Money
Type CDM 7.2.0Defines a monetary amount in a specified currency.
Extended by —
Attributes 6 (0 own)
Namespace cdm.observable.asset
Attributes
0 declared on Money, 6 inherited. Cardinality in amber is required.
| Name | Type | Card. | Description | From |
|---|---|---|---|---|
| value | number | 0..1 | The initial rate or amount, as the case may be. An initial rate of 5% would be represented as 0.05. | Schedule |
| datedValue | DatedValue | 0..* | The schedule of step date and value pairs. On each step date the associated step value becomes effective. A list of steps may be ordered in the document by ascending step date. An FpML document containing an unordered list of steps is still regarded as a conformant document. | Schedule |
| unit | UnitType | 0..1 | Qualifies the unit by which the amount is measured. Optional because a measure may be unit-less (e.g. when representing a ratio between amounts in the same unit). | MeasureBase |
| multiplier | NonNegativeMeasure | 0..1 | Defines an optional measure that the quantity should be multiplied by to derive a total quantity. Requires that the multiplier must be positive. This number is associated to an optional unit. For example in the case of the Coal (API2) CIF ARA (ARGUS-McCloskey) Futures Contract on the CME, where the unit would be contracts, the multiplier value would 1,000 and the mulitiplier unit would be 1,000 MT (Metric Tons). | QuantitySchedule |
| frequency | Frequency | 0..1 | Defines the frequency to be used when defining a quantity. For example a quantity may be specified as a number of barrels of oil per day, which needs multiplying by the number of days in the relevant period to get the total quantity as a number of barrels. | QuantitySchedule |
| total | Schedule | 0..1 | Specifies the total quantity when the quantity itself is specified with a frequency. | QuantitySchedule |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
CurrencyUnitExists Condition
unit -> currency existsReferenced by
37 types hold a Money as an attribute.
AmountOfNetCapitalAssetPayoutBillingRecordCalculationPeriodCashSettlementTermsCollateralBalanceCreditEventsCustodianTermsDividendTermsElectiveAmountElectionExerciseFeeExerciseFeeScheduleExposureFailureToPayFixedAmountCalculationDetailsFloatingAmountCalculationDetailsLegacyIndependentAmountPartyLegacyResolutionAlternativeMarginCallBaseMarginCallIssuanceMarginCallResponseMoneyBoundPartialExercisePaymentCalculationPeriodPaymentDetailPaymentDiscountingPercentageRulePositionBasePostedCreditSupportItemPrincipalPaymentShapingProvisionStandardizedScheduleInitialMarginStandardizedScheduleTradeInfoStubValueThresholdMinimumTransferAmountFixedAmountValuationValuationMethod
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 |
|---|---|---|
| ToMoney | returns | — |
| MapMoney | returns | — |
| PostedCreditSupportItemAmount | returns | Calculates the Value for the given Posted Credit Support item. |
| UndisputedAdjustedPostedCreditSupportAmount | returns | Calculates the value for Undisputed Adjusted Posted Credit Support Item. |
| CreditSupportAmount | returns | Calculates the Credit Support Amount. |
| ReturnAmount | returns | — |
| DeliveryAmount | returns | — |
| GetGrossInitialMarginFromStandardizedSchedule | returns | Takes the grid information from an specific trade and calculates the gross initial margin. |
| GetNotionalAmount | returns | Look up the notional amount in effect for a calculation period. |
| Create_OnDemandInterestPaymentPrimitiveInstruction | takes | An instruction to make a interium interest payment by adding a payout leg to the deal. |
| UndisputedAdjustedPostedCreditSupportAmount | takes | Calculates the value for Undisputed Adjusted Posted Credit Support Item. |
| CreditSupportAmount | takes | Calculates the Credit Support Amount. |
| ReturnAmount | takes | — |
| DeliveryAmount | takes | — |
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