Security
Type CDM 7.2.0Identifies a security by referencing an identifier and by specifying the sector.
Extended by —
Attributes 11 (4 own)
Namespace cdm.base.staticdata.asset.common
Attributes
4 declared on Security, 7 inherited. Cardinality in amber is required.
| Name | Type | Card. | Description | From |
|---|---|---|---|---|
| identifier | AssetIdentifier | 1..* | Asset Identifiers are used to uniquely identify an Asset, using a specified Asset Identifier Type. | AssetBase |
| taxonomy | Taxonomy | 0..* | Defines the taxonomy of an object by combining a taxonomy source (i.e. the rules to classify the object) and a value (i.e. the output of those rules on the object. | AssetBase |
| isExchangeListed | boolean | 0..1 | Defines whether the asset is listed on a public exchange. | AssetBase |
| party | Party | 0..* | The party with the obligation to pay dividends, coupons, or other payouts to the asset holder. | AssetBase |
| partyRole | AssetPartyRole | 0..1 | The role of the payer specific to the asset type, i.e. bond, equity. | AssetBase |
| ancillaryPartyRole | AssetAncillaryPartyRole | 0..* | The role of a party with indirect participation in the asset (i.e. transfer agent). | AssetBase |
| assetType | AssetTypeEnum | 1..1 | Specifies the type of asset. | AssetBase |
| securityType | SecurityTypeEnum | 1..1 | Identifies the type of security using an enumerated list. | — |
| debtType | DebtType | 0..1 | Identifies the type of debt and selected debt economics. | — |
| equityType | EquityType | 0..1 | Identifies the type of equity. | — |
| fundType | FundProductTypeEnum | 0..1 | Identifies the type of fund. | — |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
DebtSubType Condition
if securityType <> Debt then debtType is absent EquitySubType Condition
if securityType <> Equity then equityType is absent FundSubType Condition
if securityType <> Fund then fundType is absent AssetType Condition
Asset type must be Security.
assetType = SecurityReferenced by
5 types hold a Security 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 |
|---|---|---|
| MapIdentifiedAssetToSecurity | returns | — |
| NewEquitySwapProduct | takes | Function specification to create an Equity Swap according to the 2018 ISDA CDM Equity Confirmation Template, based on a minimum set of inputs which can (optionally) include a Master Confirmation Agreement. The inputs represent the minimum set of inputs required to create an Equity Swap, either based on an existing Master Confirmation Agreement or as a stand-alone Equity Swap |
| NewSingleNameEquityPerformancePayout | takes | Function specification to create the equity payout part of an Equity Swap according to the 2018 ISDA CDM Equity Confirmation template. |
| Qualify_SecurityTypeEquity | takes | Qualifies that the security type, for all of the provided securities, is Equity-related. |
In the product library
Canonical products whose JSON instantiates Security. 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 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 Long Form With Stub | 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 Underlyer Execution Long Form | Equity | Swaps |
| Equity Swap Single Underlyer Execution Long Form Ois | Equity | Swaps |
| Euity Swap European Interdealer Share Swap Short Form | Equity | Swaps |
| Forward Starting Pre European Interdealer Share Swap Short Form | Equity | Forwards |
| IRS Debt Option | Interest Rate | Options & forwards |
| IRS Forward Debt | Interest Rate | Swaps |
and 5 more across the library.
Open Security in the Model Browser
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