Account |
A class to specify an account as an account number alongside, optionally.
|
Account.AccountBuilder |
|
AcctOwnr |
|
AcctOwnr.AcctOwnrBuilder |
|
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 |
|
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 |
|
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 |
|
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 |
|
AssetPool |
Characterizes the asset pool behind an asset backed bond.
|
AssetPool.AssetPoolBuilder |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
CdmRuntimeModule |
|
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 |
|
Collateral |
A type for defining the obligations of the counterparty subject to credit support requirements.
|
Collateral.CollateralBuilder |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
DerivInstrmAttrbts |
|
DerivInstrmAttrbts.DerivInstrmAttrbtsBuilder |
|
DeterminationMethod |
The purpose of this class is to be extended by the Price and EquityValuation classes.
|
DeterminationMethod.DeterminationMethodBuilder |
|
DiscountingMethod |
A class defining discounting information.
|
DiscountingMethod.DiscountingMethodBuilder |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 occurs
|
FxRateSourceFixing.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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
LimitApplicable |
|
LimitApplicable.LimitApplicableBuilder |
|
LimitApplicableExtended |
A class to represent the CDM attributes that are not part of the FpML standard.
|
LimitApplicableExtended.LimitApplicableExtendedBuilder |
|
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 |
|
MasterAgreement |
A class for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
|
MasterAgreement.MasterAgreementBuilder |
|
MasterConfirmation |
A class for defining the master confirmation agreement executed between the parties.
|
MasterConfirmation.MasterConfirmationBuilder |
|
MasterConfirmationBase |
Legal agreement specification for General Terms and Elections that are applicable across multiple confirmations and are referenced by these confirmations.
|
MasterConfirmationBase.MasterConfirmationBaseBuilder |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
OrdrTrnsmssn |
|
OrdrTrnsmssn.OrdrTrnsmssnBuilder |
|
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 |
|
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 |
|
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 |
|
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 |
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PayerReceiver |
A class to represent the FpML PayerReceiver.model.
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PayerReceiver.PayerReceiverBuilder |
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PaymentCalculationPeriod |
A class defining the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.
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PaymentCalculationPeriod.PaymentCalculationPeriodBuilder |
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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.
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PaymentDates.PaymentDatesBuilder |
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PaymentDetail |
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PaymentDetail.PaymentDetailBuilder |
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PaymentDiscounting |
This class corresponds to the FpML PaymentDiscounting.model group for representing the discounting elements that can be associated with a payment.
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PaymentDiscounting.PaymentDiscountingBuilder |
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PaymentRule |
A class defining the payment calculation rule.
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PaymentRule.PaymentRuleBuilder |
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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.
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Payout.PayoutBuilder |
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PayoutBase |
Base class that all payout types should extend.
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PayoutBase.PayoutBaseBuilder |
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PCDeliverableObligationCharac |
A class to specify the Partial Cash Deliverable Obligation Characteristic.
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PCDeliverableObligationCharac.PCDeliverableObligationCharacBuilder |
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PercentageRule |
A class defining a content model for a calculation rule defined as percentage of the notional amount.
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PercentageRule.PercentageRuleBuilder |
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Period |
A class to define recurring periods or time offsets.
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Period.PeriodBuilder |
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PhysicalExercise |
The physical exercise results into a financial product which is represented through the Product class, with an associated quantity and cashflow (e.g.
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PhysicalExercise.PhysicalExerciseBuilder |
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PhysicalSettlementPeriod |
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PhysicalSettlementPeriod.PhysicalSettlementPeriodBuilder |
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PhysicalSettlementTerms |
In FpML, PhysicalSettlementTerms and CashSettlementTerms extend SettlementTerms.
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PhysicalSettlementTerms.PhysicalSettlementTermsBuilder |
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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).
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PledgorPostingObligations.PledgorPostingObligationsBuilder |
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Portfolio |
A Portfolio represents an aggregation of multiple Positions, by describing the parameters that this Portfolio should be aggregated based on.
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Portfolio.PortfolioBuilder |
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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 state
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PortfolioState.PortfolioStateBuilder |
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Position |
A Position describes how much of a given Product is being held and constitutes the atomic element of a Portfolio.
