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Subset: CdmProductCollateral

Classes defined in the cdm_product_collateral module.

URI: CdmProductCollateral

Identifier and Mapping Information

Schema Source

Classes in subset

Class Description
AgencyRatingCriteria Represents a class to specify a credit notation
AllCriteria Used to combine two or more Collateral Criteria using AND logic
AnyCriteria Used to combine two or more Collateral Criteria using OR logic
AssetAgencyRating
AssetCountryOfOrigin
AssetMaturity
AverageTradingVolume Represents the average trading volume of an Equity product upon an exchange o...
CheckEligibilityResult Result for the CheckEligibilityByDetails and CheckEligibilityForProduct funct...
Collateral A type for defining the obligations of the counterparty subject to credit sup...
CollateralAgreementFloatingRate Represents the parameters needed to calculate the floating rate paid on colla...
CollateralCriteria The possible different terms that can be combined, using AND, OR and NOT logi...
CollateralCriteriaBase Represents a set of criteria used to specify and describe collateral
CollateralInterestCalculationParameters Represents parameters for calculating the amount the floating interest calcul...
CollateralInterestHandlingParameters Represents parameters that describe how calculated interest amounts are handl...
CollateralInterestNotification Represents the parameters describing when notifications should be made for re...
CollateralInterestParameters Represents the floating interest calculation and distribution parameters for ...
CollateralProvisions Contains collateral attributes which can also inherit information from a GMRA
CollateralTreatment Specifies the treatment terms for the eligible collateral criteria specified
CollateralValuationTreatment Specification of the valuation treatment for the specified collateral
ConcentrationLimit Represents a class to describe concentration limits that may be applicable to...
ConcentrationLimitCriteria Respresents a class to describe a set of criteria to describe specific assets...
CounterpartyOwnIssuePermitted
DeliveryAmount A class to specify the application of Interest Amount with respect the Delive...
DistributionAndInterestPayment A class to specify the Distributions and Interest Payment provisions applicab...
DomesticCurrencyIssued
EligibilityQuery Query to check against an EligibleCollateralSpecification
EligibleCollateralCriteria Represents a set of criteria used to specify eligible collateral
EligibleCollateralSpecification Represents a set of criteria used to specify eligible collateral
IndependentAmount A class specifying the Independent Amount as the combination of a payer/recei...
IndexType Specification of an index
InterestAmountApplication A class to specify the application of Interest Amount with respect to the Del...
IssuerAgencyRating
IssuerCountryOfOrigin
IssuerName
ListingExchange Specifies a filter based on a stock exchange
ListingSector Specifies a filter based on an industry sector
NegativeCriteria Used to apply a NOT logic condition to a single Collateral Criteria
ReturnAmount A class to specify the application of Interest Amount with respect the Return...
SovereignAgencyRating
SpecificAsset A single, specifically identified Asset chosen from the Asset data type
SubstitutionProvisions Defines collateral substitution provisions such as how many and with how much...