| MeasureBase |
Provides an abstract type to define a measure as a number associated to a uni... |
no |
| Schedule |
A class defining a schedule of rates or amounts in terms of an initial value ... |
yes |
| DatedValue |
Defines a date and value pair |
yes |
| Taxonomy |
Defines the taxonomy of an object by combining a taxonomy source (i |
yes |
| TaxonomyClassification |
|
yes |
| CodeValue |
A type to hold the value of the code in a codelist |
yes |
| AdjustmentFactor |
Describes the terms involved for adjusting the price of the underlier impacte... |
yes |
| AccrualFactor |
The accrual rate and related terms, to adjust the price of an underlier impac... |
yes |
| DisputeResolution |
A class to specify the election terms under which a party disputes the Value ... |
yes |
| OtherEligibleAndPostedSupport |
Specifies the Other Eligible Support elections |
yes |
| CSAThresholdVariableSet |
Defines a combination of Rating Agency, Rating Value, Threshold amount and Cu... |
yes |
| CSAMinimumTransferAmountVariableSet |
Defines a combination of Rating Agency, Rating Value, amount and Currency cod... |
yes |
| MasterAgreementVariableSet |
Defines a type where additional variables associated to clauses and their var... |
yes |
| Measure |
Defines a concrete measure as a number associated to a unit |
no |
| MeasureSchedule |
A set of measures, all in the same unit, where the values are defined through... |
no |
| QuantitySchedule |
Specifies a quantity schedule to be associated to a financial product to repr... |
no |
| Quantity |
Specifies a quantity as a single value to be associated to a financial produc... |
no |
| NonNegativeQuantity |
Specifies a quantity as a non-negative number, which condition is enforced th... |
no |
| NonNegativeQuantitySchedule |
|
no |
| ProductTaxonomy |
Specifies the product taxonomy, which is composed of a taxonomy value and a t... |
no |
| PriceSchedule |
Specifies the price of a financial instrument in a trade as a schedule of mea... |
no |
| Price |
Specifies a price as a single value to be associated to a financial product |
no |
| Money |
Defines a monetary amount in a specified currency |
no |
| AmountSchedule |
A class to specify a currency amount or a currency amount schedule |
no |