.cdm-java.6.0.0-dev.72.source-code.mapping-fpml-confirmation-tradestate-synonym.rosetta Maven / Gradle / Ivy
namespace cdm.mapping.fpml.confirmation.tradestate
version "${project.version}"
import cdm.base.datetime.*
import cdm.base.datetime.daycount.*
import cdm.base.math.*
import cdm.base.staticdata.asset.common.*
import cdm.base.staticdata.asset.credit.*
import cdm.base.staticdata.asset.rates.*
import cdm.base.staticdata.identifier.*
import cdm.base.staticdata.party.*
import cdm.event.common.*
import cdm.event.workflow.*
import cdm.legaldocumentation.common.*
import cdm.legaldocumentation.master.*
import cdm.observable.asset.*
import cdm.observable.asset.calculatedrate.*
import cdm.observable.common.*
import cdm.observable.event.*
import cdm.product.asset.*
import cdm.product.collateral.*
import cdm.product.common.*
import cdm.product.common.schedule.*
import cdm.product.common.settlement.*
import cdm.product.template.*
synonym source FpML
synonym source FpML_5_Confirmation_To_TradeState extends FpML
{
TradeState:
[meta "id" path "trade"]
+ trade
[value "trade" mapper "Party"]
[hint "party" , "account" , "quote" , "partyTradeIdentifier"]
+ resetHistory
[value "ignore"]
+ transferHistory
// premium
[value "bondOption" path "trade"]
[value "swaption" path "trade"]
[value "fxOption" path "trade"]
[value "fxDigitalOption" path "trade"]
[value "creditDefaultSwapOption" path "trade"]
[value "commodityOption" path "trade"]
[value "commodityBasketOption" path "trade"]
[value "capFloor" path "trade"]
[value "commoditySwaption" path "trade"]
// equityPremium
[value "equityOption" path "trade"]
[value "brokerEquityOption" path "trade"]
[value "dividendSwapOptionTransactionSupplement" path "trade"]
[value "equityOptionTransactionSupplement" path "trade"]
[value "varianceOptionTransactionSupplement" path "trade"]
[value "dividendSwapOptionTransactionSupplement" path "trade"]
[value "fxVarianceSwap" path "trade"]
[value "fxVolatilitySwap" path "trade"]
// initialPayment / singlePayment
[value "feeLeg" path "trade->creditDefaultSwap"]
// additionalPayment
[value "swap" path "trade"]
// otherPartyPayment
[value "trade"]
+ observationHistory
[value "ignore"]
Trade:
+ tradeIdentifier
[value "partyTradeIdentifier"]
[value "partyTradeIdentifier" path "tradeHeader"]
[value "tradeHeader"]
+ tradeDate
[value "tradeDate" maps 2 meta "id"]
[value "tradeDate" path "tradeHeader" maps 2 meta "id"]
+ party
[value "party"]
+ partyRole
[value "determiningParty" , "barrierDeterminationAgent" , "hedgingParty" , "brokerPartyReference" mapper "PartyRole"]
[value "partyTradeIdentifier" path "tradeHeader" , "partyTradeInformation" path "tradeHeader"]
+ clearedDate
[value "clearedDate" path "tradeHeader"]
+ collateral
[value "collateral"]
+ account
[value "account"]
TradeIdentifier:
+ identifierType
// [set to TradeIdentifierTypeEnum -> UniqueSwapIdentifier when "tradeId->tradeIdScheme" = "http://www.fpml.org/coding-scheme/external/unique-transaction-identifier" and "issuer->issuerIdScheme" = "http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier"]
[set to TradeIdentifierTypeEnum -> UniqueTransactionIdentifier when "tradeId->tradeIdScheme" = "http://www.fpml.org/coding-scheme/external/uti"]
[set to TradeIdentifierTypeEnum -> UniqueTransactionIdentifier when "tradeId->tradeIdScheme" = "http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"]
[set to TradeIdentifierTypeEnum -> UniqueSwapIdentifier when "tradeId->tradeIdScheme" = "http://www.fpml.org/coding-scheme/external/usi"]
[set to TradeIdentifierTypeEnum -> UniqueSwapIdentifier when "tradeId->tradeIdScheme" = "http://www.fpml.org/coding-scheme/external/unique-swap-identifier"]
Identifier:
[meta "id"]
[meta "id" path "versionedTradeId->tradeId"]
+ issuerReference
[value "issuer" meta "href"]
[value "partyReference" meta "href"]
+ issuer
[value "issuer" maps 2 meta "issuerIdScheme"]
AssignedIdentifier:
+ identifier
[value "tradeId" maps 2 meta "tradeIdScheme"]
[value "tradeId" path "versionedTradeId" meta "tradeIdScheme"]
[value "businessUnitId" meta "unitScheme"]
[value "eventId" meta "eventIdScheme"]
[value "messageId"]
[value "collateralPortfolio"]
[value "linkId" path "partyTradeIdentifier" mapper "LinkId"]
+ version
[value "version" path "versionedTradeId"]
[value "version"]
IdentifiedList:
+ listId
[value "packageIdentifier" , "packageIdentifier" path "packageHeader"]
+ componentId
[value "partyTradeIdentifier" path "trade->tradeHeader" set when "trade->tradeHeader->originatingPackage" exists]
TransferState:
[meta "id" path "singlePayment"]
[meta "id" path "additionalPayment"]
+ transfer
[value "premium"]
[value "equityPremium"]
[value "initialPayment"]
[value "singlePayment"]
[value "additionalPayment"]
[value "otherPartyPayment"]
Transfer:
+ identifier
[value "ignore"]
+ settlementOrigin
[value "ignore"]
+ resetOrigin
[value "ignore"]
TransferExpression:
+ priceTransfer
[set to FeeTypeEnum -> Upfront when path = "additionalPayment"]
[set to FeeTypeEnum -> Upfront when path = "otherPartyPayment"]
[set to FeeTypeEnum -> Upfront when path = "initialPayment"]
[set to FeeTypeEnum -> Upfront when path = "singlePayment->fixedAmount"]
[set to FeeTypeEnum -> Upfront when "paymentType" = "Additional Payment"]
[set to FeeTypeEnum -> Premium when path = "premium"]
[set to FeeTypeEnum -> Premium when path = "equityPremium"]
[set to FeeTypeEnum -> BrokerageCommission when "paymentType" = "Brokerage"]
[set to FeeTypeEnum -> Novation when path = "novation->payment"]
ContractDetails:
+ documentation
[value "documentation" mapper "Documentation"]
+ governingLaw
[value "governingLaw" meta "governingLawScheme"]
ExecutionDetails:
+ packageReference
[value "originatingPackage" path "tradeHeader"]
TradableProduct:
+ product // i.e. NonTransferableProduct
// For Equity Swap:
[value "returnSwap"]
[value "equitySwapTransactionSupplement"]
// For Swap Stream:
[value "swap"]
// For Swaption:
[value "swaption"]
[hint "swaption"]
// For CapFloor:
[value "capFloor"]
[hint "capFloor"]
// For FRA:
[hint "fra"]
// For Bond Options:
[hint "bondOption"]
// For CDS:
[value "creditDefaultSwap"]
[hint "creditDefaultSwap"]
// For CDS Option
[hint "creditDefaultSwapOption"]
// For FX:
[hint "fxSingleLeg"]
[value "fxSingleLeg"]
// For FX Option:
[value "fxOption"]
[hint "fxOption"]
[value "fxDigitalOption"]
[hint "fxDigitalOption"]
// For fxSwap
[value "fxSwap"]
// For Repo:
[hint "repo"]
[hint "calculationAgent" , "calculationAgentBusinessCenter"]
// For Equity Options:
[hint "equityOption"]
[value "equityOption"]
[hint "brokerEquityOption"]
[value "brokerEquityOption"]
[value "equityOptionTransactionSupplement"]
[hint "equityOptionTransactionSupplement"]
// For Commodity Swap
[value "commoditySwap"]
[hint "commoditySwap"]
// For Commodity Option
[hint "commodityOption"]
[value "commodityOption"]
[hint "commoditySwaption"]
// For Variance / Volatility / Correlation / Dividend
[value "varianceSwap"]
[value "varianceSwapTransactionSupplement"]
[value "volatilitySwap"]
[value "volatilitySwapTransactionSupplement"]
[value "correlationSwap"]
[value "dividendSwapTransactionSupplement"]
[hint "varianceOptionTransactionSupplement"]
[hint "dividendSwapOptionTransactionSupplement"]
[value "fxVarianceSwap"]
[hint "fxVarianceSwap"]
[value "fxVolatilitySwap"]
[hint "fxVolatilitySwap"]
[hint "genericProduct"]
[hint "tradeHeader"]
+ tradeLot
// Rates
[value "swap"]
[value "swap" path "swaption"]
[value "capFloor"]
[hint "fra"]
[hint "bondOption"]
[value "bulletPayment"]
// Credit
[value "creditDefaultSwap"]
[value "creditDefaultSwap" path "creditDefaultSwapOption"]
// FX
[hint "fxSingleLeg"]
[value "fxSwap"]
[hint "fxOption"]
[hint "fxDigitalOption"]
// Equity
[value "returnSwap"]
[value "equitySwapTransactionSupplement"]
[hint "equityOption"]
[hint "equityOptionTransactionSupplement"]
[hint "brokerEquityOption"]
// Performance
[value "varianceSwap"]
[value "correlationSwap"]
[value "volatilitySwapTransactionSupplement"]
[value "varianceOptionTransactionSupplement"]
[value "dividendSwapTransactionSupplement"]
[value "dividendSwapTransactionSupplement" path "dividendSwapOptionTransactionSupplement"]
[value "varianceSwapTransactionSupplement"]
[value "varianceSwapTransactionSupplement" path "varianceOptionTransactionSupplement"]
[hint "fxVarianceSwap"]
[hint "fxVolatilitySwap"]
// Commodity
[value "commoditySwap"]
[value "commoditySwap" path "commoditySwaption"]
[hint "commodityOption"]
// Other
[hint "repo"]
[hint "genericProduct"]
[hint "quote"]
[hint "productSummary"]
+ adjustment
[value "notionalAdjustments" path "returnSwap->returnLeg" , "notionalAdjustments" path "equitySwapTransactionSupplement->returnLeg"]
ProductIdentifier:
+ identifier
[value "productId" maps 2 mapper "ProductIdentifierSource"]
[value "productId" path "commoditySwaption" maps 2 mapper "ProductIdentifierSource"]
[value "productId" path "fra" maps 2 mapper "ProductIdentifierSource"]
[value "productId" path "creditDefaultSwapOption" maps 2 mapper "ProductIdentifierSource"]
[value "productId" path "bondOption" maps 2 mapper "ProductIdentifierSource"]
[value "productId" path "genericProduct" maps 2 mapper "ProductIdentifierSource"]
Taxonomy:
+ source
[set to TaxonomySourceEnum -> ISDA when "code->commodityClassificationScheme" = "http://www.fpml.org/coding-scheme/isda-layer-1-commodity-classification"]
[set to TaxonomySourceEnum -> EMIR when "code->commodityClassificationScheme" = "http://www.fpml.org/coding-scheme/esma-emir-refit-layer-1-commodity-classification"]
ProductTaxonomy:
+ primaryAssetClass
[value "primaryAssetClass" meta "assetClassScheme"]
[value "primaryAssetClass" path "fra" meta "assetClassScheme"]
[value "primaryAssetClass" path "creditDefaultSwapOption" meta "assetClassScheme"]
[value "primaryAssetClass" path "bondOption" meta "assetClassScheme"]
[value "primaryAssetClass" path "commoditySwaption" meta "assetClassScheme"]
[value "primaryAssetClass" path "genericProduct" meta "assetClassScheme"]
+ secondaryAssetClass
[value "secondaryAssetClass" meta "assetClassScheme"]
[value "secondaryAssetClass" path "fra" meta "assetClassScheme"]
[value "secondaryAssetClass" path "creditDefaultSwapOption" meta "assetClassScheme"]
[value "secondaryAssetClass" path "bondOption" meta "assetClassScheme"]
[value "secondaryAssetClass" path "commoditySwaption" meta "assetClassScheme"]
[value "secondaryAssetClass" path "genericProduct" meta "assetClassScheme"]
+ source
[value "productType" mapper "TaxonomySource"]
[value "productType" path "fra" mapper "TaxonomySource"]
[value "productType" path "creditDefaultSwapOption" mapper "TaxonomySource"]
[value "productType" path "bondOption" mapper "TaxonomySource"]
[value "productType" path "commoditySwaption" mapper "TaxonomySource"]
[value "productType" path "genericProduct" mapper "TaxonomySource"]
TaxonomyValue:
+ name
[value "productType"]
[value "productType" path "fra"]
[value "productType" path "creditDefaultSwapOption"]
[value "productType" path "bondOption"]
[value "productType" path "commoditySwaption"]
[value "productType" path "genericProduct"]
TaxonomyClassification:
+ value
[value "code"]
+ ordinal
[set to 1 when "code->commodityClassificationScheme" = "http://www.fpml.org/coding-scheme/esma-emir-refit-layer-1-commodity-classification"]
[set to 2 when "code->commodityClassificationScheme" = "http://www.fpml.org/coding-scheme/esma-emir-refit-layer-2-commodity-classification"]
[set to 3 when "code->commodityClassificationScheme" = "http://www.fpml.org/coding-scheme/esma-emir-refit-layer-3-commodity-classification"]
[set to 1 when "code->commodityClassificationScheme" = "http://www.fpml.org/coding-scheme/isda-layer-1-commodity-classification"]
[set to 2 when "code->commodityClassificationScheme" = "http://www.fpml.org/coding-scheme/isda-layer-2-commodity-classification"]
[set to 3 when "code->commodityClassificationScheme" = "http://www.fpml.org/coding-scheme/isda-layer-3-commodity-classification"]
EconomicTerms:
+ effectiveDate
[value "effectiveDate" path "generalTerms"]
[value "effectiveDate" path "commoditySwap"]
[value "effectiveDate" path "fxOption"]
[value "effectiveDate"]
[value "effectiveDate" path "varianceLeg"]
[value "effectiveDate" path "volatilityLeg"]
[value "effectiveDate" path "correlationLeg"]
[value "effectiveDate" path "dividendLeg"]
[value "effectiveDate" path "fixedLeg"]
[value "effectiveDate" path "returnLeg"]
[value "effectiveDate" path "genericProduct"]
+ terminationDate
[value "scheduledTerminationDate" path "generalTerms"]
[value "terminationDate"]
[value "terminationDate" path "varianceLeg"]
[value "terminationDate" path "volatilityLeg"]
[value "terminationDate" path "correlationLeg"]
[value "terminationDate" path "dividendLeg"]
[value "terminationDate" path "fixedLeg"]
[value "terminationDate" path "returnLeg"]
[value "terminationDate" path "genericProduct"]
+ dateAdjustments
[value "dateAdjustments" path "generalTerms"]
[value "extraordinaryEvents"]
+ calculationAgent
[value "calculationAgent"]
[hint "calculationAgentBusinessCenter"]
+ collateral
[value "ignore"]
+ nonStandardisedTerms
[set to True when "tradeHeader->partyTradeInformation->nonStandardTerms" = True]
[set to False when "tradeHeader->partyTradeInformation->nonStandardTerms" = False]
SettlementTerms:
+ settlementDate
[value "cashSettlement"]
[value "cashSettlementPaymentDate" path "cashSettlement"]
[hint "valueDate"]
[value "settlementDate"]
[hint "settlementDate"]
[value "americanExercise"]
[value "europeanExercise"]
[value "exercise"]
[value "equityEuropeanExercise" path "equityExercise"]
[value "equityAmericanExercise" path "equityExercise"]
[hint "paymentDelay"]
[hint "paymentDate"]
[hint "adjustablePaymentDate"]
[hint "adjustedPaymentDate"]
[value "equityExercise"]
[hint "nonDeliverableSettlement"]
+ settlementProvision
[value "ignore"]
+ cashSettlementTerms
[value "cashSettlement"]
[value "cashSettlementTerms" set when rosettaPath = CreditDefaultPayout -> settlementTerms]
[value "settlementProvision" /*set when rosettaPath = Payout->interestRatePayout->settlementTerms*/ ]
[value "nonDeliverableSettlement"]
+ physicalSettlementTerms
[value "physicalSettlement"]
[value "physicalSettlementTerms" set when rosettaPath = CreditDefaultPayout -> settlementTerms]
[value "clearingInstructions"]
SettlementBase:
[meta "id"]
+ settlementType
[value "settlementCurrency" mapper "SettlementType"]
[value "settlementCurrency" path "exercise" mapper "SettlementType"]
[value "settlementType"]
[value "settlementType" path "equityExercise"]
[set to SettlementTypeEnum -> Cash when "cashSettlement" exists]
[set to SettlementTypeEnum -> Cash when "settlementType" = "Cash"]
[set to SettlementTypeEnum -> Cash when "amount->cashSettlement" = True]
[set to SettlementTypeEnum -> Physical when "settlementType" = "Physical"]
[set to SettlementTypeEnum -> Cash when "cashSettlementTerms" exists]
[set to SettlementTypeEnum -> Physical when "physicalSettlementTerms" exists]
[set to SettlementTypeEnum -> Physical when "physicalExercise" exists]
[set to SettlementTypeEnum -> Cash when "nonDeliverableSettlement" exists]
[set to SettlementTypeEnum -> Cash when "settlementProvision->nonDeliverableSettlement" exists]
+ settlementCurrency
[value "settlementCurrency" maps 2 meta "currencyScheme"]
[value "settlementCurrency" path "settlementProvision"]
[value "cashSettlementCurrency" meta "currencyScheme"]
[value "cashSettlementCurrency" path "cashSettlement->cashPriceMethod"]
[value "cashSettlementCurrency" path "cashSettlement->crossCurrencyMethod"]
[value "settlementCurrency" path "cashSettlementTerms" set when rosettaPath = CreditDefaultPayout -> settlementTerms -> settlementCurrency]
[value "settlementCurrency" path "physicalSettlementTerms" set when rosettaPath = CreditDefaultPayout -> settlementTerms -> settlementCurrency]
[value "settlementCurrency" path "nonDeliverableSettlement" meta "currencyScheme"]
[value "settlementCurrency" path "cashSettlement"]
[value "settlementCurrency" path "exercise"]
[value "settlementCurrency" path "equityExercise"]
[value "currency" path "amount"]
[value "entitlementCurrency"]
SettlementDate:
[meta "id" path "settlementDate"]
[meta "id" path "cashSettlementPaymentDate"]
+ adjustableOrRelativeDate
[hint "relativeDate"]
[value "settlementDate"]
[value "settlementDate" path "nonDeliverableSettlement"]
[value "relativePaymentDates"]
[value "paymentDates"]
[hint "adjustablePaymentDate"]
[hint "adjustedPaymentDate"]
[value "paymentDate" set when "paymentAmount" exists /*and rosettaPath = PriceQuantity->settlementTerms->settlementDate*/ ]
+ valueDate
[value "valueDate"]
[value "latestValueDate"]
+ adjustableDates
[value "adjustableDates"]
+ businessDateRange
[value "businessDateRange"]
+ paymentDelay
[value "paymentDelay" set when "singlePayment" exists /*and rosettaPath = PriceQuantity->settlementTerms->settlementDate*/ ]
CashSettlementTerms:
[meta "id"]
+ cashSettlementMethod
[set to CashSettlementMethodEnum -> CashPriceMethod when "cashPriceMethod" exists]
[set to CashSettlementMethodEnum -> CashPriceAlternateMethod when "cashPriceAlternateMethod" exists]
[set to CashSettlementMethodEnum -> ParYieldCurveUnadjustedMethod when "parYieldCurveUnadjustedMethod" exists]
[set to CashSettlementMethodEnum -> ParYieldCurveAdjustedMethod when "parYieldCurveAdjustedMethod" exists]
[set to CashSettlementMethodEnum -> ZeroCouponYieldAdjustedMethod when "zeroCouponYieldAdjustedMethod" exists]
[set to CashSettlementMethodEnum -> CrossCurrencyMethod when "crossCurrencyMethod" exists]
[set to CashSettlementMethodEnum -> CollateralizedCashPriceMethod when "collateralizedCashPriceMethod" exists]
[set to CashSettlementMethodEnum -> MidMarketIndicativeQuotations when "midMarketValuation->indicativeQuotations" exists]
[set to CashSettlementMethodEnum -> MidMarketIndicativeQuotationsAlternate when "midMarketValuation->indicativeQuotationsAlternate" exists]
[set to CashSettlementMethodEnum -> MidMarketCalculationAgentDetermination when "midMarketValuation->calculationAgentDetermination" exists]
[set to CashSettlementMethodEnum -> ReplacementValueFirmQuotations when "replacementValue->firmQuotations" exists]
[set to CashSettlementMethodEnum -> ReplacementValueCalculationAgentDetermination when "replacementValue->calculationAgentDetermination" exists]
+ valuationDate
[value "fixing"]
[value "rateSourceFixing"]
[value "valuationDate"]
[value "nonDeliverableSettlement"]
[value "cashSettlementValuationDate"]
+ valuationTime
[value "fixingTime" path "fixing->fxSpotRateSource"]
[value "valuationTime"]
[value "cashSettlementValuationTime"]
+ cashSettlementAmount
[value "cashSettlementAmount"]
+ recoveryFactor
[value "recoveryFactor"]
+ fixedSettlement
[value "fixedSettlement"]
+ accruedInterest
[value "accruedInterest"]
+ valuationMethod
[hint "fixing"]
[hint "rateSourceFixing"]
[value "valuationMethod"]
[value "nonDeliverableSettlement"]
[value "cashPriceMethod"]
[value "cashPriceAlternateMethod"]
[value "parYieldCurveAdjustedMethod"]
[value "parYieldCurveUnadjustedMethod"]
[value "zeroCouponYieldAdjustedMethod"]
[value "crossCurrencyMethod"]
[value "collateralizedCashPriceMethod"]
[hint "minimumQuotationAmount" , "quotationAmount" , "quotationMethod"]
[value "midMarketValuation"]
[value "replacementValue"]
PhysicalSettlementTerms:
+ physicalSettlementPeriod
[value "physicalSettlementPeriod"]
+ deliverableObligations
[value "deliverableObligations"]
+ escrow
[value "escrow"]
+ sixtyBusinessDaySettlementCap
[value "sixtyBusinessDaySettlementCap"]
+ clearedPhysicalSettlement
[value "clearedPhysicalSettlement"]
+ predeterminedClearingOrganizationParty
[value "predeterminedClearingOrganizationPartyReference" mapper "PredeterminedClearingOrganizationParty"]
ValuationMethod:
+ valuationSource
[value "settlementRateSource"]
[value "fixing"]
[value "rateSourceFixing"]
[hint "settlementRateOption"]
[value "indicativeQuotations"]
// The following are un-tested:
// [value "indicativeQuotationsAlternate"]
// [value "calculationAgentDetermination"]
[value "firmQuotations"]
+ quotationMethod
[value "quotationMethod"]
[value "quotationRateType"]
+ quotationAmount
[value "quotationAmount"]
+ minimumQuotationAmount
[value "minimumQuotationAmount"]
+ cashCollateralValuationMethod
[value "indicativeQuotations"]
// The following are un-tested:
// [value "indicativeQuotationsAlternate"]
// [value "calculationAgentDetermination"]
[value "firmQuotations"]
DeliverableObligations:
+ accruedInterest
[value "accruedInterest"]
+ category
[value "category"]
+ notSubordinated
[value "notSubordinated"]
+ specifiedCurrency
[value "specifiedCurrency"]
+ notSovereignLender
[value "notSovereignLender"]
+ notDomesticCurrency
[value "notDomesticCurrency"]
+ notDomesticLaw
[value "notDomesticLaw"]
+ listed
[value "listed"]
+ notContingent
[value "notContingent"]
+ notDomesticIssuance
[value "notDomesticIssuance"]
+ assignableLoan
[value "assignableLoan"]
+ consentRequiredLoan
[value "consentRequiredLoan"]
+ directLoanParticipation
[value "directLoanParticipation"]
+ transferable
[value "transferable"]
+ maximumMaturity
[value "maximumMaturity"]
+ acceleratedOrMatured
[value "acceleratedOrMatured"]
+ notBearer
[value "notBearer"]
+ fullFaithAndCreditObLiability
[value "fullFaithAndCreditObLiability"]
+ generalFundObligationLiability
[value "generalFundObligationLiability"]
+ revenueObligationLiability
[value "revenueObligationLiability"]
+ indirectLoanParticipation
[value "indirectLoanParticipation"]
+ excluded
[value "excluded"]
+ othReferenceEntityObligations
[value "othReferenceEntityObligations"]
FloatingAmountEvents:
+ failureToPayPrincipal
[value "failureToPayPrincipal"]
+ interestShortfall
[value "interestShortfall"]
+ writedown
[value "writedown"]
+ impliedWritedown
[value "impliedWritedown"]
+ floatingAmountProvisions
[value "floatingAmountProvisions"]
+ additionalFixedPayments
[value "additionalFixedPayments"]
FloatingAmountProvisions:
+ wacCapInterestProvision
[value "WACCapInterestProvision"]
+ stepUpProvision
[value "stepUpProvision"]
ValuationSource:
+ quotedCurrencyPair
[value "quotedCurrencyPair" meta "quoteBasis"]
+ informationSource
[value "informationSource"]
[value "fxSpotRateSource"]
+ settlementRateOption
[value "settlementRateSource"]
[hint "settlementRateOption"]
+ referenceBanks
[value "cashSettlementReferenceBanks"]
+ dealerOrCCP
[hint "dealer"]
[value "mutuallyAgreedClearinghouse"]
QuotedCurrencyPair:
+ currency1
[value "currency1" maps 2 meta "currencyScheme"]
[value "currency" path "putCurrencyAmount" maps 2]
+ currency2
[value "currency2" maps 2 meta "currencyScheme"]
[value "currency" path "callCurrencyAmount" maps 2]
+ quoteBasis
[value "quoteBasis" maps 2]
[value "rateObservationQuoteBasis" path "asian" maps 2]
[value "strikeQuoteBasis" maps 2]
RateObservation:
[value "RateObservation" meta "id"]
+ resetDate
[value "resetDate"]
+ adjustedFixingDate
[value "adjustedFixingDate"]
+ observedRate
[value "observedRate"]
+ treatedRate
[value "treatedRate"]
+ observationWeight
[value "observationWeight"]
+ rateReference
[value "rateReference" meta "href"]
+ forecastRate
[value "forecastRate"]
+ treatedForecastRate
[value "treatedForecastRate"]
ResetFrequency:
+ weeklyRollConvention
[value "weeklyRollConvention"]
Resource:
+ resourceId
[value "resourceId" meta "resourceIdScheme"]
+ resourceType
[value "resourceType" meta "resourceTypeScheme"]
+ language
[value "language" meta "languageScheme"]
+ sizeInBytes
[value "sizeInBytes"]
+ length
[value "length"]
+ mimeType
[value "mimeType" meta "mimeTypeScheme"]
+ name
[value "name"]
+ comments
[value "comments"]
+ string
[value "string"]
+ url
[value "url"]
ResourceLength:
+ lengthUnit
[value "lengthUnit"]
+ lengthValue
[value "lengthValue"]
FallbackReferencePrice:
+ valuationPostponement
[value "valuationPostponement"]
+ fallBackSettlementRateOption
[value "fallBackSettlementRateOption" meta "settlementRateOptionScheme"]
+ fallbackSurveyValuationPostponement
[set to True]
+ calculationAgentDetermination
[value "calculationAgentDetermination"]
FinalCalculationPeriodDateAdjustment:
+ relevantUnderlyingDateReference
[value "relevantUnderlyingDateReference" meta "href"]
+ swapStreamReference
[value "swapStreamReference" meta "href"]
+ businessDayConvention
[value "businessDayConvention"]
FloatingRateDefinition:
+ calculatedRate
[value "calculatedRate"]
+ rateObservation
[value "rateObservation"]
+ floatingRateMultiplier
[value "floatingRateMultiplier"]
+ spread
[value "spread"]
+ capRate
[value "capRate"]
+ floorRate
[value "floorRate"]
FxFixingDate:
+ businessDayConvention
[value "businessDayConvention"]
+ businessCenters
[value "businessCenters"]
+ businessCentersReference
[value "businessCentersReference" meta "href"]
+ dateRelativeToPaymentDates
[value "dateRelativeToPaymentDates"]
+ dateRelativeToCalculationPeriodDates
[value "dateRelativeToCalculationPeriodDates"]
+ fxFixingDate
[value "fixingDate"]
[hint "fixingDate"]
FxLinkedNotionalAmount:
+ resetDate
[value "resetDate"]
+ adjustedFxSpotFixingDate
[value "adjustedFxSpotFixingDate"]
+ observedFxSpotRate
[value "observedFxSpotRate"]
+ notionalAmount
[value "notionalAmount"]
FxLinkedNotionalSchedule:
+ varyingNotionalCurrency
[value "varyingNotionalCurrency" meta "currencyScheme"]
+ varyingNotionalFixingDates
[value "varyingNotionalFixingDates"]
+ fxSpotRateSource
[value "fxSpotRateSource"]
+ fixingTime
[value "fixingTime" path "fxSpotRateSource"]
+ varyingNotionalInterimExchangePaymentDates
[value "varyingNotionalInterimExchangePaymentDates"]
PaymentCalculationPeriod:
[value "PaymentCalculationPeriod" meta "id"]
+ unadjustedPaymentDate
[value "unadjustedPaymentDate"]
+ adjustedPaymentDate
[value "adjustedPaymentDate"]
+ calculationPeriod
[value "calculationPeriod"]
+ fixedPaymentAmount
[value "fixedPaymentAmount"]
[value "amount" path "paymentAmount"]
[value "paymentAmount"]
+ discountFactor
[value "discountFactor"]
+ forecastPaymentAmount
[value "forecastPaymentAmount"]
+ presentValueAmount
[value "presentValueAmount"]
PriceSourceDisruption:
+ fallbackReferencePrice
[value "fallbackReferencePrice"]
ResetDates:
[value "ResetDates" meta "id" path "resetDates"]
+ calculationPeriodDatesReference
[value "calculationPeriodDatesReference" path "resetDates" meta "href"]
[value "calculationPeriodDatesReference" path "interestLegCalculationPeriodDates->interestLegResetDates" meta "href"]
+ resetRelativeTo
[value "resetRelativeTo" path "resetDates"]
[value "resetRelativeTo" path "interestLegCalculationPeriodDates->interestLegResetDates"]
+ fixingDates
[value "fixingDates" path "resetDates"]
[value "relativeDate" path "interestLegCalculationPeriodDates->interestLegResetDates->fixingDates"]
[value "fixingDateOffset"]
+ finalFixingDate
[value "finalFixingDate" path "feeLeg->periodicPayment->floatingAmountCalculation"]
+ rateCutOffDaysOffset
[value "resetCutOffDaysOffset" path "resetDates"]
+ resetFrequency
[value "resetFrequency" path "resetDates" , "resetFrequency" path "interestLegCalculationPeriodDates->interestLegResetDates"]
+ resetDatesAdjustments
