{ "$schema": "http://json-schema.org/draft-07/schema#", "definitions": { "org.isda.cdm.AdjustableDates": { "title": "AdjustableDates", "description": "An instance of org.isda.cdm.AdjustableDates", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AdjustableDates", "pattern": "^org\\.isda\\.cdm\\.AdjustableDates$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "unadjustedDate": { "type": "array", "items": { "format": "date-time", "type": "string" } }, "adjustedDate": { "type": "array", "items": { "format": "date-time", "type": "string" } }, "dateAdjustments": { "$ref": "#/definitions/org.isda.cdm.BusinessDayAdjustments" } }, "required": ["$class", "id", "unadjustedDate", "adjustedDate", "dateAdjustments"] }, "org.isda.cdm.AdjustableDatesBuilder": { "title": "AdjustableDatesBuilder", "description": "An instance of org.isda.cdm.AdjustableDatesBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AdjustableDatesBuilder", "pattern": "^org\\.isda\\.cdm\\.AdjustableDatesBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "unadjustedDate": { "type": "array", "items": { "format": "date-time", "type": "string" } }, "adjustedDate": { "type": "array", "items": { "format": "date-time", "type": "string" } } }, "required": ["$class", "id", "unadjustedDate", "adjustedDate"] }, "org.isda.cdm.AmountSchedule": { "title": "AmountSchedule", "description": "An instance of org.isda.cdm.AmountSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AmountSchedule", "pattern": "^org\\.isda\\.cdm\\.AmountSchedule$", "description": "The class identifier for this type" }, "currency": { "type": "array", "items": { "type": "string" } }, "currencyScheme": { "type": "string" }, "id": { "type": "string" }, "initialValue": { "type": "number" }, "step": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Step" } } }, "required": ["$class", "currency", "currencyScheme", "id", "initialValue", "step"] }, "org.isda.cdm.AmountScheduleBuilder": { "title": "AmountScheduleBuilder", "description": "An instance of org.isda.cdm.AmountScheduleBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AmountScheduleBuilder", "pattern": "^org\\.isda\\.cdm\\.AmountScheduleBuilder$", "description": "The class identifier for this type" }, "currency": { "type": "array", "items": { "type": "string" } }, "currencyScheme": { "type": "string" }, "id": { "type": "string" }, "initialValue": { "type": "number" } }, "required": ["$class", "currency", "currencyScheme", "id", "initialValue"] }, "org.isda.cdm.NonNegativeStep": { "title": "NonNegativeStep", "description": "An instance of org.isda.cdm.NonNegativeStep", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.NonNegativeStep", "pattern": "^org\\.isda\\.cdm\\.NonNegativeStep$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "stepDate": { "format": "date-time", "type": "string" }, "stepValue": { "type": "number" } }, "required": ["$class", "id", "stepDate", "stepValue"] }, "org.isda.cdm.NonNegativeStepBuilder": { "title": "NonNegativeStepBuilder", "description": "An instance of org.isda.cdm.NonNegativeStepBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.NonNegativeStepBuilder", "pattern": "^org\\.isda\\.cdm\\.NonNegativeStepBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "stepDate": { "format": "date-time", "type": "string" }, "stepValue": { "type": "number" } }, "required": ["$class", "id", "stepDate", "stepValue"] }, "org.isda.cdm.ComputedAmount": { "title": "ComputedAmount", "description": "An instance of org.isda.cdm.ComputedAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ComputedAmount", "pattern": "^org\\.isda\\.cdm\\.ComputedAmount$", "description": "The class identifier for this type" }, "currency": { "type": "string" }, "callFunction": { "type": "string" }, "currencyScheme": { "type": "string" }, "amount": { "type": "number" } }, "required": ["$class", "currency", "callFunction", "currencyScheme", "amount"] }, "org.isda.cdm.ComputedAmountBuilder": { "title": "ComputedAmountBuilder", "description": "An instance of org.isda.cdm.ComputedAmountBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ComputedAmountBuilder", "pattern": "^org\\.isda\\.cdm\\.ComputedAmountBuilder$", "description": "The class identifier for this type" }, "currency": { "type": "string" }, "callFunction": { "type": "string" }, "currencyScheme": { "type": "string" }, "amount": { "type": "number" } }, "required": ["$class", "currency", "callFunction", "currencyScheme", "amount"] }, "org.isda.cdm.InterestShortFall": { "title": "InterestShortFall", "description": "An instance of org.isda.cdm.InterestShortFall", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.InterestShortFall", "pattern": "^org\\.isda\\.cdm\\.InterestShortFall$", "description": "The class identifier for this type" }, "interestShortfallCap": { "$ref": "#/definitions/org.isda.cdm.InterestShortfallCapEnum" }, "compounding": { "type": "boolean" }, "rateSource": { "$ref": "#/definitions/org.isda.cdm.FloatingRateIndexEnum" } }, "required": ["$class", "interestShortfallCap", "compounding", "rateSource"] }, "org.isda.cdm.InterestShortFallBuilder": { "title": "InterestShortFallBuilder", "description": "An instance of org.isda.cdm.InterestShortFallBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.InterestShortFallBuilder", "pattern": "^org\\.isda\\.cdm\\.InterestShortFallBuilder$", "description": "The class identifier for this type" }, "interestShortfallCap": { "$ref": "#/definitions/org.isda.cdm.InterestShortfallCapEnum" }, "compounding": { "type": "boolean" }, "rateSource": { "$ref": "#/definitions/org.isda.cdm.FloatingRateIndexEnum" } }, "required": ["$class", "interestShortfallCap", "compounding", "rateSource"] }, "org.isda.cdm.TradeHeaderBuilder": { "title": "TradeHeaderBuilder", "description": "An instance of org.isda.cdm.TradeHeaderBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.TradeHeaderBuilder", "pattern": "^org\\.isda\\.cdm\\.TradeHeaderBuilder$", "description": "The class identifier for this type" }, "tradeDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "tradeDate"] }, "org.isda.cdm.TradeHeader": { "title": "TradeHeader", "description": "An instance of org.isda.cdm.TradeHeader", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.TradeHeader", "pattern": "^org\\.isda\\.cdm\\.TradeHeader$", "description": "The class identifier for this type" }, "identifier": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.PartyContractIdentifier" } }, "tradeDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "identifier", "tradeDate"] }, "org.isda.cdm.PaymentDetail": { "title": "PaymentDetail", "description": "An instance of org.isda.cdm.PaymentDetail", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PaymentDetail", "pattern": "^org\\.isda\\.cdm\\.PaymentDetail$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "paymentDate": { "$ref": "#/definitions/org.isda.cdm.AdjustableOrAdjustedDate" }, "paymentRule": { "$ref": "#/definitions/org.isda.cdm.PaymentRule" }, "paymentAmount": { "$ref": "#/definitions/org.isda.cdm.Money" } }, "required": ["$class", "id", "paymentDate", "paymentRule", "paymentAmount"] }, "org.isda.cdm.PaymentDetailBuilder": { "title": "PaymentDetailBuilder", "description": "An instance of org.isda.cdm.PaymentDetailBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PaymentDetailBuilder", "pattern": "^org\\.isda\\.cdm\\.PaymentDetailBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class", "id"] }, "org.isda.cdm.PaymentRule": { "title": "PaymentRule", "description": "An instance of org.isda.cdm.PaymentRule", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PaymentRule", "pattern": "^org\\.isda\\.cdm\\.PaymentRule$", "description": "The class identifier for this type" }, "percentageRule": { "$ref": "#/definitions/org.isda.cdm.PercentageRule" } }, "required": ["$class", "percentageRule"] }, "org.isda.cdm.PaymentRuleBuilder": { "title": "PaymentRuleBuilder", "description": "An instance of org.isda.cdm.PaymentRuleBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PaymentRuleBuilder", "pattern": "^org\\.isda\\.cdm\\.PaymentRuleBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.AllocationOutcome": { "title": "AllocationOutcome", "description": "An instance of org.isda.cdm.AllocationOutcome", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AllocationOutcome", "pattern": "^org\\.isda\\.cdm\\.AllocationOutcome$", "description": "The class identifier for this type" }, "execution": { "$ref": "#/definitions/org.isda.cdm.ExecutionReference" }, "contractReference": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ContractReference" } }, "contract": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Contract" } } }, "required": ["$class", "execution", "contractReference", "contract"] }, "org.isda.cdm.AllocationOutcomeBuilder": { "title": "AllocationOutcomeBuilder", "description": "An instance of org.isda.cdm.AllocationOutcomeBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AllocationOutcomeBuilder", "pattern": "^org\\.isda\\.cdm\\.AllocationOutcomeBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.Account": { "title": "Account", "description": "An instance of org.isda.cdm.Account", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Account", "pattern": "^org\\.isda\\.cdm\\.Account$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "accountNumber": { "type": "string" }, "accountName": { "type": "string" }, "accountType": { "$ref": "#/definitions/org.isda.cdm.AccountTypeEnum" }, "accountBeneficiary": { "type": "string" }, "servicingParty": { "type": "string" }, "accountNameScheme": { "type": "string" }, "accountNumberScheme": { "type": "string" }, "accountTypeScheme": { "type": "string" } }, "required": ["$class", "id", "accountNumber", "accountName", "accountType", "accountBeneficiary", "servicingParty", "accountNameScheme", "accountNumberScheme", "accountTypeScheme"] }, "org.isda.cdm.AccountBuilder": { "title": "AccountBuilder", "description": "An instance of org.isda.cdm.AccountBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AccountBuilder", "pattern": "^org\\.isda\\.cdm\\.AccountBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "accountNumber": { "type": "string" }, "accountName": { "type": "string" }, "accountType": { "$ref": "#/definitions/org.isda.cdm.AccountTypeEnum" }, "accountBeneficiary": { "type": "string" }, "servicingParty": { "type": "string" }, "accountNameScheme": { "type": "string" }, "accountNumberScheme": { "type": "string" }, "accountTypeScheme": { "type": "string" } }, "required": ["$class", "id", "accountNumber", "accountName", "accountType", "accountBeneficiary", "servicingParty", "accountNameScheme", "accountNumberScheme", "accountTypeScheme"] }, "org.isda.cdm.ContractualDefinitionsEnum": { "title": "ContractualDefinitionsEnum", "description": "An instance of org.isda.cdm.ContractualDefinitionsEnum", "enum": [ "ISDA1991", "ISDA_1993_COMMODITY", "ISDA_1996_EQUITY", "ISDA_1997_BULLION", "ISDA_1997_GOVERNMENT_BOND", "ISDA1998FX", "ISDA_1999_CREDIT", "ISDA2000", "ISDA_2002_EQUITY", "ISDA_2003_CREDIT", "ISDA_2004_NOVATION", "ISDA_2005_COMMODITY", "ISDA2006", "ISDA_2006_INFLATION", "ISDA_2008_INFLATION", "ISDA_2011_EQUITY", "ISDA_2014_CREDIT" ] }, "org.isda.cdm.BermudaExercise": { "title": "BermudaExercise", "description": "An instance of org.isda.cdm.BermudaExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BermudaExercise", "pattern": "^org\\.isda\\.cdm\\.BermudaExercise$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "relevantUnderlyingDate": { "$ref": "#/definitions/org.isda.cdm.AdjustableOrRelativeDates" }, "earliestExerciseTime": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterTime" }, "expirationTime": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterTime" }, "bermudaExerciseDates": { "$ref": "#/definitions/org.isda.cdm.AdjustableOrRelativeDates" }, "latestExerciseTime": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterTime" }, "multipleExercise": { "$ref": "#/definitions/org.isda.cdm.MultipleExercise" }, "exerciseFeeSchedule": { "$ref": "#/definitions/org.isda.cdm.ExerciseFeeSchedule" } }, "required": ["$class", "id", "relevantUnderlyingDate", "earliestExerciseTime", "expirationTime", "bermudaExerciseDates", "latestExerciseTime", "multipleExercise", "exerciseFeeSchedule"] }, "org.isda.cdm.BermudaExerciseBuilder": { "title": "BermudaExerciseBuilder", "description": "An instance of org.isda.cdm.BermudaExerciseBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BermudaExerciseBuilder", "pattern": "^org\\.isda\\.cdm\\.BermudaExerciseBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class", "id"] }, "org.isda.cdm.ContractualMatrix": { "title": "ContractualMatrix", "description": "An instance of org.isda.cdm.ContractualMatrix", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ContractualMatrix", "pattern": "^org\\.isda\\.cdm\\.ContractualMatrix$", "description": "The class identifier for this type" }, "matrixType": { "$ref": "#/definitions/org.isda.cdm.MatrixTypeEnum" }, "publicationDate": { "format": "date-time", "type": "string" }, "matrixTerm": { "$ref": "#/definitions/org.isda.cdm.MatrixTermEnum" }, "matrixTermScheme": { "type": "string" }, "matrixTypeScheme": { "type": "string" } }, "required": ["$class", "matrixType", "publicationDate", "matrixTerm", "matrixTermScheme", "matrixTypeScheme"] }, "org.isda.cdm.ContractualMatrixBuilder": { "title": "ContractualMatrixBuilder", "description": "An instance of org.isda.cdm.ContractualMatrixBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ContractualMatrixBuilder", "pattern": "^org\\.isda\\.cdm\\.ContractualMatrixBuilder$", "description": "The class identifier for this type" }, "matrixType": { "$ref": "#/definitions/org.isda.cdm.MatrixTypeEnum" }, "publicationDate": { "format": "date-time", "type": "string" }, "matrixTerm": { "$ref": "#/definitions/org.isda.cdm.MatrixTermEnum" }, "matrixTermScheme": { "type": "string" }, "matrixTypeScheme": { "type": "string" } }, "required": ["$class", "matrixType", "publicationDate", "matrixTerm", "matrixTermScheme", "matrixTypeScheme"] }, "org.isda.cdm.PhysicalExercise": { "title": "PhysicalExercise", "description": "An instance of org.isda.cdm.PhysicalExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PhysicalExercise", "pattern": "^org\\.isda\\.cdm\\.PhysicalExercise$", "description": "The class identifier for this type" }, "cashflow": { "$ref": "#/definitions/org.isda.cdm.Cashflow" }, "commodity": { "$ref": "#/definitions/org.isda.cdm.Commodity" }, "listedProduct": { "$ref": "#/definitions/org.isda.cdm.ListedProduct" }, "quantity": { "$ref": "#/definitions/org.isda.cdm.Quantity" }, "contractReference": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ContractReference" } }, "contract": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Contract" } } }, "required": ["$class", "cashflow", "commodity", "listedProduct", "quantity", "contractReference", "contract"] }, "org.isda.cdm.PhysicalExerciseBuilder": { "title": "PhysicalExerciseBuilder", "description": "An instance of org.isda.cdm.PhysicalExerciseBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PhysicalExerciseBuilder", "pattern": "^org\\.isda\\.cdm\\.PhysicalExerciseBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.InterestRateCurveBuilder": { "title": "InterestRateCurveBuilder", "description": "An instance of org.isda.cdm.InterestRateCurveBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.InterestRateCurveBuilder", "pattern": "^org\\.isda\\.cdm\\.InterestRateCurveBuilder$", "description": "The class identifier for this type" }, "floatingRateIndexScheme": { "type": "string" }, "floatingRateIndex": { "$ref": "#/definitions/org.isda.cdm.FloatingRateIndexEnum" } }, "required": ["$class", "floatingRateIndexScheme", "floatingRateIndex"] }, "org.isda.cdm.InterestRateCurve": { "title": "InterestRateCurve", "description": "An instance of org.isda.cdm.InterestRateCurve", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.InterestRateCurve", "pattern": "^org\\.isda\\.cdm\\.InterestRateCurve$", "description": "The class identifier for this type" }, "floatingRateIndexScheme": { "type": "string" }, "floatingRateIndex": { "$ref": "#/definitions/org.isda.cdm.FloatingRateIndexEnum" }, "tenor": { "$ref": "#/definitions/org.isda.cdm.Period" } }, "required": ["$class", "floatingRateIndexScheme", "floatingRateIndex", "tenor"] }, "org.isda.cdm.RelativeDateOffset": { "title": "RelativeDateOffset", "description": "An instance of org.isda.cdm.RelativeDateOffset", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.RelativeDateOffset", "pattern": "^org\\.isda\\.cdm\\.RelativeDateOffset$", "description": "The class identifier for this type" }, "businessDayConvention": { "$ref": "#/definitions/org.isda.cdm.BusinessDayConventionEnum" }, "businessCenters": { "$ref": "#/definitions/org.isda.cdm.BusinessCenters" }, "businessCentersReference": { "type": "string" }, "dateRelativeTo": { "type": "string" }, "adjustedDate": { "format": "date-time", "type": "string" }, "dayType": { "$ref": "#/definitions/org.isda.cdm.DayTypeEnum" }, "id": { "type": "string" }, "period": { "$ref": "#/definitions/org.isda.cdm.PeriodEnum" }, "periodMultiplier": { "type": "integer" } }, "required": ["$class", "businessDayConvention", "businessCenters", "businessCentersReference", "dateRelativeTo", "adjustedDate", "dayType", "id", "period", "periodMultiplier"] }, "org.isda.cdm.RelativeDateOffsetBuilder": { "title": "RelativeDateOffsetBuilder", "description": "An instance of org.isda.cdm.RelativeDateOffsetBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.RelativeDateOffsetBuilder", "pattern": "^org\\.isda\\.cdm\\.RelativeDateOffsetBuilder$", "description": "The class identifier for this type" }, "businessDayConvention": { "$ref": "#/definitions/org.isda.cdm.BusinessDayConventionEnum" }, "businessCentersReference": { "type": "string" }, "dateRelativeTo": { "type": "string" }, "adjustedDate": { "format": "date-time", "type": "string" }, "dayType": { "$ref": "#/definitions/org.isda.cdm.DayTypeEnum" }, "id": { "type": "string" }, "period": { "$ref": "#/definitions/org.isda.cdm.PeriodEnum" }, "periodMultiplier": { "type": "integer" } }, "required": ["$class", "businessDayConvention", "businessCentersReference", "dateRelativeTo", "adjustedDate", "dayType", "id", "period", "periodMultiplier"] }, "org.isda.cdm.PayoutLineage": { "title": "PayoutLineage", "description": "An instance of org.isda.cdm.PayoutLineage", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PayoutLineage", "pattern": "^org\\.isda\\.cdm\\.PayoutLineage$", "description": "The class identifier for this type" }, "cashflow": { "type": "string" }, "optionPayout": { "type": "string" }, "creditDefaultPayout": { "type": "string" }, "payoutReference": { "type": "string" }, "interestRatePayout": { "type": "string" } }, "required": ["$class", "cashflow", "optionPayout", "creditDefaultPayout", "payoutReference", "interestRatePayout"] }, "org.isda.cdm.PayoutLineageBuilder": { "title": "PayoutLineageBuilder", "description": "An instance of org.isda.cdm.PayoutLineageBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PayoutLineageBuilder", "pattern": "^org\\.isda\\.cdm\\.PayoutLineageBuilder$", "description": "The class identifier for this type" }, "cashflow": { "type": "string" }, "optionPayout": { "type": "string" }, "creditDefaultPayout": { "type": "string" }, "payoutReference": { "type": "string" }, "interestRatePayout": { "type": "string" } }, "required": ["$class", "cashflow", "optionPayout", "creditDefaultPayout", "payoutReference", "interestRatePayout"] }, "org.isda.cdm.ManualExercise": { "title": "ManualExercise", "description": "An instance of org.isda.cdm.ManualExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ManualExercise", "pattern": "^org\\.isda\\.cdm\\.ManualExercise$", "description": "The class identifier for this type" }, "exerciseNotice": { "$ref": "#/definitions/org.isda.cdm.ExerciseNotice" }, "fallbackExercise": { "type": "boolean" } }, "required": ["$class", "exerciseNotice", "fallbackExercise"] }, "org.isda.cdm.ManualExerciseBuilder": { "title": "ManualExerciseBuilder", "description": "An instance of org.isda.cdm.ManualExerciseBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ManualExerciseBuilder", "pattern": "^org\\.isda\\.cdm\\.ManualExerciseBuilder$", "description": "The class identifier for this type" }, "fallbackExercise": { "type": "boolean" } }, "required": ["$class", "fallbackExercise"] }, "org.isda.cdm.GeneralTerms": { "title": "GeneralTerms", "description": "An instance of org.isda.cdm.GeneralTerms", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.GeneralTerms", "pattern": "^org\\.isda\\.cdm\\.GeneralTerms$", "description": "The class identifier for this type" }, "additionalTermScheme": { "type": "string" }, "buyerSeller": { "$ref": "#/definitions/org.isda.cdm.BuyerSeller" }, "referenceInformation": { "$ref": "#/definitions/org.isda.cdm.ReferenceInformation" }, "indexReferenceInformation": { "$ref": "#/definitions/org.isda.cdm.IndexReferenceInformation" }, "substitution": { "type": "boolean" }, "modifiedEquityDelivery": { "type": "boolean" }, "basketReferenceInformation": { "$ref": "#/definitions/org.isda.cdm.BasketReferenceInformation" }, "additionalTerm": { "type": "array", "items": { "type": "string" } }, "dateAdjustments": { "$ref": "#/definitions/org.isda.cdm.BusinessDayAdjustments" } }, "required": [ "$class", "additionalTermScheme", "buyerSeller", "referenceInformation", "indexReferenceInformation", "substitution", "modifiedEquityDelivery", "basketReferenceInformation", "additionalTerm", "dateAdjustments" ] }, "org.isda.cdm.GeneralTermsBuilder": { "title": "GeneralTermsBuilder", "description": "An instance of org.isda.cdm.GeneralTermsBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.GeneralTermsBuilder", "pattern": "^org\\.isda\\.cdm\\.GeneralTermsBuilder$", "description": "The class identifier for this type" }, "additionalTermScheme": { "type": "string" }, "substitution": { "type": "boolean" }, "modifiedEquityDelivery": { "type": "boolean" }, "additionalTerm": { "type": "array", "items": { "type": "string" } } }, "required": ["$class", "additionalTermScheme", "substitution", "modifiedEquityDelivery", "additionalTerm"] }, "org.isda.cdm.ListedProduct": { "title": "ListedProduct", "description": "An instance of org.isda.cdm.ListedProduct", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ListedProduct", "pattern": "^org\\.isda\\.cdm\\.ListedProduct$", "description": "The class identifier for this type" }, "bond": { "$ref": "#/definitions/org.isda.cdm.Bond" }, "convertibleBond": { "$ref": "#/definitions/org.isda.cdm.ConvertibleBond" }, "rosettaKey": { "type": "string" } }, "required": ["$class", "bond", "convertibleBond", "rosettaKey"] }, "org.isda.cdm.ListedProductBuilder": { "title": "ListedProductBuilder", "description": "An instance of org.isda.cdm.ListedProductBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ListedProductBuilder", "pattern": "^org\\.isda\\.cdm\\.ListedProductBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.RoundingDirectionEnum": { "title": "RoundingDirectionEnum", "description": "An instance of org.isda.cdm.RoundingDirectionEnum", "enum": ["UP", "DOWN", "NEAREST"] }, "org.isda.cdm.NewTradePrimitiveBuilder": { "title": "NewTradePrimitiveBuilder", "description": "An instance of org.isda.cdm.NewTradePrimitiveBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.NewTradePrimitiveBuilder", "pattern": "^org\\.isda\\.cdm\\.NewTradePrimitiveBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.NewTradePrimitive": { "title": "NewTradePrimitive", "description": "An instance of org.isda.cdm.NewTradePrimitive", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.NewTradePrimitive", "pattern": "^org\\.isda\\.cdm\\.NewTradePrimitive$", "description": "The class identifier for this type" }, "contractReference": { "$ref": "#/definitions/org.isda.cdm.ContractIdentifier" }, "contract": { "$ref": "#/definitions/org.isda.cdm.Contract" } }, "required": ["$class", "contractReference", "contract"] }, "org.isda.cdm.IndexReferenceInformationBuilder": { "title": "IndexReferenceInformationBuilder", "description": "An instance of org.isda.cdm.IndexReferenceInformationBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.IndexReferenceInformationBuilder", "pattern": "^org\\.isda\\.cdm\\.IndexReferenceInformationBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "indexAnnexVersion": { "type": "integer" }, "indexAnnexSourceScheme": { "type": "string" }, "indexIdScheme": { "type": "string" }, "indexNameScheme": { "type": "string" }, "indexSeries": { "type": "integer" }, "indexName": { "type": "string" }, "indexId": { "type": "array", "items": { "type": "string" } }, "indexAnnexDate": { "format": "date-time", "type": "string" }, "indexAnnexSource": { "$ref": "#/definitions/org.isda.cdm.IndexAnnexSourceEnum" } }, "required": ["$class", "id", "indexAnnexVersion", "indexAnnexSourceScheme", "indexIdScheme", "indexNameScheme", "indexSeries", "indexName", "indexId", "indexAnnexDate", "indexAnnexSource"] }, "org.isda.cdm.IndexReferenceInformation": { "title": "IndexReferenceInformation", "description": "An instance of org.isda.cdm.IndexReferenceInformation", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.IndexReferenceInformation", "pattern": "^org\\.isda\\.cdm\\.IndexReferenceInformation$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "indexAnnexVersion": { "type": "integer" }, "indexAnnexSourceScheme": { "type": "string" }, "indexIdScheme": { "type": "string" }, "indexNameScheme": { "type": "string" }, "tranche": { "$ref": "#/definitions/org.isda.cdm.Tranche" }, "indexSeries": { "type": "integer" }, "indexName": { "type": "string" }, "indexId": { "type": "array", "items": { "type": "string" } }, "indexAnnexDate": { "format": "date-time", "type": "string" }, "indexAnnexSource": { "$ref": "#/definitions/org.isda.cdm.IndexAnnexSourceEnum" }, "excludedReferenceEntity": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.LegalEntity" } }, "settledEntityMatrix": { "$ref": "#/definitions/org.isda.cdm.SettledEntityMatrix" } }, "required": [ "$class", "id", "indexAnnexVersion", "indexAnnexSourceScheme", "indexIdScheme", "indexNameScheme", "tranche", "indexSeries", "indexName", "indexId", "indexAnnexDate", "indexAnnexSource", "excludedReferenceEntity", "settledEntityMatrix" ] }, "org.isda.cdm.ContractOrContractReference": { "title": "ContractOrContractReference", "description": "An instance of org.isda.cdm.ContractOrContractReference", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ContractOrContractReference", "pattern": "^org\\.isda\\.cdm\\.ContractOrContractReference$", "description": "The class identifier for this type" }, "contractReference": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ContractReference" } }, "contract": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Contract" } } }, "required": ["$class", "contractReference", "contract"] }, "org.isda.cdm.ContractOrContractReferenceBuilder": { "title": "ContractOrContractReferenceBuilder", "description": "An instance of org.isda.cdm.ContractOrContractReferenceBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ContractOrContractReferenceBuilder", "pattern": "^org\\.isda\\.cdm\\.ContractOrContractReferenceBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.StepRelativeToEnum": { "title": "StepRelativeToEnum", "description": "An instance of org.isda.cdm.StepRelativeToEnum", "enum": ["INITIAL", "PREVIOUS"] }, "org.isda.cdm.TransactedPriceBuilder": { "title": "TransactedPriceBuilder", "description": "An instance of org.isda.cdm.TransactedPriceBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.TransactedPriceBuilder", "pattern": "^org\\.isda\\.cdm\\.TransactedPriceBuilder$", "description": "The class identifier for this type" }, "initialPoints": { "type": "number" }, "quotationStyle": { "$ref": "#/definitions/org.isda.cdm.QuotationStyleEnum" }, "marketFixedRate": { "type": "number" }, "marketPrice": { "type": "number" } }, "required": ["$class", "initialPoints", "quotationStyle", "marketFixedRate", "marketPrice"] }, "org.isda.cdm.TransactedPrice": { "title": "TransactedPrice", "description": "An instance of org.isda.cdm.TransactedPrice", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.TransactedPrice", "pattern": "^org\\.isda\\.cdm\\.TransactedPrice$", "description": "The class identifier for this type" }, "initialPoints": { "type": "number" }, "quotationStyle": { "$ref": "#/definitions/org.isda.cdm.QuotationStyleEnum" }, "marketFixedRate": { "type": "number" }, "marketPrice": { "type": "number" } }, "required": ["$class", "initialPoints", "quotationStyle", "marketFixedRate", "marketPrice"] }, "org.isda.cdm.Step": { "title": "Step", "description": "An instance of org.isda.cdm.Step", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Step", "pattern": "^org\\.isda\\.cdm\\.Step$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "stepDate": { "format": "date-time", "type": "string" }, "stepValue": { "type": "number" } }, "required": ["$class", "id", "stepDate", "stepValue"] }, "org.isda.cdm.StepBuilder": { "title": "StepBuilder", "description": "An instance of org.isda.cdm.StepBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.StepBuilder", "pattern": "^org\\.isda\\.cdm\\.StepBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "stepDate": { "format": "date-time", "type": "string" }, "stepValue": { "type": "number" } }, "required": ["$class", "id", "stepDate", "stepValue"] }, "org.isda.cdm.FxLinkedNotionalAmount": { "title": "FxLinkedNotionalAmount", "description": "An instance of org.isda.cdm.FxLinkedNotionalAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FxLinkedNotionalAmount", "pattern": "^org\\.isda\\.cdm\\.FxLinkedNotionalAmount$", "description": "The class identifier for this type" }, "notionalAmount": { "type": "number" }, "resetDate": { "format": "date-time", "type": "string" }, "adjustedFxSpotFixingDate": { "format": "date-time", "type": "string" }, "observedFxSpotRate": { "type": "number" } }, "required": ["$class", "notionalAmount", "resetDate", "adjustedFxSpotFixingDate", "observedFxSpotRate"] }, "org.isda.cdm.FxLinkedNotionalAmountBuilder": { "title": "FxLinkedNotionalAmountBuilder", "description": "An instance of org.isda.cdm.FxLinkedNotionalAmountBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FxLinkedNotionalAmountBuilder", "pattern": "^org\\.isda\\.cdm\\.FxLinkedNotionalAmountBuilder$", "description": "The class identifier for this type" }, "notionalAmount": { "type": "number" }, "resetDate": { "format": "date-time", "type": "string" }, "adjustedFxSpotFixingDate": { "format": "date-time", "type": "string" }, "observedFxSpotRate": { "type": "number" } }, "required": ["$class", "notionalAmount", "resetDate", "adjustedFxSpotFixingDate", "observedFxSpotRate"] }, "org.isda.cdm.EarlyTerminationEvent": { "title": "EarlyTerminationEvent", "description": "An instance of org.isda.cdm.EarlyTerminationEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.EarlyTerminationEvent", "pattern": "^org\\.isda\\.cdm\\.EarlyTerminationEvent$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "adjustedEarlyTerminationDate": { "format": "date-time", "type": "string" }, "adjustedExerciseFeePaymentDate": { "format": "date-time", "type": "string" }, "adjustedCashSettlementValuationDate": { "format": "date-time", "type": "string" }, "adjustedCashSettlementPaymentDate": { "format": "date-time", "type": "string" }, "adjustedExerciseDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "id", "adjustedEarlyTerminationDate", "adjustedExerciseFeePaymentDate", "adjustedCashSettlementValuationDate", "adjustedCashSettlementPaymentDate", "adjustedExerciseDate"] }, "org.isda.cdm.EarlyTerminationEventBuilder": { "title": "EarlyTerminationEventBuilder", "description": "An instance of org.isda.cdm.EarlyTerminationEventBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.EarlyTerminationEventBuilder", "pattern": "^org\\.isda\\.cdm\\.EarlyTerminationEventBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "adjustedEarlyTerminationDate": { "format": "date-time", "type": "string" }, "adjustedExerciseFeePaymentDate": { "format": "date-time", "type": "string" }, "adjustedCashSettlementValuationDate": { "format": "date-time", "type": "string" }, "adjustedCashSettlementPaymentDate": { "format": "date-time", "type": "string" }, "adjustedExerciseDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "id", "adjustedEarlyTerminationDate", "adjustedExerciseFeePaymentDate", "adjustedCashSettlementValuationDate", "adjustedCashSettlementPaymentDate", "adjustedExerciseDate"] }, "org.isda.cdm.ObservationPrimitive": { "title": "ObservationPrimitive", "description": "An instance of org.isda.cdm.ObservationPrimitive", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ObservationPrimitive", "pattern": "^org\\.isda\\.cdm\\.ObservationPrimitive$", "description": "The class identifier for this type" }, "side": { "$ref": "#/definitions/org.isda.cdm.QuotationSideEnum" }, "source": { "$ref": "#/definitions/org.isda.cdm.ObservationSource" }, "observation": { "type": "number" }, "date": { "format": "date-time", "type": "string" }, "time": { "$ref": "#/definitions/org.isda.cdm.TimeZone" } }, "required": ["$class", "side", "source", "observation", "date", "time"] }, "org.isda.cdm.ObservationPrimitiveBuilder": { "title": "ObservationPrimitiveBuilder", "description": "An instance of org.isda.cdm.ObservationPrimitiveBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ObservationPrimitiveBuilder", "pattern": "^org\\.isda\\.cdm\\.ObservationPrimitiveBuilder$", "description": "The class identifier for this type" }, "side": { "$ref": "#/definitions/org.isda.cdm.QuotationSideEnum" }, "observation": { "type": "number" }, "date": { "format": "date-time", "type": "string" } }, "required": ["$class", "side", "observation", "date"] }, "org.isda.cdm.ValuationDate": { "title": "ValuationDate", "description": "An instance of org.isda.cdm.ValuationDate", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ValuationDate", "pattern": "^org\\.isda\\.cdm\\.ValuationDate$", "description": "The class identifier for this type" }, "singleValuationDate": { "$ref": "#/definitions/org.isda.cdm.SingleValuationDate" }, "multipleValuationDates": { "$ref": "#/definitions/org.isda.cdm.MultipleValuationDates" } }, "required": ["$class", "singleValuationDate", "multipleValuationDates"] }, "org.isda.cdm.ValuationDateBuilder": { "title": "ValuationDateBuilder", "description": "An instance of org.isda.cdm.ValuationDateBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ValuationDateBuilder", "pattern": "^org\\.isda\\.cdm\\.ValuationDateBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.PartyRole": { "title": "PartyRole", "description": "An instance of org.isda.cdm.PartyRole", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PartyRole", "pattern": "^org\\.isda\\.cdm\\.PartyRole$", "description": "The class identifier for this type" }, "role": { "$ref": "#/definitions/org.isda.cdm.PartyRoleEnum" }, "partyReference": { "type": "string" } }, "required": ["$class", "role", "partyReference"] }, "org.isda.cdm.PartyRoleBuilder": { "title": "PartyRoleBuilder", "description": "An instance of org.isda.cdm.PartyRoleBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PartyRoleBuilder", "pattern": "^org\\.isda\\.cdm\\.PartyRoleBuilder$", "description": "The class identifier for this type" }, "role": { "$ref": "#/definitions/org.isda.cdm.PartyRoleEnum" }, "partyReference": { "type": "string" } }, "required": ["$class", "role", "partyReference"] }, "org.isda.cdm.TimeUnitEnum": { "title": "TimeUnitEnum", "description": "An instance of org.isda.cdm.TimeUnitEnum", "enum": ["SECOND", "MINUTE", "HOUR", "DAY", "WEEK", "MONTH", "YEAR"] }, "org.isda.cdm.TimeZone": { "title": "TimeZone", "description": "An instance of org.isda.cdm.TimeZone", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.TimeZone", "pattern": "^org\\.isda\\.cdm\\.TimeZone$", "description": "The class identifier for this type" }, "location": { "type": "string" }, "locationScheme": { "type": "string" }, "time": { "format": "date-time", "type": "string" } }, "required": ["$class", "location", "locationScheme", "time"] }, "org.isda.cdm.TimeZoneBuilder": { "title": "TimeZoneBuilder", "description": "An instance of org.isda.cdm.TimeZoneBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.TimeZoneBuilder", "pattern": "^org\\.isda\\.cdm\\.TimeZoneBuilder$", "description": "The class identifier for this type" }, "location": { "type": "string" }, "locationScheme": { "type": "string" }, "time": { "format": "date-time", "type": "string" } }, "required": ["$class", "location", "locationScheme", "time"] }, "org.isda.cdm.Tranche": { "title": "Tranche", "description": "An instance of org.isda.cdm.Tranche", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Tranche", "pattern": "^org\\.isda\\.cdm\\.Tranche$", "description": "The class identifier for this type" }, "attachmentPoint": { "type": "number" }, "exhaustionPoint": { "type": "number" }, "incurredRecoveryApplicable": { "type": "boolean" } }, "required": ["$class", "attachmentPoint", "exhaustionPoint", "incurredRecoveryApplicable"] }, "org.isda.cdm.TrancheBuilder": { "title": "TrancheBuilder", "description": "An instance of org.isda.cdm.TrancheBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.TrancheBuilder", "pattern": "^org\\.isda\\.cdm\\.TrancheBuilder$", "description": "The class identifier for this type" }, "attachmentPoint": { "type": "number" }, "exhaustionPoint": { "type": "number" }, "incurredRecoveryApplicable": { "type": "boolean" } }, "required": ["$class", "attachmentPoint", "exhaustionPoint", "incurredRecoveryApplicable"] }, "org.isda.cdm.StrategyFeature": { "title": "StrategyFeature", "description": "An instance of org.isda.cdm.StrategyFeature", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.StrategyFeature", "pattern": "^org\\.isda\\.cdm\\.StrategyFeature$", "description": "The class identifier for this type" }, "strikeSpread": { "$ref": "#/definitions/org.isda.cdm.StrikeSpread" }, "calendarSpread": { "$ref": "#/definitions/org.isda.cdm.CalendarSpread" } }, "required": ["$class", "strikeSpread", "calendarSpread"] }, "org.isda.cdm.StrategyFeatureBuilder": { "title": "StrategyFeatureBuilder", "description": "An instance of org.isda.cdm.StrategyFeatureBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.StrategyFeatureBuilder", "pattern": "^org\\.isda\\.cdm\\.StrategyFeatureBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.FloatingAmountEvents": { "title": "FloatingAmountEvents", "description": "An instance of org.isda.cdm.FloatingAmountEvents", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FloatingAmountEvents", "pattern": "^org\\.isda\\.cdm\\.FloatingAmountEvents$", "description": "The class identifier for this type" }, "failureToPayPrincipal": { "type": "boolean" }, "writedown": { "type": "boolean" }, "impliedWritedown": { "type": "boolean" }, "additionalFixedPayments": { "$ref": "#/definitions/org.isda.cdm.AdditionalFixedPayments" }, "interestShortfall": { "$ref": "#/definitions/org.isda.cdm.InterestShortFall" }, "floatingAmountProvisions": { "$ref": "#/definitions/org.isda.cdm.FloatingAmountProvisions" } }, "required": ["$class", "failureToPayPrincipal", "writedown", "impliedWritedown", "additionalFixedPayments", "interestShortfall", "floatingAmountProvisions"] }, "org.isda.cdm.FloatingAmountEventsBuilder": { "title": "FloatingAmountEventsBuilder", "description": "An instance of org.isda.cdm.FloatingAmountEventsBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FloatingAmountEventsBuilder", "pattern": "^org\\.isda\\.cdm\\.FloatingAmountEventsBuilder$", "description": "The class identifier for this type" }, "failureToPayPrincipal": { "type": "boolean" }, "writedown": { "type": "boolean" }, "impliedWritedown": { "type": "boolean" } }, "required": ["$class", "failureToPayPrincipal", "writedown", "impliedWritedown"] }, "org.isda.cdm.Collateral": { "title": "Collateral", "description": "An instance of org.isda.cdm.Collateral", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Collateral", "pattern": "^org\\.isda\\.cdm\\.Collateral$", "description": "The class identifier for this type" }, "independentAmount": { "$ref": "#/definitions/org.isda.cdm.IndependentAmount" } }, "required": ["$class", "independentAmount"] }, "org.isda.cdm.CollateralBuilder": { "title": "CollateralBuilder", "description": "An instance of org.isda.cdm.CollateralBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CollateralBuilder", "pattern": "^org\\.isda\\.cdm\\.CollateralBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.CurveBuilder": { "title": "CurveBuilder", "description": "An instance of org.isda.cdm.CurveBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CurveBuilder", "pattern": "^org\\.isda\\.cdm\\.CurveBuilder$", "description": "The class identifier for this type" }, "commodityCurveScheme": { "type": "string" }, "commodityCurve": { "$ref": "#/definitions/org.isda.cdm.CommodityReferencePriceEnum" } }, "required": ["$class", "commodityCurveScheme", "commodityCurve"] }, "org.isda.cdm.Curve": { "title": "Curve", "description": "An instance of org.isda.cdm.Curve", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Curve", "pattern": "^org\\.isda\\.cdm\\.Curve$", "description": "The class identifier for this type" }, "commodityCurveScheme": { "type": "string" }, "interestRateCurve": { "$ref": "#/definitions/org.isda.cdm.InterestRateCurve" }, "commodityCurve": { "$ref": "#/definitions/org.isda.cdm.CommodityReferencePriceEnum" } }, "required": ["$class", "commodityCurveScheme", "interestRateCurve", "commodityCurve"] }, "org.isda.cdm.PassThrough": { "title": "PassThrough", "description": "An instance of org.isda.cdm.PassThrough", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PassThrough", "pattern": "^org\\.isda\\.cdm\\.PassThrough$", "description": "The class identifier for this type" }, "passThroughItem": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.PassThroughItem" } } }, "required": ["$class", "passThroughItem"] }, "org.isda.cdm.PassThroughBuilder": { "title": "PassThroughBuilder", "description": "An instance of org.isda.cdm.PassThroughBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PassThroughBuilder", "pattern": "^org\\.isda\\.cdm\\.PassThroughBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.QuotationStyleEnum": { "title": "QuotationStyleEnum", "description": "An instance of org.isda.cdm.QuotationStyleEnum", "enum": ["POINTS_UP_FRONT", "TRADED_SPREAD", "PRICE"] }, "org.isda.cdm.ReferencePoolItemBuilder": { "title": "ReferencePoolItemBuilder", "description": "An instance of org.isda.cdm.ReferencePoolItemBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ReferencePoolItemBuilder", "pattern": "^org\\.isda\\.cdm\\.ReferencePoolItemBuilder$", "description": "The class identifier for this type" }, "protectionTermsReference": { "type": "string" }, "settlementTermsReference": { "type": "string" } }, "required": ["$class", "protectionTermsReference", "settlementTermsReference"] }, "org.isda.cdm.ReferencePoolItem": { "title": "ReferencePoolItem", "description": "An instance of org.isda.cdm.ReferencePoolItem", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ReferencePoolItem", "pattern": "^org\\.isda\\.cdm\\.ReferencePoolItem$", "description": "The class identifier for this type" }, "referencePair": { "$ref": "#/definitions/org.isda.cdm.ReferencePair" }, "protectionTermsReference": { "type": "string" }, "settlementTermsReference": { "type": "string" }, "constituentWeight": { "$ref": "#/definitions/org.isda.cdm.ConstituentWeight" } }, "required": ["$class", "referencePair", "protectionTermsReference", "settlementTermsReference", "constituentWeight"] }, "org.isda.cdm.StubPeriod": { "title": "StubPeriod", "description": "An instance of org.isda.cdm.StubPeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.StubPeriod", "pattern": "^org\\.isda\\.cdm\\.StubPeriod$", "description": "The class identifier for this type" }, "calculationPeriodDatesReference": { "type": "string" }, "initialStub": { "$ref": "#/definitions/org.isda.cdm.StubValue" }, "finalStub": { "$ref": "#/definitions/org.isda.cdm.StubValue" } }, "required": ["$class", "calculationPeriodDatesReference", "initialStub", "finalStub"] }, "org.isda.cdm.StubPeriodBuilder": { "title": "StubPeriodBuilder", "description": "An instance of org.isda.cdm.StubPeriodBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.StubPeriodBuilder", "pattern": "^org\\.isda\\.cdm\\.StubPeriodBuilder$", "description": "The class identifier for this type" }, "calculationPeriodDatesReference": { "type": "string" } }, "required": ["$class", "calculationPeriodDatesReference"] }, "org.isda.cdm.Event": { "title": "Event", "description": "An instance of org.isda.cdm.Event", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Event", "pattern": "^org\\.isda\\.cdm\\.Event$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "primitive": { "$ref": "#/definitions/org.isda.cdm.PrimitiveEvent" }, "lineage": { "$ref": "#/definitions/org.isda.cdm.Lineage" }, "messageInformation": { "$ref": "#/definitions/org.isda.cdm.MessageInformation" }, "eventIdentifier": { "$ref": "#/definitions/org.isda.cdm.Identifier" }, "eventQualifier": { "type": "string" }, "eventDate": { "format": "date-time", "type": "string" }, "action": { "$ref": "#/definitions/org.isda.cdm.ActionEnum" }, "intent": { "$ref": "#/definitions/org.isda.cdm.IntentEnum" }, "functionCall": { "type": "string" }, "eventEffect": { "$ref": "#/definitions/org.isda.cdm.EventEffect" }, "party": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Party" } }, "rosettaKey": { "type": "string" }, "timestamp": { "$ref": "#/definitions/org.isda.cdm.EventTimestamp" } }, "required": [ "$class", "effectiveDate", "primitive", "lineage", "messageInformation", "eventIdentifier", "eventQualifier", "eventDate", "action", "intent", "functionCall", "eventEffect", "party", "rosettaKey", "timestamp" ] }, "org.isda.cdm.EventBuilder": { "title": "EventBuilder", "description": "An instance of org.isda.cdm.EventBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.EventBuilder", "pattern": "^org\\.isda\\.cdm\\.EventBuilder$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "eventQualifier": { "type": "string" }, "eventDate": { "format": "date-time", "type": "string" }, "action": { "$ref": "#/definitions/org.isda.cdm.ActionEnum" }, "intent": { "$ref": "#/definitions/org.isda.cdm.IntentEnum" }, "functionCall": { "type": "string" } }, "required": ["$class", "effectiveDate", "eventQualifier", "eventDate", "action", "intent", "functionCall"] }, "org.isda.cdm.Transfer": { "title": "Transfer", "description": "An instance of org.isda.cdm.Transfer", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Transfer", "pattern": "^org\\.isda\\.cdm\\.Transfer$", "description": "The class identifier for this