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Position.PositionBuilder |
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PostInceptionState |
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PostInceptionState.PostInceptionStateBuilder |
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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).
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PostingObligationsElection.PostingObligationsElectionBuilder |
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PremiumExpression |
This class corresponds to the FpML Premium.model group for representing the option premium when expressed in a way other than an amount.
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PremiumExpression.PremiumExpressionBuilder |
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Pric |
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Pric.PricBuilder |
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Price |
A generic representation of price applicable to both derivatives and securities.
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Price.PriceBuilder |
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PriceReturnTerms |
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PriceReturnTerms.PriceReturnTermsBuilder |
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PriceSourceDisruption |
A class defining the parameters used to get a price quote to replace the settlement rate option that is disrupted.
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PriceSourceDisruption.PriceSourceDisruptionBuilder |
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PrimitiveEvent |
A class to specify the set of elemental/primitives components that are used to specify lifecycle events.
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PrimitiveEvent.PrimitiveEventBuilder |
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PrincipalExchange |
A class for defining a principal exchange amount and adjusted exchange date.
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PrincipalExchange.PrincipalExchangeBuilder |
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PrincipalExchanges |
A class defining which principal exchanges occur for the stream.
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PrincipalExchanges.PrincipalExchangesBuilder |
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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).
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ProcessAgent.ProcessAgentBuilder |
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ProcessAgentElection |
A class to specify the parties' respective elections with respect to the Process Agent as part of the English Law ISDA CSA.
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ProcessAgentElection.ProcessAgentElectionBuilder |
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Product |
A class to represent a financial product.
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Product.ProductBuilder |
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ProductIdentification |
A class to combine the CDM product qualifier with other product qualifiers, such as the FpML ones.
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ProductIdentification.ProductIdentificationBuilder |
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ProductIdentifier |
The product identifier, composed of an identifier, a source and a product taxonomy.
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ProductIdentifier.ProductIdentifierBuilder |
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ProductTaxonomy |
The product taxonomy, which is composed of a taxonomy value and a taxonomy source.
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ProductTaxonomy.ProductTaxonomyBuilder |
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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.
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ProtectionTerms.ProtectionTermsBuilder |
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Prsn |
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Prsn.PrsnBuilder |
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PubliclyAvailableInformation |
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PubliclyAvailableInformation.PubliclyAvailableInformationBuilder |
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Qty |
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Qty.QtyBuilder |
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Quantity |
A class to specify an amount/number of securities or tangible assets such as a commodity product.
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Quantity.QuantityBuilder |
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QuantityChangePrimitive |
The primitive event to represent a change in quantity or notional.
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QuantityChangePrimitive.QuantityChangePrimitiveBuilder |
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QuantityMultiplier |
Class to specify a mechanism for a quantity to be set as a multiplier to another (reference) quantity, based on a price observation.
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QuantityMultiplier.QuantityMultiplierBuilder |
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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.
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QuantityNotation.QuantityNotationBuilder |
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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.
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Quanto.QuantoBuilder |
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QuotedCurrencyPair |
A class that describes the composition of a rate that has been quoted or is to be quoted.
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QuotedCurrencyPair.QuotedCurrencyPairBuilder |
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RateObservation |
A class defining parameters associated with an individual observation or fixing.
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RateObservation.RateObservationBuilder |
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RateSpecification |
A class to specify the fixed interest rate, floating interest rate or inflation rate.
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RateSpecification.RateSpecificationBuilder |
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ReferenceBank |
A class to describe an institution (party) identified by means of a coding scheme and an optional name.
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ReferenceBank.ReferenceBankBuilder |
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ReferenceInformation |
A class specifying the Credit Default Swap Reference Information.
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ReferenceInformation.ReferenceInformationBuilder |
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ReferenceObligation |
A class to specify the reference obligation that is associated with a credit derivative instrument.
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ReferenceObligation.ReferenceObligationBuilder |
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ReferencePair |
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ReferencePair.ReferencePairBuilder |
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ReferencePool |
This type contains all the reference pool items to define the reference entity and reference obligation(s) in the basket.