[value "resetDatesAdjustments" path "resetDates"]
InitialFixingDate:
+ relativeDateOffset
[value "initialFixingDate" path "resetDates"]
+ initialFixingDate
[value "initialFixingDate" path "feeLeg->periodicPayment->floatingAmountCalculation"]
StubCalculationPeriodAmount:
+ calculationPeriodDatesReference
[value "calculationPeriodDatesReference" meta "href"]
+ initialStub
[value "initialStub"]
+ finalStub
[value "finalStub"]
ValuationPostponement:
+ maximumDaysOfPostponement
[value "maximumDaysOfPostponement"]
SettlementRateOption:
+ settlementRateOption
[value "settlementRateOption" meta "settlementRateOptionScheme"]
+ priceSourceDisruption
[value "priceSourceDisruption"]
ReferenceBanks:
+ referenceBank
[value "referenceBank"]
Strike:
[value "Strike" meta "id"]
+ strikeRate
[value "strikeRate"]
+ buyer
[value "buyer"]
+ seller
[value "seller"]
StrikeSchedule:
+ buyer
[value "buyer"]
+ seller
[value "seller"]
StubFloatingRate:
[value "StubFloatingRate" meta "id"]
+ floatingRateIndex
[value "floatingRateIndex"]
+ indexTenor
[value "indexTenor"]
+ floatingRateMultiplierSchedule
[value "floatingRateMultiplierSchedule"]
+ spreadSchedule
[value "spreadSchedule"]
+ rateTreatment
[value "rateTreatment"]
+ capRateSchedule
[value "capRateSchedule"]
+ floorRateSchedule
[value "floorRateSchedule"]
StubValue:
+ floatingRate
[value "floatingRate"]
+ stubRate
[value "stubRate"]
+ stubAmount
[value "stubAmount"]
Asian:
+ averagingInOut
[value "averagingInOut"]
+ strikeFactor
[value "strikeFactor"]
+ averagingPeriodIn
[value "averagingPeriodIn"]
+ averagingPeriodOut
[value "averagingPeriodOut"]
ObservationTerms:
+ observationTime
[value "pricingDates"]
[value "fixingTime"]
[value "fixingTime" path "fixingInformationSource"]
[value "valuationTime"]
+ observationTimeType
[value "pricingDates"]
+ calculationPeriodDates
[hint "calculationPeriodsSchedule"]
+ numberOfObservationDates
[value "numberOfReturns"]
+ informationSource
[value "fixingInformationSource"]
[hint "primaryRateSource"]
+ observationDates
[hint "pricingDates"]
[value "pricingDates" path "pricingDates"]
[hint "amount"]
[hint "observationSchedule"]
[hint "rateObservation"]
[hint "valuationDate"]
[hint "fixingSchedule"]
AveragingObservationList:
+ averagingObservation
[value "averagingObservation"]
AveragingPeriod:
+ schedule
[value "schedule"]
+ averagingDateTimes
[value "averagingDateTimes"]
+ averagingObservations
[value "averagingObservations"]
+ marketDisruption
[value "marketDisruption" meta "marketDisruptionScheme"]
AveragingSchedule:
+ startDate
[value "startDate"]
+ endDate
[value "endDate"]
+ averagingPeriodFrequency
[value "averagingPeriodFrequency"]
CalendarSpread:
+ expirationDateTwo
[value "expirationDateTwo"]
Composite:
+ determinationMethod
[value "determinationMethod"]
+ relativeDate
[value "relativeDate"]
+ fxSpotRateSource
[value "fxSpotRateSource"]
+ fixingTime
[value "fixingTime" path "fxSpotRateSource"]
CreditEvents:
[value "CreditEvents" meta "id"]
+ bankruptcy
[value "bankruptcy"]
+ failureToPay
[value "failureToPay"]
+ failureToPayPrincipal
[value "failureToPayPrincipal"]
+ failureToPayInterest
[value "failureToPayInterest"]
+ obligationDefault
[value "obligationDefault"]
+ obligationAcceleration
[value "obligationAcceleration"]
+ repudiationMoratorium
[value "repudiationMoratorium"]
+ restructuring
[value "restructuring"]
+ governmentalIntervention
[value "governmentalIntervention"]
+ distressedRatingsDowngrade
[value "distressedRatingsDowngrade"]
+ maturityExtension
[value "maturityExtension"]
+ writedown
[value "writedown"]
+ impliedWritedown
[value "impliedWritedown"]
+ defaultRequirement
[value "defaultRequirement"]
+ creditEventNotice
[value "creditEventNotice"]
CreditEventNotice:
+ notifyingParty
[value "buyerPartyReference" path "notifyingParty" , "sellerPartyReference" path "notifyingParty" mapper "NotifyingParty"]
+ businessCenter
[value "businessCenter"]
+ publiclyAvailableInformation
[value "publiclyAvailableInformation"]
FailureToPay:
+ applicable
[value "applicable"]
+ gracePeriodExtension
[value "gracePeriodExtension"]
+ paymentRequirement
[value "paymentRequirement"]
FeaturePayment:
[value "FeaturePayment" meta "id"]
+ levelPercentage
[value "levelPercentage"]
+ amount
[value "amount"]
+ time
[value "time"]
+ currency
[value "currency" meta "currencyScheme"]
+ paymentDate
[value "featurePaymentDate"]
GracePeriodExtension:
+ applicable
[value "applicable"]
+ gracePeriod
[value "gracePeriod"]
CancelableProvision:
+ exerciseNotice
[value "exerciseNotice"]
+ followUpConfirmation
[value "followUpConfirmation"]
+ cancelableProvisionAdjustedDates
[value "cancelableProvisionAdjustedDates"]
+ finalCalculationPeriodDateAdjustment
[value "finalCalculationPeriodDateAdjustment"]
+ initialFee
[value "initialFee"]
+ callingParty
[value "callingParty"]
CancelableProvisionAdjustedDates:
+ cancellationEvent
[value "cancellationEvent"]
CancellationEvent:
[meta "id"]
+ adjustedExerciseDate
[value "adjustedExerciseDate"]
+ adjustedEarlyTerminationDate
[value "adjustedEarlyTerminationDate"]
CashflowRepresentation:
+ cashflowsMatchParameters
[value "cashflowsMatchParameters"]
+ paymentCalculationPeriod
[value "paymentCalculationPeriod"]
[value "adjustedPaymentDates"]
DateRelativeToCalculationPeriodDates:
+ calculationPeriodDatesReference
[value "calculationPeriodDatesReference" meta "href"]
DateRelativeToPaymentDates:
+ paymentDatesReference
[value "paymentDatesReference" meta "href"]
DiscountingMethod:
+ discountingType
[value "discountingType"]
[value "fraDiscounting" set when "fraDiscounting" <> "NONE"]
+ discountRate
[value "discountRate"]
+ discountRateDayCountFraction
[value "discountRateDayCountFraction" meta "dayCountFractionScheme"]
PrincipalPayments:
[value "PrincipalExchanges" meta "id"]
+ initialPayment
[value "initialExchange"]
+ finalPayment
[value "finalExchange"]
+ intermediatePayment
[value "intermediateExchange"]
+ principalPaymentSchedule
[value "cashflows" mapper "PrincipalPaymentSchedule"]
EarlyTerminationEvent:
[meta "id"]
+ adjustedExerciseDate
[value "adjustedExerciseDate"]
+ adjustedEarlyTerminationDate
[value "adjustedEarlyTerminationDate"]
+ adjustedCashSettlementValuationDate
[value "adjustedCashSettlementValuationDate"]
+ adjustedCashSettlementPaymentDate
[value "adjustedCashSettlementPaymentDate"]
+ adjustedExerciseFeePaymentDate
[value "adjustedExerciseFeePaymentDate"]
EarlyTerminationProvision:
[meta "id"]
+ mandatoryEarlyTermination
[value "mandatoryEarlyTermination"]
+ mandatoryEarlyTerminationDateTenor
[value "mandatoryEarlyTerminationDateTenor"]
+ optionalEarlyTermination
[value "optionalEarlyTermination"]
[hint "mutualEarlyTermination"]
+ optionalEarlyTerminationParameters
[value "optionalEarlyTerminationParameters"]
ExerciseEvent:
[meta "id"]
+ adjustedExerciseDate
[value "adjustedExerciseDate"]
+ adjustedRelevantSwapEffectiveDate
[value "adjustedRelevantSwapEffectiveDate"]
+ adjustedCashSettlementValuationDate
[value "adjustedCashSettlementValuationDate"]
+ adjustedCashSettlementPaymentDate
[value "adjustedCashSettlementPaymentDate"]
+ adjustedExerciseFeePaymentDate
[value "adjustedExerciseFeePaymentDate"]
ExercisePeriod:
[value "ExercisePeriod" meta "id"]
+ earliestExerciseDateTenor
[value "earliestExerciseDateTenor"]
+ exerciseFrequency
[value "exerciseFrequency"]
ExtendibleProvision:
+ exerciseNotice
[value "exerciseNotice"]
+ followUpConfirmation
[value "followUpConfirmation"]
+ extendibleProvisionAdjustedDates
[value "extendibleProvisionAdjustedDates"]
+ callingParty
[value "callingParty"]
ExtendibleProvisionAdjustedDates:
+ extensionEvent
[value "extensionEvent"]
ExtensionEvent:
[value "ExtensionEvent" meta "id"]
+ adjustedExerciseDate
[value "adjustedExerciseDate"]
+ adjustedExtendedTerminationDate
[value "adjustedExtendedTerminationDate"]
CalculationAgent:
+ calculationAgentParty
[value "calculationAgentPartyReference" mapper "CalculationAgentParty"]
+ calculationAgentPartyEnum
[value "calculationAgentParty"]
+ calculationAgentBusinessCenter
[value "calculationAgentBusinessCenter" meta "businessCenterScheme"]
Collateral:
+ independentAmount
[value "independentAmount"]
CollateralProvisions:
+ collateralType
[value "ignore"]
+ eligibleCollateral
[value "ignore"]
+ substitutionProvisions
[value "ignore"]
ContractualMatrix:
+ matrixType
[value "matrixType" meta "matrixTypeScheme"]
+ matrixTerm
[value "matrixTerm" meta "matrixTermScheme"]
IndependentAmount:
+ paymentDetail
[value "paymentDetail"]
// For CDS protectionTerms see CreditDefaultPayout
// For CDS feeLeg see InterestRatePayout
// For Equities see PerformancePayout
Payout:
+ interestRatePayout
// For Rates
[value "swapStream" , "additionalTerms" /*set when rosettaPath "interestRatePayout->rateSpecification->fixedRate" exists*/ ]
[value "capFloorStream"]
[value "fra" mapper "FraPayoutSplitter"]
// For Credit:
[value "creditDefaultSwap" set when "creditDefaultSwap->feeLeg->periodicPayment" exists]
// For Equity
[value "interestLeg"]
// For Repo:
[value "repo"]
+ creditDefaultPayout
[value "creditDefaultSwap"]
[value "generalTerms" path "creditDefaultSwap"]
+ optionPayout
[value "swaption"]
[value "creditDefaultSwapOption"]
[value "bondOption"]
[value "fxOption"]
[value "fxDigitalOption"]
[value "equityOption"]
[value "brokerEquityOption"]
[value "equityOptionTransactionSupplement"]
[value "commodityOption"]
[value "commoditySwaption"]
[value "varianceOptionTransactionSupplement"]
[value "dividendSwapOptionTransactionSupplement"]
[value "genericProduct" set when "genericProduct->optionType" exists]
+ settlementPayout
[value "fxSingleLeg"]
[value "nearLeg"]
[value "farLeg"]
[value "coalPhysicalLeg" path "commoditySwap" mapper "CommodityClassificationMeta"]
[value "electricityPhysicalLeg" path "commoditySwap" mapper "CommodityClassificationMeta"]
[value "environmentalPhysicalLeg" path "commoditySwap" mapper "CommodityClassificationMeta"]
[value "gasPhysicalLeg" path "commoditySwap" mapper "CommodityClassificationMeta"]
[value "oilPhysicalLeg" path "commoditySwap" mapper "CommodityClassificationMeta"]
[value "genericProduct" set when condition-func MapGenericProductToForwardPayout condition-path "genericProduct->productType"]
+ cashflow
[value "ignore"]
+ commodityPayout
[value "commoditySwap", "floatingLeg" path "commoditySwap"]
+ fixedPricePayout
[value "fixedLeg" path "commoditySwap"]
[value "fixedPayment" path "fixedLeg" , "dividendPeriod" path "dividendLeg" mapper "DividendFixedLeg"]
+ assetPayout
[value "ignore"]
+ performancePayout
[value "varianceLeg"]
[value "volatilityLeg"]
[value "correlationLeg"]
[value "dividendLeg"]
[value "fxVarianceSwap"]
[value "fxVolatilitySwap"]
[value "returnLeg"]
PayoutBase:
+ payerReceiver
[hint "payerPartyReference"]
[hint "receiverPartyReference"]
[hint "buyerPartyReference"]
[hint "sellerPartyReference"]
[value "generalTerms"]
+ priceQuantity
// For Swap Stream and FRA: moved to InterestRatePayout
[value "knownAmountSchedule" path "calculationPeriodAmount"]
// For Options:
[hint "numberOfOptions"]
// For Bond Option:
[hint "notionalAmount"]
// For Credit Option:
[hint "notionalReference"]
// FX
[hint "strike"]
// For Commodity
[value "commodity"]
[hint "notionalQuantity"]
[hint "totalNotionalQuantity"]
[hint "amount"]
[hint "paymentAmount"]
[hint "notionalQuantitySchedule"]
// For Repo:
[value "nearLeg"]
BuyerSeller:
+ buyer
[value "buyerPartyReference" mapper "Buyer"]
[value "payerPartyReference" mapper "CashPaymentBuyer"]
+ seller
[value "sellerPartyReference" mapper "Seller"]
[value "receiverPartyReference" mapper "CashPaymentSeller"]
PayerReceiver:
+ payer
[value "payerPartyReference" mapper "Payer"]
[value "sellerPartyReference" maps 2 mapper "SellerAsPayerOrReceiver"]
[value "payerPartyReference" path "floatingLeg" mapper "Payer"] // FX Var / Vol swaps
[value "receiverPartyReference" path "fixedLeg" mapper "Payer"] // FX Var / Vol swaps
+ receiver
[value "receiverPartyReference" mapper "Receiver"]
[value "buyerPartyReference" maps 2 mapper "BuyerAsReceiverOrPayer"]
[value "payerPartyReference" path "fixedLeg" mapper "Receiver"] // FX Var / Vol swaps
[value "receiverPartyReference" path "floatingLeg" mapper "Receiver"] // FX Var / Vol swaps
PartyReferencePayerReceiver:
+ payerPartyReference
[value "payerPartyReference" meta "href"]
+ receiverPartyReference
[value "receiverPartyReference" meta "href"]
ResolvablePriceQuantity:
[meta "id" path "notional"]
[meta "id" path "notionalSchedule"]
[meta "id" path "notionalSchedule->notionalStepSchedule"]
[meta "id" path "notionalAmount"]
[meta "id" path "calculationAmount"]
+ resolvedQuantity
[value "ignore"]
+ quantityReference
[value "relativeNotionalAmount" path "notional" meta "href"]
[value "constantNotionalScheduleReference" meta "href"]
// For CDS Option, CDX Index Option, Bond Option, Swaption:
[value "notionalReference" meta "href"]
+ quantitySchedule
// Swap Stream
[value "notionalStepSchedule" path "notionalSchedule" meta "initialValue"]
[meta "initialValue"]
// FRA, Bond Forward, and FX Variance Swap
[value "notional" meta "amount"]
// Equity Swap - Only mapping the notional amount in the payout, not the no. shares
[value "notionalAmount" meta "amount"]
[value "relativeNotionalAmount" meta "href" mapper "RelativeNotionalAmount"]
// Div Swaps
[value "singleUnderlyer" meta "openUnits"]
// Credit
[value "calculationAmount" meta "amount"]
[value "calculationAmount" path "protectionTerms" meta "amount"]
// Repo
[value "settlementAmount" meta "amount"]
// FX
[value "paymentAmount" path "exchangedCurrency1" meta "amount"]
[value "paymentAmount" path "exchangedCurrency2" meta "amount"]
[value "strikeQuoteBasis" path "strike" mapper "FxOptionQuantityMeta"]
// Bond Option
[meta "numberOfOptions"]
// Commodity
[meta "totalNotionalQuantity"]
// Var / Vol / Corr Swap
[value "varianceAmount" path "amount->variance" meta "amount"]
[value "volatility" path "amount" meta "vegaNotionalAmount"]
[value "notionalAmount" path "amount->correlation" meta "amount"]
// Div Swap
[value "paymentAmount" meta "amount"]
+ reset
[value "notionalReset"]
+ futureValueNotional
[value "futureValueNotional"]
+ priceSchedule
[meta "initialValue"]
FutureValueAmount:
+ quantity
[meta "amount"]
+ currency
[value "currency" maps 2 meta "currencyScheme"]
+ calculationPeriodNumberOfDays
[value "calculationPeriodNumberOfDays"]
+ valueDate
[value "valueDate"]
InterestRatePayout:
+ dayCountFraction
[value "dayCountFraction" path "calculationPeriodAmount->calculation" meta "dayCountFractionScheme"]
[value "dayCountFraction" path "feeLeg->periodicPayment->fixedAmountCalculation" meta "dayCountFractionScheme"]
[value "dayCountFraction" path "feeLeg->periodicPayment->floatingAmountCalculation" meta "dayCountFractionScheme"]
[value "dayCountFraction" meta "dayCountFractionScheme"]
[value "dayCountFraction" path "interestCalculation" meta "dayCountFractionScheme"]
+ paymentDates
[value "paymentDates"]
[value "periodicPayment" path "feeLeg"]
[value "interestLegPaymentDates" path "interestLegCalculationPeriodDates"]
[hint "indexTenor"]
+ paymentDate
[value "paymentDate"]
[value "feeLeg"]
+ paymentDelay
[value "paymentDelay"]
+ discountingMethod
[value "discounting" path "calculationPeriodAmount->calculation"]
[hint "fraDiscounting"]
+ principalPayment
[value "principalExchanges"]
[hint "cashflows"]
[value "calculationPeriodAmount"]
+ compoundingMethod
[value "compoundingMethod" path "calculationPeriodAmount->calculation"]
+ cashflowRepresentation
[value "cashflows"]
[value "periodicPayment" path "feeLeg"]
+ stubPeriod
[value "stubCalculationPeriodAmount"]
[value "stubCalculationPeriod"]
+ bondReference
[value "bondReference"]
+ rateSpecification
[value "calculation" path "calculationPeriodAmount"]
// For FRAs:
[hint "fixedRate" , "floatingRateIndex" , "indexTenor"]
// For CDS:
[value "periodicPayment" path "feeLeg"]
// For Equity:
[value "interestCalculation"]
// For Repo:
[hint "fixedRateSchedule"]
[hint "floatingRateCalculation"]
- priceQuantity
+ priceQuantity
// For Swap Stream:
[value "calculation" path "calculationPeriodAmount"]
[value "fxLinkedNotionalSchedule" path "calculationPeriodAmount->calculation"]
[hint "calculationPeriodAmount"]
// For FRAs:
[hint "notional"]
// For the interest leg of Equity Swap:
[value "notional"]
// For the fee leg of CDS
[value "fixedAmountCalculation" path "feeLeg->periodicPayment"]
[value "floatingAmountCalculation" path "feeLeg->periodicPayment"]
[value "protectionTerms" mapper "FeeLeg"] // filtered out if feeLeg exists
CalculationPeriodBase:
[meta "id"]
+ adjustedStartDate
[value "adjustedStartDate"]
+ adjustedEndDate
[value "adjustedEndDate"]
CalculationPeriod:
+ unadjustedStartDate
[value "unadjustedStartDate"]
+ unadjustedEndDate
[value "unadjustedEndDate"]
+ calculationPeriodNumberOfDays
[value "calculationPeriodNumberOfDays"]
+ notionalAmount
[value "notionalAmount"]
+ fxLinkedNotionalAmount
[value "fxLinkedNotionalAmount"]
+ floatingRateDefinition
[value "floatingRateDefinition"]
+ fixedRate
[value "fixedRate"]
+ dayCountYearFraction
[value "dayCountYearFraction"]
+ forecastAmount
[value "forecastAmount"]
+ forecastRate
[value "forecastRate"]
CalculationPeriodDates:
[meta "id" path "calculationPeriodDates"]
[meta "id" path "interestLegCalculationPeriodDates"]
[meta "id" path "calculationPeriods"]
+ effectiveDate
[value "effectiveDate" set when "effectiveDate->relativeDate" exists]
[value "effectiveDate" path "calculationPeriodDates"]
[value "relativeEffectiveDate" path "calculationPeriodDates"]
[hint "adjustedEffectiveDate"]
[value "effectiveDate" path "interestLegCalculationPeriodDates"]
[value "settlementDate" path "nearLeg"]
[value "calculationPeriods"]
+ terminationDate
[value "terminationDate" path "calculationPeriodDates"]
[value "relativeTerminationDate" path "calculationPeriodDates"]
[hint "adjustedTerminationDate"]
[value "terminationDate" path "interestLegCalculationPeriodDates" , "terminationDate"]
[value "settlementDate" path "farLeg"]
+ calculationPeriodDatesAdjustments
[value "calculationPeriodDatesAdjustments" path "calculationPeriodDates"]
+ firstPeriodStartDate
[value "firstPeriodStartDate" path "calculationPeriodDates"]
[value "periodicPayment" path "feeLeg"]
+ firstRegularPeriodStartDate
[value "firstRegularPeriodStartDate" path "calculationPeriodDates"]
+ firstCompoundingPeriodEndDate
[value "firstCompoundingPeriodEndDate" path "calculationPeriodDates"]
+ lastRegularPeriodEndDate
[value "lastRegularPeriodEndDate" path "calculationPeriodDates"]
+ stubPeriodType
[value "stubPeriodType" path "calculationPeriodDates"]
+ calculationPeriodFrequency
[value "calculationPeriodFrequency" path "calculationPeriodDates"]
// for Commodity Floating Leg (Payout)
[value "calculationPeriodsSchedule"]
[value "periodicPayment" path "feeLeg"]
PaymentDates:
[value "PaymentDates" meta "id"]
[value "PaymentDates" meta "id" path "interestLegCalculationPeriodDates"]
[value "relativePaymentDates" meta "id" path "calculationPeriodsScheduleReference"]
+ paymentFrequency
[value "paymentFrequency"]
[value "indexTenor"]
+ firstPaymentDate
[value "firstPaymentDate"]
[value "firstPaymentDate" path "periodicPayment"]
+ lastRegularPaymentDate
[value "lastRegularPaymentDate"]
[value "lastRegularPaymentDate" path "periodicPayment"]
+ payRelativeTo
[value "payRelativeTo"]
+ paymentDaysOffset
[value "paymentDaysOffset"]
+ paymentDatesAdjustments
[value "paymentDatesAdjustments"]
[value "paymentDaysOffset"]
[hint "businessCenters"]
PaymentDateSchedule:
+ interimPaymentDates
[value "paymentDatesInterim"]
[hint "adjustableDates"]
[hint "relativeDates"]
[hint "periodicDates"]
[hint "periodicPayment"]
+ finalPaymentDate
[value "paymentDateFinal"]
PaymentDetail:
[value "PaymentDetail" meta "id"]
+ paymentDate
[value "paymentDate"]
+ paymentRule
[value "paymentRule"]
+ paymentAmount
[value "paymentAmount"]
PercentageRule:
+ paymentPercent
[value "paymentPercent"]
+ notionalAmountReference
[value "notionalAmountReference" meta "href"]
PeriodicDates:
+ startDate
[value "calculationStartDate"]
[hint "startDate"]
[value "observationStartDate"]
+ endDate
[value "calculationEndDate"]
[hint "endDate"]
+ periodFrequency
[value "calculationPeriodFrequency"]
[value "paymentFrequency"]
[hint "rollConvention"]
+ periodDatesAdjustments
[value "calculationPeriodDatesAdjustments"]
[hint "businessCenters"]
+ dayType
[value "dayType"]
StubPeriod:
+ calculationPeriodDatesReference
[value "calculationPeriodDatesReference" meta "href"]
+ initialStub
[value "initialStub"]
+ finalStub
[value "finalStub"]
CalculationPeriodFrequency:
+ rollConvention
[value "rollConvention"]
+ balanceOfFirstPeriod
[value "balanceOfFirstPeriod"]
BondReference:
+ bond
[hint "bond"]
+ conditionPrecedentBond
[value "conditionPrecedentBond"]
+ discrepancyClause
[value "discrepancyClause"]
RateSpecification:
+ FixedRateSpecification
[hint "fixedRateSchedule"]
[hint "fixedRate"]
[hint "fixedAmountCalculation"]
+ FloatingRateSpecification
[value "floatingRateCalculation"]
// For FRAs:
[hint "floatingRateIndex" , "indexTenor"]
// For Credit:
[value "floatingAmountCalculation"]
[value "floatingRate" path "floatingAmountCalculation"]
+ InflationRateSpecification
[value "inflationRateCalculation"]
FixedRateSpecification:
[meta "id" path "fixedAmountCalculation->fixedRate"]
+ rateSchedule
[value "fixedRateSchedule"]
[value "fixedAmountCalculation"]
[hint "fixedRate"]
RateSchedule:
+ price
[meta "initialValue"]
[meta "fixedRate"]
[value "spread" maps 2 meta "amount"]
[value "floatingRateMultiplierSchedule"]
FloatingRateSpecification:
+ finalRateRounding
[value "finalRateRounding"]
+ negativeInterestRateTreatment
[value "negativeInterestRateTreatment"]
InflationRateSpecification:
+ inflationLag
[value "inflationLag"]
+ indexSource
[value "indexSource" meta "rateSourcePageScheme"]
+ mainPublication
[value "mainPublication" meta "mainPublicationScheme"]
+ interpolationMethod
[value "interpolationMethod" meta "interpolationMethodScheme"]
+ initialIndexLevel
[value "initialIndexLevel"]
+ fallbackBondApplicable
[value "fallbackBondApplicable"]
+ floatingRateMultiplierSchedule
[hint "floatingRateMultiplierSchedule"]
FloatingRateBase:
[meta "id"]
+ rateOption
[meta "floatingRateIndex"]
+ spreadSchedule
[value "spreadSchedule"]
+ capRateSchedule
[value "capRateSchedule"]
+ floorRateSchedule
[value "floorRateSchedule"]
SpreadSchedule:
+ spreadScheduleType
[value "SpreadScheduleType" meta "spreadScheduleTypeScheme"]
FloatingRate:
+ floatingRateMultiplierSchedule
[value "floatingRateMultiplierSchedule"]
+ rateTreatment
[value "rateTreatment"]
+ calculationParameters
[value "calculationParameters"]
+ fallbackRate
[value "fallbackRate"]
FloatingRateIndex:
+ InterestRateIndex
[value "floatingRateCalculation"]
[hint "floatingRateIndex", "indexTenor"]
+ InflationIndex
[value "inflationRateCalculation"]
InterestRateIndex:
+ floatingRateIndex
[value "floatingRateIndex" maps 2 meta "floatingRateIndexScheme"]
+ indexTenor
[value "indexTenor" maps 2]
+ assetClass
[value "floatingRateIndex" mapper "IndexAssetClass"]
InflationIndex:
+ inflationRateIndex
[value "floatingRateIndex" maps 2 meta "floatingRateIndexScheme"]
+ indexTenor
[value "indexTenor" maps 2]
+ assetClass
[set to AssetClassEnum -> InterestRate]
CreditDefaultPayout:
[meta "id"]
+ generalTerms
[value "generalTerms"]
[hint "underlyer"]
+ protectionTerms
[value "protectionTerms"]
- priceQuantity
+ priceQuantity
[value "protectionTerms"]
GeneralTerms:
+ referenceInformation
[value "referenceInformation"]
+ indexReferenceInformation
[value "indexReferenceInformation"]
+ basketReferenceInformation
[value "basketReferenceInformation"]
[hint "underlyer"]
+ additionalTerm
[value "additionalTerm" meta "additionalTermScheme"]
+ substitution
[value "substitution"]
+ modifiedEquityDelivery
[value "modifiedEquityDelivery"]
ProtectionTerms:
[value "ProtectionTerms" meta "id"]
+ creditEvents
[value "creditEvents"]
+ obligations
[value "obligations"]
+ floatingAmountEvents
[value "floatingAmountEvents"]
ReferenceInformation:
+ referenceObligation
[value "referenceObligation"]
+ noReferenceObligation
[value "noReferenceObligation"]
+ unknownReferenceObligation
[value "unknownReferenceObligation"]
+ allGuarantees
[value "allGuarantees"]
+ referencePrice
[hint "referencePrice"]
+ referencePolicy
[value "referencePolicy"]
+ securedList
[value "securedList"]
ReferenceObligation:
+ security
[hint "bond"]
[hint "convertibleBond"]
[hint "mortgage"]
+ loan
[hint "loan"]
+ primaryObligor
[value "primaryObligor"]
+ primaryObligorReference
[value "primaryObligorReference" meta "href"]
+ guarantor
[value "guarantor"]
+ guarantorReference
[value "guarantorReference"]
+ standardReferenceObligation
[value "standardReferenceObligation"]
ReferencePair:
+ referenceObligation
[value "referenceObligation"]
+ noReferenceObligation
[value "noReferenceObligation"]
+ entityType
[value "entityType" meta "entityTypeScheme"]
ReferencePool:
+ referencePoolItem
[value "referencePoolItem"]
[value "underlyer"]
ReferencePoolItem:
+ constituentWeight
[value "constituentWeight"]
+ referencePair
[value "referencePair"]
[value "referenceEntity"]
+ protectionTermsReference
[value "protectionTermsReference" meta "href"]
+ cashSettlementTermsReference
[value "settlementTermsReference" maps 2 meta "href"]
+ physicalSettlementTermsReference
[value "settlementTermsReference" maps 2 meta "href"]
OptionPayout:
[meta "id"]
+ settlementTerms
[hint "physicalExercise"]
+ payerReceiver
[hint "putCurrencyAmount"]
[hint "callCurrencyAmount"]
+ feature
[value "feature"]
[value "features"]
[hint "averagingMethod"]
+ observationTerms
[value "asian" path "features"]
[hint "pricingDates"]
[hint "calculationPeriodsSchedule"]
[value "equityValuation" path "equityExercise"]
+ schedule
[value "schedule"]
+ delivery
[value "ignore"]
+ strike
[value "strike"]
[hint "strikePricePerUnit"]
[hint "strikePricePerUnitSchedule"]
[hint "spotRate"]
+ underlier
[value "singleUnderlyer" path "underlyer"]
[value "basketConstituent" path "underlyer->basket"]
[value "strike"]
[hint "bond", "convertibleBond", "equity", "index", "mortgage"]
[hint "swap"]
[hint "varianceSwapTransactionSupplement"]
[hint "dividendSwapTransactionSupplement"]
[hint "commodity"]
[hint "commoditySwap"]
[hint "creditDefaultSwap"]
+ optionType
[value "optionType"]
[value "strikeQuoteBasis" path "strike"]
[set to OptionTypeEnum -> Straddle when "swaptionStraddle" = True]
OptionFeature:
+ fxFeature
[value "fxFeature"]
+ averagingFeature
[value "asian"]
[value "fixingSchedule"]
[hint "averagingMethod"]
+ barrier
[value "barrier"]
+ knock
[value "knock"]
+ passThrough
[value "passThrough"]
FxFeature:
+ referenceCurrency
[value "referenceCurrency" meta "id" , "currencyScheme"]
+ composite
[value "composite"]
+ quanto
[value "quanto"]
+ crossCurrency
[value "crossCurrency"]
Quanto:
+ fxRate
[value "fxRate"]
+ fxSpotRateSource
[value "fxSpotRateSource"]
+ fixingTime
[value "fixingTime" path "fxSpotRateSource"]
FxRate:
+ quotedCurrencyPair
[value "quotedCurrencyPair"]
+ rate
[value "rate"]
FxSpotRateSource:
+ primarySource
[value "primaryRateSource"]
