Observable

Choice CDM 7.2.0

Specifies the object to be observed for a price, it could be an asset or a reference.

Extended by —

Variants 3

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
Asset	An Asset is defined as something that can be owned and transferred in the financial markets. As a choice data type, one and only one of the attributes must be used.
Basket	Defines a custom basket by referencing an identifier and its constituents.
Index	An 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.

5 types hold an Observable as an attribute.

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
CreateObservableWithLocation	returns	—
CreateObservableWithAddress	returns	—
MapRateOptionToObservableWithLocation	returns	—
MapFloatingRateIndexToRateOptionObservableWithLocation	returns	—
MapUnderlyerToObservableWithLocation	returns	—
MapUnderlyerToObservableWithAddress	returns	—
MapAssetToObservableWithLocation	returns	—
MapAssetToObservableWithAddress	returns	—
MapCurrencyToObservableCashWithLocation	returns	—
MapCurrencyToObservableCashWithAddress	returns	—
MapQuotedCurrencyPairToObservableWithLocation	returns	—
MapQuotedCurrencyPairToObservableWithAddress	returns	—
CreateObservableWithLocation	takes	—
ObservableIsCommodity	takes	Validates whether all of the constituents of an Observable are Commodities.
ResolvePerformancePeriodStartPrice	takes	Resolves the price from the end of the previous period. If first period, then take the initial price.
ObservableQualification	takes	Identifies whether the observable(s) have either the specified securityType or assetClass.
Qualify_UnderlierObservable_Equity	takes	Qualifies an Observable as having the Asset Class classification Equity.

Canonical products whose JSON instantiates Observable. Useful when you want to see the type populated rather than described.

Product	Asset class	Family
Equity Swap CFD	Equity	Swaps
Equity Swap Composite Basket Long Form	Equity	Swaps
Equity Swap Composite Basket Long Form Separate Spreads	Equity	Swaps
Equity Swap Compounding Swap	Equity	Swaps
Equity Swap European Interdealer Fair Value Share Swap Short Form	Equity	Swaps
Equity Swap Forward Starting Post European Interdealer Share Swap Short Form	Equity	Forwards
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 On European Single Stock Underlyer Short Form	Equity	Swaps
Equity Swap Pan Asia Interdealer Share Swap Short Form	Equity	Swaps
Equity Swap Short Form Interestleg Driving Schedule Dates	Equity	Swaps
Equity Swap Single Index Long Form	Equity	Swaps
Equity Swap Single Underlyer Execution Long Form	Equity	Swaps
Equity Swap Single Underlyer Execution Long Form Ois	Equity	Swaps

and 16 more across the library.

Walk the tree and the reference graph interactively, and switch releases to see how the choice type has changed. Free, no signup.

Parsed from CDM 7.2.0 · observable-asset-type.rosetta cdm.observable.asset