Package cdm.product.template
package cdm.product.template
Template feature concepts to define payouts.
-
ClassDescriptionDefines each asset movement of an asset payout.Builder InterfaceBuilder Implementation of AssetLegImmutable Implementation of AssetLegSecurity finance payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.Builder InterfaceBuilder Implementation of AssetPayoutImmutable Implementation of AssetPayoutAn enumerator to differentiate the different trade types used in securities finance and modelled on an AssetPayout.A type to define automatic exercise of a swaption.Builder InterfaceBuilder Implementation of AutomaticExerciseImmutable Implementation of AutomaticExerciseDefines parameters for use in cases when a valuation or other term is based on an average of market observations.Builder InterfaceBuilder Implementation of AveragingCalculationImmutable Implementation of AveragingCalculationAs per ISDA 2002 Definitions.Builder InterfaceBuilder Implementation of AveragingFeatureImmutable Implementation of AveragingFeatureThe enumerated values to specify the type of averaging used in an Asian option.Defines the terms required to calculate the average observations associated with an averaging strike.Builder InterfaceBuilder Implementation of AveragingStrikeFeatureImmutable Implementation of AveragingStrikeFeatureAs per ISDA 2002 Definitions.Builder InterfaceBuilder Implementation of BarrierImmutable Implementation of BarrierA class that allows the full representation of a payout by defining a set of schedule periods.Builder InterfaceBuilder Implementation of CalculationScheduleImmutable Implementation of CalculationScheduleA type for defining a calendar spread feature.Builder InterfaceBuilder Implementation of CalendarSpreadImmutable Implementation of CalendarSpreadIdentifies a party to the on-demand repo transaction that has a right to demand for termination of the Security Finance transaction.A data defining: the right of a party to cancel a swap transaction on the specified exercise dates.Builder InterfaceBuilder Implementation of CancelableProvisionImmutable Implementation of CancelableProvisionA data to: define the adjusted dates for a cancelable provision on a swap transaction.Builder InterfaceBuilder Implementation of CancelableProvisionAdjustedDatesImmutable Implementation of CancelableProvisionAdjustedDatesThe adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date.Builder InterfaceBuilder Implementation of CancellationEventImmutable Implementation of CancellationEventSpecifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront.Builder InterfaceBuilder Implementation of CompositeImmutable Implementation of CompositeA class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.Builder InterfaceBuilder Implementation of ConstituentWeightImmutable Implementation of ConstituentWeightInformation related to dividends and payments.Builder InterfaceBuilder Implementation of DividendTermsImmutable Implementation of DividendTermsA data to: define the adjusted dates associated with an early termination provision.Builder InterfaceBuilder Implementation of EarlyTerminationEventImmutable Implementation of EarlyTerminationEventA data defining: an early termination provision for a swap.Builder InterfaceBuilder Implementation of EarlyTerminationProvisionImmutable Implementation of EarlyTerminationProvisionThis 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 InterfaceBuilder Implementation of EconomicTermsImmutable Implementation of EconomicTermsSpecifies a transaction which automatically extends for a specified timeframe until the exercise of an embedded option.Builder InterfaceBuilder Implementation of EvergreenProvisionImmutable Implementation of EvergreenProvisionA class defining the fee payable on exercise of an option.Builder InterfaceBuilder Implementation of ExerciseFeeImmutable Implementation of ExerciseFeeA class to define a fee or schedule of fees to be payable on the exercise of an option.Builder InterfaceBuilder Implementation of ExerciseFeeScheduleImmutable Implementation of ExerciseFeeScheduleDefines to whom and where notice of execution should be given.Builder InterfaceBuilder Implementation of ExerciseNoticeImmutable Implementation of ExerciseNoticeDefines the principal party to the trade that has the right to exercise.This defines the time interval to the start of the exercise period, i.e. the earliest exercise date, and the frequency of subsequent exercise dates (if any).Builder InterfaceBuilder Implementation of ExercisePeriodImmutable Implementation of ExercisePeriodA class describing how notice of exercise should be given.Builder InterfaceBuilder Implementation of ExerciseProcedureImmutable Implementation of ExerciseProcedureA 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 InterfaceBuilder Implementation of ExerciseTermsImmutable Implementation of ExerciseTermsThe time of day at which the equity option expires, for example the official closing time of the exchange.A data defining: an option to extend an existing swap transaction on the specified exercise dates for a term ending on the specified new termination date.Builder InterfaceBuilder Implementation of ExtendibleProvisionImmutable Implementation of ExtendibleProvisionA data defining: the adjusted dates associated with a provision to extend a swap.Builder InterfaceBuilder Implementation of ExtendibleProvisionAdjustedDatesImmutable Implementation of ExtendibleProvisionAdjustedDatesA data to: define the adjusted dates associated with an individual extension event.Builder InterfaceBuilder Implementation of ExtensionEventImmutable Implementation of ExtensionEventRepresents a fixed price payout.Builder InterfaceBuilder Implementation of FixedPricePayoutImmutable Implementation