[hint "rateSource"]
+ secondarySource
[value "secondaryRateSource"]
InformationSource:
+ sourceProvider
[value "rateSource" maps 2 meta "informationProviderScheme"]
+ sourcePage
[value "rateSourcePage" maps 2 meta "rateSourcePageScheme"]
+ sourcePageHeading
[value "rateSourcePageHeading" maps 2]
Barrier:
+ barrierCap
[value "barrierCap"]
+ barrierFloor
[value "barrierFloor"]
Knock:
+ knockIn
[value "knockIn"]
+ knockOut
[value "knockOut"]
PassThrough:
+ passThroughItem
[value "passThroughItem"]
PassThroughItem:
+ passThroughPercentage
[value "passThroughPercentage"]
TerminationProvision:
+ cancelableProvision
[value "cancelableProvision"]
[value "repo"]
+ earlyTerminationProvision
[value "earlyTerminationProvision"]
[hint "mutualEarlyTermination"]
+ extendibleProvision
[value "extendibleProvision"]
+ evergreenProvision
[value "ignore"]
MandatoryEarlyTermination:
[value "MandatoryEarlyTermination" meta "id"]
+ mandatoryEarlyTerminationDate
[value "mandatoryEarlyTerminationDate"]
+ calculationAgent
[value "calculationAgent"]
+ cashSettlement
[hint "cashSettlement"]
+ mandatoryEarlyTerminationAdjustedDates
[value "mandatoryEarlyTerminationAdjustedDates"]
MandatoryEarlyTerminationAdjustedDates:
+ adjustedEarlyTerminationDate
[value "adjustedEarlyTerminationDate"]
+ adjustedCashSettlementValuationDate
[value "adjustedCashSettlementValuationDate"]
+ adjustedCashSettlementPaymentDate
[value "adjustedCashSettlementPaymentDate"]
OptionalEarlyTermination:
+ singlePartyOption
[value "singlePartyOption"]
+ mutualEarlyTermination
[value "mutualEarlyTermination"]
+ exerciseNotice
[value "exerciseNotice"]
+ followUpConfirmation
[value "followUpConfirmation"]
+ calculationAgent
[value "calculationAgent"]
+ cashSettlement
[hint "cashSettlement"]
+ optionalEarlyTerminationAdjustedDates
[value "optionalEarlyTerminationAdjustedDates"]
OptionalEarlyTerminationAdjustedDates:
+ earlyTerminationEvent
[value "earlyTerminationEvent"]
OptionStrike:
+ strikePrice
[hint "price"]
[value "price"]
[hint "strikePrice"]
[hint "rate"]
[hint "spread"]
[hint "strikePricePerUnit"]
[value "strikePricePerUnitSchedule"]
[hint "spotRate"]
+ strikeReference
[value "strikeReference" meta "href"]
+ referenceSwapCurve
[value "referenceSwapCurve"]
+ averagingStrikeFeature
[value "FxAverageStrike"]
ObservationDates:
+ observationSchedule
[hint "rateObservation"]
[hint "adjustedDate"]
+ periodicSchedule
[value "observationSchedule"]
[value "fixingSchedule"]
[value "amount"]
+ parametricDates
[value "observationSchedule"]
[value "pricingDates"]
ObservationSchedule:
+ observationDate
[value "rateObservation"]
ObservationDate:
+ adjustedDate
[value "date"]
+ weight
[value "averageRateWeightingFactor"]
PubliclyAvailableInformation:
+ standardPublicSources
[value "standardPublicSources"]
+ publicSource
[value "publicSource"]
+ specifiedNumber
[value "specifiedNumber"]
Restructuring:
+ applicable
[value "applicable"]
+ restructuringType
[value "restructuringType" meta "restructuringScheme"]
+ multipleHolderObligation
[value "multipleHolderObligation"]
+ multipleCreditEventNotices
[value "multipleCreditEventNotices"]
StrategyFeature:
+ strikeSpread
[value "strikeSpread" path "strategyFeature"]
+ calendarSpread
[value "calendarSpread" path "strategyFeature"]
StrikeSpread:
+ upperStrike
[value "upperStrike"]
+ upperStrikeNumberOfOptions
[value "upperStrikeNumberOfOptions"]
Trigger:
+ level
[hint "level"]
[hint "levelPercentage"]
[value "levelPrice"]
+ creditEvents
[value "creditEvents"]
+ creditEventsReference
[value "creditEventsReference" meta "href"]
+ triggerType
[value "triggerType"]
+ triggerTimeType
[value "triggerTimeType"]
TriggerEvent:
+ schedule
[value "schedule"]
+ triggerDates
[value "triggerDates"]
+ trigger
[value "trigger"]
+ featurePayment
[value "featurePayment"]
WeightedAveragingObservation:
+ dateTime
[value "dateTime"]
+ observationNumber
[value "observationNumber"]
+ weight
[value "weight"]
Underlier:
+ Observable
[value "bond" meta "instrumentId" mapper "UnderlierMeta"]
[value "convertibleBond" meta "instrumentId" mapper "UnderlierMeta"]
[value "equity" meta "instrumentId" mapper "UnderlierMeta"]
[value "index" meta "instrumentId" mapper "UnderlierMeta"]
[value "mortgage" meta "instrumentId" mapper "UnderlierMeta"]
[value "commodity" meta "instrumentId" mapper "UnderlierMeta"]
[value "strikeQuoteBasis" mapper "AssetCashMeta"]
[value "quotedCurrencyPair" meta "quoteBasis"]
Product:
+ NonTransferableProduct
[value "swap"]
[value "varianceSwapTransactionSupplement"]
[value "dividendSwapTransactionSupplement"]
[value "creditDefaultSwap"]
[hint "creditDefaultSwap"]
[value "commoditySwap"]
[hint "commoditySwap"]
+ TransferableProduct
[value "ignore"]
ExerciseTerms:
+ commencementDate
[value "commencementDate" path "americanExercise"]
[value "commencementDate" path "americanExercise->exercisePeriod"]
[value "commencementDate" path "exercise->americanExercise->exercisePeriod"]
[value "commencementDate" path "equityExercise->equityAmericanExercise"]
+ earliestExerciseTime
[value "earliestExerciseTime" path "americanExercise"]
[value "earliestExerciseTime" path "bermudaExercise"]
[value "earliestExerciseTime" path "europeanExercise"]
+ exerciseDates
[value "bermudaExerciseDates" path "bermudaExercise"]
[value "bermudaExerciseDates" path "equityBermudaExercise"]
[value "bermudaExerciseDates" path "equityExercise->equityBermudaExercise"]
+ exerciseFee
[value "exerciseFee" path "europeanExercise"]
+ exerciseFeeSchedule
[value "exerciseFeeSchedule" path "americanExercise"]
[value "exerciseFeeSchedule" path "bermudaExercise"]
+ exerciseProcedure
[value "physicalExercise"]
[value "exerciseProcedure"]
[value "exercise"]
[value "equityExercise"]
[value "equityAmericanExercise" path "equityExercise"]
[value "europeanExercise"]
[value "americanExercise"]
[hint "exercise"]
+ expirationDate
[value "expirationDate" path "americanExercise"]
[value "expirationDate" path "americanExercise->exercisePeriod"]
[value "expirationDate" path "exercise->americanExercise->exercisePeriod"]
[value "expirationDate" path "equityExercise->equityAmericanExercise"]
[value "expirationDates" path "americanExercise"]
[value "expirationDate" path "europeanExercise"]
[value "expirationDate" path "exercise->europeanExercise"]
[value "expirationDate" path "equityExercise->equityEuropeanExercise"]
[value "expirationDate" path "physicalExercise->europeanExercise"]
[value "expirationDates" path "europeanExercise"]
// For FX Option
[value "europeanExercise"]
[value "americanExercise"]
// [hint "americanExercise->expiryDate"]
// [hint "expiryDate"]
+ expirationTime
[value "expirationTime" path "americanExercise"]
[value "expiryTime" path "americanExercise"]
[value "equityExpirationTime" path "equityAmericanExercise"]
[value "expirationTime" path "bermudaExercise"]
[value "equityExpirationTime" path "equityBermudaExercise"]
[value "expirationTime" path "europeanExercise"]
[value "expirationTime" path "physicalExercise->europeanExercise"]
[value "equityExpirationTime" path "equityEuropeanExercise"]
// For FX Options
[value "expiryTime" path "europeanExercise"]
+ expirationTimeType
[value "equityExpirationTimeType" path "equityExercise->equityEuropeanExercise"]
[value "equityExpirationTimeType" path "equityExercise->equityAmericanExercise"]
[value "equityExpirationTimeType" path "equityExercise->equityBermudaExercise"]
+ latestExerciseTime
[value "latestExerciseTime" path "americanExercise"]
[value "latestExerciseTime" path "equityExercise->equityAmericanExercise"]
[value "latestExerciseTime" path "bermudaExercise"]
[value "latestExerciseTime" path "equityExercise->equityBermudaExercise"]
+ multipleExercise
[value "multipleExercise" path "americanExercise"]
[value "equityMultipleExercise" path "equityExercise->equityAmericanExercise"]
[value "multipleExercise" path "bermudaExercise"]
[value "equityMultipleExercise" path "equityExercise->equityBermudaExercise"]
+ partialExercise
[value "partialExercise" path "europeanExercise"]
[value "partialExercise" path "creditDefaultSwapOption->europeanExercise"]
[value "partialExercise" path "bondOption->europeanExercise"]
[value "partialExercise" path "cancelableProvision->europeanExercise"]
[value "partialExercise" path "extendibleProvision->europeanExercise"]
[value "partialExercise" path "swaption->europeanExercise"]
+ relevantUnderlyingDate
[value "relevantUnderlyingDate" path "americanExercise"]
[value "relevantUnderlyingDate" path "bermudaExercise"]
[value "relevantUnderlyingDate" path "europeanExercise"]
+ style
[set to OptionExerciseStyleEnum -> European when "europeanExercise" exists]
[set to OptionExerciseStyleEnum -> European when "physicalExercise->europeanExercise" exists]
[set to OptionExerciseStyleEnum -> European when "exercise->europeanExercise" exists]
[set to OptionExerciseStyleEnum -> European when "equityExercise->equityEuropeanExercise" exists]
[set to OptionExerciseStyleEnum -> American when "americanExercise" exists]
[set to OptionExerciseStyleEnum -> American when "physicalExercise->americanExercise" exists]
[set to OptionExerciseStyleEnum -> American when "exercise->americanExercise" exists]
[set to OptionExerciseStyleEnum -> American when "equityExercise->equityAmericanExercise" exists]
[set to OptionExerciseStyleEnum -> Bermuda when "bermudaExercise" exists]
[set to OptionExerciseStyleEnum -> Bermuda when "equityExercise->equityBermudaExercise" exists]
ExerciseFee:
+ notionalReference
[value "notionalReference" meta "href"]
+ feeAmount
[value "feeAmount"]
+ feeRate
[value "feeRate"]
+ feePaymentDate
[value "feePaymentDate"]
ExerciseFeeSchedule:
+ notionalReference
[value "notionalReference" meta "href"]
+ feeAmountSchedule
[value "feeAmountSchedule"]
+ feeRateSchedule
[value "feeRateSchedule"]
+ feePaymentDate
[value "feePaymentDate"]
ExerciseNotice:
+ exerciseNoticeGiver
[value "partyReference" mapper "ExerciseNoticeGiver"]
+ exerciseNoticeReceiver
[value "exerciseNoticePartyReference" mapper "ExerciseNoticeReceiver"]
+ businessCenter
[value "businessCenter" meta "businessCenterScheme"]
ExerciseProcedure:
+ manualExercise
[value "manualExercise"]
+ automaticExercise
[hint "automaticExercise"]
+ followUpConfirmation
[value "followUpConfirmation"]
[value "writtenConfirmation"]
+ limitedRightToConfirm
[value "limitedRightToConfirm"]
+ splitTicket
[value "splitTicket"]
ManualExercise:
+ exerciseNotice
[value "exerciseNotice"]
+ fallbackExercise
[value "fallbackExercise"]
Money:
[value "Money" meta "id"]
MultipleExercise:
+ maximumNotionalAmount
[value "maximumNotionalAmount"]
+ maximumNumberOfOptions
[value "maximumNumberOfOptions"]
OtherAgreement:
+ identifier
[value "identifier" meta "agreementIdScheme"]
+ otherAgreementType
[value "type" meta "agreementTypeScheme"]
+ version
[value "version" meta "agreementVersionScheme"]
+ date
[value "date"]
PartialExercise:
+ notionaReference
[value "notionalReference" meta "href"]
+ integralMultipleAmount
[value "integralMultipleAmount"]
[value "integralMultipleExercise"]
+ minimumNotionalAmount
[value "minimumNotionalAmount"]
+ minimumNumberOfOptions
[value "minimumNumberOfOptions"]
CommodityPayout:
[meta "id"]
+ pricingDates
[value "pricingDates" path "calculation"]
+ paymentDates
[value "paymentDates"]
[value "relativePaymentDates"]
+ underlier
[value "commodity" meta "instrumentId"]
+ fxFeature
[value "fxFeature"]
+ calculationPeriodDates
[hint "calculationPeriodsSchedule"]
[hint "calculationPeriods"]
+ delivery
[value "ignore"]
CommodityPriceReturnTerms:
+ spread
[value "calculation"]
+ conversionFactor
[value "conversionFactor" path "calculation"]
PricingDates:
+ specifiedDates
[value "calculationPeriodsScheduleReference"]
[value "pricingDates"]
ParametricDates:
+ dayOfWeek
[value "dayOfWeek"]
+ dayDistribution
[value "dayDistribution"]
+ businessCenters
[hint "businessCalendar"]
+ dayType
[value "dayType"]
+ lag
[value "lag"]
Lag:
+ lagDuration
[value "lagDuration"]
+ firstObservationDateOffset
[value "firstObservationDateOffset"]
Commodity:
+ identifier
[hint "commodity"]
+ priceQuoteType
[value "specifiedPrice" path "commodity" maps 2]
+ deliveryDateReference
[value "commodity"]
+ description
[value "description" path "commodity"]
DeliveryDateParameters:
+ deliveryNearby
[hint "deliveryDates"]
[value "deliveryNearby"]
+ deliveryDateRollConvention
[value "deliveryDateRollConvention"]
+ deliveryDateExpirationConvention
[value "ignore"]
SettlementPayout:
[meta "id"]
+ payerReceiver
[value "exchangedCurrency1" maps 2 set when "exchangeRate->quotedCurrencyPair->quoteBasis" = "Currency2PerCurrency1"]
[value "exchangedCurrency2" maps 2 set when "exchangeRate->quotedCurrencyPair->quoteBasis" = "Currency1PerCurrency2"]
+ priceQuantity
[value "exchangedCurrency1" maps 2 set when "exchangeRate->quotedCurrencyPair->quoteBasis" = "Currency2PerCurrency1"]
[value "exchangedCurrency2" maps 2 set when "exchangeRate->quotedCurrencyPair->quoteBasis" = "Currency1PerCurrency2"]
[hint "notional"]
+ underlier
[value "quoteBasis" path "exchangeRate->quotedCurrencyPair" mapper "AssetCashMeta"]
[value "underlyer"]
+ delivery
[value "ignore"]
FixedPricePayout:
[meta "id"]
+ paymentDates
[value "paymentDates"]
[value "relativePaymentDates"]
[hint "paymentDate"]
+ schedule
[value "ignore"]
FixedPrice:
+ price
[value "fixedPrice" meta "price"]
[hint "fixedStrike"]
[value "fixedPriceStep" path "fixedPriceSchedule" meta "price"]
PaymentDiscounting:
+ discountFactor
[value "discountFactor"]
+ presentValueAmount
[value "presentValueAmount"]
PerformancePayout:
[meta "id"]
+ payerReceiver
[hint "fixedLeg"]
[hint "floatingLeg"]
- priceQuantity
+ priceQuantity
[value "vegaNotional" set when path = "fxVolatilitySwap"]
// For Equity Swap
[value "rateOfReturn"]
[value "underlyer" set when path = "dividendLeg"]
[value "notional"] // when monetary amount
[hint "notional"] // for FX Variance Swap
+ paymentDates
[value "paymentDates" path "rateOfReturn"]
+ underlier
[value "singleUnderlyer" path "underlyer"]
[value "basketConstituent" path "underlyer->basket"]
[hint "quotedCurrencyPair"]
+ fxFeature
[value "fxFeature"]
+ portfolioReturnTerms
[value "ignore"]
+ initialValuationPrice
[value "ignore"]
+ interimValuationPrice
[value "ignore"]
+ finalValuationPrice
[value "ignore"]
ValuationDates:
+ initialValuationDate
[value "initialPrice" path "rateOfReturn"]
+ interimValuationDate
[value "valuationPriceInterim" path "rateOfReturn"]
+ finalValuationDate
[value "valuationPriceFinal" path "rateOfReturn"]
[value "valuation"]
[hint "valuationDate"]
[hint "valuationDateOffset"]
PerformanceValuationDates:
[meta "id" path "valuationRules"]
+ determinationMethod
[value "determinationMethod"]
+ valuationDate
[value "valuationDate" path "valuationRules"]
[value "valuationDate"]
[hint "valuationDate"]
+ valuationDates
[value "valuationDates" path "valuationRules"]
[value "valuationDates"]
[hint "valuationDateOffset"]
+ valuationTimeType
[value "valuationTimeType" path "valuationRules"]
[value "valuationTimeType"]
+ valuationTime
[value "valuationTime"]
ReturnTerms:
+ priceReturnTerms
[value "return"]
+ dividendReturnTerms
// Equity swaps
[value "return" , "underlyer"]
// Dividend swaps
[hint "declaredCashDividendPercentage" , "declaredCashEquivalentDividendPercentage" , "dividendPeriod" , "specialDividends" , "materialDividend"]
+ varianceReturnTerms
[value "variance" path "amount"]
[hint "amount"]
[hint "valuation"]
[hint "annualizationFactor" , "meanAdjustment" , "vegaNotional" , "fixedLeg"]
+ volatilityReturnTerms
[value "volatility" path "amount"]
[hint "amount"]
[hint "valuation"]
[hint "annualizationFactor" , "meanAdjustment" , "fixedLeg"]
+ correlationReturnTerms
[value "correlation" path "amount"]
[hint "amount"]
[hint "valuation"]
PriceReturnTerms:
+ returnType
[value "returnType"]
DividendReturnTerms:
+ dividendPayoutRatio
// Equity swaps
[value "singleUnderlyer", "basketConstituent" path "basket", "dividendConditions" mapper "DividendPayoutBasketConstituent"]
// Dividend swaps
[hint "declaredCashDividendPercentage" , "declaredCashEquivalentDividendPercentage"]
+ dividendReinvestment
[value "dividendReinvestment" path "dividendConditions"]
+ dividendEntitlement
[value "dividendEntitlement" path "dividendConditions"]
+ dividendAmountType
[value "dividendAmount" path "dividendConditions"]
+ firstOrSecondPeriod
[value "dividendPeriod" path "dividendConditions"]
+ extraordinaryDividendsParty
[value "extraOrdinaryDividends" path "dividendConditions" mapper "ExtraordinaryDividendsParty"]
+ excessDividendAmount
[value "excessDividendAmount" path "dividendConditions"]
+ dividendCurrency
[value "dividendConditions"]
+ nonCashDividendTreatment
[value "nonCashDividendTreatment" path "dividendConditions"]
+ dividendComposition
[value "dividendComposition" path "dividendConditions"]
+ specialDividends
[value "specialDividends"]
+ materialDividend
[value "materialDividend"]
+ dividendPeriod
// Equity swaps
[value "dividendConditions"]
// Dividend swaps
[value "dividendPeriod"]
DividendPeriod:
+ startDate
[hint "unadjustedStartDate"]
[hint "dividendPeriodEffectiveDate"]
+ endDate
[hint "unadjustedEndDate"]
[hint "dividendPeriodEndDate"]
+ dateAdjustments
[value "dateAdjustments"]
+ basketConstituent
[value "underlierReference"]
+ dividendPaymentDate
[value "dividendPaymentDate"]
[hint "paymentDate"]
+ dividendValuationDate
[value "valuationDate"]
DividendCurrency:
+ currency
[value "currency" meta "currencyScheme"]
+ determinationMethod
[value "determinationMethod"]
+ currencyReference
[value "currencyReference" meta "href"]
DividendDateReference:
+ dateReference
[value "dividendDateReference"]
+ paymentDateOffset
[value "paymentDateOffset"]
[value "relativeDate"]
DividendPaymentDate:
+ dividendDateReference
[hint "dividendDateReference"]
+ dividendDate
[value "paymentDate"]
[hint "unadjustedStartDate"]
[hint "unadjustedEndDate"]
[value "dividendPeriodEffectiveDate" meta "href"]
[value "dividendPeriodEndDate" meta "href"]
ReturnTermsBase:
+ expectedN
[value "expectedN"]
+ initialLevel
[value "initialLevel"]
VolatilityReturnTerms:
// Common for variance, volatility and correlation (ReturnTermsBase)
+ dividendApplicability
[value "amount" set when path = "volatilityLeg"]
+ valuationTerms
[value "valuation" set when path = "volatilityLeg"]
// Volatility specific
+ volatilityStrikePrice
[hint "volatilityStrikePrice"]
[value "fixedLeg" set when path = "fxVolatilitySwap"]
+ volatilityCapFloor
[value "volatilityCap"]
+ annualizationFactor
[value "annualizationFactor" set when path = "fxVolatilitySwap"]
+ meanAdjustment
[value "meanAdjustment" set when path = "fxVolatilitySwap"]
VarianceReturnTerms:
// Common for variance, volatility and correlation (ReturnTermsBase)
+ dividendApplicability
[value "amount" set when path = "varianceLeg"]
+ valuationTerms
[value "valuation" set when path = "varianceLeg"]
// Variance specific
+ varianceStrikePrice
[hint "varianceStrikePrice"]
[value "fixedLeg" set when path = "fxVarianceSwap"]
+ volatilityStrikePrice
[hint "volatilityStrikePrice"]
+ vegaNotionalAmount
[hint "vegaNotionalAmount"]
[value "vegaNotional" set when path = "fxVarianceSwap"]
+ exchangeTradedContractNearest
[value "variance" path "amount" set when path = "varianceLeg"]
+ annualizationFactor
[value "annualizationFactor" set when path = "fxVarianceSwap"]
+ meanAdjustment
[value "meanAdjustment" set when path = "fxVarianceSwap"]
CorrelationReturnTerms:
// Common for variance, volatility and correlation (ReturnTermsBase)
+ dividendApplicability
[value "amount" set when path = "correlationLeg"]
+ valuationTerms
[value "valuation" set when path = "correlationLeg"]
// Correlation specific
+ correlationStrikePrice
[hint "correlationStrikePrice"]
+ boundedCorrelation
[value "boundedCorrelation"]
+ numberOfDataSeries
[value "numberOfDataSeries"]
NumberRange:
+ upperBound
[hint "maximumBoundaryPercent"]
+ lowerBound
[hint "minimumBoundaryPercent"]
NumberBound:
+ number
[value "maximumBoundaryPercent"]
[value "minimumBoundaryPercent"]
VarianceCapFloor:
+ varianceCap
[value "varianceCap"]
+ unadjustedVarianceCap
[value "unadjustedVarianceCap"]
+ boundedVariance
[value "boundedVariance"]
VolatilityCapFloor:
+ applicable
[value "applicable"]
+ totalVolatilityCap
[value "totalVolatilityCap"]
+ volatilityCapFactor
[value "volatilityCapFactor"]
BoundedVariance:
+ daysInRangeAdjustment
[value "daysInRangeAdjustment"]
+ realisedVarianceMethod
[value "realisedVarianceMethod"]
+ upperBarrier
[value "upperBarrier"]
+ lowerBarrier
[value "lowerBarrier"]
ValuationTerms:
+ futuresPriceValuation
[value "futuresPriceValuation"]
+ optionsPriceValuation
[value "optionsPriceValuation"]
+ numberOfValuationDates
[value "numberOfValuationDates"]
+ dividendValuationDates
[value "dividendValuationDates"]
+ fPVFinalPriceElectionFallback
[value "fPVFinalPriceElectionFallback"]
+ multipleExchangeIndexAnnexFallback
[value "multipleExchangeIndexAnnexFallback"]
+ componentSecurityIndexAnnexFallback
[value "componentSecurityIndexAnnexFallback"]
DividendApplicability:
+ optionsExchangeDividends
[value "optionsExchangeDividends"]
+ additionalDividends
[value "additionalDividends"]
+ allDividends
[value "allDividends"]
AdjustableRelativeOrPeriodicDates:
[meta "id"]
+ adjustableDates
[value "adjustableDates"]
+ relativeDates
[value "relativeDates"]
[value "relativeDateSequence"]
[value "valuationDateOffset"]
+ periodicDates
[value "periodicDates"]
[value "periodicPayment"]
[hint "amount"]
[hint "valuationDateOffset"]
AmountSchedule:
+ currency
[value "currency" meta "currencyScheme"]
AutomaticExercise:
+ thresholdRate
[value "thresholdRate" path "automaticExercise"]
+ isApplicable
[value "automaticExercise"]
Observable:
+ Basket
[hint "basketConstituent"]
Asset:
+ Cash
[value "quoteBasis" path "exchangeRate->quotedCurrencyPair" mapper "CashAssetIdentifier"]
[value "strikeQuoteBasis" mapper "CashAssetIdentifier"]
[hint "paymentAmount"]
+ Commodity
[hint "commodity"]
[hint "commodityClassification"]
+ DigitalAsset
[value "ignore"]
+ Instrument
[hint "equity"]
[hint "bond"]
[hint "convertibleBond"]
[hint "loan"]
[hint "exchangeTradedContractNearest"]
AssetBase:
+ taxonomy
[value "commodityClassification"]
+ isExchangeListed
[set to True when "bond->exchangeId" exists]
[set to True when "convertibleBond->exchangeId" exists]
[set to True when "loan->exchangeId" exists]
[set to True when "mortgage->exchangeId" exists]
[set to True when "equity->exchangeId" exists]
[set to True when "index->exchangeId" exists]
[set to True when "commodity->exchangeId" exists]
[set to True when "exchangeTradedContractNearest->exchangeId" exists]
+ exchange
[value "bond"]
[value "convertibleBond"]
[value "loan"]
[value "mortgage"]
[value "equity"]
[value "index"]
[value "commodity"]
[value "exchangeTradedContractNearest"]
AssetIdentifier:
+ identifier
[value "instrumentId" path "bond" maps 2 mapper "AssetIdentifierType"]
[value "instrumentId" path "convertibleBond" maps 2 mapper "AssetIdentifierType"]
[value "instrumentId" path "loan" maps 2 mapper "AssetIdentifierType"]
[value "instrumentId" path "mortgage" maps 2 mapper "AssetIdentifierType"]
[value "instrumentId" path "equity" maps 2 mapper "AssetIdentifierType"]
[value "instrumentId" path "index" maps 2 mapper "AssetIdentifierType"]
[value "instrumentId" path "commodity" maps 2 mapper "AssetIdentifierType"]
[value "instrumentId" path "exchangeTradedContractNearest" maps 2 mapper "AssetIdentifierType"]
[value "description" path "equity" maps 2 mapper "AssetIdentifierType"]
[value "indexId" maps 2 mapper "AssetIdentifierType"]
[value "indexName" maps 2 mapper "AssetIdentifierType"]
[value "floatingRateIndex" maps 2 mapper "AssetIdentifierType"]
// premium
[value "currency" path "paymentAmount" maps 2 meta "currencyScheme"]
+ identifierType
[set to AssetIdTypeEnum -> CurrencyCode when "paymentAmount->currency" exists]
Instrument:
+ ListedDerivative
[hint "exchangeTradedContractNearest"]
+ Loan
[hint "loan"]
+ Security
[hint "equity"]
[hint "bond"]
[hint "convertibleBond"]
Loan:
+ borrower
[value "borrower" path "loan"]
+ lien
[value "lien" path "loan" meta "lienScheme"]
+ facilityType
[value "facilityType" path "loan" meta "facilityTypeScheme"]
+ creditAgreementDate
[value "creditAgreementDate" path "loan"]
+ tranche
[value "tranche" path "loan" meta "loanTrancheScheme"]
Security:
+ identifier
[value "equity" meta "description"]
[meta "instrumentId"]
[hint "bond"]
[hint "convertibleBond"]
[hint "mortgage"]
[hint "equity"]
+ securityType
[set to SecurityTypeEnum -> Debt when "bond" exists]
[set to SecurityTypeEnum -> Debt when "convertibleBond" exists]
[set to SecurityTypeEnum -> Debt when "mortgage" exists]
[set to SecurityTypeEnum -> Equity when "equity" exists]
IndexBase:
+ name
[value "description" path "index"]
[value "indexName"]
+ provider
[value "ignore"]
Index:
+ CreditIndex
[value "ignore"]
+ EquityIndex
[hint "index"]
+ ForeignExchangeRateIndex
[value "quotedCurrencyPair"]
[value "fixingInformationSource"]
+ OtherIndex
[value "ignore"]
EquityIndex:
+ assetClass
[value "index" mapper "IndexAssetClass"]
ForeignExchangeRateIndex:
+ primaryFxSpotRateSource
[value "primaryRateSource"]
+ assetClass
[set to AssetClassEnum -> ForeignExchange]
Basket:
+ basketConstituent
[value "basketConstituent"]
BasketConstituent:
+ quantity
[value "constituentWeight"]
[hint "constituentWeight"]
TradeLot:
+ priceQuantity
// Rates
[value "swapStream"]
[value "capFloorStream"]
[value "fra" mapper "FraPriceQuantitySplitter"]
[value "payment"]
[value "bondOption"]
// Credit
[value "periodicPayment" path "feeLeg"]
[value "protectionTerms"]
// Equity
[value "returnLeg"]
[value "interestLeg"]
[value "equityOption"]
[value "brokerEquityOption"]
[value "equityOptionTransactionSupplement"]
// Performance
[value "varianceLeg"]
[value "fixedLeg"]
[value "dividendLeg"]
[value "correlationLeg"]
[value "volatilityLeg"]
[value "fxVarianceSwap"]
[value "fxVolatilitySwap"]
// FX
[value "nearLeg"]
[value "farLeg"]
[value "fxSingleLeg"]
[value "fxOption"]
[value "fxDigitalOption"]
// Commodity
[value "commodityOption"]
[value "floatingLeg"]
[value "coalPhysicalLeg"]
[value "electricityPhysicalLeg"]
[value "environmentalPhysicalLeg"]
[value "gasPhysicalLeg"]
[value "oilPhysicalLeg"]
// Other
[value "repo"]
[value "genericProduct" mapper "InterestRateForwardDebtPrice"]
[value "productSummary"]
+ lotIdentifier
[value "ignore"]
PriceQuantity:
+ price
// For Swap Stream
[value "calculation" path "calculationPeriodAmount" mapper "FloatingRateCalculation"]
[value "fixedRateSchedule" path "calculationPeriodAmount->calculation"]
[value "spreadSchedule" path "calculationPeriodAmount->calculation->floatingRateCalculation"]
[value "knownAmountSchedule" path "calculationPeriodAmount"]
// For FRAs:
[hint "fixedRate"]
// For Credit:
[value "fixedAmountCalculation"]
[value "spreadSchedule" path "floatingAmountCalculation->floatingRate"]
// For Equity Swaps:
[value "rateOfReturn"]
[value "floatingRateCalculation" path "interestCalculation"]
[value "spreadSchedule" path "interestCalculation->floatingRateCalculation"]