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ReferencePool.ReferencePoolBuilder |
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ReferencePoolItem |
This type contains all the constituent weight and reference information.
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ReferencePoolItem.ReferencePoolItemBuilder |
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ReferenceSwapCurve |
A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.
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ReferenceSwapCurve.ReferenceSwapCurveBuilder |
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RefRate |
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RefRate.RefRateBuilder |
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Regime |
A class to specify the regulatory regimes elections by the respective parties a legal agreement.
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Regime.RegimeBuilder |
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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).
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RegimeElection.RegimeElectionBuilder |
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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.
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RegimeTerms.RegimeTermsBuilder |
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RelatedAgreement |
A class to specify a related legal agreement.
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RelatedAgreement.RelatedAgreementBuilder |
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RelatedParty |
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RelatedParty.RelatedPartyBuilder |
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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).
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RelativeDateOffset.RelativeDateOffsetBuilder |
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RelativeDates |
A class describing a set of dates defined as relative to another set of dates.
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RelativeDates.RelativeDatesBuilder |
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RelativePrice |
Bond price relative to a benchmark, as in a convertible bond.
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RelativePrice.RelativePriceBuilder |
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Representations |
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Representations.RepresentationsBuilder |
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ResetDates |
A class defining the parameters used to generate the reset dates schedule and associated fixing dates.
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ResetDates.ResetDatesBuilder |
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ResetFrequency |
A class defining the reset frequency.
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ResetFrequency.ResetFrequencyBuilder |
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ResetPrimitive |
The primitive event to represent a reset.
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ResetPrimitive.ResetPrimitiveBuilder |
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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.
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ResolvablePayoutQuantity.ResolvablePayoutQuantityBuilder |
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Resource |
Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information).
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Resource.ResourceBuilder |
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ResourceLength |
A class to indicate the length of the resource.
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ResourceLength.ResourceLengthBuilder |
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Restructuring |
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Restructuring.RestructuringBuilder |
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ReturnAmount |
A class to specify the application of Interest Amount with respect the Return Amount.
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ReturnAmount.ReturnAmountBuilder |
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RightsEvent |
A class to specify the Pledgor/Obligor/Chargor Rights Event election.
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RightsEvent.RightsEventBuilder |
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Rounding |
A class defining a rounding direction and precision to be used in the rounding of a rate.
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Rounding.RoundingBuilder |
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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.
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Schedule.ScheduleBuilder |
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SchmeNm |
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SchmeNm.SchmeNmBuilder |
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Security |
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Security.SecurityBuilder |
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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 FpML
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SecurityLeg.SecurityLegBuilder |
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SecurityPayout |
Security payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction.
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SecurityPayout.SecurityPayoutBuilder |
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SecurityTransferBreakdown |
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SecurityTransferBreakdown.SecurityTransferBreakdownBuilder |
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SecurityTransferComponent |
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SecurityTransferComponent.SecurityTransferComponentBuilder |
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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.
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SecurityValuation.SecurityValuationBuilder |
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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.
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SecurityValuationModel.SecurityValuationModelBuilder |
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Sellr |
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Sellr.SellrBuilder |
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SensitivityMethodology |
A class to specify the methodology according to which sensitivities to (i) equity indices, funds and ETFs, and (ii) commodity indices are computed.
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SensitivityMethodology.SensitivityMethodologyBuilder |
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SettledEntityMatrix |
A class to specify the Relevant Settled Entity Matrix.
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SettledEntityMatrix.SettledEntityMatrixBuilder |
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SettlementBase |
A base class to be extended by the SettlementTerms, CashSettlementTerms and PhysicalSettlementTerms classes.
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SettlementBase.SettlementBaseBuilder |
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SettlementProvision |
A class defining the specification of settlement terms, occurring when the settlement currency is different to the notional currency of the trade.
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SettlementProvision.SettlementProvisionBuilder |
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SettlementRateSource |
A class describing the method for obtaining a settlement rate.
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SettlementRateSource.SettlementRateSourceBuilder |
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SettlementTerms |
A class to specify the settlement terms.
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SettlementTerms.SettlementTermsBuilder |
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SimmCalculationCurrency |
A class to specify the ISDA SIMM Calculation Currency as either the Base Currency or an alternative currency.
