Commit f571bbc9 authored by Mohammed Ibrahim's avatar Mohammed Ibrahim

syncing with workspace from studio [potentially affected 62 entities]

parent 2e5a9f9a
......@@ -93,7 +93,7 @@
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "The qualification of whether Additional Information related to Regulatory Compliance and Concentration Limits is applicable or not"
"value" : "The qualification of whether Additional Information related to Regulatory Compliance and Concentration Limits is applicable or not."
} ],
"type" : "Boolean"
} ],
......
......@@ -2,62 +2,6 @@
"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" : [ {
"_type" : "property",
"parameters" : [ {
"_type" : "var",
"name" : "this"
} ],
"property" : "isApplicable"
}, {
"_type" : "boolean",
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"values" : [ true ]
} ]
} ],
"parameters" : [ ]
}, {
"_type" : "lambda",
"body" : [ {
"_type" : "boolean",
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"values" : [ true ]
} ],
"parameters" : [ ]
} ]
} ],
"parameters" : [ ]
},
"name" : "Qualification"
} ],
"name" : "AdditionalRightsEvent",
"package" : "cdm::model",
"properties" : [ {
......
......@@ -135,7 +135,7 @@
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "A class to specify the Valuation of Appropriate Collateral that is applicable to the English Law ISDA CSA. ISDA 2016 English Law Credit Support Deed for Initial Margin, paragraph 13, General Principles, (u): Valuation of Appropriated Collateral."
"value" : "A class to specify the Valuation of Appropriated Collateral that is applicable to the English Law ISDA CSA. ISDA 2016 English Law Credit Support Deed for Initial Margin, paragraph 13, General Principles, (u): Valuation of Appropriated Collateral."
} ]
}
}
\ No newline at end of file
......@@ -10,10 +10,6 @@
"upperBound" : 1
},
"name" : "baseCurrency",
"stereotypes" : [ {
"profile" : "cdm::model::metadata",
"value" : "scheme"
} ],
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
......
This diff is collapsed.
......@@ -70,7 +70,7 @@
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Specifies the date on which the event is taking place. This is the equivalent of the trade date in the case of an execution."
"value" : "Specifies the date on which the event is taking place. This date is equal to the trade date in the case of a simple execution. However it can be different from the trade date, for example in the case of a partial termination."
} ],
"type" : "Date"
}, {
......
......@@ -43,7 +43,7 @@
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Bespoke terms to describe the time as of which such party (or the Calculation Agent (IM) (if applicable)) computes its end of day valuations of derivatives transactions."
"value" : "Bespoke terms to describe the time as of which such party (or the Calculation Agent (IM) (if applicale)) computes its end of day valuations of derivatives transactions."
} ],
"type" : "cdm::model::BespokeCalculationTime"
}, {
......@@ -99,7 +99,7 @@
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Cash Settlement Day has the meaning specified in ISDA 2016 Japanese Law Credit Support Annex for Initial Margin, Paragraph 4(b)(i), unless otherwise specified as part of this attribute. ISDA 2016 Japanese Law Credit Support Annex for Initial Margin, paragraph 13, General Principles, (e)(iv): Cash Settlement Day."
"value" : "Cash Settlement Day has the meaning specified in ISDA 2016 Japanese Law Credit Support Annex for Initial Margin, Paragraph 4(b)(i), unless otherwise specified as part of this attribute."
} ],
"type" : "String"
}, {
......@@ -113,7 +113,7 @@
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Securities Settlement Day has the meaning specified in ISDA 2016 Japanese Law Credit Support Annex for Initial Margin, Paragraph 12, unless otherwise specified as part of this attribute. ISDA 2016 Japanese Law Credit Support Annex for Initial Margin, paragraph 13, General Principles, (e)(v): Securities Settlement Day."
"value" : "Securities Settlement Day has the meaning specified in ISDA 2016 Japanese Law Credit Support Annex for Initial Margin, Paragraph 12, unless otherwise specified as part of this attribute."
} ],
"type" : "String"
} ],
......
