/* * 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.isda.cdm concept AdjustableDates{ o String id o DateTime[] unadjustedDate o DateTime[] adjustedDate o BusinessDayAdjustments dateAdjustments } concept AdjustableDatesBuilder{ o String id o DateTime[] unadjustedDate o DateTime[] adjustedDate } concept AmountSchedule{ o String[] currency o String currencyScheme o String id o Double initialValue o Step[] step } concept AmountScheduleBuilder{ o String[] currency o String currencyScheme o String id o Double initialValue } concept NonNegativeStep{ o String id o DateTime stepDate o Double stepValue } concept NonNegativeStepBuilder{ o String id o DateTime stepDate o Double stepValue } concept ComputedAmount{ o String currency o String callFunction o String currencyScheme o Double amount } concept ComputedAmountBuilder{ o String currency o String callFunction o String currencyScheme o Double amount } concept InterestShortFall{ o InterestShortfallCapEnum interestShortfallCap o Boolean compounding o FloatingRateIndexEnum rateSource } concept InterestShortFallBuilder{ o InterestShortfallCapEnum interestShortfallCap o Boolean compounding o FloatingRateIndexEnum rateSource } concept TradeHeaderBuilder{ o DateTime tradeDate } concept TradeHeader{ o PartyContractIdentifier[] identifier o DateTime tradeDate } concept PaymentDetail{ o String id o AdjustableOrAdjustedDate paymentDate o PaymentRule paymentRule o Money paymentAmount } concept PaymentDetailBuilder{ o String id } concept PaymentRule{ o PercentageRule percentageRule } concept PaymentRuleBuilder{ } concept AllocationOutcome{ o ExecutionReference execution o ContractReference[] contractReference o Contract[] contract } concept AllocationOutcomeBuilder{ } concept Account{ o String id o String accountNumber o String accountName o AccountTypeEnum accountType o String accountBeneficiary o String servicingParty o String accountNameScheme o String accountNumberScheme o String accountTypeScheme } concept AccountBuilder{ o String id o String accountNumber o String accountName o AccountTypeEnum accountType o String accountBeneficiary o String servicingParty o String accountNameScheme o String accountNumberScheme o String accountTypeScheme } enum ContractualDefinitionsEnum{ o ISDA1991 o ISDA_1993_COMMODITY o ISDA_1996_EQUITY o ISDA_1997_BULLION o ISDA_1997_GOVERNMENT_BOND o ISDA1998FX o ISDA_1999_CREDIT o ISDA2000 o ISDA_2002_EQUITY o ISDA_2003_CREDIT o ISDA_2004_NOVATION o ISDA_2005_COMMODITY o ISDA2006 o ISDA_2006_INFLATION o ISDA_2008_INFLATION o ISDA_2011_EQUITY o ISDA_2014_CREDIT } concept BermudaExercise{ o String id o AdjustableOrRelativeDates relevantUnderlyingDate o BusinessCenterTime earliestExerciseTime o BusinessCenterTime expirationTime o AdjustableOrRelativeDates bermudaExerciseDates o BusinessCenterTime latestExerciseTime o MultipleExercise multipleExercise o ExerciseFeeSchedule exerciseFeeSchedule } concept BermudaExerciseBuilder{ o String id } concept ContractualMatrix{ o MatrixTypeEnum matrixType o DateTime publicationDate o MatrixTermEnum matrixTerm o String matrixTermScheme o String matrixTypeScheme } concept ContractualMatrixBuilder{ o MatrixTypeEnum matrixType o DateTime publicationDate o MatrixTermEnum matrixTerm o String matrixTermScheme o String matrixTypeScheme } concept PhysicalExercise{ o Cashflow cashflow o Commodity commodity o ListedProduct listedProduct o Quantity quantity o ContractReference[] contractReference o Contract[] contract } concept PhysicalExerciseBuilder{ } concept InterestRateCurveBuilder{ o String floatingRateIndexScheme o FloatingRateIndexEnum floatingRateIndex } concept InterestRateCurve{ o String floatingRateIndexScheme o FloatingRateIndexEnum floatingRateIndex o Period tenor } concept RelativeDateOffset{ o BusinessDayConventionEnum businessDayConvention o BusinessCenters businessCenters o String businessCentersReference o String dateRelativeTo o DateTime adjustedDate o DayTypeEnum dayType o String id o PeriodEnum period o Integer periodMultiplier } concept RelativeDateOffsetBuilder{ o BusinessDayConventionEnum businessDayConvention o String businessCentersReference o String dateRelativeTo o DateTime adjustedDate o DayTypeEnum dayType o String id o PeriodEnum period o Integer periodMultiplier } concept PayoutLineage{ o String cashflow o String optionPayout o String creditDefaultPayout o String payoutReference o String interestRatePayout } concept PayoutLineageBuilder{ o String cashflow o String optionPayout o String creditDefaultPayout o String payoutReference o String interestRatePayout } concept ManualExercise{ o ExerciseNotice exerciseNotice o Boolean fallbackExercise } concept ManualExerciseBuilder{ o Boolean fallbackExercise } concept GeneralTerms{ o String additionalTermScheme o BuyerSeller buyerSeller o ReferenceInformation referenceInformation o IndexReferenceInformation indexReferenceInformation o Boolean substitution o Boolean modifiedEquityDelivery o BasketReferenceInformation basketReferenceInformation o String[] additionalTerm o BusinessDayAdjustments dateAdjustments } concept GeneralTermsBuilder{ o String additionalTermScheme o Boolean substitution o Boolean modifiedEquityDelivery o String[] additionalTerm } concept ListedProduct{ o Bond bond o ConvertibleBond convertibleBond o String rosettaKey } concept ListedProductBuilder{ } enum RoundingDirectionEnum{ o UP o DOWN o NEAREST } concept NewTradePrimitiveBuilder{ } concept NewTradePrimitive{ o ContractIdentifier contractReference o Contract contract } concept IndexReferenceInformationBuilder{ o String id o Integer indexAnnexVersion o String indexAnnexSourceScheme o String indexIdScheme o String indexNameScheme o Integer indexSeries o String indexName o String[] indexId o DateTime indexAnnexDate o IndexAnnexSourceEnum indexAnnexSource } concept IndexReferenceInformation{ o String id o Integer indexAnnexVersion o String indexAnnexSourceScheme o String indexIdScheme o String indexNameScheme o Tranche tranche o Integer indexSeries o String indexName o String[] indexId o DateTime indexAnnexDate o IndexAnnexSourceEnum indexAnnexSource o LegalEntity[] excludedReferenceEntity o SettledEntityMatrix settledEntityMatrix } concept ContractOrContractReference{ o ContractReference[] contractReference o Contract[] contract } concept ContractOrContractReferenceBuilder{ } enum StepRelativeToEnum{ o INITIAL o PREVIOUS } concept TransactedPriceBuilder{ o Double initialPoints o QuotationStyleEnum quotationStyle o Double marketFixedRate o Double marketPrice } concept TransactedPrice{ o Double initialPoints o QuotationStyleEnum quotationStyle o Double marketFixedRate o Double marketPrice } concept Step{ o String id o DateTime stepDate o Double stepValue } concept StepBuilder{ o String id o DateTime stepDate o Double stepValue } concept FxLinkedNotionalAmount{ o Double notionalAmount o DateTime resetDate o DateTime adjustedFxSpotFixingDate o Double observedFxSpotRate } concept FxLinkedNotionalAmountBuilder{ o Double notionalAmount o DateTime resetDate o DateTime adjustedFxSpotFixingDate o Double observedFxSpotRate } concept EarlyTerminationEvent{ o String id o DateTime adjustedEarlyTerminationDate o DateTime adjustedExerciseFeePaymentDate o DateTime adjustedCashSettlementValuationDate o DateTime adjustedCashSettlementPaymentDate o DateTime adjustedExerciseDate } concept EarlyTerminationEventBuilder{ o String id o DateTime adjustedEarlyTerminationDate o DateTime adjustedExerciseFeePaymentDate o DateTime adjustedCashSettlementValuationDate o DateTime adjustedCashSettlementPaymentDate o DateTime adjustedExerciseDate } concept ObservationPrimitive{ o QuotationSideEnum side o ObservationSource source o Double observation o DateTime date o TimeZone time } concept ObservationPrimitiveBuilder{ o QuotationSideEnum side o Double observation o DateTime date } concept ValuationDate{ o SingleValuationDate singleValuationDate o MultipleValuationDates multipleValuationDates } concept ValuationDateBuilder{ } concept PartyRole{ o PartyRoleEnum role o String partyReference } concept PartyRoleBuilder{ o PartyRoleEnum role o String partyReference } enum TimeUnitEnum{ o SECOND o MINUTE o HOUR o DAY o WEEK o MONTH o YEAR } concept TimeZone{ o String location o String locationScheme o DateTime time } concept TimeZoneBuilder{ o String location o String locationScheme o DateTime time } concept Tranche{ o Double attachmentPoint o Double exhaustionPoint o Boolean incurredRecoveryApplicable } concept TrancheBuilder{ o Double attachmentPoint o Double exhaustionPoint o Boolean incurredRecoveryApplicable } concept StrategyFeature{ o StrikeSpread strikeSpread o CalendarSpread calendarSpread } concept StrategyFeatureBuilder{ } concept FloatingAmountEvents{ o Boolean failureToPayPrincipal o Boolean writedown o Boolean impliedWritedown o AdditionalFixedPayments additionalFixedPayments o InterestShortFall interestShortfall o FloatingAmountProvisions floatingAmountProvisions } concept FloatingAmountEventsBuilder{ o Boolean failureToPayPrincipal o Boolean writedown o Boolean impliedWritedown } concept Collateral{ o IndependentAmount independentAmount } concept CollateralBuilder{ } concept CurveBuilder{ o String commodityCurveScheme o CommodityReferencePriceEnum commodityCurve } concept Curve{ o String commodityCurveScheme o InterestRateCurve interestRateCurve o CommodityReferencePriceEnum commodityCurve } concept PassThrough{ o PassThroughItem[] passThroughItem } concept PassThroughBuilder{ } enum QuotationStyleEnum{ o POINTS_UP_FRONT o TRADED_SPREAD o PRICE } concept ReferencePoolItemBuilder{ o String protectionTermsReference o String settlementTermsReference } concept ReferencePoolItem{ o ReferencePair referencePair o String protectionTermsReference o String settlementTermsReference o ConstituentWeight constituentWeight } concept StubPeriod{ o String calculationPeriodDatesReference o StubValue initialStub o StubValue finalStub } concept StubPeriodBuilder{ o String calculationPeriodDatesReference } concept Event{ o DateTime effectiveDate o PrimitiveEvent primitive o Lineage lineage o MessageInformation messageInformation o Identifier eventIdentifier o String eventQualifier o DateTime eventDate o ActionEnum action o IntentEnum intent o String functionCall o EventEffect eventEffect o Party[] party o String rosettaKey o EventTimestamp timestamp } concept EventBuilder{ o DateTime effectiveDate o String eventQualifier o DateTime eventDate o ActionEnum action o IntentEnum intent o String functionCall } concept Transfer{ o GrossCashflow[] grossCashflow o String settlementReference o String rosettaKey o AdjustableOrAdjustedOrRelativeDate transferDate o String transferCalculation o TransferTypeEnum transferType o TransferStatusEnum transferStatus o PayerReceiver payerReceiver o Asset asset o TransferorTransferee transferorTransferee o Quantity quantity o Money amount } concept TransferBuilder{ o String settlementReference o String transferCalculation o TransferTypeEnum transferType o TransferStatusEnum transferStatus } enum SpreadScheduleTypeEnum{ o LONG o SHORT } concept AdditionalFixedPayments{ o Boolean interestShortfallReimbursement o Boolean principalShortfallReimbursement o Boolean writedownReimbursement } concept AdditionalFixedPaymentsBuilder{ o Boolean interestShortfallReimbursement o Boolean principalShortfallReimbursement o Boolean writedownReimbursement } concept EuropeanExerciseBuilder{ o String id } concept EuropeanExercise{ o String id o AdjustableOrRelativeDate expirationDate o AdjustableOrRelativeDates relevantUnderlyingDate