Namespace org.accordproject.finance.bond0.2.0

Compatible with Concerto versions . Has 4 declarations.

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Declared Types

      
      import org.accordproject.finance.bond.CouponType from https://models.accordproject.org/finance/bond@0.2.0.cto
      import org.accordproject.finance.bond.PaymentFrequency from https://models.accordproject.org/finance/bond@0.2.0.cto
      import org.accordproject.finance.bond.Bond from https://models.accordproject.org/finance/bond@0.2.0.cto
      import org.accordproject.finance.bond.BondAsset from https://models.accordproject.org/finance/bond@0.2.0.cto

Dependencies

Source

    /*
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 * http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

namespace org.accordproject.finance.bond

import org.accordproject.organization.Organization from https://models.accordproject.org/organization.cto
import org.accordproject.time.Duration from https://models.accordproject.org/time@0.2.0.cto
import org.accordproject.money.CurrencyCode from https://models.accordproject.org/money@0.2.0.cto

enum CouponType {
  o FIXED
  o FLOATING
}

concept PaymentFrequency {
    o Integer periodMultiplier
    o Duration period
}

/**
 * Definition of a Bond, based on the FpML schema:
 * http://www.fpml.org/spec/fpml-5-3-2-wd-2/html/reporting/schemaDocumentation/schemas/fpml-asset-5-3_xsd/elements/bond.html
 *
 */
concept Bond {
    o String[] instrumentId
    o String description optional
    o CurrencyCode currency optional
    o String[] exchangeId
    o String clearanceSystem optional
    o String definition optional
    o String seniority optional
    o CouponType couponType optional
    o Double couponRate optional
    o DateTime maturity
    o Double parValue
    o Double faceAmount
    o PaymentFrequency paymentFrequency
    o String dayCountFraction
    --> Organization issuer
}

asset BondAsset identified by ISINCode {
    o String ISINCode
    o Bond bond
}