Uses of Package
cdm.product.collateral
Packages that use cdm.product.collateral
Package
Description
Business event concepts: primitives, contract state and associated state transition function specifications.
Position concepts: portfolio and portfolio aggregation.
Common legal agreement concepts.
Credit support concepts: CSA, collateral, elections, initial margin, threshold, minimum transfer amount.
Template feature concepts to define payouts.
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Classes in cdm.product.collateral used by cdm.event.commonClassDescriptionA type for defining the obligations of the counterparty subject to credit support requirements.Builder InterfaceSpecifies the treatment terms for the eligible collateral criteria specified.Builder InterfaceRepresents a set of criteria used to specify eligible collateral.Builder Interface
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Classes in cdm.product.collateral used by cdm.event.common.functionsClassDescriptionA type for defining the obligations of the counterparty subject to credit support requirements.
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Classes in cdm.product.collateral used by cdm.event.positionClassDescriptionA type for defining the obligations of the counterparty subject to credit support requirements.Contains collateral attributes which can also inherit information from a GMRABuilder Interface
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Classes in cdm.product.collateral used by cdm.legaldocumentation.commonClassDescriptionThe enumerated values to specify the type of margin for which a legal agreement is named.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 InterfaceThe enumerated values to specify the type of Credit Support Agreement governing the transaction.
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Classes in cdm.product.collateral used by cdm.legaldocumentation.csaClassDescriptionA 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 InterfaceA class to specify the application of Interest Amount with respect the Delivery Amount.Builder InterfaceA class to specify the Distributions and Interest Payment provisions applicable to the collateral agreement.Builder InterfaceRepresents a set of criteria used to specify eligible collateral.Builder InterfaceA class to specify the application of Interest Amount with respect the Return Amount.Builder Interface
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Classes in cdm.product.collateral used by cdm.product.collateralClassDescriptionRepresents a class to specify a credit notation.Builder InterfaceUsed to combine two or more Collateral Criteria using AND logic.Builder InterfaceIf there is an alternative to interest amounts, how is it specified?Used to combine two or more Collateral Criteria using OR logic.Builder InterfaceBuilder InterfaceBuilder InterfaceBuilder InterfaceRepresents the average trading volume of an Equity product upon an exchange or set of exchanges.Builder InterfaceIndicates the type of equity average trading volume (single) the highest amount on one exchange, or (consolidated) volumes across more than one exchange.Result for the CheckEligibilityByDetails and CheckEligibilityForProduct functionsBuilder InterfaceA type for defining the obligations of the counterparty subject to credit support requirements.Builder InterfaceRepresents the parameters needed to calculate the floating rate paid on collateral holdings.Builder InterfaceThe 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 InterfaceRepresents a set of criteria used to specify and describe collateral.Builder InterfaceBuilder Implementation of CollateralCriteriaBaseImmutable Implementation of CollateralCriteriaBaseRepresents parameters for calculating the amount the floating interest calculation, e.g.Builder InterfaceHow 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 InterfaceRepresents the parameters describing when notifications should be made for required collateral interest transfers.Builder InterfaceRepresents the floating interest calculation and distribution parameters for a single currency.Builder InterfaceThe enumerated values to specify the type of margin for which a legal agreement is named.Contains collateral attributes which can also inherit information from a GMRABuilder InterfaceSpecifies the treatment terms for the eligible collateral criteria specified.Builder InterfaceSpecifies the types of collateral that are accepted by the LenderSpecification of the valuation treatment for the specified collateral.Builder InterfaceRepresents a class to describe concentration limits that may be applicable to eligible collateral criteria.Builder InterfaceRespresents a class to describe a set of criteria to describe specific assets that the concentration limits apply to.Builder InterfaceRepresents the enumerated values to identify where a concentration limit is applied in the eligible collateral schedule.