Uses of Package
cdm.product.template
Packages that use cdm.product.template
Package
Description
Business event concepts: primitives, contract state and associated state transition function specifications.
Position concepts: portfolio and portfolio aggregation.
Product concepts applicable to specific asset classes.
Template feature concepts to define payouts.
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Classes in cdm.product.template used by cdm.event.commonClassDescriptionDefines parameters for use in cases when a valuation or other term is based on an average of market observations.Builder InterfaceA data type to specify the financial product's economic terms, alongside the product identification and product taxonomy.Builder InterfaceThe option payout specification terms.Represents the set of future cashflow methodologies in the form of specific payout data type(s) which result from the financial product.Enables either a TransferableProduct or a NonTransferableProduct to be used in an underlier.Definition of a product as ready to be traded, i.e. included in an execution or contract, by associating a specific price and quantity to this product plus an (optional) mechanism for any potential future quantity adjustment.Builder 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).The underlying financial product that will be physically or cash settled, which can be of any type, eg an asset such as cash or a security, a product, or the cash settlement of an index rate.Builder Interface
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Classes in cdm.product.template used by cdm.event.common.functionsClassDescriptionSecurity finance payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.This class represents the full set of price-forming features associated with a contractual product: the payout component, the notional/quantity, the effective and termination date and the date adjustment provisions when applying uniformily across the payout components.Builder InterfaceA data type to specify the financial product's economic terms, alongside the product identification and product taxonomy.Builder InterfaceThe option payout specification terms.Represents the set of future cashflow methodologies in the form of specific payout data type(s) which result from the financial product.Contains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.Builder InterfaceDefinition 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.Specifies the price and quantity of a trade lot, where the same product could be traded multiple times with the same counterparty but in different lots (at a different date, in a different quantity and at a different price).The underlying financial product that will be physically or cash settled, which can be of any type, eg an asset such as cash or a security, a product, or the cash settlement of an index rate.
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Classes in cdm.product.template used by cdm.event.positionClassDescriptionA data type to specify the financial product's economic terms, alongside the product identification and product taxonomy.Builder InterfaceEnables either a TransferableProduct or a NonTransferableProduct to be used in an underlier.Builder InterfaceDefinition of a product as ready to be traded, i.e. included in an execution or contract, by associating a specific price and quantity to this product plus an (optional) mechanism for any potential future quantity adjustment.Builder Interface
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Classes in cdm.product.template used by cdm.event.position.functions
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Classes in cdm.product.template used by cdm.event.qualification.functionsClassDescriptionThis 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.A data type to specify the financial product's economic terms, alongside the product identification and product taxonomy.
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Classes in cdm.product.template used by cdm.margin.schedule.functionsClassDescriptionThis 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.A data type to specify the financial product's economic terms, alongside the product identification and product taxonomy.The option payout specification terms.Contains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.Represents a forward settling payout.Specifies the price and quantity of a trade lot, where the same product could be traded multiple times with the same counterparty but in different lots (at a different date, in a different quantity and at a different price).The underlying financial product that will be physically or cash settled, which can be of any type, eg an asset such as cash or a security, a product, or the cash settlement of an index rate.
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Classes in cdm.product.template used by cdm.observable.event.functionsClassDescriptionSecurity finance payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.
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Classes in cdm.product.template used by cdm.product.assetClassDescriptionDefines parameters for use in cases when a valuation or other term is based on an average of market observations.Builder InterfaceA class that allows the full representation of a payout by defining a set of schedule periods.Builder InterfaceA class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.Builder InterfaceA type for defining FX Features.Builder InterfaceA class describing a single cap or floor rate.Builder InterfaceA class describing a schedule of cap or floor rates.Builder InterfaceThe underlying financial product that will be physically or cash settled, which can be of any type, eg an asset such as cash or a security, a product, or the cash settlement of an index rate.Builder Interface
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Classes in cdm.product.template used by cdm.product.asset.functionsClassDescriptionContains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.
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Classes in cdm.product.template used by cdm.product.collateral
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Classes in cdm.product.template used by cdm.product.collateral.functionsClassDescriptionA TransferableProduct is a type of financial product which can be held or transferred, represented as an Asset with the addition of specific EconomicTerms.
