QuantitySchedule
Type CDM 7.2.0Specifies a quantity schedule to be associated to a financial product to represent a trade amount. This data type extends MeasureBase with several unit or multiplier attributes that are used to define financial quantities. This data type is generically based on a schedule and can also be used to represent a quantity as a single value.
Attributes
3 declared on QuantitySchedule, 3 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). | — |
| 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. | — |
| total | Schedule | 0..1 | Specifies the total quantity when the quantity itself is specified with a frequency. | — |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
if total exists then frequency existsFunctions
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 |
|---|---|---|
| FilterQuantityByCurrency | returns | Filter list of quantities based on unit type. |
| FilterQuantityByCurrencyExists | returns | Filter list of quantities based on unit type. |
| FilterQuantityByFinancialUnit | returns | Filter list of quantities based on unit type. |
| FilterQuantityByCurrency | takes | Filter list of quantities based on unit type. |
| FilterQuantityByCurrencyExists | takes | Filter list of quantities based on unit type. |
| FilterQuantityByFinancialUnit | takes | Filter list of quantities based on unit type. |
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