[value "floatingRateMultiplierSchedule" path "interestCalculation->floatingRateCalculation"]
[value "underlyerPrice"]
[hint "equityPremium"]
// For FX:
[value "exchangeRate"]
// For Repo:
[value "fixedRateSchedule"]
[value "floatingRateCalculation"]
[value "spreadSchedule" path "floatingRateCalculation"]
[value "floatingRateMultiplierSchedule" path "floatingRateCalculation"]
// For Commodity:
[value "fixedPrice"] // Commodity Swap Fixed Leg
[value "spread" path "calculation"] // Commodity Swap Floating Leg
// For bullet payments
[value "paymentAmount"]
+ quantity
// For Swap Stream
[value "notionalStepSchedule" path "calculationPeriodAmount->calculation->notionalSchedule"]
[value "fxLinkedNotionalSchedule" path "calculationPeriodAmount->calculation"]
[value "futureValueNotional" path "calculationPeriodAmount->calculation"]
[value "notionalAmount"]
// For FRAs:
[value "notional"]
// For CDS, Swaption, Index:
[value "calculationAmount" path "fixedAmountCalculation"]
[value "calculationAmount"]
[value "calculationAmount" path "floatingAmountCalculation"]
// For Equity Swaps:
[value "singleUnderlyer" path "underlyer"]
[value "basket" path "underlyer"]
[value "notionalAmount" path "notional"]
// Performance
[value "fixedPayment"]
[value "variance" path "amount"]
[value "notionalAmount" path "amount->correlation"]
[value "volatility" path "amount"]
[hint "vegaNotional"]
// For FX:
[value "paymentAmount" path "exchangedCurrency1"]
[value "paymentAmount" path "exchangedCurrency2"]
[value "putCurrencyAmount"]
[value "callCurrencyAmount"]
// For Repo:
[value "settlementAmount" path "nearLeg"]
// For Commodity
[value "notionalQuantity"]
[value "totalNotionalQuantity" mapper "TotalNotionalQuantity"]
[value "notionalQuantitySchedule"] // Commodity Option
// For Options
[value "numberOfOptions" mapper "NumberOfOptions"] // handles optionEntitlement
+ observable
// For Swap Streams etc
[value "calculation" path "calculationPeriodAmount"]
// For FRA:
[hint "floatingRateIndex" , "indexTenor"]
// For Credit:
[value "floatingAmountCalculation"]
[value "floatingRate" path "floatingAmountCalculation"]
// For Equity:
[value "singleUnderlyer" path "underlyer"]
[value "interestCalculation"]
[hint "equity"]
[hint "index"]
// For FX:
[hint "exchangeRate"]
[value "strike"]
// For FX variance:
[hint "quotedCurrencyPair"]
[hint "fixingInformationSource"]
// For Repo / Bond Options:
[hint "bond" , "convertibleBond"]
// For Commodity Swap Floating Leg
[hint "commodity"]
[hint "commodityClassification"]
// Other
[value "basket" path "underlyer"]
[value "underlyer"] // For bond forwards (generic products)
+ effectiveDate
[value "ignore"] // Do not map, until a canonical representation of effective date is built in the CDM and existing effective date attributes can be re-directed here
Measure:
// Only used to map quantity multiplier
// TBD: merge Measure, PriceSchedule and QuantitySchedule synonyms into a single "MeasureBase"
+ value
[value "optionEntitlement"]
+ unit
[hint "entitlementCurrency"]
MeasureSchedule:
+ datedValue
[value "ignore"]
PriceSchedule:
+ value
[value "initialRate" mapper "PriceUnitType"]
[value "initialValue" mapper "PriceUnitType"]
[value "rate" maps 2 mapper "PriceUnitType"]
[value "amount" mapper "PriceUnitType"]
[value "amount" path "initialPrice->netPrice" mapper "PriceUnitType"]
[value "fixedRate" mapper "PriceUnitType"]
[value "level" mapper "PriceUnitType"]
[value "levelPercentage" mapper "PriceUnitType"]
[value "strikePrice" mapper "PriceUnitType"]
[value "spread" mapper "PriceUnitType"]
[value "spread" path "floatingRateCalculation" mapper "PriceUnitType"]
[value "referencePrice" mapper "PriceUnitType"]
[value "price" maps 2] // For Commodity Swap Fixed Leg
[value "amount" path "strikePricePerUnit" mapper "PriceUnitType"] // For Commodity Option
[value "varianceStrikePrice" mapper "PriceUnitType"]
[value "volatilityStrikePrice" mapper "PriceUnitType"]
[value "correlationStrikePrice" mapper "PriceUnitType"]
[value "fixedStrike" mapper "PriceUnitType"]
[value "value" mapper "PriceUnitType"]
[value "amount" path "equityPremium->pricePerOption" mapper "PriceUnitType"]
+ unit
[value "fxLinkedNotionalSchedule" set when "floatingRateCalculation->spreadSchedule" exists]
[value "quotedCurrencyPair"]
[value "settlementAmount" path "nearLeg"]
// For Commodity Swap Fixed Leg
[hint "priceCurrency"]
[value "priceCurrency" path "fixedPriceStep"]
[value "fixedPriceStep"]
+ perUnitOf
[value "fxLinkedNotionalSchedule" set when "floatingRateCalculation->spreadSchedule" exists]
[value "quotedCurrencyPair"]
[value "settlementAmount" path "nearLeg"]
[value "amount"]
// For Commodity Swap Fixed Leg
[hint "priceUnit"]
[value "priceUnit" path "fixedPriceStep"]
[value "fixedPriceStep"]
+ datedValue
[value "step"]
[value "fixedPriceStep" mapper "PriceUnitType"]
[value "strikePricePerUnitStep" mapper "CommoditySchedules"]
+ priceType
[set to PriceTypeEnum -> InterestRate when path = "fixedRateSchedule"]
[set to PriceTypeEnum -> InterestRate when "fixedRate" exists]
[set to PriceTypeEnum -> InterestRate when "initialRate" exists]
[set to PriceTypeEnum -> InterestRate when "spread" exists]
[set to PriceTypeEnum -> InterestRate when path = "knownAmountSchedule"]
[set to PriceTypeEnum -> InterestRate when "floatingRateCalculation->spread" exists]
[set to PriceTypeEnum -> InterestRate when path = "spreadSchedule"]
[set to PriceTypeEnum -> InterestRate when path = "floatingRateIndex"]
[set to PriceTypeEnum -> AssetPrice when "referencePrice" exists]
[set to PriceTypeEnum -> AssetPrice when "strikePrice" exists]
[set to PriceTypeEnum -> AssetPrice when "level" exists]
[set to PriceTypeEnum -> AssetPrice when "levelPercentage" exists]
[set to PriceTypeEnum -> AssetPrice when "initialPrice->netPrice->amount" exists]
[set to PriceTypeEnum -> AssetPrice when "equityPremium->pricePerOption" exists]
[set to PriceTypeEnum -> Dividend when "fixedStrike" exists]
[set to PriceTypeEnum -> Correlation when "correlationStrikePrice" exists]
[set to PriceTypeEnum -> Variance when path = "variance" and "varianceStrikePrice" exists]
[set to PriceTypeEnum -> Volatility when path = "variance" and "volatilityStrikePrice" exists]
[set to PriceTypeEnum -> Volatility when path = "volatility" and "volatilityStrikePrice" exists]
[set to PriceTypeEnum -> CashPrice when path = "bulletPayment->payment->paymentAmount"]
[set to PriceTypeEnum -> ExchangeRate when path = "exchangeRate" and "rate" exists]
[set to PriceTypeEnum -> ExchangeRate when path = "fxOption->strike"]
// For Commodity Swaps
[set to PriceTypeEnum -> CashPrice when path = "fixedLeg->fixedPrice"]
[set to PriceTypeEnum -> CashPrice when path = "fixedLeg->fixedPriceSchedule"]
[set to PriceTypeEnum -> AssetPrice when path = "calculation->spread"]
// For Commodity Option
[set to PriceTypeEnum -> AssetPrice when "strikePricePerUnit->amount" exists]
[value "measureType"]
+ arithmeticOperator
[set to ArithmeticOperationEnum -> Add when "spread" exists]
[set to ArithmeticOperationEnum -> Add when "floatingRateCalculation->spread" exists]
[set to ArithmeticOperationEnum -> Add when path = "spreadSchedule"]
[set to ArithmeticOperationEnum -> Add when path = "floatingRateIndex"]
[set to ArithmeticOperationEnum -> Add when path = "calculation->spread"]
[set to ArithmeticOperationEnum -> Max when path = "floorRateSchedule"]
[set to ArithmeticOperationEnum -> Min when path = "capRateSchedule"]
[set to ArithmeticOperationEnum -> Multiply when path = "floatingRateMultiplierSchedule"]
PriceComposite:
+ baseValue
[value "spotRate"]
+ operand
[value "forwardPoints"]
+ arithmeticOperator
[set to ArithmeticOperationEnum -> Add when "forwardPoints" exists]
+ operandType
[set to PriceOperandEnum -> ForwardPoint when "forwardPoints" exists]
PremiumExpression:
+ premiumType
[value "premiumType"]
+ pricePerOption
[value "pricePerOption"]
+ percentageOfNotional
[value "percentageOfNotional"]
CashPrice:
+ cashPriceType
[set to CashPriceTypeEnum -> Fee when path = "fixedLeg->fixedPrice"]
[set to CashPriceTypeEnum -> Fee when path = "bulletPayment->payment->paymentAmount"]
+ feeType
[value "paymentType"]
QuantitySchedule:
+ value
[value "initialValue" maps 2]
[value "amount" maps 2]
[value "openUnits" maps 2]
[value "numberOfOptions" maps 2]
[value "basketPercentage" maps 2]
[value "quantity" maps 2]
[value "amount" path "paymentAmount"]
[value "amount" path "fixedAmount"]
[value "amount" path "varianceAmount"]
[value "vegaNotionalAmount" mapper "VegaNotionalAmount"]
[value "amount" path "vegaNotional" mapper "VegaNotionalAmount"]
+ unit
[value "singleUnderlyer"]
[value "basket"]
[value "basketPercentage"]
[hint "openUnits"]
[value "paymentAmount"]
[value "fixedAmount"]
[value "varianceAmount"]
[value "notionalStep"]
[hint "quantityUnit"]
+ multiplier
[hint "optionEntitlement"]
[hint "entitlementCurrency"]
+ frequency
[value "Frequency"]
// For Commodity Swap Fixed Leg
[hint "quantityFrequency"]
[value "notionalStep"]
+ datedValue
[value "step"]
[value "notionalStep"]
[value "period"]
[value "calculationPeriod" path "period"]
NonNegativeStep:
+ stepDate
[value "stepDate"]
+ stepValue
[value "stepValue"]
Rounding:
+ roundingDirection
[value "roundingDirection"]
+ precision
[value "precision"]
Schedule:
+ value
[value "initialValue" set when "step" exists]
+ datedValue
[value "step"]
DatedValue:
[value "Step" meta "id"]
+ date
[value "stepDate" maps 2]
[value "startDate" maps 2]
+ value
[value "stepValue" maps 2]
[value "quantity" set when path = "notionalStep"]
[value "amount" maps 2]
[value "price" maps 2]
TransactedPrice:
+ marketFixedRate
[value "marketFixedRate" path "feeLeg"]
+ initialPoints
[value "initialPoints" path "feeLeg"]
+ marketPrice
[value "marketPrice" path "feeLeg"]
+ quotationStyle
[value "quotationStyle" path "feeLeg"]
NotDomesticCurrency:
+ applicable
[value "applicable"]
+ currency
[value "currency" meta "currencyScheme"]
Obligations:
+ category
[value "category"]
+ notSubordinated
[value "notSubordinated"]
+ specifiedCurrency
[value "specifiedCurrency"]
+ notSovereignLender
[value "notSovereignLender"]
+ notDomesticCurrency
[value "notDomesticCurrency"]
+ notDomesticLaw
[value "notDomesticLaw"]
+ listed
[value "listed"]
+ notDomesticIssuance
[value "notDomesticIssuance"]
+ fullFaithAndCreditObLiability
[value "fullFaithAndCreditObLiability"]
+ generalFundObligationLiability
[value "generalFundObligationLiability"]
+ revenueObligationLiability
[value "revenueObligationLiability"]
+ notContingent
[value "notContingent"]
+ excluded
[value "excluded"]
+ othReferenceEntityObligations
[value "othReferenceEntityObligations"]
+ designatedPriority
[value "designatedPriority" meta "lienScheme"]
+ cashSettlementOnly
[value "cashSettlementOnly"]
+ deliveryOfCommitments
[value "deliveryOfCommitments"]
+ continuity
[value "continuity"]
SpecifiedCurrency:
+ applicable
[value "applicable"]
+ currency
[value "currency" meta "currencyScheme"]
AdjustableDate:
[value "AdjustableDate" meta "id" path "adjustableDate"]
+ unadjustedDate
[value "unadjustedDate" maps 2]
[value "unadjustedDate" path "adjustableDate" maps 2]
[value "unadjustedDate" path "adjustableDates"]
[value "unadjustedDate" path "paymentDate"]
[value "unadjustedDate" path "paymentDate->adjustableDate"]
[value "firstPeriodStartDate"]
[value "adjustablePaymentDate"]
[value "startDate"]
[value "endDate"]
[value "fixingDate"]
[value "unadjustedStartDate"]
[value "unadjustedEndDate"]
+ dateAdjustments
[value "dateAdjustments"]
[value "dateAdjustments" path "paymentDate->adjustableDate"]
[value "dateAdjustments" path "adjustableDate"]
[value "dateAdjustments" path "paymentDate"]
+ dateAdjustmentsReference
[value "dateAdjustmentsReference" meta "href"]
+ adjustedDate
[value "adjustedDate" meta "id"]
[value "adjustedDate" path "paymentDate" meta "id"]
[value "adjustedDate" path "adjustableDate" meta "id"]
[value "adjustedDate" path "paymentDate->adjustableDate" meta "id"]
[value "adjustedTerminationDate"]
[value "adjustedEffectiveDate"]
[value "adjustedPaymentDate"]
// for FX Option
[value "expiryDate" maps 2]
AdjustableDates:
[value "AdjustableDates" meta "id"]
+ unadjustedDate
[value "unadjustedDate"]
+ dateAdjustments
[value "dateAdjustments"]
+ adjustedDate
[value "adjustedDate" meta "id"]
AdjustableOrAdjustedDate:
[value "AdjustableOrAdjustedDate" meta "id"]
+ unadjustedDate
[value "unadjustedDate"]
+ dateAdjustments
[value "dateAdjustments"]
+ adjustedDate
[value "adjustedDate" meta "id"]
[value "date"]
AdjustableOrAdjustedOrRelativeDate:
+ unadjustedDate
[value "unadjustedDate"]
[value "adjustablePaymentDate"]
[value "unadjustedDate" path "paymentDate->adjustableDate"]
[value "unadjustedDate" path "paymentDate"]
[value "unadjustedDate" path "adjustableDate"]
+ dateAdjustments
[value "dateAdjustments"]
[value "dateAdjustments" path "paymentDate->adjustableDate"]
[value "dateAdjustments" path "paymentDate"]
[value "dateAdjustments" path "adjustableDate"]
+ adjustedDate
[value "adjustedDate" meta "id"]
[value "adjustedDate" path "paymentDate" meta "id"]
[value "adjustedDate" path "paymentDate" meta "id" dateFormat "yyyy-MM-ddz"]
[value "adjustedDate" path "adjustableDate" meta "id"]
[value "adjustedPaymentDate" meta "id"]
[value "adjustedPaymentDate" path "FpML"]
+ relativeDate
[value "relativeDate"]
[value "relativeDate" path "paymentDate"]
[value "paymentDaysOffset"]
[hint "businessCenters"]
AdjustableOrRelativeDate:
[meta "id"]
[meta "id" path "adjustedEffectiveDate"]
[meta "id" path "calculationPeriodsReference"]
+ relativeDate
[value "relativeDate"]
[value "relativeDate" path "paymentDate"]
[value "relativeDate" path "periodicDates->calculationStartDate"]
[value "relativeDate" path "periodicDates->calculationEndDate"]
[hint "periodMultiplier"]
[hint "period"]
[hint "dayType"]
[hint "businessDayConvention"]
[hint "businessCenters"]
[hint "dateRelativeTo"]
[hint "relativeDateAdjustments"]
[value "relativeDate" path "paymentDateFinal"]
[value "paymentDaysOffset"]
[hint "payRelativeTo"]
// FX Options
[value "expiryDate"]
AdjustableOrRelativeDates:
[meta "id"]
+ adjustableDates
[value "adjustableDates"]
[value "bermudaExerciseDates"]
+ relativeDates
[value "relativeDates"]
[value "relativeDateSequence"]
AdjustedRelativeDateOffset:
+ relativeDateAdjustments
[value "relativeDateAdjustments"]
BusinessCenters:
[meta "id" path "businessCenters"]
[meta "id"]
+ businessCenter
[value "businessCenter" meta "businessCenterScheme"]
[value "businessCenter" path "businessCenters" meta "businessCenterScheme"]
+ commodityBusinessCalendar
[value "businessCalendar" meta "commodityBusinessCalendarScheme"]
+ businessCentersReference
[value "businessCentersReference" meta "href"]
BusinessCenterTime:
+ hourMinuteTime
[value "hourMinuteTime" maps 2]
+ businessCenter
[value "businessCenter" maps 2 meta "businessCenterScheme"]
BusinessDateRange:
+ businessDayConvention
[value "businessDayConvention"]
BusinessDayAdjustments:
[value "BusinessDayAdjustments" meta "id"]
+ businessDayConvention
[value "businessDayConvention" maps 2]
DateRange:
+ startDate
[value "unadjustedFirstDate"]
+ endDate
[value "unadjustedLastDate"]
DateList:
+ date
[value "date"]
DateTimeList:
+ dateTime
[value "dateTime"]
Frequency:
[value "Frequency" meta "id"]
+ periodMultiplier
[value "periodMultiplier"]
[value "periodMultiplier" path "paymentFrequency" maps 2]
[value "periodMultiplier" path "paymentDatesInterim->relativeDates"]
[set to 1 when "quantityFrequency" = "PerHour"]
[set to 1 when "quantityFrequency" = "PerCalendarDay"]
[set to 1 when "quantityFrequency" = "PerMonth"]
[set to 1 when "quantityFrequency" = "PerCalculationPeriod"]
[set to 1 when "quantityFrequency" = "PerSettlementPeriod"]
[set to 1 when "quantityFrequency" = "PerCalculationDay"]
+ period
[value "period"]
[value "period" path "paymentFrequency" maps 2]
[value "period" path "paymentDatesInterim->relativeDates"]
[value "quantityFrequency" set when rosettaPath = Quantity -> frequency]
[set to PeriodExtendedEnum -> H when "quantityFrequency" = "PerHour"]
[set to PeriodExtendedEnum -> C when "quantityFrequency" = "PerCalculationPeriod"]
[set to PeriodExtendedEnum -> C when "quantityFrequency" = "PerSettlementPeriod"]
[set to PeriodExtendedEnum -> D when "quantityFrequency" = "PerCalculationDay"]
Offset:
+ dayType
[value "dayType" maps 2]
Period:
[value "Period" meta "id"]
+ periodMultiplier
[value "periodMultiplier" maps 2]
[value "periodMultiplier" path "dateOffset"]
[value "periodMultiplier" path "calculationPeriodDates->relativeEffectiveDate"]
[value "deliveryNearbyMultiplier"]
// For Commodity Swap
[set to 1 when "deliveryDates" = "FirstNearby"]
[set to 2 when path = "deliveryDates->SecondNearby"]
+ period
[value "period" maps 2]
[value "period" path "dateOffset"]
[value "deliveryNearbyType"]
// For Commodity Swap
[set to PeriodEnum -> M when "deliveryDates" exists]
RelativeDates:
+ periodSkip
[value "periodSkip"]
+ scheduleBounds
[value "scheduleBounds"]
RelativeDateOffset:
+ businessDayConvention
[value "businessDayConvention"]
[value "businessDayConvention" path "dateOffset"]
+ businessCenters
[value "businessCenters"]
+ businessCentersReference
[value "businessCentersReference" meta "href"]
+ dateRelativeTo
[value "dateRelativeTo" meta "href"]
[value "payRelativeTo" meta "href"]
+ adjustedDate
[value "adjustedDate"]
ConstituentWeight:
+ openUnits
[value "openUnits"]
+ basketPercentage
[value "basketPercentage"]
DividendPayoutRatio:
+ totalRatio
[value "dividendPayoutRatio" path "dividendPayout"]
+ cashRatio
[value "dividendPayoutRatioCash"]
[value "declaredCashDividendPercentage"]
+ nonCashRatio
[value "dividendPayoutRatioNonCash"]
[value "declaredCashEquivalentDividendPercentage"]
+ basketConstituent
[value "equity" meta "instrumentId"]
ReferenceBank:
+ referenceBankId
[value "referenceBankId" meta "referenceBankIdScheme"]
+ referenceBankName
[value "referenceBankName"]
RelatedParty:
+ partyReference
[value "partyReference" maps 2 meta "href"]
+ accountReference
[value "accountReference" meta "href"]
+ role
[value "role" maps 2]
Account:
[value "Account" meta "id"]
+ partyReference
[value "id" mapper "AccountPartyReference"]
+ accountNumber
[value "accountId" meta "accountIdScheme"]
+ accountName
[value "accountName" meta "accountNameScheme"]
+ accountType
[value "accountType" meta "accountTypeScheme"]
+ accountBeneficiary
[value "accountBeneficiary" meta "href"]
+ servicingParty
[value "servicingParty" meta "href"]
Address:
+ street
[value "streetAddress"]
[value "streetLine" path "streetAddress"]
+ city
[value "city"]
+ state
[value "state"]
+ country
[value "country" meta "countryScheme"]
+ postalCode
[value "postalCode"]
BusinessUnit:
[value "BusinessUnit" meta "id"]
+ name
[value "name"]
+ contactInformation
[value "contactInfo"]
[hint "country"]
TelephoneNumber:
+ number
[value "number"]
+ telephoneNumberType
[value "type"]
ContactInformation:
+ telephone
[value "telephone"]
+ address
[value "address"]
[hint "country"]
+ email
[value "email"]
LegalEntity:
[meta "id" path "referenceEntity"]
+ entityId
[value "entityId" meta "entityIdScheme"]
[value "entityId" path "referenceEntity" meta "entityIdScheme"]
+ name
[value "partyName" meta "entityNameScheme"]
[value "entityName" meta "entityNameScheme"]
[value "entityName" path "referenceEntity" meta "entityNameScheme"]
[value "initialDesignation"]
[value "dealer"]
[value "exchangeId" maps 2 meta "exchangeIdScheme"]
[value "relatedExchangeId" path "bond" maps 2 meta "exchangeIdScheme"]
[value "relatedExchangeId" path "convertibleBond" maps 2 meta "exchangeIdScheme"]
[value "relatedExchangeId" path "loan" maps 2 meta "exchangeIdScheme"]
[value "relatedExchangeId" path "mortgage" maps 2 meta "exchangeIdScheme"]
[value "relatedExchangeId" path "equity" maps 2 meta "exchangeIdScheme"]
[value "relatedExchangeId" path "index" maps 2 meta "exchangeIdScheme"]
[value "relatedExchangeId" path "commodity" maps 2 meta "exchangeIdScheme"]
[value "relatedExchangeId" path "exchangeTradedContractNearest" maps 2 meta "exchangeIdScheme"] + name
[value "identifier"]
NaturalPerson:
[value "Person" meta "id"]
+ honorific
[value "honorific"]
+ firstName
[value "firstName"]
[value "personId" maps 2 pattern "([a-zA-Z]*).([a-zA-Z]*)" "$1"]
+ middleName
[value "middleName"]
+ initial
[value "initial"]
+ surname
[value "surname"]
[value "personId" maps 2 pattern "([a-zA-Z]*).([a-zA-Z]*)" "$2"]
+ suffix
[value "suffix"]
+ dateOfBirth
[value "dateOfBirth"]
PersonIdentifier:
+ identifier
[value "personId" meta "personIdScheme"]
+ country
[value "country" path "Person"]
NaturalPersonRole:
+ personReference
[value "personReference" meta "href"]
+ role
[value "role" meta "personRoleScheme"]
Party:
[value "Party" meta "id" maps 2]
+ name
[value "partyName" meta "entityNameScheme"]
[value "entityName" meta "entityNameScheme"]
[value "entityName" path "referenceEntity" meta "entityNameScheme"]
+ person
[value "person"]
+ account
[value "account"]
+ contactInformation
[value "contactInfo"]
[hint "country"]
+ businessUnit
[value "businessUnit"]
CounterpartyPositionBusinessEvent:
+ after
[value "ignore"]
PartyIdentifier:
+ identifier
[value "partyId" meta "partyIdScheme"]
+ identifierType
[value "partyIdScheme" path "partyId"]
PartyContactInformation:
+ partyReference
[value "partyReference" meta "href"]
+ contactInformation
[value "contactInfo"]
+ businessUnit
[value "businessUnit"]
+ person
[value "person"]
PartyRole:
+ partyReference
[value "partyReference" path "relatedParty" meta "href"]
+ role
[value "role" path "relatedParty"]
+ ownershipPartyReference
[value "partyReference" set when "relatedParty->role" exists meta "href"]
CreditLimitUtilisation:
+ executed
[value "executed"]
+ pending
[value "pending"]
CreditLimitUtilisationPosition:
+ shortPosition
[value "short"]
+ longPosition
[value "long"]
+ global
[value "global"]
LimitApplicable:
+ limitType
[value "limitType" meta "creditLimitTypeScheme"]
+ clipSize
[value "clipSize"]
+ amountUtilized
[value "amountUtilized"]
+ utilization
[value "utilization"]
+ amountRemaining
[value "amountRemaining"]
+ currency
[value "currency" meta "currencyScheme"]
+ velocity
[value "velocity"]
// TransferorTransferee:
// + transferorPartyReference
// [value "payerPartyReference" meta "href"]
// + transfereePartyReference
// [value "receiverPartyReference" meta "href"]
MakeWholeAmount:
+ interpolationMethod
[value "interpolationMethod"]
+ earlyCallDate
[value "earlyCallDate" meta "id"]
ReferenceSwapCurve:
+ swapUnwindValue
[value "swapUnwindValue"]
+ makeWholeAmount
[value "makeWholeAmount"]
SwapCurveValuation:
+ floatingRateIndex
[value "floatingRateIndex"]
+ indexTenor
[value "indexTenor"]
+ spread
[value "spread"]
+ side
[value "side"]
AdditionalFixedPayments:
+ interestShortfallReimbursement
[value "interestShortfallReimbursement"]
+ principalShortfallReimbursement
[value "principalShortfallReimbursement"]
+ writedownReimbursement
[value "writedownReimbursement"]
BasketReferenceInformation:
+ basketName
[value "basketName" meta "basketNameScheme"]
[value "basketName" path "underlyer->basket" meta "basketNameScheme"]
+ basketId
[value "basketId" meta "basketIdScheme"]
[value "id" path "underlyer->basket" meta "basketIdScheme"]
[value "basketId" path "underlyer->basket" meta "basketIdScheme"]
+ referencePool
[value "referencePool"]
[hint "underlyer"]
+ nthToDefault
[value "nthToDefault"]
+ mthToDefault
[value "mthToDefault"]
+ tranche
[value "tranche"]
CreditIndex:
[value "CreditIndex" meta "id"]
+ indexSeries
[value "indexSeries"]
+ indexAnnexVersion
[value "indexAnnexVersion"]
+ indexAnnexDate
[value "indexAnnexDate"]
+ indexAnnexSource
[value "indexAnnexSource" meta "indexAnnexSourceScheme"]
+ excludedReferenceEntity
[value "excludedReferenceEntity"]
+ tranche
[value "tranche"]
+ settledEntityMatrix
[value "settledEntityMatrix"]
+ indexFactor
[value "indexFactor"]
+ seniority
[value "seniority"]
+ assetClass
[set to AssetClassEnum -> Credit]
InterestShortFall:
+ interestShortfallCap
[value "interestShortfallCap"]
+ compounding
[value "compounding"]
+ rateSource
[value "rateSource"]
LoanParticipation:
+ qualifyingParticipationSeller
[value "qualifyingParticipationSeller"]
MultipleValuationDates:
+ businessDaysThereafter
[value "businessDaysThereafter"]
+ numberValuationDates
[value "numberValuationDates"]
PCDeliverableObligationCharac:
+ applicable
[value "applicable"]
+ partialCashSettlement
[value "partialCashSettlement"]
PhysicalSettlementPeriod:
+ businessDaysNotSpecified
[value "businessDaysNotSpecified"]
+ businessDays
[value "businessDays"]
+ maximumBusinessDays
[value "maximumBusinessDays"]
SettledEntityMatrix:
+ matrixSource
[value "matrixSource" meta "settledEntityMatrixSourceScheme"]
+ publicationDate
[value "publicationDate"]
SingleValuationDate:
+ businessDays
[value "businessDays"]
Tranche:
+ attachmentPoint
[value "attachmentPoint"]
+ exhaustionPoint
[value "exhaustionPoint"]
+ incurredRecoveryApplicable
[value "incurredRecoveryApplicable"]
ValuationDate:
+ singleValuationDate
[value "singleValuationDate"]
+ multipleValuationDates
[value "multipleValuationDates"]
+ fxFixingDate
[hint "fixingDate"]
[value "fxFixingDate"]
[hint "rateSourceFixing"]
+ fxFixingSchedule
[value "fxFixingSchedule"]
FxRateSourceFixing:
+ settlementRateSource
[value "settlementRateSource"]
+ fixingDate
[value "fixingDate"]
FxSettlementRateSource:
+ settlementRateOption
[value "settlementRateOption"]
CreditNotation:
+ agency
[value "agency" meta "creditRatingAgencyScheme"]
+ notation
[value "notation" meta "creditRatingNotationScheme"]
+ scale
[value "scale" meta "creditRatingScaleScheme"]
+ debt
[value "debt"]
CreditNotations:
+ creditNotation
[value "creditNotation"]
CreditRatingDebt:
+ debtType
[value "debtType" meta "debtTypeScheme"]
LegalAgreement:
+ agreementTerms
[value "ignore"]
+ relatedAgreements
[value "ignore"]
LegalAgreementBase:
+ agreementDate
[value "agreementDate" path "legalDocumentHeader"]
+ effectiveDate
[value "effectiveDate" path "legalDocumentHeader"]
+ identifier
[value "partyDocumentIdentifier" path "legalDocumentHeader"]
+ contractualParty
[value "party"]
LegalAgreementIdentification:
+ governingLaw
[value "style"]
+ publisher
[value "publisher"]
+ vintage
[value "version"]
MultipleCreditNotations:
+ condition
[value "condition"]
+ creditNotation
[value "debtType" meta "creditNotation"]
MultipleDebtTypes:
+ condition
[value "condition"]
+ debtType
[value "debtType" meta "debtTypeScheme"]
UnitType:
+ capacityUnit
[value "quantityUnit" maps 2]
// For Commodity Swap Fixed Leg
[value "priceUnit" maps 2 set when rosettaPath = PriceSchedule -> perUnitOf]
+ weatherUnit
[value "quantityUnit" maps 2]
// For Commodity Swap Fixed Leg
// [value "priceUnit" set when rosettaPath = PriceSchedule->perUnitOfAmount]
+ financialUnit
[value "quantityUnit" maps 2]
[value "openUnits" mapper "OpenUnits"]
[set to FinancialUnitEnum -> ContractualProduct when path = "bulletPayment->payment->paymentAmount->amount"]
[set to FinancialUnitEnum -> Weight when path = "basketPercentage"]