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SimmCalculationCurrency.SimmCalculationCurrencyBuilder |
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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.
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SimmException.SimmExceptionBuilder |
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SimmVersion |
A class to specify the ISDA SIMM version that applies to the ISDA 2018 CSA for Initial Margin.
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SimmVersion.SimmVersionBuilder |
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SimplePayment |
A class to specified payments in a simpler fashion than the Payment type.
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SimplePayment.SimplePaymentBuilder |
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SingleUnderlier |
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SingleUnderlier.SingleUnderlierBuilder |
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SingleValuationDate |
A class to specify the number of business days after satisfaction of all conditions to settlement.
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SingleValuationDate.SingleValuationDateBuilder |
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Sngl |
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Sngl.SnglBuilder |
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SpecifiedCurrency |
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SpecifiedCurrency.SpecifiedCurrencyBuilder |
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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.
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SpecifiedSimmVersion.SpecifiedSimmVersionBuilder |
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SpreadSchedule |
Adds an optional spread type element to the Schedule to identify a long or short spread value.
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SpreadSchedule.SpreadScheduleBuilder |
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Step |
A class defining a step date and step value pair.
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Step.StepBuilder |
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StrategyFeature |
A class for defining option strategy features.
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StrategyFeature.StrategyFeatureBuilder |
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Strike |
A class describing a single cap or floor rate.
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Strike.StrikeBuilder |
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StrikeSchedule |
A class describing a schedule of cap or floor rates.
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StrikeSchedule.StrikeScheduleBuilder |
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StrikeSpread |
A class for defining a strike spread feature.
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StrikeSpread.StrikeSpreadBuilder |
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StubCalculationPeriodAmount |
A class defining how the initial or final stub calculation period amounts is calculated.
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StubCalculationPeriodAmount.StubCalculationPeriodAmountBuilder |
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StubFloatingRate |
A class defining a floating rate.
|
StubFloatingRate.StubFloatingRateBuilder |
|
StubPeriod |
A class defining how the initial or final stub calculation period amounts is calculated.
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StubPeriod.StubPeriodBuilder |
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StubValue |
A type defining how a stub calculation period amount is calculated.
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StubValue.StubValueBuilder |
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Substitution |
A class to specify the conditions under which the Pledgor can substitute posted collateral.
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Substitution.SubstitutionBuilder |
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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 |
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Swp.SwpBuilder |
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SwpIn |
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SwpIn.SwpInBuilder |
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SwpOut |
|
SwpOut.SwpOutBuilder |
|
TelephoneNumber |
A class to specify a telephone number as a type of phone number (e.g.
|
TelephoneNumber.TelephoneNumberBuilder |
|
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.
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TerminationCurrencyElection.TerminationCurrencyElectionBuilder |
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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.
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Threshold.ThresholdBuilder |
|
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 |
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TradeDate |
A class to specify the contract's trade date alongside an identifier.
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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 |
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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 |
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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 |
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TransferPrimitive |
A class to specify the transfer of assets between parties, those assets being either cash, securities or physical assets.
|
TransferPrimitive.TransferPrimitiveBuilder |
|
Trigger |
Trigger point at which feature is effective.
|
Trigger.TriggerBuilder |
|
TriggerEvent |
Observation point for trigger.
|
TriggerEvent.TriggerEventBuilder |
|
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 |
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UndrlygInstrm |
|
UndrlygInstrm.UndrlygInstrmBuilder |
|
UnitContractValuationModel |
Unit contract model for security valuation, e.g.
|
UnitContractValuationModel.UnitContractValuationModelBuilder |
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ValuationDate |
|
ValuationDate.ValuationDateBuilder |
|
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 |
|
Warrant |
A class to specify a warrant as having a product identifier.
|
Warrant.WarrantBuilder |
|
WeightedAveragingObservation |
A single weighted averaging observation.
|
WeightedAveragingObservation.WeightedAveragingObservationBuilder |
|
YieldCurveMethod |
A class defining the parameters required for each of the ISDA defined yield curve methods for cash settlement.
|
YieldCurveMethod.YieldCurveMethodBuilder |
|