type" }, "grossCashflow": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.GrossCashflow" } }, "settlementReference": { "type": "string" }, "rosettaKey": { "type": "string" }, "transferDate": { "$ref": "#/definitions/org.isda.cdm.AdjustableOrAdjustedOrRelativeDate" }, "transferCalculation": { "type": "string" }, "transferType": { "$ref": "#/definitions/org.isda.cdm.TransferTypeEnum" }, "transferStatus": { "$ref": "#/definitions/org.isda.cdm.TransferStatusEnum" }, "payerReceiver": { "$ref": "#/definitions/org.isda.cdm.PayerReceiver" }, "asset": { "$ref": "#/definitions/org.accordproject.base.Asset" }, "transferorTransferee": { "$ref": "#/definitions/org.isda.cdm.TransferorTransferee" }, "quantity": { "$ref": "#/definitions/org.isda.cdm.Quantity" }, "amount": { "$ref": "#/definitions/org.isda.cdm.Money" } }, "required": [ "$class", "grossCashflow", "settlementReference", "rosettaKey", "transferDate", "transferCalculation", "transferType", "transferStatus", "payerReceiver", "asset", "transferorTransferee", "quantity", "amount" ] }, "org.isda.cdm.TransferBuilder": { "title": "TransferBuilder", "description": "An instance of org.isda.cdm.TransferBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.TransferBuilder", "pattern": "^org\\.isda\\.cdm\\.TransferBuilder$", "description": "The class identifier for this type" }, "settlementReference": { "type": "string" }, "transferCalculation": { "type": "string" }, "transferType": { "$ref": "#/definitions/org.isda.cdm.TransferTypeEnum" }, "transferStatus": { "$ref": "#/definitions/org.isda.cdm.TransferStatusEnum" } }, "required": ["$class", "settlementReference", "transferCalculation", "transferType", "transferStatus"] }, "org.isda.cdm.SpreadScheduleTypeEnum": { "title": "SpreadScheduleTypeEnum", "description": "An instance of org.isda.cdm.SpreadScheduleTypeEnum", "enum": ["LONG", "SHORT"] }, "org.isda.cdm.AdditionalFixedPayments": { "title": "AdditionalFixedPayments", "description": "An instance of org.isda.cdm.AdditionalFixedPayments", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AdditionalFixedPayments", "pattern": "^org\\.isda\\.cdm\\.AdditionalFixedPayments$", "description": "The class identifier for this type" }, "interestShortfallReimbursement": { "type": "boolean" }, "principalShortfallReimbursement": { "type": "boolean" }, "writedownReimbursement": { "type": "boolean" } }, "required": ["$class", "interestShortfallReimbursement", "principalShortfallReimbursement", "writedownReimbursement"] }, "org.isda.cdm.AdditionalFixedPaymentsBuilder": { "title": "AdditionalFixedPaymentsBuilder", "description": "An instance of org.isda.cdm.AdditionalFixedPaymentsBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AdditionalFixedPaymentsBuilder", "pattern": "^org\\.isda\\.cdm\\.AdditionalFixedPaymentsBuilder$", "description": "The class identifier for this type" }, "interestShortfallReimbursement": { "type": "boolean" }, "principalShortfallReimbursement": { "type": "boolean" }, "writedownReimbursement": { "type": "boolean" } }, "required": ["$class", "interestShortfallReimbursement", "principalShortfallReimbursement", "writedownReimbursement"] }, "org.isda.cdm.EuropeanExerciseBuilder": { "title": "EuropeanExerciseBuilder", "description": "An instance of org.isda.cdm.EuropeanExerciseBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.EuropeanExerciseBuilder", "pattern": "^org\\.isda\\.cdm\\.EuropeanExerciseBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class", "id"] }, "org.isda.cdm.EuropeanExercise": { "title": "EuropeanExercise", "description": "An instance of org.isda.cdm.EuropeanExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.EuropeanExercise", "pattern": "^org\\.isda\\.cdm\\.EuropeanExercise$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "expirationDate": { "$ref": "#/definitions/org.isda.cdm.AdjustableOrRelativeDate" }, "relevantUnderlyingDate": { "$ref": "#/definitions/org.isda.cdm.AdjustableOrRelativeDates" }, "earliestExerciseTime": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterTime" }, "expirationTime": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterTime" }, "partialExercise": { "$ref": "#/definitions/org.isda.cdm.PartialExercise" }, "exerciseFee": { "$ref": "#/definitions/org.isda.cdm.ExerciseFee" } }, "required": ["$class", "id", "expirationDate", "relevantUnderlyingDate", "earliestExerciseTime", "expirationTime", "partialExercise", "exerciseFee"] }, "org.isda.cdm.CreditSeniorityTradingEnum": { "title": "CreditSeniorityTradingEnum", "description": "An instance of org.isda.cdm.CreditSeniorityTradingEnum", "enum": ["SENIOR", "SUBORDINATE"] }, "org.isda.cdm.Barrier": { "title": "Barrier", "description": "An instance of org.isda.cdm.Barrier", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Barrier", "pattern": "^org\\.isda\\.cdm\\.Barrier$", "description": "The class identifier for this type" }, "barrierCap": { "$ref": "#/definitions/org.isda.cdm.TriggerEvent" }, "barrierFloor": { "$ref": "#/definitions/org.isda.cdm.TriggerEvent" } }, "required": ["$class", "barrierCap", "barrierFloor"] }, "org.isda.cdm.BarrierBuilder": { "title": "BarrierBuilder", "description": "An instance of org.isda.cdm.BarrierBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BarrierBuilder", "pattern": "^org\\.isda\\.cdm\\.BarrierBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.QuoteBasisEnum": { "title": "QuoteBasisEnum", "description": "An instance of org.isda.cdm.QuoteBasisEnum", "enum": ["CURRENCY_1_PER_CURRENCY_2", "CURRENCY_2_PER_CURRENCY_1"] }, "org.isda.cdm.BusinessDayAdjustments": { "title": "BusinessDayAdjustments", "description": "An instance of org.isda.cdm.BusinessDayAdjustments", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BusinessDayAdjustments", "pattern": "^org\\.isda\\.cdm\\.BusinessDayAdjustments$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "businessDayConvention": { "$ref": "#/definitions/org.isda.cdm.BusinessDayConventionEnum" }, "businessCenters": { "$ref": "#/definitions/org.isda.cdm.BusinessCenters" } }, "required": ["$class", "id", "businessDayConvention", "businessCenters"] }, "org.isda.cdm.BusinessDayAdjustmentsBuilder": { "title": "BusinessDayAdjustmentsBuilder", "description": "An instance of org.isda.cdm.BusinessDayAdjustmentsBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BusinessDayAdjustmentsBuilder", "pattern": "^org\\.isda\\.cdm\\.BusinessDayAdjustmentsBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "businessDayConvention": { "$ref": "#/definitions/org.isda.cdm.BusinessDayConventionEnum" } }, "required": ["$class", "id", "businessDayConvention"] }, "org.isda.cdm.PeriodExtendedEnum": { "title": "PeriodExtendedEnum", "description": "An instance of org.isda.cdm.PeriodExtendedEnum", "enum": ["T", "D", "W", "M", "Y"] }, "org.isda.cdm.FloatingRateDefinition": { "title": "FloatingRateDefinition", "description": "An instance of org.isda.cdm.FloatingRateDefinition", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FloatingRateDefinition", "pattern": "^org\\.isda\\.cdm\\.FloatingRateDefinition$", "description": "The class identifier for this type" }, "floatingRateMultiplier": { "type": "number" }, "spread": { "type": "number" }, "calculatedRate": { "type": "number" }, "rateObservation": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.RateObservation" } }, "capRate": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Strike" } }, "floorRate": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Strike" } } }, "required": ["$class", "floatingRateMultiplier", "spread", "calculatedRate", "rateObservation", "capRate", "floorRate"] }, "org.isda.cdm.FloatingRateDefinitionBuilder": { "title": "FloatingRateDefinitionBuilder", "description": "An instance of org.isda.cdm.FloatingRateDefinitionBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FloatingRateDefinitionBuilder", "pattern": "^org\\.isda\\.cdm\\.FloatingRateDefinitionBuilder$", "description": "The class identifier for this type" }, "floatingRateMultiplier": { "type": "number" }, "spread": { "type": "number" }, "calculatedRate": { "type": "number" } }, "required": ["$class", "floatingRateMultiplier", "spread", "calculatedRate"] }, "org.isda.cdm.AllocationPrimitiveBuilder": { "title": "AllocationPrimitiveBuilder", "description": "An instance of org.isda.cdm.AllocationPrimitiveBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AllocationPrimitiveBuilder", "pattern": "^org\\.isda\\.cdm\\.AllocationPrimitiveBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.AllocationPrimitive": { "title": "AllocationPrimitive", "description": "An instance of org.isda.cdm.AllocationPrimitive", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AllocationPrimitive", "pattern": "^org\\.isda\\.cdm\\.AllocationPrimitive$", "description": "The class identifier for this type" }, "before": { "$ref": "#/definitions/org.isda.cdm.Execution" }, "after": { "$ref": "#/definitions/org.isda.cdm.AllocationOutcome" } }, "required": ["$class", "before", "after"] }, "org.isda.cdm.FxRateBuilder": { "title": "FxRateBuilder", "description": "An instance of org.isda.cdm.FxRateBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FxRateBuilder", "pattern": "^org\\.isda\\.cdm\\.FxRateBuilder$", "description": "The class identifier for this type" }, "rate": { "type": "number" } }, "required": ["$class", "rate"] }, "org.isda.cdm.FxRate": { "title": "FxRate", "description": "An instance of org.isda.cdm.FxRate", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FxRate", "pattern": "^org\\.isda\\.cdm\\.FxRate$", "description": "The class identifier for this type" }, "quotedCurrencyPair": { "$ref": "#/definitions/org.isda.cdm.QuotedCurrencyPair" }, "rate": { "type": "number" } }, "required": ["$class", "quotedCurrencyPair", "rate"] }, "org.isda.cdm.ExtendibleProvisionAdjustedDatesBuilder": { "title": "ExtendibleProvisionAdjustedDatesBuilder", "description": "An instance of org.isda.cdm.ExtendibleProvisionAdjustedDatesBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExtendibleProvisionAdjustedDatesBuilder", "pattern": "^org\\.isda\\.cdm\\.ExtendibleProvisionAdjustedDatesBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.ExtendibleProvisionAdjustedDates": { "title": "ExtendibleProvisionAdjustedDates", "description": "An instance of org.isda.cdm.ExtendibleProvisionAdjustedDates", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExtendibleProvisionAdjustedDates", "pattern": "^org\\.isda\\.cdm\\.ExtendibleProvisionAdjustedDates$", "description": "The class identifier for this type" }, "extensionEvent": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ExtensionEvent" } } }, "required": ["$class", "extensionEvent"] }, "org.isda.cdm.RelativeDatesBuilder": { "title": "RelativeDatesBuilder", "description": "An instance of org.isda.cdm.RelativeDatesBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.RelativeDatesBuilder", "pattern": "^org\\.isda\\.cdm\\.RelativeDatesBuilder$", "description": "The class identifier for this type" }, "periodSkip": { "type": "integer" }, "businessDayConvention": { "$ref": "#/definitions/org.isda.cdm.BusinessDayConventionEnum" }, "businessCentersReference": { "type": "string" }, "dateRelativeTo": { "type": "string" }, "adjustedDate": { "format": "date-time", "type": "string" }, "dayType": { "$ref": "#/definitions/org.isda.cdm.DayTypeEnum" }, "id": { "type": "string" }, "period": { "$ref": "#/definitions/org.isda.cdm.PeriodEnum" }, "periodMultiplier": { "type": "integer" } }, "required": ["$class", "periodSkip", "businessDayConvention", "businessCentersReference", "dateRelativeTo", "adjustedDate", "dayType", "id", "period", "periodMultiplier"] }, "org.isda.cdm.RelativeDates": { "title": "RelativeDates", "description": "An instance of org.isda.cdm.RelativeDates", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.RelativeDates", "pattern": "^org\\.isda\\.cdm\\.RelativeDates$", "description": "The class identifier for this type" }, "periodSkip": { "type": "integer" }, "scheduleBounds": { "$ref": "#/definitions/org.isda.cdm.DateRange" }, "businessDayConvention": { "$ref": "#/definitions/org.isda.cdm.BusinessDayConventionEnum" }, "businessCenters": { "$ref": "#/definitions/org.isda.cdm.BusinessCenters" }, "businessCentersReference": { "type": "string" }, "dateRelativeTo": { "type": "string" }, "adjustedDate": { "format": "date-time", "type": "string" }, "dayType": { "$ref": "#/definitions/org.isda.cdm.DayTypeEnum" }, "id": { "type": "string" }, "period": { "$ref": "#/definitions/org.isda.cdm.PeriodEnum" }, "periodMultiplier": { "type": "integer" } }, "required": [ "$class", "periodSkip", "scheduleBounds", "businessDayConvention", "businessCenters", "businessCentersReference", "dateRelativeTo", "adjustedDate", "dayType", "id", "period", "periodMultiplier" ] }, "org.isda.cdm.ActionEnum": { "title": "ActionEnum", "description": "An instance of org.isda.cdm.ActionEnum", "enum": ["NEW", "CORRECT", "CANCEL"] }, "org.isda.cdm.OptionStrike": { "title": "OptionStrike", "description": "An instance of org.isda.cdm.OptionStrike", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OptionStrike", "pattern": "^org\\.isda\\.cdm\\.OptionStrike$", "description": "The class identifier for this type" }, "currency": { "type": "string" }, "spread": { "type": "number" }, "referenceSwapCurve": { "$ref": "#/definitions/org.isda.cdm.ReferenceSwapCurve" }, "price": { "type": "number" }, "percentage": { "type": "number" }, "strikeReference": { "type": "string" }, "currencyScheme": { "type": "string" } }, "required": ["$class", "currency", "spread", "referenceSwapCurve", "price", "percentage", "strikeReference", "currencyScheme"] }, "org.isda.cdm.OptionStrikeBuilder": { "title": "OptionStrikeBuilder", "description": "An instance of org.isda.cdm.OptionStrikeBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OptionStrikeBuilder", "pattern": "^org\\.isda\\.cdm\\.OptionStrikeBuilder$", "description": "The class identifier for this type" }, "currency": { "type": "string" }, "spread": { "type": "number" }, "price": { "type": "number" }, "percentage": { "type": "number" }, "strikeReference": { "type": "string" }, "currencyScheme": { "type": "string" } }, "required": ["$class", "currency", "spread", "price", "percentage", "strikeReference", "currencyScheme"] }, "org.isda.cdm.ResetPrimitive": { "title": "ResetPrimitive", "description": "An instance of org.isda.cdm.ResetPrimitive", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ResetPrimitive", "pattern": "^org\\.isda\\.cdm\\.ResetPrimitive$", "description": "The class identifier for this type" }, "cashflow": { "$ref": "#/definitions/org.isda.cdm.Cashflow" }, "resetValue": { "type": "number" }, "rosettaKey": { "type": "string" }, "date": { "format": "date-time", "type": "string" } }, "required": ["$class", "cashflow", "resetValue", "rosettaKey", "date"] }, "org.isda.cdm.ResetPrimitiveBuilder": { "title": "ResetPrimitiveBuilder", "description": "An instance of org.isda.cdm.ResetPrimitiveBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ResetPrimitiveBuilder", "pattern": "^org\\.isda\\.cdm\\.ResetPrimitiveBuilder$", "description": "The class identifier for this type" }, "resetValue": { "type": "number" }, "date": { "format": "date-time", "type": "string" } }, "required": ["$class", "resetValue", "date"] }, "org.isda.cdm.AveragingPeriodBuilder": { "title": "AveragingPeriodBuilder", "description": "An instance of org.isda.cdm.AveragingPeriodBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AveragingPeriodBuilder", "pattern": "^org\\.isda\\.cdm\\.AveragingPeriodBuilder$", "description": "The class identifier for this type" }, "marketDisruptionScheme": { "type": "string" }, "marketDisruption": { "$ref": "#/definitions/org.isda.cdm.MarketDisruptionEnum" } }, "required": ["$class", "marketDisruptionScheme", "marketDisruption"] }, "org.isda.cdm.AveragingPeriod": { "title": "AveragingPeriod", "description": "An instance of org.isda.cdm.AveragingPeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AveragingPeriod", "pattern": "^org\\.isda\\.cdm\\.AveragingPeriod$", "description": "The class identifier for this type" }, "marketDisruptionScheme": { "type": "string" }, "averagingDateTimes": { "$ref": "#/definitions/org.isda.cdm.DateTimeList" }, "averagingObservations": { "$ref": "#/definitions/org.isda.cdm.AveragingObservationList" }, "marketDisruption": { "$ref": "#/definitions/org.isda.cdm.MarketDisruptionEnum" }, "schedule": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.AveragingSchedule" } } }, "required": ["$class", "marketDisruptionScheme", "averagingDateTimes", "averagingObservations", "marketDisruption", "schedule"] }, "org.isda.cdm.PercentageRuleBuilder": { "title": "PercentageRuleBuilder", "description": "An instance of org.isda.cdm.PercentageRuleBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PercentageRuleBuilder", "pattern": "^org\\.isda\\.cdm\\.PercentageRuleBuilder$", "description": "The class identifier for this type" }, "paymentPercent": { "type": "number" }, "notionalAmountReference": { "type": "string" } }, "required": ["$class", "paymentPercent", "notionalAmountReference"] }, "org.isda.cdm.PercentageRule": { "title": "PercentageRule", "description": "An instance of org.isda.cdm.PercentageRule", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PercentageRule", "pattern": "^org\\.isda\\.cdm\\.PercentageRule$", "description": "The class identifier for this type" }, "paymentPercent": { "type": "number" }, "notionalAmountReference": { "type": "string" } }, "required": ["$class", "paymentPercent", "notionalAmountReference"] }, "org.isda.cdm.CalculationAgent": { "title": "CalculationAgent", "description": "An instance of org.isda.cdm.CalculationAgent", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CalculationAgent", "pattern": "^org\\.isda\\.cdm\\.CalculationAgent$", "description": "The class identifier for this type" }, "calculationAgentBusinessCenterScheme": { "type": "string" }, "calculationAgentBusinessCenter": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterEnum" }, "calculationAgentPartyReference": { "type": "array", "items": { "type": "string" } }, "calculationAgentParty": { "$ref": "#/definitions/org.isda.cdm.CalculationAgentPartyEnum" } }, "required": ["$class", "calculationAgentBusinessCenterScheme", "calculationAgentBusinessCenter", "calculationAgentPartyReference", "calculationAgentParty"] }, "org.isda.cdm.CalculationAgentBuilder": { "title": "CalculationAgentBuilder", "description": "An instance of org.isda.cdm.CalculationAgentBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CalculationAgentBuilder", "pattern": "^org\\.isda\\.cdm\\.CalculationAgentBuilder$", "description": "The class identifier for this type" }, "calculationAgentBusinessCenterScheme": { "type": "string" }, "calculationAgentBusinessCenter": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterEnum" }, "calculationAgentPartyReference": { "type": "array", "items": { "type": "string" } }, "calculationAgentParty": { "$ref": "#/definitions/org.isda.cdm.CalculationAgentPartyEnum" } }, "required": ["$class", "calculationAgentBusinessCenterScheme", "calculationAgentBusinessCenter", "calculationAgentPartyReference", "calculationAgentParty"] }, "org.isda.cdm.NaturalPerson": { "title": "NaturalPerson", "description": "An instance of org.isda.cdm.NaturalPerson", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.NaturalPerson", "pattern": "^org\\.isda\\.cdm\\.NaturalPerson$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "honorific": { "type": "string" }, "firstName": { "type": "string" }, "middleName": { "type": "array", "items": { "type": "string" } }, "initial": { "type": "array", "items": { "type": "string" } }, "surname": { "type": "string" }, "suffix": { "type": "string" }, "dateOfBirth": { "format": "date-time", "type": "string" } }, "required": ["$class", "id", "honorific", "firstName", "middleName", "initial", "surname", "suffix", "dateOfBirth"] }, "org.isda.cdm.NaturalPersonBuilder": { "title": "NaturalPersonBuilder", "description": "An instance of org.isda.cdm.NaturalPersonBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.NaturalPersonBuilder", "pattern": "^org\\.isda\\.cdm\\.NaturalPersonBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "honorific": { "type": "string" }, "firstName": { "type": "string" }, "middleName": { "type": "array", "items": { "type": "string" } }, "initial": { "type": "array", "items": { "type": "string" } }, "surname": { "type": "string" }, "suffix": { "type": "string" }, "dateOfBirth": { "format": "date-time", "type": "string" } }, "required": ["$class", "id", "honorific", "firstName", "middleName", "initial", "surname", "suffix", "dateOfBirth"] }, "org.isda.cdm.BusinessDateRangeBuilder": { "title": "BusinessDateRangeBuilder", "description": "An instance of org.isda.cdm.BusinessDateRangeBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BusinessDateRangeBuilder", "pattern": "^org\\.isda\\.cdm\\.BusinessDateRangeBuilder$", "description": "The class identifier for this type" }, "businessDayConvention": { "$ref": "#/definitions/org.isda.cdm.BusinessDayConventionEnum" }, "unadjustedFirstDate": { "format": "date-time", "type": "string" }, "unadjustedLastDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "businessDayConvention", "unadjustedFirstDate", "unadjustedLastDate"] }, "org.isda.cdm.BusinessDateRange": { "title": "BusinessDateRange", "description": "An instance of org.isda.cdm.BusinessDateRange", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BusinessDateRange", "pattern": "^org\\.isda\\.cdm\\.BusinessDateRange$", "description": "The class identifier for this type" }, "businessDayConvention": { "$ref": "#/definitions/org.isda.cdm.BusinessDayConventionEnum" }, "businessCenters": { "$ref": "#/definitions/org.isda.cdm.BusinessCenters" }, "unadjustedFirstDate": { "format": "date-time", "type": "string" }, "unadjustedLastDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "businessDayConvention", "businessCenters", "unadjustedFirstDate", "unadjustedLastDate"] }, "org.isda.cdm.CancelableProvision": { "title": "CancelableProvision", "description": "An instance of org.isda.cdm.CancelableProvision", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CancelableProvision", "pattern": "^org\\.isda\\.cdm\\.CancelableProvision$", "description": "The class identifier for this type" }, "followUpConfirmation": { "type": "boolean" }, "americanExercise": { "$ref": "#/definitions/org.isda.cdm.AmericanExercise" }, "bermudaExercise": { "$ref": "#/definitions/org.isda.cdm.BermudaExercise" }, "europeanExercise": { "$ref": "#/definitions/org.isda.cdm.EuropeanExercise" }, "exerciseNotice": { "$ref": "#/definitions/org.isda.cdm.ExerciseNotice" }, "initialFee": { "$ref": "#/definitions/org.isda.cdm.SimplePayment" }, "cancelableProvisionAdjustedDates": { "$ref": "#/definitions/org.isda.cdm.CancelableProvisionAdjustedDates" }, "finalCalculationPeriodDateAdjustment": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.FinalCalculationPeriodDateAdjustment" } }, "sellerPartyReference": { "type": "string" }, "buyerPartyReference": { "type": "string" }, "buyerAccountReference": { "type": "string" }, "sellerAccountReference": { "type": "string" } }, "required": [ "$class", "followUpConfirmation", "americanExercise", "bermudaExercise", "europeanExercise", "exerciseNotice", "initialFee", "cancelableProvisionAdjustedDates", "finalCalculationPeriodDateAdjustment", "sellerPartyReference", "buyerPartyReference", "buyerAccountReference", "sellerAccountReference" ] }, "org.isda.cdm.CancelableProvisionBuilder": { "title": "CancelableProvisionBuilder", "description": "An instance of org.isda.cdm.CancelableProvisionBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CancelableProvisionBuilder", "pattern": "^org\\.isda\\.cdm\\.CancelableProvisionBuilder$", "description": "The class identifier for this type" }, "followUpConfirmation": { "type": "boolean" }, "sellerPartyReference": { "type": "string" }, "buyerPartyReference": { "type": "string" }, "buyerAccountReference": { "type": "string" }, "sellerAccountReference": { "type": "string" } }, "required": ["$class", "followUpConfirmation", "sellerPartyReference", "buyerPartyReference", "buyerAccountReference", "sellerAccountReference"] }, "org.isda.cdm.BrokerConfirmationTypeEnum": { "title": "BrokerConfirmationTypeEnum", "description": "An instance of org.isda.cdm.BrokerConfirmationTypeEnum", "enum": ["ABX", "CD_SON_MBS"] }, "org.isda.cdm.QuotationRateTypeEnum": { "title": "QuotationRateTypeEnum", "description": "An instance of org.isda.cdm.QuotationRateTypeEnum", "enum": ["BID", "ASK", "MID", "EXERCISING_PARTY_PAYS"] }, "org.isda.cdm.PriceSourceDisruptionBuilder": { "title": "PriceSourceDisruptionBuilder", "description": "An instance of org.isda.cdm.PriceSourceDisruptionBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PriceSourceDisruptionBuilder", "pattern": "^org\\.isda\\.cdm\\.PriceSourceDisruptionBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.PriceSourceDisruption": { "title": "PriceSourceDisruption", "description": "An instance of org.isda.cdm.PriceSourceDisruption", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PriceSourceDisruption", "pattern": "^org\\.isda\\.cdm\\.PriceSourceDisruption$", "description": "The class identifier for this type" }, "fallbackReferencePrice": { "$ref": "#/definitions/org.isda.cdm.FallbackReferencePrice" } }, "required": ["$class", "fallbackReferencePrice"] }, "org.isda.cdm.CreditDefaultPayout": { "title": "CreditDefaultPayout", "description": "An instance of org.isda.cdm.CreditDefaultPayout", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CreditDefaultPayout", "pattern": "^org\\.isda\\.cdm\\.CreditDefaultPayout$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "physicalSettlementTerms": { "$ref": "#/definitions/org.isda.cdm.PhysicalSettlementTerms" }, "rosettaKeyValue": { "type": "string" }, "protectionTerms": { "$ref": "#/definitions/org.isda.cdm.ProtectionTerms" }, "generalTerms": { "$ref": "#/definitions/org.isda.cdm.GeneralTerms" }, "cashSettlementTerms": { "$ref": "#/definitions/org.isda.cdm.CashSettlementTerms" }, "transactedPrice": { "$ref": "#/definitions/org.isda.cdm.TransactedPrice" } }, "required": ["$class", "id", "physicalSettlementTerms", "rosettaKeyValue", "protectionTerms", "generalTerms", "cashSettlementTerms", "transactedPrice"] }, "org.isda.cdm.CreditDefaultPayoutBuilder": { "title": "CreditDefaultPayoutBuilder", "description": "An instance of org.isda.cdm.CreditDefaultPayoutBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CreditDefaultPayoutBuilder", "pattern": "^org\\.isda\\.cdm\\.CreditDefaultPayoutBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class", "id"] }, "org.isda.cdm.CashPriceMethodBuilder": { "title": "CashPriceMethodBuilder", "description": "An instance of org.isda.cdm.CashPriceMethodBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CashPriceMethodBuilder", "pattern": "^org\\.isda\\.cdm\\.CashPriceMethodBuilder$", "description": "The class identifier for this type" }, "cashSettlementCurrencyScheme": { "type": "string" }, "cashSettlementCurrency": { "type": "string" }, "quotationRateType": { "$ref": "#/definitions/org.isda.cdm.QuotationRateTypeEnum" } }, "required": ["$class", "cashSettlementCurrencyScheme", "cashSettlementCurrency", "quotationRateType"] }, "org.isda.cdm.CashPriceMethod": { "title": "CashPriceMethod", "description": "An instance of org.isda.cdm.CashPriceMethod", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CashPriceMethod", "pattern": "^org\\.isda\\.cdm\\.CashPriceMethod$", "description": "The class identifier for this type" }, "cashSettlementCurrencyScheme": { "type": "string" }, "cashSettlementReferenceBanks": { "$ref": "#/definitions/org.isda.cdm.CashSettlementReferenceBanks" }, "cashSettlementCurrency": { "type": "string" }, "quotationRateType": { "$ref": "#/definitions/org.isda.cdm.QuotationRateTypeEnum" } }, "required": ["$class", "cashSettlementCurrencyScheme", "cashSettlementReferenceBanks", "cashSettlementCurrency", "quotationRateType"] }, "org.isda.cdm.TimeTypeEnum": { "title": "TimeTypeEnum", "description": "An instance of org.isda.cdm.TimeTypeEnum", "enum": ["CLOSE", "OPEN", "OSP", "SPECIFIC_TIME", "XETRA", "DERIVATIVES_CLOSE", "AS_SPECIFIED_IN_MASTER_CONFIRMATION"] }, "org.isda.cdm.InformationProviderEnum": { "title": "InformationProviderEnum", "description": "An instance of org.isda.cdm.InformationProviderEnum", "enum": ["BANK_OF_JAPAN", "BLOOMBERG", "ISDA", "REUTERS", "TELERATE", "OTHER"] }, "org.isda.cdm.RollConventionEnum": { "title": "RollConventionEnum", "description": "An instance of org.isda.cdm.RollConventionEnum", "enum": [ "EOM", "FRN", "IMM", "IMMCAD", "IMMAUD", "IMMNZD", "SFE", "NONE", "TBILL", "_1", "_2", "_3", "_4", "_5", "_6", "_7", "_8", "_9", "_10", "_11", "_12", "_13", "_14", "_15", "_16", "_17", "_18", "_19", "_20", "_21", "_22", "_23", "_24", "_25", "_26", "_27", "_28", "_29", "_30", "MON", "TUE", "WED", "THU", "FRI", "SAT", "SUN" ] }, "org.isda.cdm.Mortgage": { "title": "Mortgage", "description": "An instance of org.isda.cdm.Mortgage", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Mortgage", "pattern": "^org\\.isda\\.cdm\\.Mortgage$", "description": "The class identifier for this type" }, "paymentFrequency": { "$ref": "#/definitions/org.isda.cdm.Period" }, "dayCountFractionScheme": { "type": "string" }, "sectorScheme": { "type": "string" }, "tranche": { "type": "string" }, "insurer": { "$ref": "#/definitions/org.isda.cdm.Party" }, "insurerReference": { "type": "string" }, "originalPrincipalAmount": { "type": "number" }, "sector": { "$ref": "#/definitions/org.isda.cdm.MortgageSectorEnum" }, "dayCountFraction": { "$ref": "#/definitions/org.isda.cdm.DayCountFractionEnum" }, "pool": { "$ref": "#/definitions/org.isda.cdm.AssetPool" }, "couponTypeScheme": { "type": "string" }, "seniorityScheme": { "type": "string" }, "issuerName": { "type": "string" }, "issuerReference": { "type": "string" }, "seniority": { "$ref": "#/definitions/org.isda.cdm.CreditSeniorityEnum" }, "couponType": { "$ref": "#/definitions/org.isda.cdm.CouponTypeEnum" }, "couponRate": { "type": "number" }, "maturity": { "format": "date-time", "type": "string" }, "issueDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" }, "currency": { "type": "string" }, "clearanceSystemScheme": { "type": "string" }, "productIdentifierScheme": { "type": "string" }, "productIdentifier": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ProductIdentifier" } }, "productTaxonomy": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ProductTaxonomy" } }, "description": { "type": "string" }, "clearanceSystem": { "type": "string" }, "currencyScheme": { "type": "string" } }, "required": [ "$class", "paymentFrequency", "dayCountFractionScheme", "sectorScheme", "tranche", "insurer", "insurerReference", "originalPrincipalAmount", "sector", "dayCountFraction", "pool", "couponTypeScheme", "seniorityScheme", "issuerName", "issuerReference", "seniority", "couponType", "couponRate", "maturity", "issueDate", "id", "currency", "clearanceSystemScheme", "productIdentifierScheme", "productIdentifier", "productTaxonomy", "description", "clearanceSystem", "currencyScheme" ] }, "org.isda.cdm.MortgageBuilder": { "title": "MortgageBuilder", "description": "An instance of org.isda.cdm.MortgageBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.MortgageBuilder", "pattern": "^org\\.isda\\.cdm\\.MortgageBuilder$", "description": "The class identifier for this type" }, "dayCountFractionScheme": { "type": "string" }, "sectorScheme": { "type": "string" }, "tranche": { "type": "string" }, "insurerReference": { "type": "string" }, "originalPrincipalAmount": { "type": "number" }, "sector": { "$ref": "#/definitions/org.isda.cdm.MortgageSectorEnum" }, "dayCountFraction": { "$ref": "#/definitions/org.isda.cdm.DayCountFractionEnum" }, "couponTypeScheme": { "type": "string" }, "seniorityScheme": { "type": "string" }, "issuerName": { "type": "string" }, "issuerReference": { "type": "string" }, "seniority": { "$ref": "#/definitions/org.isda.cdm.CreditSeniorityEnum" }, "couponType": { "$ref": "#/definitions/org.isda.cdm.CouponTypeEnum" }, "couponRate": { "type": "number" }, "maturity": { "format": "date-time", "type": "string" }, "issueDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" }, "currency": { "type": "string" }, "clearanceSystemScheme": { "type": "string" }, "productIdentifierScheme": { "type": "string" }, "description": { "type": "string" }, "clearanceSystem": { "type": "string" }, "currencyScheme": { "type": "string" } }, "required": [ "$class", "dayCountFractionScheme", "sectorScheme", "tranche", "insurerReference", "originalPrincipalAmount", "sector", "dayCountFraction", "couponTypeScheme", "seniorityScheme", "issuerName", "issuerReference", "seniority", "couponType", "couponRate", "maturity", "issueDate", "id", "currency", "clearanceSystemScheme", "productIdentifierScheme", "description", "clearanceSystem", "currencyScheme" ] }, "org.isda.cdm.AssetClassEnum": { "title": "AssetClassEnum", "description": "An instance of org.isda.cdm.AssetClassEnum", "enum": ["COMMODITY", "CREDIT", "EQUITY", "FOREIGN_EXCHANGE", "INTEREST_RATE"] }, "org.isda.cdm.GoverningLawEnum": { "title": "GoverningLawEnum", "description": "An instance of org.isda.cdm.GoverningLawEnum", "enum": ["AS_SPECIFIED_IN_MASTER_AGREEMENT"] }, "org.isda.cdm.CategoryEnum": { "title": "CategoryEnum", "description": "An instance of org.isda.cdm.CategoryEnum", "enum": ["TBD"] }, "org.isda.cdm.PaymentDiscounting": { "title": "PaymentDiscounting", "description": "An instance of org.isda.cdm.PaymentDiscounting", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PaymentDiscounting", "pattern": "^org\\.isda\\.cdm\\.PaymentDiscounting$", "description": "The class identifier for this type" }, "discountFactor": { "type": "number" }, "presentValueAmount": { "$ref": "#/definitions/org.isda.cdm.Money" } }, "required": ["$class", "discountFactor", "presentValueAmount"] }, "org.isda.cdm.PaymentDiscountingBuilder": { "title": "PaymentDiscountingBuilder", "description": "An instance of org.isda.cdm.PaymentDiscountingBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PaymentDiscountingBuilder", "pattern": "^org\\.isda\\.cdm\\.PaymentDiscountingBuilder$", "description": "The class identifier for this type" }, "discountFactor": { "type": "number" } }, "required": ["$class", "discountFactor"] }, "org.isda.cdm.ReferenceSwapCurve": { "title": "ReferenceSwapCurve", "description": "An instance of org.isda.cdm.ReferenceSwapCurve", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ReferenceSwapCurve", "pattern": "^org\\.isda\\.cdm\\.ReferenceSwapCurve$", "description": "The class identifier for this type" }, "swapUnwindValue": { "$ref": "#/definitions/org.isda.cdm.SwapCurveValuation" }, "makeWholeAmount": { "$ref": "#/definitions/org.isda.cdm.MakeWholeAmount" } }, "required": ["$class", "swapUnwindValue", "makeWholeAmount"] }, "org.isda.cdm.ReferenceSwapCurveBuilder": { "title": "ReferenceSwapCurveBuilder", "description": "An instance of org.isda.cdm.ReferenceSwapCurveBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ReferenceSwapCurveBuilder", "pattern": "^org\\.isda\\.cdm\\.ReferenceSwapCurveBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.InterestRate": { "title": "InterestRate", "description": "An instance of org.isda.cdm.InterestRate", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.InterestRate", "pattern": "^org\\.isda\\.cdm\\.InterestRate$", "description": "The class identifier for this type" }, "floatingRate": { "$ref": "#/definitions/org.isda.cdm.FloatingRateCalculation" }, "inflationRate": { "$ref": "#/definitions/org.isda.cdm.InflationRateCalculation" }, "fixedRate": { "$ref": "#/definitions/org.isda.cdm.Schedule" } }, "required": ["$class", "floatingRate", "inflationRate", "fixedRate"] }, "org.isda.cdm.InterestRateBuilder": { "title": "InterestRateBuilder", "description": "An instance of org.isda.cdm.InterestRateBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.InterestRateBuilder", "pattern": "^org\\.isda\\.cdm\\.InterestRateBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.PartyContractIdentifierBuilder": { "title": "PartyContractIdentifierBuilder", "description": "An instance of org.isda.cdm.PartyContractIdentifierBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PartyContractIdentifierBuilder", "pattern": "^org\\.isda\\.cdm\\.PartyContractIdentifierBuilder$", "description": "The class identifier for this type" }, "accountReference": { "type": "string" }, "partyReference": { "type": "string" }, "issuer": { "type": "string" }, "issuerScheme": { "type": "string" }, "version": { "type": "integer" } }, "required": ["$class", "accountReference", "partyReference", "issuer", "issuerScheme", "version"] }, "org.isda.cdm.PartyContractIdentifier": { "title": "PartyContractIdentifier", "description": "An instance of org.isda.cdm.PartyContractIdentifier", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PartyContractIdentifier", "pattern": "^org\\.isda\\.cdm\\.PartyContractIdentifier$", "description": "The class identifier for this type" }, "linkId": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.LinkId" } }, "allocationTradeId": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ContractIdentifier" } }, "resultingTradeId": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ContractIdentifierExtended" } }, "blockTradeId": { "$ref": "#/definitions/org.isda.cdm.ContractIdentifier" }, "originatingTradeId": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ContractIdentifier" } }, "accountReference": { "type": "string" }, "partyReference": { "type": "string" }, "identifierValue": { "$ref": "#/definitions/org.isda.cdm.IdentifierValue" }, "issuer": { "type": "string" }, "issuerScheme": { "type": "string" }, "version": { "type": "integer" } }, "required": [ "$class", "linkId", "allocationTradeId", "resultingTradeId", "blockTradeId", "originatingTradeId", "accountReference", "partyReference", "identifierValue", "issuer", "issuerScheme", "version" ] }, "org.isda.cdm.OptionTypeEnum": { "title": "OptionTypeEnum", "description": "An instance of org.isda.cdm.OptionTypeEnum", "enum": ["PUT", "CALL", "PAYER", "RECEIVER", "STRADDLE"] }, "org.isda.cdm.ConvertibleBondBuilder": { "title": "ConvertibleBondBuilder", "description": "An instance of org.isda.cdm.ConvertibleBondBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ConvertibleBondBuilder", "pattern": "^org\\.isda\\.cdm\\.ConvertibleBondBuilder$", "description": "The class identifier for this type" }, "redemptionDate": { "format": "date-time", "type": "string" }, "dayCountFractionScheme": { "type": "string" }, "parValue": { "type": "number" }, "issuanceFaceAmount": { "type": "number" }, "dayCountFraction": { "$ref": "#/definitions/org.isda.cdm.DayCountFractionEnum" }, "couponTypeScheme": { "type": "string" }, "seniorityScheme": { "type": "string" }, "issuerName": { "type": "string" }, "issuerReference": { "type": "string" }, "seniority": { "$ref": "#/definitions/org.isda.cdm.CreditSeniorityEnum" }, "couponType": { "$ref": "#/definitions/org.isda.cdm.CouponTypeEnum" }, "couponRate": { "type": "number" }, "maturity": { "format": "date-time", "type": "string" }, "issueDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" }, "currency": { "type": "string" }, "clearanceSystemScheme": { "type": "string" }, "productIdentifierScheme": { "type": "string" }, "description": { "type": "string" }, "clearanceSystem": { "type": "string" }, "currencyScheme": { "type": "string" } }, "required": [ "$class", "redemptionDate", "dayCountFractionScheme", "parValue", "issuanceFaceAmount", "dayCountFraction", "couponTypeScheme", "seniorityScheme", "issuerName", "issuerReference", "seniority", "couponType", "couponRate", "maturity", "issueDate", "id", "currency", "clearanceSystemScheme", "productIdentifierScheme", "description", "clearanceSystem", "currencyScheme" ] }, "org.isda.cdm.ConvertibleBond": { "title": "ConvertibleBond", "description": "An instance of org.isda.cdm.ConvertibleBond", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ConvertibleBond", "pattern": "^org\\.isda\\.cdm\\.ConvertibleBond$", "description": "The class identifier for this type" }, "underlyingEquity": { "$ref": "#/definitions/org.isda.cdm.EquityAsset" }, "redemptionDate": { "format": "date-time", "type": "string" }, "paymentFrequency": { "$ref": "#/definitions/org.isda.cdm.Period" }, "dayCountFractionScheme": { "type": "string" }, "parValue": { "type": "number" }, "issuanceFaceAmount": { "type": "number" }, "dayCountFraction": { "$ref": "#/definitions/org.isda.cdm.DayCountFractionEnum" }, "couponTypeScheme": { "type": "string" }, "seniorityScheme": { "type": "string" }, "issuerName": { "type": "string" }, "issuerReference": { "type": "string" }, "seniority": { "$ref": "#/definitions/org.isda.cdm.CreditSeniorityEnum" }, "couponType": { "$ref": "#/definitions/org.isda.cdm.CouponTypeEnum" }, "couponRate": { "type": "number" }, "maturity": { "format": "date-time", "type": "string" }, "issueDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" }, "currency": { "type": "string" }, "clearanceSystemScheme": { "type": "string" }, "productIdentifierScheme": { "type": "string" }, "productIdentifier": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ProductIdentifier" } }, "productTaxonomy": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ProductTaxonomy" } }, "description": { "type": "string" }, "clearanceSystem": { "type": "string" }, "currencyScheme": { "type": "string" } }, "required": [ "$class", "underlyingEquity", "redemptionDate", "paymentFrequency", "dayCountFractionScheme", "parValue", "issuanceFaceAmount", "dayCountFraction", "couponTypeScheme", "seniorityScheme", "issuerName", "issuerReference", "seniority", "couponType", "couponRate", "maturity", "issueDate", "id", "currency", "clearanceSystemScheme", "productIdentifierScheme", "productIdentifier", "productTaxonomy", "description", "clearanceSystem", "currencyScheme" ] }, "org.isda.cdm.Offset": { "title": "Offset", "description": "An instance of org.isda.cdm.Offset", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Offset", "pattern": "^org\\.isda\\.cdm\\.Offset$", "description": "The class identifier for this type" }, "dayType": { "$ref": "#/definitions/org.isda.cdm.DayTypeEnum" }, "id": { "type": "string" }, "period": { "$ref": "#/definitions/org.isda.cdm.PeriodEnum" }, "periodMultiplier": { "type": "integer" } }, "required": ["$class", "dayType", "id", "period", "periodMultiplier"] }, "org.isda.cdm.OffsetBuilder": { "title": "OffsetBuilder", "description": "An instance of org.isda.cdm.OffsetBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OffsetBuilder", "pattern": "^org\\.isda\\.cdm\\.OffsetBuilder$", "description": "The class identifier for this type" }, "dayType": { "$ref": "#/definitions/org.isda.cdm.DayTypeEnum" }, "id": { "type": "string" }, "period": { "$ref": "#/definitions/org.isda.cdm.PeriodEnum" }, "periodMultiplier": { "type": "integer" } }, "required": ["$class", "dayType", "id", "period", "periodMultiplier"] }, "org.isda.cdm.StandardSettlementStyleEnum": { "title": "StandardSettlementStyleEnum", "description": "An instance of org.isda.cdm.StandardSettlementStyleEnum", "enum": ["STANDARD", "NET", "STANDARD_AND_NET"] }, "org.isda.cdm.PaymentDates": { "title": "PaymentDates", "description": "An instance of org.isda.cdm.PaymentDates", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PaymentDates", "pattern": "^org\\.isda\\.cdm\\.PaymentDates$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "paymentFrequency": { "$ref": "#/definitions/org.isda.cdm.Frequency" }, "paymentDaysOffset": { "$ref": "#/definitions/org.isda.cdm.Offset" }, "lastRegularPaymentDate": { "format": "date-time", "type": "string" }, "resetDatesReference": { "type": "string" }, "valuationDatesReference": { "type": "string" }, "paymentDelay": { "type": "boolean" }, "payRelativeTo": { "$ref": "#/definitions/org.isda.cdm.PayRelativeToEnum" }, "firstPaymentDate": { "format": "date-time", "type": "string" }, "calculationPeriodDatesReference": { "type": "string" }, "paymentDatesAdjustments": { "$ref": "#/definitions/org.isda.cdm.BusinessDayAdjustments" } }, "required": [ "$class", "id", "paymentFrequency", "paymentDaysOffset", "lastRegularPaymentDate", "resetDatesReference", "valuationDatesReference", "paymentDelay", "payRelativeTo", "firstPaymentDate", "calculationPeriodDatesReference", "paymentDatesAdjustments" ] }, "org.isda.cdm.PaymentDatesBuilder": { "title": "PaymentDatesBuilder", "description": "An instance of org.isda.cdm.PaymentDatesBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PaymentDatesBuilder", "pattern": "^org\\.isda\\.cdm\\.PaymentDatesBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "lastRegularPaymentDate": { "format": "date-time", "type": "string" }, "resetDatesReference": { "type": "string" }, "valuationDatesReference": { "type": "string" }, "paymentDelay": { "type": "boolean" }, "payRelativeTo": { "$ref": "#/definitions/org.isda.cdm.PayRelativeToEnum" }, "firstPaymentDate": { "format": "date-time", "type": "string" }, "calculationPeriodDatesReference": { "type": "string" } }, "required": ["$class", "id", "lastRegularPaymentDate", "resetDatesReference", "valuationDatesReference", "paymentDelay", "payRelativeTo", "firstPaymentDate", "calculationPeriodDatesReference"] }, "org.isda.cdm.QuotedCurrencyPair": { "title": "QuotedCurrencyPair", "description": "An instance of org.isda.cdm.QuotedCurrencyPair", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.QuotedCurrencyPair", "pattern": "^org\\.isda\\.cdm\\.QuotedCurrencyPair$", "description": "The class identifier for this type" }, "currency1": { "type": "string" }, "currency2": { "type": "string" }, "quoteBasis": { "$ref": "#/definitions/org.isda.cdm.QuoteBasisEnum" }, "currency1Scheme": { "type": "string" }, "currency2Scheme": { "type": "string" } }, "required": ["$class", "currency1", "currency2", "quoteBasis", "currency1Scheme", "currency2Scheme"] }, "org.isda.cdm.QuotedCurrencyPairBuilder": { "title": "QuotedCurrencyPairBuilder", "description": "An instance of org.isda.cdm.QuotedCurrencyPairBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.QuotedCurrencyPairBuilder", "pattern": "^org\\.isda\\.cdm\\.QuotedCurrencyPairBuilder$", "description": "The class identifier for this type" }, "currency1": { "type": "string" }, "currency2": { "type": "string" }, "quoteBasis": { "$ref": "#/definitions/org.isda.cdm.QuoteBasisEnum" }, "currency1Scheme": { "type": "string" }, "currency2Scheme": { "type": "string" } }, "required": ["$class", "currency1", "currency2", "quoteBasis", "currency1Scheme", "currency2Scheme"] }, "org.isda.cdm.ObservationSource": { "title": "ObservationSource", "description": "An instance of org.isda.cdm.ObservationSource", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ObservationSource", "pattern": "^org\\.isda\\.cdm\\.ObservationSource$", "description": "The class identifier for this