o BusinessCenterTime earliestExerciseTime o BusinessCenterTime expirationTime o PartialExercise partialExercise o ExerciseFee exerciseFee } enum CreditSeniorityTradingEnum{ o SENIOR o SUBORDINATE } concept Barrier{ o TriggerEvent barrierCap o TriggerEvent barrierFloor } concept BarrierBuilder{ } enum QuoteBasisEnum{ o CURRENCY_1_PER_CURRENCY_2 o CURRENCY_2_PER_CURRENCY_1 } concept BusinessDayAdjustments{ o String id o BusinessDayConventionEnum businessDayConvention o BusinessCenters businessCenters } concept BusinessDayAdjustmentsBuilder{ o String id o BusinessDayConventionEnum businessDayConvention } enum PeriodExtendedEnum{ o T o D o W o M o Y } concept FloatingRateDefinition{ o Double floatingRateMultiplier o Double spread o Double calculatedRate o RateObservation[] rateObservation o Strike[] capRate o Strike[] floorRate } concept FloatingRateDefinitionBuilder{ o Double floatingRateMultiplier o Double spread o Double calculatedRate } concept AllocationPrimitiveBuilder{ } concept AllocationPrimitive{ o Execution before o AllocationOutcome after } concept FxRateBuilder{ o Double rate } concept FxRate{ o QuotedCurrencyPair quotedCurrencyPair o Double rate } concept ExtendibleProvisionAdjustedDatesBuilder{ } concept ExtendibleProvisionAdjustedDates{ o ExtensionEvent[] extensionEvent } concept RelativeDatesBuilder{ o Integer periodSkip o BusinessDayConventionEnum businessDayConvention o String businessCentersReference o String dateRelativeTo o DateTime adjustedDate o DayTypeEnum dayType o String id o PeriodEnum period o Integer periodMultiplier } concept RelativeDates{ o Integer periodSkip o DateRange scheduleBounds o BusinessDayConventionEnum businessDayConvention o BusinessCenters businessCenters o String businessCentersReference o String dateRelativeTo o DateTime adjustedDate o DayTypeEnum dayType o String id o PeriodEnum period o Integer periodMultiplier } enum ActionEnum{ o NEW o CORRECT o CANCEL } concept OptionStrike{ o String currency o Double spread o ReferenceSwapCurve referenceSwapCurve o Double price o Double percentage o String strikeReference o String currencyScheme } concept OptionStrikeBuilder{ o String currency o Double spread o Double price o Double percentage o String strikeReference o String currencyScheme } concept ResetPrimitive{ o Cashflow cashflow o Double resetValue o String rosettaKey o DateTime date } concept ResetPrimitiveBuilder{ o Double resetValue o DateTime date } concept AveragingPeriodBuilder{ o String marketDisruptionScheme o MarketDisruptionEnum marketDisruption } concept AveragingPeriod{ o String marketDisruptionScheme o DateTimeList averagingDateTimes o AveragingObservationList averagingObservations o MarketDisruptionEnum marketDisruption o AveragingSchedule[] schedule } concept PercentageRuleBuilder{ o Double paymentPercent o String notionalAmountReference } concept PercentageRule{ o Double paymentPercent o String notionalAmountReference } concept CalculationAgent{ o String calculationAgentBusinessCenterScheme o BusinessCenterEnum calculationAgentBusinessCenter o String[] calculationAgentPartyReference o CalculationAgentPartyEnum calculationAgentParty } concept CalculationAgentBuilder{ o String calculationAgentBusinessCenterScheme o BusinessCenterEnum calculationAgentBusinessCenter o String[] calculationAgentPartyReference o CalculationAgentPartyEnum calculationAgentParty } concept NaturalPerson{ o String id o String honorific o String firstName o String[] middleName o String[] initial o String surname o String suffix o DateTime dateOfBirth } concept NaturalPersonBuilder{ o String id o String honorific o String firstName o String[] middleName o String[] initial o String surname o String suffix o DateTime dateOfBirth } concept BusinessDateRangeBuilder{ o BusinessDayConventionEnum businessDayConvention o DateTime unadjustedFirstDate o DateTime unadjustedLastDate } concept BusinessDateRange{ o BusinessDayConventionEnum businessDayConvention o BusinessCenters businessCenters o DateTime unadjustedFirstDate o DateTime unadjustedLastDate } concept CancelableProvision{ o Boolean followUpConfirmation o AmericanExercise americanExercise o BermudaExercise bermudaExercise o EuropeanExercise europeanExercise o ExerciseNotice exerciseNotice o SimplePayment initialFee o CancelableProvisionAdjustedDates cancelableProvisionAdjustedDates o FinalCalculationPeriodDateAdjustment[] finalCalculationPeriodDateAdjustment o String sellerPartyReference o String buyerPartyReference o String buyerAccountReference o String sellerAccountReference } concept CancelableProvisionBuilder{ o Boolean followUpConfirmation o String sellerPartyReference o String buyerPartyReference o String buyerAccountReference o String sellerAccountReference } enum BrokerConfirmationTypeEnum{ o ABX o CD_SON_MBS } enum QuotationRateTypeEnum{ o BID o ASK o MID o EXERCISING_PARTY_PAYS } concept PriceSourceDisruptionBuilder{ } concept PriceSourceDisruption{ o FallbackReferencePrice fallbackReferencePrice } concept CreditDefaultPayout{ o String id o PhysicalSettlementTerms physicalSettlementTerms o String rosettaKeyValue o ProtectionTerms protectionTerms o GeneralTerms generalTerms o CashSettlementTerms cashSettlementTerms o TransactedPrice transactedPrice } concept CreditDefaultPayoutBuilder{ o String id } concept CashPriceMethodBuilder{ o String cashSettlementCurrencyScheme o String cashSettlementCurrency o QuotationRateTypeEnum quotationRateType } concept CashPriceMethod{ o String cashSettlementCurrencyScheme o CashSettlementReferenceBanks cashSettlementReferenceBanks o String cashSettlementCurrency o QuotationRateTypeEnum quotationRateType } enum TimeTypeEnum{ o CLOSE o OPEN o OSP o SPECIFIC_TIME o XETRA o DERIVATIVES_CLOSE o AS_SPECIFIED_IN_MASTER_CONFIRMATION } enum InformationProviderEnum{ o BANK_OF_JAPAN o BLOOMBERG o ISDA o REUTERS o TELERATE o OTHER } enum RollConventionEnum{ o EOM o FRN o IMM o IMMCAD o IMMAUD o IMMNZD o SFE o NONE o TBILL o _1 o _2 o _3 o _4 o _5 o _6 o _7 o _8 o _9 o _10 o _11 o _12 o _13 o _14 o _15 o _16 o _17 o _18 o _19 o _20 o _21 o _22 o _23 o _24 o _25 o _26 o _27 o _28 o _29 o _30 o MON o TUE o WED o THU o FRI o SAT o SUN } concept Mortgage{ o Period paymentFrequency o String dayCountFractionScheme o String sectorScheme o String tranche o Party insurer o String insurerReference o Double originalPrincipalAmount o MortgageSectorEnum sector o DayCountFractionEnum dayCountFraction o AssetPool pool o String couponTypeScheme o String seniorityScheme o String issuerName o String issuerReference o CreditSeniorityEnum seniority o CouponTypeEnum couponType o Double couponRate o DateTime maturity o DateTime issueDate o String id o String currency o String clearanceSystemScheme o String productIdentifierScheme o ProductIdentifier[] productIdentifier o ProductTaxonomy[] productTaxonomy o String description o String clearanceSystem o String currencyScheme } concept MortgageBuilder{ o String dayCountFractionScheme o String sectorScheme o String tranche o String insurerReference o Double originalPrincipalAmount o MortgageSectorEnum sector o DayCountFractionEnum dayCountFraction o String couponTypeScheme o String seniorityScheme o String issuerName o String issuerReference o CreditSeniorityEnum seniority o CouponTypeEnum couponType o Double couponRate o DateTime maturity o DateTime issueDate o String id o String currency o String clearanceSystemScheme o String productIdentifierScheme o String description o String clearanceSystem o String currencyScheme } enum AssetClassEnum{ o COMMODITY o CREDIT o EQUITY o FOREIGN_EXCHANGE o INTEREST_RATE } enum GoverningLawEnum{ o AS_SPECIFIED_IN_MASTER_AGREEMENT } enum CategoryEnum{ o TBD } concept PaymentDiscounting{ o Double discountFactor o Money presentValueAmount } concept PaymentDiscountingBuilder{ o Double discountFactor } concept ReferenceSwapCurve{ o SwapCurveValuation swapUnwindValue o MakeWholeAmount makeWholeAmount } concept ReferenceSwapCurveBuilder{ } concept InterestRate{ o FloatingRateCalculation floatingRate o InflationRateCalculation inflationRate o Schedule fixedRate } concept InterestRateBuilder{ } concept PartyContractIdentifierBuilder{ o String accountReference o String partyReference o String issuer o String issuerScheme o Integer version } concept PartyContractIdentifier{ o LinkId[] linkId o ContractIdentifier[] allocationTradeId o ContractIdentifierExtended[] resultingTradeId o ContractIdentifier blockTradeId o ContractIdentifier[] originatingTradeId o String accountReference o String partyReference o IdentifierValue identifierValue o String issuer o String issuerScheme o Integer version } enum OptionTypeEnum{ o PUT o CALL o PAYER o RECEIVER o STRADDLE } concept ConvertibleBondBuilder{ o DateTime redemptionDate o String dayCountFractionScheme o Double parValue o Double issuanceFaceAmount o DayCountFractionEnum dayCountFraction o String couponTypeScheme o String seniorityScheme o String issuerName o String issuerReference o CreditSeniorityEnum seniority o CouponTypeEnum couponType o Double couponRate o DateTime maturity o DateTime issueDate o String id o String currency o String clearanceSystemScheme o String productIdentifierScheme o String description o String clearanceSystem o String currencyScheme } concept ConvertibleBond{ o EquityAsset underlyingEquity o DateTime redemptionDate o Period paymentFrequency o String dayCountFractionScheme o Double parValue o Double issuanceFaceAmount o DayCountFractionEnum dayCountFraction o String couponTypeScheme o String seniorityScheme o String issuerName o String issuerReference o CreditSeniorityEnum seniority o CouponTypeEnum couponType o Double couponRate o DateTime maturity o DateTime issueDate o String id o String currency o String clearanceSystemScheme o String productIdentifierScheme o ProductIdentifier[] productIdentifier o ProductTaxonomy[] productTaxonomy o String description o String clearanceSystem o String currencyScheme } concept Offset{ o DayTypeEnum dayType o String id o PeriodEnum period o Integer periodMultiplier } concept OffsetBuilder{ o DayTypeEnum dayType o String id o PeriodEnum period o Integer periodMultiplier } enum StandardSettlementStyleEnum{ o STANDARD o NET o STANDARD_AND_NET } concept PaymentDates{ o String id o Frequency paymentFrequency o Offset paymentDaysOffset o DateTime lastRegularPaymentDate o String resetDatesReference o String valuationDatesReference o Boolean paymentDelay o PayRelativeToEnum payRelativeTo o DateTime firstPaymentDate o String calculationPeriodDatesReference o BusinessDayAdjustments paymentDatesAdjustments } concept PaymentDatesBuilder{ o String id o DateTime lastRegularPaymentDate o String resetDatesReference o String valuationDatesReference o Boolean paymentDelay o PayRelativeToEnum payRelativeTo o DateTime firstPaymentDate o String calculationPeriodDatesReference } concept QuotedCurrencyPair{ o String currency1 o String currency2 o QuoteBasisEnum quoteBasis o String currency1Scheme o String currency2Scheme } concept QuotedCurrencyPairBuilder{ o String currency1 o String currency2 o QuoteBasisEnum quoteBasis o String currency1Scheme o String currency2Scheme } concept ObservationSource{ o Curve curve o InformationSource informationSource } concept ObservationSourceBuilder{ } concept ContractIdentifierExtended{ o String associatedParty o String accountReference o String partyReference o IdentifierValue identifierValue o String issuer o String issuerScheme o Integer version } concept ContractIdentifierExtendedBuilder{ o String associatedParty o String accountReference o