Subset: CdmProductTemplate
Classes defined in the cdm_product_template module.
URI: CdmProductTemplate
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
Classes in subset
| Class | Description |
|---|---|
| AssetLeg | Defines each asset movement of an asset payout |
| AssetPayout | Security finance payout specification in case the product payout involves som... |
| AutomaticExercise | A type to define automatic exercise of a swaption |
| AveragingCalculation | Defines parameters for use in cases when a valuation or other term is based o... |
| AveragingFeature | As per ISDA 2002 Definitions |
| AveragingStrikeFeature | Defines the terms required to calculate the average observations associated w... |
| Barrier | As per ISDA 2002 Definitions |
| CalculationSchedule | A class that allows the full representation of a payout by defining a set of ... |
| CalendarSpread | A type for defining a calendar spread feature |
| CancelableProvision | A data defining: the right of a party to cancel a swap transaction on the sp... |
| CancelableProvisionAdjustedDates | A data to: define the adjusted dates for a cancelable provision on a swap tr... |
| CancellationEvent | The adjusted dates for a specific cancellation date, including the adjusted e... |
| Composite | Specifies the conditions to be applied for converting into a reference curren... |
| ConstituentWeight | A class describing the weight of each of the underlier constituent within the... |
| DividendTerms | Information related to dividends and payments |
| EarlyTerminationEvent | A data to: define the adjusted dates associated with an early termination pr... |
| EarlyTerminationProvision | A data defining: an early termination provision for a swap |
| EconomicTerms | This class represents the full set of price-forming features associated with... |
| EvergreenProvision | Specifies a transaction which automatically extends for a specified timeframe... |
| ExerciseFee | A class defining the fee payable on exercise of an option |
| ExerciseFeeSchedule | A class to define a fee or schedule of fees to be payable on the exercise of ... |
| ExerciseNotice | Defines to whom and where notice of execution should be given |
| ExercisePeriod | This defines the time interval to the start of the exercise period, i |
| ExerciseProcedure | A class describing how notice of exercise should be given |
| ExerciseTerms | A class defining the exercise period for an option together with any rules go... |
| ExtendibleProvision | A data defining: an option to extend an existing swap transaction on the spe... |
| ExtendibleProvisionAdjustedDates | A data defining: the adjusted dates associated with a provision to extend a ... |
| ExtensionEvent | A data to: define the adjusted dates associated with an individual extension... |
| FixedPricePayout | Represents a fixed price payout |
| FxFeature | A type for defining FX Features |
| MandatoryEarlyTermination | A data to: define an early termination provision for which exercise is manda... |
| MandatoryEarlyTerminationAdjustedDates | A data defining: the adjusted dates associated with a mandatory early termin... |
| ManualExercise | A class defining manual exercise, i |
| MultipleExercise | A class defining multiple exercises |
| NonTransferableProduct | A data type to specify the financial product's economic terms, alongside the ... |
| OptionalEarlyTermination | A data defining: an early termination provision where either or both parties... |
| OptionalEarlyTerminationAdjustedDates | A data defining: the adjusted dates associated with an optional early termin... |
| OptionFeature | Defines additional optional features that can be included in an option contra... |
| OptionPayout | The option payout specification terms |
| OptionStrike | Defines the strike price of an option |
| PartialExercise | A class defining partial exercise |
| PassThrough | Type which contains pass through payments |
| PassThroughItem | Class to represent a single pass through payment |
| Payout | Represents the set of future cashflow methodologies in the form of specific p... |
| PerformancePayout | Contains the necessary specifications for all performance payouts, encompassi... |
| PortfolioReturnTerms | Specifies an individual type of return of a Performance Payout, when such ind... |
| Product | Enables either a TransferableProduct or a NonTransferableProduct to be used i... |
| Quanto | Determines the currency rate that the seller of the equity amounts will apply... |
| RecallProvision | Defines the additional features that allow securities to be recalled by the l... |
| ReturnTerms | Specifies the type of return of a performance payout |
| SchedulePeriod | A class that defines the period of a schedule |
| SettlementPayout | Represents a forward settling payout |
| StrategyFeature | A class for defining option strategy features |
| Strike | A class describing a single cap or floor rate |
| StrikeSchedule | A class describing a schedule of cap or floor rates |
| StrikeSpread | A class for defining a strike spread feature |
| TerminationProvision | A class for defining option provisions |
| TradableProduct | Definition of a product as ready to be traded, i |
| TradeLot | Specifies the price and quantity of a trade lot, where the same product could... |
| TransferableProduct | A TransferableProduct is a type of financial product which can be held or tra... |
| Underlier | The underlying financial product that will be physically or cash settled, whi... |