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schema.graphql
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type DvPSettlementData @entity {
id: ID!
settlementId: BigInt!
creator: Bytes!
creatorToken: Bytes!
creatorAmount: BigInt!
creatorBeneficiary: Bytes!
counterparty: Bytes!
counterpartyToken: Bytes!
counterpartyAmount: BigInt!
expirationDate: BigInt!
status: Int!
}
type DataPoint @entity {
id: ID!
dataPoint: BigInt!
timestamp: BigInt!
provider: Bytes!
dataSet: DataSet! @derivedFrom(field: "dataPoints")
}
type DataSet @entity {
id: ID!
provider: Bytes!
dataPoints: [DataPoint!]
lastUpdated: BigInt
}
type Period @entity {
id: ID!
i: BigInt!
p: Int!
isSet: Boolean!
}
type Cycle @entity {
id: ID!
i: BigInt!
p: Int!
s: Int!
isSet: Boolean!
}
type ContractReference @entity {
id: ID!
object: Bytes!
object2: Bytes!
_type: Int!
role: Int!
}
type AssetOwnership @entity {
id: ID!
creatorObligor: Bytes!
creatorBeneficiary: Bytes!
counterpartyObligor: Bytes!
counterpartyBeneficiary: Bytes!
asset: Asset! @derivedFrom(field: "ownership")
}
type Schedule @entity {
id: ID!
events: [Bytes!]!
nextScheduleIndex: BigInt!
pendingEvent: Bytes!
nextScheduledEvent: Bytes!
nextUnderlyingEvent: Bytes!
asset: Asset! @derivedFrom(field: "schedule")
}
type Admins @entity {
id: ID!
accounts: [Bytes!]!
asset: Asset! @derivedFrom(field: "admins")
}
type ANNTerms @entity {
id: ID!
contractType: Int!
calendar: Int!
contractRole: Int!
dayCountConvention: Int!
businessDayConvention: Int!
endOfMonthConvention: Int!
scalingEffect: Int!
# penaltyType: Int! not implemented
feeBasis: Int!
# contractPerformance: Int! state only
# seniority: Int! not implemented
# prepaymentEffect: Int! not implemented
# interestCalculationBase: Int! not implemented
currency: Bytes!
settlementCurrency: Bytes!
# bytes32 marketObjectCode: Bytes! not implemented
marketObjectCodeRateReset: Bytes!
# marketObjectCodeOfScalingIndex: Bytes! not implemented
issueDate: BigInt!
statusDate: BigInt!
initialExchangeDate: BigInt!
maturityDate: BigInt!
# terminationDate: BigInt! state only
purchaseDate: BigInt!
capitalizationEndDate: BigInt!
# ammortizationDate: BigInt! not implemented
# optionExerciseEndDate: BigInt! not implemented
# nonPerformingDate: BigInt! state only
cycleAnchorDateOfInterestPayment: BigInt!
# cycleAnchorDateOfInterestCalculationBase: BigInt! not implemented
cycleAnchorDateOfRateReset: BigInt!
cycleAnchorDateOfScalingIndex: BigInt!
cycleAnchorDateOfFee: BigInt!
cycleAnchorDateOfPrincipalRedemption: BigInt!
# cycleAnchorDateOfOptionality: BigInt! not implemented
notionalPrincipal: BigInt!
nominalInterestRate: BigInt!
accruedInterest: BigInt!
rateMultiplier: BigInt!
rateSpread: BigInt!
nextResetRate: BigInt!
feeRate: BigInt!
feeAccrued: BigInt!
# penaltyRate: BigInt! not implemented
# delinquencyRate: BigInt! not implemented
premiumDiscountAtIED: BigInt!
priceAtPurchaseDate: BigInt!
priceAtTerminationDate: BigInt!
# creditLineAmount: BigInt! not implemented
# scalingIndexAtStatusDate: BigInt! not implemented
# marketValueObserved: BigInt! not implemented
nextPrincipalRedemptionPayment: BigInt!
