.cdm-java.6.0.0-dev.82.source-code.cdm-product-template-PerformancePayout.schema.json Maven / Gradle / Ivy
{
"$schema": "http://json-schema.org/draft-04/schema#",
"$anchor": "cdm.product.template",
"type": "object",
"title": "PerformancePayout",
"description": "Contains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products.",
"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"
},
"observationTerms": {
"description": "Defines how and when a performance type option or performance type swap is to be observed.",
"$ref": "cdm-product-common-schedule-ObservationTerms.schema.json"
},
"valuationDates": {
"description": "Defines how and when a performance type option or performance type swap is to be valued, including both interim and final valuation.",
"$ref": "cdm-observable-asset-ValuationDates.schema.json"
},
"paymentDates": {
"description": "Defines the payment date schedule, as defined by the parameters that are needed to specify it, either in a parametric way or by reference to another schedule of dates (e.g. the valuation dates).",
"$ref": "cdm-product-common-schedule-PaymentDates.schema.json"
},
"underlier": {
"description": "Identifies the underlying product that is referenced for pricing of the applicable leg in a swap. Referenced in the '2018 ISDA CDM Equity Confirmation for Security Equity Swap' as Security.",
"$ref": "cdm-product-template-Underlier.schema.json"
},
"fxFeature": {
"description": "Defines quanto or composite FX features that are included in the swap leg.",
"type": "array",
"items": {
"$ref": "cdm-product-template-FxFeature.schema.json"
},
"minItems": 0
},
"returnTerms": {
"description": "Specifies the type of return of a performance payout.",
"$ref": "cdm-product-template-ReturnTerms.schema.json"
},
"portfolioReturnTerms": {
"description": "Specifies an individual type of return of a Performance Payout, when such individual return is part of an aggregation of multiple similar returns, at Performance Payout level",
"type": "array",
"items": {
"$ref": "cdm-product-template-PortfolioReturnTerms.schema.json"
},
"minItems": 0
},
"initialValuationPrice": {
"description": "Specifies the net initial valuation price(s) of the underlier at Performance Payout level. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.",
"type": "array",
"items": {
"$ref": "cdm-observable-asset-metafields-ReferenceWithMetaPriceSchedule.schema.json"
},
"minItems": 0
},
"interimValuationPrice": {
"description": "Specifies the net initial valuation price(s) of the underlier at Performance Payout level. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.",
"type": "array",
"items": {
"$ref": "cdm-observable-asset-metafields-ReferenceWithMetaPriceSchedule.schema.json"
},
"minItems": 0
},
"finalValuationPrice": {
"description": "Specifies the net final valuation price(s) of the underlier at Performance Payout level. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.",
"type": "array",
"items": {
"$ref": "cdm-observable-asset-metafields-ReferenceWithMetaPriceSchedule.schema.json"
},
"minItems": 0
}
},
"required": [
"valuationDates",
"paymentDates"
]
}
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