Basket
Type CDM 7.2.0Defines a custom basket by referencing an identifier and its constituents.
Attributes
1 declared on Basket, 7 inherited. Cardinality in amber is required.
| Name | Type | Card. | Description | From |
|---|---|---|---|---|
| identifier | AssetIdentifier | 1..* | Asset Identifiers are used to uniquely identify an Asset, using a specified Asset Identifier Type. | AssetBase |
| taxonomy | Taxonomy | 0..* | Defines the taxonomy of an object by combining a taxonomy source (i.e. the rules to classify the object) and a value (i.e. the output of those rules on the object. | AssetBase |
| isExchangeListed | boolean | 0..1 | Defines whether the asset is listed on a public exchange. | AssetBase |
| party | Party | 0..* | The party with the obligation to pay dividends, coupons, or other payouts to the asset holder. | AssetBase |
| partyRole | AssetPartyRole | 0..1 | The role of the payer specific to the asset type, i.e. bond, equity. | AssetBase |
| ancillaryPartyRole | AssetAncillaryPartyRole | 0..* | The role of a party with indirect participation in the asset (i.e. transfer agent). | AssetBase |
| assetType | AssetTypeEnum | 1..1 | Specifies the type of asset. | AssetBase |
| basketConstituent | BasketConstituent | 1..* | Identifies the constituents of the basket | — |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
AssetType Condition
Asset type must be Security.
assetType = SecurityFunctions
Model functions that produce or consume this type. These are the CDM's own behaviour — the logic a correct implementation has to match.
| Function | Role | Description |
|---|---|---|
| MapBasket | returns | — |
In the product library
Canonical products whose JSON instantiates Basket. Useful when
you want to see the type populated rather than described.
| Product | Asset class | Family |
|---|---|---|
| CDS Custom Basket | Credit | Basket |
| Equity Swap Composite Basket Long Form | Equity | Swaps |
| Equity Swap Composite Basket Long Form Separate Spreads | Equity | Swaps |
| Equity Swap Index Quanto Long Form | Equity | Swaps |
| Equity Swap Long Form With Stub | Equity | Swaps |
Open Basket in the Model Browser
Walk the tree and the reference graph interactively, and switch releases to see how the type has changed. Free, no signup.