- A
-
- a b s c d o deal
Model-Generated Definition:
-
A kind of c d o deal. A valid occurrence satisfies the following necessary condition:
- has underlying pool at least one occurrence of (Unnamed Class).
-
Definition: An issue of Asset Backed Security CDO notes.
Synonym:
- a b s c d o instrument
Model-Generated Definition:
-
A kind of cash c d o tranche.
-
Definition: CDO where the underlying asset pool is ABS.
Synonym:
- a b s deal
Model-Generated Definition:
-
A kind of pool backed securities deal.
-
Definition: The issue of a series of Cash Asset Backed Security certificates.
Synonym:
- a b s deal prospectus
Model-Generated Definition:
-
A kind of pool backed deal prospectus.
-
Definition: Prospectus describing the terms of the issue and each of the instruments included in the asset backed security issue.
Synonym:
- a b s issuer
Model-Generated Definition:
-
A kind of pool backed security issuer. A valid occurrence satisfies the following necessary condition:
- described as at least one occurrence of debt s p v.
-
Definition: The issuer of the (Cash) Asset Backed Security. This is generally a Special Purpose Vehicle set up by a corporation. Further details from riskglossary.com: To create an ABS, a corporation creates a special purpose vehicle to which it sells the assets. While is is common to speak of the corporation as the issuer of the ABS, legally, it is the trust or special purpose vehicle that is the issuer. It sells securities to investors. To protect investors from possible bankruptcy of the corporation, there are three legal safeguards: - Transfer of assets from the corporation is a non-recourse, true sale. - Investors receive a perfected interest in the assets' cash flows. - A non-consolidation legal opinion is obtained certifying that assets of the trust or special purpose vehicle cannot be consolidated with the corporation's assets in the event of bankruptcy. These same safeguards allow the corporation to remove the assets from its balance sheet. The corporation generally continues to service the assets - collecting interest and principal payments, pursuing delinquencies, etc. It is paid out of asset cash flows for providing these ongoing services.
Synonym:
- a b s securitization process
Model-Generated Definition:
-
A kind of pool backed security securitization process.
-
Definition:
Synonym:
- a category indicating how the loan amortizes
Model-Generated Definition:
-
A kind of classifier.
-
Definition:
Synonym:
- a v m provider
Model-Generated Definition:
-
A kind of loan third party.
-
Definition: Party which is the Provider of an AVM Valuation.
Synonym:
- ABA IIN registry entry
Model-Generated Definition:
-
A kind of registry entry. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of issuer identification number.
-
A valid occurrence may also have the following properties:
- applies to any number of occurrences of financial institution.
-
Definition: an entry in the ABA IIN registry, a repository of financial institution characteristics collected by the ABA for those institutions to which they issue IINs
Synonym:
- ABA RTN registry entry
Model-Generated Definition:
-
A kind of registry entry. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of routing transit number.
-
A valid occurrence may also have the following properties:
- applies to any number of occurrences of financial institution.
-
Definition: an entry in the ABA RTN registry, a repository of financial institution characteristics collected by the ABA Registrar on behalf of the ABA
Synonym:
- absolate prepayment rate formula
Model-Generated Definition:
-
A kind of formula. A valid occurrence may have the following properties:
- expressed as any number of values of string.
-
Definition: ABS is defined by the following formula where SMM refers to Single Monthly Mortality, which measures the percentage of dollars prepaid in a given month expressed as a percentage of the scheduled loan balance. ABS = (100 * SMM)/100 + (SMM X (Age- 1)
Synonym:
- absolute prepayment rate
Model-Generated Definition:
-
A kind of loan pool analytic. A valid occurrence satisfies the following necessary condition:
- determined by at least one occurrence of absolate prepayment rate formula.
-
A valid occurrence may also have the following properties:
- absolute prepayment rate has value any number of occurrences of timed percentage.
-
Definition: The absolute prepayment rate (for ABS) is the standard measure of prepayment rates in the auto-loan sector. ABS measures the monthly rate of loan prepayments as a percentage of the original pool balance. ABS is defined by the following formula where SMM refers to Single Monthly Mortality, which measures the percentage of dollars prepaid in a given month expressed as a percentage of the scheduled loan balance. ABS = (100 * SMM)/100 + (SMM X (Age- 1)
Synonym:
- absolute price strike specification
Model-Generated Definition:
-
A kind of strike price specification. A valid occurrence may have the following properties:
- strike price absolute amount any number of occurrences of monetary amount.
-
Definition: Expression of the strike price as an absolute monetary price at which the option is to be struck.
Synonym:
- abstention response
Model-Generated Definition:
-
A kind of voting response.
-
Definition: Vote expressed as abstain. In this case, the issuing company will add the number of shares to the quorum of the meeting.
Synonym:
- abstention response message
Model-Generated Definition:
-
A kind of voting response message.
-
Definition:
Synonym:
- abstract cashflow construct
Model-Generated Definition:
-
Definition:
Synonym:
- Acceleration
Model-Generated Definition:
-
A kind of Multi Dimensional Property.