[set to FinancialUnitEnum -> Weight when path = "constituentWeight->openUnits"]
+ currency
[value "currency" maps 2 meta "currencyScheme"]
[value "varyingNotionalCurrency" maps 2 meta "currencyScheme"]
[value "currency1" maps 2 set when "quoteBasis" = "Currency1PerCurrency2" and rosettaPath = Price -> unit -> currency]
[value "currency2" maps 2 set when "quoteBasis" = "Currency1PerCurrency2" and rosettaPath = Price -> perUnitOf -> currency]
[value "currency2" maps 2 set when "quoteBasis" = "Currency2PerCurrency1" and rosettaPath = Price -> unit -> currency]
[value "currency1" maps 2 set when "quoteBasis" = "Currency2PerCurrency1" and rosettaPath = Price -> perUnitOf -> currency]
// For Commodity Swap Fixed Leg
[value "priceCurrency" maps 2 set when rosettaPath = Price -> unit -> currency]
// For Bond Option
[value "entitlementCurrency" maps 2 meta "currencyScheme"]
AveragingCalculationMethod:
+ calculationMethod
[value "averagingMethod" path "calculation"]
[value "averagingMethod"]
+ isWeighted
[set to False when "calculation->averagingMethod" = "Unweighted"]
[set to False when "averagingMethod" = "Unweighted"]
[set to False when "calculation->averagingMethod" = "Arithmetic"]
[set to False when "averagingMethod" = "Arithmetic"]
[set to False when "calculation->averagingMethod" = "Geometric"]
[set to False when "averagingMethod" = "Geometric"]
[set to False when "calculation->averagingMethod" = "Harmonic"]
[set to False when "averagingMethod" = "Harmonic"]
[set to True when "calculation->averagingMethod" = "Weighted"]
[set to True when "averagingMethod" = "Weighted"]
FloatingRateCalculationParameters:
+ calculationMethod
[value "calculationMethod"]
+ applicableBusinessDays
[value "applicableBusinessDays"]
+ observationShiftCalculation
[value "observationShift"]
+ lookbackCalculation
[value "lookback"]
+ lockoutCalculation
[value "lockout"]
FallbackRateParameters:
+ floatingRateIndex
[value "floatingRateIndex"]
+ effectiveDate
[value "effectiveDate"]
+ calculationParameters
[value "calculationParameters"]
+ spreadAdjustment
[value "spreadAdjustment"]
OffsetCalculation:
+ offsetDays
[value "offsetDays"]
ObservationShiftCalculation:
+ offsetDays
[value "offsetDays"]
+ calculationBase
[value "observationPeriodDates"]
+ additionalBusinessDays
[value "additionalBusinessDays"]
ObservationParameters:
+ observationCapRate
[value "observationCapRate"]
+ observationFloorRate
[value "observationFloorRate"]
AncillaryEntity:
+ ancillaryParty
[value "partyReference"]
+ legalEntity
[hint "identifier"]
CashCollateralValuationMethod:
+ applicableCsa
[value "applicableCsa"]
+ cashCollateralCurrency
[value "cashCollateralCurrency"]
+ cashCollateralInterestRate
[value "cashCollateralInterestRate"]
+ agreedDiscountRate
[value "agreedDiscountRate" meta "benchmarkRateScheme"]
+ protectedParty
[value "partyDetermination" path "protectedParty"]
+ prescribedDocumentationAdjustment
[value "prescribedDocumentationAdjustment"]
enums
AveragingWeightingMethodEnum:
+ Unweighted
[value "Unweighted"]
[value "Arithmetic"]
[value "Geometric"]
[value "Harmonic"]
+ Weighted
[value "Weighted"]
ExpirationTimeTypeEnum:
+ Close
[value "Close"]
+ Open
[value "Open"]
+ OSP
[value "OSP"]
+ SpecificTime
[value "SpecificTime"]
+ XETRA
[value "XETRA"]
+ DerivativesClose
[value "DerivativesClose"]
+ AsSpecifiedInMasterConfirmation
[value "AsSpecifiedInMasterConfirmation"]
RealisedVarianceMethodEnum:
+ Previous
[value "Previous"]
+ Last
[value "Last"]
+ Both
[value "Both"]
FPVFinalPriceElectionFallbackEnum:
+ FPVClose
[value "FPVClose"]
+ FPVHedgeExecution
[value "FPVHedgeExecution"]
ObligationCategoryEnum:
+ Payment
[value "Payment"]
+ BorrowedMoney
[value "BorrowedMoney"]
+ ReferenceObligationsOnly
[value "ReferenceObligationsOnly"]
+ Bond
[value "Bond"]
+ Loan
[value "Loan"]
+ BondOrLoan
[value "BondOrLoan"]
FloatingRateIndexEnum:
+ AED_EIBOR
[value "AED-EIBOR"]
+ AED_EBOR_Reuters
[value "AED-EBOR-Reuters"]
+ AUD_AONIA
[value "AUD-AONIA"]
+ AUD_AONIA_OIS_Compound_1
[value "AUD-AONIA-OIS Compound"]
+ AUD_AONIA_OIS_COMPOUND
[value "AUD-AONIA-OIS-COMPOUND"]
+ AUD_AONIA_OIS_COMPOUND_SwapMarker
[value "AUD-AONIA-OIS-COMPOUND-SwapMarker"]
+ AUD_BBR_AUBBSW
[value "AUD-BBR-AUBBSW"]
+ AUD_BBR_BBSW
[value "AUD-BBR-BBSW"]
+ AUD_BBR_BBSW_Bloomberg
[value "AUD-BBR-BBSW-Bloomberg"]
+ AUD_BBR_BBSY__BID_
[value "AUD-BBR-BBSY (BID)"]
+ AUD_BBR_ISDC
[value "AUD-BBR-ISDC"]
+ AUD_BBSW
[value "AUD-BBSW"]
+ AUD_BBSW_Quarterly_Swap_Rate_ICAP
[value "AUD-BBSW Quarterly Swap Rate ICAP"]
+ AUD_BBSW_Semi_Annual_Swap_Rate_ICAP
[value "AUD-BBSW Semi Annual Swap Rate ICAP"]
+ AUD_BBSY_Bid
[value "AUD-BBSY Bid"]
+ AUD_LIBOR_BBA
[value "AUD-LIBOR-BBA"]
+ AUD_LIBOR_BBA_Bloomberg
[value "AUD-LIBOR-BBA-Bloomberg"]
+ AUD_LIBOR_Reference_Banks
[value "AUD-LIBOR-Reference Banks"]
+ AUD_Quarterly_Swap_Rate_ICAP
[value "AUD-Quarterly Swap Rate-ICAP"]
+ AUD_Quarterly_Swap_Rate_ICAP_Reference_Banks
[value "AUD-Quarterly Swap Rate-ICAP-Reference Banks"]
+ AUD_Semi_Annual_Swap_Rate_11_00_BGCANTOR
[value "AUD-Semi-Annual Swap Rate-11:00-BGCANTOR"]
+ AUD_Semi_Annual_Swap_Rate_BGCANTOR_Reference_Banks
[value "AUD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks"]
+ AUD_Semi_Annual_Swap_Rate_ICAP_Reference_Banks
[value "AUD-Semi-Annual Swap Rate-ICAP-Reference Banks"]
+ AUD_Semi_annual_Swap_Rate_ICAP
[value "AUD-Semi-annual Swap Rate-ICAP"]
+ AUD_Swap_Rate_Reuters
[value "AUD-Swap Rate-Reuters"]
+ BRL_CDI
[value "BRL-CDI"]
+ CAD_BA_CDOR
[value "CAD-BA-CDOR"]
+ CAD_BA_CDOR_Bloomberg
[value "CAD-BA-CDOR-Bloomberg"]
+ CAD_BA_ISDD
[value "CAD-BA-ISDD"]
+ CAD_BA_Reference_Banks
[value "CAD-BA-Reference Banks"]
+ CAD_BA_Reuters
[value "CAD-BA-Reuters"]
+ CAD_BA_Telerate
[value "CAD-BA-Telerate"]
+ CAD_CDOR
[value "CAD-CDOR"]
+ CAD_CORRA
[value "CAD-CORRA"]
+ CAD_CORRA_CanDeal_TMX_Term
[value "CAD-CORRA CanDeal TMX Term"]
+ CAD_CORRA_Compounded_Index
[value "CAD-CORRA Compounded Index"]
+ CAD_CORRA_OIS_Compound_1
[value "CAD-CORRA-OIS Compound"]
+ CAD_CORRA_OIS_COMPOUND
[value "CAD-CORRA-OIS-COMPOUND"]
+ CAD_ISDA_Swap_Rate
[value "CAD-ISDA-Swap Rate"]
+ CAD_LIBOR_BBA
[value "CAD-LIBOR-BBA"]
+ CAD_LIBOR_BBA_Bloomberg
[value "CAD-LIBOR-BBA-Bloomberg"]
+ CAD_LIBOR_BBA_SwapMarker
[value "CAD-LIBOR-BBA-SwapMarker"]
+ CAD_LIBOR_Reference_Banks
[value "CAD-LIBOR-Reference Banks"]
+ CAD_REPO_CORRA
[value "CAD-REPO-CORRA"]
+ CAD_TBILL_ISDD
[value "CAD-TBILL-ISDD"]
+ CAD_TBILL_Reference_Banks
[value "CAD-TBILL-Reference Banks"]
+ CAD_TBILL_Reuters
[value "CAD-TBILL-Reuters"]
+ CAD_TBILL_Telerate
[value "CAD-TBILL-Telerate"]
+ CHF_3M_LIBOR_SWAP_CME_vs_LCH_ICAP
[value "CHF-3M LIBOR SWAP-CME vs LCH-ICAP"]
+ CHF_3M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg
[value "CHF-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg"]
+ CHF_3M_LIBOR_SWAP_EUREX_vs_LCH_ICAP
[value "CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP"]
+ CHF_3M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg
[value "CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg"]
+ CHF_6M_LIBORSWAP_CME_vs_LCH_ICAP_Bloomberg
[value "CHF-6M LIBORSWAP-CME vs LCH-ICAP-Bloomberg"]
+ CHF_6M_LIBOR_SWAP_CME_vs_LCH_ICAP
[value "CHF-6M LIBOR SWAP-CME vs LCH-ICAP"]
+ CHF_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP
[value "CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP"]
+ CHF_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg
[value "CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg"]
+ CHF_Annual_Swap_Rate
[value "CHF-Annual Swap Rate"]
+ CHF_Annual_Swap_Rate_11_00_ICAP
[value "CHF-Annual Swap Rate-11:00-ICAP"]
+ CHF_Annual_Swap_Rate_Reference_Banks
[value "CHF-Annual Swap Rate-Reference Banks"]
+ CHF_Basis_Swap_3m_vs_6m_LIBOR_11_00_ICAP
[value "CHF-Basis Swap-3m vs 6m-LIBOR-11:00-ICAP"]
+ CHF_ISDAFIX_Swap_Rate
[value "CHF-ISDAFIX-Swap Rate"]
+ CHF_LIBOR
[value "CHF-LIBOR"]
+ CHF_LIBOR_BBA
[value "CHF-LIBOR-BBA"]
+ CHF_LIBOR_BBA_Bloomberg
[value "CHF-LIBOR-BBA-Bloomberg"]
+ CHF_LIBOR_ISDA
[value "CHF-LIBOR-ISDA"]
+ CHF_LIBOR_Reference_Banks
[value "CHF-LIBOR-Reference Banks"]
+ CHF_OIS_11_00_ICAP
[value "CHF-OIS-11:00-ICAP"]
+ CHF_SARON
[value "CHF-SARON"]
+ CHF_SARON_Average_12M
[value "CHF-SARON Average 12M"]
+ CHF_SARON_Average_1M
[value "CHF-SARON Average 1M"]
+ CHF_SARON_Average_1W
[value "CHF-SARON Average 1W"]
+ CHF_SARON_Average_2M
[value "CHF-SARON Average 2M"]
+ CHF_SARON_Average_3M
[value "CHF-SARON Average 3M"]
+ CHF_SARON_Average_6M
[value "CHF-SARON Average 6M"]
+ CHF_SARON_Average_9M
[value "CHF-SARON Average 9M"]
+ CHF_SARON_Compounded_Index
[value "CHF-SARON Compounded Index"]
+ CHF_SARON_OIS_Compound_1
[value "CHF-SARON-OIS Compound"]
+ CHF_SARON_OIS_COMPOUND
[value "CHF-SARON-OIS-COMPOUND"]
+ CHF_TOIS_OIS_COMPOUND
[value "CHF-TOIS-OIS-COMPOUND"]
+ CHF_USD_Basis_Swaps_11_00_ICAP
[value "CHF USD-Basis Swaps-11:00-ICAP"]
+ CLP_ICP
[value "CLP-ICP"]
+ CLP_TNA
[value "CLP-TNA"]
+ CL_CLICP_Bloomberg
[value "CL-CLICP-Bloomberg"]
+ CNH_HIBOR
[value "CNH-HIBOR"]
+ CNH_HIBOR_Reference_Banks
[value "CNH-HIBOR-Reference Banks"]
+ CNH_HIBOR_TMA
[value "CNH-HIBOR-TMA"]
+ CNY_7_Repo_Compounding_Date
[value "CNY 7-Repo Compounding Date"]
+ CNY_CNREPOFIX_CFXS_Reuters
[value "CNY-CNREPOFIX=CFXS-Reuters"]
+ CNY_Deposit_Rate
[value "CNY-Deposit Rate"]
+ CNY_Fixing_Repo_Rate
[value "CNY-Fixing Repo Rate"]
+ CNY_LPR
[value "CNY-LPR"]
+ CNY_PBOCB_Reuters
[value "CNY-PBOCB-Reuters"]
+ CNY_Quarterly_7_day_Repo_Non_Deliverable_Swap_Rate_TRADITION
[value "CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION"]
+ CNY_Quarterly_7_day_Repo_Non_Deliverable_Swap_Rate_TRADITION_Reference_Banks
[value "CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION-Reference Banks"]
+ CNY_Quarterly_7D_Repo_NDS_Rate_Tradition
[value "CNY-Quarterly 7D Repo NDS Rate Tradition"]
+ CNY_SHIBOR
[value "CNY-SHIBOR"]
+ CNY_SHIBOR_OIS_Compound
[value "CNY-SHIBOR-OIS Compound"]
+ CNY_Shibor_OIS_Compounding
[value "CNY-Shibor-OIS-Compounding"]
+ CNY_SHIBOR_Reuters
[value "CNY-SHIBOR-Reuters"]
+ CNY_Semi_Annual_Swap_Rate_11_00_BGCANTOR
[value "CNY-Semi-Annual Swap Rate-11:00-BGCANTOR"]
+ CNY_Semi_Annual_Swap_Rate_Reference_Banks
[value "CNY-Semi-Annual Swap Rate-Reference Banks"]
+ CNY_Shibor_OIS_Compounding
[value "CNY-Shibor-OIS-Compounding"]
+ COP_IBR_OIS_COMPOUND
[value "COP-IBR-OIS-COMPOUND"]
+ COP_IBR_OIS_Compound_1
[value "COP-IBR-OIS Compound"]
+ CZK_Annual_Swap_Rate_11_00_BGCANTOR
[value "CZK-Annual Swap Rate-11:00-BGCANTOR"]
+ CZK_Annual_Swap_Rate_Reference_Banks
[value "CZK-Annual Swap Rate-Reference Banks"]
+ CZK_CZEONIA
[value "CZK-CZEONIA"]
+ CZK_CZEONIA_OIS_Compound
[value "CZK-CZEONIA-OIS Compound"]
+ CZK_PRIBOR
[value "CZK-PRIBOR"]
+ CZK_PRIBOR_PRBO
[value "CZK-PRIBOR-PRBO"]
+ CZK_PRIBOR_Reference_Banks
[value "CZK-PRIBOR-Reference Banks"]
+ DKK_CIBOR
[value "DKK-CIBOR"]
+ DKK_CIBOR2
[value "DKK-CIBOR2"]
+ DKK_CIBOR2_Bloomberg
[value "DKK-CIBOR2-Bloomberg"]
+ DKK_CIBOR2_DKNA13
[value "DKK-CIBOR2-DKNA13"]
+ DKK_CIBOR_DKNA13
[value "DKK-CIBOR-DKNA13"]
+ DKK_CIBOR_DKNA13_Bloomberg
[value "DKK-CIBOR-DKNA13-Bloomberg"]
+ DKK_CIBOR_Reference_Banks
[value "DKK-CIBOR-Reference Banks"]
+ DKK_CITA
[value "DKK-CITA"]
+ DKK_CITA_DKNA14_COMPOUND
[value "DKK-CITA-DKNA14-COMPOUND"]
+ DKK_DESTR
[value "DKK-DESTR"]
+ DKK_DESTR_Compounded_Index
[value "DKK-DESTR Compounded Index"]
+ DKK_DESTR_OIS_Compound
[value "DKK-DESTR-OIS Compound"]
+ DKK_DKKOIS_OIS_COMPOUND
[value "DKK-DKKOIS-OIS-COMPOUND"]
+ DKK_Tom_Next_OIS_Compound
[value "DKK-Tom Next-OIS Compound"]
+ EUR_3M_EURIBOR_SWAP_CME_vs_LCH_ICAP
[value "EUR-3M EURIBOR SWAP-CME vs LCH-ICAP"]
+ EUR_3M_EURIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg
[value "EUR-3M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg"]
+ EUR_3M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP
[value "EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP"]
+ EUR_3M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg
[value "EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg"]
+ EUR_6M_EURIBOR_SWAP_CME_vs_LCH_ICAP
[value "EUR-6M EURIBOR SWAP-CME vs LCH-ICAP"]
+ EUR_6M_EURIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg
[value "EUR-6M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg"]
+ EUR_6M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP
[value "EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP"]
+ EUR_6M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg
[value "EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg"]
+ EUR_Annual_Swap_Rate_10_00
[value "EUR-Annual Swap Rate-10:00"]
+ EUR_Annual_Swap_Rate_10_00_BGCANTOR
[value "EUR-Annual Swap Rate-10:00-BGCANTOR"]
+ EUR_Annual_Swap_Rate_10_00_Bloomberg
[value "EUR-Annual Swap Rate-10:00-Bloomberg"]
+ EUR_Annual_Swap_Rate_10_00_ICAP
[value "EUR-Annual Swap Rate-10:00-ICAP"]
+ EUR_Annual_Swap_Rate_10_00_SwapMarker
[value "EUR-Annual Swap Rate-10:00-SwapMarker"]
+ EUR_Annual_Swap_Rate_10_00_TRADITION
[value "EUR-Annual Swap Rate-10:00-TRADITION"]
+ EUR_Annual_Swap_Rate_11_00
[value "EUR-Annual Swap Rate-11:00"]
+ EUR_Annual_Swap_Rate_11_00_Bloomberg
[value "EUR-Annual Swap Rate-11:00-Bloomberg"]
+ EUR_Annual_Swap_Rate_11_00_ICAP
[value "EUR-Annual Swap Rate-11:00-ICAP"]
+ EUR_Annual_Swap_Rate_11_00_SwapMarker
[value "EUR-Annual Swap Rate-11:00-SwapMarker"]
+ EUR_Annual_Swap_Rate_3_Month
[value "EUR-Annual Swap Rate-3 Month"]
+ EUR_Annual_Swap_Rate_3_Month_SwapMarker
[value "EUR-Annual Swap Rate-3 Month-SwapMarker"]
+ EUR_Annual_Swap_Rate_4_15_TRADITION
[value "EUR-Annual Swap Rate-4:15-TRADITION"]
+ EUR_Annual_Swap_Rate_Reference_Banks
[value "EUR-Annual Swap Rate-Reference Banks"]
+ EUR_Basis_Swap_EONIA_vs_3m_EUR_IBOR_Swap_Rates_A_360_10_00_ICAP
[value "EUR Basis Swap-EONIA vs 3m EUR+IBOR Swap Rates-A/360-10:00-ICAP"]
+ EUR_CNO_TEC10
[value "EUR-CNO TEC10"]
+ EUR_EONIA
[value "EUR-EONIA"]
+ EUR_EONIA_AVERAGE_1
[value "EUR-EONIA-AVERAGE"]
+ EUR_EONIA_Average
[value "EUR-EONIA-Average"]
+ EUR_EONIA_OIS_10_00_BGCANTOR
[value "EUR-EONIA-OIS-10:00-BGCANTOR"]
+ EUR_EONIA_OIS_10_00_ICAP
[value "EUR-EONIA-OIS-10:00-ICAP"]
+ EUR_EONIA_OIS_10_00_TRADITION
[value "EUR-EONIA-OIS-10:00-TRADITION"]
+ EUR_EONIA_OIS_11_00_ICAP
[value "EUR-EONIA-OIS-11:00-ICAP"]
+ EUR_EONIA_OIS_4_15_TRADITION
[value "EUR-EONIA-OIS-4:15-TRADITION"]
+ EUR_EONIA_OIS_Compound_1
[value "EUR-EONIA-OIS Compound"]
+ EUR_EONIA_OIS_COMPOUND
[value "EUR-EONIA-OIS-COMPOUND"]
+ EUR_EONIA_OIS_COMPOUND_Bloomberg
[value "EUR-EONIA-OIS-COMPOUND-Bloomberg"]
+ EUR_EONIA_Swap_Index
[value "EUR-EONIA-Swap-Index"]
+ EUR_EURIBOR
[value "EUR-EURIBOR"]
+ EUR_EURIBOR_Act_365
[value "EUR-EURIBOR-Act/365"]
+ EUR_EURIBOR_Act_365_Bloomberg
[value "EUR-EURIBOR-Act/365-Bloomberg"]
+ EUR_EURIBOR_Annual_Bond_Swap_vs_1m_11_00_ICAP
[value "EUR EURIBOR-Annual Bond Swap vs 1m-11:00-ICAP"]
+ EUR_EURIBOR_Basis_Swap_1m_vs_3m_Euribor_11_00_ICAP
[value "EUR EURIBOR-Basis Swap-1m vs 3m-Euribor-11:00-ICAP"]
+ EUR_EURIBOR_Basis_Swap_3m_vs_6m_11_00_ICAP
[value "EUR EURIBOR-Basis Swap-3m vs 6m-11:00-ICAP"]
+ EUR_EURIBOR_ICE_Swap_Rate_11_00
[value "EUR-EURIBOR ICE Swap Rate-11:00"]
+ EUR_EURIBOR_ICE_Swap_Rate_12_00
[value "EUR-EURIBOR ICE Swap Rate-12:00"]
+ EUR_EURIBOR_Reference_Banks
[value "EUR-EURIBOR-Reference Banks"]
+ EUR_EURIBOR_Reuters
[value "EUR-EURIBOR-Reuters"]
+ EUR_EURIBOR_Telerate
[value "EUR-EURIBOR-Telerate"]
+ EUR_EURONIA_OIS_COMPOUND
[value "EUR-EURONIA-OIS-COMPOUND"]
+ EUR_EURONIA_OIS_Compound_1
[value "EUR-EURONIA-OIS Compound"]
+ EUR_EuroSTR
[value "EUR-EuroSTR"]
+ EUR_EuroSTR_Average_12M
[value "EUR-EuroSTR Average 12M"]
+ EUR_EuroSTR_Average_1M
[value "EUR-EuroSTR Average 1M"]
+ EUR_EuroSTR_Average_1W
[value "EUR-EuroSTR Average 1W"]
+ EUR_EuroSTR_Average_3M
[value "EUR-EuroSTR Average 3M"]
+ EUR_EuroSTR_Average_6M
[value "EUR-EuroSTR Average 6M"]
+ EUR_EuroSTR_COMPOUND
[value "EUR-EuroSTR-COMPOUND"]
+ EUR_EuroSTR_Compounded_Index
[value "EUR-EuroSTR Compounded Index"]
+ EUR_EuroSTR_FTSE_Term
[value "EUR-EuroSTR FTSE Term"]
+ EUR_EuroSTR_ICE_Compounded_Index
[value "EUR-EuroSTR ICE Compounded Index"]
+ EUR_EuroSTR_ICE_Compounded_Index_0_Floor
[value "EUR-EuroSTR ICE Compounded Index 0 Floor"]
+ EUR_EuroSTR_ICE_Compounded_Index_0_Floor_2D_Lag
[value "EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag"]
+ EUR_EuroSTR_ICE_Compounded_Index_0_Floor_5D_Lag
[value "EUR-EuroSTR ICE Compounded Index 0 Floor 5D Lag"]
+ EUR_EuroSTR_ICE_Compounded_Index_2D_Lag
[value "EUR-EuroSTR ICE Compounded Index 2D Lag"]
+ EUR_EuroSTR_ICE_Compounded_Index_5D_Lag
[value "EUR-EuroSTR ICE Compounded Index 5D Lag"]
+ EUR_EuroSTR_OIS_Compound
[value "EUR-EuroSTR-OIS Compound"]
+ EUR_EuroSTR_Term
[value "EUR-EuroSTR Term"]
+ EUR_ISDA_EURIBOR_Swap_Rate_11_00
[value "EUR-ISDA-EURIBOR Swap Rate-11:00"]
+ EUR_ISDA_EURIBOR_Swap_Rate_12_00
[value "EUR-ISDA-EURIBOR Swap Rate-12:00"]
+ EUR_ISDA_LIBOR_Swap_Rate_10_00
[value "EUR-ISDA-LIBOR Swap Rate-10:00"]
+ EUR_ISDA_LIBOR_Swap_Rate_11_00
[value "EUR-ISDA-LIBOR Swap Rate-11:00"]
+ EUR_LIBOR
[value "EUR-LIBOR"]
+ EUR_LIBOR_BBA
[value "EUR-LIBOR-BBA"]
+ EUR_LIBOR_BBA_Bloomberg
[value "EUR-LIBOR-BBA-Bloomberg"]
+ EUR_LIBOR_Reference_Banks
[value "EUR-LIBOR-Reference Banks"]
+ EUR_TAM_CDC
[value "EUR-TAM-CDC"]
+ EUR_TEC10_CNO
[value "EUR-TEC10-CNO"]
+ EUR_TEC10_CNO_SwapMarker
[value "EUR-TEC10-CNO-SwapMarker"]
+ EUR_TEC10_Reference_Banks
[value "EUR-TEC10-Reference Banks"]
+ EUR_TEC5_CNO
[value "EUR-TEC5-CNO"]
+ EUR_TEC5_CNO_SwapMarker
[value "EUR-TEC5-CNO-SwapMarker"]
+ EUR_TEC5_Reference_Banks
[value "EUR-TEC5-Reference Banks"]
+ EUR_TMM_CDC_COMPOUND
[value "EUR-TMM-CDC-COMPOUND"]
+ EUR_USD_Basis_Swaps_11_00_ICAP
[value "EUR USD-Basis Swaps-11:00-ICAP"]
+ GBP_6M_LIBOR_SWAP_CME_vs_LCH_ICAP
[value "GBP-6M LIBOR SWAP-CME vs LCH-ICAP"]
+ GBP_6M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg
[value "GBP-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg"]
+ GBP_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP
[value "GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP"]
+ GBP_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg
[value "GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg"]
+ GBP_ISDA_Swap_Rate
[value "GBP-ISDA-Swap Rate"]
+ GBP_LIBOR
[value "GBP-LIBOR"]
+ GBP_LIBOR_BBA
[value "GBP-LIBOR-BBA"]
+ GBP_LIBOR_BBA_Bloomberg
[value "GBP-LIBOR-BBA-Bloomberg"]
+ GBP_LIBOR_ICE_Swap_Rate
[value "GBP-LIBOR ICE Swap Rate"]
+ GBP_LIBOR_ISDA
[value "GBP-LIBOR-ISDA"]
+ GBP_LIBOR_Reference_Banks
[value "GBP-LIBOR-Reference Banks"]
+ GBP_RONIA
[value "GBP-RONIA"]
+ GBP_RONIA_OIS_Compound
[value "GBP-RONIA-OIS Compound"]
+ GBP_SONIA
[value "GBP-SONIA"]
+ GBP_SONIA_COMPOUND
[value "GBP-SONIA-COMPOUND"]
+ GBP_SONIA_Compounded_Index
[value "GBP-SONIA Compounded Index"]
+ GBP_SONIA_FTSE_Term
[value "GBP-SONIA FTSE Term"]
+ GBP_SONIA_ICE_Compounded_Index
[value "GBP-SONIA ICE Compounded Index"]
+ GBP_SONIA_ICE_Compounded_Index_0_Floor
[value "GBP-SONIA ICE Compounded Index 0 Floor"]
+ GBP_SONIA_ICE_Compounded_Index_0_Floor_2D_Lag
[value "GBP-SONIA ICE Compounded Index 0 Floor 2D Lag"]
+ GBP_SONIA_ICE_Compounded_Index_0_Floor_5D_Lag
[value "GBP-SONIA ICE Compounded Index 0 Floor 5D Lag"]
+ GBP_SONIA_ICE_Compounded_Index_2D_Lag
[value "GBP-SONIA ICE Compounded Index 2D Lag"]
+ GBP_SONIA_ICE_Compounded_Index_5D_Lag
[value "GBP-SONIA ICE Compounded Index 5D Lag"]
+ GBP_SONIA_ICE_Swap_Rate
[value "GBP-SONIA ICE Swap Rate"]
+ GBP_SONIA_ICE_Term
[value "GBP-SONIA ICE Term"]
+ GBP_SONIA_OIS_11_00_ICAP
[value "GBP-SONIA-OIS-11:00-ICAP"]
+ GBP_SONIA_OIS_11_00_TRADITION
[value "GBP-SONIA-OIS-11:00-TRADITION"]
+ GBP_SONIA_OIS_4_15_TRADITION
[value "GBP-SONIA-OIS-4:15-TRADITION"]
+ GBP_SONIA_OIS_Compound
[value "GBP-SONIA-OIS Compound"]
+ GBP_SONIA_Swap_Rate
[value "GBP-SONIA Swap Rate"]
+ GBP_Semi_Annual_Swap_Rate
[value "GBP-Semi-Annual Swap Rate"]
+ GBP_Semi_Annual_Swap_Rate_11_00_ICAP
[value "GBP-Semi-Annual Swap Rate-11:00-ICAP"]
+ GBP_Semi_Annual_Swap_Rate_11_00_TRADITION
[value "GBP-Semi Annual Swap Rate-11:00-TRADITION"]
+ GBP_Semi_Annual_Swap_Rate_4_15_TRADITION
[value "GBP-Semi Annual Swap Rate-4:15-TRADITION"]
+ GBP_Semi_Annual_Swap_Rate_Reference_Banks
[value "GBP-Semi-Annual Swap Rate-Reference Banks"]
+ GBP_Semi_Annual_Swap_Rate_SwapMarker26
[value "GBP-Semi-Annual Swap Rate-SwapMarker26"]
+ GBP_UK_Base_Rate
[value "GBP-UK Base Rate"]
+ GBP_USD_Basis_Swaps_11_00_ICAP
[value "GBP USD-Basis Swaps-11:00-ICAP"]
+ GBP_WMBA_RONIA_COMPOUND
[value "GBP-WMBA-RONIA-COMPOUND"]
+ GBP_WMBA_SONIA_COMPOUND
[value "GBP-WMBA-SONIA-COMPOUND"]
+ GRD_ATHIBOR_ATHIBOR
[value "GRD-ATHIBOR-ATHIBOR"]
+ GRD_ATHIBOR_Reference_Banks
[value "GRD-ATHIBOR-Reference Banks"]
+ GRD_ATHIBOR_Telerate
[value "GRD-ATHIBOR-Telerate"]
+ GRD_ATHIMID_Reference_Banks
[value "GRD-ATHIMID-Reference Banks"]
+ GRD_ATHIMID_Reuters
[value "GRD-ATHIMID-Reuters"]
+ HKD_HIBOR
[value "HKD-HIBOR"]
+ HKD_HIBOR_HIBOR_
[value "HKD-HIBOR-HIBOR="]
+ HKD_HIBOR_HIBOR_Bloomberg
[value "HKD-HIBOR-HIBOR-Bloomberg"]
+ HKD_HIBOR_HKAB
[value "HKD-HIBOR-HKAB"]
+ HKD_HIBOR_HKAB_Bloomberg
[value "HKD-HIBOR-HKAB-Bloomberg"]
+ HKD_HIBOR_ISDC
[value "HKD-HIBOR-ISDC"]
+ HKD_HIBOR_Reference_Banks
[value "HKD-HIBOR-Reference Banks"]
+ HKD_HONIA
[value "HKD-HONIA"]
+ HKD_HONIA_OIS_Compound
[value "HKD-HONIA-OIS Compound"]
+ HKD_HONIX_OIS_COMPOUND
[value "HKD-HONIX-OIS-COMPOUND"]
+ HKD_ISDA_Swap_Rate_11_00
[value "HKD-ISDA-Swap Rate-11:00"]
+ HKD_ISDA_Swap_Rate_4_00
[value "HKD-ISDA-Swap Rate-4:00"]
+ HKD_Quarterly_Annual_Swap_Rate_11_00_BGCANTOR
[value "HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR"]
+ HKD_Quarterly_Annual_Swap_Rate_11_00_TRADITION
[value "HKD-Quarterly-Annual Swap Rate-11:00-TRADITION"]
+ HKD_Quarterly_Annual_Swap_Rate_4_00_BGCANTOR
[value "HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR"]
+ HKD_Quarterly_Annual_Swap_Rate_Reference_Banks
[value "HKD-Quarterly-Annual Swap Rate-Reference Banks"]
+ HKD_Quarterly_Quarterly_Swap_Rate_11_00_ICAP
[value "HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP"]
+ HKD_Quarterly_Quarterly_Swap_Rate_4_00_ICAP
[value "HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP"]
+ HKD_Quarterly_Quarterly_Swap_Rate_Reference_Banks
[value "HKD-Quarterly-Quarterly Swap Rate-Reference Banks"]
+ HUF_BUBOR
[value "HUF-BUBOR"]
+ HUF_BUBOR_Reference_Banks
[value "HUF-BUBOR-Reference Banks"]
+ HUF_BUBOR_Reuters
[value "HUF-BUBOR-Reuters"]
+ HUF_HUFONIA
[value "HUF-HUFONIA"]
+ HUF_HUFONIA_OIS_Compound
[value "HUF-HUFONIA-OIS Compound"]
+ IDR_IDMA_Bloomberg
[value "IDR-IDMA-Bloomberg"]
+ IDR_IDRFIX
[value "IDR-IDRFIX"]
+ IDR_JIBOR
[value "IDR-JIBOR"]
+ IDR_JIBOR_Reuters
[value "IDR-JIBOR-Reuters"]
+ IDR_SBI_Reuters
[value "IDR-SBI-Reuters"]
+ IDR_SOR_Reference_Banks
[value "IDR-SOR-Reference Banks"]
+ IDR_SOR_Reuters
[value "IDR-SOR-Reuters"]
+ IDR_SOR_Telerate
[value "IDR-SOR-Telerate"]
+ IDR_Semi_Annual_Swap_Rate_11_00_BGCANTOR
[value "IDR-Semi-Annual Swap Rate-11:00-BGCANTOR"]
+ IDR_Semi_Annual_Swap_Rate_Non_deliverable_16_00_Tullett_Prebon
[value "IDR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon"]
+ IDR_Semi_Annual_Swap_Rate_Reference_Banks
[value "IDR-Semi-Annual Swap Rate-Reference Banks"]
+ ILS_SHIR
[value "ILS-SHIR"]
+ ILS_SHIR_OIS_Compound
[value "ILS-SHIR-OIS Compound"]
+ ILS_TELBOR
[value "ILS-TELBOR"]
+ ILS_TELBOR01_Reuters
[value "ILS-TELBOR01-Reuters"]
+ ILS_TELBOR_Reference_Banks
[value "ILS-TELBOR-Reference Banks"]
+ INR_BMK
[value "INR-BMK"]
+ INR_CMT
[value "INR-CMT"]
+ INR_FBIL_MIBOR_OIS_COMPOUND
[value "INR-FBIL-MIBOR-OIS-COMPOUND"]
+ INR_INBMK_REUTERS
[value "INR-INBMK-REUTERS"]
+ INR_MIBOR_OIS
[value "INR-MIBOR OIS"]
+ INR_MIBOR_OIS_Compound_1
[value "INR-MIBOR-OIS Compound"]
+ INR_MIBOR_OIS_COMPOUND
[value "INR-MIBOR-OIS-COMPOUND"]
+ INR_MIFOR
[value "INR-MIFOR"]
+ INR_MIOIS
[value "INR-MIOIS"]
+ INR_MITOR_OIS_COMPOUND
[value "INR-MITOR-OIS-COMPOUND"]
+ INR_Modified_MIFOR
[value "INR-Modified MIFOR"]
+ INR_Reference_Banks
[value "INR-Reference Banks"]
+ INR_Semi_Annual_Swap_Rate_11_30_BGCANTOR
[value "INR-Semi-Annual Swap Rate-11:30-BGCANTOR"]
+ INR_Semi_Annual_Swap_Rate_Non_deliverable_16_00_Tullett_Prebon
[value "INR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon"]
+ INR_Semi_Annual_Swap_Rate_Reference_Banks
[value "INR-Semi-Annual Swap Rate-Reference Banks"]
+ ISK_REIBOR
[value "ISK-REIBOR"]
+ ISK_REIBOR_Reference_Banks
[value "ISK-REIBOR-Reference Banks"]
+ ISK_REIBOR_Reuters
[value "ISK-REIBOR-Reuters"]
+ JPY_Annual_Swap_Rate_11_00_TRADITION
[value "JPY-Annual Swap Rate-11:00-TRADITION"]
+ JPY_Annual_Swap_Rate_3_00_TRADITION
[value "JPY-Annual Swap Rate-3:00-TRADITION"]
+ JPY_BBSF_Bloomberg_10_00
[value "JPY-BBSF-Bloomberg-10:00"]
+ JPY_BBSF_Bloomberg_15_00
[value "JPY-BBSF-Bloomberg-15:00"]
+ JPY_Euroyen_TIBOR
[value "JPY-Euroyen TIBOR"]
+ JPY_ISDA_Swap_Rate_10_00
[value "JPY-ISDA-Swap Rate-10:00"]
+ JPY_ISDA_Swap_Rate_15_00
[value "JPY-ISDA-Swap Rate-15:00"]
+ JPY_LIBOR
[value "JPY-LIBOR"]
+ JPY_LIBOR_BBA
[value "JPY-LIBOR-BBA"]
+ JPY_LIBOR_BBA_Bloomberg
[value "JPY-LIBOR-BBA-Bloomberg"]
+ JPY_LIBOR_FRASETT
[value "JPY-LIBOR-FRASETT"]
+ JPY_LIBOR_ISDA
[value "JPY-LIBOR-ISDA"]
+ JPY_LIBOR_Reference_Banks
[value "JPY-LIBOR-Reference Banks"]
+ JPY_LIBOR_TSR_10_00
[value "JPY-LIBOR TSR-10:00"]
+ JPY_LIBOR_TSR_15_00
[value "JPY-LIBOR TSR-15:00"]
+ JPY_LTPR_MHBK
[value "JPY-LTPR MHBK"]
+ JPY_LTPR_MHCB
[value "JPY-LTPR-MHCB"]
+ JPY_LTPR_TBC
[value "JPY-LTPR-TBC"]
+ JPY_MUTANCALL_TONAR
[value "JPY-MUTANCALL-TONAR"]
+ JPY_OIS_11_00_ICAP
[value "JPY-OIS-11:00-ICAP"]
+ JPY_OIS_11_00_TRADITION
[value "JPY-OIS-11:00-TRADITION"]
+ JPY_OIS_3_00_TRADITION
[value "JPY-OIS-3:00-TRADITION"]
+ JPY_Quoting_Banks_LIBOR
[value "JPY-Quoting Banks-LIBOR"]
+ JPY_STPR_Quoting_Banks
[value "JPY-STPR-Quoting Banks"]
+ JPY_TIBOR
[value "JPY-TIBOR"]
+ JPY_TIBOR_17096
[value "JPY-TIBOR-17096"]
+ JPY_TIBOR_17097
[value "JPY-TIBOR-17097"]
+ JPY_TIBOR_DTIBOR01
[value "JPY-TIBOR-DTIBOR01"]
+ JPY_TIBOR_TIBM
[value "JPY-TIBOR-TIBM"]
+ JPY_TIBOR_TIBM_Reference_Banks
[value "JPY-TIBOR-TIBM-Reference Banks"]
+ JPY_TIBOR_TIBM__10_Banks_
[value "JPY-TIBOR-TIBM (10 Banks)"]
+ JPY_TIBOR_TIBM__5_Banks_
[value "JPY-TIBOR-TIBM (5 Banks)"]
+ JPY_TIBOR_TIBM__All_Banks_
[value "JPY-TIBOR-TIBM (All Banks)"]
+ JPY_TIBOR_TIBM__All_Banks__Bloomberg
[value "JPY-TIBOR-TIBM (All Banks)-Bloomberg"]
+ JPY_TIBOR_ZTIBOR
[value "JPY-TIBOR-ZTIBOR"]
+ JPY_TONA
[value "JPY-TONA"]
+ JPY_TONA_Average_180D
[value "JPY-TONA Average 180D"]
+ JPY_TONA_Average_30D
[value "JPY-TONA Average 30D"]
+ JPY_TONA_Average_90D
[value "JPY-TONA Average 90D"]
+ JPY_TONA_Compounded_Index
[value "JPY-TONA Compounded Index"]
+ JPY_TONA_ICE_Compounded_Index
[value "JPY-TONA ICE Compounded Index"]
+ JPY_TONA_ICE_Compounded_Index_0_Floor
[value "JPY-TONA ICE Compounded Index 0 Floor"]
+ JPY_TONA_ICE_Compounded_Index_0_Floor_2D_Lag
[value "JPY-TONA ICE Compounded Index 0 Floor 2D Lag"]
+ JPY_TONA_ICE_Compounded_Index_0_Floor_5D_Lag
[value "JPY-TONA ICE Compounded Index 0 Floor 5D Lag"]
+ JPY_TONA_ICE_Compounded_Index_2D_Lag
[value "JPY-TONA ICE Compounded Index 2D Lag"]
+ JPY_TONA_ICE_Compounded_Index_5D_Lag
[value "JPY-TONA ICE Compounded Index 5D Lag"]
+ JPY_TONA_OIS_Compound_1
[value "JPY-TONA-OIS Compound"]
