Uses of Package
org.isda.cdm
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Classes in org.isda.cdm used by org.isda.cdm Class Description Account A class to specify an account as an account number alongside, optionally.Account.AccountBuilder AccountTypeEnum The enumeration values to qualify the type of account.AcctOwnr AcctOwnr.AcctOwnrBuilder ActionEnum The enumeration values to specify the actions associated with transactions.ActualPrice ActualPrice.ActualPriceBuilder AdditionalDisruptionEvents A type for defining the Additional Disruption Events.AdditionalDisruptionEvents.AdditionalDisruptionEventsBuilder AdditionalFixedPayments A class to specify the events that will give rise to the payment additional fixed payments.AdditionalFixedPayments.AdditionalFixedPaymentsBuilder AdditionalRegime A class to specify the additional regulatory regime(s) that might be elected by the parties to a legal agreement where such provision exists, such as the ISDA 2016 and 2018 CSA for Initial Margin.AdditionalRegime.AdditionalRegimeBuilder AdditionalRepresentation A class to specify the Additional Representation.AdditionalRepresentation.AdditionalRepresentationBuilder AdditionalRepresentationElection A class to specify the parties' Additional Representation(s) election.AdditionalRepresentationElection.AdditionalRepresentationElectionBuilder AdditionalRightsEvent A class to specify the Pledgor/Obligor/Chargor Additional Rights Event election.AdditionalRightsEvent.AdditionalRightsEventBuilder AdditionalTerminationEvent A class to specify an optional termination event, additional to the Termination Events that will be deemed an Access Condition (Initial Margin CSA) or a Specified Condition (Variation Margin CSA)AdditionalTerminationEvent.AdditionalTerminationEventBuilder AdditionalType The specification of the Additional Type of transaction that can require the collection or delivery of initial margin under a given regulatory regime for the purposes of Covered Transactions, as specified in ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (b)(B).AdditionalType.AdditionalTypeBuilder AdditionalTypeEnum The enumerated values to specify the Additional Type of transaction that can require the collection or delivery of initial margin under a given regulatory regime for the purposes of Covered Transactions, as specified in ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (b)(B).Address A class to specify a post or street address.Address.AddressBuilder AddtlAttrbts AddtlAttrbts.AddtlAttrbtsBuilder AdjustableDate A class for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.AdjustableDate.AdjustableDateBuilder AdjustableDates A class for defining a series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the dates.AdjustableDates.AdjustableDatesBuilder AdjustableOrAdjustedDate A class for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.AdjustableOrAdjustedDate.AdjustableOrAdjustedDateBuilder AdjustableOrAdjustedOrRelativeDate This Rosetta class specifies the date as either an unadjusted, adjusted or relative date.AdjustableOrAdjustedOrRelativeDate.AdjustableOrAdjustedOrRelativeDateBuilder AdjustableOrRelativeDate A class giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder AdjustableOrRelativeDates A class giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder AdjustedRelativeDateOffset A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date) plus optional date adjustments.AdjustedRelativeDateOffset.AdjustedRelativeDateOffsetBuilder Affirmation A class to specify a trade affirmation.Affirmation.AffirmationBuilder AffirmationStatusEnum Enumeration for the different types of affirmation status.AggregationParameters Parameters to be used to filter events that are relevant to a given portfolio in order to calculate the state of this portfolio.AggregationParameters.AggregationParametersBuilder AllocationBreakdown AllocationBreakdown.AllocationBreakdownBuilder AllocationInstructions AllocationInstructions.AllocationInstructionsBuilder AllocationOutcome A class to specify the allocated outcome as the combination of the previous Trade, which is either an execution or a contract and which state is specified as 'Allocated', and a set of Trade(s) of the same execution or contract type as before allocation.AllocationOutcome.AllocationOutcomeBuilder AllocationPrimitive The primitive event to represent a split/allocation of a trade.AllocationPrimitive.AllocationPrimitiveBuilder AmendmentEffectiveDate A class to specify the effective date of the Amendment to Termination Currency.AmendmentEffectiveDate.AmendmentEffectiveDateBuilder AmendmentEffectiveDateEnum The enumerated values to specify the effective date of the Amendment to Termination Currency when specified as a specific date (e.g.AmericanExercise A class defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.AmericanExercise.AmericanExerciseBuilder AmountSchedule A class to specify a currency amount or a currency amount schedule.AmountSchedule.AmountScheduleBuilder ApplicableRegime A class to specify the applicable regulatory regime(s) that parties to a legal agreement, such as the ISDA 2016 and 2018 CSA for Initial Margin, might be subject to.ApplicableRegime.ApplicableRegimeBuilder AppropriatedCollateralValuation A class to specify the Valuation of Appropriate Collateral that is applicable to the English Law ISDA CSA.AppropriatedCollateralValuation.AppropriatedCollateralValuationBuilder Asian As per ISDA 2002 Definitions.Asian.AsianBuilder AssetClassEnum The enumerated values to specify the FpML asset class categorization.AssetPool Characterizes the asset pool behind an asset backed bond.AssetPool.AssetPoolBuilder AssetTransferTypeEnum The qualification of the type of asset transfer.AssignedIdentifier A class to specify the identifier value and its associated version.AssignedIdentifier.AssignedIdentifierBuilder AutomaticExercise A type to define automatic exercise of a swaption.AutomaticExercise.AutomaticExerciseBuilder AveragingInOutEnum The enumerated values to specify the type of averaging used in an Asian option.AveragingMethodEnum The enumerated values to specify the method of calculation to be used when averaging rates.AveragingObservationList An unordered list of weighted averaging observations.AveragingObservationList.AveragingObservationListBuilder AveragingPeriod Period over which an average value is taken.AveragingPeriod.AveragingPeriodBuilder AveragingSchedule Class to representing a method for generating a series of dates.AveragingSchedule.AveragingScheduleBuilder Barrier As per ISDA 2002 Definitions.Barrier.BarrierBuilder Basket Basket.BasketBuilder BasketReferenceInformation CDS Basket Reference Information.BasketReferenceInformation.BasketReferenceInformationBuilder BermudaExercise A class defining the Bermuda option exercise dates and the expiration date together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee.BermudaExercise.BermudaExerciseBuilder Bond A class to specify a bond as having a product identifier.Bond.BondBuilder BondChoiceModel Either a bond or convertible bond.BondChoiceModel.BondChoiceModelBuilder BondEquityModel Bond equity model to value convertible bonds and modelled onto BondEquity.model in FpML.BondEquityModel.BondEquityModelBuilder BondOptionStrike A class to specify the strike of a bond or convertible bond option.BondOptionStrike.BondOptionStrikeBuilder BondPriceAndYieldModel Bond price and yield valuation model for the security leg in a securities financing transaction, closely modelled onto the BondPriceAndYield.model in FpML.BondPriceAndYieldModel.BondPriceAndYieldModelBuilder BondReference Reference to a bond underlier to represent an asset swap or Condition Precedent Bond.BondReference.BondReferenceBuilder BondValuationModel Bond valuation model for the security leg in a securities financing transaction, closely modelled onto the BondCollateral.model in FpML.BondValuationModel.BondValuationModelBuilder BrokerConfirmation Identifies the market sector in which the trade has been arranged.BrokerConfirmation.BrokerConfirmationBuilder BrokerConfirmationTypeEnum The enumerated values to specify the type of Broker Confirm that the FpML trade represents.BusinessCenterEnum The enumerated values to specify the business centers.BusinessCenters A class for specifying the business day calendar location used in determining whether a day is a business day or not, either by specifying this business center by reference to an enumerated list that is maintained by the FpML standard, or by reference to such specification when it exists elsewhere as part of the instance document.BusinessCenters.BusinessCentersBuilder BusinessCenterTime A class for defining a time with respect to a business day calendar location.BusinessCenterTime.BusinessCenterTimeBuilder BusinessDateRange A class defining a range of contiguous business days by defining an unadjusted first date, an unadjusted last date and a business day convention and business centers for adjusting the first and last dates if they would otherwise fall on a non business day in the specified business centers.BusinessDateRange.BusinessDateRangeBuilder BusinessDayAdjustments A class defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business center.BusinessDayAdjustments.BusinessDayAdjustmentsBuilder BusinessDayConventionEnum The enumerated values to specify the convention for adjusting any relevant date if it would otherwise fall on a day that is not a valid business day.BusinessUnit A class to specify an organizational unit.BusinessUnit.BusinessUnitBuilder BuyerSeller This class corresponds to the FpML BuyerSeller.model construct.BuyerSeller.BuyerSellerBuilder Buyr Buyr.BuyrBuilder CalculationAgent A class defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.CalculationAgent.CalculationAgentBuilder CalculationAgentModel This class corresponds to the FpML CalculationAgent.model.CalculationAgentModel.CalculationAgentModelBuilder CalculationAgentPartyEnum The enumerated values to specify how a calculation agent will be determined.CalculationAmount CalculationAmount.CalculationAmountBuilder CalculationCurrencyElection A class to specify the SIMM Calculation Currency elections by each party to the agreement.CalculationCurrencyElection.CalculationCurrencyElectionBuilder CalculationDateLocation A class to specify the Calculation Date Location election for the respective parties to the legal agreement.CalculationDateLocation.CalculationDateLocationBuilder CalculationDateLocationElection A class to specify each of the party elections with respect to the Calculation Date Location.CalculationDateLocationElection.CalculationDateLocationElectionBuilder CalculationPeriod A class defining the parameters used in the calculation of a fixed or floating rate calculation period amount.CalculationPeriod.CalculationPeriodBuilder CalculationPeriodBase The calculation period adjusted start and end dates, which are the baseline arguments needed to compute an interest accrual calculation.CalculationPeriodBase.CalculationPeriodBaseBuilder CalculationPeriodData CalculationPeriodData.CalculationPeriodDataBuilder CalculationPeriodDates A class for defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.CalculationPeriodDates.CalculationPeriodDatesBuilder CalculationPeriodFrequency A class to specify the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and their roll date convention.CalculationPeriodFrequency.CalculationPeriodFrequencyBuilder CalendarSpread A type for defining a calendar spread feature.CalendarSpread.CalendarSpreadBuilder CancelableProvision A class defining the right of a party to cancel a swap transaction on the specified exercise dates.CancelableProvision.CancelableProvisionBuilder CancelableProvisionAdjustedDates A class to define the adjusted dates for a cancelable provision on a swap transaction.CancelableProvisionAdjustedDates.CancelableProvisionAdjustedDatesBuilder CancellationEvent The adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date.CancellationEvent.CancellationEventBuilder Cashflow A class to specify a cashflow, i.e.Cashflow.CashflowBuilder CashflowRepresentation A class defining the cashflow representation of a swap trade.CashflowRepresentation.CashflowRepresentationBuilder CashflowTypeEnum The qualification of the type of cash flows associated with OTC derivatives contracts and their lifecycle events.CashPriceMethod A type defining the parameters necessary for each of the ISDA cash price methods for cash settlement.CashPriceMethod.CashPriceMethodBuilder CashSettlementPaymentDate A class defining the cash settlement payment date(s) as either a set of explicit dates, together with applicable adjustments, or as a date relative to some other (anchor) date, or as any date in a range of contiguous business days.CashSettlementPaymentDate.CashSettlementPaymentDateBuilder CashSettlementReferenceBanks A class defining the list of reference institutions polled for relevant rates or prices when determining the cash settlement amount for a product where cash settlement is applicable.CashSettlementReferenceBanks.CashSettlementReferenceBanksBuilder CashSettlementTerms In FpML, PhysicalSettlementTerms and CashSettlementTerms extend SettlementTerms.CashSettlementTerms.CashSettlementTermsBuilder CashTransferBreakdown CashTransferBreakdown.CashTransferBreakdownBuilder CashTransferComponent CashTransferComponent.CashTransferComponentBuilder CategoryEnum The enumerated values to specify the type of organisation involved in the transaction.ChargorPostingObligations A class to specify the chargor(s) collateral posting obligations as specified under the terms of the English Law ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (ii).ChargorPostingObligations.ChargorPostingObligationsBuilder CleanOrDirtyPrice Class specifying the bond price as either clean or dirty in a bond valuation model.CleanOrDirtyPrice.CleanOrDirtyPriceBuilder CleanPrice Class to specify the clean price of a bond in a bond valuation model, with accruals presented separately, and modelled onto the cleanPrice model in BonPriceAndYield.model in FpML.CleanPrice.CleanPriceBuilder ClosedState A class to qualify the closed state of an execution or a contract through the combination or a state (e.g.ClosedState.ClosedStateBuilder ClosedStateEnum The enumerated values to specify what led to the contract or execution closure.Collateral A type for defining the obligations of the counterparty subject to credit support requirements.Collateral.CollateralBuilder CollateralAssetDefinitionsEnum The ISDA Collateral Assets Definitions as published by ISDA in the 2003 ISDA Collateral Asset Definitions.CollateralManagementAgreement A class to specify the Collateral Management Agreement election by the respective parties to a Japanese Law ISDA CSA.CollateralManagementAgreement.CollateralManagementAgreementBuilder CollateralManagementAgreementElection A class to specify the Collateral Management Agreement election by each party as the Obligee.CollateralManagementAgreementElection.CollateralManagementAgreementElectionBuilder CollateralManagementArrangement A class to specify the Collateral Management Arrangement elections in accordance with the ISDA Japanese Law CSA.CollateralManagementArrangement.CollateralManagementArrangementBuilder CollateralManagementArrangementElection A class to specify the election to specify the Collateral Management Arrangement.CollateralManagementArrangementElection.CollateralManagementArrangementElectionBuilder CollateralManager A class to specify the Collateral Manager election by the respective parties to a Japanese Law ISDA CSA.CollateralManager.CollateralManagerBuilder CollateralManagerElection A class to specify the Collateral Manager election by each party as the Obligee.CollateralManagerElection.CollateralManagerElectionBuilder CollateralRounding A class to specify the rounding methodology applicable to the Delivery Amount and the Return Amount in terms of nearest integral multiple of Base Currency units.CollateralRounding.CollateralRoundingBuilder Commodity A class to specify a commodity asset.Commodity.CommodityBuilder CommodityReferencePriceEnum The enumeration values to specify the Commodity Reference Prices specified in the Annex to the 2005 ISDA Commodity Definitions.CommoditySet CommoditySet.CommoditySetBuilder CommodityTransferBreakdown CommodityTransferBreakdown.CommodityTransferBreakdownBuilder CommodityTransferComponent CommodityTransferComponent.CommodityTransferComponentBuilder Composite Specifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront.Composite.CompositeBuilder CompoundingMethodEnum The enumerated values to specify the type of compounding, e.g.ComputedAmount A class to specify the outcome of a computed amount, for testing purposes.ComputedAmount.ComputedAmountBuilder Conditions A class to specify each party's election with respect to the Termination Events that will be deemed an Access Condition (Initial Margin CSA) or a Specified Condition (Variation Margin CSA).Conditions.ConditionsBuilder ConditionsElections A class to specify the Termination Events that will be deemed an Access Condition (Initial Margin CSA) or a Specified Condition (Variation Margin CSA).ConditionsElections.ConditionsElectionsBuilder ConditionsPrecedent A class to specify the two set of elections that may overwrite the default Condition Precedent provision as specified in Paragraph 4, (a) of the ISDA 2016 Credit Support Annex for Initial Margin and the ISDA 2016 Credit Support Annex for Variation Margin.ConditionsPrecedent.ConditionsPrecedentBuilder Confirmation A class to specify a trade confirmation.Confirmation.ConfirmationBuilder ConfirmationStatusEnum Enumeration for the different types of confirmation status.ConstituentWeight A class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.ConstituentWeight.ConstituentWeightBuilder ContactElection A class to specify the parties' election to specify contact information, in relation to elections such as the Addresses for Transfer or the Demand and Notices as specified in the ISDA Credit Support Annex agreement.ContactElection.ContactElectionBuilder ContactInformation A class to specify contact information associated with a party: telephone, postal/street address, email and web page.ContactInformation.ContactInformationBuilder Contract A class to specify a financial contract object, which can be invoked either within the context of an event, or independently from it.Contract.ContractBuilder ContractFormation Specification of the primitive event for the formation of a contract, with 'before' state being an 'ExecutionState' and 'after' state being a 'PostInceptionState'.ContractFormation.ContractFormationBuilder ContractState A class to specify a contract state instantiation with respect to the before and/or after state of lifecycle events.ContractState.ContractStateBuilder ContractualDefinitionsEnum The enumerated values to specify a set of standard contract definitions relevant to the transaction.ContractualMatrix ContractualMatrix.ContractualMatrixBuilder ContractualProduct A class to specify the contractual products' economic terms, alongside their product identification and product taxonomy.ContractualProduct.ContractualProductBuilder ContractualQuantity [SCHEDULED FOR DEPRECATION: Class to be emptied-out as products get progressively migrated to the restructured quantity mechanism.] A class to specify the quantity or notional amount that is associated with a contractual product and that is the base for the payout calculation.ContractualQuantity.ContractualQuantityBuilder ContractualSupplementEnum The enumerated values to define the supplements to a base set of ISDA Definitions that are applicable to the transaction.ContractualTermsSupplement A contractual supplement (such as those published by ISDA) and its publication date that will apply to the trade.ContractualTermsSupplement.ContractualTermsSupplementBuilder ConvertibleBond A class to specify a convertible bond as having a product identifier.ConvertibleBond.ConvertibleBondBuilder CreditDefaultPayout The credit default payout specification provides the details necessary for determining when a credit payout will be triggered as well as the parameters for calculating the payout and the settlement terms.CreditDefaultPayout.CreditDefaultPayoutBuilder CreditEventNotice CreditEventNotice.CreditEventNoticeBuilder CreditEvents A class to specify the applicable Credit Events that would trigger a settlement, as specified in the related Confirmation and defined in the ISDA 2014 Credit Definition article IV section 4.1.CreditEvents.CreditEventsBuilder CreditLimit A class to specify the credit limit, to be used in the context of the clearing workflow.CreditLimit.CreditLimitBuilder CreditLimitInformation A class to represent the credit limit utilisation information.CreditLimitInformation.CreditLimitInformationBuilder CreditLimitTypeEnum The enumeration values to qualify the type of credit limits.CreditLimitUtilisation Credit limit utilisation breakdown by executed trades and pending orders.CreditLimitUtilisation.CreditLimitUtilisationBuilder CreditLimitUtilisationPosition CreditLimitUtilisationPosition.CreditLimitUtilisationPositionBuilder CreditNotation A class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications.CreditNotation.CreditNotationBuilder CreditNotations The credit rating notation higher level construct, which provides the ability to specify multiple rating notations.CreditNotations.CreditNotationsBuilder CreditRatingAgencyEnum The enumerated values to specify the rating agencies.CreditRatingDebt The credit rating debt type(s) associated with the credit rating notation and scale.CreditRatingDebt.CreditRatingDebtBuilder CreditSupportAgreement The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.CreditSupportAgreement.CreditSupportAgreementBuilder CreditSupportAgreementTypeEnum The enumerated values to specify the type of ISDA Credit Support Agreement governing the transaction.CreditSupportObligationsInitialMargin A class to specify the Credit Support Obligations applicable to the Initial Margin Credit Support Annex and which are common among the English, Japanese and New York governing laws.CreditSupportObligationsInitialMargin.CreditSupportObligationsInitialMarginBuilder CreditSupportObligationsVariationMargin A class to specify the Credit Support Obligations applicable to the Variation Margin Credit Support Annex and which are common among the English, Japanese and New York governing laws.CreditSupportObligationsVariationMargin.CreditSupportObligationsVariationMarginBuilder CrossCurrencyMethod A class to represent the cash settlement method defined in the 2006 ISDA Definitions, Section 18.3.CrossCurrencyMethod.CrossCurrencyMethodBuilder CrossCurrencyTerms CrossCurrencyTerms.CrossCurrencyTermsBuilder CrossRate A class that is used for including the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.CrossRate.CrossRateBuilder Csa2016 An abstract class to specify the provisions for the 2016 ISDA Credit Support Annex that are common among governing laws and across Initial and Variation Margin.Csa2016.Csa2016Builder CsaInitialMargin2016 An abstract class to specify the provisions for the 2016 ISDA Credit Support Annex for Initial Margin that are common among governing laws.CsaInitialMargin2016.CsaInitialMargin2016Builder CsaInitialMargin2016JapaneseLaw A class to specify the provisions that are specific to the Japanese Law version of the ISDA 2016 Credit Support Annex for Initial Margin.CsaInitialMargin2016JapaneseLaw.CsaInitialMargin2016JapaneseLawBuilder CsaInitialMargin2016NewYorkLaw A class to specify the provisions that are specific to the New York Law version of the ISDA 2016 Credit Support Annex for Initial Margin.CsaInitialMargin2016NewYorkLaw.CsaInitialMargin2016NewYorkLawBuilder CsaVariationMargin2016 An abstract class to specify the provisions for the 2016 ISDA Credit Support Annex for Variation Margin that are common among governing laws.CsaVariationMargin2016.CsaVariationMargin2016Builder CsaVariationMargin2016NewYorkLaw A class to specify the provisions that are specific to the New York Law version of the ISDA 2016 Credit Support Annex for Variation Margin.CsaVariationMargin2016NewYorkLaw.CsaVariationMargin2016NewYorkLawBuilder CsdInitialMargin2016EnglishLaw A class to specify the provisions that are specific to the English Law version of the ISDA 2016 Credit Support Deed for Initial Margin.CsdInitialMargin2016EnglishLaw.CsdInitialMargin2016EnglishLawBuilder Curve Curve.CurveBuilder CustodianEvent A class to specify the Custodian Event (English Law & New York Law ISDA CSA) and the Collateral Manager Event (Japanese Law ISDA CSA) in terms of applicability and end-date.CustodianEvent.CustodianEventBuilder CustodianEventEndDate A class to specify the Custodian Event (English Law & New York Law ISDA CSA) or Collateral Manager Event (Japanese Law ISDA CSA) End Date.CustodianEventEndDate.CustodianEventEndDateBuilder CustodianRisk A class to specify the Custodian Risk (English Law and New York Law ISDA CSA) and the Collateral Manager Risk (Japanese Law ISDA CSA) election.CustodianRisk.CustodianRiskBuilder CustodianTerms A class to specify the requirements applicable to the custodian with respect to the holding of posted collateral.CustodianTerms.CustodianTermsBuilder CustodyArrangements A class to specify the Custody Arrangements for the English Law and New York Law ISDA Credit Support Annex.CustodyArrangements.CustodyArrangementsBuilder CustodyArrangementsElection A class to specify the Custody Arrangements election by each party to the agreement: custody agent and account(s) identification, as well as custodian risk qualification.CustodyArrangementsElection.CustodyArrangementsElectionBuilder CustomisableOffset A class to specify an offset either as a normalized [multiplier, period, dayType] or as a custom provision of type string.CustomisableOffset.CustomisableOffsetBuilder CustomisedWorkflow In its initial iteration, this class is meant to support the DTCC TIW workflow information.CustomisedWorkflow.CustomisedWorkflowBuilder DateList List of dates.DateList.DateListBuilder DateRange A class defining a contiguous series of calendar dates.DateRange.DateRangeBuilder DateRelativeToCalculationPeriodDates A class to provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.DateRelativeToCalculationPeriodDates.DateRelativeToCalculationPeriodDatesBuilder DateRelativeToPaymentDates A class to provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.DateRelativeToPaymentDates.DateRelativeToPaymentDatesBuilder DateTimeList List of dateTimes.DateTimeList.DateTimeListBuilder DayCountFractionEnum The enumerated values to specify the day count fraction.DayOfWeekEnum The enumerated values to specify a day of the seven-day week.DayTypeEnum The enumerated values to specify the day type classification used in counting the number of days between two dates.DeliverableObligations A class to specify all the ISDA terms relevant to defining the deliverable obligations.DeliverableObligations.DeliverableObligationsBuilder DeliveryAmount A class to specify the application of Interest Amount with respect the Delivery Amount.DeliveryAmount.DeliveryAmountBuilder DeliveryAmountElectionEnum The enumerated values to specify the application of Interest Amount with respect to the Delivery Amount through standard language.DeliveryMethodEnum Specifies delivery methods for securities transactions.DerivInstrmAttrbts DerivInstrmAttrbts.DerivInstrmAttrbtsBuilder DeterminationMethod The purpose of this class is to be extended by the Price and EquityValuation classes.DeterminationMethod.DeterminationMethodBuilder DeterminationMethodEnum The enumerated values to specify the method according to which an amount or a date is determined.DiscountingMethod A class defining discounting information.DiscountingMethod.DiscountingMethodBuilder DiscountingTypeEnum The enumerated values to specify the method of calculating discounted payment amounts.DisputeResolution A class to specify the election terms under which a party disputes (i) the Calculation Agent’s calculation of a Delivery Amount or a Return Amount, or (ii) the Value of any Transfer of Eligible Credit Support or Posted Credit Support.DisputeResolution.DisputeResolutionBuilder DistributionAndInterestPayment A class to specify the Distributions and Interest Payment provisions applicable to the Japanese Law ISDA 2016 CSA for Initial Margin and the New York Law ISDA 2016 CSA for Variation Margin.DistributionAndInterestPayment.DistributionAndInterestPaymentBuilder DividendAmountTypeEnum The enumerated values to specify whether the dividend is paid with respect to the Dividend Period.DividendCurrency A class to specify the currency in which the dividends will be denominated, i.e.DividendCurrency.DividendCurrencyBuilder DividendDateReference A class to specify the dividend date by reference to another date, with the ability to apply and offset.DividendDateReference.DividendDateReferenceBuilder DividendDateReferenceEnum The enumerated values to specify the date by reference to which the dividend will be paid.DividendEntitlementEnum The enumerated values to specify the date on which the receiver of the equity payout is entitled to the dividend.DividendPaymentDate A class describing the date on which the dividend will be paid/received.DividendPaymentDate.DividendPaymentDateBuilder DividendPayout A class describing the dividend payout ratio associated with an equity underlier.DividendPayout.DividendPayoutBuilder DividendPeriodEnum 2002 ISDA Equity Derivatives Definitions: First Period, Second Period |DividendReturnTerms A class describing the conditions governing the payment of dividends to the receiver of the equity return, with the exception of the dividend payout ratio, which is defined for each of the underlying components.DividendReturnTerms.DividendReturnTermsBuilder Document Document.DocumentBuilder Documentation A class for specifying the legal agreements that govern the contract, either as a reference to such agreements when specified as part of the CDM, or through identification of some of the key terms of those documents, such as the type of document, the document identifier, the publisher, the document vintage and the agreement date.Documentation.DocumentationBuilder DocumentationIdentification A class for defining the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.DocumentationIdentification.DocumentationIdentificationBuilder EarlyTerminationEvent A class to define the adjusted dates associated with an early termination provision.EarlyTerminationEvent.EarlyTerminationEventBuilder EarlyTerminationProvision A class defining an early termination provision for a swap.EarlyTerminationProvision.EarlyTerminationProvisionBuilder EconomicTerms This class represents the full set of price-forming features associated with a contractual product: the payout component, the notional/quantity, the effective and termination date and the date adjustment provisions when applying uniformily across the payout components.EconomicTerms.EconomicTermsBuilder ElectiveAmountElection A class to specify the party elective amounts which can be used for the purpose of specifying elections such as the ISDA CSA Threshold and Minimum Transfer Amount.ElectiveAmountElection.ElectiveAmountElectionBuilder EligibilityToHoldCollateral A class to specify the conditions under which a party and its custodian(s) are entitled to hold collateral.EligibilityToHoldCollateral.EligibilityToHoldCollateralBuilder EligibleCollateral The collateral eligibility as a function of the types of asset, the maturity and rating terms.EligibleCollateral.EligibleCollateralBuilder EligibleCollateralVariationMargin A class to specify the eligible collateral elections by the respective parties to the Credit Support Annex for Variation Margin.EligibleCollateralVariationMargin.EligibleCollateralVariationMarginBuilder EligibleCollateralVariationMarginElection A class to specify the parties' elections with respect to the eligible collateral for each of the respective parties when acting as a pledgor/chargor/obligor.EligibleCollateralVariationMarginElection.EligibleCollateralVariationMarginElectionBuilder EligibleCurrencyInterestRate A class to specify the interest rate associated with initial margin collateral.EligibleCurrencyInterestRate.EligibleCurrencyInterestRateBuilder EntityTypeEnum The enumerated values to specify the reference entity types corresponding to a list of types defined in the ISDA First to Default documentation.Equity A class to specify an equity as having a product identifier.Equity.EquityBuilder EquityCorporateEvents A class for defining the merger events and their treatment.EquityCorporateEvents.EquityCorporateEventsBuilder EquityMasterConfirmation Specification for General Terms and Elections of an Equity Master Confirmation that is applicable across multiple Equity confirmations and is referenced by each of these confirmations, an example of which being the 2018 ISDA CDM Equity Confirmation for Security Equity Swap.EquityMasterConfirmation.EquityMasterConfirmationBuilder EquityPayout The equity payout specification terms.EquityPayout.EquityPayoutBuilder EquitySwapMasterConfirmation2018 Specification for the General Terms and Relationship Supplement Elections as provided in the 2018 ISDA CDM Equity Confirmation for Security Equity Swap.EquitySwapMasterConfirmation2018.EquitySwapMasterConfirmation2018Builder EquityValuation A class for defining how and when an equity option or equity swap is to be valued.EquityValuation.EquityValuationBuilder EuropeanExercise A class defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.EuropeanExercise.EuropeanExerciseBuilder Event A class to specify the lifecycle event.Event.EventBuilder EventEffect The set of operational and positional effects associated with a lifecycle event, alongside the reference to the contract reference(s) that is subject to the event (and is positioned in the before state of the event primitive).EventEffect.EventEffectBuilder EventTestBundle A class which combines several events for testing purposes.EventTestBundle.EventTestBundleBuilder EventTimestamp A class to represent the various set of timestamps that can be associated with lifecycle events, as a collection of [dateTime, qualifier].EventTimestamp.EventTimestampBuilder EventTimestampQualificationEnum