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 InterfaceBuilder InterfaceThe enumerated values to specify the type of Credit Support Agreement governing the transaction.A class to specify the application of Interest Amount with respect the Delivery Amount.Builder InterfaceThe enumerated values to specify the application of Interest Amount with respect to the Delivery Amount through standard language.A class to specify the Distributions and Interest Payment provisions applicable to the collateral agreement.Builder InterfaceBuilder InterfaceQuery to check against an EligibleCollateralSpecificationBuilder InterfaceRepresents a set of criteria used to specify eligible collateral.Builder InterfaceRepresents a set of criteria used to specify eligible collateral.Builder InterfaceBuilder InterfaceA 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 InterfaceA class to specify the application of Interest Amount with respect to the Delivery Amount and the Return Amount.Builder InterfaceBuilder InterfaceBuilder InterfaceBuilder InterfaceSpecifies a filter based on a stock exchange.Builder InterfaceSpecifies a filter based on an industry sector.Builder InterfaceUsed to apply a NOT logic condition to a single Collateral Criteria.Builder InterfaceRepresents an enumeration list to identify which Collateral Criteria type should have priority over others.A class to specify the application of Interest Amount with respect the Return Amount.Builder InterfaceBuilder InterfaceA single, specifically identified Asset chosen from the Asset data typeBuilder InterfaceDefines collateral substitution provisions such as how many and with how much notice are substitutions allowed.Builder Interface
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Classes in cdm.product.collateral used by cdm.product.collateral.functionsClassDescriptionRepresents a class to specify a credit notation.Result for the CheckEligibilityByDetails and CheckEligibilityForProduct functionsBuilder InterfaceThe 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 InterfaceSpecifies the treatment terms for the eligible collateral criteria specified.Query to check against an EligibleCollateralSpecificationRepresents a set of criteria used to specify eligible collateral.Represents a set of criteria used to specify eligible collateral.Builder Interface
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Classes in cdm.product.collateral used by cdm.product.collateral.metaClassDescriptionRepresents a class to specify a credit notation.Used to combine two or more Collateral Criteria using AND logic.Used to combine two or more Collateral Criteria using OR logic.Represents the average trading volume of an Equity product upon an exchange or set of exchanges.Result for the CheckEligibilityByDetails and CheckEligibilityForProduct functionsA type for defining the obligations of the counterparty subject to credit support requirements.Represents the parameters needed to calculate the floating rate paid on collateral holdings.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.Represents a set of criteria used to specify and describe collateral.Represents parameters for calculating the amount the floating interest calculation, e.g.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.Represents the parameters describing when notifications should be made for required collateral interest transfers.Represents the floating interest calculation and distribution parameters for a single currency.Contains collateral attributes which can also inherit information from a GMRASpecifies the treatment terms for the eligible collateral criteria specified.Specification of the valuation treatment for the specified collateral.Represents a class to describe concentration limits that may be applicable to eligible collateral criteria.Respresents a class to describe a set of criteria to describe specific assets that the concentration limits apply to.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.A class to specify the application of Interest Amount with respect the Delivery Amount.A class to specify the Distributions and Interest Payment provisions applicable to the collateral agreement.Query to check against an EligibleCollateralSpecificationRepresents a set of criteria used to specify eligible collateral.Represents a set of criteria used to specify eligible collateral.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.A class to specify the application of Interest Amount with respect to the Delivery Amount and the Return Amount.Specifies a filter based on a stock exchange.Specifies a filter based on an industry sector.Used to apply a NOT logic condition to a single Collateral Criteria.A class to specify the application of Interest Amount with respect the Return Amount.A single, specifically identified Asset chosen from the Asset data typeDefines collateral substitution provisions such as how many and with how much notice are substitutions allowed.
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Classes in cdm.product.collateral used by cdm.product.collateral.metafieldsClassDescriptionA type for defining the obligations of the counterparty subject to credit support requirements.Builder InterfaceThe enumerated values to specify the type of Credit Support Agreement governing the transaction.
