Commit 49800353 authored by Shaun Aston's avatar Shaun Aston

syncing with workspace from studio [potentially affected 13 entities]

parent 68a625bd
......@@ -24,17 +24,6 @@
"height" : 86,
"width" : 293.2275390625
}
}, {
"class" : "cdm::model::AveragingObservation",
"id" : "315c54a9-b23b-460d-b0a9-99485fbcfe0a",
"position" : {
"x" : 272.00000381469727,
"y" : 370.6528015136719
},
"rectangle" : {
"height" : 114,
"width" : 320.89404296875
}
}, {
"class" : "cdm::model::OptionStrike",
"id" : "cbe90df4-84e5-482d-9056-549b13c8922b",
......@@ -62,22 +51,6 @@
"name" : "AveragingModelDiagram",
"package" : "cdm::AveragingModel",
"propertyViews" : [ {
"line" : {
"points" : [ {
"x" : 432.44702529907227,
"y" : 427.6528015136719
}, {
"x" : 432.61377334594727,
"y" : 611.9166870117188
} ]
},
"property" : {
"class" : "cdm::model::AveragingObservation",
"property" : "fxRateObservable"
},
"sourceView" : "315c54a9-b23b-460d-b0a9-99485fbcfe0a",
"targetView" : "09735b17-26fd-4cdc-8ad9-4e0f38667cee"
}, {
"line" : {
"points" : [ {
"x" : 669.5700759887695,
......
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{
"classifierPath" : "meta::pure::metamodel::type::Class",
"content" : {
"_type" : "class",
"name" : "AveragingCalculation",
"package" : "cdm::model",
"properties" : [ {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "calculationMethod",
"type" : "cdm::model::AveragingCalculationMethodEnum"
}, {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "precision",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Rounding applied to the average calculation. "
} ],
"type" : "cdm::model::Rounding"
} ],
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Defines parameters for use in cases when a valuation or other term is based on an average of market observations."
} ]
}
}
\ No newline at end of file
{
"classifierPath" : "meta::pure::metamodel::type::Class",
"content" : {
"_type" : "class",
"name" : "AveragingStrikeFeature",
"package" : "cdm::model",
"properties" : [ {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "averagingCalculation",
"type" : "cdm::model::AveragingCalculation"
}, {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "observationTerms",
"type" : "cdm::model::ObservationTerms"
} ],
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Defines the terms required to calculate the average observations associated with an averaging strike."
} ]
}
}
\ No newline at end of file
......@@ -120,6 +120,20 @@
"value" : "A time period, e.g. a day, week, month, year or term of the stream."
} ],
"type" : "cdm::model::PeriodExtendedEnum"
}, {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "dayType",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Type of day (Business, Calendar etc.) specified where period = 'D'"
} ],
"type" : "cdm::model::DayTypeEnum"
} ],
"stereotypes" : [ {
"profile" : "cdm::model::metadata",
......
......@@ -31,6 +31,20 @@
"value" : "Specifies the date range and frequency on which market observations take place. Weights can be assigned to dates in the schedule by assigning the weight and corresponding observationReference in the observationSchedule."
} ],
"type" : "cdm::model::PeriodicDates"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "parametricDates",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Specifies parametric terms to determine which days within a given calculation period the price would be observed. Typically associated with Commodities. "
} ],
"type" : "cdm::model::ParametricDates"
} ],
"taggedValues" : [ {
"tag" : {
......
......@@ -2,85 +2,71 @@
"classifierPath" : "meta::pure::metamodel::type::Class",
"content" : {
"_type" : "class",
"name" : "AveragingObservation",
"name" : "ObservationTerms",
"package" : "cdm::model",
"properties" : [ {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "calculationMethod",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Specifies enumerations for the type of averaging calculation."
} ],
"type" : "cdm::model::AveragingCalculationMethodEnum"
"name" : "pricingTime",
"type" : "cdm::model::BusinessCenterTime"
}, {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "pricingTimeType",
"type" : "cdm::model::TimeTypeEnum"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "primarySource",
"type" : "cdm::model::InformationSource"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "secondarySource",
"type" : "cdm::model::InformationSource"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "precision",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Specifies details of any rounding applied when averaging market observations."
} ],
"type" : "cdm::model::Rounding"
}, {
"multiplicity" : {
"lowerBound" : 1,
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "observationTime",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Specifies the time details at which a market observation will take place."
} ],
"type" : "cdm::model::BusinessCenterTime"
"name" : "calculationPeriodDates",
"type" : "cdm::model::CalculationPeriodDates"
}, {
"multiplicity" : {
"lowerBound" : 1,
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "observationDates",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Specifies the date details at which a market observation will take place."
} ],
"type" : "cdm::model::ObservationDates"
"name" : "observable",
"type" : "cdm::model::Observable"
}, {
"multiplicity" : {
"lowerBound" : 0,
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "fxRateObservable",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Defines foreign exchange (FX) asset class specific parameters."
} ],
"type" : "cdm::model::FxRateObservable"
"name" : "observationDates",
"type" : "cdm::model::ObservationDates"
} ],
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Defines parameters for use in cases when a valuation or other term is based on an average of market observations."
"value" : "Class containing terms that are associated with observing a price/benchmark/index across either single or multple observations. "
} ]
}
}
\ No newline at end of file
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......@@ -45,7 +45,7 @@
},
"value" : "Defines an option feature in which an average market observation price is determined on valuation and compared to the strike to determine a settlement amount."
} ],
"type" : "cdm::model::AveragingObservation"
"type" : "cdm::model::AveragingCalculation"
}, {
"multiplicity" : {
"lowerBound" : 0,
......
......@@ -81,6 +81,13 @@
"value" : "The product underlying the option, which can be of any type including ContractualProduct or Security."
} ],
"type" : "cdm::model::Underlier"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "observationTerms",
"type" : "cdm::model::ObservationTerms"
} ],
"stereotypes" : [ {
"profile" : "cdm::model::metadata",
......
......@@ -307,7 +307,7 @@
},
"value" : "Defines an option strike that is calculated from an average of observed market prices."
} ],
"type" : "cdm::model::AveragingObservation"
"type" : "cdm::model::AveragingStrikeFeature"
} ],
"taggedValues" : [ {
"tag" : {
......
......@@ -65,6 +65,15 @@
"value" : "CalculationPeriod - the period corresponds to the calculation period For example, used in the Commodity Markets to indicate that a reference contract is the one that corresponds to the period of the calculation period."
} ],
"value" : "C"
}, {
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Hour"
} ],
"value" : "H"
} ]
}
}
\ No newline at end of file
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