String partyReference o String issuer o String issuerScheme o Integer version } concept StrikeBuilder{ o String id o PayerReceiverEnum buyer o PayerReceiverEnum seller o Double strikeRate } concept Strike{ o String id o PayerReceiverEnum buyer o PayerReceiverEnum seller o Double strikeRate } enum PaymentTypeEnum{ o NET_CASHFLOW o BROKERAGE_COMMISSION o FEE o INTEREST o NET_INTEREST o NOVATION_FEE o PREMIUM o TERMINATION_FEE } concept StrikeSchedule{ o PayerReceiverEnum buyer o PayerReceiverEnum seller o String id o Double initialValue o Step[] step } concept StrikeScheduleBuilder{ o PayerReceiverEnum buyer o PayerReceiverEnum seller o String id o Double initialValue } enum AveragingMethodEnum{ o UNWEIGHTED o WEIGHTED } enum IntentEnum{ o ALLOCATION o COMPRESSION o CORRECTION o EARLY_TERMINATION o EXERCISE o INCREASE o NEW_TRADE o NOVATION o PARTIAL_NOVATION o PARTIAL_TERMINATION o PORTFOLIO_COMPRESSION o RENEGOTIATION o TERMINATION } concept ExercisePrimitive{ o ContractOrContractReference before o DateTime exerciseDate o DateTime exerciseTime o Boolean fullExercise o ExerciseOutcome after } concept ExercisePrimitiveBuilder{ o DateTime exerciseDate o DateTime exerciseTime o Boolean fullExercise } enum DayOfWeekEnum{ o MON o TUE o WED o THU o FRI o SAT o SUN } enum AccountTypeEnum{ o AGGREGATE_CLIENT o CLIENT o HOUSE } concept AdjustedRelativeDateOffset{ o BusinessDayAdjustments relativeDateAdjustments o BusinessDayConventionEnum businessDayConvention o BusinessCenters businessCenters o String businessCentersReference o String dateRelativeTo o DateTime adjustedDate o DayTypeEnum dayType o String id o PeriodEnum period o Integer periodMultiplier } concept AdjustedRelativeDateOffsetBuilder{ o BusinessDayConventionEnum businessDayConvention o String businessCentersReference o String dateRelativeTo o DateTime adjustedDate o DayTypeEnum dayType o String id o PeriodEnum period o Integer periodMultiplier } concept CreditSupportAgreementBuilder{ o CreditSupportAgreementTypeEnum type o String identifierValue o DateTime date o String typeScheme } concept CreditSupportAgreement{ o CreditSupportAgreementTypeEnum type o String identifierValue o DateTime date o String typeScheme } enum PaymentStatusEnum{ o DISPUTED o INSTRUCTED o PENDING o SETTLED } concept LinkId{ o String id o String linkId o String linkIdScheme } concept LinkIdBuilder{ o String id o String linkId o String linkIdScheme } enum MasterConfirmationTypeEnum{ o CREDIT_INDEX_2003 o DJ_CDX_NA o DJ_I_TRAXX_EUROPE o ISDA_1999_CREDIT o ISDA_2003_CREDIT_JAPAN o ISDA_2003_CREDIT_NORTH_AMERICAN } enum MatrixTypeEnum{ o CREDIT_DERIVATIVES_PHYSICAL_SETTLEMENT_MATRIX o EQUITY_DERIVATIVES_MATRIX o SETTLEMENT_MATRIX } concept ExtendibleProvisionBuilder{ o Boolean followUpConfirmation o String sellerPartyReference o String buyerPartyReference o String buyerAccountReference o String sellerAccountReference } concept ExtendibleProvision{ o Boolean followUpConfirmation o AmericanExercise americanExercise o BermudaExercise bermudaExercise o EuropeanExercise europeanExercise o ExerciseNotice exerciseNotice o ExtendibleProvisionAdjustedDates extendibleProvisionAdjustedDates o String sellerPartyReference o String buyerPartyReference o String buyerAccountReference o String sellerAccountReference } enum InterestShortfallCapEnum{ o FIXED o VARIABLE } concept ExtensionEvent{ o String id o DateTime adjustedExerciseDate o DateTime adjustedExtendedTerminationDate } concept ExtensionEventBuilder{ o String id o DateTime adjustedExerciseDate o DateTime adjustedExtendedTerminationDate } enum CreditSeniorityEnum{ o OTHER o SENIOR_SEC o SENIOR_UN_SEC o SUB_LOWER_TIER_2 o SUB_TIER_1 o SUB_TIER_3 o SUB_UPPER_TIER_2 } enum InterpolationMethodEnum{ o LINEAR_ZERO_YIELD o NONE } concept AdjustableOrAdjustedDate{ o String id o DateTime unadjustedDate o DateTime adjustedDate o BusinessDayAdjustments dateAdjustments } concept AdjustableOrAdjustedDateBuilder{ o String id o DateTime unadjustedDate o DateTime adjustedDate } concept BuyerSeller{ o String sellerPartyReference o String buyerPartyReference o String buyerAccountReference o String sellerAccountReference } concept BuyerSellerBuilder{ o String sellerPartyReference o String buyerPartyReference o String buyerAccountReference o String sellerAccountReference } concept PaymentBuilder{ o PaymentTypeEnum paymentType o PaymentStatusEnum paymentStatus o String settlementReference o String id o Double discountFactor } concept Payment{ o PaymentTypeEnum paymentType o AdjustableOrAdjustedOrRelativeDate paymentDate o GrossCashflow[] grossCashflow o PaymentStatusEnum paymentStatus o String settlementReference o String rosettaKey o Money paymentAmount o String id o Double discountFactor o Money presentValueAmount o PremiumExpression premiumExpression o PaymentDiscounting paymentDiscounting o PayerReceiver payerReceiver } enum LengthUnitEnum{ o PAGES o TIME_UNIT } concept SingleValuationDateBuilder{ o Integer businessDays } concept SingleValuationDate{ o Integer businessDays } enum PayerReceiverEnum{ o PAYER o RECEIVER } concept FloatingRateCalculation{ o Double initialRate o Rounding finalRateRounding o AveragingMethodEnum averagingMethod o NegativeInterestRateTreatmentEnum negativeInterestRateTreatment o String id o SpreadSchedule[] spreadSchedule o String floatingRateIndexScheme o Schedule floatingRateMultiplierSchedule o FloatingRateIndexEnum floatingRateIndex o Period indexTenor o RateTreatmentEnum rateTreatment o StrikeSchedule[] capRateSchedule o StrikeSchedule[] floorRateSchedule } concept FloatingRateCalculationBuilder{ o Double initialRate o AveragingMethodEnum averagingMethod o NegativeInterestRateTreatmentEnum negativeInterestRateTreatment o String id o String floatingRateIndexScheme o FloatingRateIndexEnum floatingRateIndex o RateTreatmentEnum rateTreatment } concept EventTestBundleBuilder{ } concept EventTestBundle{ o Event[] event o ComputedAmount[] computedAmount } concept NonDeliverableSettlementBuilder{ o String referenceCurrency o SettlementRateOptionEnum settlementRateOption o String referenceCurrencyScheme o String settlementRateOptionScheme } concept NonDeliverableSettlement{ o String referenceCurrency o FxFixingDate fxFixingDate o AdjustableDates fxFixingSchedule o SettlementRateOptionEnum settlementRateOption o PriceSourceDisruption priceSourceDisruption o String referenceCurrencyScheme o String settlementRateOptionScheme } concept AutomaticExercise{ o Double thresholdRate } concept AutomaticExerciseBuilder{ o Double thresholdRate } enum MasterConfirmationAnnexTypeEnum{ o ISDA_2004_INDEX_VARIANCE_SWAP_AMERICAS_INTERDEALER } concept CalculationPeriodFrequency{ o RollConventionEnum rollConvention o String id o PeriodExtendedEnum period o Integer periodMultiplier } concept CalculationPeriodFrequencyBuilder{ o RollConventionEnum rollConvention o String id o PeriodExtendedEnum period o Integer periodMultiplier } concept CashflowRepresentationBuilder{ o Boolean cashflowsMatchParameters } concept CashflowRepresentation{ o Boolean cashflowsMatchParameters o PrincipalExchange[] principalExchange o PaymentCalculationPeriod[] paymentCalculationPeriod } concept DiscountingBuilder{ o DayCountFractionEnum discountRateDayCountFraction o Double discountRate o DiscountingTypeEnum discountingType o String discountRateDayCountFractionScheme } concept Discounting{ o DayCountFractionEnum discountRateDayCountFraction o Double discountRate o DiscountingTypeEnum discountingType o String discountRateDayCountFractionScheme } concept YieldCurveMethod{ o QuotationRateTypeEnum quotationRateType o SettlementRateSource settlementRateSource } concept YieldCurveMethodBuilder{ o QuotationRateTypeEnum quotationRateType } enum CreditSupportAgreementTypeEnum{ o ISDA_1994_CREDIT_SUPPORT_ANNEX_NEW_YORK_LAW o ISDA_1995_CREDIT_SUPPORT_ANNEX_ENGLISH_LAW o ISDA_1995_CREDIT_SUPPORT_ANNEX_JAPANESE_LAW o ISDA_1995_CREDIT_SUPPORT_DEED_ENGLISH_LAW o ISDA_2001_MARGIN_PROVISIONS o ISDA_2013_STANDARD_CREDIT_SUPPORT_AGREEMENT o ISDA_2014_STANDARD_CREDIT_SUPPORT_AGREEMENT } concept OptionExercise{ o OptionStyle optionStyle o OptionStrike strike o ExerciseProcedure exerciseProcedure o OptionSettlement settlement } concept OptionExerciseBuilder{ } concept CashSettlementPaymentDateBuilder{ o String id } concept CashSettlementPaymentDate{ o String id o AdjustableDates adjustableDates o BusinessDateRange businessDateRange o RelativeDateOffset relativeDate } concept DateList{ o DateTime[] date } concept DateListBuilder{ o DateTime[] date } concept DateRange{ o DateTime unadjustedFirstDate o DateTime unadjustedLastDate } concept DateRangeBuilder{ o DateTime unadjustedFirstDate o DateTime unadjustedLastDate } concept PrimitiveEvent{ o Payment[] payment o ObservationPrimitive[] observation o Transfer[] transfer o NewTradePrimitive[] newTrade o Inception[] inception o QuantityChangePrimitive[] quantityChange o AllocationPrimitive[] allocation o TermsChangePrimitive termsChange o ExercisePrimitive exercise o ResetPrimitive[] reset } concept PrimitiveEventBuilder{ } concept StubValueBuilder{ o Double stubRate } concept StubValue{ o StubFloatingRate[] floatingRate o Double stubRate o Money stubAmount } enum PartyRoleEnum{ o BARRIER_DETERMINATION_AGENT o BENEFICIARY o BROKER o DETERMINING_PARTY o HEDGING_PARTY } concept GrossCashflowBuilder{ o String cashflowCalculation o CashflowTypeEnum cashflowType o String id o Double discountFactor } concept GrossCashflow{ o PayoutLineage payoutLineage o String cashflowCalculation o CashflowTypeEnum cashflowType o Money cashflowAmount o String id o Double discountFactor o Money presentValueAmount o PremiumExpression premiumExpression o PaymentDiscounting paymentDiscounting o PayerReceiver payerReceiver } concept NaturalPersonRole{ o NaturalPersonRoleEnum role o String personReference o String roleScheme } concept NaturalPersonRoleBuilder{ o NaturalPersonRoleEnum role o String personReference o String roleScheme } enum QuantityTypeEnum{ o UNITS o CONTRACTS o UNITS_OF_MEASURE_PER_TIME_UNIT } enum EntityTypeEnum{ o ASIAN o AUSTRALIAN_AND_NEW_ZEALAND o EUROPEAN_EMERGING_MARKETS o JAPANESE o NORTH_AMERICAN_HIGH_YIELD o NORTH_AMERICAN_INSURANCE o NORTH_AMERICAN_INVESTMENT_GRADE o SINGAPOREAN o WESTERN_EUROPEAN o WESTERN_EUROPEAN_INSURANCE } concept FxFixingDate{ o BusinessDayConventionEnum businessDayConvention o BusinessCenters businessCenters o String businessCentersReference o DateRelativeToPaymentDates dateRelativeToPaymentDates o DateRelativeToCalculationPeriodDates dateRelativeToCalculationPeriodDates o DayTypeEnum dayType o String id o PeriodEnum period o Integer periodMultiplier } concept FxFixingDateBuilder{ o BusinessDayConventionEnum businessDayConvention o String businessCentersReference o DayTypeEnum dayType o String id o PeriodEnum period o Integer periodMultiplier } concept RelatedParty{ o PartyRoleEnum role o String accountReference o String partyReference } concept RelatedPartyBuilder{ o PartyRoleEnum role o String accountReference o String partyReference } concept SimplePayment{ o String id o AdjustableOrRelativeDate paymentDate o Money paymentAmount o String payerPartyReference o String receiverPartyReference o String payerAccountReference o String receiverAccountReference } concept SimplePaymentBuilder{ o String id o String payerPartyReference o String receiverPartyReference o String payerAccountReference o String receiverAccountReference } enum ResetRelativeToEnum{ o CALCULATION_PERIOD_START_DATE o CALCULATION_PERIOD_END_DATE } concept Product{ o ListedProduct