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Task6023_IndexNamesPlaceHolder
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Task6023: IndexNamesPlaceHolder
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winitall01 committed Aug 15, 2023
1 parent 8be8f54 commit 3af6598
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Showing 2 changed files with 8 additions and 13 deletions.
11 changes: 2 additions & 9 deletions rosetta-source/src/main/rosetta/observable-asset-type.rosetta
Original file line number Diff line number Diff line change
Expand Up @@ -9,8 +9,7 @@ import cdm.base.staticdata.party.*

import cdm.observable.common.*
import cdm.mapping.config.*

//import cdm.product.asset.*
import cdm.product.asset.*

type ObservationSource: <"The observation source can be composed of an curve and/or and information source.">
[deprecated]
Expand Down Expand Up @@ -333,16 +332,10 @@ type FloatingRateOption: <"Specification of a floating rate option as a floating
inflationRateIndex InflationRateIndexEnum (0..1) <"The reference index that is used to specify the inflation interest rate. The FpML standard maintains the list of such indices, which are positioned as enumeration values as part of the CDM.">
[metadata scheme]
indexTenor Period (0..1) <"The ISDA Designated Maturity, i.e. the floating rate tenor.">
// attributeName string (0..1) <"Name of the floating rate as assigned by the Index">
// attributeId string (0..1) <"Id of the floating rate as assigned by the Index">

// indexReferenceInformation IndexReferenceInformation (0..1) <"">
indexReferenceInformation IndexReferenceInformation (0..1) <"">

condition FloatingRateIndex: <"A required choice condition for either a floating rate or inflation rate index.">
required choice floatingRateIndex, inflationRateIndex

// condition IndexAttribute: <"">
// required choice attributeName, attributeId

type FxRate: <"A class describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.">

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10 changes: 6 additions & 4 deletions rosetta-source/src/main/rosetta/product-asset-type.rosetta
Original file line number Diff line number Diff line change
Expand Up @@ -52,11 +52,9 @@ type CreditDefaultPayout extends PayoutBase: <" The credit default payout specif
priceQuantity exists

type GeneralTerms: <" A class specifying a set of non-monetary terms for the Credit Derivative Transaction, including the buyer and seller and selected items from the ISDA 2014 Credit Definition article II, such as the reference obligation and related terms. The CDM GeneralTerms class corresponds to the FpML GeneralTerms complex type, except that the effectiveDate and scheduledTerminationDate have been positioned as part of the InterestRatePayout class in the CDM instead of in GeneralTerms.">

referenceInformation ReferenceInformation (0..1) <"This attribute contains all the terms relevant to defining the reference entity and reference obligation(s).">

referenceInformation ReferenceInformation (0..1) <"This attribute contains all the terms relevant to defining the reference entity and reference obligation(s).">
indexReferenceInformation IndexReferenceInformation (0..1) <"This attribute contains all the terms relevant to the underlying Index.">

additionalIndexReferenceInformation AdditionalIndexReferenceInformation (0..1) <"This attribute contains all the additional terms relevant to defining the Credit DefaultSwap Index.">

basketReferenceInformation BasketReferenceInformation (0..1) <"This attribute contains all the terms relevant to defining the Credit Default Swap Basket.">
Expand All @@ -66,7 +64,7 @@ type GeneralTerms: <" A class specifying a set of non-monetary terms for the Cre
modifiedEquityDelivery boolean (0..1) <"Value of this attribute set to 'true' indicates that modified equity delivery is applicable.">

condition GeneralTermsChoice: <"Choice rule to represent an FpML choice construct.">
required choice referenceInformation, additionalIndexReferenceInformation, basketReferenceInformation
required choice referenceInformation, indexReferenceInformation, additionalIndexReferenceInformation, basketReferenceInformation

condition FpML_cd_41: <"FpML validation rule cd-41 - If indexReferenceInformation/tranche does not exist, then modifiedEquityDelivery must not exist.">
if additionalIndexReferenceInformation -> tranche is absent
Expand Down Expand Up @@ -241,12 +239,16 @@ type FloatingAmountProvisions:
stepUpProvision boolean (0..1) <"As specified by the ISDA Standard Terms Supplement for use with trades on mortgage-backed securities. The presence of the element with value set to 'true' signifies that the provision is applicable. If applicable, the applicable step-up terms are specified as part of that ISDA Standard Terms Supplement. From a usage standpoint, this provision is typically applicable in the case of RMBS and not applicable in case of CMBS trades.">

type IndexReferenceInformation: <"A class defining information related to Index.">
[metadata key]
indexName string (0..1) <"The name of the index expressed as a free format string with an associated scheme.">
[metadata scheme]
indexId string (0..*) <"A index identifier (e.g. RED pair code).">
[metadata scheme]
indexAnnexSource IndexAnnexSourceEnum (0..1) <"A index series annex source.">
[metadata scheme]

condition RequiredIndexInformation: <"Choice rule to represent an index.">
required choice indexName, indexId

type AdditionalIndexReferenceInformation: <"A class defining a Credit Default Swap Index.">
[metadata key]
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