# coverageOfCreditEnhancement: BigInt!
# interestCalculationBaseAmount: BigInt! not implemented
lifeCap: BigInt!
lifeFloor: BigInt!
periodCap: BigInt!
periodFloor: BigInt!
gracePeriod: Period!
delinquencyPeriod: Period!
# prepaymentPeriod: Period! not implemented
# fixingPeriod: Period! not implemented
cycleOfInterestPayment: Cycle!
cycleOfRateReset: Cycle!
cycleOfScalingIndex: Cycle!
cycleOfFee: Cycle!
cycleOfPrincipalRedemption: Cycle!
# cycleOfOptionality: Cycle! not implemented
# cycleOfInterestCalculationBase: Cycle! not implemented
asset: ANNAsset! @derivedFrom(field: "terms")
}
type ANNState @entity {
id: ID!
contractPerformance: Int!
statusDate: BigInt!
nonPerformingDate: BigInt!
maturityDate: BigInt!
terminationDate: BigInt!
notionalPrincipal: BigInt!
# notionalPrincipal2: BigInt! not implemented
accruedInterest: BigInt!
# accruedInterest2: BigInt! not implemented
feeAccrued: BigInt!
nominalInterestRate: BigInt!
# nominalInterestRate2: BigInt! not implemented
# interestCalculationBaseAmount: BigInt! not implemented
interestScalingMultiplier: BigInt!
notionalScalingMultiplier: BigInt!
nextPrincipalRedemptionPayment: BigInt!
asset: ANNAsset! @derivedFrom(field: "state")
}
type CECTerms @entity {
id: ID!
contractType: Int!
calendar: Int!
contractRole: Int!
dayCountConvention: Int!
businessDayConvention: Int!
endOfMonthConvention: Int!
creditEventTypeCovered: Int!
feeBasis: Int!
statusDate: BigInt!
maturityDate: BigInt!
# exerciseDate: BigInt! state only
notionalPrincipal: BigInt!
feeRate: BigInt!
# exerciseAmount: BigInt! state only
coverageOfCreditEnhancement: BigInt!
# settlementPeriod: Period! not implemented
contractReference_1: ContractReference!
contractReference_2: ContractReference!
asset: CECAsset! @derivedFrom(field: "terms")
}
type CECState @entity {
id: ID!
contractPerformance: Int!
statusDate: BigInt!
maturityDate: BigInt!
exerciseDate: BigInt!
terminationDate: BigInt!
feeAccrued: BigInt!
exerciseAmount: BigInt!
asset: CECAsset! @derivedFrom(field: "state")
}
type CEGTerms @entity {
id: ID!
contractType: Int!
calendar: Int!
contractRole: Int!
dayCountConvention: Int!
businessDayConvention: Int!
endOfMonthConvention: Int!
feeBasis: Int!
# contractPerformance: Int! state only
creditEventTypeCovered: Int!
# guaranteedExposure: Int! state only
currency: Bytes!
settlementCurrency: Bytes!
# contractDealDate: BigInt! not implemented
statusDate: BigInt!
maturityDate: BigInt!
purchaseDate: BigInt!
cycleAnchorDateOfFee: BigInt!
# exerciseDate: BigInt! state only
# nonPerformingDate: BigInt! state only
notionalPrincipal: BigInt!
feeAccrued: BigInt!
feeRate: BigInt!
# delinquencyRate: BigInt not implemented
priceAtPurchaseDate: BigInt!
# priceAtTerminationDate: BigInt! not implemented
coverageOfCreditEnhancement: BigInt!
# exerciseAmount: BigInt! state only
gracePeriod: Period!
delinquencyPeriod: Period!