listedProduct o ContractualProduct contractualProduct } concept ProductBuilder{ } concept ResetDates{ o String id o Offset rateCutOffDaysOffset o ResetRelativeToEnum resetRelativeTo o InitialFixingDate initialFixingDate o AdjustableDate finalFixingDate o RelativeDateOffset fixingDates o String calculationPeriodDatesReference o ResetFrequency resetFrequency o BusinessDayAdjustments resetDatesAdjustments } concept ResetDatesBuilder{ o String id o ResetRelativeToEnum resetRelativeTo o String calculationPeriodDatesReference } concept NotDomesticCurrencyBuilder{ o String currency o Boolean applicable o String currencyScheme } concept NotDomesticCurrency{ o String currency o Boolean applicable o String currencyScheme } concept AdjustableOrRelativeDate{ o String id o AdjustableDate adjustableDate o RelativeDateOffset relativeDate } concept AdjustableOrRelativeDateBuilder{ o String id } enum FraDiscountingEnum{ o ISDA o AFMA o NONE o ISDA_YIELD } concept FxLinkedNotionalScheduleBuilder{ o String varyingNotionalCurrency o String constantNotionalScheduleReference o Double initialValue o String varyingNotionalCurrencyScheme } concept FxLinkedNotionalSchedule{ o String varyingNotionalCurrency o FxSpotRateSource fxSpotRateSource o String constantNotionalScheduleReference o RelativeDateOffset varyingNotionalFixingDates o RelativeDateOffset varyingNotionalInterimExchangePaymentDates o Double initialValue o String varyingNotionalCurrencyScheme } concept MultipleExercise{ o Double maximumNumberOfOptions o Double maximumNotionalAmount o Integer minimumNumberOfOptions o String notionaReference o Double integralMultipleAmount o Double minimumNotionalAmount } concept MultipleExerciseBuilder{ o Double maximumNumberOfOptions o Double maximumNotionalAmount o Integer minimumNumberOfOptions o String notionaReference o Double integralMultipleAmount o Double minimumNotionalAmount } concept PCDeliverableObligationCharacBuilder{ o Boolean applicable o Boolean partialCashSettlement } concept PCDeliverableObligationCharac{ o Boolean applicable o Boolean partialCashSettlement } concept FloatingAmountProvisions{ o Boolean wacCapInterestProvision o Boolean stepUpProvision } concept FloatingAmountProvisionsBuilder{ o Boolean wacCapInterestProvision o Boolean stepUpProvision } enum DayTypeEnum{ o BUSINESS o CALENDAR o COMMODITY_BUSINESS o CURRENCY_BUSINESS o EXCHANGE_BUSINESS o SCHEDULED_TRADING_DAY } concept FallbackReferencePrice{ o SettlementRateOptionEnum[] fallBackSettlementRateOption o Boolean fallbackSurveyValuationPostponement o CalculationAgent calculationAgenDetermination o ValuationPostponement valuationPostponement o String fallBackSettlementRateOptionScheme } concept FallbackReferencePriceBuilder{ o SettlementRateOptionEnum[] fallBackSettlementRateOption o Boolean fallbackSurveyValuationPostponement o String fallBackSettlementRateOptionScheme } concept FixedIncomeSecurityBuilder{ o String couponTypeScheme o String seniorityScheme o String issuerName o String issuerReference o CreditSeniorityEnum seniority o CouponTypeEnum couponType o Double couponRate o DateTime maturity o DateTime issueDate o String id o String currency o String clearanceSystemScheme o String productIdentifierScheme o String description o String clearanceSystem o String currencyScheme } concept FixedIncomeSecurity{ o String couponTypeScheme o String seniorityScheme o String issuerName o String issuerReference o CreditSeniorityEnum seniority o CouponTypeEnum couponType o Double couponRate o DateTime maturity o DateTime issueDate o String id o String currency o String clearanceSystemScheme o String productIdentifierScheme o ProductIdentifier[] productIdentifier o ProductTaxonomy[] productTaxonomy o String description o String clearanceSystem o String currencyScheme } concept BasketName{ o String basketName o String[] basketId o String basketIdScheme o String basketNameScheme } concept BasketNameBuilder{ o String basketName o String[] basketId o String basketIdScheme o String basketNameScheme } enum QuotationSideEnum{ o BID o ASK o MID } concept TransferorTransfereeBuilder{ o String transferorPartyReference o String transferorAccountReference o String transfereePartyReference o String transfereeAccountReference } concept TransferorTransferee{ o String transferorPartyReference o String transferorAccountReference o String transfereePartyReference o String transfereeAccountReference } concept FutureValueAmount{ o DateTime valueDate o Integer calculationPeriodNumberOfDays o String id o String currency o String currencyScheme o Double amount } concept FutureValueAmountBuilder{ o DateTime valueDate o Integer calculationPeriodNumberOfDays o String id o String currency o String currencyScheme o Double amount } enum ObligationCategoryEnum{ o PAYMENT o BORROWED_MONEY o REFERENCE_OBLIGATIONS_ONLY o BOND o LOAN o BOND_OR_LOAN } concept PhysicalSettlementTerms{ o String id o DeliverableObligations deliverableObligations o String settlementCurrency o PhysicalSettlementPeriod physicalSettlementPeriod o Boolean escrow o Boolean sixtyBusinessDaySettlementCap o String settlementCurrencyScheme } concept PhysicalSettlementTermsBuilder{ o String id o String settlementCurrency o Boolean escrow o Boolean sixtyBusinessDaySettlementCap o String settlementCurrencyScheme } concept OptionalEarlyTerminationAdjustedDates{ o EarlyTerminationEvent[] earlyTerminationEvent } concept OptionalEarlyTerminationAdjustedDatesBuilder{ } concept OptionSettlement{ o OptionPhysicalSettlement physicalSettlementTerms o String settlementCurrency o OptionCashSettlement cashSettlementTerms o SettlementTypeEnum settlementType o AdjustableOrRelativeDate settlementDate o Money settlementAmount o String settlementCurrencyScheme } concept OptionSettlementBuilder{ o String settlementCurrency o SettlementTypeEnum settlementType o String settlementCurrencyScheme } concept OptionalEarlyTermination{ o OptionCashSettlement cashSettlement o Boolean followUpConfirmation o BuyerSeller singlePartyOption o AmericanExercise americanExercise o BermudaExercise bermudaExercise o EuropeanExercise europeanExercise o ExerciseNotice[] exerciseNotice o OptionalEarlyTerminationAdjustedDates optionalEarlyTerminationAdjustedDates o CalculationAgent calculationAgent } concept OptionalEarlyTerminationBuilder{ o Boolean followUpConfirmation } concept AssetBuilder{ } concept Asset{ o Commodity commodity o ListedProduct listedProduct } enum StubPeriodTypeEnum{ o SHORT_INITIAL o SHORT_FINAL o LONG_INITIAL o LONG_FINAL } concept PartyContractInformationBuilder{ o String partyReference } concept PartyContractInformation{ o NaturalPersonRole[] naturalPersonRole o String partyReference } concept FxSpotRateSource{ o InformationSource primaryRateSource o InformationSource secondaryRateSource o BusinessCenterTime fixingTime } concept FxSpotRateSourceBuilder{ } concept SettlementRateSource{ o CashSettlementReferenceBanks cashSettlementReferenceBanks o InformationSource informationSource } concept SettlementRateSourceBuilder{ } concept CalculationPeriodBuilder{ o String id o Double notionalAmount o Double forecastRate o DateTime unadjustedStartDate o DateTime unadjustedEndDate o DateTime adjustedStartDate o DateTime adjustedEndDate o Double dayCountYearFraction o Integer calculationPeriodNumberOfDays o Double fixedRate } concept CalculationPeriod{ o String id o Double notionalAmount o Double forecastRate o DateTime unadjustedStartDate o DateTime unadjustedEndDate o DateTime adjustedStartDate o DateTime adjustedEndDate o FxLinkedNotionalAmount fxLinkedNotionalAmount o FloatingRateDefinition floatingRateDefinition o Double dayCountYearFraction o Money forecastAmount o Integer calculationPeriodNumberOfDays o Double fixedRate } concept ExecutionReferenceBuilder{ o StateEnum state } concept ExecutionReference{ o StateEnum state o Identifier executionReference } concept ExerciseProcedure{ o ManualExercise manualExercise o AutomaticExercise automaticExercise o Boolean followUpConfirmation o Boolean limitedRightToConfirm o Boolean splitTicket } concept ExerciseProcedureBuilder{ o Boolean followUpConfirmation o Boolean limitedRightToConfirm o Boolean splitTicket } enum CalculationAgentPartyEnum{ o EXERCISING_PARTY o NON_EXERCISING_PARTY o AS_SPECIFIED_IN_MASTER_AGREEMENT o AS_SPECIFIED_IN_STANDARD_TERMS_SUPPLEMENT o BOTH } concept NonNegativeSchedule{ o String id o Double initialValue o NonNegativeStep[] step } concept NonNegativeScheduleBuilder{ o String id o Double initialValue } concept Contract{ o String id o StateEnum state o Account[] account o CalculationAgent calculationAgent o DateTime clearedDate o Collateral collateral o PartyContractIdentifier[] contractIdentifier o ContractualProduct contractualProduct o Documentation documentation o GoverningLawEnum governingLaw o String governingLawScheme o Payment[] otherPartyPayment o Party[] party o PartyContractInformation[] partyContractInformation o PartyRole[] partyRole o DateInstances tradeDate o String rosettaKey } concept ContractBuilder{ o String id o StateEnum state o DateTime clearedDate o GoverningLawEnum governingLaw o String governingLawScheme } enum DiscountingTypeEnum{ o STANDARD o FRA o FRA_YIELD } concept Money{ o String id o String currency o String currencyScheme o Double amount } concept MoneyBuilder{ o String id o String currency o String currencyScheme o Double amount } concept TriggerEvent{ o DateList triggerDates o Trigger trigger o FeaturePayment featurePayment o AveragingSchedule[] schedule } concept TriggerEventBuilder{ } concept ResetFrequencyBuilder{ o WeeklyRollConventionEnum weeklyRollConvention o String id o PeriodExtendedEnum period o Integer periodMultiplier } concept ResetFrequency{ o WeeklyRollConventionEnum weeklyRollConvention o String id o PeriodExtendedEnum period o Integer periodMultiplier } enum TriggerTypeEnum{ o EQUAL_OR_LESS o EQUAL_OR_GREATER o EQUAL o LESS o GREATER } concept CashSettlementReferenceBanks{ o ReferenceBank[] referenceBank } concept CashSettlementReferenceBanksBuilder{ } concept AssetPoolBuilder{ o DateTime effectiveDate o Double initialFactor o Double currentFactor o String version } concept AssetPool{ o DateTime effectiveDate o Double initialFactor o Double currentFactor o String version } concept ContractualProductBuilder{ } concept ContractualProduct{ o EconomicTerms economicTerms o ProductTaxonomy[] productTaxonomy o ProductIdentification productIdentification } concept OptionPayoutBuilder{ o String id o OptionTypeEnum optionType } concept OptionPayout{ o String id o String rosettaKeyValue o BuyerSeller buyerSeller o OptionTypeEnum optionType o OptionFeature feature o OptionDenomination denomination o OptionExercise exerciseTerms o Product underlyer o ContractualQuantity quantity } concept PayoutBuilder{ } concept Payout{ o Cashflow[] cashflow o OptionPayout[] optionPayout o CreditDefaultPayout creditDefaultPayout o InterestRatePayout[] interestRatePayout } concept WeightedAveragingObservation{ o DateTime dateTime o Double weight o Integer observationNumber } concept WeightedAveragingObservationBuilder{ o DateTime dateTime o Double weight o Integer observationNumber } concept PubliclyAvailableInformation{ o Integer specifiedNumber o Boolean standardPublicSources o String[] publicSource } concept PubliclyAvailableInformationBuilder{ o Integer specifiedNumber o Boolean standardPublicSources o String[] publicSource } concept Party{ o String id o String partyIdScheme o String[] partyId o LegalEntity legalEntity o NaturalPerson[] naturalPerson } concept PartyBuilder{ o String