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Classes in cdm.product.collateral used by cdm.product.collateral.validationClassDescriptionRepresents a class to specify a credit notation.Used to combine two or more Collateral Criteria using AND logic.Used to combine two or more Collateral Criteria using OR logic.Represents the average trading volume of an Equity product upon an exchange or set of exchanges.Result for the CheckEligibilityByDetails and CheckEligibilityForProduct functionsA type for defining the obligations of the counterparty subject to credit support requirements.Represents the parameters needed to calculate the floating rate paid on collateral holdings.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.Represents a set of criteria used to specify and describe collateral.Represents parameters for calculating the amount the floating interest calculation, e.g.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.Represents the parameters describing when notifications should be made for required collateral interest transfers.Represents the floating interest calculation and distribution parameters for a single currency.Contains collateral attributes which can also inherit information from a GMRASpecifies the treatment terms for the eligible collateral criteria specified.Specification of the valuation treatment for the specified collateral.Represents a class to describe concentration limits that may be applicable to eligible collateral criteria.Respresents a class to describe a set of criteria to describe specific assets that the concentration limits apply to.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.A class to specify the application of Interest Amount with respect the Delivery Amount.A class to specify the Distributions and Interest Payment provisions applicable to the collateral agreement.Query to check against an EligibleCollateralSpecificationRepresents a set of criteria used to specify eligible collateral.Represents a set of criteria used to specify eligible collateral.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.A class to specify the application of Interest Amount with respect to the Delivery Amount and the Return Amount.Specifies a filter based on a stock exchange.Specifies a filter based on an industry sector.Used to apply a NOT logic condition to a single Collateral Criteria.A class to specify the application of Interest Amount with respect the Return Amount.A single, specifically identified Asset chosen from the Asset data typeDefines collateral substitution provisions such as how many and with how much notice are substitutions allowed.
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Classes in cdm.product.collateral used by cdm.product.collateral.validation.dataruleClassDescriptionRepresents a class to specify a credit notation.A type for defining the obligations of the counterparty subject to credit support requirements.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.Represents parameters for calculating the amount the floating interest calculation, e.g.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.Specification of the valuation treatment for the specified collateral.Represents a class to describe concentration limits that may be applicable to eligible collateral criteria.Respresents a class to describe a set of criteria to describe specific assets that the concentration limits apply to.A class to specify the application of Interest Amount with respect the Delivery Amount.Represents a set of criteria used to specify eligible collateral.A class to specify the application of Interest Amount with respect the Return Amount.
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Classes in cdm.product.collateral used by cdm.product.collateral.validation.existsClassDescriptionRepresents a class to specify a credit notation.Used to combine two or more Collateral Criteria using AND logic.Used to combine two or more Collateral Criteria using OR logic.Represents the average trading volume of an Equity product upon an exchange or set of exchanges.Result for the CheckEligibilityByDetails and CheckEligibilityForProduct functionsA type for defining the obligations of the counterparty subject to credit support requirements.Represents the parameters needed to calculate the floating rate paid on collateral holdings.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.Represents a set of criteria used to specify and describe collateral.Represents parameters for calculating the amount the floating interest calculation, e.g.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.Represents the parameters describing when notifications should be made for required collateral interest transfers.Represents the floating interest calculation and distribution parameters for a single currency.Contains collateral attributes which can also inherit information from a GMRASpecifies the treatment terms for the eligible collateral criteria specified.Specification of the valuation treatment for the specified collateral.Represents a class to describe concentration limits that may be applicable to eligible collateral criteria.Respresents a class to describe a set of criteria to describe specific assets that the concentration limits apply to.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.A class to specify the application of Interest Amount with respect the Delivery Amount.A class to specify the Distributions and Interest Payment provisions applicable to the collateral agreement.Query to check against an EligibleCollateralSpecificationRepresents a set of criteria used to specify eligible collateral.Represents a set of criteria used to specify eligible collateral.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.A class to specify the application of Interest Amount with respect to the Delivery Amount and the Return Amount.Specifies a filter based on a stock exchange.Specifies a filter based on an industry sector.Used to apply a NOT logic condition to a single Collateral Criteria.A class to specify the application of Interest Amount with respect the Return Amount.A single, specifically identified Asset chosen from the Asset data typeDefines collateral substitution provisions such as how many and with how much notice are substitutions allowed.
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Classes in cdm.product.collateral used by cdm.product.templateClassDescriptionA type for defining the obligations of the counterparty subject to credit support requirements.Builder Interface