type" }, "curve": { "$ref": "#/definitions/org.isda.cdm.Curve" }, "informationSource": { "$ref": "#/definitions/org.isda.cdm.InformationSource" } }, "required": ["$class", "curve", "informationSource"] }, "org.isda.cdm.ObservationSourceBuilder": { "title": "ObservationSourceBuilder", "description": "An instance of org.isda.cdm.ObservationSourceBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ObservationSourceBuilder", "pattern": "^org\\.isda\\.cdm\\.ObservationSourceBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.ContractIdentifierExtended": { "title": "ContractIdentifierExtended", "description": "An instance of org.isda.cdm.ContractIdentifierExtended", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ContractIdentifierExtended", "pattern": "^org\\.isda\\.cdm\\.ContractIdentifierExtended$", "description": "The class identifier for this type" }, "associatedParty": { "type": "string" }, "accountReference": { "type": "string" }, "partyReference": { "type": "string" }, "identifierValue": { "$ref": "#/definitions/org.isda.cdm.IdentifierValue" }, "issuer": { "type": "string" }, "issuerScheme": { "type": "string" }, "version": { "type": "integer" } }, "required": ["$class", "associatedParty", "accountReference", "partyReference", "identifierValue", "issuer", "issuerScheme", "version"] }, "org.isda.cdm.ContractIdentifierExtendedBuilder": { "title": "ContractIdentifierExtendedBuilder", "description": "An instance of org.isda.cdm.ContractIdentifierExtendedBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ContractIdentifierExtendedBuilder", "pattern": "^org\\.isda\\.cdm\\.ContractIdentifierExtendedBuilder$", "description": "The class identifier for this type" }, "associatedParty": { "type": "string" }, "accountReference": { "type": "string" }, "partyReference": { "type": "string" }, "issuer": { "type": "string" }, "issuerScheme": { "type": "string" }, "version": { "type": "integer" } }, "required": ["$class", "associatedParty", "accountReference", "partyReference", "issuer", "issuerScheme", "version"] }, "org.isda.cdm.StrikeBuilder": { "title": "StrikeBuilder", "description": "An instance of org.isda.cdm.StrikeBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.StrikeBuilder", "pattern": "^org\\.isda\\.cdm\\.StrikeBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "buyer": { "$ref": "#/definitions/org.isda.cdm.PayerReceiverEnum" }, "seller": { "$ref": "#/definitions/org.isda.cdm.PayerReceiverEnum" }, "strikeRate": { "type": "number" } }, "required": ["$class", "id", "buyer", "seller", "strikeRate"] }, "org.isda.cdm.Strike": { "title": "Strike", "description": "An instance of org.isda.cdm.Strike", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Strike", "pattern": "^org\\.isda\\.cdm\\.Strike$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "buyer": { "$ref": "#/definitions/org.isda.cdm.PayerReceiverEnum" }, "seller": { "$ref": "#/definitions/org.isda.cdm.PayerReceiverEnum" }, "strikeRate": { "type": "number" } }, "required": ["$class", "id", "buyer", "seller", "strikeRate"] }, "org.isda.cdm.PaymentTypeEnum": { "title": "PaymentTypeEnum", "description": "An instance of org.isda.cdm.PaymentTypeEnum", "enum": ["NET_CASHFLOW", "BROKERAGE_COMMISSION", "FEE", "INTEREST", "NET_INTEREST", "NOVATION_FEE", "PREMIUM", "TERMINATION_FEE"] }, "org.isda.cdm.StrikeSchedule": { "title": "StrikeSchedule", "description": "An instance of org.isda.cdm.StrikeSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.StrikeSchedule", "pattern": "^org\\.isda\\.cdm\\.StrikeSchedule$", "description": "The class identifier for this type" }, "buyer": { "$ref": "#/definitions/org.isda.cdm.PayerReceiverEnum" }, "seller": { "$ref": "#/definitions/org.isda.cdm.PayerReceiverEnum" }, "id": { "type": "string" }, "initialValue": { "type": "number" }, "step": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Step" } } }, "required": ["$class", "buyer", "seller", "id", "initialValue", "step"] }, "org.isda.cdm.StrikeScheduleBuilder": { "title": "StrikeScheduleBuilder", "description": "An instance of org.isda.cdm.StrikeScheduleBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.StrikeScheduleBuilder", "pattern": "^org\\.isda\\.cdm\\.StrikeScheduleBuilder$", "description": "The class identifier for this type" }, "buyer": { "$ref": "#/definitions/org.isda.cdm.PayerReceiverEnum" }, "seller": { "$ref": "#/definitions/org.isda.cdm.PayerReceiverEnum" }, "id": { "type": "string" }, "initialValue": { "type": "number" } }, "required": ["$class", "buyer", "seller", "id", "initialValue"] }, "org.isda.cdm.AveragingMethodEnum": { "title": "AveragingMethodEnum", "description": "An instance of org.isda.cdm.AveragingMethodEnum", "enum": ["UNWEIGHTED", "WEIGHTED"] }, "org.isda.cdm.IntentEnum": { "title": "IntentEnum", "description": "An instance of org.isda.cdm.IntentEnum", "enum": [ "ALLOCATION", "COMPRESSION", "CORRECTION", "EARLY_TERMINATION", "EXERCISE", "INCREASE", "NEW_TRADE", "NOVATION", "PARTIAL_NOVATION", "PARTIAL_TERMINATION", "PORTFOLIO_COMPRESSION", "RENEGOTIATION", "TERMINATION" ] }, "org.isda.cdm.ExercisePrimitive": { "title": "ExercisePrimitive", "description": "An instance of org.isda.cdm.ExercisePrimitive", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExercisePrimitive", "pattern": "^org\\.isda\\.cdm\\.ExercisePrimitive$", "description": "The class identifier for this type" }, "before": { "$ref": "#/definitions/org.isda.cdm.ContractOrContractReference" }, "exerciseDate": { "format": "date-time", "type": "string" }, "exerciseTime": { "format": "date-time", "type": "string" }, "fullExercise": { "type": "boolean" }, "after": { "$ref": "#/definitions/org.isda.cdm.ExerciseOutcome" } }, "required": ["$class", "before", "exerciseDate", "exerciseTime", "fullExercise", "after"] }, "org.isda.cdm.ExercisePrimitiveBuilder": { "title": "ExercisePrimitiveBuilder", "description": "An instance of org.isda.cdm.ExercisePrimitiveBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExercisePrimitiveBuilder", "pattern": "^org\\.isda\\.cdm\\.ExercisePrimitiveBuilder$", "description": "The class identifier for this type" }, "exerciseDate": { "format": "date-time", "type": "string" }, "exerciseTime": { "format": "date-time", "type": "string" }, "fullExercise": { "type": "boolean" } }, "required": ["$class", "exerciseDate", "exerciseTime", "fullExercise"] }, "org.isda.cdm.DayOfWeekEnum": { "title": "DayOfWeekEnum", "description": "An instance of org.isda.cdm.DayOfWeekEnum", "enum": ["MON", "TUE", "WED", "THU", "FRI", "SAT", "SUN"] }, "org.isda.cdm.AccountTypeEnum": { "title": "AccountTypeEnum", "description": "An instance of org.isda.cdm.AccountTypeEnum", "enum": ["AGGREGATE_CLIENT", "CLIENT", "HOUSE"] }, "org.isda.cdm.AdjustedRelativeDateOffset": { "title": "AdjustedRelativeDateOffset", "description": "An instance of org.isda.cdm.AdjustedRelativeDateOffset", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AdjustedRelativeDateOffset", "pattern": "^org\\.isda\\.cdm\\.AdjustedRelativeDateOffset$", "description": "The class identifier for this type" }, "relativeDateAdjustments": { "$ref": "#/definitions/org.isda.cdm.BusinessDayAdjustments" }, "businessDayConvention": { "$ref": "#/definitions/org.isda.cdm.BusinessDayConventionEnum" }, "businessCenters": { "$ref": "#/definitions/org.isda.cdm.BusinessCenters" }, "businessCentersReference": { "type": "string" }, "dateRelativeTo": { "type": "string" }, "adjustedDate": { "format": "date-time", "type": "string" }, "dayType": { "$ref": "#/definitions/org.isda.cdm.DayTypeEnum" }, "id": { "type": "string" }, "period": { "$ref": "#/definitions/org.isda.cdm.PeriodEnum" }, "periodMultiplier": { "type": "integer" } }, "required": [ "$class", "relativeDateAdjustments", "businessDayConvention", "businessCenters", "businessCentersReference", "dateRelativeTo", "adjustedDate", "dayType", "id", "period", "periodMultiplier" ] }, "org.isda.cdm.AdjustedRelativeDateOffsetBuilder": { "title": "AdjustedRelativeDateOffsetBuilder", "description": "An instance of org.isda.cdm.AdjustedRelativeDateOffsetBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AdjustedRelativeDateOffsetBuilder", "pattern": "^org\\.isda\\.cdm\\.AdjustedRelativeDateOffsetBuilder$", "description": "The class identifier for this type" }, "businessDayConvention": { "$ref": "#/definitions/org.isda.cdm.BusinessDayConventionEnum" }, "businessCentersReference": { "type": "string" }, "dateRelativeTo": { "type": "string" }, "adjustedDate": { "format": "date-time", "type": "string" }, "dayType": { "$ref": "#/definitions/org.isda.cdm.DayTypeEnum" }, "id": { "type": "string" }, "period": { "$ref": "#/definitions/org.isda.cdm.PeriodEnum" }, "periodMultiplier": { "type": "integer" } }, "required": ["$class", "businessDayConvention", "businessCentersReference", "dateRelativeTo", "adjustedDate", "dayType", "id", "period", "periodMultiplier"] }, "org.isda.cdm.CreditSupportAgreementBuilder": { "title": "CreditSupportAgreementBuilder", "description": "An instance of org.isda.cdm.CreditSupportAgreementBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CreditSupportAgreementBuilder", "pattern": "^org\\.isda\\.cdm\\.CreditSupportAgreementBuilder$", "description": "The class identifier for this type" }, "type": { "$ref": "#/definitions/org.isda.cdm.CreditSupportAgreementTypeEnum" }, "identifierValue": { "type": "string" }, "date": { "format": "date-time", "type": "string" }, "typeScheme": { "type": "string" } }, "required": ["$class", "type", "identifierValue", "date", "typeScheme"] }, "org.isda.cdm.CreditSupportAgreement": { "title": "CreditSupportAgreement", "description": "An instance of org.isda.cdm.CreditSupportAgreement", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CreditSupportAgreement", "pattern": "^org\\.isda\\.cdm\\.CreditSupportAgreement$", "description": "The class identifier for this type" }, "type": { "$ref": "#/definitions/org.isda.cdm.CreditSupportAgreementTypeEnum" }, "identifierValue": { "type": "string" }, "date": { "format": "date-time", "type": "string" }, "typeScheme": { "type": "string" } }, "required": ["$class", "type", "identifierValue", "date", "typeScheme"] }, "org.isda.cdm.PaymentStatusEnum": { "title": "PaymentStatusEnum", "description": "An instance of org.isda.cdm.PaymentStatusEnum", "enum": ["DISPUTED", "INSTRUCTED", "PENDING", "SETTLED"] }, "org.isda.cdm.LinkId": { "title": "LinkId", "description": "An instance of org.isda.cdm.LinkId", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.LinkId", "pattern": "^org\\.isda\\.cdm\\.LinkId$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "linkId": { "type": "string" }, "linkIdScheme": { "type": "string" } }, "required": ["$class", "id", "linkId", "linkIdScheme"] }, "org.isda.cdm.LinkIdBuilder": { "title": "LinkIdBuilder", "description": "An instance of org.isda.cdm.LinkIdBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.LinkIdBuilder", "pattern": "^org\\.isda\\.cdm\\.LinkIdBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "linkId": { "type": "string" }, "linkIdScheme": { "type": "string" } }, "required": ["$class", "id", "linkId", "linkIdScheme"] }, "org.isda.cdm.MasterConfirmationTypeEnum": { "title": "MasterConfirmationTypeEnum", "description": "An instance of org.isda.cdm.MasterConfirmationTypeEnum", "enum": ["CREDIT_INDEX_2003", "DJ_CDX_NA", "DJ_I_TRAXX_EUROPE", "ISDA_1999_CREDIT", "ISDA_2003_CREDIT_JAPAN", "ISDA_2003_CREDIT_NORTH_AMERICAN"] }, "org.isda.cdm.MatrixTypeEnum": { "title": "MatrixTypeEnum", "description": "An instance of org.isda.cdm.MatrixTypeEnum", "enum": ["CREDIT_DERIVATIVES_PHYSICAL_SETTLEMENT_MATRIX", "EQUITY_DERIVATIVES_MATRIX", "SETTLEMENT_MATRIX"] }, "org.isda.cdm.ExtendibleProvisionBuilder": { "title": "ExtendibleProvisionBuilder", "description": "An instance of org.isda.cdm.ExtendibleProvisionBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExtendibleProvisionBuilder", "pattern": "^org\\.isda\\.cdm\\.ExtendibleProvisionBuilder$", "description": "The class identifier for this type" }, "followUpConfirmation": { "type": "boolean" }, "sellerPartyReference": { "type": "string" }, "buyerPartyReference": { "type": "string" }, "buyerAccountReference": { "type": "string" }, "sellerAccountReference": { "type": "string" } }, "required": ["$class", "followUpConfirmation", "sellerPartyReference", "buyerPartyReference", "buyerAccountReference", "sellerAccountReference"] }, "org.isda.cdm.ExtendibleProvision": { "title": "ExtendibleProvision", "description": "An instance of org.isda.cdm.ExtendibleProvision", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExtendibleProvision", "pattern": "^org\\.isda\\.cdm\\.ExtendibleProvision$", "description": "The class identifier for this type" }, "followUpConfirmation": { "type": "boolean" }, "americanExercise": { "$ref": "#/definitions/org.isda.cdm.AmericanExercise" }, "bermudaExercise": { "$ref": "#/definitions/org.isda.cdm.BermudaExercise" }, "europeanExercise": { "$ref": "#/definitions/org.isda.cdm.EuropeanExercise" }, "exerciseNotice": { "$ref": "#/definitions/org.isda.cdm.ExerciseNotice" }, "extendibleProvisionAdjustedDates": { "$ref": "#/definitions/org.isda.cdm.ExtendibleProvisionAdjustedDates" }, "sellerPartyReference": { "type": "string" }, "buyerPartyReference": { "type": "string" }, "buyerAccountReference": { "type": "string" }, "sellerAccountReference": { "type": "string" } }, "required": [ "$class", "followUpConfirmation", "americanExercise", "bermudaExercise", "europeanExercise", "exerciseNotice", "extendibleProvisionAdjustedDates", "sellerPartyReference", "buyerPartyReference", "buyerAccountReference", "sellerAccountReference" ] }, "org.isda.cdm.InterestShortfallCapEnum": { "title": "InterestShortfallCapEnum", "description": "An instance of org.isda.cdm.InterestShortfallCapEnum", "enum": ["FIXED", "VARIABLE"] }, "org.isda.cdm.ExtensionEvent": { "title": "ExtensionEvent", "description": "An instance of org.isda.cdm.ExtensionEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExtensionEvent", "pattern": "^org\\.isda\\.cdm\\.ExtensionEvent$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "adjustedExerciseDate": { "format": "date-time", "type": "string" }, "adjustedExtendedTerminationDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "id", "adjustedExerciseDate", "adjustedExtendedTerminationDate"] }, "org.isda.cdm.ExtensionEventBuilder": { "title": "ExtensionEventBuilder", "description": "An instance of org.isda.cdm.ExtensionEventBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExtensionEventBuilder", "pattern": "^org\\.isda\\.cdm\\.ExtensionEventBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "adjustedExerciseDate": { "format": "date-time", "type": "string" }, "adjustedExtendedTerminationDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "id", "adjustedExerciseDate", "adjustedExtendedTerminationDate"] }, "org.isda.cdm.CreditSeniorityEnum": { "title": "CreditSeniorityEnum", "description": "An instance of org.isda.cdm.CreditSeniorityEnum", "enum": ["OTHER", "SENIOR_SEC", "SENIOR_UN_SEC", "SUB_LOWER_TIER_2", "SUB_TIER_1", "SUB_TIER_3", "SUB_UPPER_TIER_2"] }, "org.isda.cdm.InterpolationMethodEnum": { "title": "InterpolationMethodEnum", "description": "An instance of org.isda.cdm.InterpolationMethodEnum", "enum": ["LINEAR_ZERO_YIELD", "NONE"] }, "org.isda.cdm.AdjustableOrAdjustedDate": { "title": "AdjustableOrAdjustedDate", "description": "An instance of org.isda.cdm.AdjustableOrAdjustedDate", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AdjustableOrAdjustedDate", "pattern": "^org\\.isda\\.cdm\\.AdjustableOrAdjustedDate$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "unadjustedDate": { "format": "date-time", "type": "string" }, "adjustedDate": { "format": "date-time", "type": "string" }, "dateAdjustments": { "$ref": "#/definitions/org.isda.cdm.BusinessDayAdjustments" } }, "required": ["$class", "id", "unadjustedDate", "adjustedDate", "dateAdjustments"] }, "org.isda.cdm.AdjustableOrAdjustedDateBuilder": { "title": "AdjustableOrAdjustedDateBuilder", "description": "An instance of org.isda.cdm.AdjustableOrAdjustedDateBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AdjustableOrAdjustedDateBuilder", "pattern": "^org\\.isda\\.cdm\\.AdjustableOrAdjustedDateBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "unadjustedDate": { "format": "date-time", "type": "string" }, "adjustedDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "id", "unadjustedDate", "adjustedDate"] }, "org.isda.cdm.BuyerSeller": { "title": "BuyerSeller", "description": "An instance of org.isda.cdm.BuyerSeller", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BuyerSeller", "pattern": "^org\\.isda\\.cdm\\.BuyerSeller$", "description": "The class identifier for this type" }, "sellerPartyReference": { "type": "string" }, "buyerPartyReference": { "type": "string" }, "buyerAccountReference": { "type": "string" }, "sellerAccountReference": { "type": "string" } }, "required": ["$class", "sellerPartyReference", "buyerPartyReference", "buyerAccountReference", "sellerAccountReference"] }, "org.isda.cdm.BuyerSellerBuilder": { "title": "BuyerSellerBuilder", "description": "An instance of org.isda.cdm.BuyerSellerBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BuyerSellerBuilder", "pattern": "^org\\.isda\\.cdm\\.BuyerSellerBuilder$", "description": "The class identifier for this type" }, "sellerPartyReference": { "type": "string" }, "buyerPartyReference": { "type": "string" }, "buyerAccountReference": { "type": "string" }, "sellerAccountReference": { "type": "string" } }, "required": ["$class", "sellerPartyReference", "buyerPartyReference", "buyerAccountReference", "sellerAccountReference"] }, "org.isda.cdm.PaymentBuilder": { "title": "PaymentBuilder", "description": "An instance of org.isda.cdm.PaymentBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PaymentBuilder", "pattern": "^org\\.isda\\.cdm\\.PaymentBuilder$", "description": "The class identifier for this type" }, "paymentType": { "$ref": "#/definitions/org.isda.cdm.PaymentTypeEnum" }, "paymentStatus": { "$ref": "#/definitions/org.isda.cdm.PaymentStatusEnum" }, "settlementReference": { "type": "string" }, "id": { "type": "string" }, "discountFactor": { "type": "number" } }, "required": ["$class", "paymentType", "paymentStatus", "settlementReference", "id", "discountFactor"] }, "org.isda.cdm.Payment": { "title": "Payment", "description": "An instance of org.isda.cdm.Payment", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Payment", "pattern": "^org\\.isda\\.cdm\\.Payment$", "description": "The class identifier for this type" }, "paymentType": { "$ref": "#/definitions/org.isda.cdm.PaymentTypeEnum" }, "paymentDate": { "$ref": "#/definitions/org.isda.cdm.AdjustableOrAdjustedOrRelativeDate" }, "grossCashflow": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.GrossCashflow" } }, "paymentStatus": { "$ref": "#/definitions/org.isda.cdm.PaymentStatusEnum" }, "settlementReference": { "type": "string" }, "rosettaKey": { "type": "string" }, "paymentAmount": { "$ref": "#/definitions/org.isda.cdm.Money" }, "id": { "type": "string" }, "discountFactor": { "type": "number" }, "presentValueAmount": { "$ref": "#/definitions/org.isda.cdm.Money" }, "premiumExpression": { "$ref": "#/definitions/org.isda.cdm.PremiumExpression" }, "paymentDiscounting": { "$ref": "#/definitions/org.isda.cdm.PaymentDiscounting" }, "payerReceiver": { "$ref": "#/definitions/org.isda.cdm.PayerReceiver" } }, "required": [ "$class", "paymentType", "paymentDate", "grossCashflow", "paymentStatus", "settlementReference", "rosettaKey", "paymentAmount", "id", "discountFactor", "presentValueAmount", "premiumExpression", "paymentDiscounting", "payerReceiver" ] }, "org.isda.cdm.LengthUnitEnum": { "title": "LengthUnitEnum", "description": "An instance of org.isda.cdm.LengthUnitEnum", "enum": ["PAGES", "TIME_UNIT"] }, "org.isda.cdm.SingleValuationDateBuilder": { "title": "SingleValuationDateBuilder", "description": "An instance of org.isda.cdm.SingleValuationDateBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.SingleValuationDateBuilder", "pattern": "^org\\.isda\\.cdm\\.SingleValuationDateBuilder$", "description": "The class identifier for this type" }, "businessDays": { "type": "integer" } }, "required": ["$class", "businessDays"] }, "org.isda.cdm.SingleValuationDate": { "title": "SingleValuationDate", "description": "An instance of org.isda.cdm.SingleValuationDate", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.SingleValuationDate", "pattern": "^org\\.isda\\.cdm\\.SingleValuationDate$", "description": "The class identifier for this type" }, "businessDays": { "type": "integer" } }, "required": ["$class", "businessDays"] }, "org.isda.cdm.PayerReceiverEnum": { "title": "PayerReceiverEnum", "description": "An instance of org.isda.cdm.PayerReceiverEnum", "enum": ["PAYER", "RECEIVER"] }, "org.isda.cdm.FloatingRateCalculation": { "title": "FloatingRateCalculation", "description": "An instance of org.isda.cdm.FloatingRateCalculation", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FloatingRateCalculation", "pattern": "^org\\.isda\\.cdm\\.FloatingRateCalculation$", "description": "The class identifier for this type" }, "initialRate": { "type": "number" }, "finalRateRounding": { "$ref": "#/definitions/org.isda.cdm.Rounding" }, "averagingMethod": { "$ref": "#/definitions/org.isda.cdm.AveragingMethodEnum" }, "negativeInterestRateTreatment": { "$ref": "#/definitions/org.isda.cdm.NegativeInterestRateTreatmentEnum" }, "id": { "type": "string" }, "spreadSchedule": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.SpreadSchedule" } }, "floatingRateIndexScheme": { "type": "string" }, "floatingRateMultiplierSchedule": { "$ref": "#/definitions/org.isda.cdm.Schedule" }, "floatingRateIndex": { "$ref": "#/definitions/org.isda.cdm.FloatingRateIndexEnum" }, "indexTenor": { "$ref": "#/definitions/org.isda.cdm.Period" }, "rateTreatment": { "$ref": "#/definitions/org.isda.cdm.RateTreatmentEnum" }, "capRateSchedule": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.StrikeSchedule" } }, "floorRateSchedule": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.StrikeSchedule" } } }, "required": [ "$class", "initialRate", "finalRateRounding", "averagingMethod", "negativeInterestRateTreatment", "id", "spreadSchedule", "floatingRateIndexScheme", "floatingRateMultiplierSchedule", "floatingRateIndex", "indexTenor", "rateTreatment", "capRateSchedule", "floorRateSchedule" ] }, "org.isda.cdm.FloatingRateCalculationBuilder": { "title": "FloatingRateCalculationBuilder", "description": "An instance of org.isda.cdm.FloatingRateCalculationBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FloatingRateCalculationBuilder", "pattern": "^org\\.isda\\.cdm\\.FloatingRateCalculationBuilder$", "description": "The class identifier for this type" }, "initialRate": { "type": "number" }, "averagingMethod": { "$ref": "#/definitions/org.isda.cdm.AveragingMethodEnum" }, "negativeInterestRateTreatment": { "$ref": "#/definitions/org.isda.cdm.NegativeInterestRateTreatmentEnum" }, "id": { "type": "string" }, "floatingRateIndexScheme": { "type": "string" }, "floatingRateIndex": { "$ref": "#/definitions/org.isda.cdm.FloatingRateIndexEnum" }, "rateTreatment": { "$ref": "#/definitions/org.isda.cdm.RateTreatmentEnum" } }, "required": ["$class", "initialRate", "averagingMethod", "negativeInterestRateTreatment", "id", "floatingRateIndexScheme", "floatingRateIndex", "rateTreatment"] }, "org.isda.cdm.EventTestBundleBuilder": { "title": "EventTestBundleBuilder", "description": "An instance of org.isda.cdm.EventTestBundleBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.EventTestBundleBuilder", "pattern": "^org\\.isda\\.cdm\\.EventTestBundleBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.EventTestBundle": { "title": "EventTestBundle", "description": "An instance of org.isda.cdm.EventTestBundle", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.EventTestBundle", "pattern": "^org\\.isda\\.cdm\\.EventTestBundle$", "description": "The class identifier for this type" }, "event": { "type": "array", "items": { "$ref": "#/definitions/org.accordproject.base.Event" } }, "computedAmount": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ComputedAmount" } } }, "required": ["$class", "event", "computedAmount"] }, "org.isda.cdm.NonDeliverableSettlementBuilder": { "title": "NonDeliverableSettlementBuilder", "description": "An instance of org.isda.cdm.NonDeliverableSettlementBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.NonDeliverableSettlementBuilder", "pattern": "^org\\.isda\\.cdm\\.NonDeliverableSettlementBuilder$", "description": "The class identifier for this type" }, "referenceCurrency": { "type": "string" }, "settlementRateOption": { "$ref": "#/definitions/org.isda.cdm.SettlementRateOptionEnum" }, "referenceCurrencyScheme": { "type": "string" }, "settlementRateOptionScheme": { "type": "string" } }, "required": ["$class", "referenceCurrency", "settlementRateOption", "referenceCurrencyScheme", "settlementRateOptionScheme"] }, "org.isda.cdm.NonDeliverableSettlement": { "title": "NonDeliverableSettlement", "description": "An instance of org.isda.cdm.NonDeliverableSettlement", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.NonDeliverableSettlement", "pattern": "^org\\.isda\\.cdm\\.NonDeliverableSettlement$", "description": "The class identifier for this type" }, "referenceCurrency": { "type": "string" }, "fxFixingDate": { "$ref": "#/definitions/org.isda.cdm.FxFixingDate" }, "fxFixingSchedule": { "$ref": "#/definitions/org.isda.cdm.AdjustableDates" }, "settlementRateOption": { "$ref": "#/definitions/org.isda.cdm.SettlementRateOptionEnum" }, "priceSourceDisruption": { "$ref": "#/definitions/org.isda.cdm.PriceSourceDisruption" }, "referenceCurrencyScheme": { "type": "string" }, "settlementRateOptionScheme": { "type": "string" } }, "required": ["$class", "referenceCurrency", "fxFixingDate", "fxFixingSchedule", "settlementRateOption", "priceSourceDisruption", "referenceCurrencyScheme", "settlementRateOptionScheme"] }, "org.isda.cdm.AutomaticExercise": { "title": "AutomaticExercise", "description": "An instance of org.isda.cdm.AutomaticExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AutomaticExercise", "pattern": "^org\\.isda\\.cdm\\.AutomaticExercise$", "description": "The class identifier for this type" }, "thresholdRate": { "type": "number" } }, "required": ["$class", "thresholdRate"] }, "org.isda.cdm.AutomaticExerciseBuilder": { "title": "AutomaticExerciseBuilder", "description": "An instance of org.isda.cdm.AutomaticExerciseBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AutomaticExerciseBuilder", "pattern": "^org\\.isda\\.cdm\\.AutomaticExerciseBuilder$", "description": "The class identifier for this type" }, "thresholdRate": { "type": "number" } }, "required": ["$class", "thresholdRate"] }, "org.isda.cdm.MasterConfirmationAnnexTypeEnum": { "title": "MasterConfirmationAnnexTypeEnum", "description": "An instance of org.isda.cdm.MasterConfirmationAnnexTypeEnum", "enum": ["ISDA_2004_INDEX_VARIANCE_SWAP_AMERICAS_INTERDEALER"] }, "org.isda.cdm.CalculationPeriodFrequency": { "title": "CalculationPeriodFrequency", "description": "An instance of org.isda.cdm.CalculationPeriodFrequency", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CalculationPeriodFrequency", "pattern": "^org\\.isda\\.cdm\\.CalculationPeriodFrequency$", "description": "The class identifier for this type" }, "rollConvention": { "$ref": "#/definitions/org.isda.cdm.RollConventionEnum" }, "id": { "type": "string" }, "period": { "$ref": "#/definitions/org.isda.cdm.PeriodExtendedEnum" }, "periodMultiplier": { "type": "integer" } }, "required": ["$class", "rollConvention", "id", "period", "periodMultiplier"] }, "org.isda.cdm.CalculationPeriodFrequencyBuilder": { "title": "CalculationPeriodFrequencyBuilder", "description": "An instance of org.isda.cdm.CalculationPeriodFrequencyBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CalculationPeriodFrequencyBuilder", "pattern": "^org\\.isda\\.cdm\\.CalculationPeriodFrequencyBuilder$", "description": "The class identifier for this type" }, "rollConvention": { "$ref": "#/definitions/org.isda.cdm.RollConventionEnum" }, "id": { "type": "string" }, "period": { "$ref": "#/definitions/org.isda.cdm.PeriodExtendedEnum" }, "periodMultiplier": { "type": "integer" } }, "required": ["$class", "rollConvention", "id", "period", "periodMultiplier"] }, "org.isda.cdm.CashflowRepresentationBuilder": { "title": "CashflowRepresentationBuilder", "description": "An instance of org.isda.cdm.CashflowRepresentationBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CashflowRepresentationBuilder", "pattern": "^org\\.isda\\.cdm\\.CashflowRepresentationBuilder$", "description": "The class identifier for this type" }, "cashflowsMatchParameters": { "type": "boolean" } }, "required": ["$class", "cashflowsMatchParameters"] }, "org.isda.cdm.CashflowRepresentation": { "title": "CashflowRepresentation", "description": "An instance of org.isda.cdm.CashflowRepresentation", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CashflowRepresentation", "pattern": "^org\\.isda\\.cdm\\.CashflowRepresentation$", "description": "The class identifier for this type" }, "cashflowsMatchParameters": { "type": "boolean" }, "principalExchange": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.PrincipalExchange" } }, "paymentCalculationPeriod": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.PaymentCalculationPeriod" } } }, "required": ["$class", "cashflowsMatchParameters", "principalExchange", "paymentCalculationPeriod"] }, "org.isda.cdm.DiscountingBuilder": { "title": "DiscountingBuilder", "description": "An instance of org.isda.cdm.DiscountingBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.DiscountingBuilder", "pattern": "^org\\.isda\\.cdm\\.DiscountingBuilder$", "description": "The class identifier for this type" }, "discountRateDayCountFraction": { "$ref": "#/definitions/org.isda.cdm.DayCountFractionEnum" }, "discountRate": { "type": "number" }, "discountingType": { "$ref": "#/definitions/org.isda.cdm.DiscountingTypeEnum" }, "discountRateDayCountFractionScheme": { "type": "string" } }, "required": ["$class", "discountRateDayCountFraction", "discountRate", "discountingType", "discountRateDayCountFractionScheme"] }, "org.isda.cdm.Discounting": { "title": "Discounting", "description": "An instance of org.isda.cdm.Discounting", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Discounting", "pattern": "^org\\.isda\\.cdm\\.Discounting$", "description": "The class identifier for this type" }, "discountRateDayCountFraction": { "$ref": "#/definitions/org.isda.cdm.DayCountFractionEnum" }, "discountRate": { "type": "number" }, "discountingType": { "$ref": "#/definitions/org.isda.cdm.DiscountingTypeEnum" }, "discountRateDayCountFractionScheme": { "type": "string" } }, "required": ["$class", "discountRateDayCountFraction", "discountRate", "discountingType", "discountRateDayCountFractionScheme"] }, "org.isda.cdm.YieldCurveMethod": { "title": "YieldCurveMethod", "description": "An instance of org.isda.cdm.YieldCurveMethod", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.YieldCurveMethod", "pattern": "^org\\.isda\\.cdm\\.YieldCurveMethod$", "description": "The class identifier for this type" }, "quotationRateType": { "$ref": "#/definitions/org.isda.cdm.QuotationRateTypeEnum" }, "settlementRateSource": { "$ref": "#/definitions/org.isda.cdm.SettlementRateSource" } }, "required": ["$class", "quotationRateType", "settlementRateSource"] }, "org.isda.cdm.YieldCurveMethodBuilder": { "title": "YieldCurveMethodBuilder", "description": "An instance of org.isda.cdm.YieldCurveMethodBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.YieldCurveMethodBuilder", "pattern": "^org\\.isda\\.cdm\\.YieldCurveMethodBuilder$", "description": "The class identifier for this type" }, "quotationRateType": { "$ref": "#/definitions/org.isda.cdm.QuotationRateTypeEnum" } }, "required": ["$class", "quotationRateType"] }, "org.isda.cdm.CreditSupportAgreementTypeEnum": { "title": "CreditSupportAgreementTypeEnum", "description": "An instance of org.isda.cdm.CreditSupportAgreementTypeEnum", "enum": [ "ISDA_1994_CREDIT_SUPPORT_ANNEX_NEW_YORK_LAW", "ISDA_1995_CREDIT_SUPPORT_ANNEX_ENGLISH_LAW", "ISDA_1995_CREDIT_SUPPORT_ANNEX_JAPANESE_LAW", "ISDA_1995_CREDIT_SUPPORT_DEED_ENGLISH_LAW", "ISDA_2001_MARGIN_PROVISIONS", "ISDA_2013_STANDARD_CREDIT_SUPPORT_AGREEMENT", "ISDA_2014_STANDARD_CREDIT_SUPPORT_AGREEMENT" ] }, "org.isda.cdm.OptionExercise": { "title": "OptionExercise", "description": "An instance of org.isda.cdm.OptionExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OptionExercise", "pattern": "^org\\.isda\\.cdm\\.OptionExercise$", "description": "The class identifier for this type" }, "optionStyle": { "$ref": "#/definitions/org.isda.cdm.OptionStyle" }, "strike": { "$ref": "#/definitions/org.isda.cdm.OptionStrike" }, "exerciseProcedure": { "$ref": "#/definitions/org.isda.cdm.ExerciseProcedure" }, "settlement": { "$ref": "#/definitions/org.isda.cdm.OptionSettlement" } }, "required": ["$class", "optionStyle", "strike", "exerciseProcedure", "settlement"] }, "org.isda.cdm.OptionExerciseBuilder": { "title": "OptionExerciseBuilder", "description": "An instance of org.isda.cdm.OptionExerciseBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OptionExerciseBuilder", "pattern": "^org\\.isda\\.cdm\\.OptionExerciseBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.CashSettlementPaymentDateBuilder": { "title": "CashSettlementPaymentDateBuilder", "description": "An instance of org.isda.cdm.CashSettlementPaymentDateBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CashSettlementPaymentDateBuilder", "pattern": "^org\\.isda\\.cdm\\.CashSettlementPaymentDateBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class", "id"] }, "org.isda.cdm.CashSettlementPaymentDate": { "title": "CashSettlementPaymentDate", "description": "An instance of org.isda.cdm.CashSettlementPaymentDate", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CashSettlementPaymentDate", "pattern": "^org\\.isda\\.cdm\\.CashSettlementPaymentDate$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "adjustableDates": { "$ref": "#/definitions/org.isda.cdm.AdjustableDates" }, "businessDateRange": { "$ref": "#/definitions/org.isda.cdm.BusinessDateRange" }, "relativeDate": { "$ref": "#/definitions/org.isda.cdm.RelativeDateOffset" } }, "required": ["$class", "id", "adjustableDates", "businessDateRange", "relativeDate"] }, "org.isda.cdm.DateList": { "title": "DateList", "description": "An instance of org.isda.cdm.DateList", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.DateList", "pattern": "^org\\.isda\\.cdm\\.DateList$", "description": "The class identifier for this type" }, "date": { "type": "array", "items": { "format": "date-time", "type": "string" } } }, "required": ["$class", "date"] }, "org.isda.cdm.DateListBuilder": { "title": "DateListBuilder", "description": "An instance of org.isda.cdm.DateListBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.DateListBuilder", "pattern": "^org\\.isda\\.cdm\\.DateListBuilder$", "description": "The class identifier for this type" }, "date": { "type": "array", "items": { "format": "date-time", "type": "string" } } }, "required": ["$class", "date"] }, "org.isda.cdm.DateRange": { "title": "DateRange", "description": "An instance of org.isda.cdm.DateRange", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.DateRange", "pattern": "^org\\.isda\\.cdm\\.DateRange$", "description": "The class identifier for this type" }, "unadjustedFirstDate": { "format": "date-time", "type": "string" }, "unadjustedLastDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "unadjustedFirstDate", "unadjustedLastDate"] }, "org.isda.cdm.DateRangeBuilder": { "title": "DateRangeBuilder", "description": "An instance of org.isda.cdm.DateRangeBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.DateRangeBuilder", "pattern": "^org\\.isda\\.cdm\\.DateRangeBuilder$", "description": "The class identifier for this type" }, "unadjustedFirstDate": { "format": "date-time", "type": "string" }, "unadjustedLastDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "unadjustedFirstDate", "unadjustedLastDate"] }, "org.isda.cdm.PrimitiveEvent": { "title": "PrimitiveEvent", "description": "An instance of org.isda.cdm.PrimitiveEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PrimitiveEvent", "pattern": "^org\\.isda\\.cdm\\.PrimitiveEvent$", "description": "The class identifier for this type" }, "payment": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Payment" } }, "observation": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ObservationPrimitive" } }, "transfer": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Transfer" } }, "newTrade": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.NewTradePrimitive" } }, "inception": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Inception" } }, "quantityChange": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.QuantityChangePrimitive" } }, "allocation": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.AllocationPrimitive" } }, "termsChange": { "$ref": "#/definitions/org.isda.cdm.TermsChangePrimitive" }, "exercise": { "$ref": "#/definitions/org.isda.cdm.ExercisePrimitive" }, "reset": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ResetPrimitive" } } }, "required": ["$class", "payment", "observation", "transfer", "newTrade", "inception", "quantityChange", "allocation", "termsChange", "exercise", "reset"] }, "org.isda.cdm.PrimitiveEventBuilder": { "title": "PrimitiveEventBuilder", "description": "An instance of org.isda.cdm.PrimitiveEventBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PrimitiveEventBuilder", "pattern": "^org\\.isda\\.cdm\\.PrimitiveEventBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.StubValueBuilder": { "title": "StubValueBuilder", "description": "An instance of org.isda.cdm.StubValueBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.StubValueBuilder", "pattern": "^org\\.isda\\.cdm\\.StubValueBuilder$", "description": "The class identifier for this type" }, "stubRate": { "type": "number" } }, "required": ["$class", "stubRate"] }, "org.isda.cdm.StubValue": { "title": "StubValue", "description": "An instance of org.isda.cdm.StubValue", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.StubValue", "pattern": "^org\\.isda\\.cdm\\.StubValue$", "description": "The class identifier for this type" }, "floatingRate": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.StubFloatingRate" } }, "stubRate": { "type": "number" }, "stubAmount": { "$ref": "#/definitions/org.isda.cdm.Money" } }, "required": ["$class", "floatingRate", "stubRate", "stubAmount"] }, "org.isda.cdm.PartyRoleEnum": { "title": "PartyRoleEnum", "description": "An instance of org.isda.cdm.PartyRoleEnum", "enum": ["BARRIER_DETERMINATION_AGENT", "BENEFICIARY", "BROKER", "DETERMINING_PARTY", "HEDGING_PARTY"] }, "org.isda.cdm.GrossCashflowBuilder": { "title": "GrossCashflowBuilder", "description": "An instance of org.isda.cdm.GrossCashflowBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.GrossCashflowBuilder", "pattern": "^org\\.isda\\.cdm\\.GrossCashflowBuilder$", "description": "The class identifier for this type" }, "cashflowCalculation": { "type": "string" }, "cashflowType": { "$ref": "#/definitions/org.isda.cdm.CashflowTypeEnum" }, "id": { "type": "string" }, "discountFactor": { "type": "number" } }, "required": ["$class", "cashflowCalculation", "cashflowType", "id", "discountFactor"] }, "org.isda.cdm.GrossCashflow": { "title": "GrossCashflow", "description": "An instance of org.isda.cdm.GrossCashflow", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.GrossCashflow", "pattern": "^org\\.isda\\.cdm\\.GrossCashflow$", "description": "The class identifier for this type" }, "payoutLineage": { "$ref": "#/definitions/org.isda.cdm.PayoutLineage" }, "cashflowCalculation": { "type": "string" }, "cashflowType": { "$ref": "#/definitions/org.isda.cdm.CashflowTypeEnum" }, "cashflowAmount": { "$ref": "#/definitions/org.isda.cdm.Money" }, "id": { "type": "string" }, "discountFactor": { "type": "number" }, "presentValueAmount": { "$ref": "#/definitions/org.isda.cdm.Money" }, "premiumExpression": { "$ref": "#/definitions/org.isda.cdm.PremiumExpression" }, "paymentDiscounting": { "$ref": "#/definitions/org.isda.cdm.PaymentDiscounting" }, "payerReceiver": { "$ref": "#/definitions/org.isda.cdm.PayerReceiver" } }, "required": [ "$class", "payoutLineage", "cashflowCalculation", "cashflowType", "cashflowAmount", "id", "discountFactor", "presentValueAmount", "premiumExpression", "paymentDiscounting", "payerReceiver" ] }, "org.isda.cdm.NaturalPersonRole": { "title": "NaturalPersonRole", "description": "An instance of org.isda.cdm.NaturalPersonRole", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.NaturalPersonRole", "pattern": "^org\\.isda\\.cdm\\.NaturalPersonRole$", "description": "The class identifier for this type" }, "role": { "$ref": "#/definitions/org.isda.cdm.NaturalPersonRoleEnum" }, "personReference": { "type": "string" }, "roleScheme": { "type": "string" } }, "required": ["$class", "role", "personReference", "roleScheme"] }, "org.isda.cdm.NaturalPersonRoleBuilder": { "title": "NaturalPersonRoleBuilder", "description": "An instance of org.isda.cdm.NaturalPersonRoleBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.NaturalPersonRoleBuilder", "pattern": "^org\\.isda\\.cdm\\.NaturalPersonRoleBuilder$", "description": "The class identifier for this type" }, "role": { "$ref": "#/definitions/org.isda.cdm.NaturalPersonRoleEnum" }, "personReference": { "type": "string" }, "roleScheme": { "type": "string" } }, "required": ["$class", "role", "personReference", "roleScheme"] }, "org.isda.cdm.QuantityTypeEnum": { "title": "QuantityTypeEnum", "description": "An instance of org.isda.cdm.QuantityTypeEnum", "enum": ["UNITS", "CONTRACTS", "UNITS_OF_MEASURE_PER_TIME_UNIT"] }, "org.isda.cdm.EntityTypeEnum": { "title": "EntityTypeEnum", "description": "An instance of org.isda.cdm.EntityTypeEnum", "enum": [ "ASIAN", "AUSTRALIAN_AND_NEW_ZEALAND", "EUROPEAN_EMERGING_MARKETS", "JAPANESE", "NORTH_AMERICAN_HIGH_YIELD", "NORTH_AMERICAN_INSURANCE", "NORTH_AMERICAN_INVESTMENT_GRADE", "SINGAPOREAN", "WESTERN_EUROPEAN", "WESTERN_EUROPEAN_INSURANCE" ] }, "org.isda.cdm.FxFixingDate": { "title": "FxFixingDate", "description": "An instance of org.isda.cdm.FxFixingDate", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FxFixingDate", "pattern": "^org\\.isda\\.cdm\\.FxFixingDate$", "description": "The class identifier for this type" }, "businessDayConvention": { "$ref": "#/definitions/org.isda.cdm.BusinessDayConventionEnum" }, "businessCenters": { "$ref": "#/definitions/org.isda.cdm.BusinessCenters" }, "businessCentersReference": { "type": "string" }, "dateRelativeToPaymentDates": { "$ref": "#/definitions/org.isda.cdm.DateRelativeToPaymentDates" }, "dateRelativeToCalculationPeriodDates": { "$ref": "#/definitions/org.isda.cdm.DateRelativeToCalculationPeriodDates" }, "dayType": { "$ref": "#/definitions/org.isda.cdm.DayTypeEnum" }, "id": { "type": "string" }, "period": { "$ref": "#/definitions/org.isda.cdm.PeriodEnum" }, "periodMultiplier": { "type": "integer" } }, "required": [ "$class", "businessDayConvention", "businessCenters", "businessCentersReference", "dateRelativeToPaymentDates", "dateRelativeToCalculationPeriodDates", "dayType", "id", "period", "periodMultiplier" ] }, "org.isda.cdm.FxFixingDateBuilder": { "title": "FxFixingDateBuilder", "description": "An instance of org.isda.cdm.FxFixingDateBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FxFixingDateBuilder", "pattern": "^org\\.isda\\.cdm\\.FxFixingDateBuilder$", "description": "The class identifier for this type" }, "businessDayConvention": { "$ref": "#/definitions/org.isda.cdm.BusinessDayConventionEnum" }, "businessCentersReference": { "type": "string" }, "dayType": { "$ref": "#/definitions/org.isda.cdm.DayTypeEnum" }, "id": { "type": "string" }, "period": { "$ref": "#/definitions/org.isda.cdm.PeriodEnum" }, "periodMultiplier": { "type": "integer" } }, "required": ["$class", "businessDayConvention", "businessCentersReference", "dayType", "id", "period", "periodMultiplier"] }, "org.isda.cdm.RelatedParty": { "title": "RelatedParty", "description": "An instance of org.isda.cdm.RelatedParty", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.RelatedParty", "pattern": "^org\\.isda\\.cdm\\.RelatedParty$", "description": "The class identifier for this type" }, "role": { "$ref": "#/definitions/org.isda.cdm.PartyRoleEnum" }, "accountReference": { "type": "string" }, "partyReference": { "type": "string" } }, "required": ["$class", "role", "accountReference", "partyReference"] }, "org.isda.cdm.RelatedPartyBuilder": { "title": "RelatedPartyBuilder", "description": "An instance of org.isda.cdm.RelatedPartyBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.RelatedPartyBuilder", "pattern": "^org\\.isda\\.cdm\\.RelatedPartyBuilder$", "description": "The class identifier for this type" }, "role": { "$ref": "#/definitions/org.isda.cdm.PartyRoleEnum" }, "accountReference": { "type": "string" }, "partyReference": { "type": "string" } }, "required": ["$class", "role", "accountReference", "partyReference"] }, "org.isda.cdm.SimplePayment": { "title": "SimplePayment", "description": "An instance of org.isda.cdm.SimplePayment", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.SimplePayment", "pattern": "^org\\.isda\\.cdm\\.SimplePayment$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "paymentDate": { "$ref": "#/definitions/org.isda.cdm.AdjustableOrRelativeDate" }, "paymentAmount": { "$ref": "#/definitions/org.isda.cdm.Money" }, "payerPartyReference": { "type": "string" }, "receiverPartyReference": { "type": "string" }, "payerAccountReference": { "type": "string" }, "receiverAccountReference": { "type": "string" } }, "required": ["$class", "id", "paymentDate", "paymentAmount", "payerPartyReference", "receiverPartyReference", "payerAccountReference", "receiverAccountReference"] }, "org.isda.cdm.SimplePaymentBuilder": { "title": "SimplePaymentBuilder", "description": "An instance of org.isda.cdm.SimplePaymentBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.SimplePaymentBuilder", "pattern": "^org\\.isda\\.cdm\\.SimplePaymentBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "payerPartyReference": { "type": "string" }, "receiverPartyReference": { "type": "string" }, "payerAccountReference": { "type": "string" }, "receiverAccountReference": { "type": "string" } }, "required": ["$class", "id", "payerPartyReference", "receiverPartyReference", "payerAccountReference", "receiverAccountReference"] }, "org.isda.cdm.ResetRelativeToEnum": { "title": "ResetRelativeToEnum", "description": "An instance of org.isda.cdm.ResetRelativeToEnum", "enum": ["CALCULATION_PERIOD_START_DATE", "CALCULATION_PERIOD_END_DATE"] }, "org.isda.cdm.Product": { "title": "Product", "description": "An instance of org.isda.cdm.Product", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Product", "pattern": "^org\\.isda\\.cdm\\.Product$", "description": "The