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Classes in cdm.product.template used by cdm.product.common.schedule.functionsClassDescriptionThis 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.
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Classes in cdm.product.template used by cdm.product.qualification.functionsClassDescriptionThis 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.The option payout specification terms.Represents the set of future cashflow methodologies in the form of specific payout data type(s) which result from the financial product.Contains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.Represents a forward settling payout.The underlying financial product that will be physically or cash settled, which can be of any type, eg an asset such as cash or a security, a product, or the cash settlement of an index rate.
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Classes in cdm.product.template used by cdm.product.templateClassDescriptionDefines each asset movement of an asset payout.Builder InterfaceSecurity finance payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.Builder InterfaceAn 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 InterfaceDefines parameters for use in cases when a valuation or other term is based on an average of market observations.Builder InterfaceAs per ISDA 2002 Definitions.Builder InterfaceThe 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 InterfaceAs per ISDA 2002 Definitions.Builder InterfaceA class that allows the full representation of a payout by defining a set of schedule periods.Builder InterfaceA type for defining a calendar spread feature.Builder InterfaceIdentifies 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 InterfaceA data to: define the adjusted dates for a cancelable provision on a swap transaction.Builder InterfaceThe adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date.Builder InterfaceSpecifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront.Builder InterfaceA class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.Builder InterfaceInformation related to dividends and payments.Builder InterfaceA data to: define the adjusted dates associated with an early termination provision.Builder InterfaceA data defining: an early termination provision for a swap.Builder InterfaceThis 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 InterfaceSpecifies a transaction which automatically extends for a specified timeframe until the exercise of an embedded option.Builder InterfaceA class defining the fee payable on exercise of an option.Builder InterfaceA class to define a fee or schedule of fees to be payable on the exercise of an option.Builder InterfaceDefines to whom and where notice of execution should be given.Builder InterfaceDefines 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 InterfaceA class describing how notice of exercise should be given.Builder InterfaceA 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 InterfaceThe 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 InterfaceA data defining: the adjusted dates associated with a provision to extend a swap.Builder InterfaceA data to: define the adjusted dates associated with an individual extension event.Builder InterfaceRepresents a fixed price payout.Builder InterfaceA type for defining FX Features.Builder InterfaceA data to: define an early termination provision for which exercise is mandatory.Builder InterfaceA data defining: the adjusted dates associated with a mandatory early termination provision.Builder InterfaceA class defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.Builder InterfaceThis 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 InterfaceA data type to specify the financial product's economic terms, alongside the product identification and product taxonomy.Builder InterfaceA data defining: an early termination provision where either or both parties have the right to exercise.Builder InterfaceA data defining: the adjusted dates associated with an optional early termination provision.Builder InterfaceThe 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 InterfaceThe option payout specification terms.Builder InterfaceDefines the strike price of an option.Builder InterfaceThe 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 InterfaceClass to represent a single pass through payment.Builder InterfaceRepresents the set of future cashflow methodologies in the form of specific payout data type(s) which result from the financial product.Builder InterfaceContains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.Builder InterfaceSpecifies 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 InterfaceEnables either a TransferableProduct or a NonTransferableProduct to be used in an underlier.Builder InterfaceDetermines 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 InterfaceDefines the additional features that allow securities to be recalled by the lender before the term of the loan.Builder InterfaceA 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 InterfaceRepresents a forward settling payout.Builder InterfaceA class for defining option strategy features.Builder InterfaceA class describing a single cap or floor rate.Builder InterfaceA class describing a schedule of cap or floor rates.Builder InterfaceA class for defining a strike spread feature.Builder InterfaceA class for defining option provisions.Builder InterfaceDefinition 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 InterfaceSpecifies 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 InterfaceA TransferableProduct is a type of financial product which can be held or transferred, represented as an Asset with the addition of specific EconomicTerms.Builder InterfaceThe underlying financial product that will be physically or cash settled, which can be of any type, eg an asset such as cash or a security, a product, or the cash settlement of an index rate.Builder Interface