The enumeration values to qualify the timestamps that can be associated with a lifecycle event.EventWorkflow A class to specify workflow information, which is conceptually applicable to all lifecycle events.EventWorkflow.EventWorkflowBuilder ExchangeRate A class that is used for describing the exchange rate for a particular transaction.ExchangeRate.ExchangeRateBuilder ExchangeTradedFund A class to specify an ETF as having a product identifier.ExchangeTradedFund.ExchangeTradedFundBuilder ExctgPrsn ExctgPrsn.ExctgPrsnBuilder ExecutingEntity ExecutingEntity.ExecutingEntityBuilder Execution A class to specify an execution, which consists essentially in the economic terms which are agreed between the parties, alongside with the qualification of the type of execution.Execution.ExecutionBuilder ExecutionPrimitive Specification of the primitive event for an execution, with 'after' state being an ExecutionState and the 'before' state being Null.ExecutionPrimitive.ExecutionPrimitiveBuilder ExecutionQuantity Class to specify the executed quantity of a product, provided as (possibly multiple) quantity notations, plus additional information regarding potential future quantity adjustments.ExecutionQuantity.ExecutionQuantityBuilder ExecutionState A class to specify an execution instantiation with respect to the before and/or after state of lifecycle events.ExecutionState.ExecutionStateBuilder ExecutionTypeEnum The enumerated values to specify how a contract has been executed, e.g.ExerciseEvent A class defining the adjusted dates associated with a particular exercise event.ExerciseEvent.ExerciseEventBuilder ExerciseFee A class defining the fee payable on exercise of an option.ExerciseFee.ExerciseFeeBuilder ExerciseFeeSchedule A class to define a fee or schedule of fees to be payable on the exercise of an option.ExerciseFeeSchedule.ExerciseFeeScheduleBuilder ExerciseNotice A class defining to whom and where notice of execution should be given.ExerciseNotice.ExerciseNoticeBuilder ExerciseOutcome The exercise outcome combines the option contract (which states would be 'Exercised' in case of a full exercise and which would have a reduced notional in case of partial exercise) and either a physical or partial exercise.ExerciseOutcome.ExerciseOutcomeBuilder ExercisePeriod This defines the time interval to the start of the exercise period, i.e.ExercisePeriod.ExercisePeriodBuilder ExercisePrimitive This primitive leverages the FpML OptionExercise construct, except for the exerciseTiming which is deemed as associated to a request for exercise that is meant to take place, as opposed to the actual exercise event.ExercisePrimitive.ExercisePrimitiveBuilder ExerciseProcedure A class describing how notice of exercise should be given.ExerciseProcedure.ExerciseProcedureBuilder ExtendibleProvision A class defining an option to extend an existing swap transaction on the specified exercise dates for a term ending on the specified new termination date.ExtendibleProvision.ExtendibleProvisionBuilder ExtendibleProvisionAdjustedDates A class defining the adjusted dates associated with a provision to extend a swap.ExtendibleProvisionAdjustedDates.ExtendibleProvisionAdjustedDatesBuilder ExtensionEvent A class to define the adjusted dates associated with an individual extension event.ExtensionEvent.ExtensionEventBuilder ExtraordinaryEvents Where the underlying is shares, defines market events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.ExtraordinaryEvents.ExtraordinaryEventsBuilder FailureToPay FailureToPay.FailureToPayBuilder FallbackReferencePrice The method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.FallbackReferencePrice.FallbackReferencePriceBuilder FeaturePayment Payment made following trigger occurrence.FeaturePayment.FeaturePaymentBuilder FinalCalculationPeriodDateAdjustment A class to define business date convention adjustment to final payment period per leg.FinalCalculationPeriodDateAdjustment.FinalCalculationPeriodDateAdjustmentBuilder FinInstrm FinInstrm.FinInstrmBuilder FinInstrmGnlAttrbts FinInstrmGnlAttrbts.FinInstrmGnlAttrbtsBuilder FinInstrmRptgTxRpt FinInstrmRptgTxRpt.FinInstrmRptgTxRptBuilder FloatingAmountEvents A class to specify the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement.FloatingAmountEvents.FloatingAmountEventsBuilder FloatingAmountProvisions FloatingAmountProvisions.FloatingAmountProvisionsBuilder FloatingRate A class defining a floating interest rate through the specification of the floating rate index, the tenor, the multiplier schedule, the spread, the qualification of whether a specific rate treatment and/or a cap or floor apply.FloatingRate.FloatingRateBuilder FloatingRateDefinition A class defining parameters associated with a floating rate reset.FloatingRateDefinition.FloatingRateDefinitionBuilder FloatingRateIndexEnum The enumerated values to specify the list of floating rate index.FloatingRateSpecification A class to specify the floating interest rate by extending the floating rate definition with a set of attributes that specify such rate: the initial value specified as part of the trade, the rounding convention, the averaging method and the negative interest rate treatment.FloatingRateSpecification.FloatingRateSpecificationBuilder ForeignExchange From FpML: A type defining either a spot or forward FX transactions.ForeignExchange.ForeignExchangeBuilder ForwardPayout Representation of a forward settling payout.ForwardPayout.ForwardPayoutBuilder Frequency A class for defining a date frequency, e.g.Frequency.FrequencyBuilder FutureValueAmount A class defining a currency amount as at a future value date.FutureValueAmount.FutureValueAmountBuilder FxCashSettlement A class that is used for describing cash settlement of an option / non deliverable forward.FxCashSettlement.FxCashSettlementBuilder FxFeature A type for defining FX Features.FxFeature.FxFeatureBuilder FxFixing A class that specifies the source for and timing of a fixing of an exchange rate.FxFixing.FxFixingBuilder FxFixingDate A class that is extending the Offset structure for providing the ability to specify an FX fixing date as an offset to dates specified somewhere else in the document.FxFixingDate.FxFixingDateBuilder FxHaircutCurrency A class to specify the reference currency for the purpose of specifying the FX Haircut relating to a posting obligation, as being either the Termination Currency or an FX Designated Currency.FxHaircutCurrency.FxHaircutCurrencyBuilder FxInformationSource Information source specific to Foreign Exchange products.FxInformationSource.FxInformationSourceBuilder FxLinkedNotionalAmount A class to describe the cashflow representation for FX linked notionals.FxLinkedNotionalAmount.FxLinkedNotionalAmountBuilder FxLinkedNotionalSchedule A class to describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder FxRate A class describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.FxRate.FxRateBuilder FxRateSourceFixing Describes a rate source to be fixed and the date the fixing occursFxRateSourceFixing.FxRateSourceFixingBuilder FxSettlementRateSource The source of the Foreign Exchange settlement rate.FxSettlementRateSource.FxSettlementRateSourceBuilder FxSpotRateSource A class defining the rate source and fixing time for an FX rate.FxSpotRateSource.FxSpotRateSourceBuilder GeneralTerms A class specifying a set of non-monetary terms for the Credit Derivative Transaction, including the buyer and seller and selected items from the ISDA 2014 Credit Definition article II, such as the reference obligation and related terms.GeneralTerms.GeneralTermsBuilder GoverningLawEnum The enumerated values to specify the law governing the contract or legal document.GracePeriodExtension GracePeriodExtension.GracePeriodExtensionBuilder HoldingAndUsingPostedCollateral A class to specify the elections for the holding and using of posted collateral by the respective parties to the Credit Support Annex for Variation Margin.HoldingAndUsingPostedCollateral.HoldingAndUsingPostedCollateralBuilder HoldingAndUsingPostedCollateralElection A class to specify the parties' elections related to the holding and using of posted collateral.HoldingAndUsingPostedCollateralElection.HoldingAndUsingPostedCollateralElectionBuilder HoldingPostedCollateralEnum The enumerated values to specify condition(s) required by a party from the other party to hold its posted collateral.Id Id.IdBuilder IdentifiedProduct An abstract class to specify a product which terms are abstracted through reference data.IdentifiedProduct.IdentifiedProductBuilder Identifier A class to specify a generic identifier, applicable to CDM artefacts such as executions, contracts, lifecycle events and legal documents.Identifier.IdentifierBuilder Inception The primitive event for the inception of a new contract between parties.Inception.InceptionBuilder IndependentAmount A class specifying the Independent Amount as the combination of a payer/receiver, a payment amount, a payment date and an associated payment calculation rule.IndependentAmount.IndependentAmountBuilder IndependentAmountEligibilityEnum The enumerated values to specify the instances where the independent amount eligible collateral is not defined as a set of eligible collateral assets.Index A class to specify an index as having a product identifier.Index.IndexBuilder IndexAdjustmentEvents Defines the specification of the consequences of Index Events as defined by the 2002 ISDA Equity Derivatives Definitions.IndexAdjustmentEvents.IndexAdjustmentEventsBuilder IndexAnnexSourceEnum The enumerated values to specify the CDX index annex source.IndexEventConsequenceEnum The enumerated values to specify the consequences of Index Events.IndexReferenceInformation A class defining a Credit Default Swap Index.IndexReferenceInformation.IndexReferenceInformationBuilder Indx Indx.IndxBuilder IneligibleCreditSupport A class to specify the parties to which the provisions of Paragraph 11(g) of the ISDA 2016 Credit Support Annex for Variation Margin will apply to.IneligibleCreditSupport.IneligibleCreditSupportBuilder InflationRateSpecification A class to specify the inflation rate.InflationRateSpecification.InflationRateSpecificationBuilder InformationProviderEnum The enumerated values to specify the list of information providers.InformationSource A class defining the source for a piece of information (e.g.InformationSource.InformationSourceBuilder InitialFixingDate A CDM class which purpose is to specify the initial fixing date either alongside the FpML interest rate specification as an offset of another date, or alongside the credit derivative specification as an unadjusted date.InitialFixingDate.InitialFixingDateBuilder InitialMargin Defines initial margin applied to a repo transaction.InitialMargin.InitialMarginBuilder InitialMarginCalculation Defines the initial margin calculation applicable to a single piece of collateral.InitialMarginCalculation.InitialMarginCalculationBuilder IntentEnum The enumeration values to qualify the intent associated with a transaction event.InterestAdjustment A class to specify whether the Interest Adjustment is applicable and what its periodicity is.InterestAdjustment.InterestAdjustmentBuilder InterestAdjustmentPeriodicity A class to specify the Interest Adjustment periodicity either through a standardized election or a custom one.InterestAdjustmentPeriodicity.InterestAdjustmentPeriodicityBuilder InterestAdjustmentPeriodicityEnum The enumerated values to specify the interest adjustment periodicity election through standard language.InterestAmount A class to specify the application of Interest Amount with respect to the Delivery Amount and the Return Amount.InterestAmount.InterestAmountBuilder InterestRateCurve InterestRateCurve.InterestRateCurveBuilder InterestRatePayout A class to specify all of the terms necessary to define and calculate a cash flow based on a fixed, a floating or an inflation index rate.InterestRatePayout.InterestRatePayoutBuilder InterestShortFall A class to specify the interest shortfall floating rate payment event.InterestShortFall.InterestShortFallBuilder InterestShortfallCapEnum The enumerated values to specify the interest shortfall cap, applicable to mortgage derivatives.InterpolationMethodEnum The enumerated values to specify the interpolation method, e.g.InvstmtDcsnPrsn InvstmtDcsnPrsn.InvstmtDcsnPrsnBuilder IssuerTradeId A class for a two-parts identifier, such as a USI.IssuerTradeId.IssuerTradeIdBuilder Knock Knock In means option to exercise comes into existence.Knock.KnockBuilder LastRegularPaymentDate A class which purpose is to provide the ability into the seemingly incompatible representations of the interest rate and equity last payment date.LastRegularPaymentDate.LastRegularPaymentDateBuilder LegalAgreement A class to specify the elections and variables that characterize a legal agreement.LegalAgreement.LegalAgreementBuilder LegalAgreementBase A class describing the legal agreement baseline information, other than the specialized elections: type of legal agreement, agreement date and effective date, parties to the agreement, ...LegalAgreementBase.LegalAgreementBaseBuilder LegalAgreementNameEnum The enumerated values to specify the legal agreement name.LegalAgreementPublisherEnum The enumerated values to specify the legal agreement publisher.LegalAgreementType A class to specify the type of legal agreement, which is extended by each legal agreement instance, such as the ISDA 2016 CSA for Initial Margin.LegalAgreementType.LegalAgreementTypeBuilder LegalEntity A class to specify a legal entity, with a required name and an optional entity identifier (such as the LEI).LegalEntity.LegalEntityBuilder LengthUnitEnum The enumerated values to specify the length unit in the Resource type.LimitApplicable LimitApplicable.LimitApplicableBuilder LimitApplicableExtended A class to represent the CDM attributes that are not part of the FpML standard.LimitApplicableExtended.LimitApplicableExtendedBuilder LimitLevelEnum The enumeration values to specify the level at which the limit is set: customer business, proprietary business or account level.Lineage A class to provide lineage information across lifecycle events through a pointer or set of pointers into the event(s), contract(s) and, possibly, payout components that the event is dependent on or relates to.Lineage.LineageBuilder Loan Loan.LoanBuilder LoanParticipation A class to specify loan with a participation agreement whereby the buyer is capable of creating, or procuring the creation of, a contractual right in favour of the seller that provides the seller with recourse to the participation seller for a specified share in any payments due under the relevant loan which are received by the participation seller.LoanParticipation.LoanParticipationBuilder MakeWholeAmount A class to specify the amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date (typically applicable to the convertible bond options).MakeWholeAmount.MakeWholeAmountBuilder MandatoryEarlyTermination A class to define an early termination provision for which exercise is mandatory.MandatoryEarlyTermination.MandatoryEarlyTerminationBuilder MandatoryEarlyTerminationAdjustedDates A class defining the adjusted dates associated with a mandatory early termination provision.MandatoryEarlyTerminationAdjustedDates.MandatoryEarlyTerminationAdjustedDatesBuilder ManualExercise A class defining manual exercise, i.e.ManualExercise.ManualExerciseBuilder MarginTypeEnum This indicator defines which type of assets (cash or securities) is specified to apply as margin to the repo transaction.MarketDisruptionEnum The enumerated values to specify the handling of an averaging date market disruption for an equity derivative transaction.MasterAgreement A class for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.MasterAgreement.MasterAgreementBuilder MasterAgreementTypeEnum The enumerated values to specify the type of the master agreement governing the transaction.MasterConfirmation A class for defining the master confirmation agreement executed between the parties.MasterConfirmation.MasterConfirmationBuilder MasterConfirmationAnnexTypeEnum The enumerated values to specify the type of annex to be used with master confirmation agreement governing the transaction.MasterConfirmationBase Legal agreement specification for General Terms and Elections that are applicable across multiple confirmations and are referenced by these confirmations.MasterConfirmationBase.MasterConfirmationBaseBuilder MasterConfirmationTypeEnum The enumerated values to specify the type of master confirmation agreement governing the transaction.MatrixTermEnum The enumerated values to specify a scheme of transaction types specified in the Equity Derivatives Settlement Matrix.MatrixTypeEnum The enumerated values to specify the identification the form of applicable matrix.MessageInformation This class corresponds to the components of the FpML MessageHeader.model.MessageInformation.MessageInformationBuilder Method A class to specify the ISDA SIMM as the Method for all Covered Transactions with respect to all Regimes.Method.MethodBuilder MinimumTransferAmount A class to specify amount of exposure reached before collateral has to be posted or returned.MinimumTransferAmount.MinimumTransferAmountBuilder Money A class defining a currency amount.Money.MoneyBuilder MortgageBackedSecurity MortgageBackedSecurity.MortgageBackedSecurityBuilder MortgageSectorEnum The enumerated values to specify a mortgage typology.MultipleCreditNotations A class to specify multiple credit notations alongside a conditional 'any' or 'all' qualifier.MultipleCreditNotations.MultipleCreditNotationsBuilder MultipleDebtTypes A class to specify multiple credit debt types alongside a conditional 'any' or 'all' qualifier.MultipleDebtTypes.MultipleDebtTypesBuilder MultipleExercise A class defining multiple exercises.MultipleExercise.MultipleExerciseBuilder MultipleValuationDates MultipleValuationDates.MultipleValuationDatesBuilder MutualFund A class to specify a mutual fund as having a product identifier.MutualFund.MutualFundBuilder NationalizationOrInsolvencyOrDelistingEventEnum Defines the consequences of nationalization, insolvency and delisting events relating to the underlying.NaturalPerson A class to represent the attributes that are specific to a natural person.NaturalPerson.NaturalPersonBuilder NaturalPersonRole A class to specify the role(s) that natural person(s) may have in relation to the contract.NaturalPersonRole.NaturalPersonRoleBuilder NaturalPersonRoleEnum The enumerated values for the natural person's role.NegativeInterestRateTreatmentEnum The enumerated values to specify the method of calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).New New.NewBuilder Nm Nm.NmBuilder NonDeliverableSettlement A class defining the parameters used when the reference currency of the payout is non-deliverable.NonDeliverableSettlement.NonDeliverableSettlementBuilder NonNegativeAmountSchedule A class defining a currency amount or a currency amount schedule.NonNegativeAmountSchedule.NonNegativeAmountScheduleBuilder NonNegativeQuantity Class to specify a quantity as a non-negative number, which condition is enforced through a data rule that only applies to the extending class.NonNegativeQuantity.NonNegativeQuantityBuilder NonNegativeQuantitySchedule Class to specify a non-negative quantity schedule, which is used to define the quantity of a payout leg.NonNegativeQuantitySchedule.NonNegativeQuantityScheduleBuilder NonNegativeSchedule A class defining a schedule of non-negative rates or amounts in terms of an initial value and then a series of step date and value pairs.NonNegativeSchedule.NonNegativeScheduleBuilder NonNegativeStep A class defining a step date and non-negative step value pair.NonNegativeStep.NonNegativeStepBuilder NonNegativeStepSchedule Class to specify a non-negative schedule as a schedule of steps, typically used to define a payout leg with variable quantity.NonNegativeStepSchedule.NonNegativeStepScheduleBuilder NotDomesticCurrency A class to specify the ISDA 2003 Term: Not Domestic Currency.NotDomesticCurrency.NotDomesticCurrencyBuilder NoThresholdEnum The enumerated value to specify the fact that no threshold applies.NotificationTime A class to specify the time by which a demand for the Transfer of Eligible Credit Support (IM) or Posted Credit Support (IM) needs to be made in order for the transfer to take place in accordance with the Transfer Timing provisions.NotificationTime.NotificationTimeBuilder NotificationTimeElection A class to specify the notification time election by the respective parties to the agreement.NotificationTimeElection.NotificationTimeElectionBuilder NotifyingParty NotifyingParty.NotifyingPartyBuilder NotionalAdjustmentEnum The enumerated values to specify the conditions that govern the adjustment to the number of units of the return swap.NotionalSchedule A class specifying the notional amount or notional amount schedule associated with a contractual product.NotionalSchedule.NotionalScheduleBuilder NotionalStepRule A class defining a parametric representation for the notional step schedule, i.e.NotionalStepRule.NotionalStepRuleBuilder ObligationCategoryEnum The enumerated values used in both the obligations and deliverable obligations of the credit default swap to represent a class or type of securities which apply.Obligations A class to specify the underlying obligations of the reference entity on which protection is purchased or sold through the Credit Default Swap.Obligations.ObligationsBuilder ObligorPostingObligations A class to specify the obligor(s) collateral posting obligations in accordance with the terms of the Japanese Law ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (ii).ObligorPostingObligations.ObligorPostingObligationsBuilder ObservationPrimitive A class to specify the primitive object to specify market observation events, which is applicable across all asset classes.ObservationPrimitive.ObservationPrimitiveBuilder ObservationSource The observation source can be composed of an curve and/or and information source.ObservationSource.ObservationSourceBuilder Offset A class defining an offset used in calculating a new date relative to a reference date, e.g.Offset.OffsetBuilder OneWayProvisions A class to specify whether One Way Provisions apply in relation to the ISDA CSA for Initial Margin and, if yes, to specify the Posting Party.OneWayProvisions.OneWayProvisionsBuilder OptionalEarlyTermination A class defining an early termination provision where either or both parties have the right to exercise.OptionalEarlyTermination.OptionalEarlyTerminationBuilder OptionalEarlyTerminationAdjustedDates A class defining the adjusted dates associated with an optional early termination provision.OptionalEarlyTerminationAdjustedDates.OptionalEarlyTerminationAdjustedDatesBuilder OptionCashSettlement A class to define the cash settlement terms for a product where cash settlement is applicable.OptionCashSettlement.OptionCashSettlementBuilder OptionDenomination Class which corresponds to the FpML OptionDenomination.model group.OptionDenomination.OptionDenominationBuilder OptionExercise A class to represent the applicable terms to qualify an option exercise: the option style (e.g.OptionExercise.OptionExerciseBuilder OptionFeature A class for defining option features.OptionFeature.OptionFeatureBuilder OptionPayout The option payout specification terms.OptionPayout.OptionPayoutBuilder OptionPhysicalSettlement OptionPhysicalSettlement.OptionPhysicalSettlementBuilder OptionSettlement The option settlement terms, which can either be cash, physical, or fx-based cash-settlement.OptionSettlement.OptionSettlementBuilder OptionStrike A class to specify the option strike.OptionStrike.OptionStrikeBuilder OptionStyle The qualification of the option style: American, Bermuda or European.OptionStyle.OptionStyleBuilder OptionTypeEnum The enumerated values to specify the type of the option.OrdrTrnsmssn OrdrTrnsmssn.OrdrTrnsmssnBuilder OriginatingEventEnum The enumeration values to specify the originating event that gave way to the trade.OtherAgreement A class for defining an agreement executed between parties.OtherAgreement.OtherAgreementBuilder OtherEligibleAndPostedSupport A class to specify the Other Eligible Support elections associated with Japanese and New York Law Initial and Variation margin agreements.OtherEligibleAndPostedSupport.OtherEligibleAndPostedSupportBuilder Othr Othr.OthrBuilder PackageInformation A class defining additional information that may be recorded alongside a transaction package.PackageInformation.PackageInformationBuilder PackageTypeEnum The enumerated values to specify the type of package transaction.PartialExercise A class defining partial exercise.PartialExercise.PartialExerciseBuilder Party A class to specify a party, without a qualification as to whether this party is a legal entity or a natural person, although the model provides the ability to associate a person (or set of persons) to a party, which use case would imply that such party would be a legal entity (even if not formally specified as such).Party.PartyBuilder PartyAgreementIdentifier A class defining a legal agreement identifier issued by the indicated party.PartyAgreementIdentifier.PartyAgreementIdentifierBuilder PartyContactInformation A class to specify contact information within a party: address and, optionally, associated business unit and person.PartyContactInformation.PartyContactInformationBuilder PartyContractInformation A class defining party-specific additional information that may be recorded with respect to a contract.PartyContractInformation.PartyContractInformationBuilder PartyCustomisedWorkflow A class to specify a party-related, non-standardized data in a generic form.PartyCustomisedWorkflow.PartyCustomisedWorkflowBuilder PartyIdSourceEnum The enumeration values associated with party identifier sources.PartyRole A class to specify the role(s) that party(ies) may have in relation to the execution, contract or other legal agreement.PartyRole.PartyRoleBuilder PartyRoleEnum The enumerated values for the party role.PartyTerminationCurrency A class to specify the Termination Currency election by the respective parties to the agreement.PartyTerminationCurrency.PartyTerminationCurrencyBuilder PassThrough Type which contains pass through payments.PassThrough.PassThroughBuilder PassThroughItem Class to represent a single pass through payment.PassThroughItem.PassThroughItemBuilder PayerReceiver A class to represent the FpML PayerReceiver.model.PayerReceiver.PayerReceiverBuilder PayerReceiverEnum The enumerated values to specify an interest rate stream payer or receiver party.PaymentCalculationPeriod A class defining the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.PaymentCalculationPeriod.PaymentCalculationPeriodBuilder PaymentDates A class to specify the parameters to generate the payment date schedule, either through a parametric representation or by reference to other dates specified in the instance document (e.g.PaymentDates.PaymentDatesBuilder PaymentDetail PaymentDetail.PaymentDetailBuilder PaymentDiscounting This class corresponds to the FpML PaymentDiscounting.model group for representing the discounting elements that can be associated with a payment.PaymentDiscounting.PaymentDiscountingBuilder PaymentRule A class defining the payment calculation rule.PaymentRule.PaymentRuleBuilder PaymentStatusEnum The enumeration values to specify the payment status.PaymentTypeEnum The enumeration values to specify the type of payment.Payout A class to represent the set of future cashflow methodologies in the form of specific payout class(es) that can be associated for the purpose of specifying a financial product.Payout.PayoutBuilder PayoutBase Base class that all payout types should extend.PayoutBase.PayoutBaseBuilder PayRelativeToEnum The enumerated values to specify whether payments occur relative to the calculation period start date or end date, each reset date, valuation date or the last pricing date.PCDeliverableObligationCharac A class to specify the Partial Cash Deliverable Obligation Characteristic.PCDeliverableObligationCharac.PCDeliverableObligationCharacBuilder PercentageRule A class defining a content model for a calculation rule defined as percentage of the notional amount.PercentageRule.PercentageRuleBuilder Period A class to define recurring periods or time offsets.Period.PeriodBuilder PeriodEnum The enumerated values to specify the period, e.g.PeriodExtendedEnum The enumerated values to specify a time period containing the additional value of Term.PeriodTimeEnum The enumeration values to specify a time period containing additional values such as Term.PhysicalExercise The physical exercise results into a financial product which is represented through the Product class, with an associated quantity and cashflow (e.g.PhysicalExercise.PhysicalExerciseBuilder PhysicalSettlementPeriod PhysicalSettlementPeriod.PhysicalSettlementPeriodBuilder PhysicalSettlementTerms In FpML, PhysicalSettlementTerms and CashSettlementTerms extend SettlementTerms.PhysicalSettlementTerms.PhysicalSettlementTermsBuilder PledgorPostingObligations A class to specify the pledgor(s) collateral posting obligations as specified under the terms of the New York Law ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (ii).PledgorPostingObligations.PledgorPostingObligationsBuilder Portfolio A Portfolio represents an aggregation of multiple Positions, by describing the parameters that this Portfolio should be aggregated based on.Portfolio.PortfolioBuilder PortfolioState State-full representation of a Portfolio that describes all the positions held at a given time, in various states which can be either traded, settled, etc., with lineage information to the previous statePortfolioState.PortfolioStateBuilder Position A Position describes how much of a given Product is being held and constitutes the atomic element of a Portfolio.Position.PositionBuilder PositionStatusEnum Enumeration to describe the different (risk) states of a Position, whether executed, settled, matured...etcPostInceptionState PostInceptionState.PostInceptionStateBuilder PostingObligationsElection A class to specify the collateral posting obligations as specified under the terms of the ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (ii).PostingObligationsElection.PostingObligationsElectionBuilder PremiumExpression This class corresponds to the FpML Premium.model group for representing the option premium when expressed in a way other than an amount.PremiumExpression.PremiumExpressionBuilder PremiumTypeEnum The enumerated values to specify the premium type for forward start options.Pric Pric.PricBuilder Price A generic representation of price applicable to both derivatives and securities.Price.PriceBuilder PriceExpressionEnum he enumerated values to specify whether the price is expressed in absolute or relative terms.PriceReturnTerms PriceReturnTerms.PriceReturnTermsBuilder PriceSourceDisruption A class defining the parameters used to get a price quote to replace the settlement rate option that is disrupted.PriceSourceDisruption.PriceSourceDisruptionBuilder PrimitiveEvent A class to specify the set of elemental/primitives components that are used to specify lifecycle events.PrimitiveEvent.PrimitiveEventBuilder PrincipalExchange A class for defining a principal exchange amount and adjusted exchange date.PrincipalExchange.PrincipalExchangeBuilder PrincipalExchanges A class defining which principal exchanges occur for the stream.PrincipalExchanges.PrincipalExchangesBuilder ProcessAgent A class to specify the Process Agent that might be appointed by the parties to the agreement in accordance with the ISDA 2016 English Law CSA, paragraph 11(h).ProcessAgent.ProcessAgentBuilder ProcessAgentElection A class to specify the parties' respective elections with respect to the Process Agent as part of the English Law ISDA CSA.ProcessAgentElection.ProcessAgentElectionBuilder Product A class to represent a financial product.Product.ProductBuilder ProductIdentification A class to combine the CDM product qualifier with other product qualifiers, such as the FpML ones.ProductIdentification.ProductIdentificationBuilder ProductIdentifier The product identifier, composed of an identifier, a source and a product taxonomy.ProductIdentifier.ProductIdentifierBuilder ProductIdSourceEnum The enumerated values to specify the product identifier source.ProductTaxonomy The product taxonomy, which is composed of a taxonomy value and a taxonomy source.ProductTaxonomy.ProductTaxonomyBuilder ProtectionTerms A class to specify the terms for calculating a payout to protect the buyer of the swap in the case of a qualified credit event.ProtectionTerms.ProtectionTermsBuilder Prsn Prsn.PrsnBuilder PubliclyAvailableInformation PubliclyAvailableInformation.PubliclyAvailableInformationBuilder Qty Qty.QtyBuilder QuantifierEnum The enumerated values to specify a logical quantification, i.e.Quantity A class to specify an amount/number of securities or tangible assets such as a commodity product.Quantity.QuantityBuilder QuantityChangePrimitive The primitive event to represent a change in quantity or notional.QuantityChangePrimitive.QuantityChangePrimitiveBuilder QuantityMultiplier Class to specify a mechanism for a quantity to be set as a multiplier to another (reference) quantity, based on a price observation.QuantityMultiplier.QuantityMultiplierBuilder QuantityNotation Class to specify the quantity of a product as a single, non-negative amount, characterised with a notation enumeration to indicate the type of quantity being specified.QuantityNotation.QuantityNotationBuilder QuantityNotationEnum Enumeration for the different types of quantity notations that can be specified for a product, such as the number of securities, or notional etc.QuantityTypeEnum The enumeration values to qualify the type of quantity.Quanto Determines the currency rate that the seller of the equity amounts will apply at each valuation date for converting the respective amounts into a currency that is different from the currency denomination of the underlier.Quanto.QuantoBuilder QuotationRateTypeEnum The enumerated values to specify the type of quotation rate to be obtained from each cash settlement reference bank.QuotationSideEnum The enumerated values to specify the side