Namespace org.isda.cdm0.1.0
Compatible with Concerto versions . Has 632 declarations.
Concerto JSON AST PlantUML XML Schema Typescript C# OData JSON Schema GraphQL Java Go Avro Markdown OpenAPI Protobuf Mermaid
Declared Types
import org.isda.cdm.AdjustableDates from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AdjustableDatesBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AmountSchedule from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AmountScheduleBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NonNegativeStep from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NonNegativeStepBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ComputedAmount from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ComputedAmountBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.InterestShortFall from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.InterestShortFallBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.TradeHeaderBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.TradeHeader from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PaymentDetail from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PaymentDetailBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PaymentRule from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PaymentRuleBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AllocationOutcome from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AllocationOutcomeBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Account from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AccountBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ContractualDefinitionsEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BermudaExercise from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BermudaExerciseBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ContractualMatrix from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ContractualMatrixBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PhysicalExercise from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PhysicalExerciseBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.InterestRateCurveBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.InterestRateCurve from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.RelativeDateOffset from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.RelativeDateOffsetBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PayoutLineage from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PayoutLineageBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ManualExercise from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ManualExerciseBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.GeneralTerms from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.GeneralTermsBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ListedProduct from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ListedProductBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.RoundingDirectionEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NewTradePrimitiveBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NewTradePrimitive from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.IndexReferenceInformationBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.IndexReferenceInformation from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ContractOrContractReference from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ContractOrContractReferenceBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.StepRelativeToEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.TransactedPriceBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.TransactedPrice from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Step from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.StepBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FxLinkedNotionalAmount from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FxLinkedNotionalAmountBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.EarlyTerminationEvent from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.EarlyTerminationEventBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ObservationPrimitive from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ObservationPrimitiveBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ValuationDate from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ValuationDateBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PartyRole from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PartyRoleBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.TimeUnitEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.TimeZone from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.TimeZoneBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Tranche from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.TrancheBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.StrategyFeature from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.StrategyFeatureBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FloatingAmountEvents from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FloatingAmountEventsBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Collateral from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CollateralBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CurveBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Curve from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PassThrough from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PassThroughBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.QuotationStyleEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ReferencePoolItemBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ReferencePoolItem from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.StubPeriod from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.StubPeriodBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Event from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.EventBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Transfer from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.TransferBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.SpreadScheduleTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AdditionalFixedPayments from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AdditionalFixedPaymentsBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.EuropeanExerciseBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.EuropeanExercise from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CreditSeniorityTradingEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Barrier from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BarrierBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.QuoteBasisEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BusinessDayAdjustments from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BusinessDayAdjustmentsBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PeriodExtendedEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FloatingRateDefinition from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FloatingRateDefinitionBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AllocationPrimitiveBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AllocationPrimitive from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FxRateBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FxRate from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExtendibleProvisionAdjustedDatesBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExtendibleProvisionAdjustedDates from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.RelativeDatesBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.RelativeDates from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ActionEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionStrike from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionStrikeBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ResetPrimitive from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ResetPrimitiveBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AveragingPeriodBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AveragingPeriod from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PercentageRuleBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PercentageRule from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CalculationAgent from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CalculationAgentBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NaturalPerson from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NaturalPersonBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BusinessDateRangeBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BusinessDateRange from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CancelableProvision from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CancelableProvisionBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BrokerConfirmationTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.QuotationRateTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PriceSourceDisruptionBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PriceSourceDisruption from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CreditDefaultPayout from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CreditDefaultPayoutBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CashPriceMethodBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CashPriceMethod from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.TimeTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.InformationProviderEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.RollConventionEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Mortgage from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MortgageBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AssetClassEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.GoverningLawEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CategoryEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PaymentDiscounting from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PaymentDiscountingBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ReferenceSwapCurve from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ReferenceSwapCurveBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.InterestRate from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.InterestRateBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PartyContractIdentifierBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PartyContractIdentifier from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ConvertibleBondBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ConvertibleBond from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Offset from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OffsetBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.StandardSettlementStyleEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PaymentDates from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PaymentDatesBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.QuotedCurrencyPair from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.QuotedCurrencyPairBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ObservationSource