+ JPY_TONA_OIS_COMPOUND
[value "JPY-TONA-OIS-COMPOUND"]
+ JPY_TONA_TSR_10_00
[value "JPY-TONA TSR-10:00"]
+ JPY_TONA_TSR_15_00
[value "JPY-TONA TSR-15:00"]
+ JPY_TORF_QUICK
[value "JPY-TORF QUICK"]
+ JPY_TSR_Reference_Banks
[value "JPY-TSR-Reference Banks"]
+ JPY_TSR_Reuters_10_00
[value "JPY-TSR-Reuters-10:00"]
+ JPY_TSR_Reuters_15_00
[value "JPY-TSR-Reuters-15:00"]
+ JPY_TSR_Telerate_10_00
[value "JPY-TSR-Telerate-10:00"]
+ JPY_TSR_Telerate_15_00
[value "JPY-TSR-Telerate-15:00"]
+ JPY_USD_Basis_Swaps_11_00_ICAP
[value "JPY USD-Basis Swaps-11:00-ICAP"]
+ KRW_Bond_3222
[value "KRW-Bond-3222"]
+ KRW_CD_3220
[value "KRW-CD-3220"]
+ KRW_CD_91D
[value "KRW-CD 91D"]
+ KRW_CD_KSDA_Bloomberg
[value "KRW-CD-KSDA-Bloomberg"]
+ KRW_KOFR
[value "KRW-KOFR"]
+ KRW_KOFR_OIS_Compound
[value "KRW-KOFR-OIS Compound"]
+ KRW_Quarterly_Annual_Swap_Rate_3_30_ICAP
[value "KRW-Quarterly Annual Swap Rate-3:30-ICAP"]
+ MXN_TIIE
[value "MXN-TIIE"]
+ MXN_TIIE_Banxico
[value "MXN-TIIE-Banxico"]
+ MXN_TIIE_Banxico_Bloomberg
[value "MXN-TIIE-Banxico-Bloomberg"]
+ MXN_TIIE_Banxico_Reference_Banks
[value "MXN-TIIE-Banxico-Reference Banks"]
+ MXN_TIIE_ON
[value "MXN-TIIE ON"]
+ MXN_TIIE_ON_OIS_Compound
[value "MXN-TIIE ON-OIS Compound"]
+ MXN_TIIE_Reference_Banks
[value "MXN-TIIE-Reference Banks"]
+ MYR_KLIBOR
[value "MYR-KLIBOR"]
+ MYR_KLIBOR_BNM
[value "MYR-KLIBOR-BNM"]
+ MYR_KLIBOR_Reference_Banks
[value "MYR-KLIBOR-Reference Banks"]
+ MYR_MYOR
[value "MYR-MYOR"]
+ MYR_MYOR_OIS_Compound
[value "MYR-MYOR-OIS Compound"]
+ MYR_Quarterly_Swap_Rate_11_00_TRADITION
[value "MYR-Quarterly Swap Rate-11:00-TRADITION"]
+ MYR_Quarterly_Swap_Rate_TRADITION_Reference_Banks
[value "MYR-Quarterly Swap Rate-TRADITION-Reference Banks"]
+ NOK_NIBOR
[value "NOK-NIBOR"]
+ NOK_NIBOR_NIBR
[value "NOK-NIBOR-NIBR"]
+ NOK_NIBOR_NIBR_Bloomberg
[value "NOK-NIBOR-NIBR-Bloomberg"]
+ NOK_NIBOR_NIBR_Reference_Banks
[value "NOK-NIBOR-NIBR-Reference Banks"]
+ NOK_NIBOR_OIBOR
[value "NOK-NIBOR-OIBOR"]
+ NOK_NIBOR_Reference_Banks
[value "NOK-NIBOR-Reference Banks"]
+ NOK_NOWA
[value "NOK-NOWA"]
+ NOK_NOWA_OIS_Compound
[value "NOK-NOWA-OIS Compound"]
+ NZD_BBR_BID
[value "NZD-BBR-BID"]
+ NZD_BBR_FRA
[value "NZD-BBR-FRA"]
+ NZD_BBR_ISDC
[value "NZD-BBR-ISDC"]
+ NZD_BBR_Reference_Banks
[value "NZD-BBR-Reference Banks"]
+ NZD_BBR_Telerate
[value "NZD-BBR-Telerate"]
+ NZD_BKBM_Bid
[value "NZD-BKBM Bid"]
+ NZD_BKBM_FRA
[value "NZD-BKBM FRA"]
+ NZD_BKBM_FRA_Swap_Rate_ICAP
[value "NZD-BKBM FRA Swap Rate ICAP"]
+ NZD_NZIONA
[value "NZD-NZIONA"]
+ NZD_NZIONA_OIS_Compound_1
[value "NZD-NZIONA-OIS Compound"]
+ NZD_NZIONA_OIS_COMPOUND
[value "NZD-NZIONA-OIS-COMPOUND"]
+ NZD_Semi_Annual_Swap_Rate_11_00_BGCANTOR
[value "NZD-Semi-Annual Swap Rate-11:00-BGCANTOR"]
+ NZD_Semi_Annual_Swap_Rate_BGCANTOR_Reference_Banks
[value "NZD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks"]
+ NZD_Swap_Rate_ICAP
[value "NZD-Swap Rate-ICAP"]
+ NZD_Swap_Rate_ICAP_Reference_Banks
[value "NZD-Swap Rate-ICAP-Reference Banks"]
+ PHP_PHIREF
[value "PHP-PHIREF"]
+ PHP_PHIREF_BAP
[value "PHP-PHIREF-BAP"]
+ PHP_PHIREF_Bloomberg
[value "PHP-PHIREF-Bloomberg"]
+ PHP_PHIREF_Reference_Banks
[value "PHP-PHIREF-Reference Banks"]
+ PHP_Semi_Annual_Swap_Rate_11_00_BGCANTOR
[value "PHP-Semi-Annual Swap Rate-11:00-BGCANTOR"]
+ PHP_Semi_Annual_Swap_Rate_Reference_Banks
[value "PHP-Semi-Annual Swap Rate-Reference Banks"]
+ PLN_POLONIA
[value "PLN-POLONIA"]
+ PLN_POLONIA_OIS_Compound_1
[value "PLN-POLONIA-OIS Compound"]
+ PLN_POLONIA_OIS_COMPOUND
[value "PLN-POLONIA-OIS-COMPOUND"]
+ PLN_WIBID
[value "PLN-WIBID"]
+ PLN_WIBOR
[value "PLN-WIBOR"]
+ PLN_WIBOR_Reference_Banks
[value "PLN-WIBOR-Reference Banks"]
+ PLN_WIBOR_WIBO
[value "PLN-WIBOR-WIBO"]
+ PLN_WIRON
[value "PLN-WIRON"]
+ PLN_WIRON_OIS_Compound
[value "PLN-WIRON-OIS Compound"]
+ PLZ_WIBOR_Reference_Banks
[value "PLZ-WIBOR-Reference Banks"]
+ PLZ_WIBOR_WIBO
[value "PLZ-WIBOR-WIBO"]
+ REPOFUNDS_RATE_FRANCE_OIS_COMPOUND
[value "REPOFUNDS RATE-FRANCE-OIS-COMPOUND"]
+ REPOFUNDS_RATE_GERMANY_OIS_COMPOUND
[value "REPOFUNDS RATE-GERMANY-OIS-COMPOUND"]
+ REPOFUNDS_RATE_ITALY_OIS_COMPOUND
[value "REPOFUNDS RATE-ITALY-OIS-COMPOUND"]
+ RON_Annual_Swap_Rate_11_00_BGCANTOR
[value "RON-Annual Swap Rate-11:00-BGCANTOR"]
+ RON_Annual_Swap_Rate_Reference_Banks
[value "RON-Annual Swap Rate-Reference Banks"]
+ RON_RBOR_Reuters
[value "RON-RBOR-Reuters"]
+ RON_ROBID
[value "RON-ROBID"]
+ RON_ROBOR
[value "RON-ROBOR"]
+ RUB_Annual_Swap_Rate_11_00_BGCANTOR
[value "RUB-Annual Swap Rate-11:00-BGCANTOR"]
+ RUB_Annual_Swap_Rate_12_45_TRADITION
[value "RUB-Annual Swap Rate-12:45-TRADITION"]
+ RUB_Annual_Swap_Rate_4_15_TRADITION
[value "RUB-Annual Swap Rate-4:15-TRADITION"]
+ RUB_Annual_Swap_Rate_Reference_Banks
[value "RUB-Annual Swap Rate-Reference Banks"]
+ RUB_Annual_Swap_Rate_TRADITION_Reference_Banks
[value "RUB-Annual Swap Rate-TRADITION-Reference Banks"]
+ RUB_Key_Rate_CBRF
[value "RUB-Key Rate CBRF"]
+ RUB_MosPrime
[value "RUB-MosPrime"]
+ RUB_MOSPRIME_NFEA
[value "RUB-MOSPRIME-NFEA"]
+ RUB_MOSPRIME_Reference_Banks
[value "RUB-MOSPRIME-Reference Banks"]
+ RUB_RUONIA
[value "RUB-RUONIA"]
+ RUB_RUONIA_OIS_Compound_1
[value "RUB-RUONIA-OIS Compound"]
+ RUB_RUONIA_OIS_COMPOUND
[value "RUB-RUONIA-OIS-COMPOUND"]
+ SAR_SAIBOR
[value "SAR-SAIBOR"]
+ SAR_SRIOR_Reference_Banks
[value "SAR-SRIOR-Reference Banks"]
+ SAR_SRIOR_SUAA
[value "SAR-SRIOR-SUAA"]
+ SEK_Annual_Swap_Rate
[value "SEK-Annual Swap Rate"]
+ SEK_Annual_Swap_Rate_SESWFI
[value "SEK-Annual Swap Rate-SESWFI"]
+ SEK_SIOR_OIS_COMPOUND
[value "SEK-SIOR-OIS-COMPOUND"]
+ SEK_STIBOR
[value "SEK-STIBOR"]
+ SEK_STIBOR_Bloomberg
[value "SEK-STIBOR-Bloomberg"]
+ SEK_STIBOR_OIS_Compound
[value "SEK-STIBOR-OIS Compound"]
+ SEK_STIBOR_Reference_Banks
[value "SEK-STIBOR-Reference Banks"]
+ SEK_STIBOR_SIDE
[value "SEK-STIBOR-SIDE"]
+ SEK_SWESTR
[value "SEK-SWESTR"]
+ SEK_SWESTR_Average_1M
[value "SEK-SWESTR Average 1M"]
+ SEK_SWESTR_Average_1W
[value "SEK-SWESTR Average 1W"]
+ SEK_SWESTR_Average_2M
[value "SEK-SWESTR Average 2M"]
+ SEK_SWESTR_Average_3M
[value "SEK-SWESTR Average 3M"]
+ SEK_SWESTR_Average_6M
[value "SEK-SWESTR Average 6M"]
+ SEK_SWESTR_Compounded_Index
[value "SEK-SWESTR Compounded Index"]
+ SEK_SWESTR_OIS_Compound
[value "SEK-SWESTR-OIS Compound"]
+ SGD_Semi_Annual_Currency_Basis_Swap_Rate_11_00_Tullett_Prebon
[value "SGD-Semi-Annual Currency Basis Swap Rate-11:00-Tullett Prebon"]
+ SGD_Semi_Annual_Currency_Basis_Swap_Rate_16_00_Tullett_Prebon
[value "SGD-Semi-Annual Currency Basis Swap Rate-16:00-Tullett Prebon"]
+ SGD_Semi_Annual_Swap_Rate_11_00_BGCANTOR
[value "SGD-Semi-Annual Swap Rate-11:00-BGCANTOR"]
+ SGD_Semi_Annual_Swap_Rate_11_00_TRADITION
[value "SGD-Semi-Annual Swap Rate-11.00-TRADITION"]
+ SGD_Semi_Annual_Swap_Rate_11_00_Tullett_Prebon
[value "SGD-Semi-Annual Swap Rate-11:00-Tullett Prebon"]
+ SGD_Semi_Annual_Swap_Rate_16_00_Tullett_Prebon
[value "SGD-Semi-Annual Swap Rate-16:00-Tullett Prebon"]
+ SGD_Semi_Annual_Swap_Rate_ICAP
[value "SGD-Semi-Annual Swap Rate-ICAP"]
+ SGD_Semi_Annual_Swap_Rate_ICAP_Reference_Banks
[value "SGD-Semi-Annual Swap Rate-ICAP-Reference Banks"]
+ SGD_Semi_Annual_Swap_Rate_Reference_Banks
[value "SGD-Semi-Annual Swap Rate-Reference Banks"]
+ SGD_Semi_Annual_Swap_Rate_TRADITION_Reference_Banks
[value "SGD-Semi-Annual Swap Rate-TRADITION-Reference Banks"]
+ SGD_SIBOR
[value "SGD-SIBOR"]
+ SGD_SIBOR_Reference_Banks
[value "SGD-SIBOR-Reference Banks"]
+ SGD_SIBOR_Reuters
[value "SGD-SIBOR-Reuters"]
+ SGD_SIBOR_Telerate
[value "SGD-SIBOR-Telerate"]
+ SGD_SONAR_OIS_COMPOUND
[value "SGD-SONAR-OIS-COMPOUND"]
+ SGD_SONAR_OIS_VWAP_COMPOUND
[value "SGD-SONAR-OIS-VWAP-COMPOUND"]
+ SGD_SOR
[value "SGD-SOR"]
+ SGD_SOR_Reference_Banks
[value "SGD-SOR-Reference Banks"]
+ SGD_SOR_Reuters
[value "SGD-SOR-Reuters"]
+ SGD_SOR_Telerate
[value "SGD-SOR-Telerate"]
+ SGD_SOR_VWAP
[value "SGD-SOR-VWAP"]
+ SGD_SOR_VWAP_Reference_Banks
[value "SGD-SOR-VWAP-Reference Banks"]
+ SGD_SORA
[value "SGD-SORA"]
+ SGD_SORA_COMPOUND
[value "SGD-SORA-COMPOUND"]
+ SGD_SORA_OIS_Compound
[value "SGD-SORA-OIS Compound"]
+ SKK_BRIBOR_BRBO
[value "SKK-BRIBOR-BRBO"]
+ SKK_BRIBOR_Bloomberg
[value "SKK-BRIBOR-Bloomberg"]
+ SKK_BRIBOR_NBSK07
[value "SKK-BRIBOR-NBSK07"]
+ SKK_BRIBOR_Reference_Banks
[value "SKK-BRIBOR-Reference Banks"]
+ THB_Semi_Annual_Swap_Rate_11_00_BGCANTOR
[value "THB-Semi-Annual Swap Rate-11:00-BGCANTOR"]
+ THB_Semi_Annual_Swap_Rate_Reference_Banks
[value "THB-Semi-Annual Swap Rate-Reference Banks"]
+ THB_SOR_Reference_Banks
[value "THB-SOR-Reference Banks"]
+ THB_SOR_Reuters
[value "THB-SOR-Reuters"]
+ THB_SOR_Telerate
[value "THB-SOR-Telerate"]
+ THB_THBFIX
[value "THB-THBFIX"]
+ THB_THBFIX_Reference_Banks
[value "THB-THBFIX-Reference Banks"]
+ THB_THBFIX_Reuters
[value "THB-THBFIX-Reuters"]
+ THB_THOR
[value "THB-THOR"]
+ THB_THOR_COMPOUND
[value "THB-THOR-COMPOUND"]
+ THB_THOR_OIS_Compound
[value "THB-THOR-OIS Compound"]
+ TRY_Annual_Swap_Rate_11_00_TRADITION
[value "TRY Annual Swap Rate-11:00-TRADITION"]
+ TRY_Annual_Swap_Rate_11_15_BGCANTOR
[value "TRY-Annual Swap Rate-11:15-BGCANTOR"]
+ TRY_Annual_Swap_Rate_Reference_Banks
[value "TRY-Annual Swap Rate-Reference Banks"]
+ TRY_Semi_Annual_Swap_Rate_TRADITION_Reference_Banks
[value "TRY-Semi-Annual Swap Rate-TRADITION-Reference Banks"]
+ TRY_TLREF
[value "TRY-TLREF"]
+ TRY_TLREF_OIS_Compound_1
[value "TRY-TLREF-OIS Compound"]
+ TRY_TLREF_OIS_COMPOUND
[value "TRY-TLREF-OIS-COMPOUND"]
+ TRY_TRLIBOR
[value "TRY-TRLIBOR"]
+ TRY_TRYIBOR_Reference_Banks
[value "TRY-TRYIBOR-Reference Banks"]
+ TRY_TRYIBOR_Reuters
[value "TRY-TRYIBOR-Reuters"]
+ TWD_Quarterly_Annual_Swap_Rate_11_00_BGCANTOR
[value "TWD-Quarterly-Annual Swap Rate-11:00-BGCANTOR"]
+ TWD_Quarterly_Annual_Swap_Rate_Reference_Banks
[value "TWD-Quarterly-Annual Swap Rate-Reference Banks"]
+ TWD_Reference_Dealers
[value "TWD-Reference Dealers"]
+ TWD_Reuters_6165
[value "TWD-Reuters-6165"]
+ TWD_TAIBIR01
[value "TWD-TAIBIR01"]
+ TWD_TAIBIR02
[value "TWD-TAIBIR02"]
+ TWD_TAIBOR
[value "TWD-TAIBOR"]
+ TWD_TAIBOR_Bloomberg
[value "TWD-TAIBOR-Bloomberg"]
+ TWD_TAIBOR_Reuters
[value "TWD-TAIBOR-Reuters"]
+ TWD_TWCPBA
[value "TWD-TWCPBA"]
+ TWD_Telerate_6165
[value "TWD-Telerate-6165"]
+ UK_Base_Rate
[value "UK Base Rate"]
+ USD_3M_LIBOR_SWAP_CME_vs_LCH_ICAP
[value "USD-3M LIBOR SWAP-CME vs LCH-ICAP"]
+ USD_3M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg
[value "USD-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg"]
+ USD_6M_LIBOR_SWAP_CME_vs_LCH_ICAP
[value "USD-6M LIBOR SWAP-CME vs LCH-ICAP"]
+ USD_6M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg
[value "USD-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg"]
+ USD_AMERIBOR
[value "USD-AMERIBOR"]
+ USD_AMERIBOR_Average_30D
[value "USD-AMERIBOR Average 30D"]
+ USD_AMERIBOR_Average_90D
[value "USD-AMERIBOR Average 90D"]
+ USD_AMERIBOR_Term
[value "USD-AMERIBOR Term"]
+ USD_AMERIBOR_Term_Structure
[value "USD-AMERIBOR Term Structure"]
+ USD_Annual_Swap_Rate_11_00_BGCANTOR
[value "USD-Annual Swap Rate-11:00-BGCANTOR"]
+ USD_Annual_Swap_Rate_11_00_TRADITION
[value "USD-Annual Swap Rate-11:00-TRADITION"]
+ USD_Annual_Swap_Rate_4_00_TRADITION
[value "USD-Annual Swap Rate-4:00-TRADITION"]
+ USD_AXI_Term
[value "USD-AXI Term"]
+ USD_BA_H_15
[value "USD-BA-H.15"]
+ USD_BA_Reference_Dealers
[value "USD-BA-Reference Dealers"]
+ USD_BMA_Municipal_Swap_Index
[value "USD-BMA Municipal Swap Index"]
+ USD_BSBY
[value "USD-BSBY"]
+ USD_CD_H_15
[value "USD-CD-H.15"]
+ USD_CD_Reference_Dealers
[value "USD-CD-Reference Dealers"]
+ USD_CMS_Reference_Banks
[value "USD-CMS-Reference Banks"]
+ USD_CMS_Reference_Banks_ICAP_SwapPX
[value "USD-CMS-Reference Banks-ICAP SwapPX"]
+ USD_CMS_Reuters
[value "USD-CMS-Reuters"]
+ USD_CMS_Telerate
[value "USD-CMS-Telerate"]
+ USD_CMT
[value "USD-CMT"]
+ USD_CMT_Average_1W
[value "USD-CMT Average 1W"]
+ USD_CMT_T7051
[value "USD-CMT-T7051"]
+ USD_CMT_T7052
[value "USD-CMT-T7052"]
+ USD_COFI
[value "USD-COFI"]
+ USD_COF11_FHLBSF
[value "USD-COF11-FHLBSF"]
+ USD_COF11_Reuters
[value "USD-COF11-Reuters"]
+ USD_COF11_Telerate
[value "USD-COF11-Telerate"]
+ USD_CP_H_15
[value "USD-CP-H.15"]
+ USD_CP_Money_Market_Yield
[value "USD-CP-Money Market Yield"]
+ USD_CP_Reference_Dealers
[value "USD-CP-Reference Dealers"]
+ USD_CRITR
[value "USD-CRITR"]
+ USD_FFCB_DISCO
[value "USD-FFCB-DISCO"]
+ USD_Federal_Funds
[value "USD-Federal Funds"]
+ USD_Federal_Funds_H_15
[value "USD-Federal Funds-H.15"]
+ USD_Federal_Funds_H_15_Bloomberg
[value "USD-Federal Funds-H.15-Bloomberg"]
+ USD_Federal_Funds_H_15_OIS_COMPOUND
[value "USD-Federal Funds-H.15-OIS-COMPOUND"]
+ USD_Federal_Funds_OIS_Compound
[value "USD-Federal Funds-OIS Compound"]
+ USD_Federal_Funds_Reference_Dealers
[value "USD-Federal Funds-Reference Dealers"]
+ USD_FXI_Term
[value "USD-FXI Term"]
+ USD_ISDAFIX3_Swap_Rate
[value "USD-ISDAFIX3-Swap Rate"]
+ USD_ISDAFIX3_Swap_Rate_3_00
[value "USD-ISDAFIX3-Swap Rate-3:00"]
+ USD_ISDA_Swap_Rate
[value "USD-ISDA-Swap Rate"]
+ USD_ISDA_Swap_Rate_3_00
[value "USD-ISDA-Swap Rate-3:00"]
+ USD_LIBOR
[value "USD-LIBOR"]
+ USD_LIBOR_BBA
[value "USD-LIBOR-BBA"]
+ USD_LIBOR_BBA_Bloomberg
[value "USD-LIBOR-BBA-Bloomberg"]
+ USD_LIBOR_ICE_Swap_Rate_11_00
[value "USD-LIBOR ICE Swap Rate-11:00"]
+ USD_LIBOR_ICE_Swap_Rate_15_00
[value "USD-LIBOR ICE Swap Rate-15:00"]
+ USD_LIBOR_ISDA
[value "USD-LIBOR-ISDA"]
+ USD_LIBOR_LIBO
[value "USD-LIBOR-LIBO"]
+ USD_LIBOR_Reference_Banks
[value "USD-LIBOR-Reference Banks"]
+ USD_Municipal_Swap_Index
[value "USD-Municipal Swap Index"]
+ USD_Municipal_Swap_Libor_Ratio_11_00_ICAP
[value "USD-Municipal Swap Libor Ratio-11:00-ICAP"]
+ USD_Municipal_Swap_Rate_11_00_ICAP
[value "USD-Municipal Swap Rate-11:00-ICAP"]
+ USD_OIS_11_00_BGCANTOR
[value "USD-OIS-11:00-BGCANTOR"]
+ USD_OIS_11_00_LON_ICAP
[value "USD-OIS-11:00-LON-ICAP"]
+ USD_OIS_11_00_NY_ICAP
[value "USD-OIS-11:00-NY-ICAP"]
+ USD_OIS_11_00_TRADITION
[value "USD-OIS-11:00-TRADITION"]
+ USD_OIS_3_00_BGCANTOR
[value "USD-OIS-3:00-BGCANTOR"]
+ USD_OIS_3_00_NY_ICAP
[value "USD-OIS-3:00-NY-ICAP"]
+ USD_OIS_4_00_TRADITION
[value "USD-OIS-4:00-TRADITION"]
+ USD_Overnight_Bank_Funding_Rate
[value "USD-Overnight Bank Funding Rate"]
+ USD_Prime
[value "USD-Prime"]
+ USD_Prime_H_15
[value "USD-Prime-H.15"]
+ USD_Prime_Reference_Banks
[value "USD-Prime-Reference Banks"]
+ USD_SandP_Index_High_Grade
[value "USD-SandP Index High Grade"]
+ USD_SIBOR_Reference_Banks
[value "USD-SIBOR-Reference Banks"]
+ USD_SIBOR_SIBO
[value "USD-SIBOR-SIBO"]
+ USD_SIFMA_Municipal_Swap_Index
[value "USD-SIFMA Municipal Swap Index"]
+ USD_SOFR
[value "USD-SOFR"]
+ USD_SOFR_COMPOUND
[value "USD-SOFR-COMPOUND"]
+ USD_SOFR_Average_180D
[value "USD-SOFR Average 180D"]
+ USD_SOFR_Average_30D
[value "USD-SOFR Average 30D"]
+ USD_SOFR_Average_90D
[value "USD-SOFR Average 90D"]
+ USD_SOFR_CME_Term
[value "USD-SOFR CME Term"]
+ USD_SOFR_Compounded_Index
[value "USD-SOFR Compounded Index"]
+ USD_SOFR_ICE_Compounded_Index
[value "USD-SOFR ICE Compounded Index"]
+ USD_SOFR_ICE_Compounded_Index_0_Floor
[value "USD-SOFR ICE Compounded Index 0 Floor"]
+ USD_SOFR_ICE_Compounded_Index_0_Floor_2D_Lag
[value "USD-SOFR ICE Compounded Index 0 Floor 2D Lag"]
+ USD_SOFR_ICE_Compounded_Index_0_Floor_5D_Lag
[value "USD-SOFR ICE Compounded Index 0 Floor 5D Lag"]
+ USD_SOFR_ICE_Compounded_Index_2D_Lag
[value "USD-SOFR ICE Compounded Index 2D Lag"]
+ USD_SOFR_ICE_Compounded_Index_5D_Lag
[value "USD-SOFR ICE Compounded Index 5D Lag"]
+ USD_SOFR_ICE_Swap_Rate
[value "USD-SOFR ICE Swap Rate"]
+ USD_SOFR_ICE_Term
[value "USD-SOFR ICE Term"]
+ USD_SOFR_OIS_Compound
[value "USD-SOFR-OIS Compound"]
+ USD_S_P_Index_High_Grade
[value "USD-S&P Index-High Grade"]
+ USD_Swap_Rate_BCMP1
[value "USD Swap Rate-BCMP1"]
+ USD_TBILL_Auction_High_Rate
[value "USD-TBILL Auction High Rate"]
+ USD_TBILL_H_15
[value "USD-TBILL-H.15"]
+ USD_TBILL_H_15_Bloomberg
[value "USD-TBILL-H.15-Bloomberg"]
+ USD_TBILL_Secondary_Market
[value "USD-TBILL-Secondary Market"]
+ USD_TBILL_Secondary_Market_Bond_Equivalent_Yield
[value "USD-TBILL Secondary Market-Bond Equivalent Yield"]
+ USD_TIBOR_ISDC
[value "USD-TIBOR-ISDC"]
+ USD_TIBOR_Reference_Banks
[value "USD-TIBOR-Reference Banks"]
+ USD_Treasury_19901_3_00_ICAP
[value "USD-Treasury-19901-3:00-ICAP"]
+ USD_Treasury_Rate_BCMP1
[value "USD Treasury Rate-BCMP1"]
+ USD_Treasury_Rate_ICAP_BrokerTec
[value "USD-Treasury Rate-ICAP BrokerTec"]
+ USD_Treasury_Rate_SwapMarker100
[value "USD-Treasury Rate-SwapMarker100"]
+ USD_Treasury_Rate_SwapMarker99
[value "USD-Treasury Rate-SwapMarker99"]
+ USD_Treasury_Rate_T19901
[value "USD-Treasury Rate-T19901"]
+ USD_Treasury_Rate_T500
[value "USD-Treasury Rate-T500"]
+ VND_Semi_Annual_Swap_Rate_11_00_BGCANTOR
[value "VND-Semi-Annual Swap Rate-11:00-BGCANTOR"]
+ VND_Semi_Annual_Swap_Rate_Reference_Banks
[value "VND-Semi-Annual Swap Rate-Reference Banks"]
+ ZAR_DEPOSIT_Reference_Banks
[value "ZAR-DEPOSIT-Reference Banks"]
+ ZAR_DEPOSIT_SAFEX
[value "ZAR-DEPOSIT-SAFEX"]
+ ZAR_JIBAR
[value "ZAR-JIBAR"]
+ ZAR_JIBAR_Reference_Banks
[value "ZAR-JIBAR-Reference Banks"]
+ ZAR_JIBAR_SAFEX
[value "ZAR-JIBAR-SAFEX"]
+ ZAR_Prime_Average_1
[value "ZAR-Prime Average"]
+ ZAR_PRIME_AVERAGE
[value "ZAR-PRIME-AVERAGE"]
+ ZAR_PRIME_AVERAGE_Reference_Banks
[value "ZAR-PRIME-AVERAGE-Reference Banks"]
+ ZAR_Quarterly_Swap_Rate_1_00_TRADITION
[value "ZAR-Quarterly Swap Rate-1:00-TRADITION"]
+ ZAR_Quarterly_Swap_Rate_5_30_TRADITION
[value "ZAR-Quarterly Swap Rate-5:30-TRADITION"]
+ ZAR_Quarterly_Swap_Rate_TRADITION_Reference_Banks
[value "ZAR-Quarterly Swap Rate-TRADITION-Reference Banks"]
+ ZAR_ZARONIA
[value "ZAR-ZARONIA"]
+ ZAR_ZARONIA_OIS_Compound
[value "ZAR-ZARONIA-OIS Compound"]
InflationRateIndexEnum:
+ AUD_CPI
[value "AUD-CPI"]
+ AUS_CPI
[value "AUS-CPI"]
+ AUS_HICP
[value "AUS-HICP"]
+ BLG_CPI_GI
[value "BLG-CPI-GI"]
+ BLG_CPI_HI
[value "BLG-CPI-HI"]
+ BLG_HICP
[value "BLG-HICP"]
+ BRL_IGPM
[value "BRL-IGPM"]
+ BRL_IPCA
[value "BRL-IPCA"]
+ CAD_CPI
[value "CAD-CPI"]
+ CLP_CPI
[value "CLP-CPI"]
+ CNY_CPI
[value "CNY-CPI"]
+ CZK_CPI
[value "CZK-CPI"]
+ DEK_CPI
[value "DEK-CPI"]
+ DEK_HICP
[value "DEK-HICP"]
+ DEM_CPI
[value "DEM-CPI"]
+ DEM_CPI_NRW
[value "DEM-CPI-NRW"]
+ DEM_HICP
[value "DEM-HICP"]
+ ESP_CPI
[value "ESP-CPI"]
+ ESP_HICP
[value "ESP-HICP"]
+ ESP_R_CPI
[value "ESP-R-CPI"]
+ ESP_R_HICP
[value "ESP-R-HICP"]
+ EUR_AI_CPI
[value "EUR-AI-CPI"]
+ EUR_AI_R_CPI
[value "EUR-AI-R-CPI"]
+ EUR_EXT_CPI
[value "EUR-EXT-CPI"]
+ EUR_EXT_R_CPI
[value "EUR-EXT-R-CPI"]
+ FIN_CPI
[value "FIN-CPI"]
+ FIN_HICP
[value "FIN-HICP"]
+ FRC_EXT_CPI
[value "FRC-EXT-CPI"]
+ FRC_HICP
[value "FRC-HICP"]
+ GRD_CPI
[value "GRD-CPI"]
+ GRD_HICP
[value "GRD-HICP"]
+ HKD_CPI
[value "HKD-CPI"]
+ HUF_CPI
[value "HUF-CPI"]
+ IDR_CPI
[value "IDR-CPI"]
+ ILS_CPI
[value "ILS-CPI"]
+ IRL_CPI
[value "IRL-CPI"]
+ IRL_HICP
[value "IRL-HICP"]
+ ISK_CPI
[value "ISK-CPI"]
+ ISK_HICP
[value "ISK-HICP"]
+ ITL_BC_EXT_CPI
[value "ITL-BC-EXT-CPI"]
+ ITL_BC_INT_CPI
[value "ITL-BC-INT-CPI"]
+ ITL_HICP
[value "ITL-HICP"]
+ ITL_WC_EXT_CPI
[value "ITL-WC-EXT-CPI"]
+ ITL_WC_INT_CPI
[value "ITL-WC-INT-CPI"]
+ JPY_CPI_EXF
[value "JPY-CPI-EXF"]
+ KRW_CPI
[value "KRW-CPI"]
+ LUX_CPI
[value "LUX-CPI"]
+ LUX_HICP
[value "LUX-HICP"]
+ MXN_CPI
[value "MXN-CPI"]
+ MXN_UDI
[value "MXN-UDI"]
+ MYR_CPI
[value "MYR-CPI"]
+ NLG_CPI
[value "NLG-CPI"]
+ NLG_HICP
[value "NLG-HICP"]
+ NOK_CPI
[value "NOK-CPI"]
+ NZD_CPI
[value "NZD-CPI"]
+ PER_CPI
[value "PER-CPI"]
+ PLN_CPI
[value "PLN-CPI"]
+ POR_CPI
[value "POR-CPI"]
+ POR_HICP
[value "POR-HICP"]
+ RUB_CPI
[value "RUB-CPI"]
+ SEK_CPI
[value "SEK-CPI"]
+ SGD_CPI
[value "SGD-CPI"]
+ SWF_CPI
[value "SWF-CPI"]
+ TRY_CPI
[value "TRY-CPI"]
+ TWD_CPI
[value "TWD-CPI"]
+ UK_HICP
[value "UK-HICP"]
+ UK_RPI
[value "UK-RPI"]
+ UK_RPIX
[value "UK-RPIX"]
+ USA_CPI_U
[value "USA-CPI-U"]
+ ZAR_CPI
[value "ZAR-CPI"]
+ ZAR_CPIX
[value "ZAR-CPIX"]
BusinessCenterEnum:
+ AEAB
[value "AEAB"]
+ AEAD
[value "AEAD"]
+ AEDU
[value "AEDU"]
+ AMYE
[value "AMYE"]
+ AOLU
[value "AOLU"]
+ ARBA
[value "ARBA"]
+ ATVI
[value "ATVI"]
+ AUAD
[value "AUAD"]
+ AUBR
[value "AUBR"]
+ AUCA
[value "AUCA"]
+ AUDA
[value "AUDA"]
+ AUME
[value "AUME"]
+ AUPE
[value "AUPE"]
+ AUSY
[value "AUSY"]
+ BBBR
[value "BBBR"]
+ BDDH
[value "BDDH"]
+ BEBR
[value "BEBR"]
+ BGSO
[value "BGSO"]
+ BHMA
[value "BHMA"]
+ BMHA
[value "BMHA"]
+ BNBS
[value "BNBS"]
+ BOLP
[value "BOLP"]
+ BRBD
[value "BRBD"]
+ BRBR
[value "BRBR"]
+ BRRJ
[value "BRRJ"]
+ BRSP
[value "BRSP"]
+ BSNA
[value "BSNA"]
+ BWGA
[value "BWGA"]
+ BYMI
[value "BYMI"]
+ CACL
[value "CACL"]
+ CAMO
[value "CAMO"]
+ CAOT
[value "CAOT"]
+ CATO
[value "CATO"]
+ CAVA
[value "CAVA"]
+ CAWI
[value "CAWI"]
+ CHBA
[value "CHBA"]
+ CHGE
[value "CHGE"]
+ CHZU
[value "CHZU"]
+ CIAB
[value "CIAB"]
+ CLSA
[value "CLSA"]
+ CMYA
[value "CMYA"]
+ CNBE
[value "CNBE"]
+ CNSH
[value "CNSH"]
+ COBO
[value "COBO"]
+ CRSJ
[value "CRSJ"]
+ CWWI
[value "CWWI"]
+ CYNI
[value "CYNI"]
+ CZPR
[value "CZPR"]
+ DECO
[value "DECO"]
+ DEDU
[value "DEDU"]
+ DEFR
[value "DEFR"]
+ DEHH
[value "DEHH"]
+ DELE
[value "DELE"]
+ DEMA
[value "DEMA"]
+ DEMU
[value "DEMU"]
+ DEST
[value "DEST"]
+ DKCO
[value "DKCO"]
+ DOSD
[value "DOSD"]
+ DZAL
[value "DZAL"]
+ ECGU
[value "ECGU"]
+ EETA
[value "EETA"]
+ EGCA
[value "EGCA"]
+ ESAS
[value "ESAS"]
+ ESBA
[value "ESBA"]
+ ESMA
[value "ESMA"]
+ ESSS
[value "ESSS"]
+ ETAA
[value "ETAA"]
+ EUR_ICESWAP
[value "EUR-ICESWAP"]
+ EUTA
[value "EUTA"]
+ FIHE
[value "FIHE"]
+ FRPA
[value "FRPA"]
+ GBED
[value "GBED"]
+ GBLO
[value "GBLO"]
+ GBP_ICESWAP
[value "GBP-ICESWAP"]
+ GETB
[value "GETB"]
+ GGSP
[value "GGSP"]
+ GHAC
[value "GHAC"]
+ GIGI
[value "GIGI"]
+ GMBA
[value "GMBA"]
+ GNCO
[value "GNCO"]
+ GRAT
[value "GRAT"]
+ GTGC
[value "GTGC"]
+ HKHK
[value "HKHK"]
+ HNTE
[value "HNTE"]
+ HRZA
[value "HRZA"]
+ HUBU
[value "HUBU"]
+ IDJA
[value "IDJA"]
+ IEDU
[value "IEDU"]
+ ILJE
[value "ILJE"]
+ ILS_TELBOR
[value "ILS-TELBOR"]
+ ILTA
[value "ILTA"]
+ INAH
[value "INAH"]
+ INBA
[value "INBA"]
+ INCH
[value "INCH"]
+ INHY
[value "INHY"]
+ INKO
[value "INKO"]
+ INMU
[value "INMU"]
+ INND
[value "INND"]
+ IQBA
[value "IQBA"]
+ IRTE
[value "IRTE"]
+ ISRE
[value "ISRE"]
+ ITMI
[value "ITMI"]
+ ITRO
[value "ITRO"]
+ ITTU
[value "ITTU"]
+ JESH
[value "JESH"]
+ JMKI
[value "JMKI"]
+ JOAM
[value "JOAM"]
+ JPTO
[value "JPTO"]
+ KENA
[value "KENA"]
+ KRSE
[value "KRSE"]
+ KWKC
[value "KWKC"]
+ KYGE
[value "KYGE"]
+ KZAL
[value "KZAL"]
+ LAVI
[value "LAVI"]
+ LBBE
[value "LBBE"]
+ LKCO
[value "LKCO"]
+ LULU
[value "LULU"]
+ LVRI
[value "LVRI"]
+ MACA
[value "MACA"]
+ MARA
[value "MARA"]
+ MCMO
[value "MCMO"]
+ MNUB
[value "MNUB"]
+ MOMA
[value "MOMA"]
+ MTVA
[value "MTVA"]
+ MUPL
[value "MUPL"]
+ MVMA
[value "MVMA"]
+ MWLI
[value "MWLI"]
+ MXMC
[value "MXMC"]
+ MYKL
[value "MYKL"]
+ MYLA
[value "MYLA"]
+ MZMA
[value "MZMA"]
+ NAWI
[value "NAWI"]
+ NGAB
[value "NGAB"]
+ NGLA
[value "NGLA"]
+ NLAM
[value "NLAM"]
+ NLRO
[value "NLRO"]
+ NOOS
[value "NOOS"]
+ NPKA
[value "NPKA"]
+ NYFD
[value "NYFD"]
+ NYSE
[value "NYSE"]
+ NZAU
[value "NZAU"]
+ NZWE
[value "NZWE"]
+ OMMU
[value "OMMU"]
+ PAPC
[value "PAPC"]
+ PELI
[value "PELI"]
+ PHMA
[value "PHMA"]
+ PHMK
[value "PHMK"]
+ PKKA
[value "PKKA"]
+ PLWA
[value "PLWA"]
+ PRSJ
[value "PRSJ"]
+ PTLI
[value "PTLI"]
+ QADO
[value "QADO"]
+ ROBU
[value "ROBU"]
+ RSBE
[value "RSBE"]
+ RUMO
[value "RUMO"]
+ SAAB
[value "SAAB"]
+ SAJE
[value "SAJE"]
+ SARI
[value "SARI"]
+ SEST
[value "SEST"]
+ SGSI
[value "SGSI"]
+ SILJ
[value "SILJ"]
+ SKBR
[value "SKBR"]
+ SLFR
[value "SLFR"]
+ SNDA
[value "SNDA"]
+ SVSS
[value "SVSS"]
+ THBA
[value "THBA"]
+ TNTU
[value "TNTU"]
+ TRAN
[value "TRAN"]
+ TRIS
[value "TRIS"]
+ TTPS
[value "TTPS"]
+ TWTA
[value "TWTA"]
+ TZDA
[value "TZDA"]
+ TZDO
[value "TZDO"]
+ UAKI
[value "UAKI"]
+ UGKA
[value "UGKA"]
+ USBO
[value "USBO"]
+ USCH
[value "USCH"]
+ USCR
[value "USCR"]
+ USD_ICESWAP
[value "USD-ICESWAP"]
+ USD_MUNI
[value "USD-MUNI"]
+ USDC
[value "USDC"]
+ USDN
[value "USDN"]
+ USDT
[value "USDT"]
+ USGS
[value "USGS"]
+ USHL
[value "USHL"]
+ USHO
[value "USHO"]
+ USLA
[value "USLA"]
+ USMB
[value "USMB"]
+ USMN
[value "USMN"]
+ USNY
[value "USNY"]
+ USPO
[value "USPO"]
+ USSA
[value "USSA"]
+ USSE
[value "USSE"]
+ USSF
[value "USSF"]
+ USWT
[value "USWT"]
+ UYMO
[value "UYMO"]
+ UZTA
[value "UZTA"]
+ VECA
[value "VECA"]
+ VGRT
[value "VGRT"]
+ VNHA
[value "VNHA"]
+ VNHC
[value "VNHC"]
+ YEAD
[value "YEAD"]
+ ZAJO
[value "ZAJO"]
+ ZMLU
[value "ZMLU"]
+ ZWHA
[value "ZWHA"]
CommodityBusinessCalendarEnum:
// Commodity Business Centers from FpML
+ ADSM
[value "ADSM"]
+ AGRUS_FMB
[value "AGRUS-FMB"]
+ APPI
[value "APPI"]
+ ARGUS_CRUDE
[value "ARGUS-CRUDE"]
+ ARGUS_EUROPEAN_GAS
[value "ARGUS-EUROPEAN-GAS"]
+ ARGUS_EUROPEAN_PRODUCTS
[value "ARGUS-EUROPEAN-PRODUCTS"]
+ ARGUS_INTERNATIONAL_LPG
[value "ARGUS-INTERNATIONAL-LPG"]
+ ARGUS_MCCLOSKEYS_COAL_REPORT
[value "ARGUS-MCCLOSKEYS-COAL-REPORT"]
+ ARGUS_US_PRODUCTS
[value "ARGUS-US-PRODUCTS"]
+ ASX
[value "ASX"]
+ AWB
[value "AWB"]
+ AWEX
[value "AWEX"]
+ BALTIC_EXCHANGE
[value "BALTIC-EXCHANGE"]
+ BANK_NEGARA_MALAYSIA_POLICY_COMMITTEE
[value "BANK-NEGARA-MALAYSIA-POLICY-COMMITTEE"]
+ BELPEX
[value "BELPEX"]
+ BLUENEXT
[value "BLUENEXT"]
+ BM_F
[value "BM&F"]
+ BURSA_MALAYSIA_SETTLEMENT
[value "BURSA-MALAYSIA-SETTLEMENT"]
+ BURSA_MALAYSIA_TRADING
[value "BURSA-MALAYSIA-TRADING"]
+ CANADIAN_GAS_PRICE_REPORTER
[value "CANADIAN-GAS-PRICE-REPORTER"]
+ CBOT_SOFT
[value "CBOT-SOFT"]
+ CMAI_AROMATICS_MARKET_REPORT
[value "CMAI-AROMATICS-MARKET-REPORT"]
+ CMAI_GLOBAL_PLASTICS_AND_POLYMERS_MARKET_REPORT
[value "CMAI-GLOBAL-PLASTICS-AND-POLYMERS-MARKET-REPORT"]
+ CMAI_METHANOL_MARKET_REPORT
[value "CMAI-METHANOL-MARKET-REPORT"]
+ CMAI_MONOMERS_MARKET_REPORT
[value "CMAI-MONOMERS-MARKET-REPORT"]
+ CME_DAIRY
[value "CME-DAIRY"]
+ CME_NON_DAIRY_SOFT
[value "CME-NON-DAIRY-SOFT"]
+ COMEX
[value "COMEX"]
+ CRU
[value "CRU"]
+ CRU_LONG
[value "CRU-LONG"]
+ DEPARTMENT_OF_ENERGY
[value "DEPARTMENT-OF-ENERGY"]
+ DEWITT_BENZENE_DERIVATIVES
[value "DEWITT-BENZENE-DERIVATIVES"]
+ DME
[value "DME"]
+ DOW_JONES
[value "DOW-JONES"]
+ DOW_JONES_ENERGY_SERVICE
[value "DOW-JONES-ENERGY-SERVICE"]
+ DowJonesPower
[value "DowJonesPower"]
+ EEX_COAL
[value "EEX-COAL"]
+ EEX_EMISSIONS
[value "EEX-EMISSIONS"]
+ EEX_GAS
[value "EEX-GAS"]
+ EEX_POWER
[value "EEX-POWER"]
+ EURONEX_MATIF
[value "EURONEX-MATIF"]
+ FERTECON
[value "FERTECON"]
+ FERTILIZER_WEEK
[value "FERTILIZER-WEEK"]
+ GAS_DAILY
[value "GAS-DAILY"]
+ GAS_DAILY_PRICE_GUIDE
[value "GAS-DAILY-PRICE-GUIDE"]
+ GLOBALCOAL
[value "GLOBALCOAL"]
+ HEREN_REPORT
[value "HEREN-REPORT"]
+ ICE_10X_DAILY
[value "ICE/10X-DAILY"]
+ ICE_10X_MONTHLY
[value "ICE/10X-MONTHLY"]
+ ICE_CANADA
[value "ICE-CANADA"]
+ ICE_ECX
[value "ICE-ECX"]
+ ICE_GAS
[value "ICE-GAS"]
+ ICE_OIL
[value "ICE-OIL"]
+ ICE_US_AGRICULTURAL
[value "ICE-US-AGRICULTURAL"]
+ ICIS_PRICING_BENZENE__EUROPE_
[value "ICIS-PRICING-BENZENE-(EUROPE)"]
+ ICIS_PRICING_ETHYLENE__EUROPE_
[value "ICIS-PRICING-ETHYLENE-(EUROPE)"]
+ ICIS_PRICING_POLYPROPYLENE__EUROPE_
[value "ICIS-PRICING-POLYPROPYLENE-(EUROPE)"]
+ INSIDE_FERC
