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namespace cdm.product.template : <"Template feature concepts to define payouts.">
version "${project.version}"

import cdm.base.staticdata.asset.common.*

enum AveragingInOutEnum: <"The enumerated values to specify the type of averaging used in an Asian option.">
    In <"The average price is used to derive the strike price. Also known as 'Asian strike' style option.">
    Out <"The average price is used to derive the expiration price. Also known as 'Asian price' style option.">
    Both <"The average price is used to derive both the strike and the expiration price.">

enum OptionTypeEnum extends PutCallEnum: <"The enumerated values to specify the type or strategy of the option.">
    Payer <"A 'payer' option: If you buy a 'payer' option you have the right but not the obligation to enter into the underlying swap transaction as the 'fixed' rate/price payer and receive float.">
    Receiver <"A 'receiver' option: If you buy a 'receiver' option you have the right but not the obligation to enter into the underlying swap transaction as the 'fixed' rate/price receiver and pay float.">
    Straddle <"A straddle strategy, which involves the simultaneous buying of a put and a call of the same underlier, at the same strike and same expiration date">

enum OptionExerciseStyleEnum: <"The enumerated values to specify the option exercise style. i.e., European, Bermuda or American.">
    European <"Single Exercise">
    Bermuda <"Multiple specified exercise dates">
    American <"Continuous exercise over a range of dates">

enum CallingPartyEnum: <"Identifies a party to the on-demand repo transaction that has a right to demand for termination of the Security Finance transaction.">
    InitialBuyer <"Initial buyer to the repo transaction.">
    InitialSeller <"Initial seller to the repo transaction.">
    Either <"Either, Buyer or Seller to the repo transaction.">
    AsDefinedInMasterAgreement <"As defined in Master Agreement.">

enum ExerciseNoticeGiverEnum: <"Defines the principal party to the trade that has the right to exercise.">
    Buyer <"Specifies that only the option buyer has the right to exercise.">
    Seller <"Specifies that only the option seller has the right to exercise.">
    Both <"Specifies that both the option buyer and option seller has the right to exercise.">
    AsSpecifiedInMasterAgreement <"Specifies that the Master Agreement defines the principal party to the trade that has the right to exercise.">

enum MarginTypeEnum: <"This indicator defines which type of assets (cash or securities) is specified to apply as margin to the repo transaction.">
    // [deprecated]
    Cash <"When the margin type is Cash, the margin factor is applied to the cash value of the transaction.">
    Instrument <"When the margin type is Instrument, the margin factor is applied to the instrument value for the transaction. In the 'instrument' case, the haircut would be applied to the securities.">

enum RepoDurationEnum: <"A duration code for a Repo (or Securities Lending) transaction. There are many business and market rules that are derived from the duration of the transaction.">
    // [deprecated]
    Overnight <"Indicates that a contract is classified as overnight, meaning that there is one business day difference between the start and end date of the contract. Business rule: When the repo is overnight, the number of business days between the spot and forward value dates must be one. Forward leg must be specified.">
    Term <"Indicates that a contract is a regular term contract, with a start date and an end date. Business rule: When the repo is 'Term', both spot and forward legs must be specified.">

enum DurationTypeEnum: <"Specifies the duration type of the Security Lending transaction. e.g. Open or Term.">
    // [deprecated]
    Term <"Specifies a trade with a termination date.">
    Open <"Specifies a trade with no termination date.">
    Evergreen <"Specifies a trade where the term date is extended by a pre-determined period until a notice is serviced. Once the notice is served, the trade will not be reset again and goes to term.">

enum ExpirationTimeTypeEnum: <"The time of day at which the equity option expires, for example the official closing time of the exchange."> // OPTION GENERAL
    Close <"The official closing time of the exchange on the valuation date.">
    Open <"The official opening time of the exchange on the valuation date.">
    OSP <"The time at which the official settlement price is determined.">
    SpecificTime <"The time specified in the element equityExpirationTime or valuationTime (as appropriate)">
    XETRA <"The time at which the official settlement price (following the auction by the exchange) is determined by the exchange.">
    DerivativesClose <"The official closing time of the derivatives exchange on which a derivative contract is listed on that security underlyer.">
    AsSpecifiedInMasterConfirmation <"The time is determined as provided in the relevant Master Confirmation.">