class identifier for this type" }, "listedProduct": { "$ref": "#/definitions/org.isda.cdm.ListedProduct" }, "contractualProduct": { "$ref": "#/definitions/org.isda.cdm.ContractualProduct" } }, "required": ["$class", "listedProduct", "contractualProduct"] }, "org.isda.cdm.ProductBuilder": { "title": "ProductBuilder", "description": "An instance of org.isda.cdm.ProductBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ProductBuilder", "pattern": "^org\\.isda\\.cdm\\.ProductBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.ResetDates": { "title": "ResetDates", "description": "An instance of org.isda.cdm.ResetDates", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ResetDates", "pattern": "^org\\.isda\\.cdm\\.ResetDates$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "rateCutOffDaysOffset": { "$ref": "#/definitions/org.isda.cdm.Offset" }, "resetRelativeTo": { "$ref": "#/definitions/org.isda.cdm.ResetRelativeToEnum" }, "initialFixingDate": { "$ref": "#/definitions/org.isda.cdm.InitialFixingDate" }, "finalFixingDate": { "$ref": "#/definitions/org.isda.cdm.AdjustableDate" }, "fixingDates": { "$ref": "#/definitions/org.isda.cdm.RelativeDateOffset" }, "calculationPeriodDatesReference": { "type": "string" }, "resetFrequency": { "$ref": "#/definitions/org.isda.cdm.ResetFrequency" }, "resetDatesAdjustments": { "$ref": "#/definitions/org.isda.cdm.BusinessDayAdjustments" } }, "required": [ "$class", "id", "rateCutOffDaysOffset", "resetRelativeTo", "initialFixingDate", "finalFixingDate", "fixingDates", "calculationPeriodDatesReference", "resetFrequency", "resetDatesAdjustments" ] }, "org.isda.cdm.ResetDatesBuilder": { "title": "ResetDatesBuilder", "description": "An instance of org.isda.cdm.ResetDatesBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ResetDatesBuilder", "pattern": "^org\\.isda\\.cdm\\.ResetDatesBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "resetRelativeTo": { "$ref": "#/definitions/org.isda.cdm.ResetRelativeToEnum" }, "calculationPeriodDatesReference": { "type": "string" } }, "required": ["$class", "id", "resetRelativeTo", "calculationPeriodDatesReference"] }, "org.isda.cdm.NotDomesticCurrencyBuilder": { "title": "NotDomesticCurrencyBuilder", "description": "An instance of org.isda.cdm.NotDomesticCurrencyBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.NotDomesticCurrencyBuilder", "pattern": "^org\\.isda\\.cdm\\.NotDomesticCurrencyBuilder$", "description": "The class identifier for this type" }, "currency": { "type": "string" }, "applicable": { "type": "boolean" }, "currencyScheme": { "type": "string" } }, "required": ["$class", "currency", "applicable", "currencyScheme"] }, "org.isda.cdm.NotDomesticCurrency": { "title": "NotDomesticCurrency", "description": "An instance of org.isda.cdm.NotDomesticCurrency", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.NotDomesticCurrency", "pattern": "^org\\.isda\\.cdm\\.NotDomesticCurrency$", "description": "The class identifier for this type" }, "currency": { "type": "string" }, "applicable": { "type": "boolean" }, "currencyScheme": { "type": "string" } }, "required": ["$class", "currency", "applicable", "currencyScheme"] }, "org.isda.cdm.AdjustableOrRelativeDate": { "title": "AdjustableOrRelativeDate", "description": "An instance of org.isda.cdm.AdjustableOrRelativeDate", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AdjustableOrRelativeDate", "pattern": "^org\\.isda\\.cdm\\.AdjustableOrRelativeDate$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "adjustableDate": { "$ref": "#/definitions/org.isda.cdm.AdjustableDate" }, "relativeDate": { "$ref": "#/definitions/org.isda.cdm.RelativeDateOffset" } }, "required": ["$class", "id", "adjustableDate", "relativeDate"] }, "org.isda.cdm.AdjustableOrRelativeDateBuilder": { "title": "AdjustableOrRelativeDateBuilder", "description": "An instance of org.isda.cdm.AdjustableOrRelativeDateBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AdjustableOrRelativeDateBuilder", "pattern": "^org\\.isda\\.cdm\\.AdjustableOrRelativeDateBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class", "id"] }, "org.isda.cdm.FraDiscountingEnum": { "title": "FraDiscountingEnum", "description": "An instance of org.isda.cdm.FraDiscountingEnum", "enum": ["ISDA", "AFMA", "NONE", "ISDA_YIELD"] }, "org.isda.cdm.FxLinkedNotionalScheduleBuilder": { "title": "FxLinkedNotionalScheduleBuilder", "description": "An instance of org.isda.cdm.FxLinkedNotionalScheduleBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FxLinkedNotionalScheduleBuilder", "pattern": "^org\\.isda\\.cdm\\.FxLinkedNotionalScheduleBuilder$", "description": "The class identifier for this type" }, "varyingNotionalCurrency": { "type": "string" }, "constantNotionalScheduleReference": { "type": "string" }, "initialValue": { "type": "number" }, "varyingNotionalCurrencyScheme": { "type": "string" } }, "required": ["$class", "varyingNotionalCurrency", "constantNotionalScheduleReference", "initialValue", "varyingNotionalCurrencyScheme"] }, "org.isda.cdm.FxLinkedNotionalSchedule": { "title": "FxLinkedNotionalSchedule", "description": "An instance of org.isda.cdm.FxLinkedNotionalSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FxLinkedNotionalSchedule", "pattern": "^org\\.isda\\.cdm\\.FxLinkedNotionalSchedule$", "description": "The class identifier for this type" }, "varyingNotionalCurrency": { "type": "string" }, "fxSpotRateSource": { "$ref": "#/definitions/org.isda.cdm.FxSpotRateSource" }, "constantNotionalScheduleReference": { "type": "string" }, "varyingNotionalFixingDates": { "$ref": "#/definitions/org.isda.cdm.RelativeDateOffset" }, "varyingNotionalInterimExchangePaymentDates": { "$ref": "#/definitions/org.isda.cdm.RelativeDateOffset" }, "initialValue": { "type": "number" }, "varyingNotionalCurrencyScheme": { "type": "string" } }, "required": [ "$class", "varyingNotionalCurrency", "fxSpotRateSource", "constantNotionalScheduleReference", "varyingNotionalFixingDates", "varyingNotionalInterimExchangePaymentDates", "initialValue", "varyingNotionalCurrencyScheme" ] }, "org.isda.cdm.MultipleExercise": { "title": "MultipleExercise", "description": "An instance of org.isda.cdm.MultipleExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.MultipleExercise", "pattern": "^org\\.isda\\.cdm\\.MultipleExercise$", "description": "The class identifier for this type" }, "maximumNumberOfOptions": { "type": "number" }, "maximumNotionalAmount": { "type": "number" }, "minimumNumberOfOptions": { "type": "integer" }, "notionaReference": { "type": "string" }, "integralMultipleAmount": { "type": "number" }, "minimumNotionalAmount": { "type": "number" } }, "required": ["$class", "maximumNumberOfOptions", "maximumNotionalAmount", "minimumNumberOfOptions", "notionaReference", "integralMultipleAmount", "minimumNotionalAmount"] }, "org.isda.cdm.MultipleExerciseBuilder": { "title": "MultipleExerciseBuilder", "description": "An instance of org.isda.cdm.MultipleExerciseBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.MultipleExerciseBuilder", "pattern": "^org\\.isda\\.cdm\\.MultipleExerciseBuilder$", "description": "The class identifier for this type" }, "maximumNumberOfOptions": { "type": "number" }, "maximumNotionalAmount": { "type": "number" }, "minimumNumberOfOptions": { "type": "integer" }, "notionaReference": { "type": "string" }, "integralMultipleAmount": { "type": "number" }, "minimumNotionalAmount": { "type": "number" } }, "required": ["$class", "maximumNumberOfOptions", "maximumNotionalAmount", "minimumNumberOfOptions", "notionaReference", "integralMultipleAmount", "minimumNotionalAmount"] }, "org.isda.cdm.PCDeliverableObligationCharacBuilder": { "title": "PCDeliverableObligationCharacBuilder", "description": "An instance of org.isda.cdm.PCDeliverableObligationCharacBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PCDeliverableObligationCharacBuilder", "pattern": "^org\\.isda\\.cdm\\.PCDeliverableObligationCharacBuilder$", "description": "The class identifier for this type" }, "applicable": { "type": "boolean" }, "partialCashSettlement": { "type": "boolean" } }, "required": ["$class", "applicable", "partialCashSettlement"] }, "org.isda.cdm.PCDeliverableObligationCharac": { "title": "PCDeliverableObligationCharac", "description": "An instance of org.isda.cdm.PCDeliverableObligationCharac", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PCDeliverableObligationCharac", "pattern": "^org\\.isda\\.cdm\\.PCDeliverableObligationCharac$", "description": "The class identifier for this type" }, "applicable": { "type": "boolean" }, "partialCashSettlement": { "type": "boolean" } }, "required": ["$class", "applicable", "partialCashSettlement"] }, "org.isda.cdm.FloatingAmountProvisions": { "title": "FloatingAmountProvisions", "description": "An instance of org.isda.cdm.FloatingAmountProvisions", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FloatingAmountProvisions", "pattern": "^org\\.isda\\.cdm\\.FloatingAmountProvisions$", "description": "The class identifier for this type" }, "wacCapInterestProvision": { "type": "boolean" }, "stepUpProvision": { "type": "boolean" } }, "required": ["$class", "wacCapInterestProvision", "stepUpProvision"] }, "org.isda.cdm.FloatingAmountProvisionsBuilder": { "title": "FloatingAmountProvisionsBuilder", "description": "An instance of org.isda.cdm.FloatingAmountProvisionsBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FloatingAmountProvisionsBuilder", "pattern": "^org\\.isda\\.cdm\\.FloatingAmountProvisionsBuilder$", "description": "The class identifier for this type" }, "wacCapInterestProvision": { "type": "boolean" }, "stepUpProvision": { "type": "boolean" } }, "required": ["$class", "wacCapInterestProvision", "stepUpProvision"] }, "org.isda.cdm.DayTypeEnum": { "title": "DayTypeEnum", "description": "An instance of org.isda.cdm.DayTypeEnum", "enum": ["BUSINESS", "CALENDAR", "COMMODITY_BUSINESS", "CURRENCY_BUSINESS", "EXCHANGE_BUSINESS", "SCHEDULED_TRADING_DAY"] }, "org.isda.cdm.FallbackReferencePrice": { "title": "FallbackReferencePrice", "description": "An instance of org.isda.cdm.FallbackReferencePrice", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FallbackReferencePrice", "pattern": "^org\\.isda\\.cdm\\.FallbackReferencePrice$", "description": "The class identifier for this type" }, "fallBackSettlementRateOption": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.SettlementRateOptionEnum" } }, "fallbackSurveyValuationPostponement": { "type": "boolean" }, "calculationAgenDetermination": { "$ref": "#/definitions/org.isda.cdm.CalculationAgent" }, "valuationPostponement": { "$ref": "#/definitions/org.isda.cdm.ValuationPostponement" }, "fallBackSettlementRateOptionScheme": { "type": "string" } }, "required": ["$class", "fallBackSettlementRateOption", "fallbackSurveyValuationPostponement", "calculationAgenDetermination", "valuationPostponement", "fallBackSettlementRateOptionScheme"] }, "org.isda.cdm.FallbackReferencePriceBuilder": { "title": "FallbackReferencePriceBuilder", "description": "An instance of org.isda.cdm.FallbackReferencePriceBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FallbackReferencePriceBuilder", "pattern": "^org\\.isda\\.cdm\\.FallbackReferencePriceBuilder$", "description": "The class identifier for this type" }, "fallBackSettlementRateOption": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.SettlementRateOptionEnum" } }, "fallbackSurveyValuationPostponement": { "type": "boolean" }, "fallBackSettlementRateOptionScheme": { "type": "string" } }, "required": ["$class", "fallBackSettlementRateOption", "fallbackSurveyValuationPostponement", "fallBackSettlementRateOptionScheme"] }, "org.isda.cdm.FixedIncomeSecurityBuilder": { "title": "FixedIncomeSecurityBuilder", "description": "An instance of org.isda.cdm.FixedIncomeSecurityBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FixedIncomeSecurityBuilder", "pattern": "^org\\.isda\\.cdm\\.FixedIncomeSecurityBuilder$", "description": "The class identifier for this type" }, "couponTypeScheme": { "type": "string" }, "seniorityScheme": { "type": "string" }, "issuerName": { "type": "string" }, "issuerReference": { "type": "string" }, "seniority": { "$ref": "#/definitions/org.isda.cdm.CreditSeniorityEnum" }, "couponType": { "$ref": "#/definitions/org.isda.cdm.CouponTypeEnum" }, "couponRate": { "type": "number" }, "maturity": { "format": "date-time", "type": "string" }, "issueDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" }, "currency": { "type": "string" }, "clearanceSystemScheme": { "type": "string" }, "productIdentifierScheme": { "type": "string" }, "description": { "type": "string" }, "clearanceSystem": { "type": "string" }, "currencyScheme": { "type": "string" } }, "required": [ "$class", "couponTypeScheme", "seniorityScheme", "issuerName", "issuerReference", "seniority", "couponType", "couponRate", "maturity", "issueDate", "id", "currency", "clearanceSystemScheme", "productIdentifierScheme", "description", "clearanceSystem", "currencyScheme" ] }, "org.isda.cdm.FixedIncomeSecurity": { "title": "FixedIncomeSecurity", "description": "An instance of org.isda.cdm.FixedIncomeSecurity", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FixedIncomeSecurity", "pattern": "^org\\.isda\\.cdm\\.FixedIncomeSecurity$", "description": "The class identifier for this type" }, "couponTypeScheme": { "type": "string" }, "seniorityScheme": { "type": "string" }, "issuerName": { "type": "string" }, "issuerReference": { "type": "string" }, "seniority": { "$ref": "#/definitions/org.isda.cdm.CreditSeniorityEnum" }, "couponType": { "$ref": "#/definitions/org.isda.cdm.CouponTypeEnum" }, "couponRate": { "type": "number" }, "maturity": { "format": "date-time", "type": "string" }, "issueDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" }, "currency": { "type": "string" }, "clearanceSystemScheme": { "type": "string" }, "productIdentifierScheme": { "type": "string" }, "productIdentifier": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ProductIdentifier" } }, "productTaxonomy": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ProductTaxonomy" } }, "description": { "type": "string" }, "clearanceSystem": { "type": "string" }, "currencyScheme": { "type": "string" } }, "required": [ "$class", "couponTypeScheme", "seniorityScheme", "issuerName", "issuerReference", "seniority", "couponType", "couponRate", "maturity", "issueDate", "id", "currency", "clearanceSystemScheme", "productIdentifierScheme", "productIdentifier", "productTaxonomy", "description", "clearanceSystem", "currencyScheme" ] }, "org.isda.cdm.BasketName": { "title": "BasketName", "description": "An instance of org.isda.cdm.BasketName", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BasketName", "pattern": "^org\\.isda\\.cdm\\.BasketName$", "description": "The class identifier for this type" }, "basketName": { "type": "string" }, "basketId": { "type": "array", "items": { "type": "string" } }, "basketIdScheme": { "type": "string" }, "basketNameScheme": { "type": "string" } }, "required": ["$class", "basketName", "basketId", "basketIdScheme", "basketNameScheme"] }, "org.isda.cdm.BasketNameBuilder": { "title": "BasketNameBuilder", "description": "An instance of org.isda.cdm.BasketNameBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BasketNameBuilder", "pattern": "^org\\.isda\\.cdm\\.BasketNameBuilder$", "description": "The class identifier for this type" }, "basketName": { "type": "string" }, "basketId": { "type": "array", "items": { "type": "string" } }, "basketIdScheme": { "type": "string" }, "basketNameScheme": { "type": "string" } }, "required": ["$class", "basketName", "basketId", "basketIdScheme", "basketNameScheme"] }, "org.isda.cdm.QuotationSideEnum": { "title": "QuotationSideEnum", "description": "An instance of org.isda.cdm.QuotationSideEnum", "enum": ["BID", "ASK", "MID"] }, "org.isda.cdm.TransferorTransfereeBuilder": { "title": "TransferorTransfereeBuilder", "description": "An instance of org.isda.cdm.TransferorTransfereeBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.TransferorTransfereeBuilder", "pattern": "^org\\.isda\\.cdm\\.TransferorTransfereeBuilder$", "description": "The class identifier for this type" }, "transferorPartyReference": { "type": "string" }, "transferorAccountReference": { "type": "string" }, "transfereePartyReference": { "type": "string" }, "transfereeAccountReference": { "type": "string" } }, "required": ["$class", "transferorPartyReference", "transferorAccountReference", "transfereePartyReference", "transfereeAccountReference"] }, "org.isda.cdm.TransferorTransferee": { "title": "TransferorTransferee", "description": "An instance of org.isda.cdm.TransferorTransferee", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.TransferorTransferee", "pattern": "^org\\.isda\\.cdm\\.TransferorTransferee$", "description": "The class identifier for this type" }, "transferorPartyReference": { "type": "string" }, "transferorAccountReference": { "type": "string" }, "transfereePartyReference": { "type": "string" }, "transfereeAccountReference": { "type": "string" } }, "required": ["$class", "transferorPartyReference", "transferorAccountReference", "transfereePartyReference", "transfereeAccountReference"] }, "org.isda.cdm.FutureValueAmount": { "title": "FutureValueAmount", "description": "An instance of org.isda.cdm.FutureValueAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FutureValueAmount", "pattern": "^org\\.isda\\.cdm\\.FutureValueAmount$", "description": "The class identifier for this type" }, "valueDate": { "format": "date-time", "type": "string" }, "calculationPeriodNumberOfDays": { "type": "integer" }, "id": { "type": "string" }, "currency": { "type": "string" }, "currencyScheme": { "type": "string" }, "amount": { "type": "number" } }, "required": ["$class", "valueDate", "calculationPeriodNumberOfDays", "id", "currency", "currencyScheme", "amount"] }, "org.isda.cdm.FutureValueAmountBuilder": { "title": "FutureValueAmountBuilder", "description": "An instance of org.isda.cdm.FutureValueAmountBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FutureValueAmountBuilder", "pattern": "^org\\.isda\\.cdm\\.FutureValueAmountBuilder$", "description": "The class identifier for this type" }, "valueDate": { "format": "date-time", "type": "string" }, "calculationPeriodNumberOfDays": { "type": "integer" }, "id": { "type": "string" }, "currency": { "type": "string" }, "currencyScheme": { "type": "string" }, "amount": { "type": "number" } }, "required": ["$class", "valueDate", "calculationPeriodNumberOfDays", "id", "currency", "currencyScheme", "amount"] }, "org.isda.cdm.ObligationCategoryEnum": { "title": "ObligationCategoryEnum", "description": "An instance of org.isda.cdm.ObligationCategoryEnum", "enum": ["PAYMENT", "BORROWED_MONEY", "REFERENCE_OBLIGATIONS_ONLY", "BOND", "LOAN", "BOND_OR_LOAN"] }, "org.isda.cdm.PhysicalSettlementTerms": { "title": "PhysicalSettlementTerms", "description": "An instance of org.isda.cdm.PhysicalSettlementTerms", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PhysicalSettlementTerms", "pattern": "^org\\.isda\\.cdm\\.PhysicalSettlementTerms$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "deliverableObligations": { "$ref": "#/definitions/org.isda.cdm.DeliverableObligations" }, "settlementCurrency": { "type": "string" }, "physicalSettlementPeriod": { "$ref": "#/definitions/org.isda.cdm.PhysicalSettlementPeriod" }, "escrow": { "type": "boolean" }, "sixtyBusinessDaySettlementCap": { "type": "boolean" }, "settlementCurrencyScheme": { "type": "string" } }, "required": ["$class", "id", "deliverableObligations", "settlementCurrency", "physicalSettlementPeriod", "escrow", "sixtyBusinessDaySettlementCap", "settlementCurrencyScheme"] }, "org.isda.cdm.PhysicalSettlementTermsBuilder": { "title": "PhysicalSettlementTermsBuilder", "description": "An instance of org.isda.cdm.PhysicalSettlementTermsBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PhysicalSettlementTermsBuilder", "pattern": "^org\\.isda\\.cdm\\.PhysicalSettlementTermsBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "settlementCurrency": { "type": "string" }, "escrow": { "type": "boolean" }, "sixtyBusinessDaySettlementCap": { "type": "boolean" }, "settlementCurrencyScheme": { "type": "string" } }, "required": ["$class", "id", "settlementCurrency", "escrow", "sixtyBusinessDaySettlementCap", "settlementCurrencyScheme"] }, "org.isda.cdm.OptionalEarlyTerminationAdjustedDates": { "title": "OptionalEarlyTerminationAdjustedDates", "description": "An instance of org.isda.cdm.OptionalEarlyTerminationAdjustedDates", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OptionalEarlyTerminationAdjustedDates", "pattern": "^org\\.isda\\.cdm\\.OptionalEarlyTerminationAdjustedDates$", "description": "The class identifier for this type" }, "earlyTerminationEvent": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.EarlyTerminationEvent" } } }, "required": ["$class", "earlyTerminationEvent"] }, "org.isda.cdm.OptionalEarlyTerminationAdjustedDatesBuilder": { "title": "OptionalEarlyTerminationAdjustedDatesBuilder", "description": "An instance of org.isda.cdm.OptionalEarlyTerminationAdjustedDatesBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OptionalEarlyTerminationAdjustedDatesBuilder", "pattern": "^org\\.isda\\.cdm\\.OptionalEarlyTerminationAdjustedDatesBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.OptionSettlement": { "title": "OptionSettlement", "description": "An instance of org.isda.cdm.OptionSettlement", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OptionSettlement", "pattern": "^org\\.isda\\.cdm\\.OptionSettlement$", "description": "The class identifier for this type" }, "physicalSettlementTerms": { "$ref": "#/definitions/org.isda.cdm.OptionPhysicalSettlement" }, "settlementCurrency": { "type": "string" }, "cashSettlementTerms": { "$ref": "#/definitions/org.isda.cdm.OptionCashSettlement" }, "settlementType": { "$ref": "#/definitions/org.isda.cdm.SettlementTypeEnum" }, "settlementDate": { "$ref": "#/definitions/org.isda.cdm.AdjustableOrRelativeDate" }, "settlementAmount": { "$ref": "#/definitions/org.isda.cdm.Money" }, "settlementCurrencyScheme": { "type": "string" } }, "required": ["$class", "physicalSettlementTerms", "settlementCurrency", "cashSettlementTerms", "settlementType", "settlementDate", "settlementAmount", "settlementCurrencyScheme"] }, "org.isda.cdm.OptionSettlementBuilder": { "title": "OptionSettlementBuilder", "description": "An instance of org.isda.cdm.OptionSettlementBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OptionSettlementBuilder", "pattern": "^org\\.isda\\.cdm\\.OptionSettlementBuilder$", "description": "The class identifier for this type" }, "settlementCurrency": { "type": "string" }, "settlementType": { "$ref": "#/definitions/org.isda.cdm.SettlementTypeEnum" }, "settlementCurrencyScheme": { "type": "string" } }, "required": ["$class", "settlementCurrency", "settlementType", "settlementCurrencyScheme"] }, "org.isda.cdm.OptionalEarlyTermination": { "title": "OptionalEarlyTermination", "description": "An instance of org.isda.cdm.OptionalEarlyTermination", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OptionalEarlyTermination", "pattern": "^org\\.isda\\.cdm\\.OptionalEarlyTermination$", "description": "The class identifier for this type" }, "cashSettlement": { "$ref": "#/definitions/org.isda.cdm.OptionCashSettlement" }, "followUpConfirmation": { "type": "boolean" }, "singlePartyOption": { "$ref": "#/definitions/org.isda.cdm.BuyerSeller" }, "americanExercise": { "$ref": "#/definitions/org.isda.cdm.AmericanExercise" }, "bermudaExercise": { "$ref": "#/definitions/org.isda.cdm.BermudaExercise" }, "europeanExercise": { "$ref": "#/definitions/org.isda.cdm.EuropeanExercise" }, "exerciseNotice": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ExerciseNotice" } }, "optionalEarlyTerminationAdjustedDates": { "$ref": "#/definitions/org.isda.cdm.OptionalEarlyTerminationAdjustedDates" }, "calculationAgent": { "$ref": "#/definitions/org.isda.cdm.CalculationAgent" } }, "required": [ "$class", "cashSettlement", "followUpConfirmation", "singlePartyOption", "americanExercise", "bermudaExercise", "europeanExercise", "exerciseNotice", "optionalEarlyTerminationAdjustedDates", "calculationAgent" ] }, "org.isda.cdm.OptionalEarlyTerminationBuilder": { "title": "OptionalEarlyTerminationBuilder", "description": "An instance of org.isda.cdm.OptionalEarlyTerminationBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OptionalEarlyTerminationBuilder", "pattern": "^org\\.isda\\.cdm\\.OptionalEarlyTerminationBuilder$", "description": "The class identifier for this type" }, "followUpConfirmation": { "type": "boolean" } }, "required": ["$class", "followUpConfirmation"] }, "org.isda.cdm.AssetBuilder": { "title": "AssetBuilder", "description": "An instance of org.isda.cdm.AssetBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AssetBuilder", "pattern": "^org\\.isda\\.cdm\\.AssetBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.Asset": { "title": "Asset", "description": "An instance of org.isda.cdm.Asset", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Asset", "pattern": "^org\\.isda\\.cdm\\.Asset$", "description": "The class identifier for this type" }, "commodity": { "$ref": "#/definitions/org.isda.cdm.Commodity" }, "listedProduct": { "$ref": "#/definitions/org.isda.cdm.ListedProduct" } }, "required": ["$class", "commodity", "listedProduct"] }, "org.isda.cdm.StubPeriodTypeEnum": { "title": "StubPeriodTypeEnum", "description": "An instance of org.isda.cdm.StubPeriodTypeEnum", "enum": ["SHORT_INITIAL", "SHORT_FINAL", "LONG_INITIAL", "LONG_FINAL"] }, "org.isda.cdm.PartyContractInformationBuilder": { "title": "PartyContractInformationBuilder", "description": "An instance of org.isda.cdm.PartyContractInformationBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PartyContractInformationBuilder", "pattern": "^org\\.isda\\.cdm\\.PartyContractInformationBuilder$", "description": "The class identifier for this type" }, "partyReference": { "type": "string" } }, "required": ["$class", "partyReference"] }, "org.isda.cdm.PartyContractInformation": { "title": "PartyContractInformation", "description": "An instance of org.isda.cdm.PartyContractInformation", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PartyContractInformation", "pattern": "^org\\.isda\\.cdm\\.PartyContractInformation$", "description": "The class identifier for this type" }, "naturalPersonRole": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.NaturalPersonRole" } }, "partyReference": { "type": "string" } }, "required": ["$class", "naturalPersonRole", "partyReference"] }, "org.isda.cdm.FxSpotRateSource": { "title": "FxSpotRateSource", "description": "An instance of org.isda.cdm.FxSpotRateSource", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FxSpotRateSource", "pattern": "^org\\.isda\\.cdm\\.FxSpotRateSource$", "description": "The class identifier for this type" }, "primaryRateSource": { "$ref": "#/definitions/org.isda.cdm.InformationSource" }, "secondaryRateSource": { "$ref": "#/definitions/org.isda.cdm.InformationSource" }, "fixingTime": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterTime" } }, "required": ["$class", "primaryRateSource", "secondaryRateSource", "fixingTime"] }, "org.isda.cdm.FxSpotRateSourceBuilder": { "title": "FxSpotRateSourceBuilder", "description": "An instance of org.isda.cdm.FxSpotRateSourceBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FxSpotRateSourceBuilder", "pattern": "^org\\.isda\\.cdm\\.FxSpotRateSourceBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.SettlementRateSource": { "title": "SettlementRateSource", "description": "An instance of org.isda.cdm.SettlementRateSource", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.SettlementRateSource", "pattern": "^org\\.isda\\.cdm\\.SettlementRateSource$", "description": "The class identifier for this type" }, "cashSettlementReferenceBanks": { "$ref": "#/definitions/org.isda.cdm.CashSettlementReferenceBanks" }, "informationSource": { "$ref": "#/definitions/org.isda.cdm.InformationSource" } }, "required": ["$class", "cashSettlementReferenceBanks", "informationSource"] }, "org.isda.cdm.SettlementRateSourceBuilder": { "title": "SettlementRateSourceBuilder", "description": "An instance of org.isda.cdm.SettlementRateSourceBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.SettlementRateSourceBuilder", "pattern": "^org\\.isda\\.cdm\\.SettlementRateSourceBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.CalculationPeriodBuilder": { "title": "CalculationPeriodBuilder", "description": "An instance of org.isda.cdm.CalculationPeriodBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CalculationPeriodBuilder", "pattern": "^org\\.isda\\.cdm\\.CalculationPeriodBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "notionalAmount": { "type": "number" }, "forecastRate": { "type": "number" }, "unadjustedStartDate": { "format": "date-time", "type": "string" }, "unadjustedEndDate": { "format": "date-time", "type": "string" }, "adjustedStartDate": { "format": "date-time", "type": "string" }, "adjustedEndDate": { "format": "date-time", "type": "string" }, "dayCountYearFraction": { "type": "number" }, "calculationPeriodNumberOfDays": { "type": "integer" }, "fixedRate": { "type": "number" } }, "required": [ "$class", "id", "notionalAmount", "forecastRate", "unadjustedStartDate", "unadjustedEndDate", "adjustedStartDate", "adjustedEndDate", "dayCountYearFraction", "calculationPeriodNumberOfDays", "fixedRate" ] }, "org.isda.cdm.CalculationPeriod": { "title": "CalculationPeriod", "description": "An instance of org.isda.cdm.CalculationPeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CalculationPeriod", "pattern": "^org\\.isda\\.cdm\\.CalculationPeriod$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "notionalAmount": { "type": "number" }, "forecastRate": { "type": "number" }, "unadjustedStartDate": { "format": "date-time", "type": "string" }, "unadjustedEndDate": { "format": "date-time", "type": "string" }, "adjustedStartDate": { "format": "date-time", "type": "string" }, "adjustedEndDate": { "format": "date-time", "type": "string" }, "fxLinkedNotionalAmount": { "$ref": "#/definitions/org.isda.cdm.FxLinkedNotionalAmount" }, "floatingRateDefinition": { "$ref": "#/definitions/org.isda.cdm.FloatingRateDefinition" }, "dayCountYearFraction": { "type": "number" }, "forecastAmount": { "$ref": "#/definitions/org.isda.cdm.Money" }, "calculationPeriodNumberOfDays": { "type": "integer" }, "fixedRate": { "type": "number" } }, "required": [ "$class", "id", "notionalAmount", "forecastRate", "unadjustedStartDate", "unadjustedEndDate", "adjustedStartDate", "adjustedEndDate", "fxLinkedNotionalAmount", "floatingRateDefinition", "dayCountYearFraction", "forecastAmount", "calculationPeriodNumberOfDays", "fixedRate" ] }, "org.isda.cdm.ExecutionReferenceBuilder": { "title": "ExecutionReferenceBuilder", "description": "An instance of org.isda.cdm.ExecutionReferenceBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExecutionReferenceBuilder", "pattern": "^org\\.isda\\.cdm\\.ExecutionReferenceBuilder$", "description": "The class identifier for this type" }, "state": { "$ref": "#/definitions/org.isda.cdm.StateEnum" } }, "required": ["$class", "state"] }, "org.isda.cdm.ExecutionReference": { "title": "ExecutionReference", "description": "An instance of org.isda.cdm.ExecutionReference", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExecutionReference", "pattern": "^org\\.isda\\.cdm\\.ExecutionReference$", "description": "The class identifier for this type" }, "state": { "$ref": "#/definitions/org.isda.cdm.StateEnum" }, "executionReference": { "$ref": "#/definitions/org.isda.cdm.Identifier" } }, "required": ["$class", "state", "executionReference"] }, "org.isda.cdm.ExerciseProcedure": { "title": "ExerciseProcedure", "description": "An instance of org.isda.cdm.ExerciseProcedure", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExerciseProcedure", "pattern": "^org\\.isda\\.cdm\\.ExerciseProcedure$", "description": "The class identifier for this type" }, "manualExercise": { "$ref": "#/definitions/org.isda.cdm.ManualExercise" }, "automaticExercise": { "$ref": "#/definitions/org.isda.cdm.AutomaticExercise" }, "followUpConfirmation": { "type": "boolean" }, "limitedRightToConfirm": { "type": "boolean" }, "splitTicket": { "type": "boolean" } }, "required": ["$class", "manualExercise", "automaticExercise", "followUpConfirmation", "limitedRightToConfirm", "splitTicket"] }, "org.isda.cdm.ExerciseProcedureBuilder": { "title": "ExerciseProcedureBuilder", "description": "An instance of org.isda.cdm.ExerciseProcedureBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExerciseProcedureBuilder", "pattern": "^org\\.isda\\.cdm\\.ExerciseProcedureBuilder$", "description": "The class identifier for this type" }, "followUpConfirmation": { "type": "boolean" }, "limitedRightToConfirm": { "type": "boolean" }, "splitTicket": { "type": "boolean" } }, "required": ["$class", "followUpConfirmation", "limitedRightToConfirm", "splitTicket"] }, "org.isda.cdm.CalculationAgentPartyEnum": { "title": "CalculationAgentPartyEnum", "description": "An instance of org.isda.cdm.CalculationAgentPartyEnum", "enum": ["EXERCISING_PARTY", "NON_EXERCISING_PARTY", "AS_SPECIFIED_IN_MASTER_AGREEMENT", "AS_SPECIFIED_IN_STANDARD_TERMS_SUPPLEMENT", "BOTH"] }, "org.isda.cdm.NonNegativeSchedule": { "title": "NonNegativeSchedule", "description": "An instance of org.isda.cdm.NonNegativeSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.NonNegativeSchedule", "pattern": "^org\\.isda\\.cdm\\.NonNegativeSchedule$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "initialValue": { "type": "number" }, "step": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.NonNegativeStep" } } }, "required": ["$class", "id", "initialValue", "step"] }, "org.isda.cdm.NonNegativeScheduleBuilder": { "title": "NonNegativeScheduleBuilder", "description": "An instance of org.isda.cdm.NonNegativeScheduleBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.NonNegativeScheduleBuilder", "pattern": "^org\\.isda\\.cdm\\.NonNegativeScheduleBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "initialValue": { "type": "number" } }, "required": ["$class", "id", "initialValue"] }, "org.isda.cdm.Contract": { "title": "Contract", "description": "An instance of org.isda.cdm.Contract", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Contract", "pattern": "^org\\.isda\\.cdm\\.Contract$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "state": { "$ref": "#/definitions/org.isda.cdm.StateEnum" }, "account": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Account" } }, "calculationAgent": { "$ref": "#/definitions/org.isda.cdm.CalculationAgent" }, "clearedDate": { "format": "date-time", "type": "string" }, "collateral": { "$ref": "#/definitions/org.isda.cdm.Collateral" }, "contractIdentifier": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.PartyContractIdentifier" } }, "contractualProduct": { "$ref": "#/definitions/org.isda.cdm.ContractualProduct" }, "documentation": { "$ref": "#/definitions/org.isda.cdm.Documentation" }, "governingLaw": { "$ref": "#/definitions/org.isda.cdm.GoverningLawEnum" }, "governingLawScheme": { "type": "string" }, "otherPartyPayment": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Payment" } }, "party": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Party" } }, "partyContractInformation": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.PartyContractInformation" } }, "partyRole": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.PartyRole" } }, "tradeDate": { "$ref": "#/definitions/org.isda.cdm.DateInstances" }, "rosettaKey": { "type": "string" } }, "required": [ "$class", "id", "state", "account", "calculationAgent", "clearedDate", "collateral", "contractIdentifier", "contractualProduct", "documentation", "governingLaw", "governingLawScheme", "otherPartyPayment", "party", "partyContractInformation", "partyRole", "tradeDate", "rosettaKey" ] }, "org.isda.cdm.ContractBuilder": { "title": "ContractBuilder", "description": "An instance of org.isda.cdm.ContractBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ContractBuilder", "pattern": "^org\\.isda\\.cdm\\.ContractBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "state": { "$ref": "#/definitions/org.isda.cdm.StateEnum" }, "clearedDate": { "format": "date-time", "type": "string" }, "governingLaw": { "$ref": "#/definitions/org.isda.cdm.GoverningLawEnum" }, "governingLawScheme": { "type": "string" } }, "required": ["$class", "id", "state", "clearedDate", "governingLaw", "governingLawScheme"] }, "org.isda.cdm.DiscountingTypeEnum": { "title": "DiscountingTypeEnum", "description": "An instance of org.isda.cdm.DiscountingTypeEnum", "enum": ["STANDARD", "FRA", "FRA_YIELD"] }, "org.isda.cdm.Money": { "title": "Money", "description": "An instance of org.isda.cdm.Money", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Money", "pattern": "^org\\.isda\\.cdm\\.Money$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "currency": { "type": "string" }, "currencyScheme": { "type": "string" }, "amount": { "type": "number" } }, "required": ["$class", "id", "currency", "currencyScheme", "amount"] }, "org.isda.cdm.MoneyBuilder": { "title": "MoneyBuilder", "description": "An instance of org.isda.cdm.MoneyBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.MoneyBuilder", "pattern": "^org\\.isda\\.cdm\\.MoneyBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "currency": { "type": "string" }, "currencyScheme": { "type": "string" }, "amount": { "type": "number" } }, "required": ["$class", "id", "currency", "currencyScheme", "amount"] }, "org.isda.cdm.TriggerEvent": { "title": "TriggerEvent", "description": "An instance of org.isda.cdm.TriggerEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.TriggerEvent", "pattern": "^org\\.isda\\.cdm\\.TriggerEvent$", "description": "The class identifier for this type" }, "triggerDates": { "$ref": "#/definitions/org.isda.cdm.DateList" }, "trigger": { "$ref": "#/definitions/org.isda.cdm.Trigger" }, "featurePayment": { "$ref": "#/definitions/org.isda.cdm.FeaturePayment" }, "schedule": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.AveragingSchedule" } } }, "required": ["$class", "triggerDates", "trigger", "featurePayment", "schedule"] }, "org.isda.cdm.TriggerEventBuilder": { "title": "TriggerEventBuilder", "description": "An instance of org.isda.cdm.TriggerEventBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.TriggerEventBuilder", "pattern": "^org\\.isda\\.cdm\\.TriggerEventBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.ResetFrequencyBuilder": { "title": "ResetFrequencyBuilder", "description": "An instance of org.isda.cdm.ResetFrequencyBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ResetFrequencyBuilder", "pattern": "^org\\.isda\\.cdm\\.ResetFrequencyBuilder$", "description": "The class identifier for this type" }, "weeklyRollConvention": { "$ref": "#/definitions/org.isda.cdm.WeeklyRollConventionEnum" }, "id": { "type": "string" }, "period": { "$ref": "#/definitions/org.isda.cdm.PeriodExtendedEnum" }, "periodMultiplier": { "type": "integer" } }, "required": ["$class", "weeklyRollConvention", "id", "period", "periodMultiplier"] }, "org.isda.cdm.ResetFrequency": { "title": "ResetFrequency", "description": "An instance of org.isda.cdm.ResetFrequency", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ResetFrequency", "pattern": "^org\\.isda\\.cdm\\.ResetFrequency$", "description": "The class identifier for this type" }, "weeklyRollConvention": { "$ref": "#/definitions/org.isda.cdm.WeeklyRollConventionEnum" }, "id": { "type": "string" }, "period": { "$ref": "#/definitions/org.isda.cdm.PeriodExtendedEnum" }, "periodMultiplier": { "type": "integer" } }, "required": ["$class", "weeklyRollConvention", "id", "period", "periodMultiplier"] }, "org.isda.cdm.TriggerTypeEnum": { "title": "TriggerTypeEnum", "description": "An instance of org.isda.cdm.TriggerTypeEnum", "enum": ["EQUAL_OR_LESS", "EQUAL_OR_GREATER", "EQUAL", "LESS", "GREATER"] }, "org.isda.cdm.CashSettlementReferenceBanks": { "title": "CashSettlementReferenceBanks", "description": "An instance of org.isda.cdm.CashSettlementReferenceBanks", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CashSettlementReferenceBanks", "pattern": "^org\\.isda\\.cdm\\.CashSettlementReferenceBanks$", "description": "The class identifier for this type" }, "referenceBank": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ReferenceBank" } } }, "required": ["$class", "referenceBank"] }, "org.isda.cdm.CashSettlementReferenceBanksBuilder": { "title": "CashSettlementReferenceBanksBuilder", "description": "An instance of org.isda.cdm.CashSettlementReferenceBanksBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CashSettlementReferenceBanksBuilder", "pattern": "^org\\.isda\\.cdm\\.CashSettlementReferenceBanksBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.AssetPoolBuilder": { "title": "AssetPoolBuilder", "description": "An instance of org.isda.cdm.AssetPoolBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AssetPoolBuilder", "pattern": "^org\\.isda\\.cdm\\.AssetPoolBuilder$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "initialFactor": { "type": "number" }, "currentFactor": { "type": "number" }, "version": { "type": "string" } }, "required": ["$class", "effectiveDate", "initialFactor", "currentFactor", "version"] }, "org.isda.cdm.AssetPool": { "title": "AssetPool", "description": "An instance of org.isda.cdm.AssetPool", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AssetPool", "pattern": "^org\\.isda\\.cdm\\.AssetPool$", "description": "The class identifier for this type" }, "effectiveDate": { "format": "date-time", "type": "string" }, "initialFactor": { "type": "number" }, "currentFactor": { "type": "number" }, "version": { "type": "string" } }, "required": ["$class", "effectiveDate", "initialFactor", "currentFactor", "version"] }, "org.isda.cdm.ContractualProductBuilder": { "title": "ContractualProductBuilder", "description": "An instance of org.isda.cdm.ContractualProductBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ContractualProductBuilder", "pattern": "^org\\.isda\\.cdm\\.ContractualProductBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.ContractualProduct": { "title": "ContractualProduct", "description": "An instance of org.isda.cdm.ContractualProduct", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ContractualProduct", "pattern": "^org\\.isda\\.cdm\\.ContractualProduct$", "description": "The class identifier for this type" }, "economicTerms": { "$ref": "#/definitions/org.isda.cdm.EconomicTerms" }, "productTaxonomy": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ProductTaxonomy" } }, "productIdentification": { "$ref": "#/definitions/org.isda.cdm.ProductIdentification" } }, "required": ["$class", "economicTerms", "productTaxonomy", "productIdentification"] }, "org.isda.cdm.OptionPayoutBuilder": { "title": "OptionPayoutBuilder", "description": "An instance of org.isda.cdm.OptionPayoutBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OptionPayoutBuilder", "pattern": "^org\\.isda\\.cdm\\.OptionPayoutBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "optionType": { "$ref": "#/definitions/org.isda.cdm.OptionTypeEnum" } }, "required": ["$class", "id", "optionType"] }, "org.isda.cdm.OptionPayout": { "title": "OptionPayout", "description": "An instance of org.isda.cdm.OptionPayout", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OptionPayout", "pattern": "^org\\.isda\\.cdm\\.OptionPayout$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "rosettaKeyValue": { "type": "string" }, "buyerSeller": { "$ref": "#/definitions/org.isda.cdm.BuyerSeller" }, "optionType": { "$ref": "#/definitions/org.isda.cdm.OptionTypeEnum" }, "feature": { "$ref": "#/definitions/org.isda.cdm.OptionFeature" }, "denomination": { "$ref": "#/definitions/org.isda.cdm.OptionDenomination" }, "exerciseTerms": { "$ref": "#/definitions/org.isda.cdm.OptionExercise" }, "underlyer": { "$ref": "#/definitions/org.isda.cdm.Product" }, "quantity": { "$ref": "#/definitions/org.isda.cdm.ContractualQuantity" } }, "required": ["$class", "id", "rosettaKeyValue", "buyerSeller", "optionType", "feature", "denomination", "exerciseTerms", "underlyer", "quantity"] }, "org.isda.cdm.PayoutBuilder": { "title": "PayoutBuilder", "description": "An instance of org.isda.cdm.PayoutBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PayoutBuilder", "pattern": "^org\\.isda\\.cdm\\.PayoutBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.Payout": { "title": "Payout", "description": "An instance of org.isda.cdm.Payout", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Payout", "pattern": "^org\\.isda\\.cdm\\.Payout$", "description": "The class identifier for this type" }, "cashflow": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Cashflow" } }, "optionPayout": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.OptionPayout" } }, "creditDefaultPayout": { "$ref": "#/definitions/org.isda.cdm.CreditDefaultPayout" }, "interestRatePayout": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.InterestRatePayout" } } }, "required": ["$class", "cashflow", "optionPayout", "creditDefaultPayout", "interestRatePayout"] }, "org.isda.cdm.WeightedAveragingObservation": { "title": "WeightedAveragingObservation", "description": "An instance of org.isda.cdm.WeightedAveragingObservation", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.WeightedAveragingObservation", "pattern": "^org\\.isda\\.cdm\\.WeightedAveragingObservation$", "description": "The class identifier for this type" }, "dateTime": { "format": "date-time", "type": "string" }, "weight": { "type": "number" }, "observationNumber": { "type": "integer" } }, "required": ["$class", "dateTime", "weight", "observationNumber"] }, "org.isda.cdm.WeightedAveragingObservationBuilder": { "title": "WeightedAveragingObservationBuilder", "description": "An instance of org.isda.cdm.WeightedAveragingObservationBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.WeightedAveragingObservationBuilder", "pattern": "^org\\.isda\\.cdm\\.WeightedAveragingObservationBuilder$", "description": "The class identifier for this type" }, "dateTime": { "format": "date-time", "type": "string" }, "weight": { "type": "number" }, "observationNumber": { "type": "integer" } }, "required": ["$class", "dateTime", "weight", "observationNumber"] }, "org.isda.cdm.PubliclyAvailableInformation": { "title": "PubliclyAvailableInformation", "description": "An instance of org.isda.cdm.PubliclyAvailableInformation", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PubliclyAvailableInformation", "pattern": "^org\\.isda\\.cdm\\.PubliclyAvailableInformation$", "description": "The class identifier for this type" }, "specifiedNumber": { "type": "integer" }, "standardPublicSources": { "type": "boolean" }, "publicSource": { "type": "array", "items": { "type": "string" } } }, "required": ["$class", "specifiedNumber", "standardPublicSources", "publicSource"] }, "org.isda.cdm.PubliclyAvailableInformationBuilder": { "title": "PubliclyAvailableInformationBuilder", "description": "An