buildDerivedEvents
:RefData
->
DerivedSpec
->
[
Event
]
Build derived events (e.g. interest rate payments, resets, etc.). Returns all events that have not been applied yet. If the event is not fully known yet (e.g. an observation for a reset is not available yet or a reset for a floating rate coupon), then an empty primitive is returned.
buildNewTradeEvent
:NewTradeSpec
->
Event
Build NewTrade event
buildNovationEvent
:NovationSpec
->
Event
Build Novation eventbuildPartialNovationEvent
:PartialNovationSpec
->
Event
Build Partial Novation event
buildTerminationEvent
:TerminationSpec
->
Event
Build Termination eventbuildPartialTerminationEvent
:PartialTerminationSpec
->
Event
Build PartialTermination event
The base event used to build a valid event.
-
BaseEvent
Field Type/Description account
[
Account
]
Optional account information that could be associated to the event. action
ActionEnum
Specifies whether the event is a new, a correction or a cancellation. effectiveDate
Optional
Date
The date on which the event contractually takes effect, when different from the event date. eventDate
Date
The date on which the event is taking place. This is the equivalent of the trade date in the case of an execution or a contract. eventIdentifier
[
Identifier
]
The identifier(s) that uniquely identify a lifecycle event. The unbounded cardinality is meant to provide the ability to associate identifiers that are issued by distinct parties. As an example, each of the parties to the event may choose to associate their own identifiers to the event. id
Optional
Text
messageInformation
Optional
MessageInformation
transfer
[
TransferPrimitive
]
timestamp
[
EventTimestamp
]
The set of timestamp(s) associated with the event as a collection of [dateTime, qualifier].
The spec for derived events (e.g. interest rate payments, resets, etc.)
-
DerivedSpec
Field Type/Description fromDate
Optional
Date
Events starting from this date will be included (leave empty to include all events). toDate
Optional
Date
Events until this date will be included (leave empty to include all events). pastEvents
[
Event
]
The list of events that were already applied to the contract. This is required to e.g. imply which payments were already made or get the reset value for a certain period. contract
Contract
The spec for a new trade event.
-
NewTradeSpec
Field Type/Description base
BaseEvent
The base event used to build the event. after
PostInceptionState
The post inception state
The spec for a novation event.
-
NovationSpec
Field Type/Description base
BaseEvent
The base event used to build the event. contract
Contract
The contract the novation is applied to. contractNew
Contract
The contract that results from the novation.
The spec for a partial novation event.
-
PartialNovationSpec
Field Type/Description base
BaseEvent
The base event used to build the event. contract
Contract
The contract the partial novation is applied to. change
[
ContractualQuantity
]
The change in quantity applied in the partial novation. contractNew
Contract
The contract that results from the novation.
The spec for a partial termination event
-
PartialTerminationSpec
Field Type/Description base
BaseEvent
The base event used to build the event. contract
Contract
The contract the termination is applied to. change
[
ContractualQuantity
]
The change in quantity applied in the partial termination.
The spec for a termination event.
-
TerminationSpec
Field Type/Description base
BaseEvent
The base event used to build the event. contract
Contract
The contract the termination is applied to.