[value "INSIDE-FERC"]
+ JAPAN_MOF_TSRR
[value "JAPAN-MOF-TSRR"]
+ KCBOT
[value "KCBOT"]
+ KUALA_LUMPUR_BANK
[value "KUALA-LUMPUR-BANK"]
+ LABUAN_BANK
[value "LABUAN-BANK"]
+ LIFFE_LONDON_SOFT
[value "LIFFE-LONDON-SOFT"]
+ LME
[value "LME"]
+ LONDON_BULLION_MARKET
[value "LONDON-BULLION-MARKET"]
+ LONDON_BULLION_MARKET_GOLD_A_M_ONLY
[value "LONDON-BULLION-MARKET-GOLD-A.M-ONLY"]
+ LONDON_PLATINUM_PALLADIUM_MARKET
[value "LONDON-PLATINUM-PALLADIUM-MARKET"]
+ MGEX
[value "MGEX"]
+ NASDAQ_OMX
[value "NASDAQ-OMX"]
+ NATURAL_GAS_WEEK
[value "NATURAL-GAS-WEEK"]
+ NERC
[value "NERC"]
+ NGI
[value "NGI"]
+ NGX
[value "NGX"]
+ NUCLEAR_MARKET_REVIEW
[value "NUCLEAR-MARKET-REVIEW"]
+ NYMEX_ELECTRICITY
[value "NYMEX-ELECTRICITY"]
+ NYMEX_GAS
[value "NYMEX-GAS"]
+ NYMEX_NATURAL_GAS
[value "NYMEX-NATURAL-GAS"]
+ NYMEX_OIL
[value "NYMEX-OIL"]
+ OFFICIAL_BOARD_MARKETS
[value "OFFICIAL-BOARD-MARKETS"]
+ OPIS_LP_GAS
[value "OPIS-LP-GAS"]
+ OPIS_PROPANE
[value "OPIS-PROPANE"]
+ PAPER_PACKAGING_MONITOR
[value "PAPER-PACKAGING-MONITOR"]
+ PAPER_TRADER
[value "PAPER-TRADER"]
+ PERTAMINA
[value "PERTAMINA"]
+ PETROCHEMWIRE
[value "PETROCHEMWIRE"]
+ PIX_PULP_BENCHMARK_INDICES
[value "PIX-PULP-BENCHMARK-INDICES"]
+ PLATTS_APAG_MARKETSCAN
[value "PLATTS-APAG-MARKETSCAN"]
+ PLATTS_BUNKERWIRE
[value "PLATTS-BUNKERWIRE"]
+ PLATTS_CLEAN_TANKERWIRE
[value "PLATTS-CLEAN-TANKERWIRE"]
+ PLATTS_CRUDE_OIL_MARKETWIRE
[value "PLATTS-CRUDE-OIL-MARKETWIRE"]
+ PLATTS_DIRTY_TANKERWIRE
[value "PLATTS-DIRTY-TANKERWIRE"]
+ PLATTS_EUROPEAN_GAS
[value "PLATTS-EUROPEAN-GAS"]
+ PLATTS_EUROPEAN_MARKETSCAN
[value "PLATTS-EUROPEAN-MARKETSCAN"]
+ PLATTS_METALS_ALERT
[value "PLATTS-METALS-ALERT"]
+ PLATTS_OILGRAM
[value "PLATTS-OILGRAM"]
+ PLATTS_TSI_IRON_ORE
[value "PLATTS-TSI-IRON-ORE"]
+ PLATTS_TSI_SCRAP
[value "PLATTS-TSI-SCRAP"]
+ PLATTS_TSI_STEEL
[value "PLATTS-TSI-STEEL"]
+ PLATTS_US_MARKETSCAN
[value "PLATTS-US-MARKETSCAN"]
+ PULP_AND_PAPER_INTERNATIONAL
[value "PULP-AND-PAPER-INTERNATIONAL"]
+ PULP_AND_PAPER_WEEK
[value "PULP-AND-PAPER-WEEK"]
+ RIM_PRODUCTS_INTELLIGENCE_DAILY
[value "RIM-PRODUCTS-INTELLIGENCE-DAILY"]
+ SAFEX_SOFT
[value "SAFEX-SOFT"]
+ SFE_SOFT
[value "SFE-SOFT"]
+ SGX
[value "SGX"]
+ SICOM
[value "SICOM"]
+ SP_GSCI
[value "SP-GSCI"]
+ STATISTICHES_BUNDESAMT
[value "STATISTICHES-BUNDESAMT"]
+ TGE
[value "TGE"]
+ TOCOM_OIL
[value "TOCOM-OIL"]
+ TOCOM_PRECIOUS
[value "TOCOM-PRECIOUS"]
+ TOCOM_SOFT
[value "TOCOM-SOFT"]
+ UX_WEEKLY
[value "UX-WEEKLY"]
+ WORLD_PULP_MONTHLY
[value "WORLD-PULP-MONTHLY"]
BusinessDayConventionEnum:
+ FOLLOWING
[value "FOLLOWING"]
+ FRN
[value "FRN"]
+ MODFOLLOWING
[value "MODFOLLOWING"]
+ PRECEDING
[value "PRECEDING"]
+ MODPRECEDING
[value "MODPRECEDING"]
+ NEAREST
[value "NEAREST"]
+ NONE
[value "NONE"]
+ NotApplicable
[value "NotApplicable"]
DayOfWeekEnum:
+ MON
[value "MON"]
+ TUE
[value "TUE"]
+ WED
[value "WED"]
+ THU
[value "THU"]
+ FRI
[value "FRI"]
+ SAT
[value "SAT"]
+ SUN
[value "SUN"]
DayTypeEnum:
+ Business
[value "Business"]
[value "CommodityBusiness"]
+ Calendar
[value "Calendar"]
+ CurrencyBusiness
[value "CurrencyBusiness"]
+ ExchangeBusiness
[value "ExchangeBusiness"]
+ ScheduledTradingDay
[value "ScheduledTradingDay"]
PeriodEnum:
+ D
[value "D"]
[value "PerCalendarDay"]
+ W
[value "W"]
[value "NearbyWeek"]
+ M
[value "M"]
[value "NearbyMonth"]
+ Y
[value "Y"]
PeriodExtendedEnum:
+ D
[value "D"]
[value "PerCalendarDay"]
+ W
[value "W"]
+ M
[value "M"]
[value "PerMonth"]
+ Y
[value "Y"]
+ T
[value "T"]
[value "Term"]
+ C
[value "PerCalculationPeriod"]
PeriodTimeEnum:
+ Hour
[value "Hour"]
+ Minute
[value "Minute"]
+ Second
[value "Second"]
CreditRatingAgencyEnum:
+ AMBest
[value "AMBest"]
+ CBRS
[value "CBRS"]
+ DBRS
[value "DBRS"]
+ Fitch
[value "Fitch"]
+ Japanagency
[value "Japanagency"]
+ Moodys
[value "Moodys"]
+ RatingAndInvestmentInformation
[value "RatingAndInvestmentInformation"]
+ StandardAndPoors
[value "StandardAndPoors"]
CreditSupportAgreementTypeEnum:
+ CreditSupportDeed
[value "CreditSupportDeed"]
[value "ISDA1995CreditSupportDeedEnglishLaw"]
+ CreditSupportAnnex
[value "CreditSupportAnnex"]
[value "ISDA1994CreditSupportAnnexNewYorkLaw"]
[value "ISDA1995CreditSupportAnnexEnglishLaw"]
[value "ISDA1995CreditSupportAnnexJapaneseLaw"]
+ CollateralTransferAgreement
[value "CollateralTransferAgreement"]
LegalAgreementPublisherEnum:
+ AFB
[value "AFB"]
+ ISDA
[value "ISDA"]
DeliveryMethodEnum:
+ DeliveryVersusPayment
[value "DeliveryVersusPayment"]
+ FreeOfPayment
[value "FreeOfPayment"]
+ PreDelivery
[value "PreDelivery"]
+ PrePayment
[value "PrePayment"]
AveragingInOutEnum:
+ In
[value "In"]
+ Out
[value "Out"]
+ Both
[value "Both"]
PartyDeterminationEnum:
+ ExercisingParty
[value "ExercisingParty"]
+ NonExercisingParty
[value "NonExercisingParty"]
+ AsSpecifiedInMasterAgreement
[value "AsSpecifiedInMasterAgreement"]
+ AsSpecifiedInStandardTermsSupplement
[value "AsSpecifiedInStandardTermsSupplement"]
+ Both
[value "Both"]
// CategoryEnum:
// + Agent
// [value "Agent"]
// + Counterparty
// [value "Counterparty"]
// + Customer
// [value "Customer"]
// + Principal
// [value "Principal"]
CompoundingMethodEnum:
+ Flat
[value "Flat"]
+ None
[value "None"]
+ Straight
[value "Straight"]
+ SpreadExclusive
[value "SpreadExclusive"]
ContractualDefinitionsEnum:
+ ISDA1991InterestRate
[value "ISDA1991"]
+ ISDA1993CommodityDerivatives
[value "ISDA1993Commodity"]
+ ISDA1996EquityDerivatives
[value "ISDA1996Equity"]
+ ISDA1997Bullion
[value "ISDA1997Bullion"]
+ ISDA1997GovernmentBondOption
[value "ISDA1997GovernmentBond"]
+ ISDA1998FxAndCurrencyOption
[value "ISDA1998FX"]
+ ISDA1999CreditDerivatives
[value "ISDA1999Credit"]
+ ISDA2000
[value "ISDA2000"]
+ ISDA2002EquityDerivatives
[value "ISDA2002Equity"]
+ ISDA2003CreditDerivatives
[value "ISDA2003Credit"]
+ ISDA2004Novation
[value "ISDA2004Novation"]
+ ISDA2005Commodity
[value "ISDA2005Commodity"]
+ ISDA2006
[value "ISDA2006"]
+ ISDA2006InflationDerivatives
[value "ISDA2006Inflation"]
+ ISDA2008InflationDerivatives
[value "ISDA2008Inflation"]
+ ISDA2011EquityDerivatives
[value "ISDA2011Equity"]
+ ISDA2014CreditDerivatives
[value "ISDA2014Credit"]
ContractualSupplementTypeEnum:
+ ABX
[value "ABX"]
+ ABXTranche
[value "ABXTranche"]
+ CDSonLeveragedLoans
[value "CDSonLeveragedLoans"]
+ CDSonMBS
[value "CDSonMBS"]
+ CDX
[value "CDX"]
+ CDXEmergingMarkets
[value "CDXEmergingMarkets"]
+ CDXEmergingMarketsDiversified
[value "CDXEmergingMarketsDiversified"]
+ CDXSwaption
[value "CDXSwaption"]
+ CDXTranche
[value "CDXTranche"]
+ CMBX
[value "CMBX"]
+ EuropeanCMBS
[value "EuropeanCMBS"]
+ EuropeanRMBS
[value "EuropeanRMBS"]
+ IOS
[value "IOS"]
+ ISDA1999CreditConvertibleExchangeableAccretingObligations
[value "ISDA1999CreditConvertibleExchangeableAccretingObligations"]
+ ISDA1999CreditRestructuring
[value "ISDA1999CreditRestructuring"]
+ ISDA1999CreditSuccessorAndCreditEvents
[value "ISDA1999CreditSuccessorAndCreditEvents"]
+ ISDA2003AdditionalProvisionsLPN
[value "ISDA2003AdditionalProvisionsLPN"]
+ ISDA2003ContingentCreditSpreadTransaction
[value "ISDA2003ContingentCreditSpreadTransaction"]
+ ISDA2003Credit2005MatrixSupplement
[value "ISDA2003Credit2005MatrixSupplement"]
+ ISDA2003CreditArgentineRepublic
[value "ISDA2003CreditArgentineRepublic"]
+ ISDA2003CreditAuctionSupplement
[value "ISDA2003CreditAuctionSupplement"]
+ ISDA2003CreditMay2003
[value "ISDA2003CreditMay2003"]
+ ISDA2003CreditMonolineInsurers
[value "ISDA2003CreditMonolineInsurers"]
+ ISDA2003CreditMonolineInsurers2005
[value "ISDA2003CreditMonolineInsurers2005"]
+ ISDA2003CreditRepublicOfHungary
[value "ISDA2003CreditRepublicOfHungary"]
+ ISDA2003CreditRepublicOfHungary2005
[value "ISDA2003CreditRepublicOfHungary2005"]
+ ISDA2003CreditRussianFederation
[value "ISDA2003CreditRussianFederation"]
+ ISDA2003CreditUSMunicipals
[value "ISDA2003CreditUSMunicipals"]
+ ISDA2003STMicroelectronicsNV
[value "ISDA2003STMicroelectronicsNV"]
+ ISDA2007FullLookthroughDepositoryReceiptSupplement
[value "ISDA2007FullLookthroughDepositoryReceiptSupplement"]
+ ISDA2007PartialLookthroughDepositoryReceiptSupplement
[value "ISDA2007PartialLookthroughDepositoryReceiptSupplement"]
+ ISDACreditMonolineInsurers
[value "ISDACreditMonolineInsurers"]
+ ISDADeliveryRestrictions
[value "ISDADeliveryRestrictions"]
+ ISDAFixedRecovery
[value "ISDAFixedRecovery"]
+ ISDALPNReferenceEntities
[value "ISDALPNReferenceEntities"]
+ ISDAMarch2004EquityCanadianSupplement
[value "ISDAMarch2004EquityCanadianSupplement"]
+ ISDARecoveryLock
[value "ISDARecoveryLock"]
+ ISDASecuredDeliverableObligationCharacteristic
[value "ISDASecuredDeliverableObligationCharacteristic"]
+ LCDX
[value "LCDX"]
+ LCDXTranche
[value "LCDXTranche"]
+ MBX
[value "MBX"]
+ MCDX
[value "MCDX"]
+ PO
[value "PO"]
+ PrimeX
[value "PrimeX"]
+ StandardCDXTranche
[value "StandardCDXTranche"]
+ StandardLCDS
[value "StandardLCDS"]
+ StandardLCDSBullet
[value "StandardLCDSBullet"]
+ StandardLCDXBullet
[value "StandardLCDXBullet"]
+ StandardLCDXBulletTranche
[value "StandardLCDXBulletTranche"]
+ StandardiTraxxEuropeTranche
[value "StandardiTraxxEuropeTranche"]
+ SyndicatedSecuredLoanCDS
[value "SyndicatedSecuredLoanCDS"]
+ TRX
[value "TRX"]
+ TRX_II
[value "TRX.II"]
+ iTraxxAsiaExJapan
[value "iTraxxAsiaExJapan"]
+ iTraxxAsiaExJapanSwaption
[value "iTraxxAsiaExJapanSwaption"]
+ iTraxxAsiaExJapanTranche
[value "iTraxxAsiaExJapanTranche"]
+ iTraxxAustralia
[value "iTraxxAustralia"]
+ iTraxxAustraliaSwaption
[value "iTraxxAustraliaSwaption"]
+ iTraxxAustraliaTranche
[value "iTraxxAustraliaTranche"]
+ iTraxxCJ
[value "iTraxxCJ"]
+ iTraxxCJTranche
[value "iTraxxCJTranche"]
+ iTraxxEurope
[value "iTraxxEurope"]
+ iTraxxEuropeDealer
[value "iTraxxEuropeDealer"]
+ iTraxxEuropeNonDealer
[value "iTraxxEuropeNonDealer"]
+ iTraxxEuropeSwaption
[value "iTraxxEuropeSwaption"]
+ iTraxxEuropeTranche
[value "iTraxxEuropeTranche"]
+ iTraxxJapan
[value "iTraxxJapan"]
+ iTraxxJapanSwaption
[value "iTraxxJapanSwaption"]
+ iTraxxJapanTranche
[value "iTraxxJapanTranche"]
+ iTraxxLevX
[value "iTraxxLevX"]
+ iTraxxSDI75Dealer
[value "iTraxxSDI75Dealer"]
+ iTraxxSDI75NonDealer
[value "iTraxxSDI75NonDealer"]
+ iTraxxSovX
[value "iTraxxSovX"]
DayCountFractionEnum:
+ ACT_360
[value "ACT/360"]
+ ACT_365L
[value "ACT/365L"]
+ ACT_365_FIXED
[value "ACT/365.FIXED"]
+ ACT_ACT_AFB
[value "ACT/ACT.AFB"]
+ ACT_ACT_ICMA
[value "ACT/ACT.ICMA"]
+ ACT_ACT_ISMA
[value "ACT/ACT.ISMA"]
+ ACT_ACT_ISDA
[value "ACT/ACT.ISDA"]
+ CAL_252
[value "CAL/252"]
[value "BUS/252"]
+ _1_1
[value "1/1"]
+ _30E_360
[value "30E/360"]
+ _30E_360_ISDA
[value "30E/360.ISDA"]
+ _30_360
[value "30/360"]
+ RBA_BOND_BASIS
[value "RBA"]
DeterminationMethodEnum:
+ AgreedInitialPrice
[value "AgreedInitialPrice"]
+ AsSpecifiedInMasterConfirmation
[value "AsSpecifiedInMasterConfirmation"]
+ CalculationAgent
[value "CalculationAgent"]
+ ClosingPrice
[value "ClosingPrice"]
+ DividendCurrency
[value "DividendCurrency"]
+ ExpiringContractLevel
[value "ExpiringContractLevel"]
+ HedgeExecution
[value "HedgeExecution"]
+ IssuerPaymentCurrency
[value "IssuerPaymentCurrency"]
+ NAV
[value "NAV"]
+ OpenPrice
[value "OpenPrice"]
+ OSPPrice
[value "OSPPrice"]
+ SettlementCurrency
[value "SettlementCurrency"]
+ StrikeDateDetermination
[value "StrikeDateDetermination"]
+ TWAPPrice
[value "TWAPPrice"]
+ ValuationTime
[value "ValuationTime"]
+ VWAPPrice
[value "VWAPPrice"]
DiscountingTypeEnum:
+ Standard
[value "Standard"]
+ FRA
[value "FRA"]
[value "ISDA"]
+ FRAYield
[value "FRAYield"]
+ AFMA
[value "AFMA"]
DividendAmountTypeEnum:
+ RecordAmount
[value "RecordAmount"]
+ ExAmount
[value "ExAmount"]
+ PaidAmount
[value "PaidAmount"]
+ AsSpecifiedInMasterConfirmation
[value "AsSpecifiedInMasterConfirmation"]
DividendCompositionEnum:
+ EquityAmountReceiverElection
[value "EquityAmountReceiverElection"]
+ CalculationAgentElection
[value "CalculationAgentElection"]
DividendDateReferenceEnum:
+ AdHocDate
[value "AdHocDate"]
+ CashSettlementPaymentDate
[value "CashSettlementPaymentDate"]
+ CashSettlePaymentDateExDiv
[value "CashSettlePaymentDateExDiv"]
+ CashSettlePaymentDateIssuerPayment
[value "CashSettlePaymentDateIssuerPayment"]
+ CumulativeEquityExDiv
[value "CumulativeEquityExDiv"]
+ CumulativeEquityPaid
[value "CumulativeEquityPaid"]
+ CumulativeInterestExDiv
[value "CumulativeLiborExDiv"]
+ CumulativeInterestPaid
[value "CumulativeLiborPaid"]
+ DividendPaymentDate
[value "DividendPaymentDate"]
+ DividendValuationDate
[value "DividendValuationDate"]
+ EquityPaymentDate
[value "EquityPaymentDate"]
+ ExDate
[value "ExDate"]
+ FloatingAmountPaymentDate
[value "FloatingAmountPaymentDate"]
+ FollowingPaymentDate
[value "FollowingPaymentDate"]
+ RecordDate
[value "RecordDate"]
+ SharePayment
[value "SharePayment"]
+ TerminationDate
[value "TerminationDate"]
DividendEntitlementEnum:
+ ExDate
[value "ExDate"]
DividendPeriodEnum:
+ FirstPeriod
[value "FirstPeriod"]
+ SecondPeriod
[value "SecondPeriod"]
ExecutionTypeEnum:
- Electronic
+ Electronic
[value "Electronic"]
+ OffFacility
[value "Voice"]
GoverningLawEnum:
+ AsSpecifiedInMasterAgreement
[value "AsSpecifiedInMasterAgreement"]
+ CAAB
[value "CAAB"]
+ CABC
[value "CABC"]
+ CAMN
[value "CAMN"]
+ CAON
[value "CAON"]
+ CAQC
[value "CAQC"]
+ DE
[value "DE"]
+ FR
[value "FR"]
+ GBEN
[value "GBEN"]
+ GBGY
[value "GBGY"]
+ GBIM
[value "GBIM"]
+ GBJY
[value "GBJY"]
+ GBSC
[value "GBSC"]
+ JP
[value "JP"]
+ USCA
[value "USCA"]
+ USDE
[value "USDE"]
+ USIL
[value "USIL"]
+ USNY
[value "USNY"]
IndexAnnexSourceEnum:
+ MasterConfirmation
[value "MasterConfirmation"]
+ Publisher
[value "Publisher"]
IndexEventConsequenceEnum:
+ CalculationAgentAdjustment
[value "CalculationAgentAdjustment"]
+ NegotiatedCloseOut
[value "NegotiatedCloseOut"]
+ CancellationAndPayment
[value "CancellationAndPayment"]
+ RelatedExchange
[value "RelatedExchange"]
InformationProviderEnum:
+ AssocBanksSingapore
[value "AssocBanksSingapore"]
+ BankOfCanada
[value "BankOfCanada"]
+ BankOfEngland
[value "BankOfEngland"]
+ BankOfJapan
[value "BankOfJapan"]
+ Bloomberg
[value "Bloomberg"]
+ EuroCentralBank
[value "EuroCentralBank"]
+ FHLBSF
[value "FHLBSF"]
+ FederalReserve
[value "FederalReserve"]
+ ISDA
[value "ISDA"]
+ ReserveBankAustralia
[value "ReserveBankAustralia"]
+ ReserveBankNewZealand
[value "ReserveBankNewZealand"]
+ Reuters
[value "Reuters"]
+ SAFEX
[value "SAFEX"]
+ Telerate
[value "Telerate"]
InterestShortfallCapEnum:
+ Fixed
[value "Fixed"]
+ Variable
[value "Variable"]
InterpolationMethodEnum:
+ LinearZeroYield
[value "LinearZeroYield"]
+ None
[value "None"]
LengthUnitEnum:
+ Pages
[value "Pages"]
+ TimeUnit
[value "TimeUnit"]
MarketDisruptionEnum:
+ ModifiedPostponement
[value "ModifiedPostponement"]
+ Omission
[value "Omission"]
+ Postponement
[value "Postponement"]
MasterAgreementTypeEnum:
+ AFB
[value "AFB"]
+ Bespoke
[value "Bespoke"]
+ CMA
[value "CMA"]
+ CMOF
[value "CMOF"]
+ EEIPower
[value "EEIPower"]
+ EFETElectricity
[value "EFETElectricity"]
+ EFETGas
[value "EFETGas"]
+ EMA
[value "EMA"]
+ FBF
[value "FBF"]
+ GMRA
[value "GMRA"]
+ GMSLA
[value "GMSLA"]
+ GTMA
[value "GTMA"]
+ GasEDI
[value "GasEDI"]
+ German
[value "German"]
+ ICOM
[value "ICOM"]
+ IETA_ERPA
[value "IETA-ERPA"]
+ IETA_ETMA
[value "IETA-ETMA"]
+ IETA_IETMA
[value "IETA-IETMA"]
+ IFEMA
[value "IFEMA"]
+ IFEOMA
[value "IFEOMA"]
+ ISDAMaster
[value "ISDA"]
+ ISDAFIA_CDEA
[value "ISDAFIA-CDEA"]
+ ISDAIIFM_TMA
[value "ISDAIIFM-TMA"]
+ JSCC
[value "JSCC"]
+ LBMA
[value "LBMA"]
+ LEAP
[value "LEAP"]
+ MCPSA
[value "MCPSA"]
+ NAESBGas
[value "NAESBGas"]
+ NBP
[value "NBP"]
+ RussianDerivatives
[value "RussianDerivatives"]
+ RussianRepo
[value "RussianRepo"]
+ SCoTA
[value "SCoTA"]
+ Swiss
[value "Swiss"]
+ TTF
[value "TTF"]
+ ZBT
[value "ZBT"]
MasterConfirmationAnnexTypeEnum:
+ ISDA2004IndexVarianceSwapAmericasInterdealer
[value "ISDA2004IndexVarianceSwapAmericasInterdealer"]
+ ISDA2004ShareVarianceSwapAmericasInterdealer
[value "ISDA2004ShareVarianceSwapAmericasInterdealer"]
+ ISDA2007DispersionVarianceSwapEuropean
[value "ISDA2007DispersionVarianceSwapEuropean"]
+ ISDA2007EquityFinanceSwapEuropean
[value "ISDA2007EquityFinanceSwapEuropean"]
+ ISDA2007IndexVarianceSwapAmericasInterdealer
[value "ISDA2007IndexVarianceSwapAmericasInterdealer"]
+ ISDA2007ShareVarianceSwapAmericasInterdealer
[value "ISDA2007ShareVarianceSwapAmericasInterdealer"]
+ ISDA2007VarianceOptionEuropean
[value "ISDA2007VarianceOptionEuropean"]
+ ISDA2008EquityFinanceSwapAsiaExcludingJapan
[value "ISDA2008EquityFinanceSwapAsiaExcludingJapan"]
+ ISDA2008EquityFinanceSwapAsiaExcludingJapanRev1
[value "ISDA2008EquityFinanceSwapAsiaExcludingJapanRev1"]
+ ISDA2008EquityOptionAsiaExcludingJapan
[value "ISDA2008EquityOptionAsiaExcludingJapan"]
+ ISDA2008EquityOptionAsiaExcludingJapanRev1
[value "ISDA2008EquityOptionAsiaExcludingJapanRev1"]
+ ISDA2008EquityOptionJapan
[value "ISDA2008EquityOptionJapan"]
+ ISDA2009ClosedMarketsOptionsAsiaExcludingJapan
[value "ISDA2009ClosedMarketsOptionsAsiaExcludingJapan"]
+ ISDA2009EquityEuropeanIS
[value "ISDA2009EquityEuropeanIS"]
+ ISDA2009EquityEuropeanInterdealerSS
[value "ISDA2009EquityEuropeanInterdealerSS"]
+ ISDA2009IndexShareOptionAmericas
[value "ISDA2009IndexShareOptionAmericas"]
+ ISDA2009IndexSwapEuropeanInterdealer
[value "ISDA2009IndexSwapEuropeanInterdealer"]
+ ISDA2009IndexSwapPanAsiaInterdealer
[value "ISDA2009IndexSwapPanAsiaInterdealer"]
+ ISDA2009ShareSwapPanAsia
[value "ISDA2009ShareSwapPanAsia"]
+ ISDA2010FairValueShareSwapEuropeanInterdealer
[value "ISDA2010FairValueShareSwapEuropeanInterdealer"]
+ ISDA2010IndexShareOptionEMEAInterdealer
[value "ISDA2010IndexShareOptionEMEAInterdealer"]
MasterConfirmationTypeEnum:
+ DJ_CDX_EM
[value "DJ.CDX.EM"]
+ DJ_CDX_EM_DIV
[value "DJ.CDX.EM.DIV"]
+ DJ_CDX_NA
[value "DJ.CDX.NA"]
+ DJ_iTraxx_Europe
[value "DJ.iTraxx.Europe"]
+ EquityAmericas
[value "EquityAmericas"]
+ EquityAsia
[value "EquityAsia"]
+ EquityEuropean
[value "EquityEuropean"]
+ ISDA1999Credit
[value "ISDA1999Credit"]
+ ISDA2003CreditAsia
[value "ISDA2003CreditAsia"]
+ ISDA2003CreditAustraliaNewZealand
[value "ISDA2003CreditAustraliaNewZealand"]
+ ISDA2003CreditEuropean
[value "ISDA2003CreditEuropean"]
+ ISDA2003CreditJapan
[value "ISDA2003CreditJapan"]
+ ISDA2003CreditNorthAmerican
[value "ISDA2003CreditNorthAmerican"]
+ ISDA2003CreditSingapore
[value "ISDA2003CreditSingapore"]
+ ISDA2003CreditSovereignAsia
[value "ISDA2003CreditSovereignAsia"]
+ ISDA2003CreditSovereignCentralAndEasternEurope
[value "ISDA2003CreditSovereignCentralAndEasternEurope"]
+ ISDA2003CreditSovereignJapan
[value "ISDA2003CreditSovereignJapan"]
+ ISDA2003CreditSovereignLatinAmerica
[value "ISDA2003CreditSovereignLatinAmerica"]
+ ISDA2003CreditSovereignMiddleEast
[value "ISDA2003CreditSovereignMiddleEast"]
+ ISDA2003CreditSovereignWesternEurope
[value "ISDA2003CreditSovereignWesternEurope"]
+ ISDA2003StandardCreditAsia
[value "ISDA2003StandardCreditAsia"]
+ ISDA2003StandardCreditAustraliaNewZealand
[value "ISDA2003StandardCreditAustraliaNewZealand"]
+ ISDA2003StandardCreditEuropean
[value "ISDA2003StandardCreditEuropean"]
+ ISDA2003StandardCreditJapan
[value "ISDA2003StandardCreditJapan"]
+ ISDA2003StandardCreditNorthAmerican
[value "ISDA2003StandardCreditNorthAmerican"]
+ ISDA2003StandardCreditSingapore
[value "ISDA2003StandardCreditSingapore"]
+ ISDA2004CreditSovereignAsia
[value "ISDA2004CreditSovereignAsia"]
+ ISDA2004CreditSovereignEmergingEuropeanAndMiddleEastern
[value "ISDA2004CreditSovereignEmergingEuropeanAndMiddleEastern"]
+ ISDA2004CreditSovereignJapan
[value "ISDA2004CreditSovereignJapan"]
+ ISDA2004CreditSovereignLatinAmerican
[value "ISDA2004CreditSovereignLatinAmerican"]
+ ISDA2004CreditSovereignWesternEuropean
[value "ISDA2004CreditSovereignWesternEuropean"]
+ ISDA2004EquityAmericasInterdealer
[value "ISDA2004EquityAmericasInterdealer"]
+ ISDA2004EquityAmericasInterdealerRev1
[value "ISDA2004EquityAmericasInterdealerRev1"]
+ ISDA2004StandardCreditSovereignAsia
[value "ISDA2004StandardCreditSovereignAsia"]
+ ISDA2004StandardCreditSovereignEmergingEuropeanAndMiddleEastern
[value "ISDA2004StandardCreditSovereignEmergingEuropeanAndMiddleEastern"]
+ ISDA2004StandardCreditSovereignJapan
[value "ISDA2004StandardCreditSovereignJapan"]
+ ISDA2004StandardCreditSovereignLatinAmerican
[value "ISDA2004StandardCreditSovereignLatinAmerican"]
+ ISDA2004StandardCreditSovereignWesternEuropean
[value "ISDA2004StandardCreditSovereignWesternEuropean"]
+ ISDA2005EquityAsiaExcludingJapanInterdealer
[value "ISDA2005EquityAsiaExcludingJapanInterdealer"]
+ ISDA2005EquityAsiaExcludingJapanInterdealerRev2
[value "ISDA2005EquityAsiaExcludingJapanInterdealerRev2"]
+ ISDA2005EquityJapaneseInterdealer
[value "ISDA2005EquityJapaneseInterdealer"]
+ ISDA2006VarianceSwapJapanese
[value "ISDA2006VarianceSwapJapanese"]
+ ISDA2006VarianceSwapJapaneseInterdealer
[value "ISDA2006VarianceSwapJapaneseInterdealer"]
+ ISDA2007EquityEuropean
[value "ISDA2007EquityEuropean"]
+ ISDA2007VarianceSwapAmericas
[value "ISDA2007VarianceSwapAmericas"]
+ ISDA2007VarianceSwapAsiaExcludingJapan
[value "ISDA2007VarianceSwapAsiaExcludingJapan"]
+ ISDA2007VarianceSwapAsiaExcludingJapanRev1
[value "ISDA2007VarianceSwapAsiaExcludingJapanRev1"]
+ ISDA2007VarianceSwapAsiaExcludingJapanRev2
[value "ISDA2007VarianceSwapAsiaExcludingJapanRev2"]
+ ISDA2007VarianceSwapEuropean
[value "ISDA2007VarianceSwapEuropean"]
+ ISDA2007VarianceSwapEuropeanRev1
[value "ISDA2007VarianceSwapEuropeanRev1"]
+ ISDA2008DividendSwapJapan
[value "ISDA2008DividendSwapJapan"]
+ ISDA2008DividendSwapJapaneseRev1
[value "ISDA2008DividendSwapJapaneseRev1"]
+ ISDA2008EquityAmericas
[value "ISDA2008EquityAmericas"]
+ ISDA2008EquityAsiaExcludingJapan
[value "ISDA2008EquityAsiaExcludingJapan"]
+ ISDA2008EquityAsiaExcludingJapanRev1
[value "ISDA2008EquityAsiaExcludingJapanRev1"]
+ ISDA2008EquityJapan
[value "ISDA2008EquityJapan"]
+ ISDA2009EquityAmericas
[value "ISDA2009EquityAmericas"]
+ ISDA2009EquityEuropeanInterdealer
[value "ISDA2009EquityEuropeanInterdealer"]
+ ISDA2009EquityPanAsia
[value "ISDA2009EquityPanAsia"]
+ ISDA2010EquityEMEAInterdealer
[value "ISDA2010EquityEMEAInterdealer"]
+ ISDA2013VolatilitySwapAmericas
[value "ISDA2013VolatilitySwapAmericas"]
+ ISDA2013VolatilitySwapAsiaExcludingJapan
[value "ISDA2013VolatilitySwapAsiaExcludingJapan"]
+ ISDA2013VolatilitySwapEuropean
[value "ISDA2013VolatilitySwapEuropean"]
+ ISDA2013VolatilitySwapJapanese
[value "ISDA2013VolatilitySwapJapanese"]
+ _2003CreditIndex
[value "2003CreditIndex"]
+ _2004EquityEuropeanInterdealer
[value "2004EquityEuropeanInterdealer"]
+ _2005VarianceSwapEuropeanInterdealer
[value "2005VarianceSwapEuropeanInterdealer"]
+ _2006DividendSwapEuropean
[value "2006DividendSwapEuropean"]
+ _2006DividendSwapEuropeanInterdealer
[value "2006DividendSwapEuropeanInterdealer"]
+ _2014CreditAsia
[value "2014CreditAsia"]
+ _2014CreditAsiaFinancial
[value "2014CreditAsiaFinancial"]
+ _2014CreditAustraliaNewZealand
[value "2014CreditAustraliaNewZealand"]
+ _2014CreditAustraliaNewZealandFinancial
[value "2014CreditAustraliaNewZealandFinancial"]
+ _2014CreditEuropean
[value "2014CreditEuropean"]
+ _2014CreditEuropeanCoCoFinancial
[value "2014CreditEuropeanCoCoFinancial"]
+ _2014CreditEuropeanFinancial
[value "2014CreditEuropeanFinancial"]
+ _2014CreditJapan
[value "2014CreditJapan"]
+ _2014CreditJapanFinancial
[value "2014CreditJapanFinancial"]
+ _2014CreditNorthAmerican
[value "2014CreditNorthAmerican"]
+ _2014CreditNorthAmericanFinancial
[value "2014CreditNorthAmericanFinancial"]
+ _2014CreditSingapore
[value "2014CreditSingapore"]
+ _2014CreditSingaporeFinancial
[value "2014CreditSingaporeFinancial"]
+ _2014CreditSovereignAsia
[value "2014CreditSovereignAsia"]
+ _2014CreditSovereignEmergingEuropeanAndMiddleEastern
[value "2014CreditSovereignEmergingEuropeanAndMiddleEastern"]
+ _2014CreditSovereignJapan
[value "2014CreditSovereignJapan"]
+ _2014CreditSovereignLatinAmerican
[value "2014CreditSovereignLatinAmerican"]
+ _2014CreditSovereignWesternEuropean
[value "2014CreditSovereignWesternEuropean"]
+ _2014StandardCreditAsia
[value "2014StandardCreditAsia"]
+ _2014StandardCreditAsiaFinancial
[value "2014StandardCreditAsiaFinancial"]
+ _2014StandardCreditAustraliaNewZealand
[value "2014StandardCreditAustraliaNewZealand"]
+ _2014StandardCreditAustraliaNewZealandFinancial
[value "2014StandardCreditAustraliaNewZealandFinancial"]
+ _2014StandardCreditEuropean
[value "2014StandardCreditEuropean"]
+ _2014StandardCreditEuropeanCoCoFinancial
[value "2014StandardCreditEuropeanCoCoFinancial"]
+ _2014StandardCreditEuropeanFinancial
[value "2014StandardCreditEuropeanFinancial"]
+ _2014StandardCreditJapan
[value "2014StandardCreditJapan"]
+ _2014StandardCreditJapanFinancial
[value "2014StandardCreditJapanFinancial"]
+ _2014StandardCreditNorthAmerican
[value "2014StandardCreditNorthAmerican"]
+ _2014StandardCreditNorthAmericanFinancial
[value "2014StandardCreditNorthAmericanFinancial"]
+ _2014StandardCreditSingapore
[value "2014StandardCreditSingapore"]
+ _2014StandardCreditSingaporeFinancial
[value "2014StandardCreditSingaporeFinancial"]
+ _2014StandardCreditSovereignAsia
[value "2014StandardCreditSovereignAsia"]
+ _2014StandardCreditSovereignEmergingEuropeanAndMiddleEastern
[value "2014StandardCreditSovereignEmergingEuropeanAndMiddleEastern"]
+ _2014StandardCreditSovereignJapan
[value "2014StandardCreditSovereignJapan"]
+ _2014StandardCreditSovereignLatinAmerican
[value "2014StandardCreditSovereignLatinAmerican"]
+ _2014StandardCreditSovereignWesternEuropean
[value "2014StandardCreditSovereignWesternEuropean"]
MatrixTermEnum:
+ AsiaCorporate
[value "AsiaCorporate"]
+ AsiaFinancialCorporate
[value "AsiaFinancialCorporate"]
+ AsiaSovereign
[value "AsiaSovereign"]
+ AustraliaCorporate
[value "AustraliaCorporate"]
+ AustraliaFinancialCorporate
[value "AustraliaFinancialCorporate"]
+ AustraliaSovereign
[value "AustraliaSovereign"]
+ EmergingEuropeanAndMiddleEasternSovereign
[value "EmergingEuropeanAndMiddleEasternSovereign"]
+ EmergingEuropeanCorporate
[value "EmergingEuropeanCorporate"]
+ EmergingEuropeanCorporateLPN
[value "EmergingEuropeanCorporateLPN"]
+ EmergingEuropeanFinancialCorporate
[value "EmergingEuropeanFinancialCorporate"]
+ EmergingEuropeanFinancialCorporateLPN
[value "EmergingEuropeanFinancialCorporateLPN"]
+ EuropeanCoCoFinancialCorporate
[value "EuropeanCoCoFinancialCorporate"]
+ EuropeanCorporate
[value "EuropeanCorporate"]
+ EuropeanFinancialCorporate
[value "EuropeanFinancialCorporate"]
+ EuropeanSeniorNonPreferredFinancialCorporate
[value "EuropeanSeniorNonPreferredFinancialCorporate"]
+ IVS1OpenMarkets
[value "IVS1OpenMarkets"]
+ JapanCorporate
[value "JapanCorporate"]
+ JapanFinancialCorporate
[value "JapanFinancialCorporate"]
+ JapanSovereign
[value "JapanSovereign"]
+ LatinAmericaCorporate
[value "LatinAmericaCorporate"]
+ LatinAmericaCorporateBond
[value "LatinAmericaCorporateBond"]
+ LatinAmericaCorporateBondOrLoan
[value "LatinAmericaCorporateBondOrLoan"]
+ LatinAmericaFinancialCorporateBond
[value "LatinAmericaFinancialCorporateBond"]
+ LatinAmericaFinancialCorporateBondOrLoan
