ObservationIdentifier
Type CDM 7.2.0Defines the parameters needed to uniquely identify a piece of data among the population of all available market data.
Extends —
Extended by —
Attributes 5
Namespace cdm.observable.event
Attributes
All 5 declared on ObservationIdentifier. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| observable | Observable | 1..1 | Represents the asset or rate to which the observation relates. |
| observationDate | date | 1..1 | Specifies the date value to use when resolving the market data. |
| observationTime | TimeZone | 0..1 | Represents the time and time-zone. |
| informationSource | InformationSource | 0..1 | Represents where the market data published and should be observed. |
| determinationMethodology | DeterminationMethodology | 0..1 | Specifies the method according to which an amount or a date is determined. |
Referenced by
1 type holds an ObservationIdentifier 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 |
|---|---|---|
| ResolveInterestRateObservationIdentifiers | returns | Defines which attributes on the InterestRatePayout should be used to locate and resolve the underlier's price, for example for the reset process. |
| ResolvePerformanceObservationIdentifiers | returns | Defines which attributes on the PerformancePayout should be used to locate and resolve the underlier's price, for example for the reset process. |
| ResolveObservation | 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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