Observation
Type CDM 7.2.0Defines a single, numerical value that was observed in the marketplace. Observations of market data are made independently to business events or trade life-cycle events, so data instances of Observation can be created independently of any other model type, hence it is annotated as a root type. Observations will be broadly reused in many situations, so references to Observation are supported via the 'key' annotation.
Attributes
All 2 declared on Observation. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| observedValue | Price | 1..1 | Specifies the observed value as a number. |
| observationIdentifier | ObservationIdentifier | 1..1 | Represents the observation was made i.e. how to uniquely identify the observed value among the population of all available market data. |
Referenced by
2 types hold an Observation as an attribute.
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 |
|---|---|---|
| ResolveObservation | returns | Specifies the interface that should be used by implementors to resolve a single observation when provided many, applying the averaging method, if one is provided. |
| ResolveInterestRateReset | takes | Defines how to resolve the reset value for an InterestRatePayout. |
| ResolvePerformanceReset | takes | Defines how to resolve the reset value for a performance payout. |
| Create_AssetReset | takes | Defines how to resolve the reset value for an equity payout. |
| ResolveObservationAverage | takes | Specifies the interface that should be used by implementors to resolve a single observation when provided many, applying the averaging method, if one is provided. |
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