EquityIndex
Type CDM 7.2.0Specification of an index based on equity securities, e.g. the S&P 500.
Attributes
0 declared on EquityIndex, 10 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 |
| name | string | 0..1 | A description of the Index. | IndexBase |
| provider | LegalEntity | 0..1 | The organisation that creates or maintains the Index. | IndexBase |
| assetClass | AssetClassEnum | 0..1 | The Asset Class of the Index. | IndexBase |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
EquityAssetClass Condition
The asset class must be Equity.
assetClass = AssetClassEnum -> EquityIn the product library
Canonical products whose JSON instantiates EquityIndex. Useful when
you want to see the type populated rather than described.
| Product | Asset class | Family |
|---|---|---|
| Equity Swap Compounding Swap | Equity | Swaps |
| Equity Swap Index Quanto Long Form | Equity | Swaps |
| Equity Swap Long Form With Stub | Equity | Swaps |
| Equity Swap On European Index Underlyer Short Form | Equity | Swaps |
| Equity Swap Single Index Long Form | Equity | Swaps |
| TRS Index IOS | Equity | Swaps |
Open EquityIndex in the Model Browser
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