Commit 32a5e6b2 authored by Mohammed Ibrahim's avatar Mohammed Ibrahim

syncing with workspace from studio [potentially affected 59 entities]

parent 402872c5
......@@ -2,6 +2,62 @@
"classifierPath" : "meta::pure::metamodel::type::Class",
"content" : {
"_type" : "class",
"constraints" : [ {
"functionDefinition" : {
"_type" : "lambda",
"body" : [ {
"_type" : "func",
"function" : "if",
"parameters" : [ {
"_type" : "func",
"function" : "isNotEmpty",
"parameters" : [ {
"_type" : "property",
"parameters" : [ {
"_type" : "var",
"name" : "this"
} ],
"property" : "qualification"
} ]
}, {
"_type" : "lambda",
"body" : [ {
"_type" : "func",
"function" : "equal",
"parameters" : [ {
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"parameters" : [ {
"_type" : "var",
"name" : "this"
} ],
"property" : "isApplicable"
}, {
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} ]
} ],
"parameters" : [ ]
}, {
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"multiplicity" : {
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"upperBound" : 1
},
"values" : [ true ]
} ],
"parameters" : [ ]
} ]
} ],
"parameters" : [ ]
},
"name" : "Qualification"
} ],
"name" : "AdditionalRightsEvent",
"package" : "cdm::model",
"properties" : [ {
......
......@@ -94,7 +94,7 @@
} ],
"parameters" : [ ]
},
"name" : "Choice"
"name" : "AdjustableDateChoice"
} ],
"name" : "AdjustableDate",
"package" : "cdm::model",
......
......@@ -10,6 +10,10 @@
"upperBound" : 1
},
"name" : "baseCurrency",
"stereotypes" : [ {
"profile" : "cdm::model::metadata",
"value" : "scheme"
} ],
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
......
......@@ -182,6 +182,8 @@
"value" : "An upfront cashflow associated to the swap to adjust for a difference between the swap price and the current market price."
} ],
"value" : "UpfrontFee"
}, {
"value" : "NetCashflow"
} ]
}
}
\ No newline at end of file
{
"classifierPath" : "meta::pure::metamodel::type::Class",
"content" : {
"_type" : "class",
"name" : "CollateralProvisions",
"package" : "cdm::model",
"properties" : [ {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "collateralType",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Cash or NonCash collateral"
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},
"name" : "marginPercentage",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Specification of the valuation treatment for the specified collateral."
} ],
"type" : "cdm::model::CollateralValuationPercentage"
}, {
"multiplicity" : {
"lowerBound" : 0
},
"name" : "eligibleCollateral",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "The eligible collateral as specified in relation to the transaction."
} ],
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} ],
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Contains collateral attributes which can also inherit information from a master agreement."
} ]
}
}
\ No newline at end of file
......@@ -51,7 +51,7 @@
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "A class to specify the treatment terms for the eligible collateral criteria specified."
"value" : "Specifies the treatment terms for the eligible collateral criteria specified."
} ]
}
}
\ No newline at end of file
{
"classifierPath" : "meta::pure::metamodel::type::Enumeration",
"content" : {
"_type" : "Enumeration",
"name" : "CollateralTypeEnum",
"package" : "cdm::model",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Specifies the types of collateral that are accepted by the Lender"
} ],
"values" : [ {
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Security Lending Trades against Cash collateral"
} ],
"value" : "Cash"
}, {
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Security Lending Trades against NonCash collateral"
} ],
"value" : "NonCash"
}, {
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Security Lending Trades against CashPool collateral"
} ],
"value" : "CashPool"
} ]
}
}
\ No newline at end of file
......@@ -6,7 +6,7 @@
"package" : "cdm::model",
"properties" : [ {
"multiplicity" : {
"lowerBound" : 1,
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "valuationPercentage",
......@@ -18,6 +18,20 @@
"value" : "Percentage value of asset to be used as collateral once discounted haircut take into consideration,expressed as a valuation. As an example a 0.5% haircut would be expressed as 99.5% and represented as a decimal number 0.995"
} ],
"type" : "Float"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "marginPercentage",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Percentage value of transaction needing to be posted as collateral expressed as a valuation. As an example a 104% requirement would be represented as a decimal number 1.04"
} ],
"type" : "Float"
}, {
"multiplicity" : {
"lowerBound" : 0,
......@@ -32,6 +46,13 @@
"value" : "FX haircut applied to a specific asset which is agreed between the parties (for example, if pledgor eligible collateral is not denominated in the termination currency or under other specified cases in collateral support documents both for initial margin and variation margin).The percentage value is expressed as the discount haircut to the value of the collateral- as an example an 8% FX haircut would be expressed as 0.08."
