ConstituentWeight
Type CDM 7.2.0A class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.
Extends —
Extended by —
Attributes 2
Namespace cdm.product.template
Attributes
All 2 declared on ConstituentWeight. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| openUnits | number | 0..1 | The number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this element is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. |
| basketPercentage | number | 0..1 | The relative weight of each respective basket constituent, expressed in percentage. A basket percentage of 5% would be represented as 0.05. |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
BasketPercentage Condition
FpML specifies basketPercentage as a RestrictedPercentage type, meaning that the value needs to be comprised between 0 and 1.
if basketPercentage exists
then basketPercentage >= 0.0 and basketPercentage <= 1.0Referenced by
1 type holds a ConstituentWeight 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 |
|---|---|---|
| MapConstituentWeight | returns | — |
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