from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ObservationSourceBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ContractIdentifierExtended from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ContractIdentifierExtendedBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.StrikeBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Strike from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PaymentTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.StrikeSchedule from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.StrikeScheduleBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AveragingMethodEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.IntentEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExercisePrimitive from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExercisePrimitiveBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.DayOfWeekEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AccountTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AdjustedRelativeDateOffset from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AdjustedRelativeDateOffsetBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CreditSupportAgreementBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CreditSupportAgreement from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PaymentStatusEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.LinkId from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.LinkIdBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MasterConfirmationTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MatrixTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExtendibleProvisionBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExtendibleProvision from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.InterestShortfallCapEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExtensionEvent from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExtensionEventBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CreditSeniorityEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.InterpolationMethodEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AdjustableOrAdjustedDate from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AdjustableOrAdjustedDateBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BuyerSeller from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BuyerSellerBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PaymentBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Payment from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.LengthUnitEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.SingleValuationDateBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.SingleValuationDate from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PayerReceiverEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FloatingRateCalculation from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FloatingRateCalculationBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.EventTestBundleBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.EventTestBundle from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NonDeliverableSettlementBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NonDeliverableSettlement from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AutomaticExercise from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AutomaticExerciseBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MasterConfirmationAnnexTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CalculationPeriodFrequency from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CalculationPeriodFrequencyBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CashflowRepresentationBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CashflowRepresentation from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.DiscountingBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Discounting from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.YieldCurveMethod from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.YieldCurveMethodBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CreditSupportAgreementTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionExercise from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionExerciseBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CashSettlementPaymentDateBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CashSettlementPaymentDate from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.DateList from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.DateListBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.DateRange from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.DateRangeBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PrimitiveEvent from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PrimitiveEventBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.StubValueBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.StubValue from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PartyRoleEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.GrossCashflowBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.GrossCashflow from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NaturalPersonRole from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NaturalPersonRoleBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.QuantityTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.EntityTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FxFixingDate from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FxFixingDateBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.RelatedParty from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.RelatedPartyBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.SimplePayment from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.SimplePaymentBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ResetRelativeToEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Product from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ProductBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ResetDates from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ResetDatesBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NotDomesticCurrencyBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NotDomesticCurrency from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AdjustableOrRelativeDate from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AdjustableOrRelativeDateBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FraDiscountingEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FxLinkedNotionalScheduleBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FxLinkedNotionalSchedule from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MultipleExercise from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MultipleExerciseBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PCDeliverableObligationCharacBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PCDeliverableObligationCharac from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FloatingAmountProvisions from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FloatingAmountProvisionsBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.DayTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FallbackReferencePrice from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FallbackReferencePriceBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FixedIncomeSecurityBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FixedIncomeSecurity from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BasketName from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BasketNameBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.QuotationSideEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.TransferorTransfereeBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.TransferorTransferee from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FutureValueAmount from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FutureValueAmountBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ObligationCategoryEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PhysicalSettlementTerms from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PhysicalSettlementTermsBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionalEarlyTerminationAdjustedDates from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionalEarlyTerminationAdjustedDatesBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionSettlement from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionSettlementBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionalEarlyTermination from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionalEarlyTerminationBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AssetBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Asset from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.StubPeriodTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PartyContractInformationBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PartyContractInformation from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FxSpotRateSource from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FxSpotRateSourceBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.SettlementRateSource from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.SettlementRateSourceBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CalculationPeriodBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CalculationPeriod from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExecutionReferenceBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExecutionReference from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExerciseProcedure from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExerciseProcedureBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CalculationAgentPartyEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NonNegativeSchedule from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NonNegativeScheduleBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Contract from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ContractBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.DiscountingTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Money from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MoneyBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.TriggerEvent from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.TriggerEventBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ResetFrequencyBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ResetFrequency from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.TriggerTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CashSettlementReferenceBanks from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CashSettlementReferenceBanksBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AssetPoolBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AssetPool from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ContractualProductBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ContractualProduct from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionPayoutBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionPayout from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PayoutBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Payout