# settlementPeriod: Period! not implemented
cycleOfFee: Cycle!
contractReference_1: ContractReference!
contractReference_2: ContractReference!
asset: CEGAsset! @derivedFrom(field: "terms")
}
type CEGState @entity {
id: ID!
contractPerformance: Int!
statusDate: BigInt!
nonPerformingDate: BigInt!
maturityDate: BigInt!
exerciseDate: BigInt!
terminationDate: BigInt!
notionalPrincipal: BigInt!
feeAccrued: BigInt!
exerciseAmount: BigInt!
asset: CEGAsset! @derivedFrom(field: "state")
}
type CERTFTerms @entity {
id: ID!
contractType: Int!
calendar: Int!
contractRole: Int!
dayCountConvention: Int!
businessDayConvention: Int!
endOfMonthConvention: Int!
couponType: Int!
# contractPerformance: Int! state only
currency: Bytes!
settlementCurrency: Bytes!
# marketObjectCode: Bytes! not implemented
# contractDealDate: BigInt! not implemented
statusDate: BigInt!
initialExchangeDate: BigInt!
maturityDate: BigInt!
# nonPerformingDate: BigInt!state only
issueDate: BigInt!
# lastCouponDay: BigInt! state only
cycleAnchorDateOfRedemption: BigInt!
cycleAnchorDateOfTermination: BigInt!
cycleAnchorDateOfCoupon: BigInt!
nominalPrice: BigInt!
issuePrice: BigInt!
# delinquencyRate: BigInt not implemented
quantity: BigInt!
# exerciseQuantity: BigInt! state only
# exerciseQuantityOrdered: BigInt! state only
# marginFactor: BigInt! state only
# adjustmentFactor: BigInt! state only
denominationRatio: BigInt!
couponRate: BigInt!
# exerciseAmount: BigInt! state only
# couponAmountFixed: BigInt! state only
gracePeriod: Period!
delinquencyPeriod: Period!
settlementPeriod: Period!
fixingPeriod: Period!
redemptionRecordPeriod: Period!
cycleOfRedemption: Cycle!
cycleOfTermination: Cycle!
cycleOfCoupon: Cycle!
contractReference_1: ContractReference!
contractReference_2: ContractReference!
asset: CERTFAsset! @derivedFrom(field: "terms")
}
type CERTFState @entity {
id: ID!
contractPerformance: Int!
statusDate: BigInt!
nonPerformingDate: BigInt!
maturityDate: BigInt!
exerciseDate: BigInt!
terminationDate: BigInt!
lastCouponFixingDate: BigInt!
exerciseAmount: BigInt!
exerciseQuantity: BigInt!
quantity: BigInt!
couponAmountFixed: BigInt!
# exerciseQuantityOrdered: BigInt! not implemented
marginFactor: BigInt!
adjustmentFactor: BigInt!
asset: CERTFAsset! @derivedFrom(field: "state")
}
type PAMTerms @entity {
id: ID!
contractType: Int!
calendar: Int!
contractRole: Int!
dayCountConvention: Int!
businessDayConvention: Int!
endOfMonthConvention: Int!
scalingEffect: Int!
# penaltyType: Int! not implemented
feeBasis: Int!
# contractPerformance: Int! state only
# seniority: Int! not implemented
# prepaymentEffect: Int! not implemented
# cyclePointOfInterestPayment not implemented
# cyclePointOfRateReset not implemented
currency: Bytes!
settlementCurrency: Bytes!
# bytes32 marketObjectCode: Bytes! not implemented
marketObjectCodeRateReset: Bytes!
# marketObjectCodeOfScalingIndex: Bytes! not implemented
# contractDealDate: BigInt! not implemented
issueDate: BigInt!
statusDate: BigInt!
initialExchangeDate: BigInt!
maturityDate: BigInt!
# terminationDate: BigInt! state only
purchaseDate: BigInt!
capitalizationEndDate: BigInt!
# optionExerciseEndDate: BigInt! not implemented
# nonPerformingDate: BigInt! state only
cycleAnchorDateOfInterestPayment: BigInt!
cycleAnchorDateOfRateReset: BigInt!
cycleAnchorDateOfScalingIndex: BigInt!
cycleAnchorDateOfFee: BigInt!
