Index
Choice CDM 7.2.0An Index is an Observable which is computed based on the prices, rates or valuations of a number of assets that are tracked in a standardized way. Examples include equity market indices as well as indices on interest rates, inflation and credit instruments.
Extended by —
Variants 5
Namespace cdm.observable.asset
Variants
Exactly one of these must be present. A choice type is how the CDM models “one of” without a discriminator field.
| Variant | Description |
|---|---|
| CreditIndex | Specification of an index based on credit risk, typically composed using corporate debt instruments in a region or industry sector, e.g. the iTraxx indices. |
| EquityIndex | Specification of an index based on equity securities, e.g. the S&P 500. |
| InterestRateIndex | An index based in interest rates or inflation rates in a certain market. |
| ForeignExchangeRateIndex | Specification of a rate based on the exchange of a pair of cash assets in specific currencies, e.g. USD versus GBP. |
| OtherIndex | Specification of a user-defined index that does not meet the criteria of other Index data types. |
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 |
|---|---|---|
| MapEquityIndex | returns | — |
Open Index in the Model Browser
Walk the tree and the reference graph interactively, and switch releases to see how the choice type has changed. Free, no signup.