from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.WeightedAveragingObservation from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.WeightedAveragingObservationBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PubliclyAvailableInformation from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PubliclyAvailableInformationBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Party from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PartyBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MessageInformationBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MessageInformation from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Asian from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AsianBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ReferenceBankBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ReferenceBank from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ProtectionTerms from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ProtectionTermsBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ProductIdSourceEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.RestructuringBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Restructuring from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CreditEventNotice from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CreditEventNoticeBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.StrikeSpread from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.StrikeSpreadBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ResourceLength from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ResourceLengthBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ResourceTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AmericanExerciseBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AmericanExercise from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CouponTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.SettlementTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CreditEvents from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CreditEventsBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NotifyingParty from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NotifyingPartyBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.IndependentAmount from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.IndependentAmountBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ContractIdentifierBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ContractIdentifier from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ContractualQuantityBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ContractualQuantity from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.DateRelativeToPaymentDates from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.DateRelativeToPaymentDatesBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PaymentCalculationPeriod from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PaymentCalculationPeriodBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PartialExercise from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PartialExerciseBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MortgageSectorEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CrossCurrencyTerms from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CrossCurrencyTermsBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PartyIdSourceEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.IssuerTradeId from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.IssuerTradeIdBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.IdentifierBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Identifier from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FrequencyBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Frequency from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PassThroughItem from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PassThroughItemBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OtherAgreementBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OtherAgreement from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ContractualSupplementEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.TaxonomySourceEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FailureToPay from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FailureToPayBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PayRelativeToEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExerciseEventBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExerciseEvent from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.SpreadSchedule from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.SpreadScheduleBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.LoanParticipation from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.LoanParticipationBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.IdentifierValueBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.IdentifierValue from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Loan from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.LoanBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.EventEffect from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.EventEffectBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BusinessCentersBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BusinessCenters from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BondOptionStrikeBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BondOptionStrike from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MandatoryEarlyTerminationBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MandatoryEarlyTermination from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionStyleBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionStyle from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ProductIdentifierBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ProductIdentifier from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.SpecifiedCurrencyBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.SpecifiedCurrency from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CalculationPeriodDates from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CalculationPeriodDatesBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.StubCalculationPeriodAmount from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.StubCalculationPeriodAmountBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.SettledEntityMatrixSourceEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.SwapCurveValuation from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.SwapCurveValuationBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PartyAndAccountReferenceBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PartyAndAccountReference from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ConstituentWeightBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ConstituentWeight from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.InterestRatePayoutBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.InterestRatePayout from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AdjustableOrAdjustedOrRelativeDateBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AdjustableOrAdjustedOrRelativeDate from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Obligations from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ObligationsBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ContractualTermsSupplement from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ContractualTermsSupplementBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Lineage from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.LineageBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.SettledEntityMatrix from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.SettledEntityMatrixBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ReferenceInformationBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ReferenceInformation from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NonNegativeAmountScheduleBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NonNegativeAmountSchedule from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CashflowTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PayerReceiver from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PayerReceiverBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BusinessCenterEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BasketReferenceInformation from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BasketReferenceInformationBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FeaturePayment from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FeaturePaymentBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ReferencePool from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ReferencePoolBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PhysicalSettlementPeriod from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PhysicalSettlementPeriodBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PackageTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.EconomicTermsBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.EconomicTerms from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.EquityAsset from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.EquityAssetBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AdjustableOrRelativeDates from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AdjustableOrRelativeDatesBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.IndexAnnexSourceEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Knock from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.KnockBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CalculationAgentModelBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CalculationAgentModel from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CalendarSpread from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CalendarSpreadBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ProductTaxonomy from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ProductTaxonomyBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.TransferTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BrokerConfirmation from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BrokerConfirmationBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.DeliverableObligations from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.DeliverableObligationsBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.DateInstancesBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.DateInstances from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExerciseNoticeBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExerciseNotice from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MasterAgreementTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FloatingRate from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FloatingRateBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CancellationEvent from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CancellationEventBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MultipleValuationDates