Commit 8d4d8ce7 authored by Shaun Aston's avatar Shaun Aston

syncing with workspace from studio [potentially affected 12 entities]

parent 68aed246
{
"classifierPath" : "meta::pure::metamodel::type::Class",
"content" : {
"_type" : "class",
"name" : "PricingDates",
"package" : "PricingDates",
"properties" : [ {
"multiplicity" : {
"lowerBound" : 0
},
"name" : "pricingDates",
"type" : "cdm::model::AdjustableOrRelativeDates"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "dayOfWeek",
"type" : "cdm::model::DayOfWeekEnum"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "dayDistribution",
"type" : "cdm::model::DayDistribution"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "businessCalendar",
"type" : "cdm::model::CommodityBusinessCalendar"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "lag",
"type" : "cdm::model::Lag"
} ]
}
}
\ No newline at end of file
{
"classifierPath" : "meta::pure::metamodel::type::Class",
"content" : {
"_type" : "class",
"name" : "AveragePayout",
"package" : "cdm::model",
"properties" : [ {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "settlementCurrency",
"type" : "cdm::model::ISOCurrencyCodeEnum"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "averagingMethod",
"type" : "cdm::model::AveragingMethodEnum"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "averagePriceReturnTerms",
"type" : "cdm::model::AveragePriceReturnTerms"
}, {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "pricingDates",
"type" : "String"
} ],
"superTypes" : [ "cdm::model::ObservationPayout" ],
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Payout based on the averaged price of a referenced underlier. (e.g. Commodities). Can represent both average (average of many) & bullet (average of 1) pricing"
} ]
}
}
\ No newline at end of file
{
"classifierPath" : "meta::pure::metamodel::type::Class",
"content" : {
"_type" : "class",
"name" : "AveragePriceReturnTerms",
"package" : "cdm::model",
"properties" : [ {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "rounding",
"type" : "cdm::model::Rounding"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "spread",
"type" : "cdm::model::SpreadSchedule"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "rollFeature",
"type" : "cdm::model::RollFeature"
} ],
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Parameters in which the average price is assessed"
} ]
}
}
\ No newline at end of file
This diff is collapsed.
{
"classifierPath" : "meta::pure::metamodel::type::Enumeration",
"content" : {
"_type" : "Enumeration",
"name" : "CommodityBusinessCalendar",
"package" : "cdm::model",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Identifies a commodity business day calendar from which the pricing dates will be determined."
} ],
"values" : [ {
"value" : "ADSM"
} ]
}
}
\ No newline at end of file
{
"classifierPath" : "meta::pure::metamodel::type::Enumeration",
"content" : {
"_type" : "Enumeration",
"name" : "DayDistribution",
"package" : "cdm::model",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "The method by which the pricing days are distributed across the pricing period."
} ],
"values" : [ {
"value" : "All"
}, {
"value" : "First"
}, {
"value" : "Last"
}, {
"value" : "Penultimate"
} ]
}
}
\ No newline at end of file
......@@ -357,27 +357,6 @@
"name" : "EquityPayout",
"package" : "cdm::model",
"properties" : [ {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "payerReceiver",
"type" : "cdm::model::PayerReceiver"
}, {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "underlier",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "2018 ISDA CDM Equity Confirmation for Security Equity Swap: Security"
} ],
"type" : "cdm::model::Underlier"
}, {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
......@@ -419,48 +398,6 @@
"value" : "2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing"
} ],
"type" : "cdm::model::PriceReturnTerms"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "fxFeature",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "A quanto or composite FX feature."
} ],
"type" : "cdm::model::FxFeature"
}, {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "calculationPeriodDates",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "The calculation period dates schedule."
} ],
"type" : "cdm::model::CalculationPeriodDates"
}, {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "paymentDates",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "The payment date schedule, as defined by the parameters that are needed to specify it, either in a parametric way or by reference to another schedule of dates (e.g. the valuation dates)."
} ],
"type" : "cdm::model::PaymentDates"
}, {
"multiplicity" : {
"lowerBound" : 1,
......@@ -508,7 +445,7 @@
"profile" : "cdm::model::metadata",
"value" : "key"
} ],
"superTypes" : [ "cdm::model::PayoutBase" ],
"superTypes" : [ "cdm::model::ObservationPayout" ],
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
......
{
"classifierPath" : "meta::pure::metamodel::type::Class",
"content" : {
"_type" : "class",
"name" : "Lag",
"package" : "cdm::model",
"properties" : [ {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "lagDuration",
"type" : "cdm::model::Offset"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "firstObservationDateOffset",
"type" : "cdm::model::Offset"
} ],
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period."
} ]
}
}
\ No newline at end of file
{
"classifierPath" : "meta::pure::metamodel::type::Class",
"content" : {
"_type" : "class",
"name" : "ObservationPayout",
"package" : "cdm::model",
"properties" : [ {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "payerReceiver",
"type" : "cdm::model::PayerReceiverEnum"
}, {
"multiplicity" : {
"lowerBound" : 1
},
"name" : "calculationPeriodDates",
"type" : "cdm::model::CalculationPeriodDates"
}, {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "paymentDates",
"type" : "cdm::model::PaymentDates"
}, {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "underlier",
"type" : "cdm::model::Underlier"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "fxFeature",
"type" : "cdm::model::FxFeature"
} ],
"superTypes" : [ "cdm::model::PayoutBase" ],
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Payout terms relevent where the underlier is an asset (e.g. equities, commodities) or a referenced benchmark that is observed to obtain a price"
} ]
}
}
\ No newline at end of file
......@@ -733,6 +733,12 @@
"value" : "A cashflow between the parties to the trade. For interest rate and equity products, this corresponds to the FpML additionalPayment element. For credit default swaps, this corresponds to the FpML initialPayment element and the singlePayment element of the fee leg. For option products, it represents the FpML premium element."
} ],
"type" : "cdm::model::Cashflow"
}, {
"multiplicity" : {
"lowerBound" : 0
},
"name" : "averagePayout",
"type" : "cdm::model::AveragePayout"
} ],
"taggedValues" : [ {
"tag" : {
......
{
"classifierPath" : "meta::pure::metamodel::type::Class",
"content" : {
"_type" : "class",
"name" : "RollFeature",
"package" : "cdm::model",
"properties" : [ {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "rollSourceCalendar",
"type" : "cdm::model::RollSourceCalendar"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "deliveryDateRollConvention",
"type" : "cdm::model::Offset"
} ],
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Used in conjunction with an exchange-based pricing source. Identifies a way in which the futures contracts referenced will roll between periods. "
} ]
}
}
\ No newline at end of file
{
"classifierPath" : "meta::pure::metamodel::type::Enumeration",
"content" : {
"_type" : "Enumeration",
"name" : "RollSourceCalendar",
"package" : "cdm::model",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Used in conjunction with an exchange-based pricing source. Identifies a date source calendar from which the pricing dates and thus roll to the next contract will be based off (e.g. pricing is based on the NYMEX WTI First Nearby Futures Contract, if “Future” is chosen, the pricing will roll to the next futures contract on expiration, if “ListedOption” is chosen, the pricing will roll to the next futures contract on the Option expiration date which is three business days before the expiration of the NYMEX WTI futures contract.) Omitting this element will result in the default behavior expected with the pricing source described within the commodity element."
} ],
"values" : [ {
"value" : "ListedOption"
}, {
"value" : "Future"
} ]
}
}
\ No newline at end of file
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