from which perspective a value is quoted.QuotationStyleEnum The enumerated values to specify the actual quotation style (e.g.QuoteBasisEnum The enumerated values to specify how an exchange rate is quoted.QuotedCurrencyPair A class that describes the composition of a rate that has been quoted or is to be quoted.QuotedCurrencyPair.QuotedCurrencyPairBuilder RateObservation A class defining parameters associated with an individual observation or fixing.RateObservation.RateObservationBuilder RateSpecification A class to specify the fixed interest rate, floating interest rate or inflation rate.RateSpecification.RateSpecificationBuilder RateTreatmentEnum The enumerated values to specify the methods for converting rates from one basis to another.ReferenceBank A class to describe an institution (party) identified by means of a coding scheme and an optional name.ReferenceBank.ReferenceBankBuilder ReferenceInformation A class specifying the Credit Default Swap Reference Information.ReferenceInformation.ReferenceInformationBuilder ReferenceObligation A class to specify the reference obligation that is associated with a credit derivative instrument.ReferenceObligation.ReferenceObligationBuilder ReferencePair ReferencePair.ReferencePairBuilder ReferencePool This type contains all the reference pool items to define the reference entity and reference obligation(s) in the basket.ReferencePool.ReferencePoolBuilder ReferencePoolItem This type contains all the constituent weight and reference information.ReferencePoolItem.ReferencePoolItemBuilder ReferenceSwapCurve A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.ReferenceSwapCurve.ReferenceSwapCurveBuilder RefRate RefRate.RefRateBuilder Regime A class to specify the regulatory regimes elections by the respective parties a legal agreement.Regime.RegimeBuilder RegimeElection A class to specify the parties' respective elections with respect to the applicable regulatory regime(s) in their capacity as Secured Party (English Law & New York Law) or Obligee (Japanese Law).RegimeElection.RegimeElectionBuilder RegimeTerms A class that is used by the ApplicableRegime and the AdditionalRegime classes to specify the regulatory regime terms which are referred to as part of certain legal agreements, such as such as the ISDA 2016 and 2018 CSA for Initial Margin.RegimeTerms.RegimeTermsBuilder RegulatoryRegimeEnum The enumerated values to specify the regulatory regimes.RelatedAgreement A class to specify a related legal agreement.RelatedAgreement.RelatedAgreementBuilder RelatedParty RelatedParty.RelatedPartyBuilder RelativeDateOffset A class defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date).RelativeDateOffset.RelativeDateOffsetBuilder RelativeDates A class describing a set of dates defined as relative to another set of dates.RelativeDates.RelativeDatesBuilder RelativePrice Bond price relative to a benchmark, as in a convertible bond.RelativePrice.RelativePriceBuilder RepoDurationEnum A duration code for a Repo (or Securities Lending) transaction.Representations Representations.RepresentationsBuilder ResetDates A class defining the parameters used to generate the reset dates schedule and associated fixing dates.ResetDates.ResetDatesBuilder ResetFrequency A class defining the reset frequency.ResetFrequency.ResetFrequencyBuilder ResetPrimitive The primitive event to represent a reset.ResetPrimitive.ResetPrimitiveBuilder ResetRelativeToEnum The enumerated values to specify whether resets occur relative to the first or last day of a calculation period.ResolvablePayoutQuantity Generic class to specify the quantity for different payout legs in a contractual product, when that quantity can vary across payout legs or across time.ResolvablePayoutQuantity.ResolvablePayoutQuantityBuilder Resource Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information).Resource.ResourceBuilder ResourceLength A class to indicate the length of the resource.ResourceLength.ResourceLengthBuilder ResourceTypeEnum The enumerated values to specify the type of a resource (e.g.Restructuring Restructuring.RestructuringBuilder RestructuringEnum The enumerated values to specify the form of the restructuring credit event that is applicable to the credit default swap.ReturnAmount A class to specify the application of Interest Amount with respect the Return Amount.ReturnAmount.ReturnAmountBuilder ReturnTypeEnum The enumerated values to specify the type of return associated the equity payout.RightsEvent A class to specify the Pledgor/Obligor/Chargor Rights Event election.RightsEvent.RightsEventBuilder RollConventionEnum The enumerated values to specify the period term as part of a periodic schedule, i.e.Rounding A class defining a rounding direction and precision to be used in the rounding of a rate.Rounding.RoundingBuilder RoundingDirectionEnum The enumerated values to specify the rounding direction and precision to be used in the rounding of a rate.Schedule A class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.Schedule.ScheduleBuilder SchmeNm SchmeNm.SchmeNmBuilder Security Security.SecurityBuilder SecurityLeg Terms defining a security leg in a securities financing transaction, which can either be the near leg or the far leg and is closely modelled onto the nearLeg and farLeg types in FpMLSecurityLeg.SecurityLegBuilder SecurityPayout Security payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.SecurityPayout.SecurityPayoutBuilder SecurityTransferBreakdown SecurityTransferBreakdown.SecurityTransferBreakdownBuilder SecurityTransferComponent SecurityTransferComponent.SecurityTransferComponentBuilder SecurityValuation Terms defining the security valuation method as part of a security leg in a securities fianncing transaction and closely modelled onto the CollateralValuation type in FpML.SecurityValuation.SecurityValuationBuilder SecurityValuationModel The security valuation model choice, which can either be based on nominal amount as for a bond, or on the number of contract units as for equity.SecurityValuationModel.SecurityValuationModelBuilder Sellr Sellr.SellrBuilder SensitivitiesEnum The enumerated values to specify the methodology according to which sensitivities to (i) equity indices, funds and ETFs, and (ii) commodity indices are computed.SensitivityMethodology A class to specify the methodology according to which sensitivities to (i) equity indices, funds and ETFs, and (ii) commodity indices are computed.SensitivityMethodology.SensitivityMethodologyBuilder SettledEntityMatrix A class to specify the Relevant Settled Entity Matrix.SettledEntityMatrix.SettledEntityMatrixBuilder SettledEntityMatrixSourceEnum The enumerated values to specify the relevant settled entity matrix source.SettlementBase A base class to be extended by the SettlementTerms, CashSettlementTerms and PhysicalSettlementTerms classes.SettlementBase.SettlementBaseBuilder SettlementProvision A class defining the specification of settlement terms, occurring when the settlement currency is different to the notional currency of the trade.SettlementProvision.SettlementProvisionBuilder SettlementRateOptionEnum The enumerated values to specify the settlement rate options as specified in the Annex A to the 1998 FX and Currency Options Definitions.SettlementRateSource A class describing the method for obtaining a settlement rate.SettlementRateSource.SettlementRateSourceBuilder SettlementTerms A class to specify the settlement terms.SettlementTerms.SettlementTermsBuilder SettlementTypeEnum The enumeration values to specify how the option is to be settled when exercised.ShareExtraordinaryEventEnum The enumerated values to specify the consequences of extraordinary events relating to the underlying.SimmCalculationCurrency A class to specify the ISDA SIMM Calculation Currency as either the Base Currency or an alternative currency.SimmCalculationCurrency.SimmCalculationCurrencyBuilder SimmException A class to specify the SIMM exception to the regulatory regime clause of the ISDA 2016 and 2018 CSA for Initial Margin as either a normalized value specified as part of an enumeration or a customized value specified of type string.SimmException.SimmExceptionBuilder SimmExceptionEnum The enumerated values to specify the SIMM normalized exceptions applicable to the ISDA 2018 Standard CSA.SimmVersion A class to specify the ISDA SIMM version that applies to the ISDA 2018 CSA for Initial Margin.SimmVersion.SimmVersionBuilder SimplePayment A class to specified payments in a simpler fashion than the Payment type.SimplePayment.SimplePaymentBuilder SingleUnderlier SingleUnderlier.SingleUnderlierBuilder SingleValuationDate A class to specify the number of business days after satisfaction of all conditions to settlement.SingleValuationDate.SingleValuationDateBuilder Sngl Sngl.SnglBuilder SpecifiedCurrency SpecifiedCurrency.SpecifiedCurrencyBuilder SpecifiedSimmVersion A class to specify the ISDA SIMM version applicable to one of the parties to the CSA agreement that will then be the relevant version for that CSA.SpecifiedSimmVersion.SpecifiedSimmVersionBuilder SpreadSchedule Adds an optional spread type element to the Schedule to identify a long or short spread value.SpreadSchedule.SpreadScheduleBuilder SpreadScheduleTypeEnum The enumerated values to specify a long or short spread value.StandardSettlementStyleEnum The enumerated values to specify whether a trade is settling using standard settlement instructions as well as whether it is a candidate for settlement netting.Step A class defining a step date and step value pair.Step.StepBuilder StepRelativeToEnum The enumerated values to specify whether a percentage rate change, used to calculate a change in notional outstanding, is expressed as a percentage of the initial notional amount or the previously outstanding notional amount.StrategyFeature A class for defining option strategy features.StrategyFeature.StrategyFeatureBuilder Strike A class describing a single cap or floor rate.Strike.StrikeBuilder StrikeSchedule A class describing a schedule of cap or floor rates.StrikeSchedule.StrikeScheduleBuilder StrikeSpread A class for defining a strike spread feature.StrikeSpread.StrikeSpreadBuilder StubCalculationPeriodAmount A class defining how the initial or final stub calculation period amounts is calculated.StubCalculationPeriodAmount.StubCalculationPeriodAmountBuilder StubFloatingRate A class defining a floating rate.StubFloatingRate.StubFloatingRateBuilder StubPeriod A class defining how the initial or final stub calculation period amounts is calculated.StubPeriod.StubPeriodBuilder StubPeriodTypeEnum The enumerated values to specify how to deal with a non standard calculation period within a swap stream.StubValue A type defining how a stub calculation period amount is calculated.StubValue.StubValueBuilder Substitution A class to specify the conditions under which the Pledgor can substitute posted collateral.Substitution.SubstitutionBuilder SwapCurveValuation A class to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.SwapCurveValuation.SwapCurveValuationBuilder Swp Swp.SwpBuilder SwpIn SwpIn.SwpInBuilder SwpOut SwpOut.SwpOutBuilder TaxonomySourceEnum The enumerated values to specify taxonomy sources.TelephoneNumber A class to specify a telephone number as a type of phone number (e.g.TelephoneNumber.TelephoneNumberBuilder TelephoneTypeEnum The enumerated values to specify the type of telephone number, e.g.Term Term.TermBuilder TerminationCurrencyAmendment A class to specify the Amendment to Termination Currency elections by the parties to the agreement.TerminationCurrencyAmendment.TerminationCurrencyAmendmentBuilder TerminationCurrencyElection A class to specify the Amendment to Termination Currency election by the parties to the agreement.TerminationCurrencyElection.TerminationCurrencyElectionBuilder TermsChangePrimitive The primitive event to represent change(s) to the contractual terms and the clearing submission and acceptance process.TermsChangePrimitive.TermsChangePrimitiveBuilder Threshold A class to specify the unsecured credit exposure that each party to the agreement is prepared to accept before asking for collateral.Threshold.ThresholdBuilder TimeTypeEnum The enumerated values to specify points in the day when option exercise and valuation can occur.TimeUnitEnum The enumeration values to qualify the allowed units of time.TimeZone The time alongside with the timezone location information.TimeZone.TimeZoneBuilder Trade A class to represent the general trade concept, which can either be an execution or a contract.Trade.TradeBuilder TradeDate A class to specify the contract's trade date alongside an identifier.TradeDate.TradeDateBuilder TradeWarehouseWorkflow A class to specify trade warehouse workflow information: the identity of the trade warehouse, the contract status at the warehouse and party-specific workflow information.TradeWarehouseWorkflow.TradeWarehouseWorkflowBuilder Tranche The class to represent a CDS Tranche.Tranche.TrancheBuilder TransactedPrice A class to represent the transacted price attributes that are positioned as part of the FpML FeeLeg.TransactedPrice.TransactedPriceBuilder TransferBase TransferBase.TransferBaseBuilder TransferBreakdown TransferBreakdown.TransferBreakdownBuilder TransferCalculation TransferCalculation.TransferCalculationBuilder TransferorTransferee A class mimicking the PayerReceiver, which is itself derived from the FpML PayerReceiver.model, to represent the transferee and transferor party information in relation to the transfer of security or commodities.TransferorTransferee.TransferorTransfereeBuilder TransferPrimitive A class to specify the transfer of assets between parties, those assets being either cash, securities or physical assets.TransferPrimitive.TransferPrimitiveBuilder TransferSettlementEnum The enumeration values to specify how the transfer will settle, e.g.TransferStatusEnum The enumeration values to specify the transfer status.Trigger Trigger point at which feature is effective.Trigger.TriggerBuilder TriggerEvent Observation point for trigger.TriggerEvent.TriggerEventBuilder TriggerTimeTypeEnum The enumerated values to specify the time of day which would be considered for valuing the knock event.TriggerTypeEnum The enumerated values to specify whether an option will trigger or expire depending upon whether the spot rate is above or below the barrier rate.Tx Tx.TxBuilder UmbrellaAgreement A class to specify a set of legal entities which are part of a legal agreement beyond the two contracting parties to that agreement.UmbrellaAgreement.UmbrellaAgreementBuilder UmbrellaAgreementEntity A class to specify the legal entities that are part of the umbrella agreement.UmbrellaAgreementEntity.UmbrellaAgreementEntityBuilder Underlier A class describing the whole set of possible underliers: single underliers or multiple underliers, each of these having either security or index components.Underlier.UnderlierBuilder UndrlygInstrm UndrlygInstrm.UndrlygInstrmBuilder UnitContractValuationModel Unit contract model for security valuation, e.g.UnitContractValuationModel.UnitContractValuationModelBuilder UnitEnum The enumeration values to qualify the units of measure.ValuationDate ValuationDate.ValuationDateBuilder ValuationMethodEnum The enumerated values to specify the ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.ValuationPostponement Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption.ValuationPostponement.ValuationPostponementBuilder Velocity Velocity.VelocityBuilder WarehouseIdentityEnum Warrant A class to specify a warrant as having a product identifier.Warrant.WarrantBuilder WeeklyRollConventionEnum The enumerated values to specify the weekly roll day.WeightedAveragingObservation A single weighted averaging observation.WeightedAveragingObservation.WeightedAveragingObservationBuilder WorkflowStatusEnum YieldCurveMethod A class defining the parameters required for each of the ISDA defined yield curve methods for cash settlement.YieldCurveMethod.YieldCurveMethodBuilder -
Classes in org.isda.cdm used by org.isda.cdm.blueprint Class Description Address A class to specify a post or street address.BuyerSeller This class corresponds to the FpML BuyerSeller.model construct.Contract A class to specify a financial contract object, which can be invoked either within the context of an event, or independently from it.Event A class to specify the lifecycle event.ExecutingEntity PayerReceiver A class to represent the FpML PayerReceiver.model.Payout A class to represent the set of future cashflow methodologies in the form of specific payout class(es) that can be associated for the purpose of specifying a financial product.RateSpecification A class to specify the fixed interest rate, floating interest rate or inflation rate. -
Classes in org.isda.cdm used by org.isda.cdm.builders Class Description Identifier.IdentifierBuilder -
Classes in org.isda.cdm used by org.isda.cdm.functions Class Description AdjustableOrRelativeDate A class giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.AllocationInstructions AllocationPrimitive The primitive event to represent a split/allocation of a trade.AllocationPrimitive.AllocationPrimitiveBuilder BusinessCenterTime A class for defining a time with respect to a business day calendar location.CalculationPeriodData CalculationPeriodData.CalculationPeriodDataBuilder CalculationPeriodDates A class for defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.CalculationPeriodFrequency A class to specify the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and their roll date convention.Cashflow A class to specify a cashflow, i.e.Cashflow.CashflowBuilder Contract A class to specify a financial contract object, which can be invoked either within the context of an event, or independently from it.Contract.ContractBuilder ContractFormation Specification of the primitive event for the formation of a contract, with 'before' state being an 'ExecutionState' and 'after' state being a 'PostInceptionState'.ContractFormation.ContractFormationBuilder ContractState A class to specify a contract state instantiation with respect to the before and/or after state of lifecycle events.ContractState.ContractStateBuilder ContractualQuantity [SCHEDULED FOR DEPRECATION: Class to be emptied-out as products get progressively migrated to the restructured quantity mechanism.] A class to specify the quantity or notional amount that is associated with a contractual product and that is the base for the payout calculation.ContractualQuantity.ContractualQuantityBuilder DayCountFractionEnum The enumerated values to specify the day count fraction.DeterminationMethodEnum The enumerated values to specify the method according to which an amount or a date is determined.Equity A class to specify an equity as having a product identifier.EquityPayout The equity payout specification terms.EquityPayout.EquityPayoutBuilder EquitySwapMasterConfirmation2018 Specification for the General Terms and Relationship Supplement Elections as provided in the 2018 ISDA CDM Equity Confirmation for Security Equity Swap.EquityValuation A class for defining how and when an equity option or equity swap is to be valued.Event A class to specify the lifecycle event.Event.EventBuilder Execution A class to specify an execution, which consists essentially in the economic terms which are agreed between the parties, alongside with the qualification of the type of execution.ExecutionPrimitive Specification of the primitive event for an execution, with 'after' state being an ExecutionState and the 'before' state being Null.ExecutionPrimitive.ExecutionPrimitiveBuilder ExecutionQuantity Class to specify the executed quantity of a product, provided as (possibly multiple) quantity notations, plus additional information regarding potential future quantity adjustments.ExecutionState A class to specify an execution instantiation with respect to the before and/or after state of lifecycle events.FloatingRateIndexEnum The enumerated values to specify the list of floating rate index.FloatingRateSpecification A class to specify the floating interest rate by extending the floating rate definition with a set of attributes that specify such rate: the initial value specified as part of the trade, the rounding convention, the averaging method and the negative interest rate treatment.ForeignExchange From FpML: A type defining either a spot or forward FX transactions.ForwardPayout Representation of a forward settling payout.InterestRatePayout A class to specify all of the terms necessary to define and calculate a cash flow based on a fixed, a floating or an inflation index rate.InterestRatePayout.InterestRatePayoutBuilder LegalAgreement A class to specify the elections and variables that characterize a legal agreement.Money A class defining a currency amount.Money.MoneyBuilder ObservationPrimitive A class to specify the primitive object to specify market observation events, which is applicable across all asset classes.ObservationPrimitive.ObservationPrimitiveBuilder Party A class to specify a party, without a qualification as to whether this party is a legal entity or a natural person, although the model provides the ability to associate a person (or set of persons) to a party, which use case would imply that such party would be a legal entity (even if not formally specified as such).PayerReceiver A class to represent the FpML PayerReceiver.model.PayerReceiver.PayerReceiverBuilder Payout A class to represent the set of future cashflow methodologies in the form of specific payout class(es) that can be associated for the purpose of specifying a financial product.Payout.PayoutBuilder Portfolio A Portfolio represents an aggregation of multiple Positions, by describing the parameters that this Portfolio should be aggregated based on.PortfolioState State-full representation of a Portfolio that describes all the positions held at a given time, in various states which can be either traded, settled, etc., with lineage information to the previous statePortfolioState.PortfolioStateBuilder PriceReturnTerms PrimitiveEvent A class to specify the set of elemental/primitives components that are used to specify lifecycle events.Product A class to represent a financial product.Product.ProductBuilder Quantity A class to specify an amount/number of securities or tangible assets such as a commodity product.Quantity.QuantityBuilder QuantityChangePrimitive The primitive event to represent a change in quantity or notional.QuantityChangePrimitive.QuantityChangePrimitiveBuilder ResetPrimitive The primitive event to represent a reset.ResetPrimitive.ResetPrimitiveBuilder ResolvablePayoutQuantity Generic class to specify the quantity for different payout legs in a contractual product, when that quantity can vary across payout legs or across time.SpreadSchedule Adds an optional spread type element to the Schedule to identify a long or short spread value.SpreadSchedule.SpreadScheduleBuilder TimeTypeEnum The enumerated values to specify points in the day when option exercise and valuation can occur.TimeZone The time alongside with the timezone location information.TimeZone.TimeZoneBuilder Trade A class to represent the general trade concept, which can either be an execution or a contract.TransferPrimitive A class to specify the transfer of assets between parties, those assets being either cash, securities or physical assets.TransferPrimitive.TransferPrimitiveBuilder -
Classes in org.isda.cdm used by org.isda.cdm.functions.example.services.identification Class Description Identifier A class to specify a generic identifier, applicable to CDM artefacts such as executions, contracts, lifecycle events and legal documents. -
Classes in org.isda.cdm used by org.isda.cdm.meta Class Description Account A class to specify an account as an account number alongside, optionally.AcctOwnr ActualPrice AdditionalDisruptionEvents A type for defining the Additional Disruption Events.AdditionalFixedPayments A class to specify the events that will give rise to the payment additional fixed payments.AdditionalRegime A class to specify the additional regulatory regime(s) that might be elected by the parties to a legal agreement where such provision exists, such as the ISDA 2016 and 2018 CSA for Initial Margin.AdditionalRepresentation A class to specify the Additional Representation.AdditionalRepresentationElection A class to specify the parties' Additional Representation(s) election.AdditionalRightsEvent A class to specify the Pledgor/Obligor/Chargor Additional Rights Event election.AdditionalTerminationEvent A class to specify an optional termination event, additional to the Termination Events that will be deemed an Access Condition (Initial Margin CSA) or a Specified Condition (Variation Margin CSA)AdditionalType The specification of the Additional Type of transaction that can require the collection or delivery of initial margin under a given regulatory regime for the purposes of Covered Transactions, as specified in ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (b)(B).Address A class to specify a post or street address.AddtlAttrbts AdjustableDate A class for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.AdjustableDates A class for defining a series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the dates.AdjustableOrAdjustedDate A class for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.AdjustableOrAdjustedOrRelativeDate This Rosetta class specifies the date as either an unadjusted, adjusted or relative date.AdjustableOrRelativeDate A class giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.AdjustableOrRelativeDates A class giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.AdjustedRelativeDateOffset A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date) plus optional date adjustments.Affirmation A class to specify a trade affirmation.AggregationParameters Parameters to be used to filter events that are relevant to a given portfolio in order to calculate the state of this portfolio.AllocationBreakdown AllocationInstructions AllocationOutcome A class to specify the allocated outcome as the combination of the previous Trade, which is either an execution or a contract and which state is specified as 'Allocated', and a set of Trade(s) of the same execution or contract type as before allocation.AllocationPrimitive The primitive event to represent a split/allocation of a trade.AmendmentEffectiveDate A class to specify the effective date of the Amendment to Termination Currency.AmericanExercise A class defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.AmountSchedule A class to specify a currency amount or a currency amount schedule.ApplicableRegime A class to specify the applicable regulatory regime(s) that parties to a legal agreement, such as the ISDA 2016 and 2018 CSA for Initial Margin, might be subject to.AppropriatedCollateralValuation A class to specify the Valuation of Appropriate Collateral that is applicable to the English Law ISDA CSA.Asian As per ISDA 2002 Definitions.AssetPool Characterizes the asset pool behind an asset backed bond.AssignedIdentifier A class to specify the identifier value and its associated version.AutomaticExercise A type to define automatic exercise of a swaption.AveragingObservationList An unordered list of weighted averaging observations.AveragingPeriod Period over which an average value is taken.AveragingSchedule Class to representing a method for generating a series of dates.Barrier As per ISDA 2002 Definitions.Basket BasketReferenceInformation CDS Basket Reference Information.BermudaExercise A class defining the Bermuda option exercise dates and the expiration date together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee.Bond A class to specify a bond as having a product identifier.BondChoiceModel Either a bond or convertible bond.BondEquityModel Bond equity model to value convertible bonds and modelled onto BondEquity.model in FpML.BondOptionStrike A class to specify the strike of a bond or convertible bond option.BondPriceAndYieldModel Bond price and yield valuation model for the security leg in a securities financing transaction, closely modelled onto the BondPriceAndYield.model in FpML.BondReference Reference to a bond underlier to represent an asset swap or Condition Precedent Bond.BondValuationModel Bond valuation model for the security leg in a securities financing transaction, closely modelled onto the BondCollateral.model in FpML.BrokerConfirmation Identifies the market sector in which the trade has been arranged.BusinessCenters A class for specifying the business day calendar location used in determining whether a day is a business day or not, either by specifying this business center by reference to an enumerated list that is maintained by the FpML standard, or by reference to such specification when it exists elsewhere as part of the instance document.BusinessCenterTime A class for defining a time with respect to a business day calendar location.BusinessDateRange A class defining a range of contiguous business days by defining an unadjusted first date, an unadjusted last date and a business day convention and business centers for adjusting the first and last dates if they would otherwise fall on a non business day in the specified business centers.BusinessDayAdjustments A class defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business center.BusinessUnit A class to specify an organizational unit.BuyerSeller This class corresponds to the FpML BuyerSeller.model construct.Buyr CalculationAgent A class defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.CalculationAgentModel This class corresponds to the FpML CalculationAgent.model.CalculationAmount CalculationCurrencyElection A class to specify the SIMM Calculation Currency elections by each party to the agreement.CalculationDateLocation A class to specify the Calculation Date Location election for the respective parties to the legal agreement.CalculationDateLocationElection A class to specify each of the party elections with respect to the Calculation Date Location.CalculationPeriod A class defining the parameters used in the calculation of a fixed or floating rate calculation period amount.CalculationPeriodBase The calculation period adjusted start and end dates, which are the baseline arguments needed to compute an interest accrual calculation.CalculationPeriodData CalculationPeriodDates A class for defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.CalculationPeriodFrequency A class to specify the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and their roll date convention.CalendarSpread A type for defining a calendar spread feature.CancelableProvision A class defining the right of a party to cancel a swap transaction on the specified exercise dates.CancelableProvisionAdjustedDates A class to define the adjusted dates for a cancelable provision on a swap transaction.CancellationEvent The adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date.Cashflow A class to specify a cashflow, i.e.CashflowRepresentation A class defining the cashflow representation of a swap trade.CashPriceMethod A type defining the parameters necessary for each of the ISDA cash price methods for cash settlement.CashSettlementPaymentDate A class defining the cash settlement payment date(s) as either a set of explicit dates, together with applicable adjustments, or as a date relative to some other (anchor) date, or as any date in a range of contiguous business days.CashSettlementReferenceBanks A class defining the list of reference institutions polled for relevant rates or prices when determining the cash settlement amount for a product where cash settlement is applicable.CashSettlementTerms In FpML, PhysicalSettlementTerms and CashSettlementTerms extend SettlementTerms.CashTransferBreakdown CashTransferComponent ChargorPostingObligations A class to specify the chargor(s) collateral posting obligations as specified under the terms of the English Law ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (ii).CleanOrDirtyPrice Class specifying the bond price as either clean or dirty in a bond valuation model.CleanPrice Class to specify the clean price of a bond in a bond valuation model, with accruals presented separately, and modelled onto the cleanPrice model in BonPriceAndYield.model in FpML.ClosedState A class to qualify the closed state of an execution or a contract through the combination or a state (e.g.Collateral A type for defining the obligations of the counterparty subject to credit support requirements.CollateralManagementAgreement A class to specify the Collateral Management Agreement election by the respective parties to a Japanese Law ISDA CSA.CollateralManagementAgreementElection A class to specify the Collateral Management Agreement election by each party as the Obligee.CollateralManagementArrangement A class to specify the Collateral Management Arrangement elections in accordance with the ISDA Japanese Law CSA.CollateralManagementArrangementElection A class to specify the election to specify the Collateral Management Arrangement.CollateralManager A class to specify the Collateral Manager election by the respective parties to a Japanese Law ISDA CSA.CollateralManagerElection A class to specify the Collateral Manager election by each party as the Obligee.CollateralRounding A class to specify the rounding methodology applicable to the Delivery Amount and the Return Amount in terms of nearest integral multiple of Base Currency units.Commodity A class to specify a commodity asset.CommoditySet CommodityTransferBreakdown CommodityTransferComponent Composite Specifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront.ComputedAmount A class to specify the outcome of a computed amount, for testing purposes.Conditions A class to specify each party's election with respect to the Termination Events that will be deemed an Access Condition (Initial Margin CSA) or a Specified Condition (Variation Margin CSA).ConditionsElections A class to specify the Termination Events that will be deemed an Access Condition (Initial Margin CSA) or a Specified Condition (Variation Margin CSA).ConditionsPrecedent A class to specify the two set of elections that may overwrite the default Condition Precedent provision as specified in Paragraph 4, (a) of the ISDA 2016 Credit Support Annex for Initial Margin and the ISDA 2016 Credit Support Annex for