instance of org.isda.cdm.PubliclyAvailableInformationBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PubliclyAvailableInformationBuilder", "pattern": "^org\\.isda\\.cdm\\.PubliclyAvailableInformationBuilder$", "description": "The class identifier for this type" }, "specifiedNumber": { "type": "integer" }, "standardPublicSources": { "type": "boolean" }, "publicSource": { "type": "array", "items": { "type": "string" } } }, "required": ["$class", "specifiedNumber", "standardPublicSources", "publicSource"] }, "org.isda.cdm.Party": { "title": "Party", "description": "An instance of org.isda.cdm.Party", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Party", "pattern": "^org\\.isda\\.cdm\\.Party$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "partyIdScheme": { "type": "string" }, "partyId": { "type": "array", "items": { "type": "string" } }, "legalEntity": { "$ref": "#/definitions/org.isda.cdm.LegalEntity" }, "naturalPerson": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.NaturalPerson" } } }, "required": ["$class", "id", "partyIdScheme", "partyId", "legalEntity", "naturalPerson"] }, "org.isda.cdm.PartyBuilder": { "title": "PartyBuilder", "description": "An instance of org.isda.cdm.PartyBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PartyBuilder", "pattern": "^org\\.isda\\.cdm\\.PartyBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "partyIdScheme": { "type": "string" }, "partyId": { "type": "array", "items": { "type": "string" } } }, "required": ["$class", "id", "partyIdScheme", "partyId"] }, "org.isda.cdm.MessageInformationBuilder": { "title": "MessageInformationBuilder", "description": "An instance of org.isda.cdm.MessageInformationBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.MessageInformationBuilder", "pattern": "^org\\.isda\\.cdm\\.MessageInformationBuilder$", "description": "The class identifier for this type" }, "copyToScheme": { "type": "string" }, "messageIdScheme": { "type": "string" }, "sentByScheme": { "type": "string" }, "sentToScheme": { "type": "string" }, "messageId": { "type": "string" }, "sentBy": { "type": "string" }, "sentTo": { "type": "string" }, "copyTo": { "type": "array", "items": { "type": "string" } } }, "required": ["$class", "copyToScheme", "messageIdScheme", "sentByScheme", "sentToScheme", "messageId", "sentBy", "sentTo", "copyTo"] }, "org.isda.cdm.MessageInformation": { "title": "MessageInformation", "description": "An instance of org.isda.cdm.MessageInformation", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.MessageInformation", "pattern": "^org\\.isda\\.cdm\\.MessageInformation$", "description": "The class identifier for this type" }, "copyToScheme": { "type": "string" }, "messageIdScheme": { "type": "string" }, "sentByScheme": { "type": "string" }, "sentToScheme": { "type": "string" }, "messageId": { "type": "string" }, "sentBy": { "type": "string" }, "sentTo": { "type": "string" }, "copyTo": { "type": "array", "items": { "type": "string" } } }, "required": ["$class", "copyToScheme", "messageIdScheme", "sentByScheme", "sentToScheme", "messageId", "sentBy", "sentTo", "copyTo"] }, "org.isda.cdm.Asian": { "title": "Asian", "description": "An instance of org.isda.cdm.Asian", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Asian", "pattern": "^org\\.isda\\.cdm\\.Asian$", "description": "The class identifier for this type" }, "averagingInOut": { "$ref": "#/definitions/org.isda.cdm.AveragingInOutEnum" }, "strikeFactor": { "type": "number" }, "averagingPeriodIn": { "$ref": "#/definitions/org.isda.cdm.AveragingPeriod" }, "averagingPeriodOut": { "$ref": "#/definitions/org.isda.cdm.AveragingPeriod" } }, "required": ["$class", "averagingInOut", "strikeFactor", "averagingPeriodIn", "averagingPeriodOut"] }, "org.isda.cdm.AsianBuilder": { "title": "AsianBuilder", "description": "An instance of org.isda.cdm.AsianBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AsianBuilder", "pattern": "^org\\.isda\\.cdm\\.AsianBuilder$", "description": "The class identifier for this type" }, "averagingInOut": { "$ref": "#/definitions/org.isda.cdm.AveragingInOutEnum" }, "strikeFactor": { "type": "number" } }, "required": ["$class", "averagingInOut", "strikeFactor"] }, "org.isda.cdm.ReferenceBankBuilder": { "title": "ReferenceBankBuilder", "description": "An instance of org.isda.cdm.ReferenceBankBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ReferenceBankBuilder", "pattern": "^org\\.isda\\.cdm\\.ReferenceBankBuilder$", "description": "The class identifier for this type" }, "referenceBankId": { "type": "string" }, "referenceBankName": { "type": "string" }, "referenceBankIdScheme": { "type": "string" } }, "required": ["$class", "referenceBankId", "referenceBankName", "referenceBankIdScheme"] }, "org.isda.cdm.ReferenceBank": { "title": "ReferenceBank", "description": "An instance of org.isda.cdm.ReferenceBank", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ReferenceBank", "pattern": "^org\\.isda\\.cdm\\.ReferenceBank$", "description": "The class identifier for this type" }, "referenceBankId": { "type": "string" }, "referenceBankName": { "type": "string" }, "referenceBankIdScheme": { "type": "string" } }, "required": ["$class", "referenceBankId", "referenceBankName", "referenceBankIdScheme"] }, "org.isda.cdm.ProtectionTerms": { "title": "ProtectionTerms", "description": "An instance of org.isda.cdm.ProtectionTerms", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ProtectionTerms", "pattern": "^org\\.isda\\.cdm\\.ProtectionTerms$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "notionalAmount": { "$ref": "#/definitions/org.isda.cdm.Money" }, "creditEvents": { "$ref": "#/definitions/org.isda.cdm.CreditEvents" }, "floatingAmountEvents": { "$ref": "#/definitions/org.isda.cdm.FloatingAmountEvents" }, "obligations": { "$ref": "#/definitions/org.isda.cdm.Obligations" } }, "required": ["$class", "id", "notionalAmount", "creditEvents", "floatingAmountEvents", "obligations"] }, "org.isda.cdm.ProtectionTermsBuilder": { "title": "ProtectionTermsBuilder", "description": "An instance of org.isda.cdm.ProtectionTermsBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ProtectionTermsBuilder", "pattern": "^org\\.isda\\.cdm\\.ProtectionTermsBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class", "id"] }, "org.isda.cdm.ProductIdSourceEnum": { "title": "ProductIdSourceEnum", "description": "An instance of org.isda.cdm.ProductIdSourceEnum", "enum": ["CUSIP", "SEDOL", "ISIN", "RIC", "FIGI", "WERTPAPIER", "SICOVAM"] }, "org.isda.cdm.RestructuringBuilder": { "title": "RestructuringBuilder", "description": "An instance of org.isda.cdm.RestructuringBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.RestructuringBuilder", "pattern": "^org\\.isda\\.cdm\\.RestructuringBuilder$", "description": "The class identifier for this type" }, "multipleHolderObligation": { "type": "boolean" }, "multipleCreditEventNotices": { "type": "boolean" }, "applicable": { "type": "boolean" }, "restructuringType": { "$ref": "#/definitions/org.isda.cdm.RestructuringEnum" }, "restructuringTypeScheme": { "type": "string" } }, "required": ["$class", "multipleHolderObligation", "multipleCreditEventNotices", "applicable", "restructuringType", "restructuringTypeScheme"] }, "org.isda.cdm.Restructuring": { "title": "Restructuring", "description": "An instance of org.isda.cdm.Restructuring", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Restructuring", "pattern": "^org\\.isda\\.cdm\\.Restructuring$", "description": "The class identifier for this type" }, "multipleHolderObligation": { "type": "boolean" }, "multipleCreditEventNotices": { "type": "boolean" }, "applicable": { "type": "boolean" }, "restructuringType": { "$ref": "#/definitions/org.isda.cdm.RestructuringEnum" }, "restructuringTypeScheme": { "type": "string" } }, "required": ["$class", "multipleHolderObligation", "multipleCreditEventNotices", "applicable", "restructuringType", "restructuringTypeScheme"] }, "org.isda.cdm.CreditEventNotice": { "title": "CreditEventNotice", "description": "An instance of org.isda.cdm.CreditEventNotice", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CreditEventNotice", "pattern": "^org\\.isda\\.cdm\\.CreditEventNotice$", "description": "The class identifier for this type" }, "notifyingParty": { "$ref": "#/definitions/org.isda.cdm.NotifyingParty" }, "businessCenter": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterEnum" }, "publiclyAvailableInformation": { "$ref": "#/definitions/org.isda.cdm.PubliclyAvailableInformation" } }, "required": ["$class", "notifyingParty", "businessCenter", "publiclyAvailableInformation"] }, "org.isda.cdm.CreditEventNoticeBuilder": { "title": "CreditEventNoticeBuilder", "description": "An instance of org.isda.cdm.CreditEventNoticeBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CreditEventNoticeBuilder", "pattern": "^org\\.isda\\.cdm\\.CreditEventNoticeBuilder$", "description": "The class identifier for this type" }, "businessCenter": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterEnum" } }, "required": ["$class", "businessCenter"] }, "org.isda.cdm.StrikeSpread": { "title": "StrikeSpread", "description": "An instance of org.isda.cdm.StrikeSpread", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.StrikeSpread", "pattern": "^org\\.isda\\.cdm\\.StrikeSpread$", "description": "The class identifier for this type" }, "upperStrike": { "$ref": "#/definitions/org.isda.cdm.OptionStrike" }, "upperStrikeNumberOfOptions": { "type": "number" } }, "required": ["$class", "upperStrike", "upperStrikeNumberOfOptions"] }, "org.isda.cdm.StrikeSpreadBuilder": { "title": "StrikeSpreadBuilder", "description": "An instance of org.isda.cdm.StrikeSpreadBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.StrikeSpreadBuilder", "pattern": "^org\\.isda\\.cdm\\.StrikeSpreadBuilder$", "description": "The class identifier for this type" }, "upperStrikeNumberOfOptions": { "type": "number" } }, "required": ["$class", "upperStrikeNumberOfOptions"] }, "org.isda.cdm.ResourceLength": { "title": "ResourceLength", "description": "An instance of org.isda.cdm.ResourceLength", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ResourceLength", "pattern": "^org\\.isda\\.cdm\\.ResourceLength$", "description": "The class identifier for this type" }, "lengthUnit": { "$ref": "#/definitions/org.isda.cdm.LengthUnitEnum" }, "lengthValue": { "type": "number" } }, "required": ["$class", "lengthUnit", "lengthValue"] }, "org.isda.cdm.ResourceLengthBuilder": { "title": "ResourceLengthBuilder", "description": "An instance of org.isda.cdm.ResourceLengthBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ResourceLengthBuilder", "pattern": "^org\\.isda\\.cdm\\.ResourceLengthBuilder$", "description": "The class identifier for this type" }, "lengthUnit": { "$ref": "#/definitions/org.isda.cdm.LengthUnitEnum" }, "lengthValue": { "type": "number" } }, "required": ["$class", "lengthUnit", "lengthValue"] }, "org.isda.cdm.ResourceTypeEnum": { "title": "ResourceTypeEnum", "description": "An instance of org.isda.cdm.ResourceTypeEnum", "enum": ["CONFIRMATION", "SUPPLEMENTAL_MATERIAL_ECONOMIC_TERMS", "TERM_SHEET"] }, "org.isda.cdm.AmericanExerciseBuilder": { "title": "AmericanExerciseBuilder", "description": "An instance of org.isda.cdm.AmericanExerciseBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AmericanExerciseBuilder", "pattern": "^org\\.isda\\.cdm\\.AmericanExerciseBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class", "id"] }, "org.isda.cdm.AmericanExercise": { "title": "AmericanExercise", "description": "An instance of org.isda.cdm.AmericanExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AmericanExercise", "pattern": "^org\\.isda\\.cdm\\.AmericanExercise$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "expirationDate": { "$ref": "#/definitions/org.isda.cdm.AdjustableOrRelativeDate" }, "relevantUnderlyingDate": { "$ref": "#/definitions/org.isda.cdm.AdjustableOrRelativeDates" }, "earliestExerciseTime": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterTime" }, "expirationTime": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterTime" }, "latestExerciseTime": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterTime" }, "multipleExercise": { "$ref": "#/definitions/org.isda.cdm.MultipleExercise" }, "exerciseFeeSchedule": { "$ref": "#/definitions/org.isda.cdm.ExerciseFeeSchedule" }, "commencementDate": { "$ref": "#/definitions/org.isda.cdm.AdjustableOrRelativeDate" } }, "required": [ "$class", "id", "expirationDate", "relevantUnderlyingDate", "earliestExerciseTime", "expirationTime", "latestExerciseTime", "multipleExercise", "exerciseFeeSchedule", "commencementDate" ] }, "org.isda.cdm.CouponTypeEnum": { "title": "CouponTypeEnum", "description": "An instance of org.isda.cdm.CouponTypeEnum", "enum": ["FIXED", "FLOAT", "STRUCTURED"] }, "org.isda.cdm.SettlementTypeEnum": { "title": "SettlementTypeEnum", "description": "An instance of org.isda.cdm.SettlementTypeEnum", "enum": ["CASH", "PHYSICAL", "ELECTION", "CASH_OR_PHYSICAL"] }, "org.isda.cdm.CreditEvents": { "title": "CreditEvents", "description": "An instance of org.isda.cdm.CreditEvents", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CreditEvents", "pattern": "^org\\.isda\\.cdm\\.CreditEvents$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "creditEventNotice": { "$ref": "#/definitions/org.isda.cdm.CreditEventNotice" }, "restructuring": { "$ref": "#/definitions/org.isda.cdm.Restructuring" }, "failureToPayPrincipal": { "type": "boolean" }, "failureToPayInterest": { "type": "boolean" }, "distressedRatingsDowngrade": { "type": "boolean" }, "maturityExtension": { "type": "boolean" }, "writedown": { "type": "boolean" }, "impliedWritedown": { "type": "boolean" }, "bankruptcy": { "type": "boolean" }, "obligationDefault": { "type": "boolean" }, "obligationAcceleration": { "type": "boolean" }, "repudiationMoratorium": { "type": "boolean" }, "governmentalIntervention": { "type": "boolean" }, "failureToPay": { "$ref": "#/definitions/org.isda.cdm.FailureToPay" }, "defaultRequirement": { "$ref": "#/definitions/org.isda.cdm.Money" } }, "required": [ "$class", "id", "creditEventNotice", "restructuring", "failureToPayPrincipal", "failureToPayInterest", "distressedRatingsDowngrade", "maturityExtension", "writedown", "impliedWritedown", "bankruptcy", "obligationDefault", "obligationAcceleration", "repudiationMoratorium", "governmentalIntervention", "failureToPay", "defaultRequirement" ] }, "org.isda.cdm.CreditEventsBuilder": { "title": "CreditEventsBuilder", "description": "An instance of org.isda.cdm.CreditEventsBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CreditEventsBuilder", "pattern": "^org\\.isda\\.cdm\\.CreditEventsBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "failureToPayPrincipal": { "type": "boolean" }, "failureToPayInterest": { "type": "boolean" }, "distressedRatingsDowngrade": { "type": "boolean" }, "maturityExtension": { "type": "boolean" }, "writedown": { "type": "boolean" }, "impliedWritedown": { "type": "boolean" }, "bankruptcy": { "type": "boolean" }, "obligationDefault": { "type": "boolean" }, "obligationAcceleration": { "type": "boolean" }, "repudiationMoratorium": { "type": "boolean" }, "governmentalIntervention": { "type": "boolean" } }, "required": [ "$class", "id", "failureToPayPrincipal", "failureToPayInterest", "distressedRatingsDowngrade", "maturityExtension", "writedown", "impliedWritedown", "bankruptcy", "obligationDefault", "obligationAcceleration", "repudiationMoratorium", "governmentalIntervention" ] }, "org.isda.cdm.NotifyingParty": { "title": "NotifyingParty", "description": "An instance of org.isda.cdm.NotifyingParty", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.NotifyingParty", "pattern": "^org\\.isda\\.cdm\\.NotifyingParty$", "description": "The class identifier for this type" }, "sellerPartyReference": { "type": "string" }, "buyerPartyReference": { "type": "string" } }, "required": ["$class", "sellerPartyReference", "buyerPartyReference"] }, "org.isda.cdm.NotifyingPartyBuilder": { "title": "NotifyingPartyBuilder", "description": "An instance of org.isda.cdm.NotifyingPartyBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.NotifyingPartyBuilder", "pattern": "^org\\.isda\\.cdm\\.NotifyingPartyBuilder$", "description": "The class identifier for this type" }, "sellerPartyReference": { "type": "string" }, "buyerPartyReference": { "type": "string" } }, "required": ["$class", "sellerPartyReference", "buyerPartyReference"] }, "org.isda.cdm.IndependentAmount": { "title": "IndependentAmount", "description": "An instance of org.isda.cdm.IndependentAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.IndependentAmount", "pattern": "^org\\.isda\\.cdm\\.IndependentAmount$", "description": "The class identifier for this type" }, "paymentDetail": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.PaymentDetail" } }, "payerPartyReference": { "type": "string" }, "receiverPartyReference": { "type": "string" }, "payerAccountReference": { "type": "string" }, "receiverAccountReference": { "type": "string" } }, "required": ["$class", "paymentDetail", "payerPartyReference", "receiverPartyReference", "payerAccountReference", "receiverAccountReference"] }, "org.isda.cdm.IndependentAmountBuilder": { "title": "IndependentAmountBuilder", "description": "An instance of org.isda.cdm.IndependentAmountBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.IndependentAmountBuilder", "pattern": "^org\\.isda\\.cdm\\.IndependentAmountBuilder$", "description": "The class identifier for this type" }, "payerPartyReference": { "type": "string" }, "receiverPartyReference": { "type": "string" }, "payerAccountReference": { "type": "string" }, "receiverAccountReference": { "type": "string" } }, "required": ["$class", "payerPartyReference", "receiverPartyReference", "payerAccountReference", "receiverAccountReference"] }, "org.isda.cdm.ContractIdentifierBuilder": { "title": "ContractIdentifierBuilder", "description": "An instance of org.isda.cdm.ContractIdentifierBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ContractIdentifierBuilder", "pattern": "^org\\.isda\\.cdm\\.ContractIdentifierBuilder$", "description": "The class identifier for this type" }, "accountReference": { "type": "string" }, "partyReference": { "type": "string" }, "issuer": { "type": "string" }, "issuerScheme": { "type": "string" }, "version": { "type": "integer" } }, "required": ["$class", "accountReference", "partyReference", "issuer", "issuerScheme", "version"] }, "org.isda.cdm.ContractIdentifier": { "title": "ContractIdentifier", "description": "An instance of org.isda.cdm.ContractIdentifier", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ContractIdentifier", "pattern": "^org\\.isda\\.cdm\\.ContractIdentifier$", "description": "The class identifier for this type" }, "accountReference": { "type": "string" }, "partyReference": { "type": "string" }, "identifierValue": { "$ref": "#/definitions/org.isda.cdm.IdentifierValue" }, "issuer": { "type": "string" }, "issuerScheme": { "type": "string" }, "version": { "type": "integer" } }, "required": ["$class", "accountReference", "partyReference", "identifierValue", "issuer", "issuerScheme", "version"] }, "org.isda.cdm.ContractualQuantityBuilder": { "title": "ContractualQuantityBuilder", "description": "An instance of org.isda.cdm.ContractualQuantityBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ContractualQuantityBuilder", "pattern": "^org\\.isda\\.cdm\\.ContractualQuantityBuilder$", "description": "The class identifier for this type" }, "notionalReference": { "type": "string" } }, "required": ["$class", "notionalReference"] }, "org.isda.cdm.ContractualQuantity": { "title": "ContractualQuantity", "description": "An instance of org.isda.cdm.ContractualQuantity", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ContractualQuantity", "pattern": "^org\\.isda\\.cdm\\.ContractualQuantity$", "description": "The class identifier for this type" }, "notionalAmount": { "$ref": "#/definitions/org.isda.cdm.Money" }, "notionalSchedule": { "$ref": "#/definitions/org.isda.cdm.NotionalSchedule" }, "fxLinkedNotional": { "$ref": "#/definitions/org.isda.cdm.FxLinkedNotionalSchedule" }, "notionalReference": { "type": "string" }, "quantity": { "$ref": "#/definitions/org.isda.cdm.Quantity" }, "futureValueNotional": { "$ref": "#/definitions/org.isda.cdm.FutureValueAmount" } }, "required": ["$class", "notionalAmount", "notionalSchedule", "fxLinkedNotional", "notionalReference", "quantity", "futureValueNotional"] }, "org.isda.cdm.DateRelativeToPaymentDates": { "title": "DateRelativeToPaymentDates", "description": "An instance of org.isda.cdm.DateRelativeToPaymentDates", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.DateRelativeToPaymentDates", "pattern": "^org\\.isda\\.cdm\\.DateRelativeToPaymentDates$", "description": "The class identifier for this type" }, "paymentDatesReference": { "type": "array", "items": { "type": "string" } } }, "required": ["$class", "paymentDatesReference"] }, "org.isda.cdm.DateRelativeToPaymentDatesBuilder": { "title": "DateRelativeToPaymentDatesBuilder", "description": "An instance of org.isda.cdm.DateRelativeToPaymentDatesBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.DateRelativeToPaymentDatesBuilder", "pattern": "^org\\.isda\\.cdm\\.DateRelativeToPaymentDatesBuilder$", "description": "The class identifier for this type" }, "paymentDatesReference": { "type": "array", "items": { "type": "string" } } }, "required": ["$class", "paymentDatesReference"] }, "org.isda.cdm.PaymentCalculationPeriod": { "title": "PaymentCalculationPeriod", "description": "An instance of org.isda.cdm.PaymentCalculationPeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PaymentCalculationPeriod", "pattern": "^org\\.isda\\.cdm\\.PaymentCalculationPeriod$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "unadjustedPaymentDate": { "format": "date-time", "type": "string" }, "adjustedPaymentDate": { "format": "date-time", "type": "string" }, "fixedPaymentAmount": { "type": "number" }, "discountFactor": { "type": "number" }, "forecastPaymentAmount": { "$ref": "#/definitions/org.isda.cdm.Money" }, "presentValueAmount": { "$ref": "#/definitions/org.isda.cdm.Money" }, "calculationPeriod": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.CalculationPeriod" } } }, "required": ["$class", "id", "unadjustedPaymentDate", "adjustedPaymentDate", "fixedPaymentAmount", "discountFactor", "forecastPaymentAmount", "presentValueAmount", "calculationPeriod"] }, "org.isda.cdm.PaymentCalculationPeriodBuilder": { "title": "PaymentCalculationPeriodBuilder", "description": "An instance of org.isda.cdm.PaymentCalculationPeriodBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PaymentCalculationPeriodBuilder", "pattern": "^org\\.isda\\.cdm\\.PaymentCalculationPeriodBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "unadjustedPaymentDate": { "format": "date-time", "type": "string" }, "adjustedPaymentDate": { "format": "date-time", "type": "string" }, "fixedPaymentAmount": { "type": "number" }, "discountFactor": { "type": "number" } }, "required": ["$class", "id", "unadjustedPaymentDate", "adjustedPaymentDate", "fixedPaymentAmount", "discountFactor"] }, "org.isda.cdm.PartialExercise": { "title": "PartialExercise", "description": "An instance of org.isda.cdm.PartialExercise", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PartialExercise", "pattern": "^org\\.isda\\.cdm\\.PartialExercise$", "description": "The class identifier for this type" }, "minimumNumberOfOptions": { "type": "integer" }, "notionaReference": { "type": "string" }, "integralMultipleAmount": { "type": "number" }, "minimumNotionalAmount": { "type": "number" } }, "required": ["$class", "minimumNumberOfOptions", "notionaReference", "integralMultipleAmount", "minimumNotionalAmount"] }, "org.isda.cdm.PartialExerciseBuilder": { "title": "PartialExerciseBuilder", "description": "An instance of org.isda.cdm.PartialExerciseBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PartialExerciseBuilder", "pattern": "^org\\.isda\\.cdm\\.PartialExerciseBuilder$", "description": "The class identifier for this type" }, "minimumNumberOfOptions": { "type": "integer" }, "notionaReference": { "type": "string" }, "integralMultipleAmount": { "type": "number" }, "minimumNotionalAmount": { "type": "number" } }, "required": ["$class", "minimumNumberOfOptions", "notionaReference", "integralMultipleAmount", "minimumNotionalAmount"] }, "org.isda.cdm.MortgageSectorEnum": { "title": "MortgageSectorEnum", "description": "An instance of org.isda.cdm.MortgageSectorEnum", "enum": ["ABS", "CDO", "CMBS", "RMBS"] }, "org.isda.cdm.CrossCurrencyTerms": { "title": "CrossCurrencyTerms", "description": "An instance of org.isda.cdm.CrossCurrencyTerms", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CrossCurrencyTerms", "pattern": "^org\\.isda\\.cdm\\.CrossCurrencyTerms$", "description": "The class identifier for this type" }, "settlementProvision": { "$ref": "#/definitions/org.isda.cdm.SettlementProvision" }, "principalExchanges": { "$ref": "#/definitions/org.isda.cdm.PrincipalExchanges" } }, "required": ["$class", "settlementProvision", "principalExchanges"] }, "org.isda.cdm.CrossCurrencyTermsBuilder": { "title": "CrossCurrencyTermsBuilder", "description": "An instance of org.isda.cdm.CrossCurrencyTermsBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CrossCurrencyTermsBuilder", "pattern": "^org\\.isda\\.cdm\\.CrossCurrencyTermsBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.PartyIdSourceEnum": { "title": "PartyIdSourceEnum", "description": "An instance of org.isda.cdm.PartyIdSourceEnum", "enum": ["BIC", "LEI", "ARNU", "CCPT", "CUST", "DRLC", "EMPL", "NIDN", "SOSE", "TXID"] }, "org.isda.cdm.IssuerTradeId": { "title": "IssuerTradeId", "description": "An instance of org.isda.cdm.IssuerTradeId", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.IssuerTradeId", "pattern": "^org\\.isda\\.cdm\\.IssuerTradeId$", "description": "The class identifier for this type" }, "identifier": { "type": "string" }, "issuer": { "type": "string" }, "issuerScheme": { "type": "string" }, "identifierScheme": { "type": "string" } }, "required": ["$class", "identifier", "issuer", "issuerScheme", "identifierScheme"] }, "org.isda.cdm.IssuerTradeIdBuilder": { "title": "IssuerTradeIdBuilder", "description": "An instance of org.isda.cdm.IssuerTradeIdBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.IssuerTradeIdBuilder", "pattern": "^org\\.isda\\.cdm\\.IssuerTradeIdBuilder$", "description": "The class identifier for this type" }, "identifier": { "type": "string" }, "issuer": { "type": "string" }, "issuerScheme": { "type": "string" }, "identifierScheme": { "type": "string" } }, "required": ["$class", "identifier", "issuer", "issuerScheme", "identifierScheme"] }, "org.isda.cdm.IdentifierBuilder": { "title": "IdentifierBuilder", "description": "An instance of org.isda.cdm.IdentifierBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.IdentifierBuilder", "pattern": "^org\\.isda\\.cdm\\.IdentifierBuilder$", "description": "The class identifier for this type" }, "issuer": { "type": "string" }, "issuerScheme": { "type": "string" }, "version": { "type": "integer" } }, "required": ["$class", "issuer", "issuerScheme", "version"] }, "org.isda.cdm.Identifier": { "title": "Identifier", "description": "An instance of org.isda.cdm.Identifier", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Identifier", "pattern": "^org\\.isda\\.cdm\\.Identifier$", "description": "The class identifier for this type" }, "identifierValue": { "$ref": "#/definitions/org.isda.cdm.IdentifierValue" }, "issuer": { "type": "string" }, "issuerScheme": { "type": "string" }, "version": { "type": "integer" } }, "required": ["$class", "identifierValue", "issuer", "issuerScheme", "version"] }, "org.isda.cdm.FrequencyBuilder": { "title": "FrequencyBuilder", "description": "An instance of org.isda.cdm.FrequencyBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FrequencyBuilder", "pattern": "^org\\.isda\\.cdm\\.FrequencyBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "period": { "$ref": "#/definitions/org.isda.cdm.PeriodExtendedEnum" }, "periodMultiplier": { "type": "integer" } }, "required": ["$class", "id", "period", "periodMultiplier"] }, "org.isda.cdm.Frequency": { "title": "Frequency", "description": "An instance of org.isda.cdm.Frequency", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Frequency", "pattern": "^org\\.isda\\.cdm\\.Frequency$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "period": { "$ref": "#/definitions/org.isda.cdm.PeriodExtendedEnum" }, "periodMultiplier": { "type": "integer" } }, "required": ["$class", "id", "period", "periodMultiplier"] }, "org.isda.cdm.PassThroughItem": { "title": "PassThroughItem", "description": "An instance of org.isda.cdm.PassThroughItem", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PassThroughItem", "pattern": "^org\\.isda\\.cdm\\.PassThroughItem$", "description": "The class identifier for this type" }, "passThroughPercentage": { "type": "number" }, "payerReceiver": { "$ref": "#/definitions/org.isda.cdm.PayerReceiver" } }, "required": ["$class", "passThroughPercentage", "payerReceiver"] }, "org.isda.cdm.PassThroughItemBuilder": { "title": "PassThroughItemBuilder", "description": "An instance of org.isda.cdm.PassThroughItemBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PassThroughItemBuilder", "pattern": "^org\\.isda\\.cdm\\.PassThroughItemBuilder$", "description": "The class identifier for this type" }, "passThroughPercentage": { "type": "number" } }, "required": ["$class", "passThroughPercentage"] }, "org.isda.cdm.OtherAgreementBuilder": { "title": "OtherAgreementBuilder", "description": "An instance of org.isda.cdm.OtherAgreementBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OtherAgreementBuilder", "pattern": "^org\\.isda\\.cdm\\.OtherAgreementBuilder$", "description": "The class identifier for this type" }, "type": { "type": "string" }, "identifier": { "type": "string" }, "identifierScheme": { "type": "string" }, "date": { "format": "date-time", "type": "string" }, "typeScheme": { "type": "string" }, "versionScheme": { "type": "string" }, "version": { "type": "string" } }, "required": ["$class", "type", "identifier", "identifierScheme", "date", "typeScheme", "versionScheme", "version"] }, "org.isda.cdm.OtherAgreement": { "title": "OtherAgreement", "description": "An instance of org.isda.cdm.OtherAgreement", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OtherAgreement", "pattern": "^org\\.isda\\.cdm\\.OtherAgreement$", "description": "The class identifier for this type" }, "type": { "type": "string" }, "identifier": { "type": "string" }, "identifierScheme": { "type": "string" }, "date": { "format": "date-time", "type": "string" }, "typeScheme": { "type": "string" }, "versionScheme": { "type": "string" }, "version": { "type": "string" } }, "required": ["$class", "type", "identifier", "identifierScheme", "date", "typeScheme", "versionScheme", "version"] }, "org.isda.cdm.ContractualSupplementEnum": { "title": "ContractualSupplementEnum", "description": "An instance of org.isda.cdm.ContractualSupplementEnum", "enum": [ "ABX", "CD_SON_MBS", "ISDA_1999_CREDIT_CONVERTIBLE_EXCHANGEABLE_ACCRETING_OBLIGATIONS", "ISDA_1999_CREDIT_SUCCESSOR_AND_CREDIT_EVENTS", "ISDA_2003_CREDIT_MAY_2003", "I_TRAXX_EUROPE_DEALER", "STANDARD_LCDS" ] }, "org.isda.cdm.TaxonomySourceEnum": { "title": "TaxonomySourceEnum", "description": "An instance of org.isda.cdm.TaxonomySourceEnum", "enum": ["CFI", "ISDA"] }, "org.isda.cdm.FailureToPay": { "title": "FailureToPay", "description": "An instance of org.isda.cdm.FailureToPay", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FailureToPay", "pattern": "^org\\.isda\\.cdm\\.FailureToPay$", "description": "The class identifier for this type" }, "applicable": { "type": "boolean" }, "gracePeriodExtension": { "$ref": "#/definitions/org.isda.cdm.GracePeriodExtension" }, "paymentRequirement": { "$ref": "#/definitions/org.isda.cdm.Money" } }, "required": ["$class", "applicable", "gracePeriodExtension", "paymentRequirement"] }, "org.isda.cdm.FailureToPayBuilder": { "title": "FailureToPayBuilder", "description": "An instance of org.isda.cdm.FailureToPayBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FailureToPayBuilder", "pattern": "^org\\.isda\\.cdm\\.FailureToPayBuilder$", "description": "The class identifier for this type" }, "applicable": { "type": "boolean" } }, "required": ["$class", "applicable"] }, "org.isda.cdm.PayRelativeToEnum": { "title": "PayRelativeToEnum", "description": "An instance of org.isda.cdm.PayRelativeToEnum", "enum": ["CALCULATION_PERIOD_START_DATE", "CALCULATION_PERIOD_END_DATE", "LAST_PRICING_DATE", "RESET_DATE", "VALUATION_DATE"] }, "org.isda.cdm.ExerciseEventBuilder": { "title": "ExerciseEventBuilder", "description": "An instance of org.isda.cdm.ExerciseEventBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExerciseEventBuilder", "pattern": "^org\\.isda\\.cdm\\.ExerciseEventBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "adjustedRelevantSwapEffectiveDate": { "format": "date-time", "type": "string" }, "adjustedExerciseFeePaymentDate": { "format": "date-time", "type": "string" }, "adjustedCashSettlementValuationDate": { "format": "date-time", "type": "string" }, "adjustedCashSettlementPaymentDate": { "format": "date-time", "type": "string" }, "adjustedExerciseDate": { "format": "date-time", "type": "string" } }, "required": [ "$class", "id", "adjustedRelevantSwapEffectiveDate", "adjustedExerciseFeePaymentDate", "adjustedCashSettlementValuationDate", "adjustedCashSettlementPaymentDate", "adjustedExerciseDate" ] }, "org.isda.cdm.ExerciseEvent": { "title": "ExerciseEvent", "description": "An instance of org.isda.cdm.ExerciseEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExerciseEvent", "pattern": "^org\\.isda\\.cdm\\.ExerciseEvent$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "adjustedRelevantSwapEffectiveDate": { "format": "date-time", "type": "string" }, "adjustedExerciseFeePaymentDate": { "format": "date-time", "type": "string" }, "adjustedCashSettlementValuationDate": { "format": "date-time", "type": "string" }, "adjustedCashSettlementPaymentDate": { "format": "date-time", "type": "string" }, "adjustedExerciseDate": { "format": "date-time", "type": "string" } }, "required": [ "$class", "id", "adjustedRelevantSwapEffectiveDate", "adjustedExerciseFeePaymentDate", "adjustedCashSettlementValuationDate", "adjustedCashSettlementPaymentDate", "adjustedExerciseDate" ] }, "org.isda.cdm.SpreadSchedule": { "title": "SpreadSchedule", "description": "An instance of org.isda.cdm.SpreadSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.SpreadSchedule", "pattern": "^org\\.isda\\.cdm\\.SpreadSchedule$", "description": "The class identifier for this type" }, "type": { "$ref": "#/definitions/org.isda.cdm.SpreadScheduleTypeEnum" }, "typeScheme": { "type": "string" }, "id": { "type": "string" }, "initialValue": { "type": "number" }, "step": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Step" } } }, "required": ["$class", "type", "typeScheme", "id", "initialValue", "step"] }, "org.isda.cdm.SpreadScheduleBuilder": { "title": "SpreadScheduleBuilder", "description": "An instance of org.isda.cdm.SpreadScheduleBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.SpreadScheduleBuilder", "pattern": "^org\\.isda\\.cdm\\.SpreadScheduleBuilder$", "description": "The class identifier for this type" }, "type": { "$ref": "#/definitions/org.isda.cdm.SpreadScheduleTypeEnum" }, "typeScheme": { "type": "string" }, "id": { "type": "string" }, "initialValue": { "type": "number" } }, "required": ["$class", "type", "typeScheme", "id", "initialValue"] }, "org.isda.cdm.LoanParticipation": { "title": "LoanParticipation", "description": "An instance of org.isda.cdm.LoanParticipation", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.LoanParticipation", "pattern": "^org\\.isda\\.cdm\\.LoanParticipation$", "description": "The class identifier for this type" }, "qualifyingParticipationSeller": { "type": "string" }, "applicable": { "type": "boolean" }, "partialCashSettlement": { "type": "boolean" } }, "required": ["$class", "qualifyingParticipationSeller", "applicable", "partialCashSettlement"] }, "org.isda.cdm.LoanParticipationBuilder": { "title": "LoanParticipationBuilder", "description": "An instance of org.isda.cdm.LoanParticipationBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.LoanParticipationBuilder", "pattern": "^org\\.isda\\.cdm\\.LoanParticipationBuilder$", "description": "The class identifier for this type" }, "qualifyingParticipationSeller": { "type": "string" }, "applicable": { "type": "boolean" }, "partialCashSettlement": { "type": "boolean" } }, "required": ["$class", "qualifyingParticipationSeller", "applicable", "partialCashSettlement"] }, "org.isda.cdm.IdentifierValueBuilder": { "title": "IdentifierValueBuilder", "description": "An instance of org.isda.cdm.IdentifierValueBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.IdentifierValueBuilder", "pattern": "^org\\.isda\\.cdm\\.IdentifierValueBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "identifier": { "type": "string" }, "identifierScheme": { "type": "string" } }, "required": ["$class", "id", "identifier", "identifierScheme"] }, "org.isda.cdm.IdentifierValue": { "title": "IdentifierValue", "description": "An instance of org.isda.cdm.IdentifierValue", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.IdentifierValue", "pattern": "^org\\.isda\\.cdm\\.IdentifierValue$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "identifier": { "type": "string" }, "identifierScheme": { "type": "string" } }, "required": ["$class", "id", "identifier", "identifierScheme"] }, "org.isda.cdm.Loan": { "title": "Loan", "description": "An instance of org.isda.cdm.Loan", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Loan", "pattern": "^org\\.isda\\.cdm\\.Loan$", "description": "The class identifier for this type" }, "facilityTypeScheme": { "type": "string" }, "lienScheme": { "type": "string" }, "trancheScheme": { "type": "string" }, "tranche": { "type": "string" }, "maturity": { "format": "date-time", "type": "string" }, "borrower": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.LegalEntity" } }, "borrowerReference": { "type": "array", "items": { "type": "string" } }, "lien": { "type": "string" }, "facilityType": { "type": "string" }, "creditAgreementDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" }, "instrumentIdentifierScheme": { "type": "string" }, "description": { "type": "string" }, "instrumentIdentifier": { "type": "array", "items": { "type": "string" } } }, "required": [ "$class", "facilityTypeScheme", "lienScheme", "trancheScheme", "tranche", "maturity", "borrower", "borrowerReference", "lien", "facilityType", "creditAgreementDate", "id", "instrumentIdentifierScheme", "description", "instrumentIdentifier" ] }, "org.isda.cdm.LoanBuilder": { "title": "LoanBuilder", "description": "An instance of org.isda.cdm.LoanBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.LoanBuilder", "pattern": "^org\\.isda\\.cdm\\.LoanBuilder$", "description": "The class identifier for this type" }, "facilityTypeScheme": { "type": "string" }, "lienScheme": { "type": "string" }, "trancheScheme": { "type": "string" }, "tranche": { "type": "string" }, "maturity": { "format": "date-time", "type": "string" }, "borrowerReference": { "type": "array", "items": { "type": "string" } }, "lien": { "type": "string" }, "facilityType": { "type": "string" }, "creditAgreementDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" }, "instrumentIdentifierScheme": { "type": "string" }, "description": { "type": "string" }, "instrumentIdentifier": { "type": "array", "items": { "type": "string" } } }, "required": [ "$class", "facilityTypeScheme", "lienScheme", "trancheScheme", "tranche", "maturity", "borrowerReference", "lien", "facilityType", "creditAgreementDate", "id", "instrumentIdentifierScheme", "description", "instrumentIdentifier" ] }, "org.isda.cdm.EventEffect": { "title": "EventEffect", "description": "An instance of org.isda.cdm.EventEffect", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.EventEffect", "pattern": "^org\\.isda\\.cdm\\.EventEffect$", "description": "The class identifier for this type" }, "listedProduct": { "type": "array", "items": { "type": "string" } }, "payment": { "type": "array", "items": { "type": "string" } }, "contractReference": { "type": "array", "items": { "type": "string" } }, "effectedContract": { "type": "array", "items": { "type": "string" } }, "effectedContractReference": { "type": "array", "items": { "type": "string" } }, "effectedEvent": { "type": "string" }, "transfer": { "type": "array", "items": { "type": "string" } }, "contract": { "type": "array", "items": { "type": "string" } } }, "required": ["$class", "listedProduct", "payment", "contractReference", "effectedContract", "effectedContractReference", "effectedEvent", "transfer", "contract"] }, "org.isda.cdm.EventEffectBuilder": { "title": "EventEffectBuilder", "description": "An instance of org.isda.cdm.EventEffectBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.EventEffectBuilder", "pattern": "^org\\.isda\\.cdm\\.EventEffectBuilder$", "description": "The class identifier for this type" }, "listedProduct": { "type": "array", "items": { "type": "string" } }, "payment": { "type": "array", "items": { "type": "string" } }, "contractReference": { "type": "array", "items": { "type": "string" } }, "effectedContract": { "type": "array", "items": { "type": "string" } }, "effectedContractReference": { "type": "array", "items": { "type": "string" } }, "effectedEvent": { "type": "string" }, "transfer": { "type": "array", "items": { "type": "string" } }, "contract": { "type": "array", "items": { "type": "string" } } }, "required": ["$class", "listedProduct", "payment", "contractReference", "effectedContract", "effectedContractReference", "effectedEvent", "transfer", "contract"] }, "org.isda.cdm.BusinessCentersBuilder": { "title": "BusinessCentersBuilder", "description": "An instance of org.isda.cdm.BusinessCentersBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BusinessCentersBuilder", "pattern": "^org\\.isda\\.cdm\\.BusinessCentersBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "businessCenterScheme": { "type": "string" }, "businessCenter": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterEnum" } }, "businessCentersReference": { "type": "string" } }, "required": ["$class", "id", "businessCenterScheme", "businessCenter", "businessCentersReference"] }, "org.isda.cdm.BusinessCenters": { "title": "BusinessCenters", "description": "An instance of org.isda.cdm.BusinessCenters", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BusinessCenters", "pattern": "^org\\.isda\\.cdm\\.BusinessCenters$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "businessCenterScheme": { "type": "string" }, "businessCenter": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterEnum" } }, "businessCentersReference": { "type": "string" } }, "required": ["$class", "id", "businessCenterScheme", "businessCenter", "businessCentersReference"] }, "org.isda.cdm.BondOptionStrikeBuilder": { "title": "BondOptionStrikeBuilder", "description": "An instance of org.isda.cdm.BondOptionStrikeBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BondOptionStrikeBuilder", "pattern": "^org\\.isda\\.cdm\\.BondOptionStrikeBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.BondOptionStrike": { "title": "BondOptionStrike", "description": "An instance of org.isda.cdm.BondOptionStrike", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BondOptionStrike", "pattern": "^org\\.isda\\.cdm\\.BondOptionStrike$", "description": "The class identifier for this type" }, "referenceSwapCurve": { "$ref": "#/definitions/org.isda.cdm.ReferenceSwapCurve" }, "price": { "$ref": "#/definitions/org.isda.cdm.OptionStrike" } }, "required": ["$class", "referenceSwapCurve", "price"] }, "org.isda.cdm.MandatoryEarlyTerminationBuilder": { "title": "MandatoryEarlyTerminationBuilder", "description": "An instance of org.isda.cdm.MandatoryEarlyTerminationBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.MandatoryEarlyTerminationBuilder", "pattern": "^org\\.isda\\.cdm\\.MandatoryEarlyTerminationBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class", "id"] }, "org.isda.cdm.MandatoryEarlyTermination": { "title": "MandatoryEarlyTermination", "description": "An instance of org.isda.cdm.MandatoryEarlyTermination", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.MandatoryEarlyTermination", "pattern": "^org\\.isda\\.cdm\\.MandatoryEarlyTermination$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "cashSettlement": { "$ref": "#/definitions/org.isda.cdm.OptionCashSettlement" }, "calculationAgent": { "$ref": "#/definitions/org.isda.cdm.CalculationAgent" }, "mandatoryEarlyTerminationDate": { "$ref": "#/definitions/org.isda.cdm.AdjustableDate" }, "mandatoryEarlyTerminationAdjustedDates": { "$ref": "#/definitions/org.isda.cdm.MandatoryEarlyTerminationAdjustedDates" } }, "required": ["$class", "id", "cashSettlement", "calculationAgent", "mandatoryEarlyTerminationDate", "mandatoryEarlyTerminationAdjustedDates"] }, "org.isda.cdm.OptionStyleBuilder": { "title": "OptionStyleBuilder", "description": "An instance of org.isda.cdm.OptionStyleBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OptionStyleBuilder", "pattern": "^org\\.isda\\.cdm\\.OptionStyleBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.OptionStyle": { "title": "OptionStyle", "description": "An instance of org.isda.cdm.OptionStyle", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OptionStyle", "pattern": "^org\\.isda\\.cdm\\.OptionStyle$", "description": "The class identifier for this type" }, "americanExercise": { "$ref": "#/definitions/org.isda.cdm.AmericanExercise" }, "bermudaExercise": { "$ref": "#/definitions/org.isda.cdm.BermudaExercise" }, "europeanExercise": { "$ref": "#/definitions/org.isda.cdm.EuropeanExercise" } }, "required": ["$class", "americanExercise", "bermudaExercise", "europeanExercise"] }, "org.isda.cdm.ProductIdentifierBuilder": { "title": "ProductIdentifierBuilder", "description": "An instance of org.isda.cdm.ProductIdentifierBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ProductIdentifierBuilder", "pattern": "^org\\.isda\\.cdm\\.ProductIdentifierBuilder$", "description": "The class identifier for this type" }, "productId": { "type": "string" }, "productIdSource": { "$ref": "#/definitions/org.isda.cdm.ProductIdSourceEnum" }, "productIdScheme": { "type": "string" } }, "required": ["$class", "productId", "productIdSource", "productIdScheme"] }, "org.isda.cdm.ProductIdentifier": { "title": "ProductIdentifier", "description": "An instance of