QuantityChangeInstruction
Type CDM 7.2.0Instructions required to create a Quantity Change Primitive Event, which can be either an increase, a decrease or a replacement. An increase adds a new trade lot to the original trade, whereas a decrease subtracts from an existing trade lot's quantity. A replacement updates the quantity of an existing trade lot to the new value.
Attributes
All 3 declared on QuantityChangeInstruction. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| change | PriceQuantity | 1..* | Quantity by which the trade is being increased, decreased or replaced, and the price at which such quantity change is agreed. The quantity change should always be specified as a positive number, with the direction (increase/decrease/replacement) being specified by the direction enumeration. A fee can also be associated to the quantity change by specifying a Price component of type CashPrice, including the corresponding settlement date and direction. |
| direction | QuantityChangeDirectionEnum | 1..1 | Direction of the quantity change specified as either an increase, decrease or replacement. |
| lotIdentifier | Identifier | 0..* | Identifier for the new lot (in case of increase) or for the existing lot to be changed(in case of decrease or replacement). This optional attribute is mandatory in case of a decrease or replacement if the initial trade state contains multiple trade lots. |
Referenced by
1 type holds a QuantityChangeInstruction 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 |
|---|---|---|
| Create_OnDemandRateChangePriceChangeInstruction | returns | Creates a price change instruction for an on-demand rate change, based on a new rate provided as a single number by matching it to a single rate price. |
| MapQuantityChangeInstruction | returns | — |
| Create_QuantityChange | takes | A specification of the inputs, outputs and constraints when calculating the after state of a Quantity Change Primitive Event |
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