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.cdm-java.6.0.0-dev.82.source-code.cdm-event-common-Exposure.schema.json Maven / Gradle / Ivy

{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.event.common",
  "type": "object",
  "title": "Exposure",
  "description": "Represents the current mark to market value or IM calculation value of the trade portfolio as recorded by the principle (in base currency).",
  "properties": {
    "tradePortfolio": {
      "description": "Represents a Portfolio that describes all the positions held at a given time, in various states which can be either traded, settled, etc., with lineage information to the previous state.",
      "$ref": "cdm-event-position-metafields-ReferenceWithMetaPortfolioState.schema.json"
    },
    "aggregateValue": {
      "description": "Represents the aggregate value of the portfolio in base currency.",
      "$ref": "cdm-observable-asset-Money.schema.json"
    },
    "calculationDateTime": {
      "description": "Indicates the date when the exposure is calculated if different from valuation date.",
      "type": "string"
    },
    "valuationDateTime": {
      "description": "Indicates the valuation date of the exposure underlying the calculation.",
      "type": "string"
    }
  },
  "required": [
    "tradePortfolio",
    "aggregateValue",
    "valuationDateTime"
  ]
}