id o String partyIdScheme o String[] partyId } concept MessageInformationBuilder{ o String copyToScheme o String messageIdScheme o String sentByScheme o String sentToScheme o String messageId o String sentBy o String sentTo o String[] copyTo } concept MessageInformation{ o String copyToScheme o String messageIdScheme o String sentByScheme o String sentToScheme o String messageId o String sentBy o String sentTo o String[] copyTo } concept Asian{ o AveragingInOutEnum averagingInOut o Double strikeFactor o AveragingPeriod averagingPeriodIn o AveragingPeriod averagingPeriodOut } concept AsianBuilder{ o AveragingInOutEnum averagingInOut o Double strikeFactor } concept ReferenceBankBuilder{ o String referenceBankId o String referenceBankName o String referenceBankIdScheme } concept ReferenceBank{ o String referenceBankId o String referenceBankName o String referenceBankIdScheme } concept ProtectionTerms{ o String id o Money notionalAmount o CreditEvents creditEvents o FloatingAmountEvents floatingAmountEvents o Obligations obligations } concept ProtectionTermsBuilder{ o String id } enum ProductIdSourceEnum{ o CUSIP o SEDOL o ISIN o RIC o FIGI o WERTPAPIER o SICOVAM } concept RestructuringBuilder{ o Boolean multipleHolderObligation o Boolean multipleCreditEventNotices o Boolean applicable o RestructuringEnum restructuringType o String restructuringTypeScheme } concept Restructuring{ o Boolean multipleHolderObligation o Boolean multipleCreditEventNotices o Boolean applicable o RestructuringEnum restructuringType o String restructuringTypeScheme } concept CreditEventNotice{ o NotifyingParty notifyingParty o BusinessCenterEnum businessCenter o PubliclyAvailableInformation publiclyAvailableInformation } concept CreditEventNoticeBuilder{ o BusinessCenterEnum businessCenter } concept StrikeSpread{ o OptionStrike upperStrike o Double upperStrikeNumberOfOptions } concept StrikeSpreadBuilder{ o Double upperStrikeNumberOfOptions } concept ResourceLength{ o LengthUnitEnum lengthUnit o Double lengthValue } concept ResourceLengthBuilder{ o LengthUnitEnum lengthUnit o Double lengthValue } enum ResourceTypeEnum{ o CONFIRMATION o SUPPLEMENTAL_MATERIAL_ECONOMIC_TERMS o TERM_SHEET } concept AmericanExerciseBuilder{ o String id } concept AmericanExercise{ o String id o AdjustableOrRelativeDate expirationDate o AdjustableOrRelativeDates relevantUnderlyingDate o BusinessCenterTime earliestExerciseTime o BusinessCenterTime expirationTime o BusinessCenterTime latestExerciseTime o MultipleExercise multipleExercise o ExerciseFeeSchedule exerciseFeeSchedule o AdjustableOrRelativeDate commencementDate } enum CouponTypeEnum{ o FIXED o FLOAT o STRUCTURED } enum SettlementTypeEnum{ o CASH o PHYSICAL o ELECTION o CASH_OR_PHYSICAL } concept CreditEvents{ o String id o CreditEventNotice creditEventNotice o Restructuring restructuring o Boolean failureToPayPrincipal o Boolean failureToPayInterest o Boolean distressedRatingsDowngrade o Boolean maturityExtension o Boolean writedown o Boolean impliedWritedown o Boolean bankruptcy o Boolean obligationDefault o Boolean obligationAcceleration o Boolean repudiationMoratorium o Boolean governmentalIntervention o FailureToPay failureToPay o Money defaultRequirement } concept CreditEventsBuilder{ o String id o Boolean failureToPayPrincipal o Boolean failureToPayInterest o Boolean distressedRatingsDowngrade o Boolean maturityExtension o Boolean writedown o Boolean impliedWritedown o Boolean bankruptcy o Boolean obligationDefault o Boolean obligationAcceleration o Boolean repudiationMoratorium o Boolean governmentalIntervention } concept NotifyingParty{ o String sellerPartyReference o String buyerPartyReference } concept NotifyingPartyBuilder{ o String sellerPartyReference o String buyerPartyReference } concept IndependentAmount{ o PaymentDetail[] paymentDetail o String payerPartyReference o String receiverPartyReference o String payerAccountReference o String receiverAccountReference } concept IndependentAmountBuilder{ o String payerPartyReference o String receiverPartyReference o String payerAccountReference o String receiverAccountReference } concept ContractIdentifierBuilder{ o String accountReference o String partyReference o String issuer o String issuerScheme o Integer version } concept ContractIdentifier{ o String accountReference o String partyReference o IdentifierValue identifierValue o String issuer o String issuerScheme o Integer version } concept ContractualQuantityBuilder{ o String notionalReference } concept ContractualQuantity{ o Money notionalAmount o NotionalSchedule notionalSchedule o FxLinkedNotionalSchedule fxLinkedNotional o String notionalReference o Quantity quantity o FutureValueAmount futureValueNotional } concept DateRelativeToPaymentDates{ o String[] paymentDatesReference } concept DateRelativeToPaymentDatesBuilder{ o String[] paymentDatesReference } concept PaymentCalculationPeriod{ o String id o DateTime unadjustedPaymentDate o DateTime adjustedPaymentDate o Double fixedPaymentAmount o Double discountFactor o Money forecastPaymentAmount o Money presentValueAmount o CalculationPeriod[] calculationPeriod } concept PaymentCalculationPeriodBuilder{ o String id o DateTime unadjustedPaymentDate o DateTime adjustedPaymentDate o Double fixedPaymentAmount o Double discountFactor } concept PartialExercise{ o Integer minimumNumberOfOptions o String notionaReference o Double integralMultipleAmount o Double minimumNotionalAmount } concept PartialExerciseBuilder{ o Integer minimumNumberOfOptions o String notionaReference o Double integralMultipleAmount o Double minimumNotionalAmount } enum MortgageSectorEnum{ o ABS o CDO o CMBS o RMBS } concept CrossCurrencyTerms{ o SettlementProvision settlementProvision o PrincipalExchanges principalExchanges } concept CrossCurrencyTermsBuilder{ } enum PartyIdSourceEnum{ o BIC o LEI o ARNU o CCPT o CUST o DRLC o EMPL o NIDN o SOSE o TXID } concept IssuerTradeId{ o String identifier o String issuer o String issuerScheme o String identifierScheme } concept IssuerTradeIdBuilder{ o String identifier o String issuer o String issuerScheme o String identifierScheme } concept IdentifierBuilder{ o String issuer o String issuerScheme o Integer version } concept Identifier{ o IdentifierValue identifierValue o String issuer o String issuerScheme o Integer version } concept FrequencyBuilder{ o String id o PeriodExtendedEnum period o Integer periodMultiplier } concept Frequency{ o String id o PeriodExtendedEnum period o Integer periodMultiplier } concept PassThroughItem{ o Double passThroughPercentage o PayerReceiver payerReceiver } concept PassThroughItemBuilder{ o Double passThroughPercentage } concept OtherAgreementBuilder{ o String type o String identifier o String identifierScheme o DateTime date o String typeScheme o String versionScheme o String version } concept OtherAgreement{ o String type o String identifier o String identifierScheme o DateTime date o String typeScheme o String versionScheme o String version } enum ContractualSupplementEnum{ o ABX o CD_SON_MBS o ISDA_1999_CREDIT_CONVERTIBLE_EXCHANGEABLE_ACCRETING_OBLIGATIONS o ISDA_1999_CREDIT_SUCCESSOR_AND_CREDIT_EVENTS o ISDA_2003_CREDIT_MAY_2003 o I_TRAXX_EUROPE_DEALER o STANDARD_LCDS } enum TaxonomySourceEnum{ o CFI o ISDA } concept FailureToPay{ o Boolean applicable o GracePeriodExtension gracePeriodExtension o Money paymentRequirement } concept FailureToPayBuilder{ o Boolean applicable } enum PayRelativeToEnum{ o CALCULATION_PERIOD_START_DATE o CALCULATION_PERIOD_END_DATE o LAST_PRICING_DATE o RESET_DATE o VALUATION_DATE } concept ExerciseEventBuilder{ o String id o DateTime adjustedRelevantSwapEffectiveDate o DateTime adjustedExerciseFeePaymentDate o DateTime adjustedCashSettlementValuationDate o DateTime adjustedCashSettlementPaymentDate o DateTime adjustedExerciseDate } concept ExerciseEvent{ o String id o DateTime adjustedRelevantSwapEffectiveDate o DateTime adjustedExerciseFeePaymentDate o DateTime adjustedCashSettlementValuationDate o DateTime adjustedCashSettlementPaymentDate o DateTime adjustedExerciseDate } concept SpreadSchedule{ o SpreadScheduleTypeEnum type o String typeScheme o String id o Double initialValue o Step[] step } concept SpreadScheduleBuilder{ o SpreadScheduleTypeEnum type o String typeScheme o String id o Double initialValue } concept LoanParticipation{ o String qualifyingParticipationSeller o Boolean applicable o Boolean partialCashSettlement } concept LoanParticipationBuilder{ o String qualifyingParticipationSeller o Boolean applicable o Boolean partialCashSettlement } concept IdentifierValueBuilder{ o String id o String identifier o String identifierScheme } concept IdentifierValue{ o String id o String identifier o String identifierScheme } concept Loan{ o String facilityTypeScheme o String lienScheme o String trancheScheme o String tranche o DateTime maturity o LegalEntity[] borrower o String[] borrowerReference o String lien o String facilityType o DateTime creditAgreementDate o String id o String instrumentIdentifierScheme o String description o String[] instrumentIdentifier } concept LoanBuilder{ o String facilityTypeScheme o String lienScheme o String trancheScheme o String tranche o DateTime maturity o String[] borrowerReference o String lien o String facilityType o DateTime creditAgreementDate o String id o String instrumentIdentifierScheme o String description o String[] instrumentIdentifier } concept EventEffect{ o String[] listedProduct o String[] payment o String[] contractReference o String[] effectedContract o String[] effectedContractReference o String effectedEvent o String[] transfer o String[] contract } concept EventEffectBuilder{ o String[] listedProduct o String[] payment o String[] contractReference o String[] effectedContract o String[] effectedContractReference o String effectedEvent o String[] transfer o String[] contract } concept BusinessCentersBuilder{ o String id o String businessCenterScheme o BusinessCenterEnum[] businessCenter o String businessCentersReference } concept BusinessCenters{ o String id o String businessCenterScheme o BusinessCenterEnum[] businessCenter o String businessCentersReference } concept BondOptionStrikeBuilder{ } concept BondOptionStrike{ o ReferenceSwapCurve referenceSwapCurve o OptionStrike price } concept MandatoryEarlyTerminationBuilder{ o String id } concept MandatoryEarlyTermination{ o String id o OptionCashSettlement cashSettlement o CalculationAgent calculationAgent o AdjustableDate mandatoryEarlyTerminationDate o MandatoryEarlyTerminationAdjustedDates mandatoryEarlyTerminationAdjustedDates } concept OptionStyleBuilder{ } concept OptionStyle{ o AmericanExercise americanExercise o BermudaExercise bermudaExercise o EuropeanExercise europeanExercise } concept ProductIdentifierBuilder{ o String productId o ProductIdSourceEnum productIdSource o String productIdScheme } concept ProductIdentifier{ o String productId o ProductIdSourceEnum productIdSource o String productIdScheme } concept SpecifiedCurrencyBuilder{ o String currency o Boolean applicable o String currencyScheme } concept SpecifiedCurrency{ o String currency o Boolean applicable o String currencyScheme } concept CalculationPeriodDates{ o String id o CalculationPeriodFrequency calculationPeriodFrequency o DateInstances effectiveDate o AdjustableDate terminationDate o DateTime firstCompoundingPeriodEndDate o StubPeriodTypeEnum stubPeriodType o AdjustedRelativeDateOffset relativeEffectiveDate o RelativeDateOffset relativeTerminationDate o AdjustableDate firstPeriodStartDate o