.cdm-java.6.0.0-dev.82.source-code.cdm-product-template-AssetPayout.schema.json Maven / Gradle / Ivy
{
"$schema": "http://json-schema.org/draft-04/schema#",
"$anchor": "cdm.product.template",
"type": "object",
"title": "AssetPayout",
"description": "Security finance payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction. Plus additional description for ICMA.",
"properties": {
"payerReceiver": {
"description": "Canonical representation of the payer and receiver parties applicable to each payout leg.",
"$ref": "cdm-base-staticdata-party-PayerReceiver.schema.json"
},
"priceQuantity": {
"description": "Each payout leg must implement the quantity concept as a 'resolvable' type, which allows for different payout legs to be linked to each other (e.g. in the case of cross-curreny products).",
"$ref": "cdm-product-common-settlement-ResolvablePriceQuantity.schema.json"
},
"principalPayment": {
"description": "The specification of the principal exchange. Optional as only applicable in the case of cross-currency or zero-coupon swaps with a final payment.",
"$ref": "cdm-product-common-settlement-PrincipalPayments.schema.json"
},
"settlementTerms": {
"description": "Each payout leg must specifies its settlement terms, including the delivery type (i.e. cash vs physical, and their respective terms), the transfer type (DvP etc.) and settlement date, if any.",
"$ref": "cdm-product-common-settlement-SettlementTerms.schema.json"
},
"assetLeg": {
"description": "Defines each asset movement as a buy/sell at different dates, typically 1 near leg and 1 far leg in a securities financing transaction.",
"type": "array",
"items": {
"$ref": "cdm-product-template-AssetLeg.schema.json"
},
"minItems": 1
},
"underlier": {
"description": "Specifies the Purchased Asset, usually a Security.",
"$ref": "cdm-base-staticdata-asset-common-Asset.schema.json"
},
"minimumFee": {
"description": "A contractual minimum amount which the borrower will pay, regardless of the duration of the loan. A mechanism for making sure that a trade generates enough income.",
"$ref": "cdm-observable-asset-Money.schema.json"
},
"dividendTerms": {
"description": "Specifies the terms under which dividends received by the borrower are passed through to the lender.",
"$ref": "cdm-product-template-DividendTerms.schema.json"
},
"repoType": {
"description": "Repurchase transactions and buy/sell-backs are both types of repo; this enumerator helps differentiate the two.",
"$ref": "cdm-product-template-RepoTypeEnum.schema.json"
}
},
"required": [
"underlier"
]
}
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