from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MultipleValuationDatesBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.TriggerBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Trigger from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExerciseOutcome from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExerciseOutcomeBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExerciseFeeScheduleBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExerciseFeeSchedule from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MarketDisruptionEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FloatingRateIndexEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.EventTimestamp from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.EventTimestampBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.QuantoBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Quanto from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.UnitEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.DeterminationMethodEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NotionalSchedule from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NotionalScheduleBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PeriodEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.InceptionBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Inception from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExerciseFeeBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExerciseFee from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BusinessDayConventionEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CancelableProvisionAdjustedDatesBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CancelableProvisionAdjustedDates from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PremiumTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Quantity from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.QuantityBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FinalCalculationPeriodDateAdjustment from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FinalCalculationPeriodDateAdjustmentBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CalculationAmount from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CalculationAmountBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.TriggerTimeTypeEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.EarlyTerminationProvision from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.EarlyTerminationProvisionBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PremiumExpression from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PremiumExpressionBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FxFeatureBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.FxFeature from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.WeeklyRollConventionEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Rosetta from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.IdentifiedAssetBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.IdentifiedAsset from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CrossCurrencyMethodBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CrossCurrencyMethod from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ContractReferenceBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ContractReference from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.RestructuringEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionFeatureBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionFeature from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.LegalEntityBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.LegalEntity from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.StateEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MasterConfirmation from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MasterConfirmationBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Commodity from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CommodityBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BusinessCenterTime from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BusinessCenterTimeBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NegativeInterestRateTreatmentEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.GracePeriodExtensionBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.GracePeriodExtension from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PrincipalExchangesBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PrincipalExchanges from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.RateTreatmentEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Bond from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BondBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MatrixTermEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AveragingInOutEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PrincipalExchange from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PrincipalExchangeBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ReferencePair from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ReferencePairBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.SettlementRateOptionEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.TermsChangePrimitive from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.TermsChangePrimitiveBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Rounding from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.RoundingBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ProductIdentificationBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ProductIdentification from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AveragingSchedule from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AveragingScheduleBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.DateTimeListBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.DateTimeList from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MakeWholeAmountBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MakeWholeAmount from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BondReferenceBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.BondReference from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ValuationPostponement from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ValuationPostponementBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.SettlementProvision from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.SettlementProvisionBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CashflowBaseBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CashflowBase from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Resource from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ResourceBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ReferenceObligationBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ReferenceObligation from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ValuationMethodEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExecutionBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Execution from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.InformationSource from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.InformationSourceBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MandatoryEarlyTerminationAdjustedDates from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MandatoryEarlyTerminationAdjustedDatesBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.InitialFixingDateBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Period from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.InitialFixingDate from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionCashSettlement from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionCashSettlementBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NotionalStepRuleBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NotionalStepRule from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.InflationRateCalculation from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.InflationRateCalculationBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.QuantityChangePrimitiveBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.QuantityChangePrimitive from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Documentation from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.DocumentationBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CompoundingMethodEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExercisePeriod from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ExercisePeriodBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AdjustableDate from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AdjustableDateBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.StubFloatingRate from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.StubFloatingRateBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.DayCountFractionEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PriorDateInstanceBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PriorDateInstance from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.DateRelativeToCalculationPeriodDates from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.DateRelativeToCalculationPeriodDatesBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.NaturalPersonRoleEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CompositeBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Composite from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AveragingObservationListBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.AveragingObservationList from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.TransferStatusEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ListedHeader from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ListedHeaderBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionPhysicalSettlementBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionPhysicalSettlement from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PackageInformation from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PackageInformationBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Cashflow from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CashflowBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CommodityReferencePriceEnum from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.PeriodBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CashSettlementTerms from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.CashSettlementTermsBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.RateObservationBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.RateObservation from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MasterAgreement from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.MasterAgreementBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.ScheduleBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.Schedule from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionDenomination from https://models.accordproject.org/isda/org.isda.cdm.cto
import org.isda.cdm.OptionDenominationBuilder from https://models.accordproject.org/isda/org.isda.cdm.cto
Dependencies
- None
Source
/*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
namespace org.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
}