DateTime firstRegularPeriodStartDate o BusinessDayAdjustments calculationPeriodDatesAdjustments o DateTime lastRegularPeriodEndDate } concept CalculationPeriodDatesBuilder{ o String id o DateTime firstCompoundingPeriodEndDate o StubPeriodTypeEnum stubPeriodType o DateTime firstRegularPeriodStartDate o DateTime lastRegularPeriodEndDate } concept StubCalculationPeriodAmount{ o String calculationPeriodDatesReference o StubValue initialStub o StubValue finalStub } concept StubCalculationPeriodAmountBuilder{ o String calculationPeriodDatesReference } enum SettledEntityMatrixSourceEnum{ o CONFIRMATION_ANNEX o NOT_APPLICABLE o PUBLISHER } concept SwapCurveValuation{ o FloatingRateIndexEnum floatingRateIndex o Period indexTenor o Double spread o QuotationSideEnum side } concept SwapCurveValuationBuilder{ o FloatingRateIndexEnum floatingRateIndex o Double spread o QuotationSideEnum side } concept PartyAndAccountReferenceBuilder{ o String accountReference o String partyReference } concept PartyAndAccountReference{ o String accountReference o String partyReference } concept ConstituentWeightBuilder{ o Double openUnits o Double basketPercentage } concept ConstituentWeight{ o Double openUnits o Double basketPercentage } concept InterestRatePayoutBuilder{ o String id o String dayCountFractionScheme o DayCountFractionEnum dayCountFraction o CompoundingMethodEnum compoundingMethod } concept InterestRatePayout{ o String id o String rosettaKeyValue o String dayCountFractionScheme o CrossCurrencyTerms crossCurrencyTerms o Discounting discounting o CashflowRepresentation cashflowRepresentation o BondReference bondReference o DayCountFractionEnum dayCountFraction o CompoundingMethodEnum compoundingMethod o ResetDates resetDates o PayerReceiver payerReceiver o CalculationPeriodDates calculationPeriodDates o ContractualQuantity quantity o InterestRate interestRate o StubPeriod stubPeriod o PaymentDates paymentDates } concept AdjustableOrAdjustedOrRelativeDateBuilder{ o String id o DateTime unadjustedDate o DateTime adjustedDate } concept AdjustableOrAdjustedOrRelativeDate{ o String id o DateTime unadjustedDate o RelativeDateOffset relativeDate o DateTime adjustedDate o BusinessDayAdjustments dateAdjustments } concept Obligations{ o ObligationCategoryEnum category o String excluded o Boolean fullFaithAndCreditObLiability o Boolean generalFundObligationLiability o Boolean listed o Boolean notContingent o NotDomesticCurrency notDomesticCurrency o Boolean notDomesticIssuance o Boolean notDomesticLaw o Boolean notSovereignLender o Boolean notSubordinated o String othReferenceEntityObligations o Boolean revenueObligationLiability o SpecifiedCurrency specifiedCurrency o String designatedPriority o Boolean cashSettlementOnly o Boolean deliveryOfCommitments o Boolean continuity o String designatedPriorityScheme } concept ObligationsBuilder{ o ObligationCategoryEnum category o String excluded o Boolean fullFaithAndCreditObLiability o Boolean generalFundObligationLiability o Boolean listed o Boolean notContingent o Boolean notDomesticIssuance o Boolean notDomesticLaw o Boolean notSovereignLender o Boolean notSubordinated o String othReferenceEntityObligations o Boolean revenueObligationLiability o String designatedPriority o Boolean cashSettlementOnly o Boolean deliveryOfCommitments o Boolean continuity o String designatedPriorityScheme } concept ContractualTermsSupplement{ o ContractualSupplementEnum type o DateTime publicationDate o String typeScheme } concept ContractualTermsSupplementBuilder{ o ContractualSupplementEnum type o DateTime publicationDate o String typeScheme } concept Lineage{ o Identifier[] contractReference o Identifier[] eventReference o String contractReferenceScheme } concept LineageBuilder{ o String contractReferenceScheme } concept SettledEntityMatrix{ o DateTime publicationDate o String matrixSourceScheme o SettledEntityMatrixSourceEnum matrixSource } concept SettledEntityMatrixBuilder{ o DateTime publicationDate o String matrixSourceScheme o SettledEntityMatrixSourceEnum matrixSource } concept ReferenceInformationBuilder{ o Double referencePrice o Boolean allGuarantees o Boolean noReferenceObligation o Boolean unknownReferenceObligation o Boolean referencePolicy o Boolean securedList } concept ReferenceInformation{ o Double referencePrice o Boolean allGuarantees o ReferenceObligation[] referenceObligation o LegalEntity referenceEntity o Boolean noReferenceObligation o Boolean unknownReferenceObligation o Boolean referencePolicy o Boolean securedList } concept NonNegativeAmountScheduleBuilder{ o String currency o String currencyScheme o String id o Double initialValue } concept NonNegativeAmountSchedule{ o String currency o String currencyScheme o String id o Double initialValue o NonNegativeStep[] step } enum CashflowTypeEnum{ o BROKERAGE_COMMISSION o FEE o INTEREST o NET_INTEREST o NOVATION_FEE o PREMIUM o TERMINATION_FEE } concept PayerReceiver{ o String payerPartyReference o String receiverPartyReference o String payerAccountReference o String receiverAccountReference } concept PayerReceiverBuilder{ o String payerPartyReference o String receiverPartyReference o String payerAccountReference o String receiverAccountReference } enum BusinessCenterEnum{ o AEAD o AEDU o AMYE o BEBR o BRBD o CATO o CHZU o CNBE o DEFR o EUTA o GBLO o INMU o JPTO o KRSE o USNY } concept BasketReferenceInformation{ o Tranche tranche o BasketName basketName o String[] basketId o ReferencePool referencePool o Integer nthToDefault o Integer mthToDefault o String basketIdScheme } concept BasketReferenceInformationBuilder{ o String[] basketId o Integer nthToDefault o Integer mthToDefault o String basketIdScheme } concept FeaturePayment{ o String id o String currency o AdjustableOrAdjustedDate featurePaymentDate o String currencyScheme o Double levelPercentage o PayerReceiver payerReceiver o Double amount o TimeTypeEnum time } concept FeaturePaymentBuilder{ o String id o String currency o String currencyScheme o Double levelPercentage o Double amount o TimeTypeEnum time } concept ReferencePool{ o ReferencePoolItem[] referencePoolItem } concept ReferencePoolBuilder{ } concept PhysicalSettlementPeriod{ o Integer businessDays o Integer maximumBusinessDays o Boolean businessDaysNotSpecified } concept PhysicalSettlementPeriodBuilder{ o Integer businessDays o Integer maximumBusinessDays o Boolean businessDaysNotSpecified } enum PackageTypeEnum{ o BUTTERFLY o CALENDAR_ROLL o CALENDAR_SPREAD o CUSTOM o INDEX_ROLL o ONE_CANCELS_OTHERS o SWAP_SPREAD o SWITCH } concept EconomicTermsBuilder{ } concept EconomicTerms{ o String rosettaKeyValue o Payout payout o EarlyTerminationProvision earlyTerminationProvision o CancelableProvision cancelableProvision o ExtendibleProvision extendibleProvision } concept EquityAsset{ o String id o String currency o String clearanceSystemScheme o String productIdentifierScheme o ProductIdentifier[] productIdentifier o ProductTaxonomy[] productTaxonomy o String description o String clearanceSystem o String currencyScheme } concept EquityAssetBuilder{ o String id o String currency o String clearanceSystemScheme o String productIdentifierScheme o String description o String clearanceSystem o String currencyScheme } concept AdjustableOrRelativeDates{ o String id o AdjustableDates adjustableDates o RelativeDates relativeDates } concept AdjustableOrRelativeDatesBuilder{ o String id } enum IndexAnnexSourceEnum{ o MASTER_CONFIRMATION o PUBLISHER } concept Knock{ o TriggerEvent knockOut o TriggerEvent knockIn } concept KnockBuilder{ } concept CalculationAgentModelBuilder{ o BusinessCenterEnum calculationAgentBusinessCenter } concept CalculationAgentModel{ o BusinessCenterEnum calculationAgentBusinessCenter o CalculationAgent calculationAgent } concept CalendarSpread{ o AdjustableOrRelativeDate expirationDateTwo } concept CalendarSpreadBuilder{ } concept ProductTaxonomy{ o String taxonomyValue o TaxonomySourceEnum taxonomySource } concept ProductTaxonomyBuilder{ o String taxonomyValue o TaxonomySourceEnum taxonomySource } enum TransferTypeEnum{ o SECURITY_SETTLEMENT o SECURITY_TRANSFER o BROKERAGE_COMMISSION o FEE o INTEREST o NET_INTEREST o NOVATION_FEE o PREMIUM o TERMINATION_FEE } concept BrokerConfirmation{ o BrokerConfirmationTypeEnum brokerConfirmationType o String brokerConfirmationTypeScheme } concept BrokerConfirmationBuilder{ o BrokerConfirmationTypeEnum brokerConfirmationType o String brokerConfirmationTypeScheme } concept DeliverableObligations{ o ObligationCategoryEnum category o Boolean acceleratedOrMatured o Boolean accruedInterest o PCDeliverableObligationCharac assignableLoan o PCDeliverableObligationCharac consentRequiredLoan o LoanParticipation directLoanParticipation o String excluded o Boolean fullFaithAndCreditObLiability o Boolean generalFundObligationLiability o LoanParticipation indirectLoanParticipation o Boolean listed o Period maximumMaturity o Boolean notBearer o Boolean notContingent o NotDomesticCurrency notDomesticCurrency o Boolean notDomesticIssuance o Boolean notDomesticLaw o Boolean notSovereignLender o Boolean notSubordinated o String othReferenceEntityObligations o Boolean revenueObligationLiability o SpecifiedCurrency specifiedCurrency o Boolean transferable } concept DeliverableObligationsBuilder{ o ObligationCategoryEnum category o Boolean acceleratedOrMatured o Boolean accruedInterest o String excluded o Boolean fullFaithAndCreditObLiability o Boolean generalFundObligationLiability o Boolean listed o Boolean notBearer o Boolean notContingent o Boolean notDomesticIssuance o Boolean notDomesticLaw o Boolean notSovereignLender o Boolean notSubordinated o String othReferenceEntityObligations o Boolean revenueObligationLiability o Boolean transferable } concept DateInstancesBuilder{ o String id o DateTime date } concept DateInstances{ o String id o AdjustableDate adjustableDate o PriorDateInstance[] priorDateInstance o DateTime date } concept ExerciseNoticeBuilder{ o String businessCenterScheme o BusinessCenterEnum businessCenter o String exerciseNoticePartyReference o String partyReference } concept ExerciseNotice{ o String businessCenterScheme o BusinessCenterEnum businessCenter o String exerciseNoticePartyReference o String partyReference } enum MasterAgreementTypeEnum{ o AFB o ISDA } concept FloatingRate{ o String id o SpreadSchedule[] spreadSchedule o String floatingRateIndexScheme o Schedule floatingRateMultiplierSchedule o FloatingRateIndexEnum floatingRateIndex o Period indexTenor o RateTreatmentEnum rateTreatment o StrikeSchedule[] capRateSchedule o StrikeSchedule[] floorRateSchedule } concept FloatingRateBuilder{ o String id o String floatingRateIndexScheme o FloatingRateIndexEnum floatingRateIndex o RateTreatmentEnum rateTreatment } concept CancellationEvent{ o String id o DateTime adjustedEarlyTerminationDate o DateTime adjustedExerciseDate } concept CancellationEventBuilder{ o String id o DateTime adjustedEarlyTerminationDate o DateTime adjustedExerciseDate } concept MultipleValuationDates{ o Integer businessDaysThereafter o Integer numberValuationDates o Integer businessDays } concept MultipleValuationDatesBuilder{ o Integer businessDaysThereafter o Integer numberValuationDates o Integer businessDays } concept TriggerBuilder{ o Double level o Double levelPercentage o String creditEventsReference o TriggerTypeEnum triggerType o TriggerTimeTypeEnum triggerTimeType } concept Trigger{ o CreditEvents creditEvents o Double level o Double levelPercentage o String creditEventsReference o TriggerTypeEnum