing time for an FX rate.Builder InterfaceDefines a monetary amount in a specified currency.Builder InterfaceSpecifies the object to be observed for a price, it could be an asset or a reference.Specifies a price as a single value to be associated to a financial product.Builder InterfaceDefines a settlement as an exchange between two parties of a specified quantity of an asset (the quantity) against a specified quantity of another asset (the price).Builder InterfaceSpecifies the price of a financial instrument in a trade as a schedule of measures.A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.Builder InterfaceDefines how and when a performance type option or performance type swap is to be valued, including initial, interim and final valuation dates.Builder Interface