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Subset: CdmProductCommonSettlement

Classes defined in the cdm_product_common_settlement module.

URI: CdmProductCommonSettlement

Identifier and Mapping Information

Schema Source

Classes in subset

Class Description
AssetFlow Specifies an asset flow, i
AssetFlowBase Defines the basic parameters of an asset transfer, e
CashSettlementTerms Defines the terms required to compute and settle a cash settlement amount acc...
CommodityPriceReturnTerms Defines parameters in which the commodity price is assessed
ComputedAmount A class to specify the outcome of a computed amount, for testing purposes
DeliverableObligations A class to specify all the ISDA terms relevant to defining the deliverable ob...
FixedPrice A predefined price accorded by the counterparties
FxFixingDate Extends the Offset structure to specify an FX fixing date as an offset to dat...
LoanParticipation A class to specify loan with a participation agreement whereby the buyer is c...
PaymentDetail
PaymentDiscounting This class corresponds to the FpML PaymentDiscounting
PaymentRule A class defining the payment calculation rule
PayoutBase A data type that contains the common attributes (e
PCDeliverableObligationCharac A class to specify the Partial Cash Deliverable Obligation Characteristic
PercentageRule A class defining a content model for a calculation rule defined as percentage...
PhysicalSettlementPeriod
PhysicalSettlementTerms Specifies Physical Settlement Terms characteristics for the settlement of a C...
PricingDates Specifies specific dates or parametric rules for the dates on which the price...
PrincipalPayment Any kind of principal payments when the amount is known and thus fixed
PrincipalPayments A class defining which principal exchanges occur for the stream
PrincipalPaymentSchedule Describe dates schedules for Principal Exchanges and related role of the part...
QuantityMultiplier Class to specify a mechanism for a quantity to be set as a multiplier to ano...
ResolvablePriceQuantity Generic class to specify the quantity for different payout legs in a contract...
RollFeature Used in conjunction with an exchange-based pricing source
SettlementBase A base class to be extended by the SettlementTerms class
SettlementDate A data defining the settlement date(s) for cash or physical settlement as eit...
SettlementProvision Defines parameters that regulate a settlement, for instance whether this sett...
SettlementTerms Specifies the settlement terms, which can either be cash, physical, or fx-bas...
ShapingProvision Defines the applicable settlement limits that may require a settlement to be ...
ValuationDate A single object that represents the different methods to specify a valuation ...