} ],
"type" : "Float"
} ],
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Specification of the valuation treatment for the specified collateral."
} ]
}
}
\ No newline at end of file
......@@ -73,6 +73,85 @@
"parameters" : [ ]
},
"name" : "condition1"
}, {
"functionDefinition" : {
"_type" : "lambda",
"body" : [ {
"_type" : "func",
"function" : "if",
"parameters" : [ {
"_type" : "func",
"function" : "isNotEmpty",
"parameters" : [ {
"_type" : "property",
"parameters" : [ {
"_type" : "var",
"name" : "this"
} ],
"property" : "before"
} ]
}, {
"_type" : "lambda",
"body" : [ {
"_type" : "func",
"function" : "equal",
"parameters" : [ {
"_type" : "property",
"parameters" : [ {
"_type" : "property",
"parameters" : [ {
"_type" : "property",
"parameters" : [ {
"_type" : "property",
"parameters" : [ {
"_type" : "var",
"name" : "this"
} ],
"property" : "before"
} ],
"property" : "trade"
} ],
"property" : "tradableProduct"
} ],
"property" : "priceQuantity"
}, {
"_type" : "property",
"parameters" : [ {
"_type" : "property",
"parameters" : [ {
"_type" : "property",
"parameters" : [ {
"_type" : "property",
"parameters" : [ {
"_type" : "var",
"name" : "this"
} ],
"property" : "after"
} ],
"property" : "trade"
} ],
"property" : "tradableProduct"
} ],
"property" : "priceQuantity"
} ]
} ],
"parameters" : [ ]
}, {
"_type" : "lambda",
"body" : [ {
"_type" : "boolean",
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"upperBound" : 1
},
"values" : [ true ]
} ],
"parameters" : [ ]
} ]
} ],
"parameters" : [ ]
},
"name" : "condition2"
} ],
"name" : "ContractFormationPrimitive",
"package" : "cdm::model",
......
......@@ -34,7 +34,7 @@
"type" : "cdm::model::OneWayProvisions"
}, {
"multiplicity" : {
"lowerBound" : 1,
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "generalSimmElections",
......@@ -104,7 +104,7 @@
"type" : "cdm::model::PostingObligations"
}, {
"multiplicity" : {
"lowerBound" : 1
"lowerBound" : 0
},
"name" : "substitutedRegime",
"taggedValues" : [ {
......@@ -201,7 +201,7 @@
"type" : "cdm::model::CalculationAndTiming"
}, {
"multiplicity" : {
"lowerBound" : 1,
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "conditionsPrecedent",
......@@ -271,7 +271,7 @@
"type" : "cdm::model::RightsEvents"
}, {
"multiplicity" : {
"lowerBound" : 1,
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "custodyArrangements",
......
This diff is collapsed.
......@@ -74,6 +74,15 @@
"value" : "Sunday"
} ],
"value" : "SUN"
}, {
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "13-week and 26-week U.S. Treasury Bill Auction Dates. Each Monday except for U.S. (New York) holidays when it will occur on a Tuesday"
} ],
"value" : "TBILL"
} ]
}
}
\ No newline at end of file
......@@ -184,7 +184,7 @@
} ],
"parameters" : [ ]
},
"name" : "Choice"
"name" : "DeliverableObligationsChoice"
}, {
"functionDefinition" : {
"_type" : "lambda",
......