# cycleAnchorDateOfOptionality: BigInt! not implemented
notionalPrincipal: BigInt!
nominalInterestRate: BigInt!
accruedInterest: BigInt!
rateMultiplier: BigInt!
rateSpread: BigInt!
nextResetRate: BigInt!
feeRate: BigInt!
feeAccrued: BigInt!
# penaltyRate: BigInt! not implemented
# delinquencyRate: BigInt! not implemented
premiumDiscountAtIED: BigInt!
priceAtPurchaseDate: BigInt!
priceAtTerminationDate: BigInt!
# creditLineAmount: BigInt! not implemented
# scalingIndexAtStatusDate: BigInt! not implemented
# marketValueObserved: BigInt! not implemented
lifeCap: BigInt!
lifeFloor: BigInt!
periodCap: BigInt!
periodFloor: BigInt!
gracePeriod: Period!
delinquencyPeriod: Period!
# prepaymentPeriod: Period! not implemented
# fixingPeriod: Period! not implemented
cycleOfInterestPayment: Cycle!
cycleOfRateReset: Cycle!
cycleOfScalingIndex: Cycle!
cycleOfFee: Cycle!
# cycleOfOptionality: Cycle! not implemented
asset: PAMAsset! @derivedFrom(field: "terms")
}
type PAMState @entity {
id: ID!
contractPerformance: Int!
statusDate: BigInt!
nonPerformingDate: BigInt!
maturityDate: BigInt!
terminationDate: BigInt!
notionalPrincipal: BigInt!
# notionalPrincipal2: BigInt! not implemented
accruedInterest: BigInt!
# accruedInterest2: BigInt! not implemented
feeAccrued: BigInt!
nominalInterestRate: BigInt!
# nominalInterestRate2: BigInt! not implemented
# interestCalculationBaseAmount: BigInt! not implemented
interestScalingMultiplier: BigInt!
notionalScalingMultiplier: BigInt!
asset: PAMAsset! @derivedFrom(field: "state")
}
type STKTerms @entity {
id: ID!
contractType: Int!
calendar: Int!
contractRole: Int!
dayCountConvention: Int!
businessDayConvention: Int!
endOfMonthConvention: Int!
redeemableByIssuer: Int!
# seniority: Int! not implemented
currency: Bytes!
settlementCurrency: Bytes!
# marketObjectCode: Bytes! not implemented
statusDate: BigInt!
issueDate: BigInt!
purchaseDate: BigInt!
cycleAnchorDateOfDividend: BigInt!
nominalPrice: BigInt!
notionalPrincipal: BigInt!
issuePrice: BigInt!
quantity: BigInt!
priceAtPurchaseDate: BigInt!
redemptionPrice: BigInt!
priceAtTerminationDate: BigInt!
dividendRecordPeriod: Period!
dividendPaymentPeriod: Period!
splitSettlementPeriod: Period!
redemptionRecordPeriod: Period!
redemptionPaymentPeriod: Period!
cycleOfDividend: Cycle!
asset: STKAsset! @derivedFrom(field: "terms")
}
type STKState @entity {
id: ID!
contractPerformance: Int!
statusDate: BigInt!
nonPerformingDate: BigInt!
maturityDate: BigInt!
exerciseDate: BigInt!
terminationDate: BigInt!
lastDividendFixingDate: BigInt!
notionalPrincipal: BigInt!
exerciseAmount: BigInt!
exerciseQuantity: BigInt!
quantity: BigInt!
couponAmountFixed: BigInt!
# exerciseQuantityOrdered: BigInt! not implemented
marginFactor: BigInt!
adjustmentFactor: BigInt!
dividendPaymentAmount: BigInt!
splitRatio: BigInt!
asset: STKAsset! @derivedFrom(field: "state")
}
type COLLATerms @entity {
id: ID!
contractType: Int!
calendar: Int!
contractRole: Int!
dayCountConvention: Int!
businessDayConvention: Int!
endOfMonthConvention: Int!