Variation Margin.Confirmation A class to specify a trade confirmation.ConstituentWeight A class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.ContactElection A class to specify the parties' election to specify contact information, in relation to elections such as the Addresses for Transfer or the Demand and Notices as specified in the ISDA Credit Support Annex agreement.ContactInformation A class to specify contact information associated with a party: telephone, postal/street address, email and web page.Contract A class to specify a financial contract object, which can be invoked either within the context of an event, or independently from it.ContractFormation Specification of the primitive event for the formation of a contract, with 'before' state being an 'ExecutionState' and 'after' state being a 'PostInceptionState'.ContractState A class to specify a contract state instantiation with respect to the before and/or after state of lifecycle events.ContractualMatrix ContractualProduct A class to specify the contractual products' economic terms, alongside their product identification and product taxonomy.ContractualQuantity [SCHEDULED FOR DEPRECATION: Class to be emptied-out as products get progressively migrated to the restructured quantity mechanism.] A class to specify the quantity or notional amount that is associated with a contractual product and that is the base for the payout calculation.ContractualTermsSupplement A contractual supplement (such as those published by ISDA) and its publication date that will apply to the trade.ConvertibleBond A class to specify a convertible bond as having a product identifier.CreditDefaultPayout The credit default payout specification provides the details necessary for determining when a credit payout will be triggered as well as the parameters for calculating the payout and the settlement terms.CreditEventNotice CreditEvents A class to specify the applicable Credit Events that would trigger a settlement, as specified in the related Confirmation and defined in the ISDA 2014 Credit Definition article IV section 4.1.CreditLimit A class to specify the credit limit, to be used in the context of the clearing workflow.CreditLimitInformation A class to represent the credit limit utilisation information.CreditLimitUtilisation Credit limit utilisation breakdown by executed trades and pending orders.CreditLimitUtilisationPosition CreditNotation A class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications.CreditNotations The credit rating notation higher level construct, which provides the ability to specify multiple rating notations.CreditRatingDebt The credit rating debt type(s) associated with the credit rating notation and scale.CreditSupportAgreement The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.CreditSupportObligationsInitialMargin A class to specify the Credit Support Obligations applicable to the Initial Margin Credit Support Annex and which are common among the English, Japanese and New York governing laws.CreditSupportObligationsVariationMargin A class to specify the Credit Support Obligations applicable to the Variation Margin Credit Support Annex and which are common among the English, Japanese and New York governing laws.CrossCurrencyMethod A class to represent the cash settlement method defined in the 2006 ISDA Definitions, Section 18.3.CrossCurrencyTerms CrossRate A class that is used for including the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.Csa2016 An abstract class to specify the provisions for the 2016 ISDA Credit Support Annex that are common among governing laws and across Initial and Variation Margin.CsaInitialMargin2016 An abstract class to specify the provisions for the 2016 ISDA Credit Support Annex for Initial Margin that are common among governing laws.CsaInitialMargin2016JapaneseLaw A class to specify the provisions that are specific to the Japanese Law version of the ISDA 2016 Credit Support Annex for Initial Margin.CsaInitialMargin2016NewYorkLaw A class to specify the provisions that are specific to the New York Law version of the ISDA 2016 Credit Support Annex for Initial Margin.CsaVariationMargin2016 An abstract class to specify the provisions for the 2016 ISDA Credit Support Annex for Variation Margin that are common among governing laws.CsaVariationMargin2016NewYorkLaw A class to specify the provisions that are specific to the New York Law version of the ISDA 2016 Credit Support Annex for Variation Margin.CsdInitialMargin2016EnglishLaw A class to specify the provisions that are specific to the English Law version of the ISDA 2016 Credit Support Deed for Initial Margin.Curve CustodianEvent A class to specify the Custodian Event (English Law & New York Law ISDA CSA) and the Collateral Manager Event (Japanese Law ISDA CSA) in terms of applicability and end-date.CustodianEventEndDate A class to specify the Custodian Event (English Law & New York Law ISDA CSA) or Collateral Manager Event (Japanese Law ISDA CSA) End Date.CustodianRisk A class to specify the Custodian Risk (English Law and New York Law ISDA CSA) and the Collateral Manager Risk (Japanese Law ISDA CSA) election.CustodianTerms A class to specify the requirements applicable to the custodian with respect to the holding of posted collateral.CustodyArrangements A class to specify the Custody Arrangements for the English Law and New York Law ISDA Credit Support Annex.CustodyArrangementsElection A class to specify the Custody Arrangements election by each party to the agreement: custody agent and account(s) identification, as well as custodian risk qualification.CustomisableOffset A class to specify an offset either as a normalized [multiplier, period, dayType] or as a custom provision of type string.CustomisedWorkflow In its initial iteration, this class is meant to support the DTCC TIW workflow information.DateList List of dates.DateRange A class defining a contiguous series of calendar dates.DateRelativeToCalculationPeriodDates A class to provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.DateRelativeToPaymentDates A class to provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.DateTimeList List of dateTimes.DeliverableObligations A class to specify all the ISDA terms relevant to defining the deliverable obligations.DeliveryAmount A class to specify the application of Interest Amount with respect the Delivery Amount.DerivInstrmAttrbts DeterminationMethod The purpose of this class is to be extended by the Price and EquityValuation classes.DiscountingMethod A class defining discounting information.DisputeResolution A class to specify the election terms under which a party disputes (i) the Calculation Agent’s calculation of a Delivery Amount or a Return Amount, or (ii) the Value of any Transfer of Eligible Credit Support or Posted Credit Support.DistributionAndInterestPayment A class to specify the Distributions and Interest Payment provisions applicable to the Japanese Law ISDA 2016 CSA for Initial Margin and the New York Law ISDA 2016 CSA for Variation Margin.DividendCurrency A class to specify the currency in which the dividends will be denominated, i.e.DividendDateReference A class to specify the dividend date by reference to another date, with the ability to apply and offset.DividendPaymentDate A class describing the date on which the dividend will be paid/received.DividendPayout A class describing the dividend payout ratio associated with an equity underlier.DividendReturnTerms A class describing the conditions governing the payment of dividends to the receiver of the equity return, with the exception of the dividend payout ratio, which is defined for each of the underlying components.Document Documentation A class for specifying the legal agreements that govern the contract, either as a reference to such agreements when specified as part of the CDM, or through identification of some of the key terms of those documents, such as the type of document, the document identifier, the publisher, the document vintage and the agreement date.DocumentationIdentification A class for defining the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.EarlyTerminationEvent A class to define the adjusted dates associated with an early termination provision.EarlyTerminationProvision A class defining an early termination provision for a swap.EconomicTerms This class represents the full set of price-forming features associated with a contractual product: the payout component, the notional/quantity, the effective and termination date and the date adjustment provisions when applying uniformily across the payout components.ElectiveAmountElection A class to specify the party elective amounts which can be used for the purpose of specifying elections such as the ISDA CSA Threshold and Minimum Transfer Amount.EligibilityToHoldCollateral A class to specify the conditions under which a party and its custodian(s) are entitled to hold collateral.EligibleCollateral The collateral eligibility as a function of the types of asset, the maturity and rating terms.EligibleCollateralVariationMargin A class to specify the eligible collateral elections by the respective parties to the Credit Support Annex for Variation Margin.EligibleCollateralVariationMarginElection A class to specify the parties' elections with respect to the eligible collateral for each of the respective parties when acting as a pledgor/chargor/obligor.EligibleCurrencyInterestRate A class to specify the interest rate associated with initial margin collateral.Equity A class to specify an equity as having a product identifier.EquityCorporateEvents A class for defining the merger events and their treatment.EquityMasterConfirmation Specification for General Terms and Elections of an Equity Master Confirmation that is applicable across multiple Equity confirmations and is referenced by each of these confirmations, an example of which being the 2018 ISDA CDM Equity Confirmation for Security Equity Swap.EquityPayout The equity payout specification terms.EquitySwapMasterConfirmation2018 Specification for the General Terms and Relationship Supplement Elections as provided in the 2018 ISDA CDM Equity Confirmation for Security Equity Swap.EquityValuation A class for defining how and when an equity option or equity swap is to be valued.EuropeanExercise A class defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.Event A class to specify the lifecycle event.EventEffect The set of operational and positional effects associated with a lifecycle event, alongside the reference to the contract reference(s) that is subject to the event (and is positioned in the before state of the event primitive).EventTestBundle A class which combines several events for testing purposes.EventTimestamp A class to represent the various set of timestamps that can be associated with lifecycle events, as a collection of [dateTime, qualifier].EventWorkflow A class to specify workflow information, which is conceptually applicable to all lifecycle events.ExchangeRate A class that is used for describing the exchange rate for a particular transaction.ExchangeTradedFund A class to specify an ETF as having a product identifier.ExctgPrsn ExecutingEntity Execution A class to specify an execution, which consists essentially in the economic terms which are agreed between the parties, alongside with the qualification of the type of execution.ExecutionPrimitive Specification of the primitive event for an execution, with 'after' state being an ExecutionState and the 'before' state being Null.ExecutionQuantity Class to specify the executed quantity of a product, provided as (possibly multiple) quantity notations, plus additional information regarding potential future quantity adjustments.ExecutionState A class to specify an execution instantiation with respect to the before and/or after state of lifecycle events.ExerciseEvent A class defining the adjusted dates associated with a particular exercise event.ExerciseFee A class defining the fee payable on exercise of an option.ExerciseFeeSchedule A class to define a fee or schedule of fees to be payable on the exercise of an option.ExerciseNotice A class defining to whom and where notice of execution should be given.ExerciseOutcome The exercise outcome combines the option contract (which states would be 'Exercised' in case of a full exercise and which would have a reduced notional in case of partial exercise) and either a physical or partial exercise.ExercisePeriod This defines the time interval to the start of the exercise period, i.e.ExercisePrimitive This primitive leverages the FpML OptionExercise construct, except for the exerciseTiming which is deemed as associated to a request for exercise that is meant to take place, as opposed to the actual exercise event.ExerciseProcedure A class describing how notice of exercise should be given.ExtendibleProvision A class defining an option to extend an existing swap transaction on the specified exercise dates for a term ending on the specified new termination date.ExtendibleProvisionAdjustedDates A class defining the adjusted dates associated with a provision to extend a swap.ExtensionEvent A class to define the adjusted dates associated with an individual extension event.ExtraordinaryEvents Where the underlying is shares, defines market events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.FailureToPay FallbackReferencePrice The method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.FeaturePayment Payment made following trigger occurrence.FinalCalculationPeriodDateAdjustment A class to define business date convention adjustment to final payment period per leg.FinInstrm FinInstrmGnlAttrbts FinInstrmRptgTxRpt FloatingAmountEvents A class to specify the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement.FloatingAmountProvisions FloatingRate A class defining a floating interest rate through the specification of the floating rate index, the tenor, the multiplier schedule, the spread, the qualification of whether a specific rate treatment and/or a cap or floor apply.FloatingRateDefinition A class defining parameters associated with a floating rate reset.FloatingRateSpecification A class to specify the floating interest rate by extending the floating rate definition with a set of attributes that specify such rate: the initial value specified as part of the trade, the rounding convention, the averaging method and the negative interest rate treatment.ForeignExchange From FpML: A type defining either a spot or forward FX transactions.ForwardPayout Representation of a forward settling payout.Frequency A class for defining a date frequency, e.g.FutureValueAmount A class defining a currency amount as at a future value date.FxCashSettlement A class that is used for describing cash settlement of an option / non deliverable forward.FxFeature A type for defining FX Features.FxFixing A class that specifies the source for and timing of a fixing of an exchange rate.FxFixingDate A class that is extending the Offset structure for providing the ability to specify an FX fixing date as an offset to dates specified somewhere else in the document.FxHaircutCurrency A class to specify the reference currency for the purpose of specifying the FX Haircut relating to a posting obligation, as being either the Termination Currency or an FX Designated Currency.FxInformationSource Information source specific to Foreign Exchange products.FxLinkedNotionalAmount A class to describe the cashflow representation for FX linked notionals.FxLinkedNotionalSchedule A class to describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.FxRate A class describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.FxRateSourceFixing Describes a rate source to be fixed and the date the fixing occursFxSettlementRateSource The source of the Foreign Exchange settlement rate.FxSpotRateSource A class defining the rate source and fixing time for an FX rate.GeneralTerms A class specifying a set of non-monetary terms for the Credit Derivative Transaction, including the buyer and seller and selected items from the ISDA 2014 Credit Definition article II, such as the reference obligation and related terms.GracePeriodExtension HoldingAndUsingPostedCollateral A class to specify the elections for the holding and using of posted collateral by the respective parties to the Credit Support Annex for Variation Margin.HoldingAndUsingPostedCollateralElection A class to specify the parties' elections related to the holding and using of posted collateral.Id IdentifiedProduct An abstract class to specify a product which terms are abstracted through reference data.Identifier A class to specify a generic identifier, applicable to CDM artefacts such as executions, contracts, lifecycle events and legal documents.Inception The primitive event for the inception of a new contract between parties.IndependentAmount A class specifying the Independent Amount as the combination of a payer/receiver, a payment amount, a payment date and an associated payment calculation rule.Index A class to specify an index as having a product identifier.IndexAdjustmentEvents Defines the specification of the consequences of Index Events as defined by the 2002 ISDA Equity Derivatives Definitions.IndexReferenceInformation A class defining a Credit Default Swap Index.Indx IneligibleCreditSupport A class to specify the parties to which the provisions of Paragraph 11(g) of the ISDA 2016 Credit Support Annex for Variation Margin will apply to.InflationRateSpecification A class to specify the inflation rate.InformationSource A class defining the source for a piece of information (e.g.InitialFixingDate A CDM class which purpose is to specify the initial fixing date either alongside the FpML interest rate specification as an offset of another date, or alongside the credit derivative specification as an unadjusted date.InitialMargin Defines initial margin applied to a repo transaction.InitialMarginCalculation Defines the initial margin calculation applicable to a single piece of collateral.InterestAdjustment A class to specify whether the Interest Adjustment is applicable and what its periodicity is.InterestAdjustmentPeriodicity A class to specify the Interest Adjustment periodicity either through a standardized election or a custom one.InterestAmount A class to specify the application of Interest Amount with respect to the Delivery Amount and the Return Amount.InterestRateCurve InterestRatePayout A class to specify all of the terms necessary to define and calculate a cash flow based on a fixed, a floating or an inflation index rate.InterestShortFall A class to specify the interest shortfall floating rate payment event.InvstmtDcsnPrsn IssuerTradeId A class for a two-parts identifier, such as a USI.Knock Knock In means option to exercise comes into existence.LastRegularPaymentDate A class which purpose is to provide the ability into the seemingly incompatible representations of the interest rate and equity last payment date.LegalAgreement A class to specify the elections and variables that characterize a legal agreement.LegalAgreementBase A class describing the legal agreement baseline information, other than the specialized elections: type of legal agreement, agreement date and effective date, parties to the agreement, ...LegalAgreementType A class to specify the type of legal agreement, which is extended by each legal agreement instance, such as the ISDA 2016 CSA for Initial Margin.LegalEntity A class to specify a legal entity, with a required name and an optional entity identifier (such as the LEI).LimitApplicable LimitApplicableExtended A class to represent the CDM attributes that are not part of the FpML standard.Lineage A class to provide lineage information across lifecycle events through a pointer or set of pointers into the event(s), contract(s) and, possibly, payout components that the event is dependent on or relates to.Loan LoanParticipation A class to specify loan with a participation agreement whereby the buyer is capable of creating, or procuring the creation of, a contractual right in favour of the seller that provides the seller with recourse to the participation seller for a specified share in any payments due under the relevant loan which are received by the participation seller.MakeWholeAmount A class to specify the amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date (typically applicable to the convertible bond options).MandatoryEarlyTermination A class to define an early termination provision for which exercise is mandatory.MandatoryEarlyTerminationAdjustedDates A class defining the adjusted dates associated with a mandatory early termination provision.ManualExercise A class defining manual exercise, i.e.MasterAgreement A class for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.MasterConfirmation A class for defining the master confirmation agreement executed between the parties.MasterConfirmationBase Legal agreement specification for General Terms and Elections that are applicable across multiple confirmations and are referenced by these confirmations.MessageInformation This class corresponds to the components of the FpML MessageHeader.model.Method A class to specify the ISDA SIMM as the Method for all Covered Transactions with respect to all Regimes.MinimumTransferAmount A class to specify amount of exposure reached before collateral has to be posted or returned.Money A class defining a currency amount.MortgageBackedSecurity MultipleCreditNotations A class to specify multiple credit notations alongside a conditional 'any' or 'all' qualifier.MultipleDebtTypes A class to specify multiple credit debt types alongside a conditional 'any' or 'all' qualifier.MultipleExercise A class defining multiple exercises.MultipleValuationDates MutualFund A class to specify a mutual fund as having a product identifier.NaturalPerson A class to represent the attributes that are specific to a natural person.NaturalPersonRole A class to specify the role(s) that natural person(s) may have in relation to the contract.New Nm NonDeliverableSettlement A class defining the parameters used when the reference currency of the payout is non-deliverable.NonNegativeAmountSchedule A class defining a currency amount or a currency amount schedule.NonNegativeQuantity Class to specify a quantity as a non-negative number, which condition is enforced through a data rule that only applies to the extending class.NonNegativeQuantitySchedule Class to specify a non-negative quantity schedule, which is used to define the quantity of a payout leg.NonNegativeSchedule A class defining a schedule of non-negative rates or amounts in terms of an initial value and then a series of step date and value pairs.NonNegativeStep A class defining a step date and non-negative step value pair.NonNegativeStepSchedule Class to specify a non-negative schedule as a schedule of steps, typically used to define a payout leg with variable quantity.NotDomesticCurrency A class to specify the ISDA 2003 Term: Not Domestic Currency.NotificationTime A class to specify the time by which a demand for the Transfer of Eligible Credit Support (IM) or Posted Credit Support (IM) needs to be made in order for the transfer to take place in accordance with the Transfer Timing provisions.NotificationTimeElection A class to specify the notification time election by the respective parties to the agreement.NotifyingParty NotionalSchedule A class specifying the notional amount or notional amount schedule associated with a contractual product.NotionalStepRule A class defining a parametric representation for the notional step schedule, i.e.Obligations A class to specify the underlying obligations of the reference entity on which protection is purchased or sold through the Credit Default Swap.ObligorPostingObligations A class to specify the obligor(s) collateral posting obligations in accordance with the terms of the Japanese Law ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (ii).ObservationPrimitive A class to specify the primitive object to specify market observation events, which is applicable across all asset classes.ObservationSource The observation source can be composed of an curve and/or and information source.Offset A class defining an offset used in calculating a new date relative to a reference date, e.g.OneWayProvisions A class to specify whether One Way Provisions apply in relation to the ISDA CSA for Initial Margin and, if yes, to specify the Posting Party.OptionalEarlyTermination A class defining an early termination provision where either or both parties have the right to exercise.OptionalEarlyTerminationAdjustedDates A class defining the adjusted dates associated with an optional early termination provision.OptionCashSettlement A class to define the cash settlement terms for a product where cash settlement is applicable.OptionDenomination Class which corresponds to the FpML OptionDenomination.model group.OptionExercise A class to represent the applicable terms to qualify an option exercise: the option style (e.g.OptionFeature A class for defining option features.OptionPayout The option payout specification terms.OptionPhysicalSettlement OptionSettlement The option settlement terms, which can either be cash, physical, or fx-based cash-settlement.OptionStrike A class to specify the option strike.OptionStyle The qualification of the option style: American, Bermuda or European.OrdrTrnsmssn OtherAgreement A class for defining an agreement executed between parties.OtherEligibleAndPostedSupport A class to specify the Other Eligible Support elections associated with Japanese and New York Law Initial and Variation margin agreements.Othr PackageInformation A class defining additional information that may be recorded alongside a transaction package.PartialExercise A class defining partial exercise.Party A class to specify a party, without a qualification as to whether this party is a legal entity or a natural person, although the model provides the ability to associate a person (or set of persons) to a party, which use case would imply that such party would be a legal entity (even if not formally specified as such).PartyAgreementIdentifier A class defining a legal agreement identifier issued by the indicated party.PartyContactInformation A class to specify contact information within a party: address and, optionally, associated business unit and person.PartyContractInformation A class defining party-specific additional information that may be recorded with respect to a contract.PartyCustomisedWorkflow A class to specify a party-related, non-standardized data in a generic form.PartyRole A class to specify the role(s) that party(ies) may have in relation to the execution, contract or other legal agreement.PartyTerminationCurrency A class to specify the Termination Currency election by the respective parties to the agreement.PassThrough Type which contains pass through payments.PassThroughItem Class to represent a single pass through payment.PayerReceiver A class to represent the FpML PayerReceiver.model.PaymentCalculationPeriod A class defining the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.PaymentDates A class to specify the parameters to generate the payment date schedule, either through a parametric representation or by reference to other dates specified in the instance document (e.g.PaymentDetail PaymentDiscounting This class corresponds to the FpML PaymentDiscounting.model group for representing the discounting elements that can be associated with a payment.PaymentRule A class defining the payment calculation rule.Payout A class to represent the set of future cashflow methodologies in the form of specific payout class(es) that can be associated for the purpose of specifying a financial product.PayoutBase Base class that all payout types should extend.PCDeliverableObligationCharac A class to specify the Partial Cash Deliverable Obligation Characteristic.PercentageRule A class defining a content model for a calculation rule defined as percentage of the notional amount.Period A class to define recurring periods or time offsets.PhysicalExercise The physical exercise results into a financial product which is represented through the Product class, with an associated quantity and cashflow (e.g.PhysicalSettlementPeriod PhysicalSettlementTerms In FpML, PhysicalSettlementTerms and CashSettlementTerms extend SettlementTerms.PledgorPostingObligations A class to specify the pledgor(s) collateral posting obligations as specified under the terms of the New York Law ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (ii).Portfolio A Portfolio represents an aggregation of multiple Positions, by describing the parameters that this Portfolio should be aggregated based on.PortfolioState State-full representation of a Portfolio that describes all the positions held at a given time, in various states which can be either traded, settled, etc., with lineage information to the previous statePosition A Position describes how much of a given Product is being held and constitutes the atomic element of a Portfolio.PostInceptionState PostingObligationsElection A class to specify the collateral posting obligations as specified under the terms of the ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (ii).PremiumExpression This class corresponds to the FpML Premium.model group for representing the option premium when expressed in a way other than an amount.Pric Price A generic representation of price applicable to both derivatives and securities.PriceReturnTerms PriceSourceDisruption A class defining the parameters used to get a price quote to replace the settlement rate option that is disrupted.PrimitiveEvent A class to specify the set of elemental/primitives components that are used to specify lifecycle events.PrincipalExchange A class for defining a principal exchange amount and adjusted exchange date.PrincipalExchanges A class defining which principal exchanges occur for the stream.ProcessAgent A class to specify the Process Agent that might be appointed by the parties to the agreement in accordance with the ISDA 2016 English Law CSA, paragraph 11(h).ProcessAgentElection A class to specify the parties' respective elections with respect to the Process Agent as part of the English Law ISDA CSA.Product A class to represent a financial product.ProductIdentification A class to combine the CDM product qualifier with other product qualifiers, such as the FpML ones.ProductIdentifier The product identifier, composed of an identifier, a source and a product taxonomy.ProductTaxonomy The product taxonomy, which is composed of a taxonomy value and a taxonomy source.ProtectionTerms A class to specify the terms for calculating a payout to protect the buyer of the swap in the case of a qualified credit event.Prsn PubliclyAvailableInformation Qty Quantity A class to specify an amount/number of securities or tangible assets such as a commodity product.QuantityChangePrimitive The primitive event to represent a change in quantity or notional.QuantityMultiplier Class to specify a mechanism for a quantity to be set as a multiplier to another (reference) quantity, based on a price observation.QuantityNotation Class to specify the quantity of a product as a single, non-negative amount, characterised with a notation enumeration to indicate the type of quantity being specified.Quanto Determines the currency rate that the seller of the equity amounts will apply at each valuation date for converting the respective amounts into a currency that is different from the currency denomination of the underlier.QuotedCurrencyPair A class that describes the composition of a rate that has been quoted or is to be quoted.RateObservation A class defining parameters associated with an individual observation or fixing.RateSpecification A class to specify the fixed interest rate, floating interest rate or inflation rate.ReferenceBank A class to describe an institution (party) identified by means of a coding scheme and an optional name.ReferenceInformation A class specifying the Credit Default Swap Reference Information.ReferenceObligation A class to specify the reference obligation that is associated with a credit derivative instrument.ReferencePair ReferencePool This type contains all the reference pool items to define the reference entity and reference obligation(s) in the basket.ReferencePoolItem This type contains all the constituent weight and reference information.ReferenceSwapCurve A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.RefRate Regime A class to specify the regulatory regimes elections by the respective parties a legal agreement.RegimeElection A class to specify the parties' respective elections with respect to the applicable regulatory regime(s) in their capacity as Secured Party (English Law & New York Law) or Obligee (Japanese Law).RegimeTerms A class that is used by the ApplicableRegime and the AdditionalRegime classes to specify the regulatory regime terms which are referred to as part of certain legal agreements, such as such as the ISDA 2016 and 2018 CSA for Initial Margin.RelatedAgreement A class to specify a related legal agreement.RelatedParty RelativeDateOffset A class defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date).RelativeDates A class describing a set of dates defined as relative to another set of dates.RelativePrice Bond price relative to a benchmark, as in a convertible bond.Representations ResetDates A class defining the parameters used to generate the reset dates schedule and associated fixing dates.ResetFrequency A class defining the reset frequency.ResetPrimitive The primitive event to represent a reset.ResolvablePayoutQuantity Generic class to specify the quantity for different payout legs in a contractual product, when that quantity can vary across payout legs or across time.Resource Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information).ResourceLength A class to indicate the length of the resource.Restructuring ReturnAmount A class to specify the application of Interest Amount with respect the Return Amount.RightsEvent A class to specify the Pledgor/Obligor/Chargor Rights Event election.Rounding A class defining a rounding direction and precision to be used in the rounding of a rate.Schedule A class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.SchmeNm Security SecurityLeg Terms defining a security leg in a