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Classes in cdm.product.template used by cdm.product.template.functionsClassDescriptionA data type to specify the financial product's economic terms, alongside the product identification and product taxonomy.Represents a forward settling payout.Builder InterfaceDefinition 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 InterfaceSpecifies 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 InterfaceThe underlying financial product that will be physically or cash settled, which can be of any type, eg an asset such as cash or a security, a product, or the cash settlement of an index rate.Builder Interface
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Classes in cdm.product.template used by cdm.product.template.metaClassDescriptionDefines each asset movement of an asset payout.Security finance payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.A type to define automatic exercise of a swaption.Defines parameters for use in cases when a valuation or other term is based on an average of market observations.As per ISDA 2002 Definitions.Defines the terms required to calculate the average observations associated with an averaging strike.As per ISDA 2002 Definitions.A class that allows the full representation of a payout by defining a set of schedule periods.A type for defining a calendar spread feature.A data defining: the right of a party to cancel a swap transaction on the specified exercise dates.A data to: define the adjusted dates for a cancelable provision on a swap transaction.The adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date.Specifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront.A class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.Information related to dividends and payments.A data to: define the adjusted dates associated with an early termination provision.A data defining: an early termination provision for a swap.This class represents the full set of price-forming features associated with a contractual product: the payout component, the notional/quantity, the effective and termination date and the date adjustment provisions when applying uniformily across the payout components.Specifies a transaction which automatically extends for a specified timeframe until the exercise of an embedded option.A class defining the fee payable on exercise of an option.A class to define a fee or schedule of fees to be payable on the exercise of an option.Defines to whom and where notice of execution should be given.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).A class describing how notice of exercise should be given.A class defining the exercise period for an option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.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.A data defining: the adjusted dates associated with a provision to extend a swap.A data to: define the adjusted dates associated with an individual extension event.Represents a fixed price payout.A type for defining FX Features.A data to: define an early termination provision for which exercise is mandatory.A data defining: the adjusted dates associated with a mandatory early termination provision.A class defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.A class defining multiple exercises.A data type to specify the financial product's economic terms, alongside the product identification and product taxonomy.A data defining: an early termination provision where either or both parties have the right to exercise.A data defining: the adjusted dates associated with an optional early termination provision.Defines additional optional features that can be included in an option contract.The option payout specification terms.Defines the strike price of an option.A class defining partial exercise.Type which contains pass through payments.Class to represent a single pass through payment.Represents the set of future cashflow methodologies in the form of specific payout data type(s) which result from the financial product.Contains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.Specifies an individual type of return of a Performance Payout, when such individual return is part of an aggregation of multiple similar returns, at Performance Payout level.Enables either a TransferableProduct or a NonTransferableProduct to be used in an underlier.Determines the currency rate that the seller of the equity amounts will apply at each valuation date for converting the respective amounts into a currency that is different from the currency denomination of the underlier.Defines the additional features that allow securities to be recalled by the lender before the term of the loan.Specifies the type of return of a performance payout.A class that defines the period of a schedule.Represents a forward settling payout.A class for defining option strategy features.A class describing a single cap or floor rate.A class describing a schedule of cap or floor rates.A class for defining a strike spread feature.A class for defining option provisions.Definition of a product as ready to be traded, i.e. included in an execution or contract, by associating a specific price and quantity to this product plus an (optional) mechanism for any potential future quantity adjustment.Specifies the price and quantity of a trade lot, where the same product could be traded multiple times with the same counterparty but in different lots (at a different date, in a different quantity and at a different price).A TransferableProduct is a type of financial product which can be held or transferred, represented as an Asset with the addition of specific EconomicTerms.The underlying financial product that will be physically or cash settled, which can be of any type, eg an asset such as cash or a security, a product, or the cash settlement of an index rate.
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Classes in cdm.product.template used by cdm.product.template.metafieldsClassDescriptionThe option payout specification terms.Builder InterfaceRepresents the set of future cashflow methodologies in the form of specific payout data type(s) which result from the financial product.Builder Interface
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Classes in cdm.product.template used by cdm.product.template.utilClassDescriptionThis 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.Represents the set of future cashflow methodologies in the form of specific payout data type(s) which result from the financial product.Enables either a TransferableProduct or a NonTransferableProduct to be used in an underlier.