[value "LatinAmericaFinancialCorporateBondOrLoan"]
+ LatinAmericaSovereign
[value "LatinAmericaSovereign"]
+ NewZealandCorporate
[value "NewZealandCorporate"]
+ NewZealandFinancialCorporate
[value "NewZealandFinancialCorporate"]
+ NewZealandSovereign
[value "NewZealandSovereign"]
+ NorthAmericanCorporate
[value "NorthAmericanCorporate"]
+ NorthAmericanFinancialCorporate
[value "NorthAmericanFinancialCorporate"]
+ SingaporeCorporate
[value "SingaporeCorporate"]
+ SingaporeFinancialCorporate
[value "SingaporeFinancialCorporate"]
+ SingaporeSovereign
[value "SingaporeSovereign"]
+ StandardAsiaCorporate
[value "StandardAsiaCorporate"]
+ StandardAsiaFinancialCorporate
[value "StandardAsiaFinancialCorporate"]
+ StandardAsiaSovereign
[value "StandardAsiaSovereign"]
+ StandardAustraliaCorporate
[value "StandardAustraliaCorporate"]
+ StandardAustraliaFinancialCorporate
[value "StandardAustraliaFinancialCorporate"]
+ StandardAustraliaSovereign
[value "StandardAustraliaSovereign"]
+ StandardEmergingEuropeanAndMiddleEasternSovereign
[value "StandardEmergingEuropeanAndMiddleEasternSovereign"]
+ StandardEmergingEuropeanCorporate
[value "StandardEmergingEuropeanCorporate"]
+ StandardEmergingEuropeanCorporateLPN
[value "StandardEmergingEuropeanCorporateLPN"]
+ StandardEmergingEuropeanFinancialCorporate
[value "StandardEmergingEuropeanFinancialCorporate"]
+ StandardEmergingEuropeanFinancialCorporateLPN
[value "StandardEmergingEuropeanFinancialCorporateLPN"]
+ StandardEuropeanCoCoFinancialCorporate
[value "StandardEuropeanCoCoFinancialCorporate"]
+ StandardEuropeanCorporate
[value "StandardEuropeanCorporate"]
+ StandardEuropeanFinancialCorporate
[value "StandardEuropeanFinancialCorporate"]
+ StandardEuropeanSeniorNonPreferredFinancialCorporate
[value "StandardEuropeanSeniorNonPreferredFinancialCorporate"]
+ StandardJapanCorporate
[value "StandardJapanCorporate"]
+ StandardJapanFinancialCorporate
[value "StandardJapanFinancialCorporate"]
+ StandardJapanSovereign
[value "StandardJapanSovereign"]
+ StandardLatinAmericaCorporateBond
[value "StandardLatinAmericaCorporateBond"]
+ StandardLatinAmericaCorporateBondOrLoan
[value "StandardLatinAmericaCorporateBondOrLoan"]
+ StandardLatinAmericaFinancialCorporateBond
[value "StandardLatinAmericaFinancialCorporateBond"]
+ StandardLatinAmericaFinancialCorporateBondOrLoan
[value "StandardLatinAmericaFinancialCorporateBondOrLoan"]
+ StandardLatinAmericaSovereign
[value "StandardLatinAmericaSovereign"]
+ StandardNewZealandCorporate
[value "StandardNewZealandCorporate"]
+ StandardNewZealandFinancialCorporate
[value "StandardNewZealandFinancialCorporate"]
+ StandardNewZealandSovereign
[value "StandardNewZealandSovereign"]
+ StandardNorthAmericanCorporate
[value "StandardNorthAmericanCorporate"]
+ StandardNorthAmericanFinancialCorporate
[value "StandardNorthAmericanFinancialCorporate"]
+ StandardSingaporeCorporate
[value "StandardSingaporeCorporate"]
+ StandardSingaporeFinancialCorporate
[value "StandardSingaporeFinancialCorporate"]
+ StandardSingaporeSovereign
[value "StandardSingaporeSovereign"]
+ StandardSubordinatedEuropeanInsuranceCorporate
[value "StandardSubordinatedEuropeanInsuranceCorporate"]
+ StandardSukukFinancialCorporate
[value "StandardSukukFinancialCorporate"]
+ StandardUSMunicipalFullFaithAndCredit
[value "StandardUSMunicipalFullFaithAndCredit"]
+ StandardUSMunicipalGeneralFund
[value "StandardUSMunicipalGeneralFund"]
+ StandardUSMunicipalRevenue
[value "StandardUSMunicipalRevenue"]
+ StandardWesternEuropeanSovereign
[value "StandardWesternEuropeanSovereign"]
+ SubordinatedEuropeanInsuranceCorporate
[value "SubordinatedEuropeanInsuranceCorporate"]
+ SukukCorporate
[value "SukukCorporate"]
+ SukukFinancialCorporate
[value "SukukFinancialCorporate"]
+ SukukSovereign
[value "SukukSovereign"]
+ USMunicipalFullFaithAndCredit
[value "USMunicipalFullFaithAndCredit"]
+ USMunicipalGeneralFund
[value "USMunicipalGeneralFund"]
+ USMunicipalRevenue
[value "USMunicipalRevenue"]
+ WesternEuropeanSovereign
[value "WesternEuropeanSovereign"]
MatrixTypeEnum:
+ CreditDerivativesPhysicalSettlementMatrix
[value "CreditDerivativesPhysicalSettlementMatrix"]
+ EquityDerivativesMatrix
[value "EquityDerivativesMatrix"]
+ SettlementMatrix
[value "SettlementMatrix"]
NationalizationOrInsolvencyOrDelistingEventEnum:
+ NegotiatedCloseout
[value "NegotiatedCloseout"]
+ CancellationAndPayment
[value "CancellationAndPayment"]
NegativeInterestRateTreatmentEnum:
+ NegativeInterestRateMethod
[value "NegativeInterestRateMethod"]
+ ZeroInterestRateMethod
[value "ZeroInterestRateMethod"]
+ ZeroInterestRateExcludingSpreadMethod
[value "ZeroInterestRateMethodExcludingSpread"]
NonCashDividendTreatmentEnum:
+ PotentialAdjustmentEvent
[value "PotentialAdjustmentEvent"]
+ CashEquivalent
[value "CashEquivalent"]
NotionalAdjustmentEnum:
+ Execution
[value "Execution"]
+ PortfolioRebalancing
[value "PortfolioRebalancing"]
+ Standard
[value "Standard"]
PutCallEnum:
+ Put
[value "Put"]
[value "CallCurrencyPerPutCurrency"]
+ Call
[value "Call"]
[value "PutCurrencyPerCallCurrency"]
OptionTypeEnum:
+ Payer
[value "Payer"]
+ Receiver
[value "Receiver"]
+ Straddle
[value "Straddle"]
PayRelativeToEnum:
+ CalculationPeriodStartDate
[value "CalculationPeriodStartDate"]
+ CalculationPeriodEndDate
[value "CalculationPeriodEndDate"]
+ LastPricingDate
[value "LastPricingDate"]
+ ResetDate
[value "ResetDate"]
+ ValuationDate
[value "ValuationDate"]
PremiumTypeEnum:
+ PrePaid
[value "PrePaid"]
+ PostPaid
[value "PostPaid"]
+ Variable
[value "Variable"]
+ Fixed
[value "Fixed"]
PriceExpressionEnum:
+ AbsoluteTerms
[value "AbsoluteTerms"]
+ PercentageOfNotional
[value "PercentageOfNotional"]
QuotationRateTypeEnum:
+ Bid
[value "Bid"]
+ Ask
[value "Ask"]
+ Mid
[value "Mid"]
+ ExercisingPartyPays
[value "ExercisingPartyPays"]
QuotationSideEnum:
+ Afternoon
[value "Afternoon"]
+ Ask
[value "Ask"]
+ Bid
[value "Bid"]
+ Closing
[value "Closing"]
+ High
[value "High"]
+ Index
[value "Index"]
+ MeanOfBidAndAsk
[value "MeanOfBidAndAsk"]
+ LocationalMarginal
[value "LocationalMarginal"]
+ Low
[value "Low"]
+ MarginalHourly
[value "MarginalHourly"]
+ MarketClearing
[value "MarketClearing"]
+ MeanOfHighAndLow
[value "MeanOfHighAndLow"]
+ Morning
[value "Morning"]
+ Official
[value "Official"]
+ Opening
[value "Opening"]
+ OSP
[value "OSP"]
+ Settlement
[value "Settlement"]
+ Spot
[value "Spot"]
+ Mid
[value "Mid"]
[value "Midpoint"]
+ Settlement
[value "Settlement"]
+ NationalSingle
[value "NationalSingle"]
+ WeightedAverage
[value "WeightedAverage"]
+ UnWeightedAverage
[value "UnWeightedAverage"]
QuotationStyleEnum:
+ PointsUpFront
[value "PointsUpFront"]
+ TradedSpread
[value "TradedSpread"]
+ Price
[value "Price"]
QuoteBasisEnum:
+ Currency1PerCurrency2
[value "Currency1PerCurrency2"]
[value "PutCurrencyPerCallCurrency"]
+ Currency2PerCurrency1
[value "Currency2PerCurrency1"]
[value "CallCurrencyPerPutCurrency"]
RateTreatmentEnum:
+ BondEquivalentYield
[value "BondEquivalentYield"]
+ MoneyMarketYield
[value "MoneyMarketYield"]
ResetRelativeToEnum:
+ CalculationPeriodStartDate
[value "CalculationPeriodStartDate"]
+ CalculationPeriodEndDate
[value "CalculationPeriodEndDate"]
ResourceTypeEnum:
+ Confirmation
[value "Confirmation"]
+ SupplementalMaterialEconomicTerms
[value "SupplementalMaterialEconomicTerms"]
+ TermSheet
[value "TermSheet"]
RestructuringEnum:
+ ModModR
[value "ModModR"]
+ ModR
[value "ModR"]
+ R
[value "R"]
ReturnTypeEnum:
+ Price
[value "Price"]
+ Total
[value "Total"]
RollConventionEnum:
+ EOM
[value "EOM"]
+ FRN
[value "FRN"]
+ IMM
[value "IMM"]
+ IMMCAD
[value "IMMCAD"]
+ IMMAUD
[value "IMMAUD"]
+ IMMNZD
[value "IMMNZD"]
+ SFE
[value "SFE"]
+ NONE
[value "NONE"]
+ TBILL
[value "TBILL"]
+ _1
[value "1"]
+ _2
[value "2"]
+ _3
[value "3"]
+ _4
[value "4"]
+ _5
[value "5"]
+ _6
[value "6"]
+ _7
[value "7"]
+ _8
[value "8"]
+ _9
[value "9"]
+ _10
[value "10"]
+ _11
[value "11"]
+ _12
[value "12"]
+ _13
[value "13"]
+ _14
[value "14"]
+ _15
[value "15"]
+ _16
[value "16"]
+ _17
[value "17"]
+ _18
[value "18"]
+ _19
[value "19"]
+ _20
[value "20"]
+ _21
[value "21"]
+ _22
[value "22"]
+ _23
[value "23"]
+ _24
[value "24"]
+ _25
[value "25"]
+ _26
[value "26"]
+ _27
[value "27"]
+ _28
[value "28"]
+ _29
[value "29"]
+ _30
[value "30"]
+ MON
[value "MON"]
+ TUE
[value "TUE"]
+ WED
[value "WED"]
+ THU
[value "THU"]
+ FRI
[value "FRI"]
+ SAT
[value "SAT"]
+ SUN
[value "SUN"]
SettledEntityMatrixSourceEnum:
+ ConfirmationAnnex
[value "ConfirmationAnnex"]
+ NotApplicable
[value "NotApplicable"]
+ Publisher
[value "Publisher"]
SettlementRateOptionEnum:
+ ARS_BNAR_ARS01
[value "ARS.BNAR/ARS01"]
[value "ARS01"]
+ ARS_EMTA_INDICATIVE_SURVEY_RATE_ARS04
[value "ARS.EMTA.INDICATIVE.SURVEY.RATE/ARS04"]
[value "ARS04"]
+ ARS_EMTA_INDUSTRY_SURVEY_RATE_ARS03
[value "ARS.EMTA.INDUSTRY.SURVEY.RATE/ARS03"]
[value "ARS03"]
+ ARS_MAE_ARS05
[value "ARS.MAE/ARS05"]
[value "ARS05"]
+ ARS_OFFICIAL_RATE_ARS02
[value "ARS.OFFICIAL.RATE/ARS02"]
[value "ARS02"]
+ BRL_BRBY_BRL01
[value "BRL.BRBY/BRL01"]
[value "BRL01"]
+ BRL_EMTA_INDICATIVE_SURVEY_RATE_BRL13
[value "BRL.EMTA.INDICATIVE.SURVEY.RATE/BRL13"]
[value "BRL13"]
+ BRL_EMTA_INDUSTRY_SURVEY_RATE_BRL12
[value "BRL.EMTA.INDUSTRY.SURVEY.RATE/BRL12"]
[value "BRL12"]
+ BRL_OFFICIAL_RATE_BRL02
[value "BRL.OFFICIAL.RATE/BRL02"]
[value "BRL02"]
+ BRL_PCOT_COMMERCIAL_BRL03
[value "BRL.PCOT-COMMERCIAL/BRL03"]
[value "BRL03"]
+ BRL_PCOT_FLOATING_BRL04
[value "BRL.PCOT-FLOATING/BRL04"]
[value "BRL04"]
+ BRL_PTAX_BRL09
[value "BRL.PTAX/BRL09"]
[value "BRL09"]
+ BRL_PTAX_COMMERCIAL_BRFR_BRL06
[value "BRL.PTAX-COMMERCIAL.BRFR/BRL06"]
[value "BRL06"]
+ BRL_PTAX_COMMERCIAL_BRL05
[value "BRL.PTAX-COMMERCIAL/BRL05"]
[value "BRL05"]
+ BRL_PTAX_FLOATING_BRFR_BRL08
[value "BRL.PTAX-FLOATING.BRFR/BRL08"]
[value "BRL08"]
+ BRL_PTAX_FLOATING_BRL07
[value "BRL.PTAX-FLOATING/BRL07"]
[value "BRL07"]
+ CLP_BCCH_CLP01
[value "CLP.BCCH/CLP01"]
[value "CLP01"]
+ CLP_CHILD_INFORMAL_CLP02
[value "CLP.CHILD-INFORMAL/CLP02"]
[value "CLP02"]
+ CLP_CHILD_INTERBANK_CLP03
[value "CLP.CHILD-INTERBANK/CLP03"]
[value "CLP03"]
+ CLP_CHILD_OBSERVADO_CLP04
[value "CLP.CHILD-OBSERVADO/CLP04"]
[value "CLP04"]
+ CLP_CHILG_INFORMAL_CLP05
[value "CLP.CHILG-INFORMAL/CLP05"]
[value "CLP05"]
+ CLP_CHILG_INTERBANK_CLP06
[value "CLP.CHILG-INTERBANK/CLP06"]
[value "CLP06"]
+ CLP_CHILG_OBSERVADO_CLP07
[value "CLP.CHILG-OBSERVADO/CLP07"]
[value "CLP07"]
+ CLP_DOLAR_OBS_CLP10
[value "CLP.DOLAR.OBS/CLP10"]
[value "CLP10"]
+ CLP_EMTA_INDICATIVE_SURVEY_RATE_CLP11
[value "CLP.EMTA.INDICATIVE.SURVEY.RATE/CLP11"]
[value "CLP11"]
+ CLP_OFFICIAL_RATE_CLP08
[value "CLP.OFFICIAL.RATE/CLP08"]
[value "CLP08"]
+ CLP_TELERATE_38942_CLP09
[value "CLP.TELERATE.38942/CLP09"]
[value "CLP09"]
+ CNY_SAEC_CNY01
[value "CNY.SAEC/CNY01"]
[value "CNY01"]
+ CNY_SFEMC_INDICATIVE_SURVEY_RATE_CNY02
[value "CNY.SFEMC.INDICATIVE.SURVEY.RATE/CNY02"]
[value "CNY02"]
+ COP_CO_COL03_COP01
[value "COP.CO/COL03/COP01"]
[value "COP01"]
+ COP_EMTA_INDICATIVE_SURVEY_RATE_COP03
[value "COP.EMTA.INDICATIVE.SURVEY.RATE/COP03"]
[value "COP03"]
+ COP_TRM_COP02
[value "COP.TRM/COP02"]
[value "COP02"]
+ CURRENCY_IMPLIED_RATE__ADR__CURA1
[value "CURRENCY-IMPLIED.RATE.(ADR)/CURA1"]
[value "CURA1"]
+ CURRENCY_IMPLIED_RATE__LOCAL_ASSET__CURA2
[value "CURRENCY-IMPLIED.RATE.(LOCAL.ASSET)/CURA2"]
[value "CURA2"]
+ CURRENCY_MUTUAL_AGREEMENT_CURA3
[value "CURRENCY-MUTUAL.AGREEMENT/CURA3"]
[value "CURA3"]
+ CURRENCY_REFERENCE_DEALERS_CURA4
[value "CURRENCY-REFERENCE.DEALERS/CURA4"]
[value "CURA4"]
+ CURRENCY_WHOLESALE_MARKET_CURA5
[value "CURRENCY-WHOLESALE.MARKET/CURA5"]
[value "CURA5"]
+ ECS_DNRP_ECS01
[value "ECS.DNRP/ECS01"]
[value "ECS01"]
+ IDR_ABS_IDR01
[value "IDR.ABS/IDR01"]
[value "IDR01"]
+ IDR_JISDOR_IDR04
[value "IDR.JISDOR/IDR04"]
[value "IDR04"]
+ IDR_SFEMC_INDICATIVE_SURVEY_RATE_IDR02
[value "IDR.SFEMC.INDICATIVE.SURVEY.RATE/IDR02"]
[value "IDR02"]
+ IDR_VWAP_IDR03
[value "IDR.VWAP/IDR03"]
[value "IDR03"]
+ ILS_BOIJ_ILS01
[value "ILS.BOIJ/ILS01"]
[value "ILS01"]
+ ILS_FXIL_ILS02
[value "ILS.FXIL/ILS02"]
[value "ILS02"]
+ INR_FBIL_INR01
[value "INR.FBIL/INR01"]
+ INR_RBIB_INR01
[value "INR.RBIB/INR01"]
+ INR_SFEMC_INDICATIVE_SURVEY_RATE_INR02
[value "INR.SFEMC.INDICATIVE.SURVEY.RATE/INR02"]
[value "INR02"]
+ KRW_KEBEY_KRW01
[value "KRW.KEBEY/KRW01"]
[value "KRW01"]
+ KRW_KFTC18_KRW02
[value "KRW.KFTC18/KRW02"]
[value "KRW02"]
+ KRW_SFEMC_INDICATIVE_SURVEY_RATE_KRW04
[value "KRW.SFEMC.INDICATIVE.SURVEY.RATE/KRW04"]
[value "KRW04"]
+ KRW_TELERATE_45644_KRW03
[value "KRW.TELERATE.45644/KRW03"]
[value "KRW03"]
+ KZT_EMTA_INDICATIVE_SURVEY_RATE_KZT02
[value "KZT.EMTA.INDICATIVE.SURVEY.RATE/KZT02"]
[value "KZT02"]
+ KZT_KASE_KZT01
[value "KZT.KASE/KZT01"]
[value "KZT01"]
+ LBP_BDLX_LBP01
[value "LBP.BDLX/LBP01"]
[value "LBP01"]
+ MAD_OFFICIAL_RATE_MAD01
[value "MAD.OFFICIAL.RATE/MAD01"]
[value "MAD01"]
+ MXP_BNMX_MXP01
[value "MXP.BNMX/MXP01"]
[value "MXP01"]
+ MXP_FIXING_RATE_MXP02
[value "MXP.FIXING.RATE/MXP02"]
[value "MXP02"]
+ MXP_MEX01_MXP03
[value "MXP.MEX01/MXP03"]
[value "MXP03"]
+ MXP_PUBLISHED_MXP04
[value "MXP.PUBLISHED/MXP04"]
[value "MXP04"]
+ MYR_ABS_MYR01
[value "MYR.ABS/MYR01"]
[value "MYR01"]
+ MYR_KL_REF_MYR04
[value "MYR.KL.REF/MYR04"]
[value "MYR04"]
+ MYR_PPKM_MYR03
[value "MYR.PPKM/MYR03"]
[value "MYR03"]
+ MYR_SFEMC_INDICATIVE_SURVEY_RATE_MYR02
[value "MYR.SFEMC.INDICATIVE.SURVEY.RATE/MYR02"]
[value "MYR02"]
+ PEN_EMTA_INDICATIVE_SURVEY_RATE_PEN04
[value "PEN.EMTA.INDICATIVE.SURVEY.RATE/PEN04"]
[value "PEN04"]
+ PEN_INTERBANK_AVE_PEN05
[value "PEN.INTERBANK.AVE/PEN05"]
[value "PEN05"]
+ PEN_PDSB_PEN01
[value "PEN.PDSB/PEN01"]
[value "PEN01"]
+ PEN_WT_AVE_PEN03
[value "PEN.WT.AVE/PEN03"]
[value "PEN03"]
+ PHP_BAPPESO_PHP06
[value "PHP.BAPPESO/PHP06"]
+ PHP_PDSPESO_PHP06
[value "PHP.PDSPESO/PHP06"]
+ PHP_PHPESO_PHP01
[value "PHP.PHPESO/PHP01"]
[value "PHP01"]
+ PHP_SFEMC_INDICATIVE_SURVEY_RATE_PHP05
[value "PHP.SFEMC.INDICATIVE.SURVEY.RATE/PHP05"]
[value "PHP05"]
+ PHP_TELERATE_15439_PHP03
[value "PHP.TELERATE.15439/PHP03"]
[value "PHP03"]
+ PHP_TELERATE_2920_PHP02
[value "PHP.TELERATE.2920/PHP02"]
[value "PHP02"]
+ PKR_SBPK_PKR01
[value "PKR.SBPK/PKR01"]
[value "PKR01"]
+ PKR_SFEMC_INDICATIVE_SURVEY_RATE_PKR02
[value "PKR.SFEMC.INDICATIVE.SURVEY.RATE/PKR02"]
[value "PKR02"]
+ PLZ_NBPQ_PLZ01
[value "PLZ.NBPQ/PLZ01"]
[value "PLZ01"]
+ PLZ_NBPR_PLZ02
[value "PLZ.NBPR/PLZ02"]
[value "PLZ02"]
+ RUB_CME_EMTA_RUB03
[value "RUB.CME-EMTA/RUB03"]
[value "RUB03"]
+ RUB_EMTA_INDICATIVE_SURVEY_RATE_RUB04
[value "RUB.EMTA.INDICATIVE.SURVEY.RATE/RUB04"]
[value "RUB04"]
+ RUB_MICEXFRX_RUB01
[value "RUB.MICEXFRX/RUB01"]
[value "RUB01"]
+ RUB_MMVB_RUB02
[value "RUB.MMVB/RUB02"]
[value "RUB02"]
+ SGD_VWAP_SGD3
[value "SGD.VWAP/SGD3"]
[value "SGD3"]
+ SKK_NBSB_SKK01
[value "SKK.NBSB/SKK01"]
[value "SKK01"]
+ THB_ABS_THB01
[value "THB.ABS/THB01"]
+ THB_VWAP_THB01
[value "THB.VWAP/THB01"]
+ TWD_SFEMC_INDICATIVE_SURVEY_RATE_TWD04
[value "TWD.SFEMC.INDICATIVE.SURVEY.RATE/TWD04"]
[value "TWD04"]
+ TWD_TAIFX1_TWD03
[value "TWD.TAIFX1/TWD03"]
[value "TWD03"]
+ TWD_TELERATE_6161_TWD01
[value "TWD.TELERATE.6161/TWD01"]
[value "TWD01"]
+ TWD_TFEMA_TWD02
[value "TWD.TFEMA/TWD02"]
[value "TWD02"]
+ UAH_EMTA_INDICATIVE_SURVEY_RATE_UAH03
[value "UAH.EMTA.INDICATIVE.SURVEY.RATE/UAH03"]
[value "UAH03"]
+ UAH_EMTA_INDUSTRY_SURVEY_RATE_UAH02
[value "UAH.EMTA.INDUSTRY.SURVEY.RATE/UAH02"]
[value "UAH02"]
+ UAH_GFI_UAH01
[value "UAH.GFI/UAH01"]
[value "UAH01"]
+ VEF_FIX_VEF01
[value "VEF.FIX/VEF01"]
[value "VEF01"]
+ VND_ABS_VND01
[value "VND.ABS/VND01"]
[value "VND01"]
+ VND_FX_VND02
[value "VND.FX/VND02"]
[value "VND02"]
+ VND_SFEMC_INDICATIVE_SURVEY_RATE_VND03
[value "VND.SFEMC.INDICATIVE.SURVEY.RATE/VND03"]
[value "VND03"]
ShareExtraordinaryEventEnum:
+ AlternativeObligation
[value "AlternativeObligation"]
+ CancellationAndPayment
[value "CancellationAndPayment"]
+ OptionsExchange
[value "OptionsExchange"]
+ CalculationAgent
[value "CalculationAgent"]
+ ModifiedCalculationAgent
[value "ModifiedCalculationAgent"]
+ PartialCancellationAndPayment
[value "PartialCancellationAndPayment"]
+ Component
[value "Component"]
SpreadScheduleTypeEnum:
+ Long
[value "Long"]
+ Short
[value "Short"]
StubPeriodTypeEnum:
+ ShortInitial
[value "ShortInitial"]
+ ShortFinal
[value "ShortFinal"]
+ LongInitial
[value "LongInitial"]
+ LongFinal
[value "LongFinal"]
TriggerTypeEnum:
+ EqualOrLess
[value "EqualOrLess"]
+ EqualOrGreater
[value "EqualOrGreater"]
+ Equal
[value "Equal"]
+ Less
[value "Less"]
+ Greater
[value "Greater"]
TimeTypeEnum:
+ Close
[value "Close"]
+ Open
[value "Open"]
+ OSP
[value "OSP"]
+ SpecificTime
[value "SpecificTime"]
+ XETRA
[value "XETRA"]
+ DerivativesClose
[value "DerivativesClose"]
+ AsSpecifiedInMasterConfirmation
[value "AsSpecifiedInMasterConfirmation"]
TriggerTimeTypeEnum:
+ Closing
[value "Closing"]
+ Anytime
[value "Anytime"]
ValuationMethodEnum:
+ Market
[value "Market"]
+ Highest
[value "Highest"]
+ AverageMarket
[value "AverageMarket"]
+ AverageHighest
[value "AverageHighest"]
+ BlendedMarket
[value "BlendedMarket"]
+ BlendedHighest
[value "BlendedHighest"]
+ AverageBlendedMarket
[value "AverageBlendedMarket"]
+ AverageBlendedHighest
[value "AverageBlendedHighest"]
WeeklyRollConventionEnum:
+ TBILL
[value "TBILL"]
AveragingCalculationMethodEnum:
+ Arithmetic
[value "Unweighted"]
[value "Weighted"]
[value "Arithmetic"]
+ Geometric
[value "Geometric"]
+ Harmonic
[value "Harmonic"]
RoundingDirectionEnum:
+ Up
[value "Up"]
+ Down
[value "Down"]
+ Nearest
[value "Nearest"]
QuantifierEnum:
+ All
[value "All"]
+ Any
[value "Any"]
ScheduledTransferEnum:
+ Coupon
[value "Coupon"]
+ CreditEvent
[value "CreditEvent"]
+ DividendReturn
[value "DividendReturn"]
+ Exercise
[value "ExerciseFee"]
+ InterestReturn
[value "InterestReturn"]
+ Performance
[value "PriceReturn"]
+ PrincipalPayment
[value "PrincipleExchange"]
FeeTypeEnum:
+ Renegotiation
[value "AmendmentFee"]
+ Assignment
[value "AssignmentFee"]
+ Increase
[value "IncreaseFee"]
+ PartialTermination
[value "PartialTerminationFee"]
+ Termination
[value "TerminationFee"]
+ Upfront
[value "UPFRONT_FEE"]
[value "Upfront fee"]
CommodityReferencePriceEnum:
+ ALUMINIUM_ALLOY_LME_15_MONTH
[value "ALUMINIUM ALLOY-LME 15 MONTH"]
+ COAL_CENTRAL_APPALACHIAN_NYMEX
[value "COAL-CENTRAL APPALACHIAN-NYMEX"]
+ COCOA_ICE
[value "COCOA-ICE"]
+ COFFEE_ARABICA_ICE
[value "COFFEE ARABICA-ICE"]
+ COFFEE_ROBUSTA_ICE
[value "COFFEE ROBUSTA-ICE"]
+ COPPER_COMEX
[value "COPPER-COMEX"]
+ CORN_CBOT
[value "CORN-CBOT"]
+ COTTON_NO__2_ICE
[value "COTTON NO. 2-ICE"]
+ ETHANOL_CBOT
[value "ETHANOL-CBOT"]
+ FEEDER_CATTLE_CME
[value "FEEDER CATTLE-CME"]
+ FROZEN_CONCENTRATED_ORANGE_JUICE_NO__1_ICE
[value "FROZEN CONCENTRATED ORANGE JUICE NO. 1-ICE"]
+ GASOLINE_RBOB_NEW_YORK_ICE
[value "GASOLINE-RBOB-NEW YORK-ICE"]
+ GASOLINE_RBOB_NEW_YORK_NYMEX
[value "GASOLINE-RBOB-NEW YORK-NYMEX"]
+ GOLD_COMEX
[value "GOLD-COMEX"]
+ HEATING_OIL_NEW_YORK_NYMEX
[value "HEATING OIL-NEW YORK-NYMEX"]
+ LEAN_HOGS_CME
[value "LEAN HOGS-CME"]
+ LIVE_CATTLE_CME
[value "LIVE CATTLE-CME"]
+ LUMBER_CME
[value "LUMBER-CME"]
+ MILK_CLASS_III_CME
[value "MILK-CLASS III-CME"]
+ MILK_NONFAT_DRY_CME
[value "MILK-NONFAT-DRY-CME"]
+ NATURAL_GAS_NYMEX
[value "NATURAL GAS-NYMEX"]
+ NATURAL_GAS_PEPL__TEXOK_MAINLINE__INSIDE_FERC
[value "NATURAL GAS-PEPL (TEXOK MAINLINE)-INSIDE FERC"]
+ NATURAL_GAS_W__TEXAS__WAHA__INSIDE_FERC
[value "NATURAL GAS-W. TEXAS (WAHA)-INSIDE FERC"]
+ OATS_CBOT
[value "OATS-CBOT"]
+ OIL_WTI_NYMEX
[value "OIL-WTI-NYMEX"]
+ PALLADIUM_NYMEX
[value "PALLADIUM-NYMEX"]
+ PLATINUM_NYMEX
[value "PLATINUM-NYMEX"]
+ RICE_CBOT
[value "RICE-CBOT"]
+ SILVER_COMEX
[value "SILVER-COMEX"]
+ SOYBEANS_CBOT
[value "SOYBEANS-CBOT"]
+ SOYBEAN_MEAL_CBOT
[value "SOYBEAN MEAL-CBOT"]
+ SOYBEAN_OIL_CBOT
[value "SOYBEAN OIL-CBOT"]
+ SUGAR___11__WORLD__ICE
[value "SUGAR # 11 (WORLD)-ICE"]
+ SUGAR___16__US__ICE
[value "SUGAR # 16 (US)-ICE"]
+ WHEAT_CBOT
[value "WHEAT-CBOT"]
+ WHEAT_HRW_KCBOT
[value "WHEAT HRW-KCBOT"]
+ WHEAT_RED_SPRING_MGE
[value "WHEAT RED SPRING-MGE"]
CreditLimitTypeEnum:
+ CS01
[value "CS01"]
+ DV01
[value "DV01"]
+ IM
[value "IM"]
+ Notional
[value "Notional"]
+ NPV
[value "NPV"]
+ PV01
[value "PV01"]
SettlementTypeEnum:
+ Cash
[value "Cash"]
+ Physical
[value "Physical"]
+ Election
[value "Election"]
+ CashOrPhysical
[value "CashOrPhysical"]
EntityTypeEnum:
+ Asian
[value "Asian"]
+ AustralianAndNewZealand
[value "AustralianAndNewZealand"]
+ EuropeanEmergingMarkets
[value "EuropeanEmergingMarket"]
+ Japanese
[value "Japanese"]
+ NorthAmericanHighYield
[value "NorthAmericanHighYield"]
+ NorthAmericanInsurance
[value "NorthAmericanInsurance"]
+ NorthAmericanInvestmentGrade
[value "NorthAmericanInvestmentGrade"]
+ Singaporean
[value "Singaporean"]
+ WesternEuropean
[value "WesternEuropean"]
+ WesternEuropeanInsurance
[value "WesternEuropeanInsurance"]
PayerReceiverEnum:
+ Payer
[value "Payer"]
+ Receiver
[value "Receiver"]
AccountTypeEnum:
+ AggregateClient
[value "AggregateClient"]
+ Client
[value "Client"]
+ House
[value "House"]
NaturalPersonRoleEnum:
+ Broker
[value "Broker"]
+ Buyer
[value "Buyer"]
+ DecisionMaker
[value "DecisionMaker"]
+ ExecutionWithinFirm
[value "ExecutionWithinFirm"]
+ InvestmentDecisionMaker
[value "InvestmentDecisionMaker"]
+ Seller
[value "Seller"]
+ Trader
[value "Trader"]
PartyRoleEnum:
+ Accountant
[value "Accountant"]
+ AllocationAgent
[value "AllocationAgent"]
+ ArrangingBroker
[value "ArrangingBroker"]
+ Beneficiary
[value "Beneficiary"]
+ BookingParty
[value "BookingParty"]
+ Buyer
[value "Buyer"]
+ BuyerDecisionMaker
[value "BuyerDecisionMaker"]
+ ClearingClient
[value "ClearingClient"]
+ ClearingExceptionParty
[value "ClearingExceptionParty"]
+ ClearingFirm
[value "ClearingFirm"]
+ ClearingOrganization
[value "ClearingOrganization"]
+ Client
[value "Client"]
+ ClientDecisionMaker
[value "ClientDecisionMaker"]
+ ConfirmationPlatform
[value "ConfirmationPlatform"]
[value "ConfirmationService"]
+ ContractualParty
[value "ContractualParty"]
+ CounterPartyAffiliate
[value "CounterPartyAffiliate"]
+ CounterPartyUltimateParent
[value "CounterPartyUltimateParent"]
+ Counterparty
[value "Counterparty"]
+ CreditSupportProvider
[value "CreditSupportProvider"]
+ Custodian
[value "Custodian"]
+ DataSubmitter
[value "DataSubmitter"]
+ DisputingParty
[value "DisputingParty"]
+ DocumentRepository
[value "DocumentRepository"]
+ ExecutingBroker
[value "ExecutingBroker"]
+ ExecutingEntity
[value "ExecutingEntity"]
+ ExecutionAgent
[value "ExecutionAgent"]
+ ExecutionFacility
[value "ExecutionFacility"]
+ Guarantor
[value "Guarantor"]
+ OrderTransmitter
[value "OrderTransmitter"]
+ PrimeBroker
[value "PrimeBroker"]
+ PriorTradeRepository
[value "PriorTradeRepository"]
+ PTRRServiceProvider
[value "PTRRCompressionProvider"]
[value "PTRRRebalancingProvider"]
+ PublicationVenue
[value "PublicationVenue"]
+ ReportingParty
[value "ReportingParty"]
+ ReportingPartyAffiliate
[value "ReportingPartyAffiliate"]
+ ReportingPartyUltimateParent
[value "ReportingPartyUltimateParent"]
+ Seller
[value "Seller"]
+ SellerDecisionMaker
[value "SellerDecisionMaker"]
+ SettlementAgent
[value "SettlementAgent"]
+ TradeRepository
[value "TradeRepository"]
+ TradeSource
[value "TradeSource"]
+ TradingManager
[value "TradingManager"]
+ TradingPartner
[value "TradingPartner"]
TelephoneTypeEnum:
+ Work
[value "Work"]
+ Mobile
[value "Mobile"]
+ Fax
[value "Fax"]
+ Personal
[value "Personal"]
AssetClassEnum:
+ Commodity
[value "Commodity"]
+ Credit
[value "Credit"]
+ Equity
[value "Equity"]
+ ForeignExchange
[value "ForeignExchange"]
+ InterestRate
[value "InterestRate"]
// MortgageSectorEnum:
// + ABS
// [value "ABS"]
// + CDO
// [value "CDO"]
// + CMBS
// [value "CMBS"]
// + RMBS
// [value "RMBS"]
CallingPartyEnum:
+ InitialBuyer
[value "InitialBuyer"]
+ InitialSeller
[value "InitialSeller"]
+ Either
[value "Either"]
+ AsDefinedInMasterAgreement
[value "AsDefinedInMasterAgreement"]
MarginTypeEnum:
+ Cash
[value "Cash"]
+ Instrument
[value "Instrument"]
RepoDurationEnum:
+ Overnight
[value "Overnight"]
+ Term
[value "Term"]
CapacityUnitEnum:
// to be reviewed when FpML updates the priceQuoteUnits coding scheme
+ BBL
[value "BBL"]
+ USCWT
[value "CWT"]
+ DAG
[value "dag"]
+ DAY
[value "Day"]
+ DMTU
[value "dmtu"]
+ FEU
[value "FEU"]
+ USGAL
[value "GAL"]
+ GBBSH
[value "GBBSH"]
+ GBBTU
[value "GBBTU"]
+ GBMBTU
[value "GBMBTU"]
+ GBMMBTU
[value "GBMMBTU"]
+ GBTHM
[value "GBTHM"]
+ GJ
[value "GJ"]
+ GW
[value "GW"]
+ GWH
[value "Gwh"]
+ HL
[value "hl"]
+ HOGB
[value "HOGB"]
+ ISOBTU
[value "ISOBTU"]
+ ISOMBTU
[value "ISOMBTU"]
+ ISOMMBTU
[value "ISOMMBTU"]
+ ISOTHM
[value "ISOTHM"]
+ KG
[value "KG"]
+ KL
[value "kl"]
+ KW
[value "KW"]
+ KWD
[value "KWD"]
+ KWH
[value "KWh"]
+ KWM
[value "KWM"]
+ KWMIN
[value "KWMIN"]
+ KWY
[value "KWY"]
+ L
[value "L"]
+ LB
[value "LB"]
+ MB
[value "MB"]
+ MBF
[value "MBF"]
+ MJ
[value "MJ"]
+ MMBF
[value "MMBF"]
+ MSF
[value "msf"]
+ MT
[value "MT"]
+ MW
[value "MW"]
+ MWD
[value "MWD"]
+ MWH
[value "MWh"]
+ MWM
[value "MWM"]
+ MWMIN
[value "MWMIN"]
+ MWY
[value "MWY"]
+ OZT
[value "ozt"]
+ SGB
[value "SGB"]
+ USBSH
[value "USBSH"]
+ USBTU
[value "USBTU"]
+ USMBTU
[value "USMBTU"]
+ USMMBTU
[value "USMMBTU"]
+ UST
[value "st"]
+ USTHM
[value "USTHM"]
+ GBT
[value "t"]
+ TEU
[value "TEU"]
WeatherUnitEnum:
+ CDD
[value "CDD"]
+ CPD
[value "CPD"]
+ HDD
[value "HDD"]
FinancialUnitEnum:
+ IndexUnit
[value "IndexUnits"]
+ LogNormalVolatility
[value "LogNormalVolatility"]
+ Share
[value "Shares"]
+ ValuePerDay
[value "ValuePerDay"]
+ ValuePerPercent
[value "ValuePerPercent"]
DayDistributionEnum:
+ All
[value "All"]
+ First
[value "First"]
+ Last
[value "Last"]
+ Penultimate
[value "Penultimate"]
PartyIdentifierTypeEnum:
+ LEI
[value "http://www.fpml.org/coding-scheme/external/iso17442"]
+ BIC
[value "http://www.fpml.org/coding-scheme/external/iso9362"]
+ MIC
[value "http://www.fpml.org/coding-scheme/external/iso10383"]
CsaTypeEnum:
+ NoCSA
[value "NoCSA"]
+ ExistingCSA
[value "ExistingCSA"]
+ ReferenceVMCSA
[value "ReferenceVMCSA"]
CalculationMethodEnum:
+ Averaging
[value "Averaging"]
+ Compounding
[value "Compounding"]
+ CompoundedIndex
[value "CompoundedIndex"]
ObservationPeriodDatesEnum:
+ Standard
[value "Standard"]
+ SetInAdvance
[value "SetInAdvance"]
+ FixingDate
[value "FixingDate"]
CreditSeniorityEnum:
+ Other
[value "Other"]
+ SeniorLossAbsorbingCapacity
[value "SeniorLossAbsorbingCapacity"]
+ SeniorSec
[value "SeniorSec"]
+ SeniorUnSec
[value "SeniorUnSec"]
+ SubLowerTier2
[value "SubLowerTier2"]
+ SubTier1
[value "SubTier1"]
+ SubTier3
[value "SubTier3"]
+ SubUpperTier2
[value "SubUpperTier2"]
}
func MapGenericProductToForwardPayout: <"Func that is invoked from a synonym 'set when' condition.">
inputs:
synonymPath string (1..1) <"The xml path from which the func is called.">
modelPath string (1..1) <"The cdm path that is being mapped.">
productType string (0..*)
output:
result boolean (1..1)
set result: productType contains "InterestRate:Forward:Debt"
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