triggerType o TriggerTimeTypeEnum triggerTimeType } concept ExerciseOutcome{ o PhysicalExercise physicalExercise o Cashflow cashExercise o ContractReference[] contractReference o Contract[] contract } concept ExerciseOutcomeBuilder{ } concept ExerciseFeeScheduleBuilder{ o String notionalReference o String payerPartyReference o String receiverPartyReference o String payerAccountReference o String receiverAccountReference } concept ExerciseFeeSchedule{ o String notionalReference o AmountSchedule feeAmountSchedule o Schedule feeRateSchedule o RelativeDateOffset feePaymentDate o String payerPartyReference o String receiverPartyReference o String payerAccountReference o String receiverAccountReference } enum MarketDisruptionEnum{ o MODIFIED_POSTPONEMENT o OMISSION o POSTPONEMENT } enum FloatingRateIndexEnum{ o AED_EBOR_REUTERS o AUD_AONIA_OIS_COMPOUND o AUD_AONIA_OIS_COMPOUND_SWAP_MARKER o BRL_CDI o CAD_BA_CDOR o CNY_CNREPOFIX_CFXS_REUTERS o EUR_EONIA_OIS_COMPOUND o EUR_EURIBOR_REUTERS o EUR_EURIBOR_TELERATE o EUR_LIBOR_BBA o GBP_LIBOR_BBA o GBP_LIBOR_ISDA o GBP_SONIA_COMPOUND o INR_FBIL_MIBOR_OIS_COMPOUND o KRW_CD_KSDA_BLOOMBERG o UK_RPIX o USA_CPI_U o USD_FEDERAL_FUNDS_H_15_OIS_COMPOUND o USD_LIBOR_BBA } concept EventTimestamp{ o DateTime expiryTimestamp o DateTime creationTimestamp } concept EventTimestampBuilder{ o DateTime expiryTimestamp o DateTime creationTimestamp } concept QuantoBuilder{ } concept Quanto{ o FxRate[] fxRate o FxSpotRateSource fxSpotRateSource } enum UnitEnum{ o M_WH o MMBTU o BBL o GAL o BSH } enum DeterminationMethodEnum{ o AGREED_INITIAL_PRICE o AS_SPECIFIED_IN_MASTER_CONFIRMATION o CALCULATION_AGENT o CLOSING_PRICE o DIVIDEND_CURRENCY o EXPIRING_CONTRACT_LEVEL o HEDGE_EXECUTION o ISSUER_PAYMENT_CURRENCY o NAV o OPEN_PRICE o OSP_PRICE o SETTLEMENT_CURRENCY o STRIKE_DATE_DETERMINATION o TWAP_PRICE o VALUATION_TIME o VWAP_PRICE } concept NotionalSchedule{ o String id o NonNegativeAmountSchedule notionalStepSchedule o NotionalStepRule notionalStepParameters } concept NotionalScheduleBuilder{ o String id } enum PeriodEnum{ o D o W o M o Y } concept InceptionBuilder{ } concept Inception{ o ContractOrContractReference[] before o ContractOrContractReference after } concept ExerciseFeeBuilder{ o String notionalReference o Double feeAmount o Double feeRate o String sellerPartyReference o String buyerPartyReference o String buyerAccountReference o String sellerAccountReference } concept ExerciseFee{ o String notionalReference o RelativeDateOffset feePaymentDate o Double feeAmount o Double feeRate o String sellerPartyReference o String buyerPartyReference o String buyerAccountReference o String sellerAccountReference } enum BusinessDayConventionEnum{ o FOLLOWING o FRN o MODFOLLOWING o PRECEDING o MODPRECEDING o NEAREST o NONE o NOT_APPLICABLE } concept CancelableProvisionAdjustedDatesBuilder{ } concept CancelableProvisionAdjustedDates{ o CancellationEvent[] cancellationEvent } enum PremiumTypeEnum{ o PRE_PAID o POST_PAID o VARIABLE o FIXED } concept Quantity{ o UnitEnum unit o Double amount } concept QuantityBuilder{ o UnitEnum unit o Double amount } concept FinalCalculationPeriodDateAdjustment{ o BusinessDayConventionEnum businessDayConvention o String relevantUnderlyingDateReference o String swapStreamReference } concept FinalCalculationPeriodDateAdjustmentBuilder{ o BusinessDayConventionEnum businessDayConvention o String relevantUnderlyingDateReference o String swapStreamReference } concept CalculationAmount{ o Step[] step o String id o String currency o String currencyScheme o Double amount } concept CalculationAmountBuilder{ o String id o String currency o String currencyScheme o Double amount } enum TriggerTimeTypeEnum{ o CLOSING o ANYTIME } concept EarlyTerminationProvision{ o String id o Period mandatoryEarlyTerminationDateTenor o ExercisePeriod optionalEarlyTerminationParameters o MandatoryEarlyTermination mandatoryEarlyTermination o OptionalEarlyTermination optionalEarlyTermination } concept EarlyTerminationProvisionBuilder{ o String id } concept PremiumExpression{ o PremiumTypeEnum premiumType o Money pricePerOption o Double percentageOfNotional } concept PremiumExpressionBuilder{ o PremiumTypeEnum premiumType o Double percentageOfNotional } concept FxFeatureBuilder{ o String referenceCurrency o String referenceCurrencyScheme } concept FxFeature{ o String referenceCurrency o Composite composite o Quanto quanto o Composite crossCurrency o String referenceCurrencyScheme } enum WeeklyRollConventionEnum{ o TBILL o MON o TUE o WED o THU o FRI o SAT o SUN } concept Rosetta{ } concept IdentifiedAssetBuilder{ o String id o String instrumentIdentifierScheme o String description o String[] instrumentIdentifier } concept IdentifiedAsset{ o String id o String instrumentIdentifierScheme o String description o String[] instrumentIdentifier } concept CrossCurrencyMethodBuilder{ o String cashSettlementCurrencyScheme o String[] cashSettlementCurrency o QuotationRateTypeEnum quotationRateType } concept CrossCurrencyMethod{ o String cashSettlementCurrencyScheme o CashSettlementReferenceBanks[] cashSettlementReferenceBanks o String[] cashSettlementCurrency o QuotationRateTypeEnum quotationRateType } concept ContractReferenceBuilder{ o StateEnum state o String accountReference o String partyReference o String issuer o String issuerScheme o Integer version } concept ContractReference{ o StateEnum state o String rosettaKey o String accountReference o String partyReference o IdentifierValue identifierValue o String issuer o String issuerScheme o Integer version } enum RestructuringEnum{ o MOD_MOD_R o MOD_R o R } concept OptionFeatureBuilder{ } concept OptionFeature{ o FxFeature fxFeature o StrategyFeature strategyFeature o Asian asian o Barrier barrier o Knock knock o PassThrough passThrough } concept LegalEntityBuilder{ o String name o String id o String entityId o String entityIdScheme o String nameScheme } concept LegalEntity{ o String name o String id o String entityId o String entityIdScheme o String nameScheme } enum StateEnum{ o ALLOCATED o EXERCISED o NOVATED o TERMINATED } concept MasterConfirmation{ o MasterConfirmationTypeEnum masterConfirmationType o DateTime masterConfirmationDate o DateTime masterConfirmationAnnexDate o MasterConfirmationAnnexTypeEnum masterConfirmationAnnexType o String masterConfirmationAnnexTypeScheme o String masterConfirmationTypeScheme } concept MasterConfirmationBuilder{ o MasterConfirmationTypeEnum masterConfirmationType o DateTime masterConfirmationDate o DateTime masterConfirmationAnnexDate o MasterConfirmationAnnexTypeEnum masterConfirmationAnnexType o String masterConfirmationAnnexTypeScheme o String masterConfirmationTypeScheme } concept Commodity{ } concept CommodityBuilder{ } concept BusinessCenterTime{ o String businessCenterScheme o BusinessCenterEnum businessCenter o DateTime hourMinuteTime } concept BusinessCenterTimeBuilder{ o String businessCenterScheme o BusinessCenterEnum businessCenter o DateTime hourMinuteTime } enum NegativeInterestRateTreatmentEnum{ o NEGATIVE_INTEREST_RATE_METHOD o ZERO_INTEREST_RATE_METHOD } concept GracePeriodExtensionBuilder{ o Boolean applicable } concept GracePeriodExtension{ o Boolean applicable o Offset gracePeriod } concept PrincipalExchangesBuilder{ o String id o Boolean initialExchange o Boolean finalExchange o Boolean intermediateExchange } concept PrincipalExchanges{ o String id o Boolean initialExchange o Boolean finalExchange o Boolean intermediateExchange } enum RateTreatmentEnum{ o BOND_EQUIVALENT_YIELD o MONEY_MARKET_YIELD } concept Bond{ o Period paymentFrequency o String dayCountFractionScheme o Double parValue o Double issuanceFaceAmount o DayCountFractionEnum dayCountFraction o String couponTypeScheme o String seniorityScheme o String issuerName o String issuerReference o CreditSeniorityEnum seniority o CouponTypeEnum couponType o Double couponRate o DateTime maturity o DateTime issueDate o String id o String currency o String clearanceSystemScheme o String productIdentifierScheme o ProductIdentifier[] productIdentifier o ProductTaxonomy[] productTaxonomy o String description o String clearanceSystem o String currencyScheme } concept BondBuilder{ o String dayCountFractionScheme o Double parValue o Double issuanceFaceAmount o DayCountFractionEnum dayCountFraction o String couponTypeScheme o String seniorityScheme o String issuerName o String issuerReference o CreditSeniorityEnum seniority o CouponTypeEnum couponType o Double couponRate o DateTime maturity o DateTime issueDate o String id o String currency o String clearanceSystemScheme o String productIdentifierScheme o String description o String clearanceSystem o String currencyScheme } enum MatrixTermEnum{ o IVS_1_OPEN_MARKETS } enum AveragingInOutEnum{ o IN o OUT o BOTH } concept PrincipalExchange{ o String id o Double discountFactor o DateTime unadjustedPrincipalExchangeDate o DateTime adjustedPrincipalExchangeDate o Double principalExchangeAmount o Money presentValuePrincipalExchangeAmount } concept PrincipalExchangeBuilder{ o String id o Double discountFactor o DateTime unadjustedPrincipalExchangeDate o DateTime adjustedPrincipalExchangeDate o Double principalExchangeAmount } concept ReferencePair{ o ReferenceObligation referenceObligation o LegalEntity referenceEntity o Boolean noReferenceObligation o EntityTypeEnum entityType o String entityTypeScheme } concept ReferencePairBuilder{ o Boolean noReferenceObligation o EntityTypeEnum entityType o String entityTypeScheme } enum SettlementRateOptionEnum{ o ARS_BNAR_ARS01 o ARS_EMTA_INDICATIVE_SURVEY_RATE_ARS04 o BRL_PTAX_BRL09 o CNY_SAEC_CNY01 o KRW_KFTC18_KRW02 o INR_RBIB_INR01 } concept TermsChangePrimitive{ o ContractOrContractReference before o ContractOrContractReference after } concept TermsChangePrimitiveBuilder{ } concept Rounding{ o RoundingDirectionEnum roundingDirection o Integer precision } concept RoundingBuilder{ o RoundingDirectionEnum roundingDirection o Integer precision } concept ProductIdentificationBuilder{ o String productQualifier o AssetClassEnum primaryAssetClass o AssetClassEnum[] secondaryAssetClass o String[] productType o String[] productId o String productIdScheme o String primaryAssetClassScheme o String productTypeScheme o String secondaryAssetClassScheme } concept ProductIdentification{ o String productQualifier o AssetClassEnum primaryAssetClass o AssetClassEnum[] secondaryAssetClass o String[] productType o String[] productId o String productIdScheme o String primaryAssetClassScheme o String productTypeScheme o String secondaryAssetClassScheme } concept AveragingSchedule{ o DateTime endDate o DateTime startDate o CalculationPeriodFrequency averagingPeriodFrequency } concept AveragingScheduleBuilder{ o DateTime endDate o DateTime startDate } concept DateTimeListBuilder{ o DateTime[] dateTime } concept DateTimeList{ o DateTime[] dateTime } concept MakeWholeAmountBuilder{ o InterpolationMethodEnum interpolationMethod o DateTime earlyCallDate o FloatingRateIndexEnum floatingRateIndex o Double spread o QuotationSideEnum side } concept MakeWholeAmount{ o InterpolationMethodEnum interpolationMethod o DateTime earlyCallDate o FloatingRateIndexEnum floatingRateIndex o Period indexTenor o Double spread o QuotationSideEnum side } concept BondReferenceBuilder{ o Boolean conditionPrecedentBond o Boolean discrepancyClause } concept BondReference{ o Bond bond o Boolean conditionPrecedentBond o Boolean discrepancyClause } concept ValuationPostponement{ o Integer maximumDaysOfPostponement } concept ValuationPostponementBuilder{ o Integer maximumDaysOfPostponement } concept SettlementProvision{ o String settlementCurrency o NonDeliverableSettlement nonDeliverableSettlement o String settlementCurrencyScheme } concept SettlementProvisionBuilder{ o String settlementCurrency o String settlementCurrencyScheme } concept CashflowBaseBuilder{ o String id o Double discountFactor } concept CashflowBase{ o String id o Double discountFactor o Money presentValueAmount o PremiumExpression premiumExpression o PaymentDiscounting paymentDiscounting o PayerReceiver payerReceiver } concept Resource{ o ResourceLength length o String name o String language o String resourceId o ResourceTypeEnum resourceType o Double sizeInBytes o String mimeType o String comments o String url o String string o String languageScheme o String mimeTypeScheme o String resourceIdScheme o String resourceTypeScheme } concept ResourceBuilder{ o String name o String language o String resourceId o ResourceTypeEnum resourceType o Double sizeInBytes o String mimeType o String comments o String url o String string o String languageScheme o String mimeTypeScheme o String resourceIdScheme o String resourceTypeScheme } concept ReferenceObligationBuilder{ o String primaryObligorReference o String guarantorReference o Boolean standardReferenceObligation } concept ReferenceObligation{ o Mortgage mortgage o Bond bond o ConvertibleBond convertibleBond o Loan loan o LegalEntity primaryObligor o String primaryObligorReference o LegalEntity guarantor o String guarantorReference o Boolean standardReferenceObligation } enum ValuationMethodEnum{ o MARKET o HIGHEST o AVERAGE_MARKET o AVERAGE_HIGHEST o BLENDED_MARKET o BLENDED_HIGHEST o AVERAGE_BLENDED_MARKET o AVERAGE_BLENDED_HIGHEST } concept ExecutionBuilder{ } concept Execution{ o TradeHeader tradeHeader o ContractualProduct contractualProduct o Party[] party } concept InformationSource{ o InformationProviderEnum sourceProvider o String sourcePage o String sourcePageHeading o String sourcePageScheme o String sourceProviderScheme } concept InformationSourceBuilder{ o InformationProviderEnum sourceProvider o String sourcePage o String sourcePageHeading o String sourcePageScheme o String sourceProviderScheme } concept MandatoryEarlyTerminationAdjustedDates{ o DateTime adjustedEarlyTerminationDate o DateTime adjustedCashSettlementValuationDate o DateTime adjustedCashSettlementPaymentDate } concept MandatoryEarlyTerminationAdjustedDatesBuilder{ o DateTime adjustedEarlyTerminationDate o DateTime adjustedCashSettlementValuationDate o DateTime adjustedCashSettlementPaymentDate } concept InitialFixingDateBuilder{ o DateTime initialFixingDate } concept Period{ o String id o PeriodEnum period o Integer periodMultiplier } concept InitialFixingDate{ o DateTime initialFixingDate o RelativeDateOffset relativeDateOffset } concept OptionCashSettlement{ o String id o CashSettlementPaymentDate cashSettlementPaymentDate o BusinessCenterTime cashSettlementValuationTime o RelativeDateOffset cashSettlementValuationDate o CashPriceMethod cashPriceMethod o CashPriceMethod cashPriceAlternateMethod o YieldCurveMethod parYieldCurveAdjustedMethod o YieldCurveMethod zeroCouponYieldAdjustedMethod o YieldCurveMethod parYieldCurveUnadjustedMethod o CrossCurrencyMethod crossCurrencyMethod o YieldCurveMethod collateralizedCashPriceMethod } concept OptionCashSettlementBuilder{ o String id } concept NotionalStepRuleBuilder{ o Double notionalStepAmount o Double notionalStepRate o StepRelativeToEnum stepRelativeTo o DateTime firstNotionalStepDate o DateTime lastNotionalStepDate o String calculationPeriodDatesReference } concept NotionalStepRule{ o Double notionalStepAmount o Double notionalStepRate o StepRelativeToEnum stepRelativeTo o Frequency stepFrequency o DateTime firstNotionalStepDate o DateTime lastNotionalStepDate o String calculationPeriodDatesReference } concept InflationRateCalculation{ o Offset inflationLag o String indexSource o String mainPublication o InterpolationMethodEnum interpolationMethod o Double initialIndexLevel o Boolean fallbackBondApplicable o String indexSourceScheme o String interpolationMethodScheme o String mainPublicationScheme o Double initialRate o Rounding finalRateRounding o AveragingMethodEnum averagingMethod o NegativeInterestRateTreatmentEnum negativeInterestRateTreatment o String id o SpreadSchedule[] spreadSchedule o String floatingRateIndexScheme o Schedule floatingRateMultiplierSchedule o FloatingRateIndexEnum floatingRateIndex o Period indexTenor o RateTreatmentEnum rateTreatment o StrikeSchedule[] capRateSchedule o StrikeSchedule[] floorRateSchedule } concept InflationRateCalculationBuilder{ o String indexSource o String mainPublication o InterpolationMethodEnum interpolationMethod o Double initialIndexLevel o Boolean fallbackBondApplicable o String indexSourceScheme o String interpolationMethodScheme o String mainPublicationScheme o Double initialRate o AveragingMethodEnum averagingMethod o NegativeInterestRateTreatmentEnum negativeInterestRateTreatment o String id o String floatingRateIndexScheme o FloatingRateIndexEnum floatingRateIndex o RateTreatmentEnum rateTreatment } concept QuantityChangePrimitiveBuilder{ } concept QuantityChangePrimitive{ o ContractOrContractReference before o ContractualQuantity[] change o ContractOrContractReference after } concept Documentation{ o ContractualDefinitionsEnum[] contractualDefinitions o ContractualTermsSupplement[] contractualTermsSupplement o MasterAgreement masterAgreement o BrokerConfirmation brokerConfirmation o CreditSupportAgreement creditSupportAgreement o OtherAgreement[] otherAgreement o Resource[] attachment o MasterConfirmation masterConfirmation o ContractualMatrix[] contractualMatrix o String contractualDefinitionsScheme } concept DocumentationBuilder{ o ContractualDefinitionsEnum[] contractualDefinitions o String contractualDefinitionsScheme } enum CompoundingMethodEnum{ o FLAT o NONE o STRAIGHT o SPREAD_EXCLUSIVE } concept ExercisePeriod{ o String id o Period earliestExerciseDateTenor o Period exerciseFrequency } concept ExercisePeriodBuilder{ o String id } concept AdjustableDate{ o String id o DateTime unadjustedDate o String dateAdjustmentsReference o DateTime adjustedDate o BusinessDayAdjustments dateAdjustments } concept AdjustableDateBuilder{ o String id o DateTime unadjustedDate o String dateAdjustmentsReference o DateTime adjustedDate } concept StubFloatingRate{ o String id o SpreadSchedule[] spreadSchedule o Schedule floatingRateMultiplierSchedule o FloatingRateIndexEnum floatingRateIndex o Period indexTenor o RateTreatmentEnum rateTreatment o StrikeSchedule[] capRateSchedule o StrikeSchedule[] floorRateSchedule } concept StubFloatingRateBuilder{ o String id o FloatingRateIndexEnum floatingRateIndex o RateTreatmentEnum rateTreatment } enum DayCountFractionEnum{ o _1_1 o _30_360 o _30E_360 o _30E_360_ISDA o ACT_360 o ACT_365_FIXED o ACT_365L o ACT_ACT_AFB o ACT_ACT_ICMA o ACT_ACT_ISDA o ACT_ACT_ISMA o BUS_252 } concept PriorDateInstanceBuilder{ o DateTime date } concept PriorDateInstance{ o Identifier contractReference o DateTime date } concept DateRelativeToCalculationPeriodDates{ o String[] calculationPeriodDatesReference } concept DateRelativeToCalculationPeriodDatesBuilder{ o String[] calculationPeriodDatesReference } enum NaturalPersonRoleEnum{ o TRADER } concept CompositeBuilder{ o DeterminationMethodEnum determinationMethod } concept Composite{ o FxSpotRateSource fxSpotRateSource o DeterminationMethodEnum determinationMethod o RelativeDateOffset relativeDate } concept AveragingObservationListBuilder{ } concept AveragingObservationList{ o WeightedAveragingObservation[] averagingObservation } enum TransferStatusEnum{ o DISPUTED o INSTRUCTED o PENDING o SETTLED } concept ListedHeader{ o String id o String currency o String clearanceSystemScheme o String productIdentifierScheme o ProductIdentifier[] productIdentifier o ProductTaxonomy[] productTaxonomy o String description o String clearanceSystem o String currencyScheme } concept ListedHeaderBuilder{ o String id o String currency o String clearanceSystemScheme o String productIdentifierScheme o String description o String clearanceSystem o String currencyScheme } concept OptionPhysicalSettlementBuilder{ o Boolean clearedPhysicalSettlement o String predeterminedClearingOrganizationPartyReference } concept OptionPhysicalSettlement{ o Boolean clearedPhysicalSettlement o String predeterminedClearingOrganizationPartyReference } concept PackageInformation{ o CategoryEnum[] category o RelatedParty[] relatedParty o Boolean intentToAllocate } concept PackageInformationBuilder{ o CategoryEnum[] category o Boolean intentToAllocate } concept Cashflow{ o AdjustableOrAdjustedOrRelativeDate cashflowDate o String rosettaKeyValue o String cashflowCalculation o CashflowTypeEnum cashflowType o Money cashflowAmount o String id o Double discountFactor o Money presentValueAmount o PremiumExpression premiumExpression o PaymentDiscounting paymentDiscounting o PayerReceiver payerReceiver } concept CashflowBuilder{ o String cashflowCalculation o CashflowTypeEnum cashflowType o String id o Double discountFactor } enum CommodityReferencePriceEnum{ o ALUMINIUM_ALLOY_LME_15_MONTH } concept PeriodBuilder{ o String id o PeriodEnum period o Integer periodMultiplier } concept CashSettlementTerms{ o String id o Money quotationAmount o Money minimumQuotationAmout o Boolean accruedInterest o String settlementCurrency o Integer cashSettlementBusinessDays o ValuationDate valuationDate o BusinessCenterTime valuationTime o QuotationRateTypeEnum quotationMethod o String dealer o Money cashSettlementAmount o Boolean fixedSettlement o ValuationMethodEnum valuationMethod o Double recoveryFactor o String settlementCurrencyScheme } concept CashSettlementTermsBuilder{ o String id o Boolean accruedInterest o String settlementCurrency o Integer cashSettlementBusinessDays o QuotationRateTypeEnum quotationMethod o String dealer o Boolean fixedSettlement o ValuationMethodEnum valuationMethod o Double recoveryFactor o String settlementCurrencyScheme } concept RateObservationBuilder{ o String id o Integer observationWeight o DateTime resetDate o DateTime adjustedFixingDate o Double observedRate o Double treatedRate o String rateReference o Double forecastRate o Double treatedForecastRate } concept RateObservation{ o String id o Integer observationWeight o DateTime resetDate o DateTime adjustedFixingDate o Double observedRate o Double treatedRate o String rateReference o Double forecastRate o Double treatedForecastRate } concept MasterAgreement{ o String masterAgreementId o MasterAgreementTypeEnum masterAgreementType o String masterAgreementVersion o DateTime masterAgreementDate o String masterAgreementIdScheme o String masterAgreementTypeScheme o String masterAgreementVersionScheme } concept MasterAgreementBuilder{ o String masterAgreementId o MasterAgreementTypeEnum masterAgreementType o String masterAgreementVersion o DateTime masterAgreementDate o String masterAgreementIdScheme o String masterAgreementTypeScheme o String masterAgreementVersionScheme } concept ScheduleBuilder{ o String id o Double initialValue } concept Schedule{ o String id o Double initialValue o Step[] step } concept OptionDenomination{ o Double optionEntitlement o Double numberOfOptions o String entitlementCurrency o String entitlementCurrencyScheme } concept OptionDenominationBuilder{ o Double optionEntitlement o Double numberOfOptions o String entitlementCurrency o String entitlementCurrencyScheme }