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EventBuilder.md

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Module Org.Isda.Cdm.EventSpecificationModule.EventBuilder.Derived

Functions

  • buildDerivedEvents : RefData -> DerivedSpec -> [ Event ]
    Build derived events (e.g. interest rate payments, resets, etc.). Returns all events that have not been applied yet. If the event is not fully known yet (e.g. an observation for a reset is not available yet or a reset for a floating rate coupon), then an empty primitive is returned.

Module Org.Isda.Cdm.EventSpecificationModule.EventBuilder.NewTrade

Functions

  • buildNewTradeEvent : NewTradeSpec -> Event
    Build NewTrade event

Module Org.Isda.Cdm.EventSpecificationModule.EventBuilder.Novation

Functions

  • buildNovationEvent : NovationSpec -> Event
    Build Novation event
  • buildPartialNovationEvent : PartialNovationSpec -> Event
    Build Partial Novation event

Module Org.Isda.Cdm.EventSpecificationModule.EventBuilder.Termination

Functions

  • buildTerminationEvent : TerminationSpec -> Event
    Build Termination event
  • buildPartialTerminationEvent : PartialTerminationSpec -> Event
    Build PartialTermination event

Module Org.Isda.Cdm.EventSpecificationModule.Types.EventSpec

Data Types

data BaseEvent

The base event used to build a valid event.

  • BaseEvent

    Field Type/Description
    account [ Account ]
    Optional account information that could be associated to the event.
    action ActionEnum
    Specifies whether the event is a new, a correction or a cancellation.
    effectiveDate Optional Date
    The date on which the event contractually takes effect, when different from the event date.
    eventDate Date
    The date on which the event is taking place. This is the equivalent of the trade date in the case of an execution or a contract.
    eventIdentifier [ Identifier ]
    The identifier(s) that uniquely identify a lifecycle event. The unbounded cardinality is meant to provide the ability to associate identifiers that are issued by distinct parties. As an example, each of the parties to the event may choose to associate their own identifiers to the event.
    id Optional Text
    messageInformation Optional MessageInformation
    transfer [ TransferPrimitive ]
    timestamp [ EventTimestamp ]
    The set of timestamp(s) associated with the event as a collection of [dateTime, qualifier].

data DerivedSpec

The spec for derived events (e.g. interest rate payments, resets, etc.)

  • DerivedSpec

    Field Type/Description
    fromDate Optional Date
    Events starting from this date will be included (leave empty to include all events).
    toDate Optional Date
    Events until this date will be included (leave empty to include all events).
    pastEvents [ Event ]
    The list of events that were already applied to the contract. This is required to e.g. imply which payments were already made or get the reset value for a certain period.
    contract Contract

data NewTradeSpec

The spec for a new trade event.

  • NewTradeSpec

    Field Type/Description
    base BaseEvent
    The base event used to build the event.
    after PostInceptionState
    The post inception state

data NovationSpec

The spec for a novation event.

  • NovationSpec

    Field Type/Description
    base BaseEvent
    The base event used to build the event.
    contract Contract
    The contract the novation is applied to.
    contractNew Contract
    The contract that results from the novation.

data PartialNovationSpec

The spec for a partial novation event.

  • PartialNovationSpec

    Field Type/Description
    base BaseEvent
    The base event used to build the event.
    contract Contract
    The contract the partial novation is applied to.
    change [ ContractualQuantity ]
    The change in quantity applied in the partial novation.
    contractNew Contract
    The contract that results from the novation.

data PartialTerminationSpec

The spec for a partial termination event

  • PartialTerminationSpec

    Field Type/Description
    base BaseEvent
    The base event used to build the event.
    contract Contract
    The contract the termination is applied to.
    change [ ContractualQuantity ]
    The change in quantity applied in the partial termination.

data TerminationSpec

The spec for a termination event.

  • TerminationSpec

    Field Type/Description
    base BaseEvent
    The base event used to build the event.
    contract Contract
    The contract the termination is applied to.