securities financing transaction, which can either be the near leg or the far leg and is closely modelled onto the nearLeg and farLeg types in FpMLSecurityPayout Security payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.SecurityTransferBreakdown SecurityTransferComponent SecurityValuation Terms defining the security valuation method as part of a security leg in a securities fianncing transaction and closely modelled onto the CollateralValuation type in FpML.SecurityValuationModel The security valuation model choice, which can either be based on nominal amount as for a bond, or on the number of contract units as for equity.Sellr SensitivityMethodology A class to specify the methodology according to which sensitivities to (i) equity indices, funds and ETFs, and (ii) commodity indices are computed.SettledEntityMatrix A class to specify the Relevant Settled Entity Matrix.SettlementBase A base class to be extended by the SettlementTerms, CashSettlementTerms and PhysicalSettlementTerms classes.SettlementProvision A class defining the specification of settlement terms, occurring when the settlement currency is different to the notional currency of the trade.SettlementRateSource A class describing the method for obtaining a settlement rate.SettlementTerms A class to specify the settlement terms.SimmCalculationCurrency A class to specify the ISDA SIMM Calculation Currency as either the Base Currency or an alternative currency.SimmException A class to specify the SIMM exception to the regulatory regime clause of the ISDA 2016 and 2018 CSA for Initial Margin as either a normalized value specified as part of an enumeration or a customized value specified of type string.SimmVersion A class to specify the ISDA SIMM version that applies to the ISDA 2018 CSA for Initial Margin.SimplePayment A class to specified payments in a simpler fashion than the Payment type.SingleUnderlier SingleValuationDate A class to specify the number of business days after satisfaction of all conditions to settlement.Sngl SpecifiedCurrency SpecifiedSimmVersion A class to specify the ISDA SIMM version applicable to one of the parties to the CSA agreement that will then be the relevant version for that CSA.SpreadSchedule Adds an optional spread type element to the Schedule to identify a long or short spread value.Step A class defining a step date and step value pair.StrategyFeature A class for defining option strategy features.Strike A class describing a single cap or floor rate.StrikeSchedule A class describing a schedule of cap or floor rates.StrikeSpread A class for defining a strike spread feature.StubCalculationPeriodAmount A class defining how the initial or final stub calculation period amounts is calculated.StubFloatingRate A class defining a floating rate.StubPeriod A class defining how the initial or final stub calculation period amounts is calculated.StubValue A type defining how a stub calculation period amount is calculated.Substitution A class to specify the conditions under which the Pledgor can substitute posted collateral.SwapCurveValuation A class to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.Swp SwpIn SwpOut TelephoneNumber A class to specify a telephone number as a type of phone number (e.g.Term TerminationCurrencyAmendment A class to specify the Amendment to Termination Currency elections by the parties to the agreement.TerminationCurrencyElection A class to specify the Amendment to Termination Currency election by the parties to the agreement.TermsChangePrimitive The primitive event to represent change(s) to the contractual terms and the clearing submission and acceptance process.Threshold A class to specify the unsecured credit exposure that each party to the agreement is prepared to accept before asking for collateral.TimeZone The time alongside with the timezone location information.Trade A class to represent the general trade concept, which can either be an execution or a contract.TradeDate A class to specify the contract's trade date alongside an identifier.TradeWarehouseWorkflow A class to specify trade warehouse workflow information: the identity of the trade warehouse, the contract status at the warehouse and party-specific workflow information.Tranche The class to represent a CDS Tranche.TransactedPrice A class to represent the transacted price attributes that are positioned as part of the FpML FeeLeg.TransferBase TransferBreakdown TransferCalculation TransferorTransferee A class mimicking the PayerReceiver, which is itself derived from the FpML PayerReceiver.model, to represent the transferee and transferor party information in relation to the transfer of security or commodities.TransferPrimitive A class to specify the transfer of assets between parties, those assets being either cash, securities or physical assets.Trigger Trigger point at which feature is effective.TriggerEvent Observation point for trigger.Tx UmbrellaAgreement A class to specify a set of legal entities which are part of a legal agreement beyond the two contracting parties to that agreement.UmbrellaAgreementEntity A class to specify the legal entities that are part of the umbrella agreement.Underlier A class describing the whole set of possible underliers: single underliers or multiple underliers, each of these having either security or index components.UndrlygInstrm UnitContractValuationModel Unit contract model for security valuation, e.g.ValuationDate ValuationPostponement Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption.Velocity Warrant A class to specify a warrant as having a product identifier.WeightedAveragingObservation A single weighted averaging observation.YieldCurveMethod A class defining the parameters required for each of the ISDA defined yield curve methods for cash settlement. -
Classes in org.isda.cdm used by org.isda.cdm.metafields Class Description Account A class to specify an account as an account number alongside, optionally.Account.AccountBuilder AccountTypeEnum The enumeration values to qualify the type of account.AdjustableOrRelativeDates A class giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.AdjustableOrRelativeDates.AdjustableOrRelativeDatesBuilder AssetClassEnum The enumerated values to specify the FpML asset class categorization.BrokerConfirmationTypeEnum The enumerated values to specify the type of Broker Confirm that the FpML trade represents.BusinessCenterEnum The enumerated values to specify the business centers.BusinessCenters A class for specifying the business day calendar location used in determining whether a day is a business day or not, either by specifying this business center by reference to an enumerated list that is maintained by the FpML standard, or by reference to such specification when it exists elsewhere as part of the instance document.BusinessCenters.BusinessCentersBuilder BusinessDayAdjustments A class defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business center.BusinessDayAdjustments.BusinessDayAdjustmentsBuilder CalculationPeriodDates A class for defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.CalculationPeriodDates.CalculationPeriodDatesBuilder Cashflow A class to specify a cashflow, i.e.Cashflow.CashflowBuilder CashSettlementTerms In FpML, PhysicalSettlementTerms and CashSettlementTerms extend SettlementTerms.CashSettlementTerms.CashSettlementTermsBuilder CategoryEnum The enumerated values to specify the type of organisation involved in the transaction.CommodityReferencePriceEnum The enumeration values to specify the Commodity Reference Prices specified in the Annex to the 2005 ISDA Commodity Definitions.Contract A class to specify a financial contract object, which can be invoked either within the context of an event, or independently from it.Contract.ContractBuilder ContractualDefinitionsEnum The enumerated values to specify a set of standard contract definitions relevant to the transaction.ContractualSupplementEnum The enumerated values to define the supplements to a base set of ISDA Definitions that are applicable to the transaction.CreditDefaultPayout The credit default payout specification provides the details necessary for determining when a credit payout will be triggered as well as the parameters for calculating the payout and the settlement terms.CreditDefaultPayout.CreditDefaultPayoutBuilder CreditEvents A class to specify the applicable Credit Events that would trigger a settlement, as specified in the related Confirmation and defined in the ISDA 2014 Credit Definition article IV section 4.1.CreditEvents.CreditEventsBuilder CreditLimitTypeEnum The enumeration values to qualify the type of credit limits.CreditRatingAgencyEnum The enumerated values to specify the rating agencies.CreditSupportAgreementTypeEnum The enumerated values to specify the type of ISDA Credit Support Agreement governing the transaction.DayCountFractionEnum The enumerated values to specify the day count fraction.EntityTypeEnum The enumerated values to specify the reference entity types corresponding to a list of types defined in the ISDA First to Default documentation.EquityPayout The equity payout specification terms.EquityPayout.EquityPayoutBuilder Event A class to specify the lifecycle event.Event.EventBuilder Execution A class to specify an execution, which consists essentially in the economic terms which are agreed between the parties, alongside with the qualification of the type of execution.Execution.ExecutionBuilder FloatingRateIndexEnum The enumerated values to specify the list of floating rate index.GoverningLawEnum The enumerated values to specify the law governing the contract or legal document.Identifier A class to specify a generic identifier, applicable to CDM artefacts such as executions, contracts, lifecycle events and legal documents.Identifier.IdentifierBuilder IndexAnnexSourceEnum The enumerated values to specify the CDX index annex source.InformationProviderEnum The enumerated values to specify the list of information providers.InterestRatePayout A class to specify all of the terms necessary to define and calculate a cash flow based on a fixed, a floating or an inflation index rate.InterestRatePayout.InterestRatePayoutBuilder InterpolationMethodEnum The enumerated values to specify the interpolation method, e.g.LegalAgreement A class to specify the elections and variables that characterize a legal agreement.LegalAgreement.LegalAgreementBuilder LegalEntity A class to specify a legal entity, with a required name and an optional entity identifier (such as the LEI).LegalEntity.LegalEntityBuilder LimitLevelEnum The enumeration values to specify the level at which the limit is set: customer business, proprietary business or account level.MarketDisruptionEnum The enumerated values to specify the handling of an averaging date market disruption for an equity derivative transaction.MasterAgreementTypeEnum The enumerated values to specify the type of the master agreement governing the transaction.MasterConfirmationAnnexTypeEnum The enumerated values to specify the type of annex to be used with master confirmation agreement governing the transaction.MasterConfirmationTypeEnum The enumerated values to specify the type of master confirmation agreement governing the transaction.MatrixTermEnum The enumerated values to specify a scheme of transaction types specified in the Equity Derivatives Settlement Matrix.MatrixTypeEnum The enumerated values to specify the identification the form of applicable matrix.Money A class defining a currency amount.Money.MoneyBuilder MortgageSectorEnum The enumerated values to specify a mortgage typology.NaturalPerson A class to represent the attributes that are specific to a natural person.NaturalPerson.NaturalPersonBuilder NaturalPersonRoleEnum The enumerated values for the natural person's role.NotionalSchedule A class specifying the notional amount or notional amount schedule associated with a contractual product.NotionalSchedule.NotionalScheduleBuilder OptionPayout The option payout specification terms.OptionPayout.OptionPayoutBuilder Party A class to specify a party, without a qualification as to whether this party is a legal entity or a natural person, although the model provides the ability to associate a person (or set of persons) to a party, which use case would imply that such party would be a legal entity (even if not formally specified as such).Party.PartyBuilder PaymentDates A class to specify the parameters to generate the payment date schedule, either through a parametric representation or by reference to other dates specified in the instance document (e.g.PaymentDates.PaymentDatesBuilder PhysicalSettlementTerms In FpML, PhysicalSettlementTerms and CashSettlementTerms extend SettlementTerms.PhysicalSettlementTerms.PhysicalSettlementTermsBuilder PortfolioState State-full representation of a Portfolio that describes all the positions held at a given time, in various states which can be either traded, settled, etc., with lineage information to the previous statePortfolioState.PortfolioStateBuilder PostingObligationsElection A class to specify the collateral posting obligations as specified under the terms of the ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (ii).PostingObligationsElection.PostingObligationsElectionBuilder ProductIdentifier The product identifier, composed of an identifier, a source and a product taxonomy.ProductIdentifier.ProductIdentifierBuilder ProtectionTerms A class to specify the terms for calculating a payout to protect the buyer of the swap in the case of a qualified credit event.ProtectionTerms.ProtectionTermsBuilder RateObservation A class defining parameters associated with an individual observation or fixing.RateObservation.RateObservationBuilder ResolvablePayoutQuantity Generic class to specify the quantity for different payout legs in a contractual product, when that quantity can vary across payout legs or across time.ResolvablePayoutQuantity.ResolvablePayoutQuantityBuilder ResourceTypeEnum The enumerated values to specify the type of a resource (e.g.RestructuringEnum The enumerated values to specify the form of the restructuring credit event that is applicable to the credit default swap.Schedule A class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.Schedule.ScheduleBuilder SettledEntityMatrixSourceEnum The enumerated values to specify the relevant settled entity matrix source.SettlementRateOptionEnum The enumerated values to specify the settlement rate options as specified in the Annex A to the 1998 FX and Currency Options Definitions.SpreadScheduleTypeEnum The enumerated values to specify a long or short spread value.TransferPrimitive A class to specify the transfer of assets between parties, those assets being either cash, securities or physical assets.TransferPrimitive.TransferPrimitiveBuilder -
Classes in org.isda.cdm used by org.isda.cdm.qualify.event Class Description Event A class to specify the lifecycle event. -
Classes in org.isda.cdm used by org.isda.cdm.qualify.product Class Description EconomicTerms This class represents the full set of price-forming features associated with a contractual product: the payout component, the notional/quantity, the effective and termination date and the date adjustment provisions when applying uniformily across the payout components. -
Classes in org.isda.cdm used by org.isda.cdm.validation Class Description Account A class to specify an account as an account number alongside, optionally.AcctOwnr ActualPrice AdditionalDisruptionEvents A type for defining the Additional Disruption Events.AdditionalFixedPayments A class to specify the events that will give rise to the payment additional fixed payments.AdditionalRegime A class to specify the additional regulatory regime(s) that might be elected by the parties to a legal agreement where such provision exists, such as the ISDA 2016 and 2018 CSA for Initial Margin.AdditionalRepresentation A class to specify the Additional Representation.AdditionalRepresentationElection A class to specify the parties' Additional Representation(s) election.AdditionalRightsEvent A class to specify the Pledgor/Obligor/Chargor Additional Rights Event election.AdditionalTerminationEvent A class to specify an optional termination event, additional to the Termination Events that will be deemed an Access Condition (Initial Margin CSA) or a Specified Condition (Variation Margin CSA)AdditionalType The specification of the Additional Type of transaction that can require the collection or delivery of initial margin under a given regulatory regime for the purposes of Covered Transactions, as specified in ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (b)(B).Address A class to specify a post or street address.AddtlAttrbts AdjustableDate A class for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.AdjustableDates A class for defining a series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the dates.AdjustableOrAdjustedDate A class for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.AdjustableOrAdjustedOrRelativeDate This Rosetta class specifies the date as either an unadjusted, adjusted or relative date.AdjustableOrRelativeDate A class giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.AdjustableOrRelativeDates A class giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.AdjustedRelativeDateOffset A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date) plus optional date adjustments.Affirmation A class to specify a trade affirmation.AggregationParameters Parameters to be used to filter events that are relevant to a given portfolio in order to calculate the state of this portfolio.AllocationBreakdown AllocationInstructions AllocationOutcome A class to specify the allocated outcome as the combination of the previous Trade, which is either an execution or a contract and which state is specified as 'Allocated', and a set of Trade(s) of the same execution or contract type as before allocation.AllocationPrimitive The primitive event to represent a split/allocation of a trade.AmendmentEffectiveDate A class to specify the effective date of the Amendment to Termination Currency.AmericanExercise A class defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.AmountSchedule A class to specify a currency amount or a currency amount schedule.ApplicableRegime A class to specify the applicable regulatory regime(s) that parties to a legal agreement, such as the ISDA 2016 and 2018 CSA for Initial Margin, might be subject to.AppropriatedCollateralValuation A class to specify the Valuation of Appropriate Collateral that is applicable to the English Law ISDA CSA.Asian As per ISDA 2002 Definitions.AssetPool Characterizes the asset pool behind an asset backed bond.AssignedIdentifier A class to specify the identifier value and its associated version.AutomaticExercise A type to define automatic exercise of a swaption.AveragingObservationList An unordered list of weighted averaging observations.AveragingPeriod Period over which an average value is taken.AveragingSchedule Class to representing a method for generating a series of dates.Barrier As per ISDA 2002 Definitions.Basket BasketReferenceInformation CDS Basket Reference Information.BermudaExercise A class defining the Bermuda option exercise dates and the expiration date together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee.Bond A class to specify a bond as having a product identifier.BondChoiceModel Either a bond or convertible bond.BondEquityModel Bond equity model to value convertible bonds and modelled onto BondEquity.model in FpML.BondOptionStrike A class to specify the strike of a bond or convertible bond option.BondPriceAndYieldModel Bond price and yield valuation model for the security leg in a securities financing transaction, closely modelled onto the BondPriceAndYield.model in FpML.BondReference Reference to a bond underlier to represent an asset swap or Condition Precedent Bond.BondValuationModel Bond valuation model for the security leg in a securities financing transaction, closely modelled onto the BondCollateral.model in FpML.BrokerConfirmation Identifies the market sector in which the trade has been arranged.BusinessCenters A class for specifying the business day calendar location used in determining whether a day is a business day or not, either by specifying this business center by reference to an enumerated list that is maintained by the FpML standard, or by reference to such specification when it exists elsewhere as part of the instance document.BusinessCenterTime A class for defining a time with respect to a business day calendar location.BusinessDateRange A class defining a range of contiguous business days by defining an unadjusted first date, an unadjusted last date and a business day convention and business centers for adjusting the first and last dates if they would otherwise fall on a non business day in the specified business centers.BusinessDayAdjustments A class defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business center.BusinessUnit A class to specify an organizational unit.BuyerSeller This class corresponds to the FpML BuyerSeller.model construct.Buyr CalculationAgent A class defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.CalculationAgentModel This class corresponds to the FpML CalculationAgent.model.CalculationAmount CalculationCurrencyElection A class to specify the SIMM Calculation Currency elections by each party to the agreement.CalculationDateLocation A class to specify the Calculation Date Location election for the respective parties to the legal agreement.CalculationDateLocationElection A class to specify each of the party elections with respect to the Calculation Date Location.CalculationPeriod A class defining the parameters used in the calculation of a fixed or floating rate calculation period amount.CalculationPeriodBase The calculation period adjusted start and end dates, which are the baseline arguments needed to compute an interest accrual calculation.CalculationPeriodData CalculationPeriodDates A class for defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.CalculationPeriodFrequency A class to specify the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and their roll date convention.CalendarSpread A type for defining a calendar spread feature.CancelableProvision A class defining the right of a party to cancel a swap transaction on the specified exercise dates.CancelableProvisionAdjustedDates A class to define the adjusted dates for a cancelable provision on a swap transaction.CancellationEvent The adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date.Cashflow A class to specify a cashflow, i.e.CashflowRepresentation A class defining the cashflow representation of a swap trade.CashPriceMethod A type defining the parameters necessary for each of the ISDA cash price methods for cash settlement.CashSettlementPaymentDate A class defining the cash settlement payment date(s) as either a set of explicit dates, together with applicable adjustments, or as a date relative to some other (anchor) date, or as any date in a range of contiguous business days.CashSettlementReferenceBanks A class defining the list of reference institutions polled for relevant rates or prices when determining the cash settlement amount for a product where cash settlement is applicable.CashSettlementTerms In FpML, PhysicalSettlementTerms and CashSettlementTerms extend SettlementTerms.CashTransferBreakdown CashTransferComponent ChargorPostingObligations A class to specify the chargor(s) collateral posting obligations as specified under the terms of the English Law ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (ii).CleanOrDirtyPrice Class specifying the bond price as either clean or dirty in a bond valuation model.CleanPrice Class to specify the clean price of a bond in a bond valuation model, with accruals presented separately, and modelled onto the cleanPrice model in BonPriceAndYield.model in FpML.ClosedState A class to qualify the closed state of an execution or a contract through the combination or a state (e.g.Collateral A type for defining the obligations of the counterparty subject to credit support requirements.CollateralManagementAgreement A class to specify the Collateral Management Agreement election by the respective parties to a Japanese Law ISDA CSA.CollateralManagementAgreementElection A class to specify the Collateral Management Agreement election by each party as the Obligee.CollateralManagementArrangement A class to specify the Collateral Management Arrangement elections in accordance with the ISDA Japanese Law CSA.CollateralManagementArrangementElection A class to specify the election to specify the Collateral Management Arrangement.CollateralManager A class to specify the Collateral Manager election by the respective parties to a Japanese Law ISDA CSA.CollateralManagerElection A class to specify the Collateral Manager election by each party as the Obligee.CollateralRounding A class to specify the rounding methodology applicable to the Delivery Amount and the Return Amount in terms of nearest integral multiple of Base Currency units.Commodity A class to specify a commodity asset.CommoditySet CommodityTransferBreakdown CommodityTransferComponent Composite Specifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront.ComputedAmount A class to specify the outcome of a computed amount, for testing purposes.Conditions A class to specify each party's election with respect to the Termination Events that will be deemed an Access Condition (Initial Margin CSA) or a Specified Condition (Variation Margin CSA).ConditionsElections A class to specify the Termination Events that will be deemed an Access Condition (Initial Margin CSA) or a Specified Condition (Variation Margin CSA).ConditionsPrecedent A class to specify the two set of elections that may overwrite the default Condition Precedent provision as specified in Paragraph 4, (a) of the ISDA 2016 Credit Support Annex for Initial Margin and the ISDA 2016 Credit Support Annex for Variation Margin.Confirmation A class to specify a trade confirmation.ConstituentWeight A class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.ContactElection A class to specify the parties' election to specify contact information, in relation to elections such as the Addresses for Transfer or the Demand and Notices as specified in the ISDA Credit Support Annex agreement.ContactInformation A class to specify contact information associated with a party: telephone, postal/street address, email and web page.Contract A class to specify a financial contract object, which can be invoked either within the context of an event, or independently from it.ContractFormation Specification of the primitive event for the formation of a contract, with 'before' state being an 'ExecutionState' and 'after' state being a 'PostInceptionState'.ContractState A class to specify a contract state instantiation with respect to the before and/or after state of lifecycle events.ContractualMatrix ContractualProduct A class to specify the contractual products' economic terms, alongside their product identification and product taxonomy.ContractualQuantity [SCHEDULED FOR DEPRECATION: Class to be emptied-out as products get progressively migrated to the restructured quantity mechanism.] A class to specify the quantity or notional amount that is associated with a contractual product and that is the base for the payout calculation.ContractualTermsSupplement A contractual supplement (such as those published by ISDA) and its publication date that will apply to the trade.ConvertibleBond A class to specify a convertible bond as having a product identifier.CreditDefaultPayout The credit default payout specification provides the details necessary for determining when a credit payout will be triggered as well as the parameters for calculating the payout and the settlement terms.CreditEventNotice CreditEvents A class to specify the applicable Credit Events that would trigger a settlement, as specified in the related Confirmation and defined in the ISDA 2014 Credit Definition article IV section 4.1.CreditLimit A class to specify the credit limit, to be used in the context of the clearing workflow.CreditLimitInformation A class to represent the credit limit utilisation information.CreditLimitUtilisation Credit limit utilisation breakdown by executed trades and pending orders.CreditLimitUtilisationPosition CreditNotation A class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications.CreditNotations The credit rating notation higher level construct, which provides the ability to specify multiple rating notations.CreditRatingDebt The credit rating debt type(s) associated with the credit rating notation and scale.CreditSupportAgreement The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.CreditSupportObligationsInitialMargin A class to specify the Credit Support Obligations applicable to the Initial Margin Credit Support Annex and which are common among the English, Japanese and New York governing laws.CreditSupportObligationsVariationMargin A class to specify the Credit Support Obligations applicable to the Variation Margin Credit Support Annex and which are common among the English, Japanese and New York governing laws.CrossCurrencyMethod A class to represent the cash settlement method defined in the 2006 ISDA Definitions, Section 18.3.CrossCurrencyTerms CrossRate A class that is used for including the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.Csa2016 An abstract class to specify the provisions for the 2016 ISDA Credit Support Annex that are common among governing laws and across Initial and Variation Margin.CsaInitialMargin2016 An abstract class to specify the provisions for the 2016 ISDA Credit Support Annex for Initial Margin that are common among governing laws.CsaInitialMargin2016JapaneseLaw A class to specify the provisions that are specific to the Japanese Law version of the ISDA 2016 Credit Support Annex for Initial Margin.CsaInitialMargin2016NewYorkLaw A class to specify the provisions that are specific to the New York Law version of the ISDA 2016 Credit Support Annex for Initial Margin.CsaVariationMargin2016 An abstract class to specify the provisions for the 2016 ISDA Credit Support Annex for Variation Margin that are common among governing laws.CsaVariationMargin2016NewYorkLaw A class to specify the provisions that are specific to the New York Law version of the ISDA 2016 Credit Support Annex for Variation Margin.CsdInitialMargin2016EnglishLaw A class to specify the provisions that are specific to the English Law version of the ISDA 2016 Credit Support Deed for Initial Margin.Curve CustodianEvent A class to specify the Custodian Event (English Law & New York Law ISDA CSA) and the Collateral Manager Event (Japanese Law ISDA CSA) in terms of applicability and end-date.CustodianEventEndDate A class to specify the Custodian Event (English Law & New York Law ISDA CSA) or Collateral Manager Event (Japanese Law ISDA CSA) End Date.CustodianRisk A class to specify the Custodian Risk (English Law and New York Law ISDA CSA) and the Collateral Manager Risk (Japanese Law ISDA CSA) election.CustodianTerms A class to specify the requirements applicable to the custodian with respect to the holding of posted collateral.CustodyArrangements A class to specify the Custody Arrangements for the English Law and New York Law ISDA Credit Support Annex.CustodyArrangementsElection A class to specify the Custody Arrangements election by each party to the agreement: custody agent and account(s) identification, as well as custodian risk qualification.CustomisableOffset A class to specify an offset either as a normalized [multiplier, period, dayType] or as a custom provision of type string.CustomisedWorkflow In its initial iteration, this class is meant to support the DTCC TIW workflow information.DateList List of dates.DateRange A class defining a contiguous series of calendar dates.DateRelativeToCalculationPeriodDates A class to provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.DateRelativeToPaymentDates A class to provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.DateTimeList List of dateTimes.DeliverableObligations A class to specify all the ISDA terms relevant to defining the deliverable obligations.DeliveryAmount A class to specify the application of Interest Amount with respect the Delivery Amount.DerivInstrmAttrbts DeterminationMethod The purpose of this class is to be extended by the Price and EquityValuation classes.DiscountingMethod A class defining discounting information.DisputeResolution A class to specify the election terms under which a party disputes (i) the Calculation Agent’s calculation of a Delivery Amount or a Return Amount, or (ii) the Value of any Transfer of Eligible Credit Support or Posted Credit Support.DistributionAndInterestPayment A class to specify the Distributions and Interest Payment provisions applicable to the Japanese Law ISDA 2016 CSA for Initial Margin and the New York Law ISDA 2016 CSA for Variation Margin.DividendCurrency A class to specify the currency in which the dividends will be denominated, i.e.DividendDateReference A class to specify the dividend date by reference to another date, with the ability to apply and offset.DividendPaymentDate A class describing the date on which the dividend will be paid/received.DividendPayout A class describing the dividend payout ratio associated with an equity underlier.DividendReturnTerms A class describing the conditions governing the payment of dividends to the receiver of the equity return, with the exception of the dividend payout ratio, which is defined for each of the underlying components.Document Documentation A class for specifying the legal agreements that govern the contract, either as a reference to such agreements when specified as part of the CDM, or through identification of some of the key terms of those documents, such as the type of document, the document identifier, the publisher, the document vintage and the agreement date.DocumentationIdentification A class for defining the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.EarlyTerminationEvent A class to define the adjusted dates associated with an early termination provision.EarlyTerminationProvision A class defining an early termination provision for a swap.EconomicTerms This class represents the full set of price-forming features