StandardizedSchedule
Type CDM 7.2.0The model carries no description for this type.
Extends —
Extended by —
Attributes 5
Namespace cdm.margin.schedule
Attributes
All 5 declared on StandardizedSchedule. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| assetClass | StandardizedScheduleAssetClassEnum | 1..1 | — |
| productClass | StandardizedScheduleProductClassEnum | 1..1 | — |
| notional | number | 1..1 | — |
| notionalCurrency | string | 1..1 | — |
| durationInYears | number | 0..1 | — |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
PositiveNotional Condition
Ensure notional is greater than 0
notional > 0 ValidCurrency Condition
Ensure Currency is an ISO 3-Letter Currency Code
notionalCurrency to-enum ISOCurrencyCodeEnum exists PositiveDuration Condition
Ensure duration is greater than 0.
if durationInYears exists then durationInYears > 0Functions
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 |
|---|---|---|
| BuildStandardizedSchedule | returns | Takes a trade and uses qualification to extract the relevant information to populate the grid that will be used to calculate the gross initial margin. |
| GetGrossInitialMarginFromStandardizedSchedule | takes | Takes the grid information from an specific trade and calculates the gross initial margin. |
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