Subset: CdmProductAsset
Classes defined in the cdm_product_asset module.
URI: CdmProductAsset
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
Classes in subset
| Class | Description |
|---|---|
| AdditionalFixedPayments | A class to specify the events that will give rise to the payment additional f... |
| AssetDeliveryInformation | Contains the information relative to the delivery of the asset |
| AssetDeliveryPeriods | Defines the periods of delivery, including the delivery profile |
| AssetDeliveryProfile | Defines the delivery profile of the asset, including the load type and the de... |
| AssetDeliveryProfileBlock | Defines a delivery profile block, including start and end time, days of the w... |
| BasketReferenceInformation | CDS Basket Reference Information |
| BondReference | Reference to a bond underlier to represent an asset swap or Condition Precede... |
| BoundedCorrelation | Describes correlation bounds, which form a cap and a floor on the realized co... |
| BoundedVariance | |
| CalculationScheduleDeliveryPeriods | Period and time profile over which the delivery takes place |
| CashflowRepresentation | A data defining: the cashflow representation of a swap trade |
| CommodityPayout | Payout based on the averaged price of a referenced underlier |
| CorrelationReturnTerms | |
| CreditDefaultPayout | The credit default payout specification provides the details necessary for d... |
| DiscountingMethod | A data defining: discounting information |
| DividendCurrency | A class to specify the currency in which the dividends will be denominated, i |
| DividendDateReference | A class to specify the dividend date by reference to another date, with the a... |
| DividendPaymentDate | A class describing the date on which the dividend will be paid/received |
| DividendPayoutRatio | A class describing the dividend payout ratio associated with an equity underl... |
| DividendPeriod | Time bounded dividend payment periods, each with a dividend payment date per ... |
| DividendReturnTerms | A class describing the conditions governing the payment of dividends to the r... |
| EquityUnderlierProvisions | |
| FixedAmountCalculationDetails | Type for reporting the detailed results of calculating a cash flow for a calc... |
| FixedRateSpecification | Type defining the specification for a fixed rate |
| FloatingAmountEvents | A class to specify the ISDA terms relating to the floating rate payment event... |
| FloatingAmountProvisions | |
| FloatingRate | |
| FloatingRateBase | A class defining a floating interest rate through the specification of the fl... |
| FloatingRateDefinition | A data defining: parameters associated with a floating rate reset |
| FloatingRateSpecification | A class to specify the floating interest rate by extending the floating rate ... |
| FutureValueAmount | A class defining a currency and a future value date |
| GeneralTerms | A class specifying a set of non-monetary terms for the Credit Derivative Tra... |
| InflationRateSpecification | A data to: specify the inflation rate |
| InterestRatePayout | A class to specify all of the terms necessary to define and calculate a cash... |
| InterestShortFall | A class to specify the interest shortfall floating rate payment event |
| PriceReturnTerms | |
| ProtectionTerms | A class to specify the terms for calculating a payout to protect the buyer of... |
| RateSpecification | A data type to specify the fixed interest rate, floating interest rate or in... |
| ReferenceInformation | A class specifying the Credit Default Swap Reference Information |
| ReferenceObligation | A class to specify the reference obligation that is associated with a credit ... |
| ReferencePair | |
| ReferencePool | This type contains all the reference pool items to define the reference entit... |
| ReferencePoolItem | This type contains all the constituent weight and reference information |
| ReturnTermsBase | Contains all common elements in variance, volatility and correlation return T... |
| SettledEntityMatrix | A class to specify the Relevant Settled Entity Matrix |
| SpreadSchedule | Adds an optional spread type element to the Schedule to identify a long or sh... |
| StubFloatingRate | A class defining a floating rate |
| StubValue | A type defining how a stub calculation period amount is calculated |
| Tranche | The class to represent a CDS Tranche |
| ValuationTerms | |
| VarianceCapFloor | |
| VarianceReturnTerms | |
| VolatilityCapFloor | Contains volatility-based barriers |
| VolatilityReturnTerms |