{
"classifierPath" : "meta::pure::metamodel::type::Class",
"content" : {
"_type" : "class",
"name" : "DividendTerms",
"package" : "cdm::model",
"properties" : [ {
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},
"name" : "manufacturedIncomeRequirement",
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"tag" : {
"profile" : "meta::pure::profiles::doc",
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},
"value" : "Specifies the proportion of the value of the dividend on the borrowed shares that the borrower is legally obligated to return to the lender."
} ],
"type" : "cdm::model::DividendPayout"
}, {
"multiplicity" : {
"lowerBound" : 0,
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},
"name" : "dividendEntitlement",
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"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Defines the date on which the receiver of the equity return is entitled to the dividend."
} ],
"type" : "cdm::model::DividendEntitlementEnum"
}, {
"multiplicity" : {
"lowerBound" : 0,
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},
"name" : "minimumBillingAmount",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "daily fee increments accrue until a threshold is crossed, at which point payment becomes due)"
} ],
"type" : "cdm::model::Money"
} ],
"taggedValues" : [ {
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"profile" : "meta::pure::profiles::doc",
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}
}
\ No newline at end of file
{
"classifierPath" : "meta::pure::metamodel::type::Class",
"content" : {
"_type" : "class",
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"package" : "cdm::model",
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"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "durationType",
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"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Specifies the Duration Terms of the Security Financing transaction. e.g. Open or Term."
} ],
"type" : "cdm::model::DurationTypeEnum"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "evergreenProvision",
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"tag" : {
"profile" : "meta::pure::profiles::doc",
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},
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} ],
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} ],
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
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},
"value" : "Specifies the Duration Terms of the Security Financing Transaction, and optionally any Evergreen terms."
} ]
}
}
\ No newline at end of file
{
"classifierPath" : "meta::pure::metamodel::type::Enumeration",
"content" : {
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"package" : "cdm::model",
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"tag" : {
"profile" : "meta::pure::profiles::doc",
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},
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} ],
"values" : [ {
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Specifies a trade with a termination date."
} ],
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}, {
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
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},
"value" : "Specifies a trade with no termination date."
} ],
"value" : "Open"
}, {
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Specifies a trade where the term date is extended by a pre-determined period until a notice is serviced. Once the notice is served, the trade will not be reset again and goes to term."
} ],
"value" : "Evergreen"
} ]
}
}
\ No newline at end of file
{
"classifierPath" : "meta::pure::metamodel::type::Class",
"content" : {
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"name" : "EligibleCollateralSchedule",
"package" : "cdm::model",
"properties" : [ {
"multiplicity" : {
"lowerBound" : 0
},
"name" : "scheduleIdentifier",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Represents the identifier(s) that uniquely identify an eligible collateral schedule for an identity issuer."
} ],
"type" : "cdm::model::Identifier"
}, {
"multiplicity" : {
"lowerBound" : 1
},
"name" : "criteria",
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"tag" : {
"profile" : "meta::pure::profiles::doc",
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"value" : "Criteria used to specify eligible collateral."
} ],
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} ],
"stereotypes" : [ {
"profile" : "cdm::model::metadata",
"value" : "key"
} ],
"taggedValues" : [ {
"tag" : {
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"value" : "Set of criteria used to specify an eligible collateral schedule."
} ]
}
}
\ No newline at end of file
{
"classifierPath" : "meta::pure::metamodel::type::Class",
"content" : {
"_type" : "class",
"name" : "EvergreenProvision",
"package" : "cdm::model",
"properties" : [ {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "americanExercise",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Defines the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees."
} ],
"type" : "cdm::model::AmericanExercise"
}, {
"multiplicity" : {
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"upperBound" : 1
},
"name" : "bermudaExercise",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
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},
"value" : "Defines the Bermuda option exercise dates and the expiration date together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee."
} ],
"type" : "cdm::model::BermudaExercise"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "europeanExercise",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
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},
"value" : "Defines the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees."
} ],
"type" : "cdm::model::EuropeanExercise"
}, {
"multiplicity" : {
"lowerBound" : 1,
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},
"name" : "followUpConfirmation",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent."
} ],
"type" : "Boolean"
}, {
"multiplicity" : {
"lowerBound" : 1,
"upperBound"</