of FixedPricePayoutA type for defining FX Features.Builder InterfaceBuilder Implementation of FxFeatureImmutable Implementation of FxFeatureA data to: define an early termination provision for which exercise is mandatory.Builder InterfaceBuilder Implementation of MandatoryEarlyTerminationImmutable Implementation of MandatoryEarlyTerminationA data defining: the adjusted dates associated with a mandatory early termination provision.Builder InterfaceBuilder Implementation of MandatoryEarlyTerminationAdjustedDatesImmutable Implementation of MandatoryEarlyTerminationAdjustedDatesA class defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.Builder InterfaceBuilder Implementation of ManualExerciseImmutable Implementation of ManualExerciseThis indicator defines which type of assets (cash or securities) is specified to apply as margin to the repo transaction.A class defining multiple exercises.Builder InterfaceBuilder Implementation of MultipleExerciseImmutable Implementation of MultipleExerciseA data type to specify the financial product's economic terms, alongside the product identification and product taxonomy.Builder InterfaceBuilder Implementation of NonTransferableProductImmutable Implementation of NonTransferableProductA data defining: an early termination provision where either or both parties have the right to exercise.Builder InterfaceBuilder Implementation of OptionalEarlyTerminationImmutable Implementation of OptionalEarlyTerminationA data defining: the adjusted dates associated with an optional early termination provision.Builder InterfaceBuilder Implementation of OptionalEarlyTerminationAdjustedDatesImmutable Implementation of OptionalEarlyTerminationAdjustedDatesThe 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 InterfaceBuilder Implementation of OptionFeatureImmutable Implementation of OptionFeatureThe option payout specification terms.Builder InterfaceBuilder Implementation of OptionPayoutImmutable Implementation of OptionPayoutDefines the strike price of an option.Builder InterfaceBuilder Implementation of OptionStrikeImmutable Implementation of OptionStrikeThe enumerated values to specify the type or strategy of the option.A class defining partial exercise.Builder InterfaceBuilder Implementation of PartialExerciseImmutable Implementation of PartialExerciseType which contains pass through payments.Builder InterfaceBuilder Implementation of PassThroughImmutable Implementation of PassThroughClass to represent a single pass through payment.Builder InterfaceBuilder Implementation of PassThroughItemImmutable Implementation of PassThroughItemRepresents the set of future cashflow methodologies in the form of specific payout data type(s) which result from the financial product.Builder InterfaceBuilder Implementation of PayoutImmutable Implementation of PayoutContains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.Builder InterfaceBuilder Implementation of PerformancePayoutImmutable Implementation of PerformancePayoutSpecifies 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 InterfaceBuilder Implementation of PortfolioReturnTermsImmutable Implementation of PortfolioReturnTermsEnables either a TransferableProduct or a NonTransferableProduct to be used in an underlier.Builder InterfaceBuilder Implementation of ProductImmutable Implementation of ProductDetermines the currency rate that the seller of the equity amounts will apply at each valuation date for converting the respective amounts into a currency that is different from the currency denomination of the underlier.Builder InterfaceBuilder Implementation of QuantoImmutable Implementation of QuantoDefines the additional features that allow securities to be recalled by the lender before the term of the loan.Builder InterfaceBuilder Implementation of RecallProvisionImmutable Implementation of RecallProvisionA duration code for a Repo (or Securities Lending) transaction.Specifies the type of return of a performance payout.Builder InterfaceBuilder Implementation of ReturnTermsImmutable Implementation of ReturnTermsA class that defines the period of a schedule.Builder InterfaceBuilder Implementation of SchedulePeriodImmutable Implementation of SchedulePeriodRepresents a forward settling payout.Builder InterfaceBuilder Implementation of SettlementPayoutImmutable Implementation of SettlementPayoutA class for defining option strategy features.Builder InterfaceBuilder Implementation of StrategyFeatureImmutable Implementation of StrategyFeatureA class describing a single cap or floor rate.Builder InterfaceBuilder Implementation of StrikeImmutable Implementation of StrikeA class describing a schedule of cap or floor rates.Builder InterfaceBuilder Implementation of StrikeScheduleImmutable Implementation of StrikeScheduleA class for defining a strike spread feature.Builder InterfaceBuilder Implementation of StrikeSpreadImmutable Implementation of StrikeSpreadA class for defining option provisions.Builder InterfaceBuilder Implementation of TerminationProvisionImmutable Implementation of TerminationProvisionDefinition 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 InterfaceBuilder Implementation of TradableProductImmutable Implementation of TradableProductSpecifies 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 InterfaceBuilder Implementation of TradeLotImmutable Implementation of TradeLotA TransferableProduct is a type of financial product which can be held or transferred, represented as an Asset with the addition of specific EconomicTerms.Builder InterfaceBuilder Implementation of TransferableProductImmutable Implementation of TransferableProductThe 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 InterfaceBuilder Implementation of UnderlierImmutable Implementation of Underlier