associated with a contractual product: the payout component, the notional/quantity, the effective and termination date and the date adjustment provisions when applying uniformily across the payout components.ElectiveAmountElection A class to specify the party elective amounts which can be used for the purpose of specifying elections such as the ISDA CSA Threshold and Minimum Transfer Amount.EligibilityToHoldCollateral A class to specify the conditions under which a party and its custodian(s) are entitled to hold collateral.EligibleCollateral The collateral eligibility as a function of the types of asset, the maturity and rating terms.EligibleCollateralVariationMargin A class to specify the eligible collateral elections by the respective parties to the Credit Support Annex for Variation Margin.EligibleCollateralVariationMarginElection A class to specify the parties' elections with respect to the eligible collateral for each of the respective parties when acting as a pledgor/chargor/obligor.EligibleCurrencyInterestRate A class to specify the interest rate associated with initial margin collateral.Equity A class to specify an equity as having a product identifier.EquityCorporateEvents A class for defining the merger events and their treatment.EquityMasterConfirmation Specification for General Terms and Elections of an Equity Master Confirmation that is applicable across multiple Equity confirmations and is referenced by each of these confirmations, an example of which being the 2018 ISDA CDM Equity Confirmation for Security Equity Swap.EquityPayout The equity payout specification terms.EquitySwapMasterConfirmation2018 Specification for the General Terms and Relationship Supplement Elections as provided in the 2018 ISDA CDM Equity Confirmation for Security Equity Swap.EquityValuation A class for defining how and when an equity option or equity swap is to be valued.EuropeanExercise A class defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.Event A class to specify the lifecycle event.EventEffect The set of operational and positional effects associated with a lifecycle event, alongside the reference to the contract reference(s) that is subject to the event (and is positioned in the before state of the event primitive).EventTestBundle A class which combines several events for testing purposes.EventTimestamp A class to represent the various set of timestamps that can be associated with lifecycle events, as a collection of [dateTime, qualifier].EventWorkflow A class to specify workflow information, which is conceptually applicable to all lifecycle events.ExchangeRate A class that is used for describing the exchange rate for a particular transaction.ExchangeTradedFund A class to specify an ETF as having a product identifier.ExctgPrsn ExecutingEntity Execution A class to specify an execution, which consists essentially in the economic terms which are agreed between the parties, alongside with the qualification of the type of execution.ExecutionPrimitive Specification of the primitive event for an execution, with 'after' state being an ExecutionState and the 'before' state being Null.ExecutionQuantity Class to specify the executed quantity of a product, provided as (possibly multiple) quantity notations, plus additional information regarding potential future quantity adjustments.ExecutionState A class to specify an execution instantiation with respect to the before and/or after state of lifecycle events.ExerciseEvent A class defining the adjusted dates associated with a particular exercise event.ExerciseFee A class defining the fee payable on exercise of an option.ExerciseFeeSchedule A class to define a fee or schedule of fees to be payable on the exercise of an option.ExerciseNotice A class defining to whom and where notice of execution should be given.ExerciseOutcome The exercise outcome combines the option contract (which states would be 'Exercised' in case of a full exercise and which would have a reduced notional in case of partial exercise) and either a physical or partial exercise.ExercisePeriod This defines the time interval to the start of the exercise period, i.e.ExercisePrimitive This primitive leverages the FpML OptionExercise construct, except for the exerciseTiming which is deemed as associated to a request for exercise that is meant to take place, as opposed to the actual exercise event.ExerciseProcedure A class describing how notice of exercise should be given.ExtendibleProvision A class defining an option to extend an existing swap transaction on the specified exercise dates for a term ending on the specified new termination date.ExtendibleProvisionAdjustedDates A class defining the adjusted dates associated with a provision to extend a swap.ExtensionEvent A class to define the adjusted dates associated with an individual extension event.ExtraordinaryEvents Where the underlying is shares, defines market events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.FailureToPay FallbackReferencePrice The method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.FeaturePayment Payment made following trigger occurrence.FinalCalculationPeriodDateAdjustment A class to define business date convention adjustment to final payment period per leg.FinInstrm FinInstrmGnlAttrbts FinInstrmRptgTxRpt FloatingAmountEvents A class to specify the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement.FloatingAmountProvisions FloatingRate A class defining a floating interest rate through the specification of the floating rate index, the tenor, the multiplier schedule, the spread, the qualification of whether a specific rate treatment and/or a cap or floor apply.FloatingRateDefinition A class defining parameters associated with a floating rate reset.FloatingRateSpecification A class to specify the floating interest rate by extending the floating rate definition with a set of attributes that specify such rate: the initial value specified as part of the trade, the rounding convention, the averaging method and the negative interest rate treatment.ForeignExchange From FpML: A type defining either a spot or forward FX transactions.ForwardPayout Representation of a forward settling payout.Frequency A class for defining a date frequency, e.g.FutureValueAmount A class defining a currency amount as at a future value date.FxCashSettlement A class that is used for describing cash settlement of an option / non deliverable forward.FxFeature A type for defining FX Features.FxFixing A class that specifies the source for and timing of a fixing of an exchange rate.FxFixingDate A class that is extending the Offset structure for providing the ability to specify an FX fixing date as an offset to dates specified somewhere else in the document.FxHaircutCurrency A class to specify the reference currency for the purpose of specifying the FX Haircut relating to a posting obligation, as being either the Termination Currency or an FX Designated Currency.FxInformationSource Information source specific to Foreign Exchange products.FxLinkedNotionalAmount A class to describe the cashflow representation for FX linked notionals.FxLinkedNotionalSchedule A class to describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.FxRate A class describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.FxRateSourceFixing Describes a rate source to be fixed and the date the fixing occursFxSettlementRateSource The source of the Foreign Exchange settlement rate.FxSpotRateSource A class defining the rate source and fixing time for an FX rate.GeneralTerms A class specifying a set of non-monetary terms for the Credit Derivative Transaction, including the buyer and seller and selected items from the ISDA 2014 Credit Definition article II, such as the reference obligation and related terms.GracePeriodExtension HoldingAndUsingPostedCollateral A class to specify the elections for the holding and using of posted collateral by the respective parties to the Credit Support Annex for Variation Margin.HoldingAndUsingPostedCollateralElection A class to specify the parties' elections related to the holding and using of posted collateral.Id IdentifiedProduct An abstract class to specify a product which terms are abstracted through reference data.Identifier A class to specify a generic identifier, applicable to CDM artefacts such as executions, contracts, lifecycle events and legal documents.Inception The primitive event for the inception of a new contract between parties.IndependentAmount A class specifying the Independent Amount as the combination of a payer/receiver, a payment amount, a payment date and an associated payment calculation rule.Index A class to specify an index as having a product identifier.IndexAdjustmentEvents Defines the specification of the consequences of Index Events as defined by the 2002 ISDA Equity Derivatives Definitions.IndexReferenceInformation A class defining a Credit Default Swap Index.Indx IneligibleCreditSupport A class to specify the parties to which the provisions of Paragraph 11(g) of the ISDA 2016 Credit Support Annex for Variation Margin will apply to.InflationRateSpecification A class to specify the inflation rate.InformationSource A class defining the source for a piece of information (e.g.InitialFixingDate A CDM class which purpose is to specify the initial fixing date either alongside the FpML interest rate specification as an offset of another date, or alongside the credit derivative specification as an unadjusted date.InitialMargin Defines initial margin applied to a repo transaction.InitialMarginCalculation Defines the initial margin calculation applicable to a single piece of collateral.InterestAdjustment A class to specify whether the Interest Adjustment is applicable and what its periodicity is.InterestAdjustmentPeriodicity A class to specify the Interest Adjustment periodicity either through a standardized election or a custom one.InterestAmount A class to specify the application of Interest Amount with respect to the Delivery Amount and the Return Amount.InterestRateCurve InterestRatePayout A class to specify all of the terms necessary to define and calculate a cash flow based on a fixed, a floating or an inflation index rate.InterestShortFall A class to specify the interest shortfall floating rate payment event.InvstmtDcsnPrsn IssuerTradeId A class for a two-parts identifier, such as a USI.Knock Knock In means option to exercise comes into existence.LastRegularPaymentDate A class which purpose is to provide the ability into the seemingly incompatible representations of the interest rate and equity last payment date.LegalAgreement A class to specify the elections and variables that characterize a legal agreement.LegalAgreementBase A class describing the legal agreement baseline information, other than the specialized elections: type of legal agreement, agreement date and effective date, parties to the agreement, ...LegalAgreementType A class to specify the type of legal agreement, which is extended by each legal agreement instance, such as the ISDA 2016 CSA for Initial Margin.LegalEntity A class to specify a legal entity, with a required name and an optional entity identifier (such as the LEI).LimitApplicable LimitApplicableExtended A class to represent the CDM attributes that are not part of the FpML standard.Lineage A class to provide lineage information across lifecycle events through a pointer or set of pointers into the event(s), contract(s) and, possibly, payout components that the event is dependent on or relates to.Loan LoanParticipation A class to specify loan with a participation agreement whereby the buyer is capable of creating, or procuring the creation of, a contractual right in favour of the seller that provides the seller with recourse to the participation seller for a specified share in any payments due under the relevant loan which are received by the participation seller.MakeWholeAmount A class to specify the amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date (typically applicable to the convertible bond options).MandatoryEarlyTermination A class to define an early termination provision for which exercise is mandatory.MandatoryEarlyTerminationAdjustedDates A class defining the adjusted dates associated with a mandatory early termination provision.ManualExercise A class defining manual exercise, i.e.MasterAgreement A class for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.MasterConfirmation A class for defining the master confirmation agreement executed between the parties.MasterConfirmationBase Legal agreement specification for General Terms and Elections that are applicable across multiple confirmations and are referenced by these confirmations.MessageInformation This class corresponds to the components of the FpML MessageHeader.model.Method A class to specify the ISDA SIMM as the Method for all Covered Transactions with respect to all Regimes.MinimumTransferAmount A class to specify amount of exposure reached before collateral has to be posted or returned.Money A class defining a currency amount.MortgageBackedSecurity MultipleCreditNotations A class to specify multiple credit notations alongside a conditional 'any' or 'all' qualifier.MultipleDebtTypes A class to specify multiple credit debt types alongside a conditional 'any' or 'all' qualifier.MultipleExercise A class defining multiple exercises.MultipleValuationDates MutualFund A class to specify a mutual fund as having a product identifier.NaturalPerson A class to represent the attributes that are specific to a natural person.NaturalPersonRole A class to specify the role(s) that natural person(s) may have in relation to the contract.New Nm NonDeliverableSettlement A class defining the parameters used when the reference currency of the payout is non-deliverable.NonNegativeAmountSchedule A class defining a currency amount or a currency amount schedule.NonNegativeQuantity Class to specify a quantity as a non-negative number, which condition is enforced through a data rule that only applies to the extending class.NonNegativeQuantitySchedule Class to specify a non-negative quantity schedule, which is used to define the quantity of a payout leg.NonNegativeSchedule A class defining a schedule of non-negative rates or amounts in terms of an initial value and then a series of step date and value pairs.NonNegativeStep A class defining a step date and non-negative step value pair.NonNegativeStepSchedule Class to specify a non-negative schedule as a schedule of steps, typically used to define a payout leg with variable quantity.NotDomesticCurrency A class to specify the ISDA 2003 Term: Not Domestic Currency.NotificationTime A class to specify the time by which a demand for the Transfer of Eligible Credit Support (IM) or Posted Credit Support (IM) needs to be made in order for the transfer to take place in accordance with the Transfer Timing provisions.NotificationTimeElection A class to specify the notification time election by the respective parties to the agreement.NotifyingParty NotionalSchedule A class specifying the notional amount or notional amount schedule associated with a contractual product.NotionalStepRule A class defining a parametric representation for the notional step schedule, i.e.Obligations A class to specify the underlying obligations of the reference entity on which protection is purchased or sold through the Credit Default Swap.ObligorPostingObligations A class to specify the obligor(s) collateral posting obligations in accordance with the terms of the Japanese Law ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (ii).ObservationPrimitive A class to specify the primitive object to specify market observation events, which is applicable across all asset classes.ObservationSource The observation source can be composed of an curve and/or and information source.Offset A class defining an offset used in calculating a new date relative to a reference date, e.g.OneWayProvisions A class to specify whether One Way Provisions apply in relation to the ISDA CSA for Initial Margin and, if yes, to specify the Posting Party.OptionalEarlyTermination A class defining an early termination provision where either or both parties have the right to exercise.OptionalEarlyTerminationAdjustedDates A class defining the adjusted dates associated with an optional early termination provision.OptionCashSettlement A class to define the cash settlement terms for a product where cash settlement is applicable.OptionDenomination Class which corresponds to the FpML OptionDenomination.model group.OptionExercise A class to represent the applicable terms to qualify an option exercise: the option style (e.g.OptionFeature A class for defining option features.OptionPayout The option payout specification terms.OptionPhysicalSettlement OptionSettlement The option settlement terms, which can either be cash, physical, or fx-based cash-settlement.OptionStrike A class to specify the option strike.OptionStyle The qualification of the option style: American, Bermuda or European.OrdrTrnsmssn OtherAgreement A class for defining an agreement executed between parties.OtherEligibleAndPostedSupport A class to specify the Other Eligible Support elections associated with Japanese and New York Law Initial and Variation margin agreements.Othr PackageInformation A class defining additional information that may be recorded alongside a transaction package.PartialExercise A class defining partial exercise.Party A class to specify a party, without a qualification as to whether this party is a legal entity or a natural person, although the model provides the ability to associate a person (or set of persons) to a party, which use case would imply that such party would be a legal entity (even if not formally specified as such).PartyAgreementIdentifier A class defining a legal agreement identifier issued by the indicated party.PartyContactInformation A class to specify contact information within a party: address and, optionally, associated business unit and person.PartyContractInformation A class defining party-specific additional information that may be recorded with respect to a contract.PartyCustomisedWorkflow A class to specify a party-related, non-standardized data in a generic form.PartyRole A class to specify the role(s) that party(ies) may have in relation to the execution, contract or other legal agreement.PartyTerminationCurrency A class to specify the Termination Currency election by the respective parties to the agreement.PassThrough Type which contains pass through payments.PassThroughItem Class to represent a single pass through payment.PayerReceiver A class to represent the FpML PayerReceiver.model.PaymentCalculationPeriod A class defining the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.PaymentDates A class to specify the parameters to generate the payment date schedule, either through a parametric representation or by reference to other dates specified in the instance document (e.g.PaymentDetail PaymentDiscounting This class corresponds to the FpML PaymentDiscounting.model group for representing the discounting elements that can be associated with a payment.PaymentRule A class defining the payment calculation rule.Payout A class to represent the set of future cashflow methodologies in the form of specific payout class(es) that can be associated for the purpose of specifying a financial product.PayoutBase Base class that all payout types should extend.PCDeliverableObligationCharac A class to specify the Partial Cash Deliverable Obligation Characteristic.PercentageRule A class defining a content model for a calculation rule defined as percentage of the notional amount.Period A class to define recurring periods or time offsets.PhysicalExercise The physical exercise results into a financial product which is represented through the Product class, with an associated quantity and cashflow (e.g.PhysicalSettlementPeriod PhysicalSettlementTerms In FpML, PhysicalSettlementTerms and CashSettlementTerms extend SettlementTerms.PledgorPostingObligations A class to specify the pledgor(s) collateral posting obligations as specified under the terms of the New York Law ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (ii).Portfolio A Portfolio represents an aggregation of multiple Positions, by describing the parameters that this Portfolio should be aggregated based on.PortfolioState State-full representation of a Portfolio that describes all the positions held at a given time, in various states which can be either traded, settled, etc., with lineage information to the previous statePosition A Position describes how much of a given Product is being held and constitutes the atomic element of a Portfolio.PostInceptionState PostingObligationsElection A class to specify the collateral posting obligations as specified under the terms of the ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (ii).PremiumExpression This class corresponds to the FpML Premium.model group for representing the option premium when expressed in a way other than an amount.Pric Price A generic representation of price applicable to both derivatives and securities.PriceReturnTerms PriceSourceDisruption A class defining the parameters used to get a price quote to replace the settlement rate option that is disrupted.PrimitiveEvent A class to specify the set of elemental/primitives components that are used to specify lifecycle events.PrincipalExchange A class for defining a principal exchange amount and adjusted exchange date.PrincipalExchanges A class defining which principal exchanges occur for the stream.ProcessAgent A class to specify the Process Agent that might be appointed by the parties to the agreement in accordance with the ISDA 2016 English Law CSA, paragraph 11(h).ProcessAgentElection A class to specify the parties' respective elections with respect to the Process Agent as part of the English Law ISDA CSA.Product A class to represent a financial product.ProductIdentification A class to combine the CDM product qualifier with other product qualifiers, such as the FpML ones.ProductIdentifier The product identifier, composed of an identifier, a source and a product taxonomy.ProductTaxonomy The product taxonomy, which is composed of a taxonomy value and a taxonomy source.ProtectionTerms A class to specify the terms for calculating a payout to protect the buyer of the swap in the case of a qualified credit event.Prsn PubliclyAvailableInformation Qty Quantity A class to specify an amount/number of securities or tangible assets such as a commodity product.QuantityChangePrimitive The primitive event to represent a change in quantity or notional.QuantityMultiplier Class to specify a mechanism for a quantity to be set as a multiplier to another (reference) quantity, based on a price observation.QuantityNotation Class to specify the quantity of a product as a single, non-negative amount, characterised with a notation enumeration to indicate the type of quantity being specified.Quanto Determines the currency rate that the seller of the equity amounts will apply at each valuation date for converting the respective amounts into a currency that is different from the currency denomination of the underlier.QuotedCurrencyPair A class that describes the composition of a rate that has been quoted or is to be quoted.RateObservation A class defining parameters associated with an individual observation or fixing.RateSpecification A class to specify the fixed interest rate, floating interest rate or inflation rate.ReferenceBank A class to describe an institution (party) identified by means of a coding scheme and an optional name.ReferenceInformation A class specifying the Credit Default Swap Reference Information.ReferenceObligation A class to specify the reference obligation that is associated with a credit derivative instrument.ReferencePair ReferencePool This type contains all the reference pool items to define the reference entity and reference obligation(s) in the basket.ReferencePoolItem This type contains all the constituent weight and reference information.ReferenceSwapCurve A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.RefRate Regime A class to specify the regulatory regimes elections by the respective parties a legal agreement.RegimeElection A class to specify the parties' respective elections with respect to the applicable regulatory regime(s) in their capacity as Secured Party (English Law & New York Law) or Obligee (Japanese Law).RegimeTerms A class that is used by the ApplicableRegime and the AdditionalRegime classes to specify the regulatory regime terms which are referred to as part of certain legal agreements, such as such as the ISDA 2016 and 2018 CSA for Initial Margin.RelatedAgreement A class to specify a related legal agreement.RelatedParty RelativeDateOffset A class defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date).RelativeDates A class describing a set of dates defined as relative to another set of dates.RelativePrice Bond price relative to a benchmark, as in a convertible bond.Representations ResetDates A class defining the parameters used to generate the reset dates schedule and associated fixing dates.ResetFrequency A class defining the reset frequency.ResetPrimitive The primitive event to represent a reset.ResolvablePayoutQuantity Generic class to specify the quantity for different payout legs in a contractual product, when that quantity can vary across payout legs or across time.Resource Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information).ResourceLength A class to indicate the length of the resource.Restructuring ReturnAmount A class to specify the application of Interest Amount with respect the Return Amount.RightsEvent A class to specify the Pledgor/Obligor/Chargor Rights Event election.Rounding A class defining a rounding direction and precision to be used in the rounding of a rate.Schedule A class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.SchmeNm Security SecurityLeg Terms defining a security leg in a securities financing transaction, which can either be the near leg or the far leg and is closely modelled onto the nearLeg and farLeg types in FpMLSecurityPayout Security payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.SecurityTransferBreakdown SecurityTransferComponent SecurityValuation Terms defining the security valuation method as part of a security leg in a securities fianncing transaction and closely modelled onto the CollateralValuation type in FpML.SecurityValuationModel The security valuation model choice, which can either be based on nominal amount as for a bond, or on the number of contract units as for equity.Sellr SensitivityMethodology A class to specify the methodology according to which sensitivities to (i) equity indices, funds and ETFs, and (ii) commodity indices are computed.SettledEntityMatrix A class to specify the Relevant Settled Entity Matrix.SettlementBase A base class to be extended by the SettlementTerms, CashSettlementTerms and PhysicalSettlementTerms classes.SettlementProvision A class defining the specification of settlement terms, occurring when the settlement currency is different to the notional currency of the trade.SettlementRateSource A class describing the method for obtaining a settlement rate.SettlementTerms A class to specify the settlement terms.SimmCalculationCurrency A class to specify the ISDA SIMM Calculation Currency as either the Base Currency or an alternative currency.SimmException A class to specify the SIMM exception to the regulatory regime clause of the ISDA 2016 and 2018 CSA for Initial Margin as either a normalized value specified as part of an enumeration or a customized value specified of type string.SimmVersion A class to specify the ISDA SIMM version that applies to the ISDA 2018 CSA for Initial Margin.SimplePayment A class to specified payments in a simpler fashion than the Payment type.SingleUnderlier SingleValuationDate A class to specify the number of business days after satisfaction of all conditions to settlement.Sngl SpecifiedCurrency SpecifiedSimmVersion A class to specify the ISDA SIMM version applicable to one of the parties to the CSA agreement that will then be the relevant version for that CSA.SpreadSchedule Adds an optional spread type element to the Schedule to identify a long or short spread value.Step A class defining a step date and step value pair.StrategyFeature A class for defining option strategy features.Strike A class describing a single cap or floor rate.StrikeSchedule A class describing a schedule of cap or floor rates.StrikeSpread A class for defining a strike spread feature.StubCalculationPeriodAmount A class defining how the initial or final stub calculation period amounts is calculated.StubFloatingRate A class defining a floating rate.StubPeriod A class defining how the initial or final stub calculation period amounts is calculated.StubValue A type defining how a stub calculation period amount is calculated.Substitution A class to specify the conditions under which the Pledgor can substitute posted collateral.SwapCurveValuation A class to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.Swp SwpIn SwpOut TelephoneNumber A class to specify a telephone number as a type of phone number (e.g.Term TerminationCurrencyAmendment A class to specify the Amendment to Termination Currency elections by the parties to the agreement.TerminationCurrencyElection A class to specify the Amendment to Termination Currency election by the parties to the agreement.TermsChangePrimitive The primitive event to represent change(s) to the contractual terms and the clearing submission and acceptance process.Threshold A class to specify the unsecured credit exposure that each party to the agreement is prepared to accept before asking for collateral.TimeZone The time alongside with the timezone location information.Trade A class to represent the general trade concept, which can either be an execution or a contract.TradeDate A class to specify the contract's trade date alongside an identifier.TradeWarehouseWorkflow A class to specify trade warehouse workflow information: the identity of the trade warehouse, the contract status at the warehouse and party-specific workflow information.Tranche The class to represent a CDS Tranche.TransactedPrice A class to represent the transacted price attributes that are positioned as part of the FpML FeeLeg.TransferBase TransferBreakdown TransferCalculation TransferorTransferee A class mimicking the PayerReceiver, which is itself derived from the FpML PayerReceiver.model, to represent the transferee and transferor party information in relation to the transfer of security or commodities.TransferPrimitive A class to specify the transfer of assets between parties, those assets being either cash, securities or physical assets.Trigger Trigger point at which feature is effective.TriggerEvent Observation point for trigger.Tx UmbrellaAgreement A class to specify a set of legal entities which are part of a legal agreement beyond the two contracting parties to that agreement.UmbrellaAgreementEntity A class to specify the legal entities that are part of the umbrella agreement.Underlier A class describing the whole set of possible underliers: single underliers or multiple underliers, each of these having either security or index components.UndrlygInstrm UnitContractValuationModel Unit contract model for security valuation, e.g.ValuationDate ValuationPostponement Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption.Velocity Warrant A class to specify a warrant as having a product identifier.WeightedAveragingObservation A single weighted averaging observation.YieldCurveMethod A class defining the parameters required for each of the ISDA defined yield curve methods for cash settlement. -