org.isda.cdm.ProductIdentifier", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ProductIdentifier", "pattern": "^org\\.isda\\.cdm\\.ProductIdentifier$", "description": "The class identifier for this type" }, "productId": { "type": "string" }, "productIdSource": { "$ref": "#/definitions/org.isda.cdm.ProductIdSourceEnum" }, "productIdScheme": { "type": "string" } }, "required": ["$class", "productId", "productIdSource", "productIdScheme"] }, "org.isda.cdm.SpecifiedCurrencyBuilder": { "title": "SpecifiedCurrencyBuilder", "description": "An instance of org.isda.cdm.SpecifiedCurrencyBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.SpecifiedCurrencyBuilder", "pattern": "^org\\.isda\\.cdm\\.SpecifiedCurrencyBuilder$", "description": "The class identifier for this type" }, "currency": { "type": "string" }, "applicable": { "type": "boolean" }, "currencyScheme": { "type": "string" } }, "required": ["$class", "currency", "applicable", "currencyScheme"] }, "org.isda.cdm.SpecifiedCurrency": { "title": "SpecifiedCurrency", "description": "An instance of org.isda.cdm.SpecifiedCurrency", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.SpecifiedCurrency", "pattern": "^org\\.isda\\.cdm\\.SpecifiedCurrency$", "description": "The class identifier for this type" }, "currency": { "type": "string" }, "applicable": { "type": "boolean" }, "currencyScheme": { "type": "string" } }, "required": ["$class", "currency", "applicable", "currencyScheme"] }, "org.isda.cdm.CalculationPeriodDates": { "title": "CalculationPeriodDates", "description": "An instance of org.isda.cdm.CalculationPeriodDates", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CalculationPeriodDates", "pattern": "^org\\.isda\\.cdm\\.CalculationPeriodDates$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "calculationPeriodFrequency": { "$ref": "#/definitions/org.isda.cdm.CalculationPeriodFrequency" }, "effectiveDate": { "$ref": "#/definitions/org.isda.cdm.DateInstances" }, "terminationDate": { "$ref": "#/definitions/org.isda.cdm.AdjustableDate" }, "firstCompoundingPeriodEndDate": { "format": "date-time", "type": "string" }, "stubPeriodType": { "$ref": "#/definitions/org.isda.cdm.StubPeriodTypeEnum" }, "relativeEffectiveDate": { "$ref": "#/definitions/org.isda.cdm.AdjustedRelativeDateOffset" }, "relativeTerminationDate": { "$ref": "#/definitions/org.isda.cdm.RelativeDateOffset" }, "firstPeriodStartDate": { "$ref": "#/definitions/org.isda.cdm.AdjustableDate" }, "firstRegularPeriodStartDate": { "format": "date-time", "type": "string" }, "calculationPeriodDatesAdjustments": { "$ref": "#/definitions/org.isda.cdm.BusinessDayAdjustments" }, "lastRegularPeriodEndDate": { "format": "date-time", "type": "string" } }, "required": [ "$class", "id", "calculationPeriodFrequency", "effectiveDate", "terminationDate", "firstCompoundingPeriodEndDate", "stubPeriodType", "relativeEffectiveDate", "relativeTerminationDate", "firstPeriodStartDate", "firstRegularPeriodStartDate", "calculationPeriodDatesAdjustments", "lastRegularPeriodEndDate" ] }, "org.isda.cdm.CalculationPeriodDatesBuilder": { "title": "CalculationPeriodDatesBuilder", "description": "An instance of org.isda.cdm.CalculationPeriodDatesBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CalculationPeriodDatesBuilder", "pattern": "^org\\.isda\\.cdm\\.CalculationPeriodDatesBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "firstCompoundingPeriodEndDate": { "format": "date-time", "type": "string" }, "stubPeriodType": { "$ref": "#/definitions/org.isda.cdm.StubPeriodTypeEnum" }, "firstRegularPeriodStartDate": { "format": "date-time", "type": "string" }, "lastRegularPeriodEndDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "id", "firstCompoundingPeriodEndDate", "stubPeriodType", "firstRegularPeriodStartDate", "lastRegularPeriodEndDate"] }, "org.isda.cdm.StubCalculationPeriodAmount": { "title": "StubCalculationPeriodAmount", "description": "An instance of org.isda.cdm.StubCalculationPeriodAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.StubCalculationPeriodAmount", "pattern": "^org\\.isda\\.cdm\\.StubCalculationPeriodAmount$", "description": "The class identifier for this type" }, "calculationPeriodDatesReference": { "type": "string" }, "initialStub": { "$ref": "#/definitions/org.isda.cdm.StubValue" }, "finalStub": { "$ref": "#/definitions/org.isda.cdm.StubValue" } }, "required": ["$class", "calculationPeriodDatesReference", "initialStub", "finalStub"] }, "org.isda.cdm.StubCalculationPeriodAmountBuilder": { "title": "StubCalculationPeriodAmountBuilder", "description": "An instance of org.isda.cdm.StubCalculationPeriodAmountBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.StubCalculationPeriodAmountBuilder", "pattern": "^org\\.isda\\.cdm\\.StubCalculationPeriodAmountBuilder$", "description": "The class identifier for this type" }, "calculationPeriodDatesReference": { "type": "string" } }, "required": ["$class", "calculationPeriodDatesReference"] }, "org.isda.cdm.SettledEntityMatrixSourceEnum": { "title": "SettledEntityMatrixSourceEnum", "description": "An instance of org.isda.cdm.SettledEntityMatrixSourceEnum", "enum": ["CONFIRMATION_ANNEX", "NOT_APPLICABLE", "PUBLISHER"] }, "org.isda.cdm.SwapCurveValuation": { "title": "SwapCurveValuation", "description": "An instance of org.isda.cdm.SwapCurveValuation", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.SwapCurveValuation", "pattern": "^org\\.isda\\.cdm\\.SwapCurveValuation$", "description": "The class identifier for this type" }, "floatingRateIndex": { "$ref": "#/definitions/org.isda.cdm.FloatingRateIndexEnum" }, "indexTenor": { "$ref": "#/definitions/org.isda.cdm.Period" }, "spread": { "type": "number" }, "side": { "$ref": "#/definitions/org.isda.cdm.QuotationSideEnum" } }, "required": ["$class", "floatingRateIndex", "indexTenor", "spread", "side"] }, "org.isda.cdm.SwapCurveValuationBuilder": { "title": "SwapCurveValuationBuilder", "description": "An instance of org.isda.cdm.SwapCurveValuationBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.SwapCurveValuationBuilder", "pattern": "^org\\.isda\\.cdm\\.SwapCurveValuationBuilder$", "description": "The class identifier for this type" }, "floatingRateIndex": { "$ref": "#/definitions/org.isda.cdm.FloatingRateIndexEnum" }, "spread": { "type": "number" }, "side": { "$ref": "#/definitions/org.isda.cdm.QuotationSideEnum" } }, "required": ["$class", "floatingRateIndex", "spread", "side"] }, "org.isda.cdm.PartyAndAccountReferenceBuilder": { "title": "PartyAndAccountReferenceBuilder", "description": "An instance of org.isda.cdm.PartyAndAccountReferenceBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PartyAndAccountReferenceBuilder", "pattern": "^org\\.isda\\.cdm\\.PartyAndAccountReferenceBuilder$", "description": "The class identifier for this type" }, "accountReference": { "type": "string" }, "partyReference": { "type": "string" } }, "required": ["$class", "accountReference", "partyReference"] }, "org.isda.cdm.PartyAndAccountReference": { "title": "PartyAndAccountReference", "description": "An instance of org.isda.cdm.PartyAndAccountReference", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PartyAndAccountReference", "pattern": "^org\\.isda\\.cdm\\.PartyAndAccountReference$", "description": "The class identifier for this type" }, "accountReference": { "type": "string" }, "partyReference": { "type": "string" } }, "required": ["$class", "accountReference", "partyReference"] }, "org.isda.cdm.ConstituentWeightBuilder": { "title": "ConstituentWeightBuilder", "description": "An instance of org.isda.cdm.ConstituentWeightBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ConstituentWeightBuilder", "pattern": "^org\\.isda\\.cdm\\.ConstituentWeightBuilder$", "description": "The class identifier for this type" }, "openUnits": { "type": "number" }, "basketPercentage": { "type": "number" } }, "required": ["$class", "openUnits", "basketPercentage"] }, "org.isda.cdm.ConstituentWeight": { "title": "ConstituentWeight", "description": "An instance of org.isda.cdm.ConstituentWeight", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ConstituentWeight", "pattern": "^org\\.isda\\.cdm\\.ConstituentWeight$", "description": "The class identifier for this type" }, "openUnits": { "type": "number" }, "basketPercentage": { "type": "number" } }, "required": ["$class", "openUnits", "basketPercentage"] }, "org.isda.cdm.InterestRatePayoutBuilder": { "title": "InterestRatePayoutBuilder", "description": "An instance of org.isda.cdm.InterestRatePayoutBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.InterestRatePayoutBuilder", "pattern": "^org\\.isda\\.cdm\\.InterestRatePayoutBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "dayCountFractionScheme": { "type": "string" }, "dayCountFraction": { "$ref": "#/definitions/org.isda.cdm.DayCountFractionEnum" }, "compoundingMethod": { "$ref": "#/definitions/org.isda.cdm.CompoundingMethodEnum" } }, "required": ["$class", "id", "dayCountFractionScheme", "dayCountFraction", "compoundingMethod"] }, "org.isda.cdm.InterestRatePayout": { "title": "InterestRatePayout", "description": "An instance of org.isda.cdm.InterestRatePayout", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.InterestRatePayout", "pattern": "^org\\.isda\\.cdm\\.InterestRatePayout$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "rosettaKeyValue": { "type": "string" }, "dayCountFractionScheme": { "type": "string" }, "crossCurrencyTerms": { "$ref": "#/definitions/org.isda.cdm.CrossCurrencyTerms" }, "discounting": { "$ref": "#/definitions/org.isda.cdm.Discounting" }, "cashflowRepresentation": { "$ref": "#/definitions/org.isda.cdm.CashflowRepresentation" }, "bondReference": { "$ref": "#/definitions/org.isda.cdm.BondReference" }, "dayCountFraction": { "$ref": "#/definitions/org.isda.cdm.DayCountFractionEnum" }, "compoundingMethod": { "$ref": "#/definitions/org.isda.cdm.CompoundingMethodEnum" }, "resetDates": { "$ref": "#/definitions/org.isda.cdm.ResetDates" }, "payerReceiver": { "$ref": "#/definitions/org.isda.cdm.PayerReceiver" }, "calculationPeriodDates": { "$ref": "#/definitions/org.isda.cdm.CalculationPeriodDates" }, "quantity": { "$ref": "#/definitions/org.isda.cdm.ContractualQuantity" }, "interestRate": { "$ref": "#/definitions/org.isda.cdm.InterestRate" }, "stubPeriod": { "$ref": "#/definitions/org.isda.cdm.StubPeriod" }, "paymentDates": { "$ref": "#/definitions/org.isda.cdm.PaymentDates" } }, "required": [ "$class", "id", "rosettaKeyValue", "dayCountFractionScheme", "crossCurrencyTerms", "discounting", "cashflowRepresentation", "bondReference", "dayCountFraction", "compoundingMethod", "resetDates", "payerReceiver", "calculationPeriodDates", "quantity", "interestRate", "stubPeriod", "paymentDates" ] }, "org.isda.cdm.AdjustableOrAdjustedOrRelativeDateBuilder": { "title": "AdjustableOrAdjustedOrRelativeDateBuilder", "description": "An instance of org.isda.cdm.AdjustableOrAdjustedOrRelativeDateBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AdjustableOrAdjustedOrRelativeDateBuilder", "pattern": "^org\\.isda\\.cdm\\.AdjustableOrAdjustedOrRelativeDateBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "unadjustedDate": { "format": "date-time", "type": "string" }, "adjustedDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "id", "unadjustedDate", "adjustedDate"] }, "org.isda.cdm.AdjustableOrAdjustedOrRelativeDate": { "title": "AdjustableOrAdjustedOrRelativeDate", "description": "An instance of org.isda.cdm.AdjustableOrAdjustedOrRelativeDate", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AdjustableOrAdjustedOrRelativeDate", "pattern": "^org\\.isda\\.cdm\\.AdjustableOrAdjustedOrRelativeDate$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "unadjustedDate": { "format": "date-time", "type": "string" }, "relativeDate": { "$ref": "#/definitions/org.isda.cdm.RelativeDateOffset" }, "adjustedDate": { "format": "date-time", "type": "string" }, "dateAdjustments": { "$ref": "#/definitions/org.isda.cdm.BusinessDayAdjustments" } }, "required": ["$class", "id", "unadjustedDate", "relativeDate", "adjustedDate", "dateAdjustments"] }, "org.isda.cdm.Obligations": { "title": "Obligations", "description": "An instance of org.isda.cdm.Obligations", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Obligations", "pattern": "^org\\.isda\\.cdm\\.Obligations$", "description": "The class identifier for this type" }, "category": { "$ref": "#/definitions/org.isda.cdm.ObligationCategoryEnum" }, "excluded": { "type": "string" }, "fullFaithAndCreditObLiability": { "type": "boolean" }, "generalFundObligationLiability": { "type": "boolean" }, "listed": { "type": "boolean" }, "notContingent": { "type": "boolean" }, "notDomesticCurrency": { "$ref": "#/definitions/org.isda.cdm.NotDomesticCurrency" }, "notDomesticIssuance": { "type": "boolean" }, "notDomesticLaw": { "type": "boolean" }, "notSovereignLender": { "type": "boolean" }, "notSubordinated": { "type": "boolean" }, "othReferenceEntityObligations": { "type": "string" }, "revenueObligationLiability": { "type": "boolean" }, "specifiedCurrency": { "$ref": "#/definitions/org.isda.cdm.SpecifiedCurrency" }, "designatedPriority": { "type": "string" }, "cashSettlementOnly": { "type": "boolean" }, "deliveryOfCommitments": { "type": "boolean" }, "continuity": { "type": "boolean" }, "designatedPriorityScheme": { "type": "string" } }, "required": [ "$class", "category", "excluded", "fullFaithAndCreditObLiability", "generalFundObligationLiability", "listed", "notContingent", "notDomesticCurrency", "notDomesticIssuance", "notDomesticLaw", "notSovereignLender", "notSubordinated", "othReferenceEntityObligations", "revenueObligationLiability", "specifiedCurrency", "designatedPriority", "cashSettlementOnly", "deliveryOfCommitments", "continuity", "designatedPriorityScheme" ] }, "org.isda.cdm.ObligationsBuilder": { "title": "ObligationsBuilder", "description": "An instance of org.isda.cdm.ObligationsBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ObligationsBuilder", "pattern": "^org\\.isda\\.cdm\\.ObligationsBuilder$", "description": "The class identifier for this type" }, "category": { "$ref": "#/definitions/org.isda.cdm.ObligationCategoryEnum" }, "excluded": { "type": "string" }, "fullFaithAndCreditObLiability": { "type": "boolean" }, "generalFundObligationLiability": { "type": "boolean" }, "listed": { "type": "boolean" }, "notContingent": { "type": "boolean" }, "notDomesticIssuance": { "type": "boolean" }, "notDomesticLaw": { "type": "boolean" }, "notSovereignLender": { "type": "boolean" }, "notSubordinated": { "type": "boolean" }, "othReferenceEntityObligations": { "type": "string" }, "revenueObligationLiability": { "type": "boolean" }, "designatedPriority": { "type": "string" }, "cashSettlementOnly": { "type": "boolean" }, "deliveryOfCommitments": { "type": "boolean" }, "continuity": { "type": "boolean" }, "designatedPriorityScheme": { "type": "string" } }, "required": [ "$class", "category", "excluded", "fullFaithAndCreditObLiability", "generalFundObligationLiability", "listed", "notContingent", "notDomesticIssuance", "notDomesticLaw", "notSovereignLender", "notSubordinated", "othReferenceEntityObligations", "revenueObligationLiability", "designatedPriority", "cashSettlementOnly", "deliveryOfCommitments", "continuity", "designatedPriorityScheme" ] }, "org.isda.cdm.ContractualTermsSupplement": { "title": "ContractualTermsSupplement", "description": "An instance of org.isda.cdm.ContractualTermsSupplement", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ContractualTermsSupplement", "pattern": "^org\\.isda\\.cdm\\.ContractualTermsSupplement$", "description": "The class identifier for this type" }, "type": { "$ref": "#/definitions/org.isda.cdm.ContractualSupplementEnum" }, "publicationDate": { "format": "date-time", "type": "string" }, "typeScheme": { "type": "string" } }, "required": ["$class", "type", "publicationDate", "typeScheme"] }, "org.isda.cdm.ContractualTermsSupplementBuilder": { "title": "ContractualTermsSupplementBuilder", "description": "An instance of org.isda.cdm.ContractualTermsSupplementBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ContractualTermsSupplementBuilder", "pattern": "^org\\.isda\\.cdm\\.ContractualTermsSupplementBuilder$", "description": "The class identifier for this type" }, "type": { "$ref": "#/definitions/org.isda.cdm.ContractualSupplementEnum" }, "publicationDate": { "format": "date-time", "type": "string" }, "typeScheme": { "type": "string" } }, "required": ["$class", "type", "publicationDate", "typeScheme"] }, "org.isda.cdm.Lineage": { "title": "Lineage", "description": "An instance of org.isda.cdm.Lineage", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Lineage", "pattern": "^org\\.isda\\.cdm\\.Lineage$", "description": "The class identifier for this type" }, "contractReference": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Identifier" } }, "eventReference": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Identifier" } }, "contractReferenceScheme": { "type": "string" } }, "required": ["$class", "contractReference", "eventReference", "contractReferenceScheme"] }, "org.isda.cdm.LineageBuilder": { "title": "LineageBuilder", "description": "An instance of org.isda.cdm.LineageBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.LineageBuilder", "pattern": "^org\\.isda\\.cdm\\.LineageBuilder$", "description": "The class identifier for this type" }, "contractReferenceScheme": { "type": "string" } }, "required": ["$class", "contractReferenceScheme"] }, "org.isda.cdm.SettledEntityMatrix": { "title": "SettledEntityMatrix", "description": "An instance of org.isda.cdm.SettledEntityMatrix", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.SettledEntityMatrix", "pattern": "^org\\.isda\\.cdm\\.SettledEntityMatrix$", "description": "The class identifier for this type" }, "publicationDate": { "format": "date-time", "type": "string" }, "matrixSourceScheme": { "type": "string" }, "matrixSource": { "$ref": "#/definitions/org.isda.cdm.SettledEntityMatrixSourceEnum" } }, "required": ["$class", "publicationDate", "matrixSourceScheme", "matrixSource"] }, "org.isda.cdm.SettledEntityMatrixBuilder": { "title": "SettledEntityMatrixBuilder", "description": "An instance of org.isda.cdm.SettledEntityMatrixBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.SettledEntityMatrixBuilder", "pattern": "^org\\.isda\\.cdm\\.SettledEntityMatrixBuilder$", "description": "The class identifier for this type" }, "publicationDate": { "format": "date-time", "type": "string" }, "matrixSourceScheme": { "type": "string" }, "matrixSource": { "$ref": "#/definitions/org.isda.cdm.SettledEntityMatrixSourceEnum" } }, "required": ["$class", "publicationDate", "matrixSourceScheme", "matrixSource"] }, "org.isda.cdm.ReferenceInformationBuilder": { "title": "ReferenceInformationBuilder", "description": "An instance of org.isda.cdm.ReferenceInformationBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ReferenceInformationBuilder", "pattern": "^org\\.isda\\.cdm\\.ReferenceInformationBuilder$", "description": "The class identifier for this type" }, "referencePrice": { "type": "number" }, "allGuarantees": { "type": "boolean" }, "noReferenceObligation": { "type": "boolean" }, "unknownReferenceObligation": { "type": "boolean" }, "referencePolicy": { "type": "boolean" }, "securedList": { "type": "boolean" } }, "required": ["$class", "referencePrice", "allGuarantees", "noReferenceObligation", "unknownReferenceObligation", "referencePolicy", "securedList"] }, "org.isda.cdm.ReferenceInformation": { "title": "ReferenceInformation", "description": "An instance of org.isda.cdm.ReferenceInformation", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ReferenceInformation", "pattern": "^org\\.isda\\.cdm\\.ReferenceInformation$", "description": "The class identifier for this type" }, "referencePrice": { "type": "number" }, "allGuarantees": { "type": "boolean" }, "referenceObligation": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ReferenceObligation" } }, "referenceEntity": { "$ref": "#/definitions/org.isda.cdm.LegalEntity" }, "noReferenceObligation": { "type": "boolean" }, "unknownReferenceObligation": { "type": "boolean" }, "referencePolicy": { "type": "boolean" }, "securedList": { "type": "boolean" } }, "required": ["$class", "referencePrice", "allGuarantees", "referenceObligation", "referenceEntity", "noReferenceObligation", "unknownReferenceObligation", "referencePolicy", "securedList"] }, "org.isda.cdm.NonNegativeAmountScheduleBuilder": { "title": "NonNegativeAmountScheduleBuilder", "description": "An instance of org.isda.cdm.NonNegativeAmountScheduleBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.NonNegativeAmountScheduleBuilder", "pattern": "^org\\.isda\\.cdm\\.NonNegativeAmountScheduleBuilder$", "description": "The class identifier for this type" }, "currency": { "type": "string" }, "currencyScheme": { "type": "string" }, "id": { "type": "string" }, "initialValue": { "type": "number" } }, "required": ["$class", "currency", "currencyScheme", "id", "initialValue"] }, "org.isda.cdm.NonNegativeAmountSchedule": { "title": "NonNegativeAmountSchedule", "description": "An instance of org.isda.cdm.NonNegativeAmountSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.NonNegativeAmountSchedule", "pattern": "^org\\.isda\\.cdm\\.NonNegativeAmountSchedule$", "description": "The class identifier for this type" }, "currency": { "type": "string" }, "currencyScheme": { "type": "string" }, "id": { "type": "string" }, "initialValue": { "type": "number" }, "step": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.NonNegativeStep" } } }, "required": ["$class", "currency", "currencyScheme", "id", "initialValue", "step"] }, "org.isda.cdm.CashflowTypeEnum": { "title": "CashflowTypeEnum", "description": "An instance of org.isda.cdm.CashflowTypeEnum", "enum": ["BROKERAGE_COMMISSION", "FEE", "INTEREST", "NET_INTEREST", "NOVATION_FEE", "PREMIUM", "TERMINATION_FEE"] }, "org.isda.cdm.PayerReceiver": { "title": "PayerReceiver", "description": "An instance of org.isda.cdm.PayerReceiver", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PayerReceiver", "pattern": "^org\\.isda\\.cdm\\.PayerReceiver$", "description": "The class identifier for this type" }, "payerPartyReference": { "type": "string" }, "receiverPartyReference": { "type": "string" }, "payerAccountReference": { "type": "string" }, "receiverAccountReference": { "type": "string" } }, "required": ["$class", "payerPartyReference", "receiverPartyReference", "payerAccountReference", "receiverAccountReference"] }, "org.isda.cdm.PayerReceiverBuilder": { "title": "PayerReceiverBuilder", "description": "An instance of org.isda.cdm.PayerReceiverBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PayerReceiverBuilder", "pattern": "^org\\.isda\\.cdm\\.PayerReceiverBuilder$", "description": "The class identifier for this type" }, "payerPartyReference": { "type": "string" }, "receiverPartyReference": { "type": "string" }, "payerAccountReference": { "type": "string" }, "receiverAccountReference": { "type": "string" } }, "required": ["$class", "payerPartyReference", "receiverPartyReference", "payerAccountReference", "receiverAccountReference"] }, "org.isda.cdm.BusinessCenterEnum": { "title": "BusinessCenterEnum", "description": "An instance of org.isda.cdm.BusinessCenterEnum", "enum": ["AEAD", "AEDU", "AMYE", "BEBR", "BRBD", "CATO", "CHZU", "CNBE", "DEFR", "EUTA", "GBLO", "INMU", "JPTO", "KRSE", "USNY"] }, "org.isda.cdm.BasketReferenceInformation": { "title": "BasketReferenceInformation", "description": "An instance of org.isda.cdm.BasketReferenceInformation", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BasketReferenceInformation", "pattern": "^org\\.isda\\.cdm\\.BasketReferenceInformation$", "description": "The class identifier for this type" }, "tranche": { "$ref": "#/definitions/org.isda.cdm.Tranche" }, "basketName": { "$ref": "#/definitions/org.isda.cdm.BasketName" }, "basketId": { "type": "array", "items": { "type": "string" } }, "referencePool": { "$ref": "#/definitions/org.isda.cdm.ReferencePool" }, "nthToDefault": { "type": "integer" }, "mthToDefault": { "type": "integer" }, "basketIdScheme": { "type": "string" } }, "required": ["$class", "tranche", "basketName", "basketId", "referencePool", "nthToDefault", "mthToDefault", "basketIdScheme"] }, "org.isda.cdm.BasketReferenceInformationBuilder": { "title": "BasketReferenceInformationBuilder", "description": "An instance of org.isda.cdm.BasketReferenceInformationBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BasketReferenceInformationBuilder", "pattern": "^org\\.isda\\.cdm\\.BasketReferenceInformationBuilder$", "description": "The class identifier for this type" }, "basketId": { "type": "array", "items": { "type": "string" } }, "nthToDefault": { "type": "integer" }, "mthToDefault": { "type": "integer" }, "basketIdScheme": { "type": "string" } }, "required": ["$class", "basketId", "nthToDefault", "mthToDefault", "basketIdScheme"] }, "org.isda.cdm.FeaturePayment": { "title": "FeaturePayment", "description": "An instance of org.isda.cdm.FeaturePayment", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FeaturePayment", "pattern": "^org\\.isda\\.cdm\\.FeaturePayment$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "currency": { "type": "string" }, "featurePaymentDate": { "$ref": "#/definitions/org.isda.cdm.AdjustableOrAdjustedDate" }, "currencyScheme": { "type": "string" }, "levelPercentage": { "type": "number" }, "payerReceiver": { "$ref": "#/definitions/org.isda.cdm.PayerReceiver" }, "amount": { "type": "number" }, "time": { "$ref": "#/definitions/org.isda.cdm.TimeTypeEnum" } }, "required": ["$class", "id", "currency", "featurePaymentDate", "currencyScheme", "levelPercentage", "payerReceiver", "amount", "time"] }, "org.isda.cdm.FeaturePaymentBuilder": { "title": "FeaturePaymentBuilder", "description": "An instance of org.isda.cdm.FeaturePaymentBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FeaturePaymentBuilder", "pattern": "^org\\.isda\\.cdm\\.FeaturePaymentBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "currency": { "type": "string" }, "currencyScheme": { "type": "string" }, "levelPercentage": { "type": "number" }, "amount": { "type": "number" }, "time": { "$ref": "#/definitions/org.isda.cdm.TimeTypeEnum" } }, "required": ["$class", "id", "currency", "currencyScheme", "levelPercentage", "amount", "time"] }, "org.isda.cdm.ReferencePool": { "title": "ReferencePool", "description": "An instance of org.isda.cdm.ReferencePool", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ReferencePool", "pattern": "^org\\.isda\\.cdm\\.ReferencePool$", "description": "The class identifier for this type" }, "referencePoolItem": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ReferencePoolItem" } } }, "required": ["$class", "referencePoolItem"] }, "org.isda.cdm.ReferencePoolBuilder": { "title": "ReferencePoolBuilder", "description": "An instance of org.isda.cdm.ReferencePoolBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ReferencePoolBuilder", "pattern": "^org\\.isda\\.cdm\\.ReferencePoolBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.PhysicalSettlementPeriod": { "title": "PhysicalSettlementPeriod", "description": "An instance of org.isda.cdm.PhysicalSettlementPeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PhysicalSettlementPeriod", "pattern": "^org\\.isda\\.cdm\\.PhysicalSettlementPeriod$", "description": "The class identifier for this type" }, "businessDays": { "type": "integer" }, "maximumBusinessDays": { "type": "integer" }, "businessDaysNotSpecified": { "type": "boolean" } }, "required": ["$class", "businessDays", "maximumBusinessDays", "businessDaysNotSpecified"] }, "org.isda.cdm.PhysicalSettlementPeriodBuilder": { "title": "PhysicalSettlementPeriodBuilder", "description": "An instance of org.isda.cdm.PhysicalSettlementPeriodBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PhysicalSettlementPeriodBuilder", "pattern": "^org\\.isda\\.cdm\\.PhysicalSettlementPeriodBuilder$", "description": "The class identifier for this type" }, "businessDays": { "type": "integer" }, "maximumBusinessDays": { "type": "integer" }, "businessDaysNotSpecified": { "type": "boolean" } }, "required": ["$class", "businessDays", "maximumBusinessDays", "businessDaysNotSpecified"] }, "org.isda.cdm.PackageTypeEnum": { "title": "PackageTypeEnum", "description": "An instance of org.isda.cdm.PackageTypeEnum", "enum": ["BUTTERFLY", "CALENDAR_ROLL", "CALENDAR_SPREAD", "CUSTOM", "INDEX_ROLL", "ONE_CANCELS_OTHERS", "SWAP_SPREAD", "SWITCH"] }, "org.isda.cdm.EconomicTermsBuilder": { "title": "EconomicTermsBuilder", "description": "An instance of org.isda.cdm.EconomicTermsBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.EconomicTermsBuilder", "pattern": "^org\\.isda\\.cdm\\.EconomicTermsBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.EconomicTerms": { "title": "EconomicTerms", "description": "An instance of org.isda.cdm.EconomicTerms", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.EconomicTerms", "pattern": "^org\\.isda\\.cdm\\.EconomicTerms$", "description": "The class identifier for this type" }, "rosettaKeyValue": { "type": "string" }, "payout": { "$ref": "#/definitions/org.isda.cdm.Payout" }, "earlyTerminationProvision": { "$ref": "#/definitions/org.isda.cdm.EarlyTerminationProvision" }, "cancelableProvision": { "$ref": "#/definitions/org.isda.cdm.CancelableProvision" }, "extendibleProvision": { "$ref": "#/definitions/org.isda.cdm.ExtendibleProvision" } }, "required": ["$class", "rosettaKeyValue", "payout", "earlyTerminationProvision", "cancelableProvision", "extendibleProvision"] }, "org.isda.cdm.EquityAsset": { "title": "EquityAsset", "description": "An instance of org.isda.cdm.EquityAsset", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.EquityAsset", "pattern": "^org\\.isda\\.cdm\\.EquityAsset$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "currency": { "type": "string" }, "clearanceSystemScheme": { "type": "string" }, "productIdentifierScheme": { "type": "string" }, "productIdentifier": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ProductIdentifier" } }, "productTaxonomy": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ProductTaxonomy" } }, "description": { "type": "string" }, "clearanceSystem": { "type": "string" }, "currencyScheme": { "type": "string" } }, "required": ["$class", "id", "currency", "clearanceSystemScheme", "productIdentifierScheme", "productIdentifier", "productTaxonomy", "description", "clearanceSystem", "currencyScheme"] }, "org.isda.cdm.EquityAssetBuilder": { "title": "EquityAssetBuilder", "description": "An instance of org.isda.cdm.EquityAssetBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.EquityAssetBuilder", "pattern": "^org\\.isda\\.cdm\\.EquityAssetBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "currency": { "type": "string" }, "clearanceSystemScheme": { "type": "string" }, "productIdentifierScheme": { "type": "string" }, "description": { "type": "string" }, "clearanceSystem": { "type": "string" }, "currencyScheme": { "type": "string" } }, "required": ["$class", "id", "currency", "clearanceSystemScheme", "productIdentifierScheme", "description", "clearanceSystem", "currencyScheme"] }, "org.isda.cdm.AdjustableOrRelativeDates": { "title": "AdjustableOrRelativeDates", "description": "An instance of org.isda.cdm.AdjustableOrRelativeDates", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AdjustableOrRelativeDates", "pattern": "^org\\.isda\\.cdm\\.AdjustableOrRelativeDates$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "adjustableDates": { "$ref": "#/definitions/org.isda.cdm.AdjustableDates" }, "relativeDates": { "$ref": "#/definitions/org.isda.cdm.RelativeDates" } }, "required": ["$class", "id", "adjustableDates", "relativeDates"] }, "org.isda.cdm.AdjustableOrRelativeDatesBuilder": { "title": "AdjustableOrRelativeDatesBuilder", "description": "An instance of org.isda.cdm.AdjustableOrRelativeDatesBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AdjustableOrRelativeDatesBuilder", "pattern": "^org\\.isda\\.cdm\\.AdjustableOrRelativeDatesBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class", "id"] }, "org.isda.cdm.IndexAnnexSourceEnum": { "title": "IndexAnnexSourceEnum", "description": "An instance of org.isda.cdm.IndexAnnexSourceEnum", "enum": ["MASTER_CONFIRMATION", "PUBLISHER"] }, "org.isda.cdm.Knock": { "title": "Knock", "description": "An instance of org.isda.cdm.Knock", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Knock", "pattern": "^org\\.isda\\.cdm\\.Knock$", "description": "The class identifier for this type" }, "knockOut": { "$ref": "#/definitions/org.isda.cdm.TriggerEvent" }, "knockIn": { "$ref": "#/definitions/org.isda.cdm.TriggerEvent" } }, "required": ["$class", "knockOut", "knockIn"] }, "org.isda.cdm.KnockBuilder": { "title": "KnockBuilder", "description": "An instance of org.isda.cdm.KnockBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.KnockBuilder", "pattern": "^org\\.isda\\.cdm\\.KnockBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.CalculationAgentModelBuilder": { "title": "CalculationAgentModelBuilder", "description": "An instance of org.isda.cdm.CalculationAgentModelBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CalculationAgentModelBuilder", "pattern": "^org\\.isda\\.cdm\\.CalculationAgentModelBuilder$", "description": "The class identifier for this type" }, "calculationAgentBusinessCenter": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterEnum" } }, "required": ["$class", "calculationAgentBusinessCenter"] }, "org.isda.cdm.CalculationAgentModel": { "title": "CalculationAgentModel", "description": "An instance of org.isda.cdm.CalculationAgentModel", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CalculationAgentModel", "pattern": "^org\\.isda\\.cdm\\.CalculationAgentModel$", "description": "The class identifier for this type" }, "calculationAgentBusinessCenter": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterEnum" }, "calculationAgent": { "$ref": "#/definitions/org.isda.cdm.CalculationAgent" } }, "required": ["$class", "calculationAgentBusinessCenter", "calculationAgent"] }, "org.isda.cdm.CalendarSpread": { "title": "CalendarSpread", "description": "An instance of org.isda.cdm.CalendarSpread", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CalendarSpread", "pattern": "^org\\.isda\\.cdm\\.CalendarSpread$", "description": "The class identifier for this type" }, "expirationDateTwo": { "$ref": "#/definitions/org.isda.cdm.AdjustableOrRelativeDate" } }, "required": ["$class", "expirationDateTwo"] }, "org.isda.cdm.CalendarSpreadBuilder": { "title": "CalendarSpreadBuilder", "description": "An instance of org.isda.cdm.CalendarSpreadBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CalendarSpreadBuilder", "pattern": "^org\\.isda\\.cdm\\.CalendarSpreadBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.ProductTaxonomy": { "title": "ProductTaxonomy", "description": "An instance of org.isda.cdm.ProductTaxonomy", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ProductTaxonomy", "pattern": "^org\\.isda\\.cdm\\.ProductTaxonomy$", "description": "The class identifier for this type" }, "taxonomyValue": { "type": "string" }, "taxonomySource": { "$ref": "#/definitions/org.isda.cdm.TaxonomySourceEnum" } }, "required": ["$class", "taxonomyValue", "taxonomySource"] }, "org.isda.cdm.ProductTaxonomyBuilder": { "title": "ProductTaxonomyBuilder", "description": "An instance of org.isda.cdm.ProductTaxonomyBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ProductTaxonomyBuilder", "pattern": "^org\\.isda\\.cdm\\.ProductTaxonomyBuilder$", "description": "The class identifier for this type" }, "taxonomyValue": { "type": "string" }, "taxonomySource": { "$ref": "#/definitions/org.isda.cdm.TaxonomySourceEnum" } }, "required": ["$class", "taxonomyValue", "taxonomySource"] }, "org.isda.cdm.TransferTypeEnum": { "title": "TransferTypeEnum", "description": "An instance of org.isda.cdm.TransferTypeEnum", "enum": ["SECURITY_SETTLEMENT", "SECURITY_TRANSFER", "BROKERAGE_COMMISSION", "FEE", "INTEREST", "NET_INTEREST", "NOVATION_FEE", "PREMIUM", "TERMINATION_FEE"] }, "org.isda.cdm.BrokerConfirmation": { "title": "BrokerConfirmation", "description": "An instance of org.isda.cdm.BrokerConfirmation", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BrokerConfirmation", "pattern": "^org\\.isda\\.cdm\\.BrokerConfirmation$", "description": "The class identifier for this type" }, "brokerConfirmationType": { "$ref": "#/definitions/org.isda.cdm.BrokerConfirmationTypeEnum" }, "brokerConfirmationTypeScheme": { "type": "string" } }, "required": ["$class", "brokerConfirmationType", "brokerConfirmationTypeScheme"] }, "org.isda.cdm.BrokerConfirmationBuilder": { "title": "BrokerConfirmationBuilder", "description": "An instance of org.isda.cdm.BrokerConfirmationBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BrokerConfirmationBuilder", "pattern": "^org\\.isda\\.cdm\\.BrokerConfirmationBuilder$", "description": "The class identifier for this type" }, "brokerConfirmationType": { "$ref": "#/definitions/org.isda.cdm.BrokerConfirmationTypeEnum" }, "brokerConfirmationTypeScheme": { "type": "string" } }, "required": ["$class", "brokerConfirmationType", "brokerConfirmationTypeScheme"] }, "org.isda.cdm.DeliverableObligations": { "title": "DeliverableObligations", "description": "An instance of org.isda.cdm.DeliverableObligations", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.DeliverableObligations", "pattern": "^org\\.isda\\.cdm\\.DeliverableObligations$", "description": "The class identifier for this type" }, "category": { "$ref": "#/definitions/org.isda.cdm.ObligationCategoryEnum" }, "acceleratedOrMatured": { "type": "boolean" }, "accruedInterest": { "type": "boolean" }, "assignableLoan": { "$ref": "#/definitions/org.isda.cdm.PCDeliverableObligationCharac" }, "consentRequiredLoan": { "$ref": "#/definitions/org.isda.cdm.PCDeliverableObligationCharac" }, "directLoanParticipation": { "$ref": "#/definitions/org.isda.cdm.LoanParticipation" }, "excluded": { "type": "string" }, "fullFaithAndCreditObLiability": { "type": "boolean" }, "generalFundObligationLiability": { "type": "boolean" }, "indirectLoanParticipation": { "$ref": "#/definitions/org.isda.cdm.LoanParticipation" }, "listed": { "type": "boolean" }, "maximumMaturity": { "$ref": "#/definitions/org.isda.cdm.Period" }, "notBearer": { "type": "boolean" }, "notContingent": { "type": "boolean" }, "notDomesticCurrency": { "$ref": "#/definitions/org.isda.cdm.NotDomesticCurrency" }, "notDomesticIssuance": { "type": "boolean" }, "notDomesticLaw": { "type": "boolean" }, "notSovereignLender": { "type": "boolean" }, "notSubordinated": { "type": "boolean" }, "othReferenceEntityObligations": { "type": "string" }, "revenueObligationLiability": { "type": "boolean" }, "specifiedCurrency": { "$ref": "#/definitions/org.isda.cdm.SpecifiedCurrency" }, "transferable": { "type": "boolean" } }, "required": [ "$class", "category", "acceleratedOrMatured", "accruedInterest", "assignableLoan", "consentRequiredLoan", "directLoanParticipation", "excluded", "fullFaithAndCreditObLiability", "generalFundObligationLiability", "indirectLoanParticipation", "listed", "maximumMaturity", "notBearer", "notContingent", "notDomesticCurrency", "notDomesticIssuance", "notDomesticLaw", "notSovereignLender", "notSubordinated", "othReferenceEntityObligations", "revenueObligationLiability", "specifiedCurrency", "transferable" ] }, "org.isda.cdm.DeliverableObligationsBuilder": { "title": "DeliverableObligationsBuilder", "description": "An instance of org.isda.cdm.DeliverableObligationsBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.DeliverableObligationsBuilder", "pattern": "^org\\.isda\\.cdm\\.DeliverableObligationsBuilder$", "description": "The class identifier for this type" }, "category": { "$ref": "#/definitions/org.isda.cdm.ObligationCategoryEnum" }, "acceleratedOrMatured": { "type": "boolean" }, "accruedInterest": { "type": "boolean" }, "excluded": { "type": "string" }, "fullFaithAndCreditObLiability": { "type": "boolean" }, "generalFundObligationLiability": { "type": "boolean" }, "listed": { "type": "boolean" }, "notBearer": { "type": "boolean" }, "notContingent": { "type": "boolean" }, "notDomesticIssuance": { "type": "boolean" }, "notDomesticLaw": { "type": "boolean" }, "notSovereignLender": { "type": "boolean" }, "notSubordinated": { "type": "boolean" }, "othReferenceEntityObligations": { "type": "string" }, "revenueObligationLiability": { "type": "boolean" }, "transferable": { "type": "boolean" } }, "required": [ "$class", "category", "acceleratedOrMatured", "accruedInterest", "excluded", "fullFaithAndCreditObLiability", "generalFundObligationLiability", "listed", "notBearer", "notContingent", "notDomesticIssuance", "notDomesticLaw", "notSovereignLender", "notSubordinated", "othReferenceEntityObligations", "revenueObligationLiability", "transferable" ] }, "org.isda.cdm.DateInstancesBuilder": { "title": "DateInstancesBuilder", "description": "An instance of org.isda.cdm.DateInstancesBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.DateInstancesBuilder", "pattern": "^org\\.isda\\.cdm\\.DateInstancesBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "date": { "format": "date-time", "type": "string" } }, "required": ["$class", "id", "date"] }, "org.isda.cdm.DateInstances": { "title": "DateInstances", "description": "An instance of org.isda.cdm.DateInstances", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.DateInstances", "pattern": "^org\\.isda\\.cdm\\.DateInstances$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "adjustableDate": { "$ref": "#/definitions/org.isda.cdm.AdjustableDate" }, "priorDateInstance": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.PriorDateInstance" } }, "date": { "format": "date-time", "type": "string" } }, "required": ["$class", "id", "adjustableDate", "priorDateInstance", "date"] }, "org.isda.cdm.ExerciseNoticeBuilder": { "title": "ExerciseNoticeBuilder", "description": "An instance of org.isda.cdm.ExerciseNoticeBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExerciseNoticeBuilder", "pattern": "^org\\.isda\\.cdm\\.ExerciseNoticeBuilder$", "description": "The class identifier for this type" }, "businessCenterScheme": { "type": "string" }, "businessCenter": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterEnum" }, "exerciseNoticePartyReference": { "type": "string" }, "partyReference": { "type": "string" } }, "required": ["$class", "businessCenterScheme", "businessCenter", "exerciseNoticePartyReference", "partyReference"] }, "org.isda.cdm.ExerciseNotice": { "title": "ExerciseNotice", "description": "An instance of org.isda.cdm.ExerciseNotice", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExerciseNotice", "pattern": "^org\\.isda\\.cdm\\.ExerciseNotice$", "description": "The class identifier for this type" }, "businessCenterScheme": { "type": "string" }, "businessCenter": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterEnum" }, "exerciseNoticePartyReference": { "type": "string" }, "partyReference": { "type": "string" } }, "required": ["$class", "businessCenterScheme", "businessCenter", "exerciseNoticePartyReference", "partyReference"] }, "org.isda.cdm.MasterAgreementTypeEnum": { "title": "MasterAgreementTypeEnum", "description": "An instance of org.isda.cdm.MasterAgreementTypeEnum", "enum": ["AFB", "ISDA"] }, "org.isda.cdm.FloatingRate": { "title": "FloatingRate", "description": "An instance of org.isda.cdm.FloatingRate", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FloatingRate", "pattern": "^org\\.isda\\.cdm\\.FloatingRate$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "spreadSchedule": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.SpreadSchedule" } }, "floatingRateIndexScheme": { "type": "string" }, "floatingRateMultiplierSchedule": { "$ref": "#/definitions/org.isda.cdm.Schedule" }, "floatingRateIndex": { "$ref": "#/definitions/org.isda.cdm.FloatingRateIndexEnum" }, "indexTenor": { "$ref": "#/definitions/org.isda.cdm.Period" }, "rateTreatment": { "$ref": "#/definitions/org.isda.cdm.RateTreatmentEnum" }, "capRateSchedule": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.StrikeSchedule" } }, "floorRateSchedule": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.StrikeSchedule" } } }, "required": [ "$class", "id", "spreadSchedule", "floatingRateIndexScheme", "floatingRateMultiplierSchedule", "floatingRateIndex", "indexTenor", "rateTreatment", "capRateSchedule", "floorRateSchedule" ] }, "org.isda.cdm.FloatingRateBuilder": { "title": "FloatingRateBuilder", "description": "An instance of org.isda.cdm.FloatingRateBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FloatingRateBuilder", "pattern": "^org\\.isda\\.cdm\\.FloatingRateBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "floatingRateIndexScheme": { "type": "string" }, "floatingRateIndex": { "$ref": "#/definitions/org.isda.cdm.FloatingRateIndexEnum" }, "rateTreatment": { "$ref": "#/definitions/org.isda.cdm.RateTreatmentEnum" } }, "required": ["$class", "id", "floatingRateIndexScheme", "floatingRateIndex", "rateTreatment"] }, "org.isda.cdm.CancellationEvent": { "title": "CancellationEvent", "description": "An instance of org.isda.cdm.CancellationEvent", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CancellationEvent", "pattern": "^org\\.isda\\.cdm\\.CancellationEvent$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "adjustedEarlyTerminationDate": { "format": "date-time", "type": "string" }, "adjustedExerciseDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "id", "adjustedEarlyTerminationDate", "adjustedExerciseDate"] }, "org.isda.cdm.CancellationEventBuilder": { "title": "CancellationEventBuilder", "description": "An instance of org.isda.cdm.CancellationEventBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CancellationEventBuilder", "pattern": "^org\\.isda\\.cdm\\.CancellationEventBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "adjustedEarlyTerminationDate": { "format": "date-time", "type": "string" }, "adjustedExerciseDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "id", "adjustedEarlyTerminationDate", "adjustedExerciseDate"] }, "org.isda.cdm.MultipleValuationDates": { "title": "MultipleValuationDates", "description": "An instance of org.isda.cdm.MultipleValuationDates", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.MultipleValuationDates", "pattern": "^org\\.isda\\.cdm\\.MultipleValuationDates$", "description": "The class identifier for this type" }, "businessDaysThereafter": { "type": "integer" }, "numberValuationDates": { "type": "integer" }, "businessDays": { "type": "integer" } }, "required": ["$class", "businessDaysThereafter", "numberValuationDates", "businessDays"] }, "org.isda.cdm.MultipleValuationDatesBuilder": { "title": "MultipleValuationDatesBuilder", "description": "An instance of org.isda.cdm.MultipleValuationDatesBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.MultipleValuationDatesBuilder", "pattern": "^org\\.isda\\.cdm\\.MultipleValuationDatesBuilder$", "description": "The class identifier