Subset: CdmObservableAsset
Classes defined in the cdm_observable_asset module.
URI: CdmObservableAsset
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
Classes in subset
| Class | Description |
|---|---|
| Basket | Defines a custom basket by referencing an identifier and its constituents |
| BasketConstituent | Identifies the constituents of the basket |
| CalculationAgent | A class defining the ISDA calculation agent responsible for performing duties... |
| CashCollateralValuationMethod | This type is a generic structure that can represent the parameters of several... |
| CreditIndex | Specification of an index based on credit risk, typically composed using corp... |
| CreditNotation | Represents a class to specify the credit notation as the combination of agenc... |
| CreditNotations | Represents the credit rating notation higher level construct, which provides ... |
| CreditRatingDebt | Specifies the credit rating debt type(s) associated with the credit rating no... |
| Curve | |
| DividendApplicability | The parameters which define whether dividends are applicable |
| EquityIndex | Specification of an index based on equity securities, e |
| FallbackReferencePrice | The method, prioritised by the order it is listed in this element, to get a r... |
| FloatingRateIndex | Specification of an interest rate index which can change over time, e |
| ForeignExchangeRateIndex | Specification of a rate based on the exchange of a pair of cash assets in spe... |
| FxInformationSource | Information source specific to Foreign Exchange products |
| FxRate | A class describing the rate of a currency conversion: pair of currency, quota... |
| FxRateSourceFixing | Describes a rate source to be fixed and the date the fixing occurs |
| FxSettlementRateSource | The source of the Foreign Exchange settlement rate |
| FxSpotRateSource | A class defining the rate source and fixing time for an FX rate |
| Index | An Index is an Observable which is computed based on the prices, rates or val... |
| IndexBase | Identifies an index by referencing an identifier |
| InflationIndex | Specification of an index that measures inflation in a specific market, e |
| InformationSource | A class defining the source for a piece of information (e |
| InterestRateCurve | |
| InterestRateIndex | An index based in interest rates or inflation rates in a certain market |
| MakeWholeAmount | A class to specify the amount to be paid by the buyer of the option if the op... |
| Money | Defines a monetary amount in a specified currency |
| MultipleCreditNotations | Represetns a class to specify multiple credit notations alongside a condition... |
| MultipleDebtTypes | Represents a class to specify multiple credit debt types alongside a conditio... |
| MultipleValuationDates | |
| Observable | Specifies the object to be observed for a price, it could be an asset or a re... |
| OtherIndex | Specification of a user-defined index that does not meet the criteria of othe... |
| PerformanceValuationDates | Defines how and when a performance type option or performance type swap is to... |
| Price | Specifies a price as a single value to be associated to a financial product |
| PriceComposite | Defines the inputs required to calculate a price as a simple composite of 2 o... |
| PriceQuantity | Defines a settlement as an exchange between two parties of a specified quanti... |
| PriceSchedule | Specifies the price of a financial instrument in a trade as a schedule of mea... |
| PriceSourceDisruption | A data defining: the parameters used to get a price quote to replace the set... |
| QuotedCurrencyPair | A class that describes the composition of a rate that has been quoted or is t... |
| RateObservation | A class defining parameters associated with an individual observation or fixi... |
| ReferenceSwapCurve | A complex type used to specify the option and convertible bond option strike ... |
| SettlementRateOption | Defines the settlement rate option to use for fixing in case of cash settleme... |
| SingleValuationDate | A class to specify the number of business days after satisfaction of all cond... |
| SwapCurveValuation | A class to specify a valuation swap curve, which is used as part of the strik... |
| TransactedPrice | A class to represent the transacted price attributes that are positioned as ... |
| ValuationDates | Defines how and when a performance type option or performance type swap is to... |
| ValuationMethod | Specifies the parameters required to obtain a valuation, including the source... |
| ValuationPostponement | Specifies how long to wait to get a quote from a settlement rate option upon ... |
| ValuationSource | A class describing the method for obtaining a settlement rate, specified thro... |