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Classes in cdm.product.template used by cdm.product.template.validationClassDescriptionDefines each asset movement of an asset payout.Security finance payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.A type to define automatic exercise of a swaption.Defines parameters for use in cases when a valuation or other term is based on an average of market observations.As per ISDA 2002 Definitions.Defines the terms required to calculate the average observations associated with an averaging strike.As per ISDA 2002 Definitions.A class that allows the full representation of a payout by defining a set of schedule periods.A type for defining a calendar spread feature.A data defining: the right of a party to cancel a swap transaction on the specified exercise dates.A data to: define the adjusted dates for a cancelable provision on a swap transaction.The adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date.Specifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront.A class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.Information related to dividends and payments.A data to: define the adjusted dates associated with an early termination provision.A data defining: an early termination provision for a swap.This class represents the full set of price-forming features associated with a contractual product: the payout component, the notional/quantity, the effective and termination date and the date adjustment provisions when applying uniformily across the payout components.Specifies a transaction which automatically extends for a specified timeframe until the exercise of an embedded option.A class defining the fee payable on exercise of an option.A class to define a fee or schedule of fees to be payable on the exercise of an option.Defines to whom and where notice of execution should be given.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).A class describing how notice of exercise should be given.A class defining the exercise period for an option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.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.A data defining: the adjusted dates associated with a provision to extend a swap.A data to: define the adjusted dates associated with an individual extension event.Represents a fixed price payout.A type for defining FX Features.A data to: define an early termination provision for which exercise is mandatory.A data defining: the adjusted dates associated with a mandatory early termination provision.A class defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.A class defining multiple exercises.A data type to specify the financial product's economic terms, alongside the product identification and product taxonomy.A data defining: an early termination provision where either or both parties have the right to exercise.A data defining: the adjusted dates associated with an optional early termination provision.Defines additional optional features that can be included in an option contract.The option payout specification terms.Defines the strike price of an option.A class defining partial exercise.Type which contains pass through payments.Class to represent a single pass through payment.Represents the set of future cashflow methodologies in the form of specific payout data type(s) which result from the financial product.Contains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.Specifies an individual type of return of a Performance Payout, when such individual return is part of an aggregation of multiple similar returns, at Performance Payout level.Enables either a TransferableProduct or a NonTransferableProduct to be used in an underlier.Determines the currency rate that the seller of the equity amounts will apply at each valuation date for converting the respective amounts into a currency that is different from the currency denomination of the underlier.Defines the additional features that allow securities to be recalled by the lender before the term of the loan.Specifies the type of return of a performance payout.A class that defines the period of a schedule.Represents a forward settling payout.A class for defining option strategy features.A class describing a single cap or floor rate.A class describing a schedule of cap or floor rates.A class for defining a strike spread feature.A class for defining option provisions.Definition of a product as ready to be traded, i.e. included in an execution or contract, by associating a specific price and quantity to this product plus an (optional) mechanism for any potential future quantity adjustment.Specifies the price and quantity of a trade lot, where the same product could be traded multiple times with the same counterparty but in different lots (at a different date, in a different quantity and at a different price).A TransferableProduct is a type of financial product which can be held or transferred, represented as an Asset with the addition of specific EconomicTerms.The underlying financial product that will be physically or cash settled, which can be of any type, eg an asset such as cash or a security, a product, or the cash settlement of an index rate.
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Classes in cdm.product.template used by cdm.product.template.validation.dataruleClassDescriptionSecurity finance payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.A data defining: the right of a party to cancel a swap transaction on the specified exercise dates.A class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.A data to: define the adjusted dates associated with an early termination provision.A data defining: an early termination provision for a swap.This class represents the full set of price-forming features associated with a contractual product: the payout component, the notional/quantity, the effective and termination date and the date adjustment provisions when applying uniformily across the payout components.A class defining the fee payable on exercise of an option.A class to define a fee or schedule of fees to be payable on the exercise of an option.A class describing how notice of exercise should be given.A class defining the exercise period for an option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.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.A data to: define the adjusted dates associated with an individual extension event.Represents a fixed price payout.A type for defining FX Features.A data to: define an early termination provision for which exercise is mandatory.A data defining: the adjusted dates associated with a mandatory early termination provision.A class defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.A class defining multiple exercises.A data type to specify the financial product's economic terms, alongside the product identification and product taxonomy.A data defining: an early termination provision where either or both parties have the right to exercise.The option payout specification terms.Defines the strike price of an option.A class defining partial exercise.Represents the set of future cashflow methodologies in the form of specific payout data type(s) which result from the financial product.Contains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.Enables either a TransferableProduct or a NonTransferableProduct to be used in an underlier.Specifies the type of return of a performance payout.Represents a forward settling payout.A class for defining option provisions.Definition of a product as ready to be traded, i.e. included in an execution or contract, by associating a specific price and quantity to this product plus an (optional) mechanism for any potential future quantity adjustment.The underlying financial product that will be physically or cash settled, which can be of any type, eg an asset such as cash or a security, a product, or the cash settlement of an index rate.