for this type" }, "businessDaysThereafter": { "type": "integer" }, "numberValuationDates": { "type": "integer" }, "businessDays": { "type": "integer" } }, "required": ["$class", "businessDaysThereafter", "numberValuationDates", "businessDays"] }, "org.isda.cdm.TriggerBuilder": { "title": "TriggerBuilder", "description": "An instance of org.isda.cdm.TriggerBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.TriggerBuilder", "pattern": "^org\\.isda\\.cdm\\.TriggerBuilder$", "description": "The class identifier for this type" }, "level": { "type": "number" }, "levelPercentage": { "type": "number" }, "creditEventsReference": { "type": "string" }, "triggerType": { "$ref": "#/definitions/org.isda.cdm.TriggerTypeEnum" }, "triggerTimeType": { "$ref": "#/definitions/org.isda.cdm.TriggerTimeTypeEnum" } }, "required": ["$class", "level", "levelPercentage", "creditEventsReference", "triggerType", "triggerTimeType"] }, "org.isda.cdm.Trigger": { "title": "Trigger", "description": "An instance of org.isda.cdm.Trigger", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Trigger", "pattern": "^org\\.isda\\.cdm\\.Trigger$", "description": "The class identifier for this type" }, "creditEvents": { "$ref": "#/definitions/org.isda.cdm.CreditEvents" }, "level": { "type": "number" }, "levelPercentage": { "type": "number" }, "creditEventsReference": { "type": "string" }, "triggerType": { "$ref": "#/definitions/org.isda.cdm.TriggerTypeEnum" }, "triggerTimeType": { "$ref": "#/definitions/org.isda.cdm.TriggerTimeTypeEnum" } }, "required": ["$class", "creditEvents", "level", "levelPercentage", "creditEventsReference", "triggerType", "triggerTimeType"] }, "org.isda.cdm.ExerciseOutcome": { "title": "ExerciseOutcome", "description": "An instance of org.isda.cdm.ExerciseOutcome", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExerciseOutcome", "pattern": "^org\\.isda\\.cdm\\.ExerciseOutcome$", "description": "The class identifier for this type" }, "physicalExercise": { "$ref": "#/definitions/org.isda.cdm.PhysicalExercise" }, "cashExercise": { "$ref": "#/definitions/org.isda.cdm.Cashflow" }, "contractReference": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ContractReference" } }, "contract": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Contract" } } }, "required": ["$class", "physicalExercise", "cashExercise", "contractReference", "contract"] }, "org.isda.cdm.ExerciseOutcomeBuilder": { "title": "ExerciseOutcomeBuilder", "description": "An instance of org.isda.cdm.ExerciseOutcomeBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExerciseOutcomeBuilder", "pattern": "^org\\.isda\\.cdm\\.ExerciseOutcomeBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.ExerciseFeeScheduleBuilder": { "title": "ExerciseFeeScheduleBuilder", "description": "An instance of org.isda.cdm.ExerciseFeeScheduleBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExerciseFeeScheduleBuilder", "pattern": "^org\\.isda\\.cdm\\.ExerciseFeeScheduleBuilder$", "description": "The class identifier for this type" }, "notionalReference": { "type": "string" }, "payerPartyReference": { "type": "string" }, "receiverPartyReference": { "type": "string" }, "payerAccountReference": { "type": "string" }, "receiverAccountReference": { "type": "string" } }, "required": ["$class", "notionalReference", "payerPartyReference", "receiverPartyReference", "payerAccountReference", "receiverAccountReference"] }, "org.isda.cdm.ExerciseFeeSchedule": { "title": "ExerciseFeeSchedule", "description": "An instance of org.isda.cdm.ExerciseFeeSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExerciseFeeSchedule", "pattern": "^org\\.isda\\.cdm\\.ExerciseFeeSchedule$", "description": "The class identifier for this type" }, "notionalReference": { "type": "string" }, "feeAmountSchedule": { "$ref": "#/definitions/org.isda.cdm.AmountSchedule" }, "feeRateSchedule": { "$ref": "#/definitions/org.isda.cdm.Schedule" }, "feePaymentDate": { "$ref": "#/definitions/org.isda.cdm.RelativeDateOffset" }, "payerPartyReference": { "type": "string" }, "receiverPartyReference": { "type": "string" }, "payerAccountReference": { "type": "string" }, "receiverAccountReference": { "type": "string" } }, "required": [ "$class", "notionalReference", "feeAmountSchedule", "feeRateSchedule", "feePaymentDate", "payerPartyReference", "receiverPartyReference", "payerAccountReference", "receiverAccountReference" ] }, "org.isda.cdm.MarketDisruptionEnum": { "title": "MarketDisruptionEnum", "description": "An instance of org.isda.cdm.MarketDisruptionEnum", "enum": ["MODIFIED_POSTPONEMENT", "OMISSION", "POSTPONEMENT"] }, "org.isda.cdm.FloatingRateIndexEnum": { "title": "FloatingRateIndexEnum", "description": "An instance of org.isda.cdm.FloatingRateIndexEnum", "enum": [ "AED_EBOR_REUTERS", "AUD_AONIA_OIS_COMPOUND", "AUD_AONIA_OIS_COMPOUND_SWAP_MARKER", "BRL_CDI", "CAD_BA_CDOR", "CNY_CNREPOFIX_CFXS_REUTERS", "EUR_EONIA_OIS_COMPOUND", "EUR_EURIBOR_REUTERS", "EUR_EURIBOR_TELERATE", "EUR_LIBOR_BBA", "GBP_LIBOR_BBA", "GBP_LIBOR_ISDA", "GBP_SONIA_COMPOUND", "INR_FBIL_MIBOR_OIS_COMPOUND", "KRW_CD_KSDA_BLOOMBERG", "UK_RPIX", "USA_CPI_U", "USD_FEDERAL_FUNDS_H_15_OIS_COMPOUND", "USD_LIBOR_BBA" ] }, "org.isda.cdm.EventTimestamp": { "title": "EventTimestamp", "description": "An instance of org.isda.cdm.EventTimestamp", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.EventTimestamp", "pattern": "^org\\.isda\\.cdm\\.EventTimestamp$", "description": "The class identifier for this type" }, "expiryTimestamp": { "format": "date-time", "type": "string" }, "creationTimestamp": { "format": "date-time", "type": "string" } }, "required": ["$class", "expiryTimestamp", "creationTimestamp"] }, "org.isda.cdm.EventTimestampBuilder": { "title": "EventTimestampBuilder", "description": "An instance of org.isda.cdm.EventTimestampBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.EventTimestampBuilder", "pattern": "^org\\.isda\\.cdm\\.EventTimestampBuilder$", "description": "The class identifier for this type" }, "expiryTimestamp": { "format": "date-time", "type": "string" }, "creationTimestamp": { "format": "date-time", "type": "string" } }, "required": ["$class", "expiryTimestamp", "creationTimestamp"] }, "org.isda.cdm.QuantoBuilder": { "title": "QuantoBuilder", "description": "An instance of org.isda.cdm.QuantoBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.QuantoBuilder", "pattern": "^org\\.isda\\.cdm\\.QuantoBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.Quanto": { "title": "Quanto", "description": "An instance of org.isda.cdm.Quanto", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Quanto", "pattern": "^org\\.isda\\.cdm\\.Quanto$", "description": "The class identifier for this type" }, "fxRate": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.FxRate" } }, "fxSpotRateSource": { "$ref": "#/definitions/org.isda.cdm.FxSpotRateSource" } }, "required": ["$class", "fxRate", "fxSpotRateSource"] }, "org.isda.cdm.UnitEnum": { "title": "UnitEnum", "description": "An instance of org.isda.cdm.UnitEnum", "enum": ["M_WH", "MMBTU", "BBL", "GAL", "BSH"] }, "org.isda.cdm.DeterminationMethodEnum": { "title": "DeterminationMethodEnum", "description": "An instance of org.isda.cdm.DeterminationMethodEnum", "enum": [ "AGREED_INITIAL_PRICE", "AS_SPECIFIED_IN_MASTER_CONFIRMATION", "CALCULATION_AGENT", "CLOSING_PRICE", "DIVIDEND_CURRENCY", "EXPIRING_CONTRACT_LEVEL", "HEDGE_EXECUTION", "ISSUER_PAYMENT_CURRENCY", "NAV", "OPEN_PRICE", "OSP_PRICE", "SETTLEMENT_CURRENCY", "STRIKE_DATE_DETERMINATION", "TWAP_PRICE", "VALUATION_TIME", "VWAP_PRICE" ] }, "org.isda.cdm.NotionalSchedule": { "title": "NotionalSchedule", "description": "An instance of org.isda.cdm.NotionalSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.NotionalSchedule", "pattern": "^org\\.isda\\.cdm\\.NotionalSchedule$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "notionalStepSchedule": { "$ref": "#/definitions/org.isda.cdm.NonNegativeAmountSchedule" }, "notionalStepParameters": { "$ref": "#/definitions/org.isda.cdm.NotionalStepRule" } }, "required": ["$class", "id", "notionalStepSchedule", "notionalStepParameters"] }, "org.isda.cdm.NotionalScheduleBuilder": { "title": "NotionalScheduleBuilder", "description": "An instance of org.isda.cdm.NotionalScheduleBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.NotionalScheduleBuilder", "pattern": "^org\\.isda\\.cdm\\.NotionalScheduleBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class", "id"] }, "org.isda.cdm.PeriodEnum": { "title": "PeriodEnum", "description": "An instance of org.isda.cdm.PeriodEnum", "enum": ["D", "W", "M", "Y"] }, "org.isda.cdm.InceptionBuilder": { "title": "InceptionBuilder", "description": "An instance of org.isda.cdm.InceptionBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.InceptionBuilder", "pattern": "^org\\.isda\\.cdm\\.InceptionBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.Inception": { "title": "Inception", "description": "An instance of org.isda.cdm.Inception", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Inception", "pattern": "^org\\.isda\\.cdm\\.Inception$", "description": "The class identifier for this type" }, "before": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ContractOrContractReference" } }, "after": { "$ref": "#/definitions/org.isda.cdm.ContractOrContractReference" } }, "required": ["$class", "before", "after"] }, "org.isda.cdm.ExerciseFeeBuilder": { "title": "ExerciseFeeBuilder", "description": "An instance of org.isda.cdm.ExerciseFeeBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExerciseFeeBuilder", "pattern": "^org\\.isda\\.cdm\\.ExerciseFeeBuilder$", "description": "The class identifier for this type" }, "notionalReference": { "type": "string" }, "feeAmount": { "type": "number" }, "feeRate": { "type": "number" }, "sellerPartyReference": { "type": "string" }, "buyerPartyReference": { "type": "string" }, "buyerAccountReference": { "type": "string" }, "sellerAccountReference": { "type": "string" } }, "required": ["$class", "notionalReference", "feeAmount", "feeRate", "sellerPartyReference", "buyerPartyReference", "buyerAccountReference", "sellerAccountReference"] }, "org.isda.cdm.ExerciseFee": { "title": "ExerciseFee", "description": "An instance of org.isda.cdm.ExerciseFee", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExerciseFee", "pattern": "^org\\.isda\\.cdm\\.ExerciseFee$", "description": "The class identifier for this type" }, "notionalReference": { "type": "string" }, "feePaymentDate": { "$ref": "#/definitions/org.isda.cdm.RelativeDateOffset" }, "feeAmount": { "type": "number" }, "feeRate": { "type": "number" }, "sellerPartyReference": { "type": "string" }, "buyerPartyReference": { "type": "string" }, "buyerAccountReference": { "type": "string" }, "sellerAccountReference": { "type": "string" } }, "required": ["$class", "notionalReference", "feePaymentDate", "feeAmount", "feeRate", "sellerPartyReference", "buyerPartyReference", "buyerAccountReference", "sellerAccountReference"] }, "org.isda.cdm.BusinessDayConventionEnum": { "title": "BusinessDayConventionEnum", "description": "An instance of org.isda.cdm.BusinessDayConventionEnum", "enum": ["FOLLOWING", "FRN", "MODFOLLOWING", "PRECEDING", "MODPRECEDING", "NEAREST", "NONE", "NOT_APPLICABLE"] }, "org.isda.cdm.CancelableProvisionAdjustedDatesBuilder": { "title": "CancelableProvisionAdjustedDatesBuilder", "description": "An instance of org.isda.cdm.CancelableProvisionAdjustedDatesBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CancelableProvisionAdjustedDatesBuilder", "pattern": "^org\\.isda\\.cdm\\.CancelableProvisionAdjustedDatesBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.CancelableProvisionAdjustedDates": { "title": "CancelableProvisionAdjustedDates", "description": "An instance of org.isda.cdm.CancelableProvisionAdjustedDates", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CancelableProvisionAdjustedDates", "pattern": "^org\\.isda\\.cdm\\.CancelableProvisionAdjustedDates$", "description": "The class identifier for this type" }, "cancellationEvent": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.CancellationEvent" } } }, "required": ["$class", "cancellationEvent"] }, "org.isda.cdm.PremiumTypeEnum": { "title": "PremiumTypeEnum", "description": "An instance of org.isda.cdm.PremiumTypeEnum", "enum": ["PRE_PAID", "POST_PAID", "VARIABLE", "FIXED"] }, "org.isda.cdm.Quantity": { "title": "Quantity", "description": "An instance of org.isda.cdm.Quantity", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Quantity", "pattern": "^org\\.isda\\.cdm\\.Quantity$", "description": "The class identifier for this type" }, "unit": { "$ref": "#/definitions/org.isda.cdm.UnitEnum" }, "amount": { "type": "number" } }, "required": ["$class", "unit", "amount"] }, "org.isda.cdm.QuantityBuilder": { "title": "QuantityBuilder", "description": "An instance of org.isda.cdm.QuantityBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.QuantityBuilder", "pattern": "^org\\.isda\\.cdm\\.QuantityBuilder$", "description": "The class identifier for this type" }, "unit": { "$ref": "#/definitions/org.isda.cdm.UnitEnum" }, "amount": { "type": "number" } }, "required": ["$class", "unit", "amount"] }, "org.isda.cdm.FinalCalculationPeriodDateAdjustment": { "title": "FinalCalculationPeriodDateAdjustment", "description": "An instance of org.isda.cdm.FinalCalculationPeriodDateAdjustment", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FinalCalculationPeriodDateAdjustment", "pattern": "^org\\.isda\\.cdm\\.FinalCalculationPeriodDateAdjustment$", "description": "The class identifier for this type" }, "businessDayConvention": { "$ref": "#/definitions/org.isda.cdm.BusinessDayConventionEnum" }, "relevantUnderlyingDateReference": { "type": "string" }, "swapStreamReference": { "type": "string" } }, "required": ["$class", "businessDayConvention", "relevantUnderlyingDateReference", "swapStreamReference"] }, "org.isda.cdm.FinalCalculationPeriodDateAdjustmentBuilder": { "title": "FinalCalculationPeriodDateAdjustmentBuilder", "description": "An instance of org.isda.cdm.FinalCalculationPeriodDateAdjustmentBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FinalCalculationPeriodDateAdjustmentBuilder", "pattern": "^org\\.isda\\.cdm\\.FinalCalculationPeriodDateAdjustmentBuilder$", "description": "The class identifier for this type" }, "businessDayConvention": { "$ref": "#/definitions/org.isda.cdm.BusinessDayConventionEnum" }, "relevantUnderlyingDateReference": { "type": "string" }, "swapStreamReference": { "type": "string" } }, "required": ["$class", "businessDayConvention", "relevantUnderlyingDateReference", "swapStreamReference"] }, "org.isda.cdm.CalculationAmount": { "title": "CalculationAmount", "description": "An instance of org.isda.cdm.CalculationAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CalculationAmount", "pattern": "^org\\.isda\\.cdm\\.CalculationAmount$", "description": "The class identifier for this type" }, "step": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Step" } }, "id": { "type": "string" }, "currency": { "type": "string" }, "currencyScheme": { "type": "string" }, "amount": { "type": "number" } }, "required": ["$class", "step", "id", "currency", "currencyScheme", "amount"] }, "org.isda.cdm.CalculationAmountBuilder": { "title": "CalculationAmountBuilder", "description": "An instance of org.isda.cdm.CalculationAmountBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CalculationAmountBuilder", "pattern": "^org\\.isda\\.cdm\\.CalculationAmountBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "currency": { "type": "string" }, "currencyScheme": { "type": "string" }, "amount": { "type": "number" } }, "required": ["$class", "id", "currency", "currencyScheme", "amount"] }, "org.isda.cdm.TriggerTimeTypeEnum": { "title": "TriggerTimeTypeEnum", "description": "An instance of org.isda.cdm.TriggerTimeTypeEnum", "enum": ["CLOSING", "ANYTIME"] }, "org.isda.cdm.EarlyTerminationProvision": { "title": "EarlyTerminationProvision", "description": "An instance of org.isda.cdm.EarlyTerminationProvision", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.EarlyTerminationProvision", "pattern": "^org\\.isda\\.cdm\\.EarlyTerminationProvision$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "mandatoryEarlyTerminationDateTenor": { "$ref": "#/definitions/org.isda.cdm.Period" }, "optionalEarlyTerminationParameters": { "$ref": "#/definitions/org.isda.cdm.ExercisePeriod" }, "mandatoryEarlyTermination": { "$ref": "#/definitions/org.isda.cdm.MandatoryEarlyTermination" }, "optionalEarlyTermination": { "$ref": "#/definitions/org.isda.cdm.OptionalEarlyTermination" } }, "required": ["$class", "id", "mandatoryEarlyTerminationDateTenor", "optionalEarlyTerminationParameters", "mandatoryEarlyTermination", "optionalEarlyTermination"] }, "org.isda.cdm.EarlyTerminationProvisionBuilder": { "title": "EarlyTerminationProvisionBuilder", "description": "An instance of org.isda.cdm.EarlyTerminationProvisionBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.EarlyTerminationProvisionBuilder", "pattern": "^org\\.isda\\.cdm\\.EarlyTerminationProvisionBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class", "id"] }, "org.isda.cdm.PremiumExpression": { "title": "PremiumExpression", "description": "An instance of org.isda.cdm.PremiumExpression", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PremiumExpression", "pattern": "^org\\.isda\\.cdm\\.PremiumExpression$", "description": "The class identifier for this type" }, "premiumType": { "$ref": "#/definitions/org.isda.cdm.PremiumTypeEnum" }, "pricePerOption": { "$ref": "#/definitions/org.isda.cdm.Money" }, "percentageOfNotional": { "type": "number" } }, "required": ["$class", "premiumType", "pricePerOption", "percentageOfNotional"] }, "org.isda.cdm.PremiumExpressionBuilder": { "title": "PremiumExpressionBuilder", "description": "An instance of org.isda.cdm.PremiumExpressionBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PremiumExpressionBuilder", "pattern": "^org\\.isda\\.cdm\\.PremiumExpressionBuilder$", "description": "The class identifier for this type" }, "premiumType": { "$ref": "#/definitions/org.isda.cdm.PremiumTypeEnum" }, "percentageOfNotional": { "type": "number" } }, "required": ["$class", "premiumType", "percentageOfNotional"] }, "org.isda.cdm.FxFeatureBuilder": { "title": "FxFeatureBuilder", "description": "An instance of org.isda.cdm.FxFeatureBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FxFeatureBuilder", "pattern": "^org\\.isda\\.cdm\\.FxFeatureBuilder$", "description": "The class identifier for this type" }, "referenceCurrency": { "type": "string" }, "referenceCurrencyScheme": { "type": "string" } }, "required": ["$class", "referenceCurrency", "referenceCurrencyScheme"] }, "org.isda.cdm.FxFeature": { "title": "FxFeature", "description": "An instance of org.isda.cdm.FxFeature", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.FxFeature", "pattern": "^org\\.isda\\.cdm\\.FxFeature$", "description": "The class identifier for this type" }, "referenceCurrency": { "type": "string" }, "composite": { "$ref": "#/definitions/org.isda.cdm.Composite" }, "quanto": { "$ref": "#/definitions/org.isda.cdm.Quanto" }, "crossCurrency": { "$ref": "#/definitions/org.isda.cdm.Composite" }, "referenceCurrencyScheme": { "type": "string" } }, "required": ["$class", "referenceCurrency", "composite", "quanto", "crossCurrency", "referenceCurrencyScheme"] }, "org.isda.cdm.WeeklyRollConventionEnum": { "title": "WeeklyRollConventionEnum", "description": "An instance of org.isda.cdm.WeeklyRollConventionEnum", "enum": ["TBILL", "MON", "TUE", "WED", "THU", "FRI", "SAT", "SUN"] }, "org.isda.cdm.Rosetta": { "title": "Rosetta", "description": "An instance of org.isda.cdm.Rosetta", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Rosetta", "pattern": "^org\\.isda\\.cdm\\.Rosetta$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.IdentifiedAssetBuilder": { "title": "IdentifiedAssetBuilder", "description": "An instance of org.isda.cdm.IdentifiedAssetBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.IdentifiedAssetBuilder", "pattern": "^org\\.isda\\.cdm\\.IdentifiedAssetBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "instrumentIdentifierScheme": { "type": "string" }, "description": { "type": "string" }, "instrumentIdentifier": { "type": "array", "items": { "type": "string" } } }, "required": ["$class", "id", "instrumentIdentifierScheme", "description", "instrumentIdentifier"] }, "org.isda.cdm.IdentifiedAsset": { "title": "IdentifiedAsset", "description": "An instance of org.isda.cdm.IdentifiedAsset", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.IdentifiedAsset", "pattern": "^org\\.isda\\.cdm\\.IdentifiedAsset$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "instrumentIdentifierScheme": { "type": "string" }, "description": { "type": "string" }, "instrumentIdentifier": { "type": "array", "items": { "type": "string" } } }, "required": ["$class", "id", "instrumentIdentifierScheme", "description", "instrumentIdentifier"] }, "org.isda.cdm.CrossCurrencyMethodBuilder": { "title": "CrossCurrencyMethodBuilder", "description": "An instance of org.isda.cdm.CrossCurrencyMethodBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CrossCurrencyMethodBuilder", "pattern": "^org\\.isda\\.cdm\\.CrossCurrencyMethodBuilder$", "description": "The class identifier for this type" }, "cashSettlementCurrencyScheme": { "type": "string" }, "cashSettlementCurrency": { "type": "array", "items": { "type": "string" } }, "quotationRateType": { "$ref": "#/definitions/org.isda.cdm.QuotationRateTypeEnum" } }, "required": ["$class", "cashSettlementCurrencyScheme", "cashSettlementCurrency", "quotationRateType"] }, "org.isda.cdm.CrossCurrencyMethod": { "title": "CrossCurrencyMethod", "description": "An instance of org.isda.cdm.CrossCurrencyMethod", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CrossCurrencyMethod", "pattern": "^org\\.isda\\.cdm\\.CrossCurrencyMethod$", "description": "The class identifier for this type" }, "cashSettlementCurrencyScheme": { "type": "string" }, "cashSettlementReferenceBanks": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.CashSettlementReferenceBanks" } }, "cashSettlementCurrency": { "type": "array", "items": { "type": "string" } }, "quotationRateType": { "$ref": "#/definitions/org.isda.cdm.QuotationRateTypeEnum" } }, "required": ["$class", "cashSettlementCurrencyScheme", "cashSettlementReferenceBanks", "cashSettlementCurrency", "quotationRateType"] }, "org.isda.cdm.ContractReferenceBuilder": { "title": "ContractReferenceBuilder", "description": "An instance of org.isda.cdm.ContractReferenceBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ContractReferenceBuilder", "pattern": "^org\\.isda\\.cdm\\.ContractReferenceBuilder$", "description": "The class identifier for this type" }, "state": { "$ref": "#/definitions/org.isda.cdm.StateEnum" }, "accountReference": { "type": "string" }, "partyReference": { "type": "string" }, "issuer": { "type": "string" }, "issuerScheme": { "type": "string" }, "version": { "type": "integer" } }, "required": ["$class", "state", "accountReference", "partyReference", "issuer", "issuerScheme", "version"] }, "org.isda.cdm.ContractReference": { "title": "ContractReference", "description": "An instance of org.isda.cdm.ContractReference", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ContractReference", "pattern": "^org\\.isda\\.cdm\\.ContractReference$", "description": "The class identifier for this type" }, "state": { "$ref": "#/definitions/org.isda.cdm.StateEnum" }, "rosettaKey": { "type": "string" }, "accountReference": { "type": "string" }, "partyReference": { "type": "string" }, "identifierValue": { "$ref": "#/definitions/org.isda.cdm.IdentifierValue" }, "issuer": { "type": "string" }, "issuerScheme": { "type": "string" }, "version": { "type": "integer" } }, "required": ["$class", "state", "rosettaKey", "accountReference", "partyReference", "identifierValue", "issuer", "issuerScheme", "version"] }, "org.isda.cdm.RestructuringEnum": { "title": "RestructuringEnum", "description": "An instance of org.isda.cdm.RestructuringEnum", "enum": ["MOD_MOD_R", "MOD_R", "R"] }, "org.isda.cdm.OptionFeatureBuilder": { "title": "OptionFeatureBuilder", "description": "An instance of org.isda.cdm.OptionFeatureBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OptionFeatureBuilder", "pattern": "^org\\.isda\\.cdm\\.OptionFeatureBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.OptionFeature": { "title": "OptionFeature", "description": "An instance of org.isda.cdm.OptionFeature", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OptionFeature", "pattern": "^org\\.isda\\.cdm\\.OptionFeature$", "description": "The class identifier for this type" }, "fxFeature": { "$ref": "#/definitions/org.isda.cdm.FxFeature" }, "strategyFeature": { "$ref": "#/definitions/org.isda.cdm.StrategyFeature" }, "asian": { "$ref": "#/definitions/org.isda.cdm.Asian" }, "barrier": { "$ref": "#/definitions/org.isda.cdm.Barrier" }, "knock": { "$ref": "#/definitions/org.isda.cdm.Knock" }, "passThrough": { "$ref": "#/definitions/org.isda.cdm.PassThrough" } }, "required": ["$class", "fxFeature", "strategyFeature", "asian", "barrier", "knock", "passThrough"] }, "org.isda.cdm.LegalEntityBuilder": { "title": "LegalEntityBuilder", "description": "An instance of org.isda.cdm.LegalEntityBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.LegalEntityBuilder", "pattern": "^org\\.isda\\.cdm\\.LegalEntityBuilder$", "description": "The class identifier for this type" }, "name": { "type": "string" }, "id": { "type": "string" }, "entityId": { "type": "string" }, "entityIdScheme": { "type": "string" }, "nameScheme": { "type": "string" } }, "required": ["$class", "name", "id", "entityId", "entityIdScheme", "nameScheme"] }, "org.isda.cdm.LegalEntity": { "title": "LegalEntity", "description": "An instance of org.isda.cdm.LegalEntity", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.LegalEntity", "pattern": "^org\\.isda\\.cdm\\.LegalEntity$", "description": "The class identifier for this type" }, "name": { "type": "string" }, "id": { "type": "string" }, "entityId": { "type": "string" }, "entityIdScheme": { "type": "string" }, "nameScheme": { "type": "string" } }, "required": ["$class", "name", "id", "entityId", "entityIdScheme", "nameScheme"] }, "org.isda.cdm.StateEnum": { "title": "StateEnum", "description": "An instance of org.isda.cdm.StateEnum", "enum": ["ALLOCATED", "EXERCISED", "NOVATED", "TERMINATED"] }, "org.isda.cdm.MasterConfirmation": { "title": "MasterConfirmation", "description": "An instance of org.isda.cdm.MasterConfirmation", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.MasterConfirmation", "pattern": "^org\\.isda\\.cdm\\.MasterConfirmation$", "description": "The class identifier for this type" }, "masterConfirmationType": { "$ref": "#/definitions/org.isda.cdm.MasterConfirmationTypeEnum" }, "masterConfirmationDate": { "format": "date-time", "type": "string" }, "masterConfirmationAnnexDate": { "format": "date-time", "type": "string" }, "masterConfirmationAnnexType": { "$ref": "#/definitions/org.isda.cdm.MasterConfirmationAnnexTypeEnum" }, "masterConfirmationAnnexTypeScheme": { "type": "string" }, "masterConfirmationTypeScheme": { "type": "string" } }, "required": [ "$class", "masterConfirmationType", "masterConfirmationDate", "masterConfirmationAnnexDate", "masterConfirmationAnnexType", "masterConfirmationAnnexTypeScheme", "masterConfirmationTypeScheme" ] }, "org.isda.cdm.MasterConfirmationBuilder": { "title": "MasterConfirmationBuilder", "description": "An instance of org.isda.cdm.MasterConfirmationBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.MasterConfirmationBuilder", "pattern": "^org\\.isda\\.cdm\\.MasterConfirmationBuilder$", "description": "The class identifier for this type" }, "masterConfirmationType": { "$ref": "#/definitions/org.isda.cdm.MasterConfirmationTypeEnum" }, "masterConfirmationDate": { "format": "date-time", "type": "string" }, "masterConfirmationAnnexDate": { "format": "date-time", "type": "string" }, "masterConfirmationAnnexType": { "$ref": "#/definitions/org.isda.cdm.MasterConfirmationAnnexTypeEnum" }, "masterConfirmationAnnexTypeScheme": { "type": "string" }, "masterConfirmationTypeScheme": { "type": "string" } }, "required": [ "$class", "masterConfirmationType", "masterConfirmationDate", "masterConfirmationAnnexDate", "masterConfirmationAnnexType", "masterConfirmationAnnexTypeScheme", "masterConfirmationTypeScheme" ] }, "org.isda.cdm.Commodity": { "title": "Commodity", "description": "An instance of org.isda.cdm.Commodity", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Commodity", "pattern": "^org\\.isda\\.cdm\\.Commodity$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.CommodityBuilder": { "title": "CommodityBuilder", "description": "An instance of org.isda.cdm.CommodityBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CommodityBuilder", "pattern": "^org\\.isda\\.cdm\\.CommodityBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.BusinessCenterTime": { "title": "BusinessCenterTime", "description": "An instance of org.isda.cdm.BusinessCenterTime", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BusinessCenterTime", "pattern": "^org\\.isda\\.cdm\\.BusinessCenterTime$", "description": "The class identifier for this type" }, "businessCenterScheme": { "type": "string" }, "businessCenter": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterEnum" }, "hourMinuteTime": { "format": "date-time", "type": "string" } }, "required": ["$class", "businessCenterScheme", "businessCenter", "hourMinuteTime"] }, "org.isda.cdm.BusinessCenterTimeBuilder": { "title": "BusinessCenterTimeBuilder", "description": "An instance of org.isda.cdm.BusinessCenterTimeBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BusinessCenterTimeBuilder", "pattern": "^org\\.isda\\.cdm\\.BusinessCenterTimeBuilder$", "description": "The class identifier for this type" }, "businessCenterScheme": { "type": "string" }, "businessCenter": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterEnum" }, "hourMinuteTime": { "format": "date-time", "type": "string" } }, "required": ["$class", "businessCenterScheme", "businessCenter", "hourMinuteTime"] }, "org.isda.cdm.NegativeInterestRateTreatmentEnum": { "title": "NegativeInterestRateTreatmentEnum", "description": "An instance of org.isda.cdm.NegativeInterestRateTreatmentEnum", "enum": ["NEGATIVE_INTEREST_RATE_METHOD", "ZERO_INTEREST_RATE_METHOD"] }, "org.isda.cdm.GracePeriodExtensionBuilder": { "title": "GracePeriodExtensionBuilder", "description": "An instance of org.isda.cdm.GracePeriodExtensionBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.GracePeriodExtensionBuilder", "pattern": "^org\\.isda\\.cdm\\.GracePeriodExtensionBuilder$", "description": "The class identifier for this type" }, "applicable": { "type": "boolean" } }, "required": ["$class", "applicable"] }, "org.isda.cdm.GracePeriodExtension": { "title": "GracePeriodExtension", "description": "An instance of org.isda.cdm.GracePeriodExtension", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.GracePeriodExtension", "pattern": "^org\\.isda\\.cdm\\.GracePeriodExtension$", "description": "The class identifier for this type" }, "applicable": { "type": "boolean" }, "gracePeriod": { "$ref": "#/definitions/org.isda.cdm.Offset" } }, "required": ["$class", "applicable", "gracePeriod"] }, "org.isda.cdm.PrincipalExchangesBuilder": { "title": "PrincipalExchangesBuilder", "description": "An instance of org.isda.cdm.PrincipalExchangesBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PrincipalExchangesBuilder", "pattern": "^org\\.isda\\.cdm\\.PrincipalExchangesBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "initialExchange": { "type": "boolean" }, "finalExchange": { "type": "boolean" }, "intermediateExchange": { "type": "boolean" } }, "required": ["$class", "id", "initialExchange", "finalExchange", "intermediateExchange"] }, "org.isda.cdm.PrincipalExchanges": { "title": "PrincipalExchanges", "description": "An instance of org.isda.cdm.PrincipalExchanges", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PrincipalExchanges", "pattern": "^org\\.isda\\.cdm\\.PrincipalExchanges$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "initialExchange": { "type": "boolean" }, "finalExchange": { "type": "boolean" }, "intermediateExchange": { "type": "boolean" } }, "required": ["$class", "id", "initialExchange", "finalExchange", "intermediateExchange"] }, "org.isda.cdm.RateTreatmentEnum": { "title": "RateTreatmentEnum", "description": "An instance of org.isda.cdm.RateTreatmentEnum", "enum": ["BOND_EQUIVALENT_YIELD", "MONEY_MARKET_YIELD"] }, "org.isda.cdm.Bond": { "title": "Bond", "description": "An instance of org.isda.cdm.Bond", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Bond", "pattern": "^org\\.isda\\.cdm\\.Bond$", "description": "The class identifier for this type" }, "paymentFrequency": { "$ref": "#/definitions/org.isda.cdm.Period" }, "dayCountFractionScheme": { "type": "string" }, "parValue": { "type": "number" }, "issuanceFaceAmount": { "type": "number" }, "dayCountFraction": { "$ref": "#/definitions/org.isda.cdm.DayCountFractionEnum" }, "couponTypeScheme": { "type": "string" }, "seniorityScheme": { "type": "string" }, "issuerName": { "type": "string" }, "issuerReference": { "type": "string" }, "seniority": { "$ref": "#/definitions/org.isda.cdm.CreditSeniorityEnum" }, "couponType": { "$ref": "#/definitions/org.isda.cdm.CouponTypeEnum" }, "couponRate": { "type": "number" }, "maturity": { "format": "date-time", "type": "string" }, "issueDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" }, "currency": { "type": "string" }, "clearanceSystemScheme": { "type": "string" }, "productIdentifierScheme": { "type": "string" }, "productIdentifier": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ProductIdentifier" } }, "productTaxonomy": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ProductTaxonomy" } }, "description": { "type": "string" }, "clearanceSystem": { "type": "string" }, "currencyScheme": { "type": "string" } }, "required": [ "$class", "paymentFrequency", "dayCountFractionScheme", "parValue", "issuanceFaceAmount", "dayCountFraction", "couponTypeScheme", "seniorityScheme", "issuerName", "issuerReference", "seniority", "couponType", "couponRate", "maturity", "issueDate", "id", "currency", "clearanceSystemScheme", "productIdentifierScheme", "productIdentifier", "productTaxonomy", "description", "clearanceSystem", "currencyScheme" ] }, "org.isda.cdm.BondBuilder": { "title": "BondBuilder", "description": "An instance of org.isda.cdm.BondBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BondBuilder", "pattern": "^org\\.isda\\.cdm\\.BondBuilder$", "description": "The class identifier for this type" }, "dayCountFractionScheme": { "type": "string" }, "parValue": { "type": "number" }, "issuanceFaceAmount": { "type": "number" }, "dayCountFraction": { "$ref": "#/definitions/org.isda.cdm.DayCountFractionEnum" }, "couponTypeScheme": { "type": "string" }, "seniorityScheme": { "type": "string" }, "issuerName": { "type": "string" }, "issuerReference": { "type": "string" }, "seniority": { "$ref": "#/definitions/org.isda.cdm.CreditSeniorityEnum" }, "couponType": { "$ref": "#/definitions/org.isda.cdm.CouponTypeEnum" }, "couponRate": { "type": "number" }, "maturity": { "format": "date-time", "type": "string" }, "issueDate": { "format": "date-time", "type": "string" }, "id": { "type": "string" }, "currency": { "type": "string" }, "clearanceSystemScheme": { "type": "string" }, "productIdentifierScheme": { "type": "string" }, "description": { "type": "string" }, "clearanceSystem": { "type": "string" }, "currencyScheme": { "type": "string" } }, "required": [ "$class", "dayCountFractionScheme", "parValue", "issuanceFaceAmount", "dayCountFraction", "couponTypeScheme", "seniorityScheme", "issuerName", "issuerReference", "seniority", "couponType", "couponRate", "maturity", "issueDate", "id", "currency", "clearanceSystemScheme", "productIdentifierScheme", "description", "clearanceSystem", "currencyScheme" ] }, "org.isda.cdm.MatrixTermEnum": { "title": "MatrixTermEnum", "description": "An instance of org.isda.cdm.MatrixTermEnum", "enum": ["IVS_1_OPEN_MARKETS"] }, "org.isda.cdm.AveragingInOutEnum": { "title": "AveragingInOutEnum", "description": "An instance of org.isda.cdm.AveragingInOutEnum", "enum": ["IN", "OUT", "BOTH"] }, "org.isda.cdm.PrincipalExchange": { "title": "PrincipalExchange", "description": "An instance of org.isda.cdm.PrincipalExchange", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PrincipalExchange", "pattern": "^org\\.isda\\.cdm\\.PrincipalExchange$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "discountFactor": { "type": "number" }, "unadjustedPrincipalExchangeDate": { "format": "date-time", "type": "string" }, "adjustedPrincipalExchangeDate": { "format": "date-time", "type": "string" }, "principalExchangeAmount": { "type": "number" }, "presentValuePrincipalExchangeAmount": { "$ref": "#/definitions/org.isda.cdm.Money" } }, "required": ["$class", "id", "discountFactor", "unadjustedPrincipalExchangeDate", "adjustedPrincipalExchangeDate", "principalExchangeAmount", "presentValuePrincipalExchangeAmount"] }, "org.isda.cdm.PrincipalExchangeBuilder": { "title": "PrincipalExchangeBuilder", "description": "An instance of org.isda.cdm.PrincipalExchangeBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PrincipalExchangeBuilder", "pattern": "^org\\.isda\\.cdm\\.PrincipalExchangeBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "discountFactor": { "type": "number" }, "unadjustedPrincipalExchangeDate": { "format": "date-time", "type": "string" }, "adjustedPrincipalExchangeDate": { "format": "date-time", "type": "string" }, "principalExchangeAmount": { "type": "number" } }, "required": ["$class", "id", "discountFactor", "unadjustedPrincipalExchangeDate", "adjustedPrincipalExchangeDate", "principalExchangeAmount"] }, "org.isda.cdm.ReferencePair": { "title": "ReferencePair", "description": "An instance of org.isda.cdm.ReferencePair", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ReferencePair", "pattern": "^org\\.isda\\.cdm\\.ReferencePair$", "description": "The class identifier for this type" }, "referenceObligation": { "$ref": "#/definitions/org.isda.cdm.ReferenceObligation" }, "referenceEntity": { "$ref": "#/definitions/org.isda.cdm.LegalEntity" }, "noReferenceObligation": { "type": "boolean" }, "entityType": { "$ref": "#/definitions/org.isda.cdm.EntityTypeEnum" }, "entityTypeScheme": { "type": "string" } }, "required": ["$class", "referenceObligation", "referenceEntity", "noReferenceObligation", "entityType", "entityTypeScheme"] }, "org.isda.cdm.ReferencePairBuilder": { "title": "ReferencePairBuilder", "description": "An instance of org.isda.cdm.ReferencePairBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ReferencePairBuilder", "pattern": "^org\\.isda\\.cdm\\.ReferencePairBuilder$", "description": "The class identifier for this type" }, "noReferenceObligation": { "type": "boolean" }, "entityType": { "$ref": "#/definitions/org.isda.cdm.EntityTypeEnum" }, "entityTypeScheme": { "type": "string" } }, "required": ["$class", "noReferenceObligation", "entityType", "entityTypeScheme"] }, "org.isda.cdm.SettlementRateOptionEnum": { "title": "SettlementRateOptionEnum", "description": "An instance of org.isda.cdm.SettlementRateOptionEnum", "enum": ["ARS_BNAR_ARS01", "ARS_EMTA_INDICATIVE_SURVEY_RATE_ARS04", "BRL_PTAX_BRL09", "CNY_SAEC_CNY01", "KRW_KFTC18_KRW02", "INR_RBIB_INR01"] }, "org.isda.cdm.TermsChangePrimitive": { "title": "TermsChangePrimitive", "description": "An instance of org.isda.cdm.TermsChangePrimitive", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.TermsChangePrimitive", "pattern": "^org\\.isda\\.cdm\\.TermsChangePrimitive$", "description": "The class identifier for this type" }, "before": { "$ref": "#/definitions/org.isda.cdm.ContractOrContractReference" }, "after": { "$ref": "#/definitions/org.isda.cdm.ContractOrContractReference" } }, "required": ["$class", "before", "after"] }, "org.isda.cdm.TermsChangePrimitiveBuilder": { "title": "TermsChangePrimitiveBuilder", "description": "An instance of org.isda.cdm.TermsChangePrimitiveBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.TermsChangePrimitiveBuilder", "pattern": "^org\\.isda\\.cdm\\.TermsChangePrimitiveBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.Rounding": { "title": "Rounding", "description": "An instance of org.isda.cdm.Rounding", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Rounding", "pattern": "^org\\.isda\\.cdm\\.Rounding$", "description": "The class identifier for this type" }, "roundingDirection": { "$ref": "#/definitions/org.isda.cdm.RoundingDirectionEnum" }, "precision": { "type": "integer" } }, "required": ["$class", "roundingDirection", "precision"] }, "org.isda.cdm.RoundingBuilder": { "title": "RoundingBuilder", "description": "An instance of org.isda.cdm.RoundingBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.RoundingBuilder", "pattern": "^org\\.isda\\.cdm\\.RoundingBuilder$", "description": "The class identifier for this type" }, "roundingDirection": { "$ref": "#/definitions/org.isda.cdm.RoundingDirectionEnum" }, "precision": { "type": "integer" } }, "required": ["$class", "roundingDirection", "precision"] }, "org.isda.cdm.ProductIdentificationBuilder": { "title": "ProductIdentificationBuilder", "description": "An instance of org.isda.cdm.ProductIdentificationBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ProductIdentificationBuilder", "pattern": "^org\\.isda\\.cdm\\.ProductIdentificationBuilder$", "description": "The class identifier for this type" }, "productQualifier": { "type": "string" }, "primaryAssetClass": { "$ref": "#/definitions/org.isda.cdm.AssetClassEnum" }, "secondaryAssetClass": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.AssetClassEnum" } }, "productType": { "type": "array", "items": { "type": "string" } }, "productId": { "type": "array", "items": { "type": "string" } }, "productIdScheme": { "type": "string" }, "primaryAssetClassScheme": { "type": "string" }, "productTypeScheme": { "type": "string" }, "secondaryAssetClassScheme": { "type": "string" } }, "required": [ "$class", "productQualifier", "primaryAssetClass", "secondaryAssetClass", "productType", "productId", "productIdScheme", "primaryAssetClassScheme", "productTypeScheme", "secondaryAssetClassScheme" ] }, "org.isda.cdm.ProductIdentification": { "title": "ProductIdentification", "description": "An instance of org.isda.cdm.ProductIdentification", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ProductIdentification", "pattern": "^org\\.isda\\.cdm\\.ProductIdentification$", "description": "The class identifier for this type" }, "productQualifier": { "type": "string" }, "primaryAssetClass": { "$ref": "#/definitions/org.isda.cdm.AssetClassEnum" }, "secondaryAssetClass": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.AssetClassEnum" } }, "productType": { "type": "array", "items": { "type": "string" } }, "productId": { "type": "array", "items": { "type": "string" } }, "productIdScheme": { "type": "string" }, "primaryAssetClassScheme": { "type": "string" }, "productTypeScheme": { "type": "string" }, "secondaryAssetClassScheme": { "type": "string" } }, "required": [ "$class", "productQualifier", "primaryAssetClass", "secondaryAssetClass", "productType", "productId", "productIdScheme", "primaryAssetClassScheme", "productTypeScheme", "secondaryAssetClassScheme" ] }, "org.isda.cdm.AveragingSchedule": { "title": "AveragingSchedule", "description": "An instance of org.isda.cdm.AveragingSchedule", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AveragingSchedule", "pattern": "^org\\.isda\\.cdm\\.AveragingSchedule$", "description": "The class identifier for this type" }, "endDate": { "format": "date-time", "type": "string" }, "startDate": { "format": "date-time", "type": "string" }, "averagingPeriodFrequency": { "$ref": "#/definitions/org.isda.cdm.CalculationPeriodFrequency" } }, "required": ["$class", "endDate", "startDate", "averagingPeriodFrequency"] }, "org.isda.cdm.AveragingScheduleBuilder": { "title": "AveragingScheduleBuilder", "description": "An instance of org.isda.cdm.AveragingScheduleBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AveragingScheduleBuilder", "pattern": "^org\\.isda\\.cdm\\.AveragingScheduleBuilder$", "description": "The class identifier for this type" }, "endDate": { "format": "date-time", "type": "string" }, "startDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "endDate", "startDate"] }, "org.isda.cdm.DateTimeListBuilder": { "title": "DateTimeListBuilder", "description": "An instance of org.isda.cdm.DateTimeListBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.DateTimeListBuilder", "pattern": "^org\\.isda\\.cdm\\.DateTimeListBuilder$", "description": "The class identifier for this type" }, "dateTime": { "type": "array", "items": { "format": "date-time", "type": "string" } } }, "required": ["$class", "dateTime"] }, "org.isda.cdm.DateTimeList": { "title": "DateTimeList", "description": "An instance of org.isda.cdm.DateTimeList", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.DateTimeList", "pattern": "^org\\.isda\\.cdm\\.DateTimeList$", "description": "The class identifier for this type" }, "dateTime": { "type": "array", "items": { "format": "date-time", "type": "string" } } }, "required": ["$class", "dateTime"] }, "org.isda.cdm.MakeWholeAmountBuilder": { "title": "MakeWholeAmountBuilder", "description": "An instance of org.isda.cdm.MakeWholeAmountBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.MakeWholeAmountBuilder", "pattern": "^org\\.isda\\.cdm\\.MakeWholeAmountBuilder$", "description": "The class identifier for this type" }, "interpolationMethod": { "$ref": "#/definitions/org.isda.cdm.InterpolationMethodEnum" }, "earlyCallDate": { "format": "date-time", "type": "string" }, "floatingRateIndex": { "$ref": "#/definitions/org.isda.cdm.FloatingRateIndexEnum" }, "spread": { "type": "number" }, "side": { "$ref": "#/definitions/org.isda.cdm.QuotationSideEnum" } }, "required": ["$class", "interpolationMethod", "earlyCallDate", "floatingRateIndex", "spread", "side"] }, "org.isda.cdm.MakeWholeAmount": { "title": "MakeWholeAmount", "description": "An instance of org.isda.cdm.MakeWholeAmount", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.MakeWholeAmount", "pattern": "^org\\.isda\\.cdm\\.MakeWholeAmount$", "description": "The class identifier for this type" }, "interpolationMethod": { "$ref": "#/definitions/org.isda.cdm.InterpolationMethodEnum" }, "earlyCallDate": { "format": "date-time", "type": "string" }, "floatingRateIndex": { "$ref": "#/definitions/org.isda.cdm.FloatingRateIndexEnum" }, "indexTenor": { "$ref": "#/definitions/org.isda.cdm.Period" }, "spread": { "type": "number" }, "side": { "$ref": "#/definitions/org.isda.cdm.QuotationSideEnum" } }, "required": ["$class", "interpolationMethod", "earlyCallDate", "floatingRateIndex", "indexTenor", "spread", "side"] }, "org.isda.cdm.BondReferenceBuilder": { "title": "BondReferenceBuilder", "description": "An