InflationIndex
Type CDM 7.2.0Specification of an index that measures inflation in a specific market, e.g. the US Consumer Price Index.
Attributes
2 declared on InflationIndex, 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 |
| inflationRateIndex | InflationRateIndexEnum | 1..1 | The reference index that is used to specify the inflation interest rate. | — |
| indexTenor | Period | 0..1 | The ISDA Designated Maturity, i.e. the floating rate tenor. | — |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
assetClass = AssetClassEnum -> InterestRateFunctions
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 |
|---|---|---|
| MapInflationIndex | returns | — |
In the product library
Canonical products whose JSON instantiates InflationIndex. Useful when
you want to see the type populated rather than described.
| Product | Asset class | Family |
|---|---|---|
| IRS Inflation Basis Zero Coupon | Interest Rate | Inflation |
| IRS Inflation YOY | Interest Rate | Inflation |
Open InflationIndex in the Model Browser
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