Classes in org.isda.cdm used by org.isda.cdm.validation.choicerule Class Description AdjustableDate A class for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.AdjustableOrRelativeDate A class giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.AdjustableOrRelativeDates A class giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.AmendmentEffectiveDate A class to specify the effective date of the Amendment to Termination Currency.AveragingPeriod Period over which an average value is taken.BasketReferenceInformation CDS Basket Reference Information.BondChoiceModel Either a bond or convertible bond.BondEquityModel Bond equity model to value convertible bonds and modelled onto BondEquity.model in FpML.BondOptionStrike A class to specify the strike of a bond or convertible bond option.BusinessCenters A class for specifying the business day calendar location used in determining whether a day is a business day or not, either by specifying this business center by reference to an enumerated list that is maintained by the FpML standard, or by reference to such specification when it exists elsewhere as part of the instance document.CalculationAgent A class defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.CalculationDateLocationElection A class to specify each of the party elections with respect to the Calculation Date Location.CalculationPeriod A class defining the parameters used in the calculation of a fixed or floating rate calculation period amount.CancelableProvision A class defining the right of a party to cancel a swap transaction on the specified exercise dates.CashSettlementPaymentDate A class defining the cash settlement payment date(s) as either a set of explicit dates, together with applicable adjustments, or as a date relative to some other (anchor) date, or as any date in a range of contiguous business days.CashSettlementTerms In FpML, PhysicalSettlementTerms and CashSettlementTerms extend SettlementTerms.ContractualQuantity [SCHEDULED FOR DEPRECATION: Class to be emptied-out as products get progressively migrated to the restructured quantity mechanism.] A class to specify the quantity or notional amount that is associated with a contractual product and that is the base for the payout calculation.CreditDefaultPayout The credit default payout specification provides the details necessary for determining when a credit payout will be triggered as well as the parameters for calculating the payout and the settlement terms.CreditNotations The credit rating notation higher level construct, which provides the ability to specify multiple rating notations.CreditRatingDebt The credit rating debt type(s) associated with the credit rating notation and scale.Curve DeliverableObligations A class to specify all the ISDA terms relevant to defining the deliverable obligations.DeliveryAmount A class to specify the application of Interest Amount with respect the Delivery Amount.DisputeResolution A class to specify the election terms under which a party disputes (i) the Calculation Agent’s calculation of a Delivery Amount or a Return Amount, or (ii) the Value of any Transfer of Eligible Credit Support or Posted Credit Support.DividendCurrency A class to specify the currency in which the dividends will be denominated, i.e.DividendPaymentDate A class describing the date on which the dividend will be paid/received.DocumentationIdentification A class for defining the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.ElectiveAmountElection A class to specify the party elective amounts which can be used for the purpose of specifying elections such as the ISDA CSA Threshold and Minimum Transfer Amount.ExerciseFee A class defining the fee payable on exercise of an option.ExerciseFeeSchedule A class to define a fee or schedule of fees to be payable on the exercise of an option.ExerciseOutcome The exercise outcome combines the option contract (which states would be 'Exercised' in case of a full exercise and which would have a reduced notional in case of partial exercise) and either a physical or partial exercise.ExerciseProcedure A class describing how notice of exercise should be given.ExtendibleProvision A class defining an option to extend an existing swap transaction on the specified exercise dates for a term ending on the specified new termination date.ExtraordinaryEvents Where the underlying is shares, defines market events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.FeaturePayment Payment made following trigger occurrence.FxCashSettlement A class that is used for describing cash settlement of an option / non deliverable forward.FxFeature A type for defining FX Features.FxFixingDate A class that is extending the Offset structure for providing the ability to specify an FX fixing date as an offset to dates specified somewhere else in the document.FxHaircutCurrency A class to specify the reference currency for the purpose of specifying the FX Haircut relating to a posting obligation, as being either the Termination Currency or an FX Designated Currency.FxSettlementRateSource The source of the Foreign Exchange settlement rate.GeneralTerms A class specifying a set of non-monetary terms for the Credit Derivative Transaction, including the buyer and seller and selected items from the ISDA 2014 Credit Definition article II, such as the reference obligation and related terms.Identifier A class to specify a generic identifier, applicable to CDM artefacts such as executions, contracts, lifecycle events and legal documents.InitialFixingDate A CDM class which purpose is to specify the initial fixing date either alongside the FpML interest rate specification as an offset of another date, or alongside the credit derivative specification as an unadjusted date.InitialMarginCalculation Defines the initial margin calculation applicable to a single piece of collateral.InterestAdjustmentPeriodicity A class to specify the Interest Adjustment periodicity either through a standardized election or a custom one.InterestRatePayout A class to specify all of the terms necessary to define and calculate a cash flow based on a fixed, a floating or an inflation index rate.LastRegularPaymentDate A class which purpose is to provide the ability into the seemingly incompatible representations of the interest rate and equity last payment date.LegalAgreement A class to specify the elections and variables that characterize a legal agreement.LimitApplicable MultipleExercise A class defining multiple exercises.NaturalPerson A class to represent the attributes that are specific to a natural person.NonDeliverableSettlement A class defining the parameters used when the reference currency of the payout is non-deliverable.NotificationTimeElection A class to specify the notification time election by the respective parties to the agreement.Obligations A class to specify the underlying obligations of the reference entity on which protection is purchased or sold through the Credit Default Swap.OptionalEarlyTermination A class defining an early termination provision where either or both parties have the right to exercise.OptionCashSettlement A class to define the cash settlement terms for a product where cash settlement is applicable.OptionSettlement The option settlement terms, which can either be cash, physical, or fx-based cash-settlement.OptionStrike A class to specify the option strike.OptionStyle The qualification of the option style: American, Bermuda or European.PartialExercise A class defining partial exercise.PartyContactInformation A class to specify contact information within a party: address and, optionally, associated business unit and person.PartyCustomisedWorkflow A class to specify a party-related, non-standardized data in a generic form.PaymentCalculationPeriod A class defining the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.PhysicalSettlementPeriod Product A class to represent a financial product.PubliclyAvailableInformation Quantity A class to specify an amount/number of securities or tangible assets such as a commodity product.RateSpecification A class to specify the fixed interest rate, floating interest rate or inflation rate.ReferenceInformation A class specifying the Credit Default Swap Reference Information.ReferenceObligation A class to specify the reference obligation that is associated with a credit derivative instrument.ReferencePair ReferencePoolItem This type contains all the constituent weight and reference information.ResolvablePayoutQuantity Generic class to specify the quantity for different payout legs in a contractual product, when that quantity can vary across payout legs or across time.Resource Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information).ReturnAmount A class to specify the application of Interest Amount with respect the Return Amount.Security SecurityLeg Terms defining a security leg in a securities financing transaction, which can either be the near leg or the far leg and is closely modelled onto the nearLeg and farLeg types in FpMLSecurityValuationModel The security valuation model choice, which can either be based on nominal amount as for a bond, or on the number of contract units as for equity.SensitivityMethodology A class to specify the methodology according to which sensitivities to (i) equity indices, funds and ETFs, and (ii) commodity indices are computed.SettlementRateSource A class describing the method for obtaining a settlement rate.SettlementTerms A class to specify the settlement terms.SimmException A class to specify the SIMM exception to the regulatory regime clause of the ISDA 2016 and 2018 CSA for Initial Margin as either a normalized value specified as part of an enumeration or a customized value specified of type string.StubValue A type defining how a stub calculation period amount is calculated.Trade A class to represent the general trade concept, which can either be an execution or a contract.Trigger Trigger point at which feature is effective.Underlier A class describing the whole set of possible underliers: single underliers or multiple underliers, each of these having either security or index components.ValuationDate WeightedAveragingObservation A single weighted averaging observation. -
Classes in org.isda.cdm used by org.isda.cdm.validation.datarule Class Description ActualPrice AdditionalDisruptionEvents A type for defining the Additional Disruption Events.AdditionalRightsEvent A class to specify the Pledgor/Obligor/Chargor Additional Rights Event election.AdditionalType The specification of the Additional Type of transaction that can require the collection or delivery of initial margin under a given regulatory regime for the purposes of Covered Transactions, as specified in ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (b)(B).AdjustableOrAdjustedDate A class for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.AdjustableOrAdjustedOrRelativeDate This Rosetta class specifies the date as either an unadjusted, adjusted or relative date.Affirmation A class to specify a trade affirmation.AllocationOutcome A class to specify the allocated outcome as the combination of the previous Trade, which is either an execution or a contract and which state is specified as 'Allocated', and a set of Trade(s) of the same execution or contract type as before allocation.AllocationPrimitive The primitive event to represent a split/allocation of a trade.AppropriatedCollateralValuation A class to specify the Valuation of Appropriate Collateral that is applicable to the English Law ISDA CSA.AssetPool Characterizes the asset pool behind an asset backed bond.BasketReferenceInformation CDS Basket Reference Information.CalculationPeriodDates A class for defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.CalculationPeriodFrequency A class to specify the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and their roll date convention.Cashflow A class to specify a cashflow, i.e.CashSettlementTerms In FpML, PhysicalSettlementTerms and CashSettlementTerms extend SettlementTerms.Confirmation A class to specify a trade confirmation.ConstituentWeight A class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.Contract A class to specify a financial contract object, which can be invoked either within the context of an event, or independently from it.CreditDefaultPayout The credit default payout specification provides the details necessary for determining when a credit payout will be triggered as well as the parameters for calculating the payout and the settlement terms.CrossRate A class that is used for including the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.CustodianRisk A class to specify the Custodian Risk (English Law and New York Law ISDA CSA) and the Collateral Manager Risk (Japanese Law ISDA CSA) election.DeliverableObligations A class to specify all the ISDA terms relevant to defining the deliverable obligations.DiscountingMethod A class defining discounting information.DividendDateReference A class to specify the dividend date by reference to another date, with the ability to apply and offset.DividendPayout A class describing the dividend payout ratio associated with an equity underlier.DividendReturnTerms A class describing the conditions governing the payment of dividends to the receiver of the equity return, with the exception of the dividend payout ratio, which is defined for each of the underlying components.EarlyTerminationEvent A class to define the adjusted dates associated with an early termination provision.EarlyTerminationProvision A class defining an early termination provision for a swap.EconomicTerms This class represents the full set of price-forming features associated with a contractual product: the payout component, the notional/quantity, the effective and termination date and the date adjustment provisions when applying uniformily across the payout components.ElectiveAmountElection A class to specify the party elective amounts which can be used for the purpose of specifying elections such as the ISDA CSA Threshold and Minimum Transfer Amount.EligibleCollateral The collateral eligibility as a function of the types of asset, the maturity and rating terms.EquityPayout The equity payout specification terms.Event A class to specify the lifecycle event.ExchangeRate A class that is used for describing the exchange rate for a particular transaction.Execution A class to specify an execution, which consists essentially in the economic terms which are agreed between the parties, alongside with the qualification of the type of execution.ExtensionEvent A class to define the adjusted dates associated with an individual extension event.FallbackReferencePrice The method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.FeaturePayment Payment made following trigger occurrence.FloatingRate A class defining a floating interest rate through the specification of the floating rate index, the tenor, the multiplier schedule, the spread, the qualification of whether a specific rate treatment and/or a cap or floor apply.FloatingRateDefinition A class defining parameters associated with a floating rate reset.ForwardPayout Representation of a forward settling payout.Frequency A class for defining a date frequency, e.g.FutureValueAmount A class defining a currency amount as at a future value date.FxHaircutCurrency A class to specify the reference currency for the purpose of specifying the FX Haircut relating to a posting obligation, as being either the Termination Currency or an FX Designated Currency.GeneralTerms A class specifying a set of non-monetary terms for the Credit Derivative Transaction, including the buyer and seller and selected items from the ISDA 2014 Credit Definition article II, such as the reference obligation and related terms.IndexReferenceInformation A class defining a Credit Default Swap Index.InitialMargin Defines initial margin applied to a repo transaction.InterestRatePayout A class to specify all of the terms necessary to define and calculate a cash flow based on a fixed, a floating or an inflation index rate.MandatoryEarlyTermination A class to define an early termination provision for which exercise is mandatory.MandatoryEarlyTerminationAdjustedDates A class defining the adjusted dates associated with a mandatory early termination provision.MultipleExercise A class defining multiple exercises.MultipleValuationDates NonNegativeQuantity Class to specify a quantity as a non-negative number, which condition is enforced through a data rule that only applies to the extending class.NonNegativeSchedule A class defining a schedule of non-negative rates or amounts in terms of an initial value and then a series of step date and value pairs.NonNegativeStep A class defining a step date and non-negative step value pair.NotionalStepRule A class defining a parametric representation for the notional step schedule, i.e.ObservationSource The observation source can be composed of an curve and/or and information source.Offset A class defining an offset used in calculating a new date relative to a reference date, e.g.OneWayProvisions A class to specify whether One Way Provisions apply in relation to the ISDA CSA for Initial Margin and, if yes, to specify the Posting Party.OptionDenomination Class which corresponds to the FpML OptionDenomination.model group.OptionSettlement The option settlement terms, which can either be cash, physical, or fx-based cash-settlement.PaymentCalculationPeriod A class defining the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.PaymentDates A class to specify the parameters to generate the payment date schedule, either through a parametric representation or by reference to other dates specified in the instance document (e.g.Payout A class to represent the set of future cashflow methodologies in the form of specific payout class(es) that can be associated for the purpose of specifying a financial product.Period A class to define recurring periods or time offsets.PhysicalExercise The physical exercise results into a financial product which is represented through the Product class, with an associated quantity and cashflow (e.g.PhysicalSettlementPeriod PortfolioState State-full representation of a Portfolio that describes all the positions held at a given time, in various states which can be either traded, settled, etc., with lineage information to the previous statePosition A Position describes how much of a given Product is being held and constitutes the atomic element of a Portfolio.PostingObligationsElection A class to specify the collateral posting obligations as specified under the terms of the ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (ii).Price A generic representation of price applicable to both derivatives and securities.ProcessAgentElection A class to specify the parties' respective elections with respect to the Process Agent as part of the English Law ISDA CSA.PubliclyAvailableInformation RateObservation A class defining parameters associated with an individual observation or fixing.ReferencePool This type contains all the reference pool items to define the reference entity and reference obligation(s) in the basket.RelatedAgreement A class to specify a related legal agreement.RelativeDates A class describing a set of dates defined as relative to another set of dates.ResetDates A class defining the parameters used to generate the reset dates schedule and associated fixing dates.ResetFrequency A class defining the reset frequency.ResetPrimitive The primitive event to represent a reset.ResolvablePayoutQuantity Generic class to specify the quantity for different payout legs in a contractual product, when that quantity can vary across payout legs or across time.RightsEvent A class to specify the Pledgor/Obligor/Chargor Rights Event election.Schedule A class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.SimmCalculationCurrency A class to specify the ISDA SIMM Calculation Currency as either the Base Currency or an alternative currency.SimmVersion A class to specify the ISDA SIMM version that applies to the ISDA 2018 CSA for Initial Margin.SimplePayment A class to specified payments in a simpler fashion than the Payment type.SingleValuationDate A class to specify the number of business days after satisfaction of all conditions to settlement.TerminationCurrencyAmendment A class to specify the Amendment to Termination Currency elections by the parties to the agreement.Tranche The class to represent a CDS Tranche.WeightedAveragingObservation A single weighted averaging observation. -
Classes in org.isda.cdm used by org.isda.cdm.validation.exists Class Description Account A class to specify an account as an account number alongside, optionally.AcctOwnr ActualPrice AdditionalDisruptionEvents A type for defining the Additional Disruption Events.AdditionalFixedPayments A class to specify the events that will give rise to the payment additional fixed payments.AdditionalRegime A class to specify the additional regulatory regime(s) that might be elected by the parties to a legal agreement where such provision exists, such as the ISDA 2016 and 2018 CSA for Initial Margin.AdditionalRepresentation A class to specify the Additional Representation.AdditionalRepresentationElection A class to specify the parties' Additional Representation(s) election.AdditionalRightsEvent A class to specify the Pledgor/Obligor/Chargor Additional Rights Event election.AdditionalTerminationEvent A class to specify an optional termination event, additional to the Termination Events that will be deemed an Access Condition (Initial Margin CSA) or a Specified Condition (Variation Margin CSA)AdditionalType The specification of the Additional Type of transaction that can require the collection or delivery of initial margin under a given regulatory regime for the purposes of Covered Transactions, as specified in ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (b)(B).Address A class to specify a post or street address.AddtlAttrbts AdjustableDate A class for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.AdjustableDates A class for defining a series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the dates.AdjustableOrAdjustedDate A class for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.AdjustableOrAdjustedOrRelativeDate This Rosetta class specifies the date as either an unadjusted, adjusted or relative date.AdjustableOrRelativeDate A class giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.AdjustableOrRelativeDates A class giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.AdjustedRelativeDateOffset A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date) plus optional date adjustments.Affirmation A class to specify a trade affirmation.AggregationParameters Parameters to be used to filter events that are relevant to a given portfolio in order to calculate the state of this portfolio.AllocationBreakdown AllocationInstructions AllocationOutcome A class to specify the allocated outcome as the combination of the previous Trade, which is either an execution or a contract and which state is specified as 'Allocated', and a set of Trade(s) of the same execution or contract type as before allocation.AllocationPrimitive The primitive event to represent a split/allocation of a trade.AmendmentEffectiveDate A class to specify the effective date of the Amendment to Termination Currency.AmericanExercise A class defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.AmountSchedule A class to specify a currency amount or a currency amount schedule.ApplicableRegime A class to specify the applicable regulatory regime(s) that parties to a legal agreement, such as the ISDA 2016 and 2018 CSA for Initial Margin, might be subject to.AppropriatedCollateralValuation A class to specify the Valuation of Appropriate Collateral that is applicable to the English Law ISDA CSA.Asian As per ISDA 2002 Definitions.AssetPool Characterizes the asset pool behind an asset backed bond.AssignedIdentifier A class to specify the identifier value and its associated version.AutomaticExercise A type to define automatic exercise of a swaption.AveragingObservationList An unordered list of weighted averaging observations.AveragingPeriod Period over which an average value is taken.AveragingSchedule Class to representing a method for generating a series of dates.Barrier As per ISDA 2002 Definitions.Basket BasketReferenceInformation CDS Basket Reference Information.BermudaExercise A class defining the Bermuda option exercise dates and the expiration date together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee.Bond A class to specify a bond as having a product identifier.BondChoiceModel Either a bond or convertible bond.BondEquityModel Bond equity model to value convertible bonds and modelled onto BondEquity.model in FpML.BondOptionStrike A class to specify the strike of a bond or convertible bond option.BondPriceAndYieldModel Bond price and yield valuation model for the security leg in a securities financing transaction, closely modelled onto the BondPriceAndYield.model in FpML.BondReference Reference to a bond underlier to represent an asset swap or Condition Precedent Bond.BondValuationModel Bond valuation model for the security leg in a securities financing transaction, closely modelled onto the BondCollateral.model in FpML.BrokerConfirmation Identifies the market sector in which the trade has been arranged.BusinessCenters A class for specifying the business day calendar location used in determining whether a day is a business day or not, either by specifying this business center by reference to an enumerated list that is maintained by the FpML standard, or by reference to such specification when it exists elsewhere as part of the instance document.BusinessCenterTime A class for defining a time with respect to a business day calendar location.BusinessDateRange A class defining a range of contiguous business days by defining an unadjusted first date, an unadjusted last date and a business day convention and business centers for adjusting the first and last dates if they would otherwise fall on a non business day in the specified business centers.BusinessDayAdjustments A class defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business center.BusinessUnit A class to specify an organizational unit.BuyerSeller This class corresponds to the FpML BuyerSeller.model construct.Buyr CalculationAgent A class defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.CalculationAgentModel This class corresponds to the FpML CalculationAgent.model.CalculationAmount CalculationCurrencyElection A class to specify the SIMM Calculation Currency elections by each party to the agreement.CalculationDateLocation A class to specify the Calculation Date Location election for the respective parties to the legal agreement.CalculationDateLocationElection A class to specify each of the party elections with respect to the Calculation Date Location.CalculationPeriod A class defining the parameters used in the calculation of a fixed or floating rate calculation period amount.CalculationPeriodBase The calculation period adjusted start and end dates, which are the baseline arguments needed to compute an interest accrual calculation.CalculationPeriodData CalculationPeriodDates A class for defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.CalculationPeriodFrequency A class to specify the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and their roll date convention.CalendarSpread A type for defining a calendar spread feature.CancelableProvision A class defining the right of a party to cancel a swap transaction on the specified exercise dates.CancelableProvisionAdjustedDates A class to define the adjusted dates for a cancelable provision on a swap transaction.CancellationEvent The adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date.Cashflow A class to specify a cashflow, i.e.CashflowRepresentation A class defining the cashflow representation of a swap trade.CashPriceMethod A type defining the parameters necessary for each of the ISDA cash price methods for cash settlement.CashSettlementPaymentDate A class defining the cash settlement payment date(s) as either a set of explicit dates, together with applicable adjustments, or as a date relative to some other (anchor) date, or as any date in a range of contiguous business days.CashSettlementReferenceBanks A class defining the list of reference institutions polled for relevant rates or prices when determining the cash settlement amount for a product where cash settlement is applicable.CashSettlementTerms In FpML, PhysicalSettlementTerms and CashSettlementTerms extend SettlementTerms.CashTransferBreakdown CashTransferComponent ChargorPostingObligations A class to specify the chargor(s) collateral posting obligations as specified under the terms of the English Law ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (ii).CleanOrDirtyPrice Class specifying the bond price as either clean or dirty in a bond valuation model.CleanPrice Class to specify the clean price of a bond in a bond valuation model, with accruals presented separately, and modelled onto the cleanPrice model in BonPriceAndYield.model in FpML.ClosedState A class to qualify the closed state of an execution or a contract through the combination or a state (e.g.Collateral A type for defining the obligations of the counterparty subject to credit support requirements.CollateralManagementAgreement A class to specify the Collateral Management Agreement election by the respective parties to a Japanese Law ISDA CSA.CollateralManagementAgreementElection A class to specify the Collateral Management Agreement election by each party as the Obligee.CollateralManagementArrangement A class to specify the Collateral Management Arrangement elections in accordance with the ISDA Japanese Law CSA.CollateralManagementArrangementElection A class to specify the election to specify the Collateral Management Arrangement.CollateralManager A class to specify the Collateral Manager election by the respective parties to a Japanese Law ISDA CSA.CollateralManagerElection A class to specify the Collateral Manager election by each party as the Obligee.CollateralRounding A class to specify the rounding methodology applicable to the Delivery Amount and the Return Amount in terms of nearest integral multiple of Base Currency units.Commodity A class to specify a commodity asset.CommoditySet CommodityTransferBreakdown CommodityTransferComponent Composite Specifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront.ComputedAmount A class to specify the outcome of a computed amount, for testing purposes.Conditions A class to specify each party's election with respect to the Termination Events that will be deemed an Access Condition (Initial Margin CSA) or a Specified Condition (Variation Margin CSA).ConditionsElections A class to specify the Termination Events that will be deemed an Access Condition (Initial Margin CSA) or a Specified Condition (Variation Margin CSA).ConditionsPrecedent A class to specify the two set of elections that may overwrite the default Condition Precedent provision as specified in Paragraph 4, (a) of the ISDA 2016 Credit Support Annex for Initial Margin and the ISDA 2016 Credit Support Annex for Variation Margin.Confirmation A class to specify a trade confirmation.ConstituentWeight A class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.ContactElection A class to specify the parties' election to specify contact information, in relation to elections such as the Addresses for Transfer or the Demand and Notices as specified in the ISDA Credit Support Annex agreement.ContactInformation A class to specify contact information associated with a party: telephone, postal/street address, email and web page.Contract A class to specify a financial contract object, which can be invoked either within the context of an event, or independently from it.ContractFormation Specification of the primitive event for the formation of a contract, with 'before' state being an 'ExecutionState' and 'after' state being a 'PostInceptionState'.ContractState A class to specify a contract state instantiation with respect to the before and/or after state of lifecycle events.ContractualMatrix ContractualProduct A class to specify the contractual products' economic terms, alongside their product identification and product taxonomy.ContractualQuantity [SCHEDULED FOR DEPRECATION: Class to be emptied-out as products get progressively migrated to the restructured quantity mechanism.] A class to specify the quantity or notional amount that is associated with a contractual product and that is the base for the payout calculation.ContractualTermsSupplement A contractual supplement (such as those published by ISDA) and its publication date that will apply to the trade.ConvertibleBond A class to specify a convertible bond as having a product identifier.CreditDefaultPayout The credit default payout specification provides the details necessary for determining when a credit payout will be triggered as well as the parameters for calculating the payout and the settlement terms.CreditEventNotice CreditEvents A class to specify the applicable Credit Events that would trigger a settlement, as specified in the related Confirmation and defined in the ISDA 2014 Credit Definition article IV section 4.1.CreditLimit A class to specify the credit limit, to be used in the context of the clearing workflow.CreditLimitInformation A class to represent the credit limit utilisation information.CreditLimitUtilisation Credit limit utilisation breakdown by executed trades and pending orders.CreditLimitUtilisationPosition CreditNotation A class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications.CreditNotations The credit rating notation higher level construct, which provides the ability to specify multiple rating notations.CreditRatingDebt The credit rating debt type(s) associated with the credit rating notation and scale.CreditSupportAgreement The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.CreditSupportObligationsInitialMargin A class to specify the Credit Support Obligations applicable to the Initial Margin Credit Support Annex and which are common among the English, Japanese and New York governing laws.CreditSupportObligationsVariationMargin A class to specify the Credit Support Obligations applicable to the Variation Margin Credit Support Annex and which are common among the English, Japanese and New York governing laws.CrossCurrencyMethod A class to represent the cash settlement method defined in the 2006 ISDA Definitions, Section 18.3.CrossCurrencyTerms CrossRate A class that is used for including the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.Csa2016 An abstract class to specify the provisions for the 2016 ISDA Credit Support Annex that are common among governing laws and across Initial and Variation Margin.CsaInitialMargin2016 An abstract class to specify the provisions for the 2016 ISDA Credit Support Annex for Initial Margin that are common among governing laws.CsaInitialMargin2016JapaneseLaw A class to specify the provisions that are specific to the Japanese Law version of the ISDA 2016 Credit Support Annex for Initial Margin.CsaInitialMargin2016NewYorkLaw A class to specify the provisions that are specific to the New York Law version of the ISDA 2016 Credit Support Annex for Initial Margin.CsaVariationMargin2016 An abstract class to specify the provisions for the 2016 ISDA Credit Support Annex for Variation Margin that are common among governing laws.CsaVariationMargin2016NewYorkLaw A class to specify the provisions that are specific to the New York Law version of the ISDA 2016 Credit Support Annex for Variation Margin.CsdInitialMargin2016EnglishLaw A class to specify the provisions that are specific to the English Law version of the ISDA 2016 Credit Support Deed for Initial Margin.Curve CustodianEvent A class to specify the Custodian Event (English Law & New York Law ISDA CSA) and the Collateral Manager Event (Japanese Law ISDA CSA) in terms of applicability and end-date.CustodianEventEndDate A class to specify the Custodian Event (English Law & New York Law ISDA CSA) or Collateral Manager Event (Japanese Law ISDA CSA) End Date.CustodianRisk A class to specify the Custodian Risk (English Law and New York Law ISDA CSA) and the Collateral Manager Risk (Japanese Law ISDA CSA) election.CustodianTerms A class to specify the requirements applicable to the custodian with respect to the holding of posted collateral.CustodyArrangements A class to specify the Custody Arrangements for the English Law and New York Law ISDA Credit Support Annex.CustodyArrangementsElection A class to specify the Custody Arrangements election by each party to the agreement: custody agent and account(s) identification, as well as custodian risk qualification.CustomisableOffset A class to specify an offset either as a normalized [multiplier, period, dayType] or as a custom provision of type string.CustomisedWorkflow In its