......@@ -349,6 +349,20 @@
"value" : "The roll convention specifies the period term as part of a periodic schedule, i.e. the calculation period end date within the regular part of the calculation period. The value could be a rule, e.g. IMM Settlement Dates, which is the 3rd Wednesday of the month, or it could be a specific day of the month, such as the first day of the applicable month. It is used in conjunction with a frequency and the regular period start date of a calculation period."
} ],
"type" : "cdm::model::RollConventionEnum"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "balanceOfFirstPeriod",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Indicates, when true, that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g. Jan 15 - Jan 31 if the calculation periods are one month long and Effective Date is Jan 15. If false, the first Calculation Period should run from the Effective Date for one whole period, e.g. Jan 15 to Feb 14 if the calculation periods are one month long and Effective Date is Jan 15. Mostly used in Commmodity Swaps."
} ],
"type" : "Boolean"
} ],
"superTypes" : [ "cdm::model::Frequency" ],
"taggedValues" : [ {
......
......@@ -182,8 +182,6 @@
"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
......@@ -4,13 +4,56 @@
"_type" : "class",
"name" : "Commodity",
"package" : "cdm::model",
"properties" : [ {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "commodityProductDefinition",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Specifies the commodity underlier in the event that no ISDA Commodity Reference Benchmark exists."
} ],
"type" : "cdm::model::CommodityProductDefinition"
}, {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "priceQuoteType",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Describes the required quote type of the underlying price that will be observed. Example values include 'Bid, 'Ask', 'Settlement' (for a futures contract) and 'WeightedAverage' (for some published prices and indices)."
} ],
"type" : "cdm::model::QuotationSideEnum"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "deliveryDateReference",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Specifies the parameters for identifying the relevant contract date when the commodity reference price is a futures contract."
} ],
"type" : "cdm::model::DeliveryDateParameters"
} ],
"superTypes" : [ "cdm::model::ProductBase" ],
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Identifies a commodity by referencing a product identifier."
"value" : "Identifies a specific commodity by referencing a product identifier or by a product definition."
} ]
}
}
\ No newline at end of file
{
"classifierPath" : "meta::pure::metamodel::type::Enumeration",
"content" : {
"_type" : "Enumeration",
"name" : "CommodityInformationPublisherEnum",
"package" : "cdm::model",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Defines a publication in which the price can be found. (e.g Gas Daily, Platts Bloomberg."
} ],
"values" : [ {
"value" : "Argus"
}, {
"value" : "ArgusMcCloskeys"
}, {
"value" : "ArgusAmericasCrudeReport"
} ]
}
}
\ No newline at end of file
{
"classifierPath" : "meta::pure::metamodel::type::Class",
"content" : {
"_type" : "class",
"name" : "CommodityPayout",
"package" : "cdm::model",
"properties" : [ {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "settlementCurrency",
"stereotypes" : [ {
"profile" : "cdm::model::metadata",
"value" : "scheme"
} ],
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Defines the currency in which the payment will be made."
} ],
"type" : "String"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "averagingMethod",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Indicates if the averaging calculation, when applicable, is weighted or unweighted."
} ],
"type" : "cdm::model::AveragingMethodEnum"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "commodityPriceReturnTerms",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Defines parameters in which the commodity price is assessed."
} ],
"type" : "cdm::model::CommodityPriceReturnTerms"
}, {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "pricingDates",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Specifies specific dates or parametric rules for the dates on which the price will be determined."
} ],
"type" : "cdm::model::PricingDates"
} ],
"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
......@@ -2,49 +2,63 @@
"classifierPath" : "meta::pure::metamodel::type::Class",
"content" : {
"_type" : "class",
"name" : "FloatingInterestRate",
"name" : "CommodityPriceReturnTerms",
"package" : "cdm::model",
"properties" : [ {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "initialRate",
"name" : "rounding",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05."
"value" : "Defines rounding rules and precision to be used in the rounding of a number."
} ],
"type" : "Float"
"type" : "cdm::model::Rounding"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "spread",
"type" : "Float"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "capRate",
"type" : "Float"
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Defines a spread value for one or more defined dates."
