.cdm-java.6.0.0-dev.82.source-code.cdm-observable-asset-CreditIndex.schema.json Maven / Gradle / Ivy

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{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.observable.asset",
  "type": "object",
  "title": "CreditIndex",
  "description": "Specification of an index based on credit risk, typically composed using corporate debt instruments in a region or industry sector, e.g. the iTraxx indices.",
  "properties": {
    "identifier": {
      "description": "Asset Identifiers are used to uniquely identify an Asset, using a specified Asset Identifier Type.",
      "type": "array",
      "items": {
        "$ref": "cdm-base-staticdata-asset-common-AssetIdentifier.schema.json"
      },
      "minItems": 1
    },
    "taxonomy": {
      "description": "Defines the taxonomy of an object by combining a taxonomy source (i.e. the rules to classify the object) and a value (i.e. the output of those rules on the object.",
      "type": "array",
      "items": {
        "$ref": "cdm-base-staticdata-asset-common-Taxonomy.schema.json"
      },
      "minItems": 0
    },
    "isExchangeListed": {
      "description": "Defines whether the Asset is listed on a public exchange.",
      "type": "boolean"
    },
    "exchange": {
      "description": "If the Asset is listed, defines the public exchange of the listing.",
      "$ref": "cdm-base-staticdata-party-LegalEntity.schema.json"
    },
    "relatedExchange": {
      "description": "Provides the related Exchanges, if applicable.",
      "type": "array",
      "items": {
        "$ref": "cdm-base-staticdata-party-LegalEntity.schema.json"
      },
      "minItems": 0
    },
    "name": {
      "description": "A description of the Index.",
      "$ref": "com-rosetta-model-metafields-FieldWithMetaString.schema.json"
    },
    "provider": {
      "description": "The organisation that creates or maintains the Index.",
      "$ref": "cdm-base-staticdata-party-LegalEntity.schema.json"
    },
    "assetClass": {
      "description": "The Asset Class of the Index.",
      "$ref": "cdm-base-staticdata-asset-common-AssetClassEnum.schema.json"
    },
    "indexSeries": {
      "description": "A CDS index series identifier, e.g. 1, 2, 3 etc.",
      "type": "integer"
    },
    "indexAnnexVersion": {
      "description": "A CDS index series version identifier, e.g. 1, 2, 3 etc.",
      "type": "integer"
    },
    "indexAnnexDate": {
      "description": "A CDS index series annex date.",
      "type": "string"
    },
    "indexAnnexSource": {
      "description": "A CDS index series annex source.",
      "$ref": "cdm-product-asset-metafields-FieldWithMetaIndexAnnexSourceEnum.schema.json"
    },
    "excludedReferenceEntity": {
      "description": "Excluded reference entity.",
      "type": "array",
      "items": {
        "$ref": "cdm-product-asset-ReferenceInformation.schema.json"
      },
      "minItems": 0
    },
    "tranche": {
      "description": "This element contains CDS tranche terms.",
      "$ref": "cdm-product-asset-Tranche.schema.json"
    },
    "settledEntityMatrix": {
      "description": "Used to specify the Relevant Settled Entity Matrix when there are settled entities at the time of the trade.",
      "$ref": "cdm-product-asset-SettledEntityMatrix.schema.json"
    },
    "indexFactor": {
      "description": "Index Factor is the index version factor or percent, expressed as an absolute decimal value between 0 and 1, that multiplied by the original notional amount yields the notional amount covered by the seller of protection.",
      "type": "number"
    },
    "seniority": {
      "description": "Seniority of debt instruments comprising the index.",
      "$ref": "cdm-product-asset-CreditSeniorityEnum.schema.json"
    }
  }
}