initial iteration, this class is meant to support the DTCC TIW workflow information.DateList List of dates.DateRange A class defining a contiguous series of calendar dates.DateRelativeToCalculationPeriodDates A class to provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.DateRelativeToPaymentDates A class to provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.DateTimeList List of dateTimes.DeliverableObligations A class to specify all the ISDA terms relevant to defining the deliverable obligations.DeliveryAmount A class to specify the application of Interest Amount with respect the Delivery Amount.DerivInstrmAttrbts DeterminationMethod The purpose of this class is to be extended by the Price and EquityValuation classes.DiscountingMethod A class defining discounting information.DisputeResolution A class to specify the election terms under which a party disputes (i) the Calculation Agent’s calculation of a Delivery Amount or a Return Amount, or (ii) the Value of any Transfer of Eligible Credit Support or Posted Credit Support.DistributionAndInterestPayment A class to specify the Distributions and Interest Payment provisions applicable to the Japanese Law ISDA 2016 CSA for Initial Margin and the New York Law ISDA 2016 CSA for Variation Margin.DividendCurrency A class to specify the currency in which the dividends will be denominated, i.e.DividendDateReference A class to specify the dividend date by reference to another date, with the ability to apply and offset.DividendPaymentDate A class describing the date on which the dividend will be paid/received.DividendPayout A class describing the dividend payout ratio associated with an equity underlier.DividendReturnTerms A class describing the conditions governing the payment of dividends to the receiver of the equity return, with the exception of the dividend payout ratio, which is defined for each of the underlying components.Document Documentation A class for specifying the legal agreements that govern the contract, either as a reference to such agreements when specified as part of the CDM, or through identification of some of the key terms of those documents, such as the type of document, the document identifier, the publisher, the document vintage and the agreement date.DocumentationIdentification A class for defining the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.EarlyTerminationEvent A class to define the adjusted dates associated with an early termination provision.EarlyTerminationProvision A class defining an early termination provision for a swap.EconomicTerms This class represents the full set of price-forming features associated with a contractual product: the payout component, the notional/quantity, the effective and termination date and the date adjustment provisions when applying uniformily across the payout components.ElectiveAmountElection A class to specify the party elective amounts which can be used for the purpose of specifying elections such as the ISDA CSA Threshold and Minimum Transfer Amount.EligibilityToHoldCollateral A class to specify the conditions under which a party and its custodian(s) are entitled to hold collateral.EligibleCollateral The collateral eligibility as a function of the types of asset, the maturity and rating terms.EligibleCollateralVariationMargin A class to specify the eligible collateral elections by the respective parties to the Credit Support Annex for Variation Margin.EligibleCollateralVariationMarginElection A class to specify the parties' elections with respect to the eligible collateral for each of the respective parties when acting as a pledgor/chargor/obligor.EligibleCurrencyInterestRate A class to specify the interest rate associated with initial margin collateral.Equity A class to specify an equity as having a product identifier.EquityCorporateEvents A class for defining the merger events and their treatment.EquityMasterConfirmation Specification for General Terms and Elections of an Equity Master Confirmation that is applicable across multiple Equity confirmations and is referenced by each of these confirmations, an example of which being the 2018 ISDA CDM Equity Confirmation for Security Equity Swap.EquityPayout The equity payout specification terms.EquitySwapMasterConfirmation2018 Specification for the General Terms and Relationship Supplement Elections as provided in the 2018 ISDA CDM Equity Confirmation for Security Equity Swap.EquityValuation A class for defining how and when an equity option or equity swap is to be valued.EuropeanExercise A class defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.Event A class to specify the lifecycle event.EventEffect The set of operational and positional effects associated with a lifecycle event, alongside the reference to the contract reference(s) that is subject to the event (and is positioned in the before state of the event primitive).EventTestBundle A class which combines several events for testing purposes.EventTimestamp A class to represent the various set of timestamps that can be associated with lifecycle events, as a collection of [dateTime, qualifier].EventWorkflow A class to specify workflow information, which is conceptually applicable to all lifecycle events.ExchangeRate A class that is used for describing the exchange rate for a particular transaction.ExchangeTradedFund A class to specify an ETF as having a product identifier.ExctgPrsn ExecutingEntity Execution A class to specify an execution, which consists essentially in the economic terms which are agreed between the parties, alongside with the qualification of the type of execution.ExecutionPrimitive Specification of the primitive event for an execution, with 'after' state being an ExecutionState and the 'before' state being Null.ExecutionQuantity Class to specify the executed quantity of a product, provided as (possibly multiple) quantity notations, plus additional information regarding potential future quantity adjustments.ExecutionState A class to specify an execution instantiation with respect to the before and/or after state of lifecycle events.ExerciseEvent A class defining the adjusted dates associated with a particular exercise event.ExerciseFee A class defining the fee payable on exercise of an option.ExerciseFeeSchedule A class to define a fee or schedule of fees to be payable on the exercise of an option.ExerciseNotice A class defining to whom and where notice of execution should be given.ExerciseOutcome The exercise outcome combines the option contract (which states would be 'Exercised' in case of a full exercise and which would have a reduced notional in case of partial exercise) and either a physical or partial exercise.ExercisePeriod This defines the time interval to the start of the exercise period, i.e.ExercisePrimitive This primitive leverages the FpML OptionExercise construct, except for the exerciseTiming which is deemed as associated to a request for exercise that is meant to take place, as opposed to the actual exercise event.ExerciseProcedure A class describing how notice of exercise should be given.ExtendibleProvision A class defining an option to extend an existing swap transaction on the specified exercise dates for a term ending on the specified new termination date.ExtendibleProvisionAdjustedDates A class defining the adjusted dates associated with a provision to extend a swap.ExtensionEvent A class to define the adjusted dates associated with an individual extension event.ExtraordinaryEvents Where the underlying is shares, defines market events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.FailureToPay FallbackReferencePrice The method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.FeaturePayment Payment made following trigger occurrence.FinalCalculationPeriodDateAdjustment A class to define business date convention adjustment to final payment period per leg.FinInstrm FinInstrmGnlAttrbts FinInstrmRptgTxRpt FloatingAmountEvents A class to specify the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement.FloatingAmountProvisions FloatingRate A class defining a floating interest rate through the specification of the floating rate index, the tenor, the multiplier schedule, the spread, the qualification of whether a specific rate treatment and/or a cap or floor apply.FloatingRateDefinition A class defining parameters associated with a floating rate reset.FloatingRateSpecification A class to specify the floating interest rate by extending the floating rate definition with a set of attributes that specify such rate: the initial value specified as part of the trade, the rounding convention, the averaging method and the negative interest rate treatment.ForeignExchange From FpML: A type defining either a spot or forward FX transactions.ForwardPayout Representation of a forward settling payout.Frequency A class for defining a date frequency, e.g.FutureValueAmount A class defining a currency amount as at a future value date.FxCashSettlement A class that is used for describing cash settlement of an option / non deliverable forward.FxFeature A type for defining FX Features.FxFixing A class that specifies the source for and timing of a fixing of an exchange rate.FxFixingDate A class that is extending the Offset structure for providing the ability to specify an FX fixing date as an offset to dates specified somewhere else in the document.FxHaircutCurrency A class to specify the reference currency for the purpose of specifying the FX Haircut relating to a posting obligation, as being either the Termination Currency or an FX Designated Currency.FxInformationSource Information source specific to Foreign Exchange products.FxLinkedNotionalAmount A class to describe the cashflow representation for FX linked notionals.FxLinkedNotionalSchedule A class to describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.FxRate A class describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.FxRateSourceFixing Describes a rate source to be fixed and the date the fixing occursFxSettlementRateSource The source of the Foreign Exchange settlement rate.FxSpotRateSource A class defining the rate source and fixing time for an FX rate.GeneralTerms A class specifying a set of non-monetary terms for the Credit Derivative Transaction, including the buyer and seller and selected items from the ISDA 2014 Credit Definition article II, such as the reference obligation and related terms.GracePeriodExtension HoldingAndUsingPostedCollateral A class to specify the elections for the holding and using of posted collateral by the respective parties to the Credit Support Annex for Variation Margin.HoldingAndUsingPostedCollateralElection A class to specify the parties' elections related to the holding and using of posted collateral.Id IdentifiedProduct An abstract class to specify a product which terms are abstracted through reference data.Identifier A class to specify a generic identifier, applicable to CDM artefacts such as executions, contracts, lifecycle events and legal documents.Inception The primitive event for the inception of a new contract between parties.IndependentAmount A class specifying the Independent Amount as the combination of a payer/receiver, a payment amount, a payment date and an associated payment calculation rule.Index A class to specify an index as having a product identifier.IndexAdjustmentEvents Defines the specification of the consequences of Index Events as defined by the 2002 ISDA Equity Derivatives Definitions.IndexReferenceInformation A class defining a Credit Default Swap Index.Indx IneligibleCreditSupport A class to specify the parties to which the provisions of Paragraph 11(g) of the ISDA 2016 Credit Support Annex for Variation Margin will apply to.InflationRateSpecification A class to specify the inflation rate.InformationSource A class defining the source for a piece of information (e.g.InitialFixingDate A CDM class which purpose is to specify the initial fixing date either alongside the FpML interest rate specification as an offset of another date, or alongside the credit derivative specification as an unadjusted date.InitialMargin Defines initial margin applied to a repo transaction.InitialMarginCalculation Defines the initial margin calculation applicable to a single piece of collateral.InterestAdjustment A class to specify whether the Interest Adjustment is applicable and what its periodicity is.InterestAdjustmentPeriodicity A class to specify the Interest Adjustment periodicity either through a standardized election or a custom one.InterestAmount A class to specify the application of Interest Amount with respect to the Delivery Amount and the Return Amount.InterestRateCurve InterestRatePayout A class to specify all of the terms necessary to define and calculate a cash flow based on a fixed, a floating or an inflation index rate.InterestShortFall A class to specify the interest shortfall floating rate payment event.InvstmtDcsnPrsn IssuerTradeId A class for a two-parts identifier, such as a USI.Knock Knock In means option to exercise comes into existence.LastRegularPaymentDate A class which purpose is to provide the ability into the seemingly incompatible representations of the interest rate and equity last payment date.LegalAgreement A class to specify the elections and variables that characterize a legal agreement.LegalAgreementBase A class describing the legal agreement baseline information, other than the specialized elections: type of legal agreement, agreement date and effective date, parties to the agreement, ...LegalAgreementType A class to specify the type of legal agreement, which is extended by each legal agreement instance, such as the ISDA 2016 CSA for Initial Margin.LegalEntity A class to specify a legal entity, with a required name and an optional entity identifier (such as the LEI).LimitApplicable LimitApplicableExtended A class to represent the CDM attributes that are not part of the FpML standard.Lineage A class to provide lineage information across lifecycle events through a pointer or set of pointers into the event(s), contract(s) and, possibly, payout components that the event is dependent on or relates to.Loan LoanParticipation A class to specify loan with a participation agreement whereby the buyer is capable of creating, or procuring the creation of, a contractual right in favour of the seller that provides the seller with recourse to the participation seller for a specified share in any payments due under the relevant loan which are received by the participation seller.MakeWholeAmount A class to specify the amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date (typically applicable to the convertible bond options).MandatoryEarlyTermination A class to define an early termination provision for which exercise is mandatory.MandatoryEarlyTerminationAdjustedDates A class defining the adjusted dates associated with a mandatory early termination provision.ManualExercise A class defining manual exercise, i.e.MasterAgreement A class for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.MasterConfirmation A class for defining the master confirmation agreement executed between the parties.MasterConfirmationBase Legal agreement specification for General Terms and Elections that are applicable across multiple confirmations and are referenced by these confirmations.MessageInformation This class corresponds to the components of the FpML MessageHeader.model.Method A class to specify the ISDA SIMM as the Method for all Covered Transactions with respect to all Regimes.MinimumTransferAmount A class to specify amount of exposure reached before collateral has to be posted or returned.Money A class defining a currency amount.MortgageBackedSecurity MultipleCreditNotations A class to specify multiple credit notations alongside a conditional 'any' or 'all' qualifier.MultipleDebtTypes A class to specify multiple credit debt types alongside a conditional 'any' or 'all' qualifier.MultipleExercise A class defining multiple exercises.MultipleValuationDates MutualFund A class to specify a mutual fund as having a product identifier.NaturalPerson A class to represent the attributes that are specific to a natural person.NaturalPersonRole A class to specify the role(s) that natural person(s) may have in relation to the contract.New Nm NonDeliverableSettlement A class defining the parameters used when the reference currency of the payout is non-deliverable.NonNegativeAmountSchedule A class defining a currency amount or a currency amount schedule.NonNegativeQuantity Class to specify a quantity as a non-negative number, which condition is enforced through a data rule that only applies to the extending class.NonNegativeQuantitySchedule Class to specify a non-negative quantity schedule, which is used to define the quantity of a payout leg.NonNegativeSchedule A class defining a schedule of non-negative rates or amounts in terms of an initial value and then a series of step date and value pairs.NonNegativeStep A class defining a step date and non-negative step value pair.NonNegativeStepSchedule Class to specify a non-negative schedule as a schedule of steps, typically used to define a payout leg with variable quantity.NotDomesticCurrency A class to specify the ISDA 2003 Term: Not Domestic Currency.NotificationTime A class to specify the time by which a demand for the Transfer of Eligible Credit Support (IM) or Posted Credit Support (IM) needs to be made in order for the transfer to take place in accordance with the Transfer Timing provisions.NotificationTimeElection A class to specify the notification time election by the respective parties to the agreement.NotifyingParty NotionalSchedule A class specifying the notional amount or notional amount schedule associated with a contractual product.NotionalStepRule A class defining a parametric representation for the notional step schedule, i.e.Obligations A class to specify the underlying obligations of the reference entity on which protection is purchased or sold through the Credit Default Swap.ObligorPostingObligations A class to specify the obligor(s) collateral posting obligations in accordance with the terms of the Japanese Law ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (ii).ObservationPrimitive A class to specify the primitive object to specify market observation events, which is applicable across all asset classes.ObservationSource The observation source can be composed of an curve and/or and information source.Offset A class defining an offset used in calculating a new date relative to a reference date, e.g.OneWayProvisions A class to specify whether One Way Provisions apply in relation to the ISDA CSA for Initial Margin and, if yes, to specify the Posting Party.OptionalEarlyTermination A class defining an early termination provision where either or both parties have the right to exercise.OptionalEarlyTerminationAdjustedDates A class defining the adjusted dates associated with an optional early termination provision.OptionCashSettlement A class to define the cash settlement terms for a product where cash settlement is applicable.OptionDenomination Class which corresponds to the FpML OptionDenomination.model group.OptionExercise A class to represent the applicable terms to qualify an option exercise: the option style (e.g.OptionFeature A class for defining option features.OptionPayout The option payout specification terms.OptionPhysicalSettlement OptionSettlement The option settlement terms, which can either be cash, physical, or fx-based cash-settlement.OptionStrike A class to specify the option strike.OptionStyle The qualification of the option style: American, Bermuda or European.OrdrTrnsmssn OtherAgreement A class for defining an agreement executed between parties.OtherEligibleAndPostedSupport A class to specify the Other Eligible Support elections associated with Japanese and New York Law Initial and Variation margin agreements.Othr PackageInformation A class defining additional information that may be recorded alongside a transaction package.PartialExercise A class defining partial exercise.Party A class to specify a party, without a qualification as to whether this party is a legal entity or a natural person, although the model provides the ability to associate a person (or set of persons) to a party, which use case would imply that such party would be a legal entity (even if not formally specified as such).PartyAgreementIdentifier A class defining a legal agreement identifier issued by the indicated party.PartyContactInformation A class to specify contact information within a party: address and, optionally, associated business unit and person.PartyContractInformation A class defining party-specific additional information that may be recorded with respect to a contract.PartyCustomisedWorkflow A class to specify a party-related, non-standardized data in a generic form.PartyRole A class to specify the role(s) that party(ies) may have in relation to the execution, contract or other legal agreement.PartyTerminationCurrency A class to specify the Termination Currency election by the respective parties to the agreement.PassThrough Type which contains pass through payments.PassThroughItem Class to represent a single pass through payment.PayerReceiver A class to represent the FpML PayerReceiver.model.PaymentCalculationPeriod A class defining the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.PaymentDates A class to specify the parameters to generate the payment date schedule, either through a parametric representation or by reference to other dates specified in the instance document (e.g.PaymentDetail PaymentDiscounting This class corresponds to the FpML PaymentDiscounting.model group for representing the discounting elements that can be associated with a payment.PaymentRule A class defining the payment calculation rule.Payout A class to represent the set of future cashflow methodologies in the form of specific payout class(es) that can be associated for the purpose of specifying a financial product.PayoutBase Base class that all payout types should extend.PCDeliverableObligationCharac A class to specify the Partial Cash Deliverable Obligation Characteristic.PercentageRule A class defining a content model for a calculation rule defined as percentage of the notional amount.Period A class to define recurring periods or time offsets.PhysicalExercise The physical exercise results into a financial product which is represented through the Product class, with an associated quantity and cashflow (e.g.PhysicalSettlementPeriod PhysicalSettlementTerms In FpML, PhysicalSettlementTerms and CashSettlementTerms extend SettlementTerms.PledgorPostingObligations A class to specify the pledgor(s) collateral posting obligations as specified under the terms of the New York Law ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (ii).Portfolio A Portfolio represents an aggregation of multiple Positions, by describing the parameters that this Portfolio should be aggregated based on.PortfolioState State-full representation of a Portfolio that describes all the positions held at a given time, in various states which can be either traded, settled, etc., with lineage information to the previous statePosition A Position describes how much of a given Product is being held and constitutes the atomic element of a Portfolio.PostInceptionState PostingObligationsElection A class to specify the collateral posting obligations as specified under the terms of the ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (ii).PremiumExpression This class corresponds to the FpML Premium.model group for representing the option premium when expressed in a way other than an amount.Pric Price A generic representation of price applicable to both derivatives and securities.PriceReturnTerms PriceSourceDisruption A class defining the parameters used to get a price quote to replace the settlement rate option that is disrupted.PrimitiveEvent A class to specify the set of elemental/primitives components that are used to specify lifecycle events.PrincipalExchange A class for defining a principal exchange amount and adjusted exchange date.PrincipalExchanges A class defining which principal exchanges occur for the stream.ProcessAgent A class to specify the Process Agent that might be appointed by the parties to the agreement in accordance with the ISDA 2016 English Law CSA, paragraph 11(h).ProcessAgentElection A class to specify the parties' respective elections with respect to the Process Agent as part of the English Law ISDA CSA.Product A class to represent a financial product.ProductIdentification A class to combine the CDM product qualifier with other product qualifiers, such as the FpML ones.ProductIdentifier The product identifier, composed of an identifier, a source and a product taxonomy.ProductTaxonomy The product taxonomy, which is composed of a taxonomy value and a taxonomy source.ProtectionTerms A class to specify the terms for calculating a payout to protect the buyer of the swap in the case of a qualified credit event.Prsn PubliclyAvailableInformation Qty Quantity A class to specify an amount/number of securities or tangible assets such as a commodity product.QuantityChangePrimitive The primitive event to represent a change in quantity or notional.QuantityMultiplier Class to specify a mechanism for a quantity to be set as a multiplier to another (reference) quantity, based on a price observation.QuantityNotation Class to specify the quantity of a product as a single, non-negative amount, characterised with a notation enumeration to indicate the type of quantity being specified.Quanto Determines the currency rate that the seller of the equity amounts will apply at each valuation date for converting the respective amounts into a currency that is different from the currency denomination of the underlier.QuotedCurrencyPair A class that describes the composition of a rate that has been quoted or is to be quoted.RateObservation A class defining parameters associated with an individual observation or fixing.RateSpecification A class to specify the fixed interest rate, floating interest rate or inflation rate.ReferenceBank A class to describe an institution (party) identified by means of a coding scheme and an optional name.ReferenceInformation A class specifying the Credit Default Swap Reference Information.ReferenceObligation A class to specify the reference obligation that is associated with a credit derivative instrument.ReferencePair ReferencePool This type contains all the reference pool items to define the reference entity and reference obligation(s) in the basket.ReferencePoolItem This type contains all the constituent weight and reference information.ReferenceSwapCurve A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.RefRate Regime A class to specify the regulatory regimes elections by the respective parties a legal agreement.RegimeElection A class to specify the parties' respective elections with respect to the applicable regulatory regime(s) in their capacity as Secured Party (English Law & New York Law) or Obligee (Japanese Law).RegimeTerms A class that is used by the ApplicableRegime and the AdditionalRegime classes to specify the regulatory regime terms which are referred to as part of certain legal agreements, such as such as the ISDA 2016 and 2018 CSA for Initial Margin.RelatedAgreement A class to specify a related legal agreement.RelatedParty RelativeDateOffset A class defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date).RelativeDates A class describing a set of dates defined as relative to another set of dates.RelativePrice Bond price relative to a benchmark, as in a convertible bond.Representations ResetDates A class defining the parameters used to generate the reset dates schedule and associated fixing dates.ResetFrequency A class defining the reset frequency.ResetPrimitive The primitive event to represent a reset.ResolvablePayoutQuantity Generic class to specify the quantity for different payout legs in a contractual product, when that quantity can vary across payout legs or across time.Resource Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information).ResourceLength A class to indicate the length of the resource.Restructuring ReturnAmount A class to specify the application of Interest Amount with respect the Return Amount.RightsEvent A class to specify the Pledgor/Obligor/Chargor Rights Event election.Rounding A class defining a rounding direction and precision to be used in the rounding of a rate.Schedule A class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.SchmeNm Security SecurityLeg Terms defining a security leg in a securities financing transaction, which can either be the near leg or the far leg and is closely modelled onto the nearLeg and farLeg types in FpMLSecurityPayout Security payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.SecurityTransferBreakdown SecurityTransferComponent SecurityValuation Terms defining the security valuation method as part of a security leg in a securities fianncing transaction and closely modelled onto the CollateralValuation type in FpML.SecurityValuationModel The security valuation model choice, which can either be based on nominal amount as for a bond, or on the number of contract units as for equity.Sellr SensitivityMethodology A class to specify the methodology according to which sensitivities to (i) equity indices, funds and ETFs, and (ii) commodity indices are computed.SettledEntityMatrix A class to specify the Relevant Settled Entity Matrix.SettlementBase A base class to be extended by the SettlementTerms, CashSettlementTerms and PhysicalSettlementTerms classes.SettlementProvision A class defining the specification of settlement terms, occurring when the settlement currency is different to the notional currency of the trade.SettlementRateSource A class describing the method for obtaining a settlement rate.SettlementTerms A class to specify the settlement terms.SimmCalculationCurrency A class to specify the ISDA SIMM Calculation Currency as either the Base Currency or an alternative currency.SimmException A class to specify the SIMM exception to the regulatory regime clause of the ISDA 2016 and 2018 CSA for Initial Margin as either a normalized value specified as part of an enumeration or a customized value specified of type string.SimmVersion A class to specify the ISDA SIMM version that applies to the ISDA 2018 CSA for Initial Margin.SimplePayment A class to specified payments in a simpler fashion than the Payment type.SingleUnderlier SingleValuationDate A class to specify the number of business days after satisfaction of all conditions to settlement.Sngl SpecifiedCurrency SpecifiedSimmVersion A class to specify the ISDA SIMM version applicable to one of the parties to the CSA agreement that will then be the relevant version for that CSA.SpreadSchedule Adds an optional spread type element to the Schedule to identify a long or short spread value.Step A class defining a step date and step value pair.StrategyFeature A class for defining option strategy features.Strike A class describing a single cap or floor rate.StrikeSchedule A class describing a schedule of cap or floor rates.StrikeSpread A class for defining a strike spread feature.StubCalculationPeriodAmount A class defining how the initial or final stub calculation period amounts is calculated.StubFloatingRate A class defining a floating rate.StubPeriod A class defining how the initial or final stub calculation period amounts is calculated.StubValue A type defining how a stub calculation period amount is calculated.Substitution A class to specify the conditions under which the Pledgor can substitute posted collateral.SwapCurveValuation A class to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.Swp SwpIn SwpOut TelephoneNumber A class to specify a telephone number as a type of phone number (e.g.Term TerminationCurrencyAmendment A class to specify the Amendment to Termination Currency elections by the parties to the agreement.TerminationCurrencyElection A class to specify the Amendment to Termination Currency election by the parties to the agreement.TermsChangePrimitive The primitive event to represent change(s) to the contractual terms and the clearing submission and acceptance process.Threshold A class to specify the unsecured credit exposure that each party to the agreement is prepared to accept before asking for collateral.TimeZone The time alongside with the timezone location information.Trade A class to represent the general trade concept, which can either be an execution or a contract.TradeDate A class to specify the contract's trade date alongside an identifier.TradeWarehouseWorkflow A class to specify trade warehouse workflow information: the identity of the trade warehouse, the contract status at the warehouse and party-specific workflow information.Tranche The class to represent a CDS Tranche.TransactedPrice A class to represent the transacted price attributes that are positioned as part of the FpML FeeLeg.TransferBase TransferBreakdown TransferCalculation TransferorTransferee A class mimicking the PayerReceiver, which is itself derived from the FpML PayerReceiver.model, to represent the transferee and transferor party information in relation to the transfer of security or commodities.TransferPrimitive A class to specify the transfer of assets between parties, those assets being either cash, securities or physical assets.Trigger Trigger point at which feature is effective.TriggerEvent Observation point for trigger.Tx UmbrellaAgreement A class to specify a set of legal entities which are part of a legal agreement beyond the two contracting parties to that agreement.UmbrellaAgreementEntity A class to specify the legal entities that are part of the umbrella agreement.Underlier A class describing the whole set of possible underliers: single underliers or multiple underliers, each of these having either security or index components.UndrlygInstrm UnitContractValuationModel Unit contract model for security valuation, e.g.ValuationDate ValuationPostponement Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption.Velocity Warrant A class to specify a warrant as having a product identifier.WeightedAveragingObservation A single weighted averaging observation.YieldCurveMethod A class defining the parameters required for each of the ISDA defined yield curve methods for cash settlement.