# contractPerformance: Int! state only
marketObjectCodeOfCollateral: Bytes!
currency: Bytes!
settlementCurrency: Bytes!
collateralCurrency: Bytes!
statusDate: BigInt!
initialExchangeDate: BigInt!
maturityDate: BigInt!
capitalizationEndDate: BigInt!
# nonPerformingDate: BigInt! state only
cycleAnchorDateOfInterestPayment: BigInt!
notionalPrincipal: BigInt!
nominalInterestRate: BigInt!
accruedInterest: BigInt!
premiumDiscountAtIED: BigInt!
coverageOfCollateral: BigInt!
gracePeriod: Period!
delinquencyPeriod: Period!
cycleOfInterestPayment: Cycle!
asset: COLLAAsset! @derivedFrom(field: "terms")
}
type COLLAState @entity {
id: ID!
contractPerformance: Int!
statusDate: BigInt!
nonPerformingDate: BigInt!
maturityDate: BigInt!
terminationDate: BigInt!
notionalPrincipal: BigInt!
accruedInterest: BigInt!
nominalInterestRate: BigInt!
interestScalingMultiplier: BigInt!
notionalScalingMultiplier: BigInt!
asset: COLLAAsset! @derivedFrom(field: "state")
}
type ANNAsset implements Asset @entity {
id: ID!
assetId: Bytes!
terms: ANNTerms!
state: ANNState!
schedule: Schedule!
ownership: AssetOwnership!
engine: Bytes!
actor: Bytes!
registry: Bytes!
admins: Admins!
extension: Bytes!
createdOn: BigInt!
}
type CECAsset implements Asset @entity {
id: ID!
assetId: Bytes!
terms: CECTerms!
state: CECState!
schedule: Schedule!
ownership: AssetOwnership!
engine: Bytes!
actor: Bytes!
registry: Bytes!
admins: Admins!
extension: Bytes!
createdOn: BigInt!
}
type CEGAsset implements Asset @entity {
id: ID!
assetId: Bytes!
terms: CEGTerms!
state: CEGState!
schedule: Schedule!
ownership: AssetOwnership!
engine: Bytes!
actor: Bytes!
registry: Bytes!
admins: Admins!
extension: Bytes!
createdOn: BigInt!
}
type CERTFAsset implements Asset @entity {
id: ID!
assetId: Bytes!
terms: CERTFTerms!
state: CERTFState!
schedule: Schedule!
ownership: AssetOwnership!
engine: Bytes!
actor: Bytes!
registry: Bytes!
admins: Admins!
extension: Bytes!
createdOn: BigInt!
}
type PAMAsset implements Asset @entity {
id: ID!
assetId: Bytes!
terms: PAMTerms!
state: PAMState!
schedule: Schedule!
ownership: AssetOwnership!
engine: Bytes!
actor: Bytes!
registry: Bytes!
admins: Admins!
extension: Bytes!
createdOn: BigInt!
}
type STKAsset implements Asset @entity {
id: ID!
assetId: Bytes!
terms: STKTerms!
state: STKState!
schedule: Schedule!
ownership: AssetOwnership!
engine: Bytes!
actor: Bytes!
registry: Bytes!
admins: Admins!
extension: Bytes!
createdOn: BigInt!
}
type COLLAAsset implements Asset @entity {
id: ID!
assetId: Bytes!
terms: COLLATerms!
state: COLLAState!
schedule: Schedule!
ownership: AssetOwnership!
engine: Bytes!
actor: Bytes!
registry: Bytes!
admins: Admins!
extension: Bytes!
createdOn: BigInt!
}
interface Asset @entity {
id: ID!
assetId: Bytes!
schedule: Schedule!
ownership: AssetOwnership!
engine: Bytes!
actor: Bytes!
registry: Bytes!
admins: Admins!
extension: Bytes!
createdOn: BigInt!
}