instance of org.isda.cdm.BondReferenceBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BondReferenceBuilder", "pattern": "^org\\.isda\\.cdm\\.BondReferenceBuilder$", "description": "The class identifier for this type" }, "conditionPrecedentBond": { "type": "boolean" }, "discrepancyClause": { "type": "boolean" } }, "required": ["$class", "conditionPrecedentBond", "discrepancyClause"] }, "org.isda.cdm.BondReference": { "title": "BondReference", "description": "An instance of org.isda.cdm.BondReference", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.BondReference", "pattern": "^org\\.isda\\.cdm\\.BondReference$", "description": "The class identifier for this type" }, "bond": { "$ref": "#/definitions/org.isda.cdm.Bond" }, "conditionPrecedentBond": { "type": "boolean" }, "discrepancyClause": { "type": "boolean" } }, "required": ["$class", "bond", "conditionPrecedentBond", "discrepancyClause"] }, "org.isda.cdm.ValuationPostponement": { "title": "ValuationPostponement", "description": "An instance of org.isda.cdm.ValuationPostponement", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ValuationPostponement", "pattern": "^org\\.isda\\.cdm\\.ValuationPostponement$", "description": "The class identifier for this type" }, "maximumDaysOfPostponement": { "type": "integer" } }, "required": ["$class", "maximumDaysOfPostponement"] }, "org.isda.cdm.ValuationPostponementBuilder": { "title": "ValuationPostponementBuilder", "description": "An instance of org.isda.cdm.ValuationPostponementBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ValuationPostponementBuilder", "pattern": "^org\\.isda\\.cdm\\.ValuationPostponementBuilder$", "description": "The class identifier for this type" }, "maximumDaysOfPostponement": { "type": "integer" } }, "required": ["$class", "maximumDaysOfPostponement"] }, "org.isda.cdm.SettlementProvision": { "title": "SettlementProvision", "description": "An instance of org.isda.cdm.SettlementProvision", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.SettlementProvision", "pattern": "^org\\.isda\\.cdm\\.SettlementProvision$", "description": "The class identifier for this type" }, "settlementCurrency": { "type": "string" }, "nonDeliverableSettlement": { "$ref": "#/definitions/org.isda.cdm.NonDeliverableSettlement" }, "settlementCurrencyScheme": { "type": "string" } }, "required": ["$class", "settlementCurrency", "nonDeliverableSettlement", "settlementCurrencyScheme"] }, "org.isda.cdm.SettlementProvisionBuilder": { "title": "SettlementProvisionBuilder", "description": "An instance of org.isda.cdm.SettlementProvisionBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.SettlementProvisionBuilder", "pattern": "^org\\.isda\\.cdm\\.SettlementProvisionBuilder$", "description": "The class identifier for this type" }, "settlementCurrency": { "type": "string" }, "settlementCurrencyScheme": { "type": "string" } }, "required": ["$class", "settlementCurrency", "settlementCurrencyScheme"] }, "org.isda.cdm.CashflowBaseBuilder": { "title": "CashflowBaseBuilder", "description": "An instance of org.isda.cdm.CashflowBaseBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CashflowBaseBuilder", "pattern": "^org\\.isda\\.cdm\\.CashflowBaseBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "discountFactor": { "type": "number" } }, "required": ["$class", "id", "discountFactor"] }, "org.isda.cdm.CashflowBase": { "title": "CashflowBase", "description": "An instance of org.isda.cdm.CashflowBase", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CashflowBase", "pattern": "^org\\.isda\\.cdm\\.CashflowBase$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "discountFactor": { "type": "number" }, "presentValueAmount": { "$ref": "#/definitions/org.isda.cdm.Money" }, "premiumExpression": { "$ref": "#/definitions/org.isda.cdm.PremiumExpression" }, "paymentDiscounting": { "$ref": "#/definitions/org.isda.cdm.PaymentDiscounting" }, "payerReceiver": { "$ref": "#/definitions/org.isda.cdm.PayerReceiver" } }, "required": ["$class", "id", "discountFactor", "presentValueAmount", "premiumExpression", "paymentDiscounting", "payerReceiver"] }, "org.isda.cdm.Resource": { "title": "Resource", "description": "An instance of org.isda.cdm.Resource", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Resource", "pattern": "^org\\.isda\\.cdm\\.Resource$", "description": "The class identifier for this type" }, "length": { "$ref": "#/definitions/org.isda.cdm.ResourceLength" }, "name": { "type": "string" }, "language": { "type": "string" }, "resourceId": { "type": "string" }, "resourceType": { "$ref": "#/definitions/org.isda.cdm.ResourceTypeEnum" }, "sizeInBytes": { "type": "number" }, "mimeType": { "type": "string" }, "comments": { "type": "string" }, "url": { "type": "string" }, "string": { "type": "string" }, "languageScheme": { "type": "string" }, "mimeTypeScheme": { "type": "string" }, "resourceIdScheme": { "type": "string" }, "resourceTypeScheme": { "type": "string" } }, "required": [ "$class", "length", "name", "language", "resourceId", "resourceType", "sizeInBytes", "mimeType", "comments", "url", "string", "languageScheme", "mimeTypeScheme", "resourceIdScheme", "resourceTypeScheme" ] }, "org.isda.cdm.ResourceBuilder": { "title": "ResourceBuilder", "description": "An instance of org.isda.cdm.ResourceBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ResourceBuilder", "pattern": "^org\\.isda\\.cdm\\.ResourceBuilder$", "description": "The class identifier for this type" }, "name": { "type": "string" }, "language": { "type": "string" }, "resourceId": { "type": "string" }, "resourceType": { "$ref": "#/definitions/org.isda.cdm.ResourceTypeEnum" }, "sizeInBytes": { "type": "number" }, "mimeType": { "type": "string" }, "comments": { "type": "string" }, "url": { "type": "string" }, "string": { "type": "string" }, "languageScheme": { "type": "string" }, "mimeTypeScheme": { "type": "string" }, "resourceIdScheme": { "type": "string" }, "resourceTypeScheme": { "type": "string" } }, "required": [ "$class", "name", "language", "resourceId", "resourceType", "sizeInBytes", "mimeType", "comments", "url", "string", "languageScheme", "mimeTypeScheme", "resourceIdScheme", "resourceTypeScheme" ] }, "org.isda.cdm.ReferenceObligationBuilder": { "title": "ReferenceObligationBuilder", "description": "An instance of org.isda.cdm.ReferenceObligationBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ReferenceObligationBuilder", "pattern": "^org\\.isda\\.cdm\\.ReferenceObligationBuilder$", "description": "The class identifier for this type" }, "primaryObligorReference": { "type": "string" }, "guarantorReference": { "type": "string" }, "standardReferenceObligation": { "type": "boolean" } }, "required": ["$class", "primaryObligorReference", "guarantorReference", "standardReferenceObligation"] }, "org.isda.cdm.ReferenceObligation": { "title": "ReferenceObligation", "description": "An instance of org.isda.cdm.ReferenceObligation", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ReferenceObligation", "pattern": "^org\\.isda\\.cdm\\.ReferenceObligation$", "description": "The class identifier for this type" }, "mortgage": { "$ref": "#/definitions/org.isda.cdm.Mortgage" }, "bond": { "$ref": "#/definitions/org.isda.cdm.Bond" }, "convertibleBond": { "$ref": "#/definitions/org.isda.cdm.ConvertibleBond" }, "loan": { "$ref": "#/definitions/org.isda.cdm.Loan" }, "primaryObligor": { "$ref": "#/definitions/org.isda.cdm.LegalEntity" }, "primaryObligorReference": { "type": "string" }, "guarantor": { "$ref": "#/definitions/org.isda.cdm.LegalEntity" }, "guarantorReference": { "type": "string" }, "standardReferenceObligation": { "type": "boolean" } }, "required": ["$class", "mortgage", "bond", "convertibleBond", "loan", "primaryObligor", "primaryObligorReference", "guarantor", "guarantorReference", "standardReferenceObligation"] }, "org.isda.cdm.ValuationMethodEnum": { "title": "ValuationMethodEnum", "description": "An instance of org.isda.cdm.ValuationMethodEnum", "enum": ["MARKET", "HIGHEST", "AVERAGE_MARKET", "AVERAGE_HIGHEST", "BLENDED_MARKET", "BLENDED_HIGHEST", "AVERAGE_BLENDED_MARKET", "AVERAGE_BLENDED_HIGHEST"] }, "org.isda.cdm.ExecutionBuilder": { "title": "ExecutionBuilder", "description": "An instance of org.isda.cdm.ExecutionBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExecutionBuilder", "pattern": "^org\\.isda\\.cdm\\.ExecutionBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.Execution": { "title": "Execution", "description": "An instance of org.isda.cdm.Execution", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Execution", "pattern": "^org\\.isda\\.cdm\\.Execution$", "description": "The class identifier for this type" }, "tradeHeader": { "$ref": "#/definitions/org.isda.cdm.TradeHeader" }, "contractualProduct": { "$ref": "#/definitions/org.isda.cdm.ContractualProduct" }, "party": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Party" } } }, "required": ["$class", "tradeHeader", "contractualProduct", "party"] }, "org.isda.cdm.InformationSource": { "title": "InformationSource", "description": "An instance of org.isda.cdm.InformationSource", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.InformationSource", "pattern": "^org\\.isda\\.cdm\\.InformationSource$", "description": "The class identifier for this type" }, "sourceProvider": { "$ref": "#/definitions/org.isda.cdm.InformationProviderEnum" }, "sourcePage": { "type": "string" }, "sourcePageHeading": { "type": "string" }, "sourcePageScheme": { "type": "string" }, "sourceProviderScheme": { "type": "string" } }, "required": ["$class", "sourceProvider", "sourcePage", "sourcePageHeading", "sourcePageScheme", "sourceProviderScheme"] }, "org.isda.cdm.InformationSourceBuilder": { "title": "InformationSourceBuilder", "description": "An instance of org.isda.cdm.InformationSourceBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.InformationSourceBuilder", "pattern": "^org\\.isda\\.cdm\\.InformationSourceBuilder$", "description": "The class identifier for this type" }, "sourceProvider": { "$ref": "#/definitions/org.isda.cdm.InformationProviderEnum" }, "sourcePage": { "type": "string" }, "sourcePageHeading": { "type": "string" }, "sourcePageScheme": { "type": "string" }, "sourceProviderScheme": { "type": "string" } }, "required": ["$class", "sourceProvider", "sourcePage", "sourcePageHeading", "sourcePageScheme", "sourceProviderScheme"] }, "org.isda.cdm.MandatoryEarlyTerminationAdjustedDates": { "title": "MandatoryEarlyTerminationAdjustedDates", "description": "An instance of org.isda.cdm.MandatoryEarlyTerminationAdjustedDates", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.MandatoryEarlyTerminationAdjustedDates", "pattern": "^org\\.isda\\.cdm\\.MandatoryEarlyTerminationAdjustedDates$", "description": "The class identifier for this type" }, "adjustedEarlyTerminationDate": { "format": "date-time", "type": "string" }, "adjustedCashSettlementValuationDate": { "format": "date-time", "type": "string" }, "adjustedCashSettlementPaymentDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "adjustedEarlyTerminationDate", "adjustedCashSettlementValuationDate", "adjustedCashSettlementPaymentDate"] }, "org.isda.cdm.MandatoryEarlyTerminationAdjustedDatesBuilder": { "title": "MandatoryEarlyTerminationAdjustedDatesBuilder", "description": "An instance of org.isda.cdm.MandatoryEarlyTerminationAdjustedDatesBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.MandatoryEarlyTerminationAdjustedDatesBuilder", "pattern": "^org\\.isda\\.cdm\\.MandatoryEarlyTerminationAdjustedDatesBuilder$", "description": "The class identifier for this type" }, "adjustedEarlyTerminationDate": { "format": "date-time", "type": "string" }, "adjustedCashSettlementValuationDate": { "format": "date-time", "type": "string" }, "adjustedCashSettlementPaymentDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "adjustedEarlyTerminationDate", "adjustedCashSettlementValuationDate", "adjustedCashSettlementPaymentDate"] }, "org.isda.cdm.InitialFixingDateBuilder": { "title": "InitialFixingDateBuilder", "description": "An instance of org.isda.cdm.InitialFixingDateBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.InitialFixingDateBuilder", "pattern": "^org\\.isda\\.cdm\\.InitialFixingDateBuilder$", "description": "The class identifier for this type" }, "initialFixingDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "initialFixingDate"] }, "org.isda.cdm.Period": { "title": "Period", "description": "An instance of org.isda.cdm.Period", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Period", "pattern": "^org\\.isda\\.cdm\\.Period$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "period": { "$ref": "#/definitions/org.isda.cdm.PeriodEnum" }, "periodMultiplier": { "type": "integer" } }, "required": ["$class", "id", "period", "periodMultiplier"] }, "org.isda.cdm.InitialFixingDate": { "title": "InitialFixingDate", "description": "An instance of org.isda.cdm.InitialFixingDate", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.InitialFixingDate", "pattern": "^org\\.isda\\.cdm\\.InitialFixingDate$", "description": "The class identifier for this type" }, "initialFixingDate": { "format": "date-time", "type": "string" }, "relativeDateOffset": { "$ref": "#/definitions/org.isda.cdm.RelativeDateOffset" } }, "required": ["$class", "initialFixingDate", "relativeDateOffset"] }, "org.isda.cdm.OptionCashSettlement": { "title": "OptionCashSettlement", "description": "An instance of org.isda.cdm.OptionCashSettlement", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OptionCashSettlement", "pattern": "^org\\.isda\\.cdm\\.OptionCashSettlement$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "cashSettlementPaymentDate": { "$ref": "#/definitions/org.isda.cdm.CashSettlementPaymentDate" }, "cashSettlementValuationTime": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterTime" }, "cashSettlementValuationDate": { "$ref": "#/definitions/org.isda.cdm.RelativeDateOffset" }, "cashPriceMethod": { "$ref": "#/definitions/org.isda.cdm.CashPriceMethod" }, "cashPriceAlternateMethod": { "$ref": "#/definitions/org.isda.cdm.CashPriceMethod" }, "parYieldCurveAdjustedMethod": { "$ref": "#/definitions/org.isda.cdm.YieldCurveMethod" }, "zeroCouponYieldAdjustedMethod": { "$ref": "#/definitions/org.isda.cdm.YieldCurveMethod" }, "parYieldCurveUnadjustedMethod": { "$ref": "#/definitions/org.isda.cdm.YieldCurveMethod" }, "crossCurrencyMethod": { "$ref": "#/definitions/org.isda.cdm.CrossCurrencyMethod" }, "collateralizedCashPriceMethod": { "$ref": "#/definitions/org.isda.cdm.YieldCurveMethod" } }, "required": [ "$class", "id", "cashSettlementPaymentDate", "cashSettlementValuationTime", "cashSettlementValuationDate", "cashPriceMethod", "cashPriceAlternateMethod", "parYieldCurveAdjustedMethod", "zeroCouponYieldAdjustedMethod", "parYieldCurveUnadjustedMethod", "crossCurrencyMethod", "collateralizedCashPriceMethod" ] }, "org.isda.cdm.OptionCashSettlementBuilder": { "title": "OptionCashSettlementBuilder", "description": "An instance of org.isda.cdm.OptionCashSettlementBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OptionCashSettlementBuilder", "pattern": "^org\\.isda\\.cdm\\.OptionCashSettlementBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class", "id"] }, "org.isda.cdm.NotionalStepRuleBuilder": { "title": "NotionalStepRuleBuilder", "description": "An instance of org.isda.cdm.NotionalStepRuleBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.NotionalStepRuleBuilder", "pattern": "^org\\.isda\\.cdm\\.NotionalStepRuleBuilder$", "description": "The class identifier for this type" }, "notionalStepAmount": { "type": "number" }, "notionalStepRate": { "type": "number" }, "stepRelativeTo": { "$ref": "#/definitions/org.isda.cdm.StepRelativeToEnum" }, "firstNotionalStepDate": { "format": "date-time", "type": "string" }, "lastNotionalStepDate": { "format": "date-time", "type": "string" }, "calculationPeriodDatesReference": { "type": "string" } }, "required": ["$class", "notionalStepAmount", "notionalStepRate", "stepRelativeTo", "firstNotionalStepDate", "lastNotionalStepDate", "calculationPeriodDatesReference"] }, "org.isda.cdm.NotionalStepRule": { "title": "NotionalStepRule", "description": "An instance of org.isda.cdm.NotionalStepRule", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.NotionalStepRule", "pattern": "^org\\.isda\\.cdm\\.NotionalStepRule$", "description": "The class identifier for this type" }, "notionalStepAmount": { "type": "number" }, "notionalStepRate": { "type": "number" }, "stepRelativeTo": { "$ref": "#/definitions/org.isda.cdm.StepRelativeToEnum" }, "stepFrequency": { "$ref": "#/definitions/org.isda.cdm.Frequency" }, "firstNotionalStepDate": { "format": "date-time", "type": "string" }, "lastNotionalStepDate": { "format": "date-time", "type": "string" }, "calculationPeriodDatesReference": { "type": "string" } }, "required": ["$class", "notionalStepAmount", "notionalStepRate", "stepRelativeTo", "stepFrequency", "firstNotionalStepDate", "lastNotionalStepDate", "calculationPeriodDatesReference"] }, "org.isda.cdm.InflationRateCalculation": { "title": "InflationRateCalculation", "description": "An instance of org.isda.cdm.InflationRateCalculation", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.InflationRateCalculation", "pattern": "^org\\.isda\\.cdm\\.InflationRateCalculation$", "description": "The class identifier for this type" }, "inflationLag": { "$ref": "#/definitions/org.isda.cdm.Offset" }, "indexSource": { "type": "string" }, "mainPublication": { "type": "string" }, "interpolationMethod": { "$ref": "#/definitions/org.isda.cdm.InterpolationMethodEnum" }, "initialIndexLevel": { "type": "number" }, "fallbackBondApplicable": { "type": "boolean" }, "indexSourceScheme": { "type": "string" }, "interpolationMethodScheme": { "type": "string" }, "mainPublicationScheme": { "type": "string" }, "initialRate": { "type": "number" }, "finalRateRounding": { "$ref": "#/definitions/org.isda.cdm.Rounding" }, "averagingMethod": { "$ref": "#/definitions/org.isda.cdm.AveragingMethodEnum" }, "negativeInterestRateTreatment": { "$ref": "#/definitions/org.isda.cdm.NegativeInterestRateTreatmentEnum" }, "id": { "type": "string" }, "spreadSchedule": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.SpreadSchedule" } }, "floatingRateIndexScheme": { "type": "string" }, "floatingRateMultiplierSchedule": { "$ref": "#/definitions/org.isda.cdm.Schedule" }, "floatingRateIndex": { "$ref": "#/definitions/org.isda.cdm.FloatingRateIndexEnum" }, "indexTenor": { "$ref": "#/definitions/org.isda.cdm.Period" }, "rateTreatment": { "$ref": "#/definitions/org.isda.cdm.RateTreatmentEnum" }, "capRateSchedule": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.StrikeSchedule" } }, "floorRateSchedule": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.StrikeSchedule" } } }, "required": [ "$class", "inflationLag", "indexSource", "mainPublication", "interpolationMethod", "initialIndexLevel", "fallbackBondApplicable", "indexSourceScheme", "interpolationMethodScheme", "mainPublicationScheme", "initialRate", "finalRateRounding", "averagingMethod", "negativeInterestRateTreatment", "id", "spreadSchedule", "floatingRateIndexScheme", "floatingRateMultiplierSchedule", "floatingRateIndex", "indexTenor", "rateTreatment", "capRateSchedule", "floorRateSchedule" ] }, "org.isda.cdm.InflationRateCalculationBuilder": { "title": "InflationRateCalculationBuilder", "description": "An instance of org.isda.cdm.InflationRateCalculationBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.InflationRateCalculationBuilder", "pattern": "^org\\.isda\\.cdm\\.InflationRateCalculationBuilder$", "description": "The class identifier for this type" }, "indexSource": { "type": "string" }, "mainPublication": { "type": "string" }, "interpolationMethod": { "$ref": "#/definitions/org.isda.cdm.InterpolationMethodEnum" }, "initialIndexLevel": { "type": "number" }, "fallbackBondApplicable": { "type": "boolean" }, "indexSourceScheme": { "type": "string" }, "interpolationMethodScheme": { "type": "string" }, "mainPublicationScheme": { "type": "string" }, "initialRate": { "type": "number" }, "averagingMethod": { "$ref": "#/definitions/org.isda.cdm.AveragingMethodEnum" }, "negativeInterestRateTreatment": { "$ref": "#/definitions/org.isda.cdm.NegativeInterestRateTreatmentEnum" }, "id": { "type": "string" }, "floatingRateIndexScheme": { "type": "string" }, "floatingRateIndex": { "$ref": "#/definitions/org.isda.cdm.FloatingRateIndexEnum" }, "rateTreatment": { "$ref": "#/definitions/org.isda.cdm.RateTreatmentEnum" } }, "required": [ "$class", "indexSource", "mainPublication", "interpolationMethod", "initialIndexLevel", "fallbackBondApplicable", "indexSourceScheme", "interpolationMethodScheme", "mainPublicationScheme", "initialRate", "averagingMethod", "negativeInterestRateTreatment", "id", "floatingRateIndexScheme", "floatingRateIndex", "rateTreatment" ] }, "org.isda.cdm.QuantityChangePrimitiveBuilder": { "title": "QuantityChangePrimitiveBuilder", "description": "An instance of org.isda.cdm.QuantityChangePrimitiveBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.QuantityChangePrimitiveBuilder", "pattern": "^org\\.isda\\.cdm\\.QuantityChangePrimitiveBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.QuantityChangePrimitive": { "title": "QuantityChangePrimitive", "description": "An instance of org.isda.cdm.QuantityChangePrimitive", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.QuantityChangePrimitive", "pattern": "^org\\.isda\\.cdm\\.QuantityChangePrimitive$", "description": "The class identifier for this type" }, "before": { "$ref": "#/definitions/org.isda.cdm.ContractOrContractReference" }, "change": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ContractualQuantity" } }, "after": { "$ref": "#/definitions/org.isda.cdm.ContractOrContractReference" } }, "required": ["$class", "before", "change", "after"] }, "org.isda.cdm.Documentation": { "title": "Documentation", "description": "An instance of org.isda.cdm.Documentation", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Documentation", "pattern": "^org\\.isda\\.cdm\\.Documentation$", "description": "The class identifier for this type" }, "contractualDefinitions": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ContractualDefinitionsEnum" } }, "contractualTermsSupplement": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ContractualTermsSupplement" } }, "masterAgreement": { "$ref": "#/definitions/org.isda.cdm.MasterAgreement" }, "brokerConfirmation": { "$ref": "#/definitions/org.isda.cdm.BrokerConfirmation" }, "creditSupportAgreement": { "$ref": "#/definitions/org.isda.cdm.CreditSupportAgreement" }, "otherAgreement": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.OtherAgreement" } }, "attachment": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Resource" } }, "masterConfirmation": { "$ref": "#/definitions/org.isda.cdm.MasterConfirmation" }, "contractualMatrix": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ContractualMatrix" } }, "contractualDefinitionsScheme": { "type": "string" } }, "required": [ "$class", "contractualDefinitions", "contractualTermsSupplement", "masterAgreement", "brokerConfirmation", "creditSupportAgreement", "otherAgreement", "attachment", "masterConfirmation", "contractualMatrix", "contractualDefinitionsScheme" ] }, "org.isda.cdm.DocumentationBuilder": { "title": "DocumentationBuilder", "description": "An instance of org.isda.cdm.DocumentationBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.DocumentationBuilder", "pattern": "^org\\.isda\\.cdm\\.DocumentationBuilder$", "description": "The class identifier for this type" }, "contractualDefinitions": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ContractualDefinitionsEnum" } }, "contractualDefinitionsScheme": { "type": "string" } }, "required": ["$class", "contractualDefinitions", "contractualDefinitionsScheme"] }, "org.isda.cdm.CompoundingMethodEnum": { "title": "CompoundingMethodEnum", "description": "An instance of org.isda.cdm.CompoundingMethodEnum", "enum": ["FLAT", "NONE", "STRAIGHT", "SPREAD_EXCLUSIVE"] }, "org.isda.cdm.ExercisePeriod": { "title": "ExercisePeriod", "description": "An instance of org.isda.cdm.ExercisePeriod", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExercisePeriod", "pattern": "^org\\.isda\\.cdm\\.ExercisePeriod$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "earliestExerciseDateTenor": { "$ref": "#/definitions/org.isda.cdm.Period" }, "exerciseFrequency": { "$ref": "#/definitions/org.isda.cdm.Period" } }, "required": ["$class", "id", "earliestExerciseDateTenor", "exerciseFrequency"] }, "org.isda.cdm.ExercisePeriodBuilder": { "title": "ExercisePeriodBuilder", "description": "An instance of org.isda.cdm.ExercisePeriodBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ExercisePeriodBuilder", "pattern": "^org\\.isda\\.cdm\\.ExercisePeriodBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" } }, "required": ["$class", "id"] }, "org.isda.cdm.AdjustableDate": { "title": "AdjustableDate", "description": "An instance of org.isda.cdm.AdjustableDate", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AdjustableDate", "pattern": "^org\\.isda\\.cdm\\.AdjustableDate$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "unadjustedDate": { "format": "date-time", "type": "string" }, "dateAdjustmentsReference": { "type": "string" }, "adjustedDate": { "format": "date-time", "type": "string" }, "dateAdjustments": { "$ref": "#/definitions/org.isda.cdm.BusinessDayAdjustments" } }, "required": ["$class", "id", "unadjustedDate", "dateAdjustmentsReference", "adjustedDate", "dateAdjustments"] }, "org.isda.cdm.AdjustableDateBuilder": { "title": "AdjustableDateBuilder", "description": "An instance of org.isda.cdm.AdjustableDateBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AdjustableDateBuilder", "pattern": "^org\\.isda\\.cdm\\.AdjustableDateBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "unadjustedDate": { "format": "date-time", "type": "string" }, "dateAdjustmentsReference": { "type": "string" }, "adjustedDate": { "format": "date-time", "type": "string" } }, "required": ["$class", "id", "unadjustedDate", "dateAdjustmentsReference", "adjustedDate"] }, "org.isda.cdm.StubFloatingRate": { "title": "StubFloatingRate", "description": "An instance of org.isda.cdm.StubFloatingRate", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.StubFloatingRate", "pattern": "^org\\.isda\\.cdm\\.StubFloatingRate$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "spreadSchedule": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.SpreadSchedule" } }, "floatingRateMultiplierSchedule": { "$ref": "#/definitions/org.isda.cdm.Schedule" }, "floatingRateIndex": { "$ref": "#/definitions/org.isda.cdm.FloatingRateIndexEnum" }, "indexTenor": { "$ref": "#/definitions/org.isda.cdm.Period" }, "rateTreatment": { "$ref": "#/definitions/org.isda.cdm.RateTreatmentEnum" }, "capRateSchedule": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.StrikeSchedule" } }, "floorRateSchedule": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.StrikeSchedule" } } }, "required": ["$class", "id", "spreadSchedule", "floatingRateMultiplierSchedule", "floatingRateIndex", "indexTenor", "rateTreatment", "capRateSchedule", "floorRateSchedule"] }, "org.isda.cdm.StubFloatingRateBuilder": { "title": "StubFloatingRateBuilder", "description": "An instance of org.isda.cdm.StubFloatingRateBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.StubFloatingRateBuilder", "pattern": "^org\\.isda\\.cdm\\.StubFloatingRateBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "floatingRateIndex": { "$ref": "#/definitions/org.isda.cdm.FloatingRateIndexEnum" }, "rateTreatment": { "$ref": "#/definitions/org.isda.cdm.RateTreatmentEnum" } }, "required": ["$class", "id", "floatingRateIndex", "rateTreatment"] }, "org.isda.cdm.DayCountFractionEnum": { "title": "DayCountFractionEnum", "description": "An instance of org.isda.cdm.DayCountFractionEnum", "enum": ["_1_1", "_30_360", "_30E_360", "_30E_360_ISDA", "ACT_360", "ACT_365_FIXED", "ACT_365L", "ACT_ACT_AFB", "ACT_ACT_ICMA", "ACT_ACT_ISDA", "ACT_ACT_ISMA", "BUS_252"] }, "org.isda.cdm.PriorDateInstanceBuilder": { "title": "PriorDateInstanceBuilder", "description": "An instance of org.isda.cdm.PriorDateInstanceBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PriorDateInstanceBuilder", "pattern": "^org\\.isda\\.cdm\\.PriorDateInstanceBuilder$", "description": "The class identifier for this type" }, "date": { "format": "date-time", "type": "string" } }, "required": ["$class", "date"] }, "org.isda.cdm.PriorDateInstance": { "title": "PriorDateInstance", "description": "An instance of org.isda.cdm.PriorDateInstance", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PriorDateInstance", "pattern": "^org\\.isda\\.cdm\\.PriorDateInstance$", "description": "The class identifier for this type" }, "contractReference": { "$ref": "#/definitions/org.isda.cdm.Identifier" }, "date": { "format": "date-time", "type": "string" } }, "required": ["$class", "contractReference", "date"] }, "org.isda.cdm.DateRelativeToCalculationPeriodDates": { "title": "DateRelativeToCalculationPeriodDates", "description": "An instance of org.isda.cdm.DateRelativeToCalculationPeriodDates", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.DateRelativeToCalculationPeriodDates", "pattern": "^org\\.isda\\.cdm\\.DateRelativeToCalculationPeriodDates$", "description": "The class identifier for this type" }, "calculationPeriodDatesReference": { "type": "array", "items": { "type": "string" } } }, "required": ["$class", "calculationPeriodDatesReference"] }, "org.isda.cdm.DateRelativeToCalculationPeriodDatesBuilder": { "title": "DateRelativeToCalculationPeriodDatesBuilder", "description": "An instance of org.isda.cdm.DateRelativeToCalculationPeriodDatesBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.DateRelativeToCalculationPeriodDatesBuilder", "pattern": "^org\\.isda\\.cdm\\.DateRelativeToCalculationPeriodDatesBuilder$", "description": "The class identifier for this type" }, "calculationPeriodDatesReference": { "type": "array", "items": { "type": "string" } } }, "required": ["$class", "calculationPeriodDatesReference"] }, "org.isda.cdm.NaturalPersonRoleEnum": { "title": "NaturalPersonRoleEnum", "description": "An instance of org.isda.cdm.NaturalPersonRoleEnum", "enum": ["TRADER"] }, "org.isda.cdm.CompositeBuilder": { "title": "CompositeBuilder", "description": "An instance of org.isda.cdm.CompositeBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CompositeBuilder", "pattern": "^org\\.isda\\.cdm\\.CompositeBuilder$", "description": "The class identifier for this type" }, "determinationMethod": { "$ref": "#/definitions/org.isda.cdm.DeterminationMethodEnum" } }, "required": ["$class", "determinationMethod"] }, "org.isda.cdm.Composite": { "title": "Composite", "description": "An instance of org.isda.cdm.Composite", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Composite", "pattern": "^org\\.isda\\.cdm\\.Composite$", "description": "The class identifier for this type" }, "fxSpotRateSource": { "$ref": "#/definitions/org.isda.cdm.FxSpotRateSource" }, "determinationMethod": { "$ref": "#/definitions/org.isda.cdm.DeterminationMethodEnum" }, "relativeDate": { "$ref": "#/definitions/org.isda.cdm.RelativeDateOffset" } }, "required": ["$class", "fxSpotRateSource", "determinationMethod", "relativeDate"] }, "org.isda.cdm.AveragingObservationListBuilder": { "title": "AveragingObservationListBuilder", "description": "An instance of org.isda.cdm.AveragingObservationListBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AveragingObservationListBuilder", "pattern": "^org\\.isda\\.cdm\\.AveragingObservationListBuilder$", "description": "The class identifier for this type" } }, "required": ["$class"] }, "org.isda.cdm.AveragingObservationList": { "title": "AveragingObservationList", "description": "An instance of org.isda.cdm.AveragingObservationList", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.AveragingObservationList", "pattern": "^org\\.isda\\.cdm\\.AveragingObservationList$", "description": "The class identifier for this type" }, "averagingObservation": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.WeightedAveragingObservation" } } }, "required": ["$class", "averagingObservation"] }, "org.isda.cdm.TransferStatusEnum": { "title": "TransferStatusEnum", "description": "An instance of org.isda.cdm.TransferStatusEnum", "enum": ["DISPUTED", "INSTRUCTED", "PENDING", "SETTLED"] }, "org.isda.cdm.ListedHeader": { "title": "ListedHeader", "description": "An instance of org.isda.cdm.ListedHeader", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ListedHeader", "pattern": "^org\\.isda\\.cdm\\.ListedHeader$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "currency": { "type": "string" }, "clearanceSystemScheme": { "type": "string" }, "productIdentifierScheme": { "type": "string" }, "productIdentifier": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ProductIdentifier" } }, "productTaxonomy": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.ProductTaxonomy" } }, "description": { "type": "string" }, "clearanceSystem": { "type": "string" }, "currencyScheme": { "type": "string" } }, "required": ["$class", "id", "currency", "clearanceSystemScheme", "productIdentifierScheme", "productIdentifier", "productTaxonomy", "description", "clearanceSystem", "currencyScheme"] }, "org.isda.cdm.ListedHeaderBuilder": { "title": "ListedHeaderBuilder", "description": "An instance of org.isda.cdm.ListedHeaderBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ListedHeaderBuilder", "pattern": "^org\\.isda\\.cdm\\.ListedHeaderBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "currency": { "type": "string" }, "clearanceSystemScheme": { "type": "string" }, "productIdentifierScheme": { "type": "string" }, "description": { "type": "string" }, "clearanceSystem": { "type": "string" }, "currencyScheme": { "type": "string" } }, "required": ["$class", "id", "currency", "clearanceSystemScheme", "productIdentifierScheme", "description", "clearanceSystem", "currencyScheme"] }, "org.isda.cdm.OptionPhysicalSettlementBuilder": { "title": "OptionPhysicalSettlementBuilder", "description": "An instance of org.isda.cdm.OptionPhysicalSettlementBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OptionPhysicalSettlementBuilder", "pattern": "^org\\.isda\\.cdm\\.OptionPhysicalSettlementBuilder$", "description": "The class identifier for this type" }, "clearedPhysicalSettlement": { "type": "boolean" }, "predeterminedClearingOrganizationPartyReference": { "type": "string" } }, "required": ["$class", "clearedPhysicalSettlement", "predeterminedClearingOrganizationPartyReference"] }, "org.isda.cdm.OptionPhysicalSettlement": { "title": "OptionPhysicalSettlement", "description": "An instance of org.isda.cdm.OptionPhysicalSettlement", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OptionPhysicalSettlement", "pattern": "^org\\.isda\\.cdm\\.OptionPhysicalSettlement$", "description": "The class identifier for this type" }, "clearedPhysicalSettlement": { "type": "boolean" }, "predeterminedClearingOrganizationPartyReference": { "type": "string" } }, "required": ["$class", "clearedPhysicalSettlement", "predeterminedClearingOrganizationPartyReference"] }, "org.isda.cdm.PackageInformation": { "title": "PackageInformation", "description": "An instance of org.isda.cdm.PackageInformation", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PackageInformation", "pattern": "^org\\.isda\\.cdm\\.PackageInformation$", "description": "The class identifier for this type" }, "category": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.CategoryEnum" } }, "relatedParty": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.RelatedParty" } }, "intentToAllocate": { "type": "boolean" } }, "required": ["$class", "category", "relatedParty", "intentToAllocate"] }, "org.isda.cdm.PackageInformationBuilder": { "title": "PackageInformationBuilder", "description": "An instance of org.isda.cdm.PackageInformationBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PackageInformationBuilder", "pattern": "^org\\.isda\\.cdm\\.PackageInformationBuilder$", "description": "The class identifier for this type" }, "category": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.CategoryEnum" } }, "intentToAllocate": { "type": "boolean" } }, "required": ["$class", "category", "intentToAllocate"] }, "org.isda.cdm.Cashflow": { "title": "Cashflow", "description": "An instance of org.isda.cdm.Cashflow", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Cashflow", "pattern": "^org\\.isda\\.cdm\\.Cashflow$", "description": "The class identifier for this type" }, "cashflowDate": { "$ref": "#/definitions/org.isda.cdm.AdjustableOrAdjustedOrRelativeDate" }, "rosettaKeyValue": { "type": "string" }, "cashflowCalculation": { "type": "string" }, "cashflowType": { "$ref": "#/definitions/org.isda.cdm.CashflowTypeEnum" }, "cashflowAmount": { "$ref": "#/definitions/org.isda.cdm.Money" }, "id": { "type": "string" }, "discountFactor": { "type": "number" }, "presentValueAmount": { "$ref": "#/definitions/org.isda.cdm.Money" }, "premiumExpression": { "$ref": "#/definitions/org.isda.cdm.PremiumExpression" }, "paymentDiscounting": { "$ref": "#/definitions/org.isda.cdm.PaymentDiscounting" }, "payerReceiver": { "$ref": "#/definitions/org.isda.cdm.PayerReceiver" } }, "required": [ "$class", "cashflowDate", "rosettaKeyValue", "cashflowCalculation", "cashflowType", "cashflowAmount", "id", "discountFactor", "presentValueAmount", "premiumExpression", "paymentDiscounting", "payerReceiver" ] }, "org.isda.cdm.CashflowBuilder": { "title": "CashflowBuilder", "description": "An instance of org.isda.cdm.CashflowBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CashflowBuilder", "pattern": "^org\\.isda\\.cdm\\.CashflowBuilder$", "description": "The class identifier for this type" }, "cashflowCalculation": { "type": "string" }, "cashflowType": { "$ref": "#/definitions/org.isda.cdm.CashflowTypeEnum" }, "id": { "type": "string" }, "discountFactor": { "type": "number" } }, "required": ["$class", "cashflowCalculation", "cashflowType", "id", "discountFactor"] }, "org.isda.cdm.CommodityReferencePriceEnum": { "title": "CommodityReferencePriceEnum", "description": "An instance of org.isda.cdm.CommodityReferencePriceEnum", "enum": ["ALUMINIUM_ALLOY_LME_15_MONTH"] }, "org.isda.cdm.PeriodBuilder": { "title": "PeriodBuilder", "description": "An instance of org.isda.cdm.PeriodBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.PeriodBuilder", "pattern": "^org\\.isda\\.cdm\\.PeriodBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "period": { "$ref": "#/definitions/org.isda.cdm.PeriodEnum" }, "periodMultiplier": { "type": "integer" } }, "required": ["$class", "id", "period", "periodMultiplier"] }, "org.isda.cdm.CashSettlementTerms": { "title": "CashSettlementTerms", "description": "An instance of org.isda.cdm.CashSettlementTerms", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CashSettlementTerms", "pattern": "^org\\.isda\\.cdm\\.CashSettlementTerms$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "quotationAmount": { "$ref": "#/definitions/org.isda.cdm.Money" }, "minimumQuotationAmout": { "$ref": "#/definitions/org.isda.cdm.Money" }, "accruedInterest": { "type": "boolean" }, "settlementCurrency": { "type": "string" }, "cashSettlementBusinessDays": { "type": "integer" }, "valuationDate": { "$ref": "#/definitions/org.isda.cdm.ValuationDate" }, "valuationTime": { "$ref": "#/definitions/org.isda.cdm.BusinessCenterTime" }, "quotationMethod": { "$ref": "#/definitions/org.isda.cdm.QuotationRateTypeEnum" }, "dealer": { "type": "string" }, "cashSettlementAmount": { "$ref": "#/definitions/org.isda.cdm.Money" }, "fixedSettlement": { "type": "boolean" }, "valuationMethod": { "$ref": "#/definitions/org.isda.cdm.ValuationMethodEnum" }, "recoveryFactor": { "type": "number" }, "settlementCurrencyScheme": { "type": "string" } }, "required": [ "$class", "id", "quotationAmount", "minimumQuotationAmout", "accruedInterest", "settlementCurrency", "cashSettlementBusinessDays", "valuationDate", "valuationTime", "quotationMethod", "dealer", "cashSettlementAmount", "fixedSettlement", "valuationMethod", "recoveryFactor", "settlementCurrencyScheme" ] }, "org.isda.cdm.CashSettlementTermsBuilder": { "title": "CashSettlementTermsBuilder", "description": "An instance of org.isda.cdm.CashSettlementTermsBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.CashSettlementTermsBuilder", "pattern": "^org\\.isda\\.cdm\\.CashSettlementTermsBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "accruedInterest": { "type": "boolean" }, "settlementCurrency": { "type": "string" }, "cashSettlementBusinessDays": { "type": "integer" }, "quotationMethod": { "$ref": "#/definitions/org.isda.cdm.QuotationRateTypeEnum" }, "dealer": { "type": "string" }, "fixedSettlement": { "type": "boolean" }, "valuationMethod": { "$ref": "#/definitions/org.isda.cdm.ValuationMethodEnum" }, "recoveryFactor": { "type": "number" }, "settlementCurrencyScheme": { "type": "string" } }, "required": [ "$class", "id", "accruedInterest", "settlementCurrency", "cashSettlementBusinessDays", "quotationMethod", "dealer", "fixedSettlement", "valuationMethod", "recoveryFactor", "settlementCurrencyScheme" ] }, "org.isda.cdm.RateObservationBuilder": { "title": "RateObservationBuilder", "description": "An instance of org.isda.cdm.RateObservationBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.RateObservationBuilder", "pattern": "^org\\.isda\\.cdm\\.RateObservationBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "observationWeight": { "type": "integer" }, "resetDate": { "format": "date-time", "type": "string" }, "adjustedFixingDate": { "format": "date-time", "type": "string" }, "observedRate": { "type": "number" }, "treatedRate": { "type": "number" }, "rateReference": { "type": "string" }, "forecastRate": { "type": "number" }, "treatedForecastRate": { "type": "number" } }, "required": ["$class", "id", "observationWeight", "resetDate", "adjustedFixingDate", "observedRate", "treatedRate", "rateReference", "forecastRate", "treatedForecastRate"] }, "org.isda.cdm.RateObservation": { "title": "RateObservation", "description": "An instance of org.isda.cdm.RateObservation", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.RateObservation", "pattern": "^org\\.isda\\.cdm\\.RateObservation$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "observationWeight": { "type": "integer" }, "resetDate": { "format": "date-time", "type": "string" }, "adjustedFixingDate": { "format": "date-time", "type": "string" }, "observedRate": { "type": "number" }, "treatedRate": { "type": "number" }, "rateReference": { "type": "string" }, "forecastRate": { "type": "number" }, "treatedForecastRate": { "type": "number" } }, "required": ["$class", "id", "observationWeight", "resetDate", "adjustedFixingDate", "observedRate", "treatedRate", "rateReference", "forecastRate", "treatedForecastRate"] }, "org.isda.cdm.MasterAgreement": { "title": "MasterAgreement", "description": "An instance of org.isda.cdm.MasterAgreement", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.MasterAgreement", "pattern": "^org\\.isda\\.cdm\\.MasterAgreement$", "description": "The class identifier for this type" }, "masterAgreementId": { "type": "string" }, "masterAgreementType": { "$ref": "#/definitions/org.isda.cdm.MasterAgreementTypeEnum" }, "masterAgreementVersion": { "type": "string" }, "masterAgreementDate": { "format": "date-time", "type": "string" }, "masterAgreementIdScheme": { "type": "string" }, "masterAgreementTypeScheme": { "type": "string" }, "masterAgreementVersionScheme": { "type": "string" } }, "required": [ "$class", "masterAgreementId", "masterAgreementType", "masterAgreementVersion", "masterAgreementDate", "masterAgreementIdScheme", "masterAgreementTypeScheme", "masterAgreementVersionScheme" ] }, "org.isda.cdm.MasterAgreementBuilder": { "title": "MasterAgreementBuilder", "description": "An instance of org.isda.cdm.MasterAgreementBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.MasterAgreementBuilder", "pattern": "^org\\.isda\\.cdm\\.MasterAgreementBuilder$", "description": "The class identifier for this type" }, "masterAgreementId": { "type": "string" }, "masterAgreementType": { "$ref": "#/definitions/org.isda.cdm.MasterAgreementTypeEnum" }, "masterAgreementVersion": { "type": "string" }, "masterAgreementDate": { "format": "date-time", "type": "string" }, "masterAgreementIdScheme": { "type": "string" }, "masterAgreementTypeScheme": { "type": "string" }, "masterAgreementVersionScheme": { "type": "string" } }, "required": [ "$class", "masterAgreementId", "masterAgreementType", "masterAgreementVersion", "masterAgreementDate", "masterAgreementIdScheme", "masterAgreementTypeScheme", "masterAgreementVersionScheme" ] }, "org.isda.cdm.ScheduleBuilder": { "title": "ScheduleBuilder", "description": "An instance of org.isda.cdm.ScheduleBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.ScheduleBuilder", "pattern": "^org\\.isda\\.cdm\\.ScheduleBuilder$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "initialValue": { "type": "number" } }, "required": ["$class", "id", "initialValue"] }, "org.isda.cdm.Schedule": { "title": "Schedule", "description": "An instance of org.isda.cdm.Schedule", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.Schedule", "pattern": "^org\\.isda\\.cdm\\.Schedule$", "description": "The class identifier for this type" }, "id": { "type": "string" }, "initialValue": { "type": "number" }, "step": { "type": "array", "items": { "$ref": "#/definitions/org.isda.cdm.Step" } } }, "required": ["$class", "id", "initialValue", "step"] }, "org.isda.cdm.OptionDenomination": { "title": "OptionDenomination", "description": "An instance of org.isda.cdm.OptionDenomination", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OptionDenomination", "pattern": "^org\\.isda\\.cdm\\.OptionDenomination$", "description": "The class identifier for this type" }, "optionEntitlement": { "type": "number" }, "numberOfOptions": { "type": "number" }, "entitlementCurrency": { "type": "string" }, "entitlementCurrencyScheme": { "type": "string" } }, "required": ["$class", "optionEntitlement", "numberOfOptions", "entitlementCurrency", "entitlementCurrencyScheme"] }, "org.isda.cdm.OptionDenominationBuilder": { "title": "OptionDenominationBuilder", "description": "An instance of org.isda.cdm.OptionDenominationBuilder", "type": "object", "properties": { "$class": { "type": "string", "default": "org.isda.cdm.OptionDenominationBuilder", "pattern": "^org\\.isda\\.cdm\\.OptionDenominationBuilder$", "description": "The class identifier for this type" }, "optionEntitlement": { "type": "number" }, "numberOfOptions": { "type": "number" }, "entitlementCurrency": { "type": "string" }, "entitlementCurrencyScheme": { "type": "string" } }, "required": ["$class", "optionEntitlement", "numberOfOptions", "entitlementCurrency", "entitlementCurrencyScheme"] } } }