} ],
"type" : "cdm::model::SpreadSchedule"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "floorRate",
"type" : "Float"
"name" : "rollFeature",
"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."
} ],
"type" : "cdm::model::RollFeature"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "multiplier",
"name" : "conversionFactor",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Defines the conversion applied if the quantity unit on contract is different from unit on referenced underlier."
} ],
"type" : "Float"
} ],
"taggedValues" : [ {
......@@ -52,7 +66,7 @@
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Data to specify a floating interest rate price."
"value" : "Defines parameters in which the commodity price is assessed."
} ]
}
}
\ No newline at end of file
{
"classifierPath" : "meta::pure::metamodel::type::Class",
"content" : {
"_type" : "class",
"name" : "CommodityProductDefinition",
"package" : "cdm::model",
"properties" : [ {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "referenceFramework",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Specifies the type of commodity."
} ],
"type" : "cdm::model::CommodityReferenceFramework"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "priceSource",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Specifies a publication that provides the commodity price, including, where applicable the details of where in the publication the price is published. Applicable when the commodity reference price is not a futures contract"
} ],
"type" : "cdm::model::PriceSource"
}, {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "exchangeId",
"stereotypes" : [ {
"profile" : "cdm::model::metadata",
"value" : "scheme"
} ],
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Identifies the exchange from which the reference price should be sourced, using the scheme at the following url: http://www.fpml.org/coding-scheme/external/exchange-id-MIC-1-0"
} ],
"type" : "String"
} ],
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Specifies the commodity underlier in the event that no ISDA Commodity Reference Price exists."
} ]
}
}
\ No newline at end of file
{
"classifierPath" : "meta::pure::metamodel::type::Class",
"content" : {
"_type" : "class",
"name" : "CommodityReferenceFramework",
"package" : "cdm::model",
"properties" : [ {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "commodityBase",
"stereotypes" : [ {
"profile" : "cdm::model::metadata",
"value" : "scheme"
} ],
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Identifies the base type of the commodity being traded, using the names defined in the ISDA 2005 Commodity Definitions SubAnnex A where possible, e.g. AgriculturalProducts, CommodityCompositeIndices, Energy, Freight, Metals, or PaperAndPlastic. Implementors can define their own scheme with additional values."
} ],
"type" : "String"
}, {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "subCommodity",
"stereotypes" : [ {
"profile" : "cdm::model::metadata",
"value" : "scheme"
} ],
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Identifies the sub product type of the commodity being traded, using the names defined in the ISDA 2005 Commodity Definitions SubAnnex A where possible, e.g. under Energy, the possible values are Benzene, Coal, DieselFuel, Electricity, FuelOil, GasOil, Gasoline, HeatingOil, JetFuelKerosene, Methanol, Naphtha, NaturalGas, NaturalGasLiquids, Oil, and UltraLowSulpherDiesel. Implementors can define their own scheme with additional values."
} ],
"type" : "String"
}, {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "commodityName",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Identifies the commodity more specifically. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions SubAnnex A, including the subCommodity and additional qualifiers, but should be limited to 256 characters or less."
} ],
"type" : "String"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "capacityUnit",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Provides an enumerated value for a capacity unit, generally used in the context of defining quantities for commodities."
} ],
"type" : "cdm::model::CapacityUnitEnum"
}, {
"multiplicity" : {
"lowerBound" : 0,
"upperBound" : 1
},
"name" : "weatherUnit",
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Provides an enumerated values for a weather unit, generally used in the context of defining quantities for commodities."
} ],
"type" : "cdm::model::WeatherUnitEnum"
}, {
"multiplicity" : {
"lowerBound" : 1,
"upperBound" : 1
},
"name" : "currency",
"stereotypes" : [ {
"profile" : "cdm::model::metadata",
"value" : "scheme"
} ],
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Defines the currency in which the commodity is priced."
} ],
"type" : "String"
} ],
"taggedValues" : [ {
"tag" : {
"profile" : "meta::pure::profiles::doc",
"value" : "doc"
},
"value" : "Specifies the type of commodity."
} ]
}
}
\ No newline at end of file
......@@ -73,85 +73,6 @@
"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" : [ ]