CashflowRepresentation
Type CDM 7.2.0A data defining: the cashflow representation of a swap trade.
Extends —
Extended by —
Attributes 2
Namespace cdm.product.asset
Attributes
All 2 declared on CashflowRepresentation. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| cashflowsMatchParameters | boolean | 1..1 | A true/false flag to indicate whether the cashflows match the parametric definition of the stream, i.e. whether the cashflows could be regenerated from the parameters without loss of information. |
| paymentCalculationPeriod | PaymentCalculationPeriod | 0..* | The adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount. A list of payment calculation period elements may be ordered in the document by ascending adjusted payment date. An FpML document containing an unordered list of payment calculation periods is still regarded as a conformant document. |
Referenced by
1 type holds a CashflowRepresentation as an attribute.
Functions
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 |
|---|---|---|
| MapCashflowRepresentation | returns | — |
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