ListedDerivative
Type CDM 7.2.0A securitized derivative on another asset.
Extended by —
Attributes 10 (3 own)
Namespace cdm.base.staticdata.asset.common
Attributes
3 declared on ListedDerivative, 7 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 |
| deliveryTerm | string | 0..1 | Also called contract month or delivery month. However, it's not always a month. It is usually expressed using a code, e.g. Z23 would be the Dec 2023 contract, (Z = December). For crude oil, the corresponding contract might be called CLZ23. Optional as this can be uniquely identified in the identifier. | — |
| optionType | PutCallEnum | 0..1 | The type of option, ie Put or Call. Left empty if it is a Future. | — |
| strike | number | 0..1 | Specifies the strike of the option. | — |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
Options Condition
Options must have a strike price.
if optionType exists then strike exists else strike is absent AssetType Condition
Asset type must be ListedDerivative.
assetType = ListedDerivativeReferenced by
1 type holds a ListedDerivative as an attribute.
In the product library
Canonical products whose JSON instantiates ListedDerivative. Useful when
you want to see the type populated rather than described.
| Product | Asset class | Family |
|---|---|---|
| Listed Equity | Equity | Listed |
Open ListedDerivative in the Model Browser
Walk the tree and the reference graph interactively, and switch releases to see how the type has changed. Free, no signup.