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Classes in cdm.product.template used by cdm.product.template.validation.existsClassDescriptionDefines each asset movement of an asset payout.Security finance payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.A type to define automatic exercise of a swaption.Defines parameters for use in cases when a valuation or other term is based on an average of market observations.As per ISDA 2002 Definitions.Defines the terms required to calculate the average observations associated with an averaging strike.As per ISDA 2002 Definitions.A class that allows the full representation of a payout by defining a set of schedule periods.A type for defining a calendar spread feature.A data defining: the right of a party to cancel a swap transaction on the specified exercise dates.A data to: define the adjusted dates for a cancelable provision on a swap transaction.The adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date.Specifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront.A class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.Information related to dividends and payments.A data to: define the adjusted dates associated with an early termination provision.A data defining: an early termination provision for a swap.This class represents the full set of price-forming features associated with a contractual product: the payout component, the notional/quantity, the effective and termination date and the date adjustment provisions when applying uniformily across the payout components.Specifies a transaction which automatically extends for a specified timeframe until the exercise of an embedded option.A class defining the fee payable on exercise of an option.A class to define a fee or schedule of fees to be payable on the exercise of an option.Defines to whom and where notice of execution should be given.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).A class describing how notice of exercise should be given.A class defining the exercise period for an option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.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.A data defining: the adjusted dates associated with a provision to extend a swap.A data to: define the adjusted dates associated with an individual extension event.Represents a fixed price payout.A type for defining FX Features.A data to: define an early termination provision for which exercise is mandatory.A data defining: the adjusted dates associated with a mandatory early termination provision.A class defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.A class defining multiple exercises.A data type to specify the financial product's economic terms, alongside the product identification and product taxonomy.A data defining: an early termination provision where either or both parties have the right to exercise.A data defining: the adjusted dates associated with an optional early termination provision.Defines additional optional features that can be included in an option contract.The option payout specification terms.Defines the strike price of an option.A class defining partial exercise.Type which contains pass through payments.Class to represent a single pass through payment.Represents the set of future cashflow methodologies in the form of specific payout data type(s) which result from the financial product.Contains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.Specifies an individual type of return of a Performance Payout, when such individual return is part of an aggregation of multiple similar returns, at Performance Payout level.Enables either a TransferableProduct or a NonTransferableProduct to be used in an underlier.Determines the currency rate that the seller of the equity amounts will apply at each valuation date for converting the respective amounts into a currency that is different from the currency denomination of the underlier.Defines the additional features that allow securities to be recalled by the lender before the term of the loan.Specifies the type of return of a performance payout.A class that defines the period of a schedule.Represents a forward settling payout.A class for defining option strategy features.A class describing a single cap or floor rate.A class describing a schedule of cap or floor rates.A class for defining a strike spread feature.A class for defining option provisions.Definition of a product as ready to be traded, i.e. included in an execution or contract, by associating a specific price and quantity to this product plus an (optional) mechanism for any potential future quantity adjustment.Specifies the price and quantity of a trade lot, where the same product could be traded multiple times with the same counterparty but in different lots (at a different date, in a different quantity and at a different price).A TransferableProduct is a type of financial product which can be held or transferred, represented as an Asset with the addition of specific EconomicTerms.The underlying financial product that will be physically or cash settled, which can be of any type, eg an asset such as cash or a security, a product, or the cash settlement of an index rate.
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Classes in cdm.product.template used by org.isda.cdm.qualifyClassDescriptionThis 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.A data type to specify the financial product's economic terms, alongside the product identification and product taxonomy.Builder Interface