-
Definition:
Synonym:
- account (from package /Imported Ontologies/Clients and Accounts Ontology/account)
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- has party in role at least one occurrence of account provider.
-
A valid occurrence may also have the following properties:
- is identified by any number of occurrences of account identifier.
- comprises any number of occurrences of record.
-
Definition: a container for records associated with a business arrangement for regular dealings or services (such as personal or professional services, banking)
Synonym:
- account (from package /Imported Ontologies/AccountsMain/account)
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- account has provider at least one occurrence of account provider.
- has balance at least one occurrence of balance.
- has holder at least one occurrence of account holder.
-
Definition: Business relationship between two entities; one entity is the account owner, the other entity is the account servicer.
Synonym:
- account holder (from package /Imported Ontologies/Clients and Accounts Ontology/account holder)
Model-Generated Definition:
-
A kind of owner. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party holding an account
Synonym:
- account holder (from package /Imported Ontologies/AccountsMain/account holder)
Model-Generated Definition:
-
A kind of party in role.
-
Definition:
Synonym:
- account identifier
Model-Generated Definition:
-
A kind of identifier. A valid occurrence satisfies the following necessary condition:
- identifies exactly one occurrence of account.
-
Definition: an identifier that identifies an account
Synonym: account number
- account number
Model-Generated Definition:
-
A kind of identifier. A valid occurrence satisfies the following necessary condition:
- identifies exactly one occurrence of account.
-
Definition: an identifier assigned to each client account for ease in referring to that party's activity
Synonym:
- account payable
Model-Generated Definition:
-
A kind of ledger account.
-
Definition:
Synonym:
- account payable balance
Model-Generated Definition:
-
A kind of ledger balance. A valid occurrence satisfies the following necessary condition:
- is balance of at least one occurrence of account payable.
-
Definition: Balance of accounts receivable
Synonym:
- account provider (from package /Imported Ontologies/Clients and Accounts Ontology/account provider)
Model-Generated Definition:
-
A kind of service provider. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party that provides and services the account
Synonym:
- account provider (from package /Imported Ontologies/AccountsMain/account provider)
Model-Generated Definition:
-
A kind of party in role.
-
Definition:
Synonym:
- account receivable
Model-Generated Definition:
-
A kind of ledger account.
-
Definition:
Synonym:
- account receivable balance
Model-Generated Definition:
-
A kind of ledger balance. A valid occurrence satisfies the following necessary condition:
- is balance of at least one occurrence of account receivable.
-
Definition: Balance of accounts receivable
Synonym:
- account servicing
Model-Generated Definition:
-
A kind of relationship context. A valid occurrence satisfies the following necessary conditions:
- has party account provider at least one occurrence of account provider.
- has party account holder at least one occurrence of account holder.
-
Definition:
Synonym:
- account-specific service agreement
Model-Generated Definition:
-
A kind of service agreement. A valid occurrence satisfies the following necessary conditions:
- has contract party at least one occurrence of account holder.
- applies to at least one occurrence of account.
- has contract party at least one occurrence of account provider.
-
Definition: a service-agreement that is account-specific, applicable in cases where a client holds multiple accounts with differing terms and conditions
Synonym:
- accounting framework
Model-Generated Definition:
-
A kind of relationship qualifier.
-
Definition: a qualifier that indicates the accounting framework, i.e., the set of policies, methods, rules, and processes, applied for accounting consolidation purposes with respect to this relationship
Synonym:
- accounting party
Model-Generated Definition:
-
A kind of party in role.
-
Definition: The Party from the perspective of which these accounts are prepared. This is the to whom the balances apply. There would be corresponding accounts (supplier, customer) for counterparties with whom the Accounting Party does business.
Synonym:
- accounting reporting party
Model-Generated Definition:
-
A kind of aspect viewing party.
-
Definition: The party, from the perspective of which economic facts are defined.
Synonym:
- accounting transaction (from package /Imported Ontologies/Clients and Accounts Ontology/accounting transaction)
Model-Generated Definition:
-
A kind of transaction event.
-
Definition: event or condition recognized by an entry in the records of an account
Synonym:
- accounting transaction (from package /Imported Ontologies/Clients and Accounts Ontology/accounting transaction)
Model-Generated Definition:
-
A kind of transaction event.
-
Definition: event or condition recognized by an entry in the books of an account
Synonym:
- accounts ledger entry
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is part of at least one occurrence of ledger account.
-
A valid occurrence may also have the following properties:
- narrative any number of values of string.
- amount any number of occurrences of monetary amount.
-
Definition:
Synonym:
- accrual
Model-Generated Definition:
-
A kind of thing in role. A valid occurrence may have the following properties:
- applies to any number of occurrences of interest.
-
Definition: the process of accumulating interest or other income that has been earned but not paid
Synonym:
- accrued fees
Model-Generated Definition:
-
Definition:
Synonym:
- accrued income
Model-Generated Definition:
-
Definition:
Synonym:
- accrued interest amount
Model-Generated Definition:
-
A kind of interest. A valid occurrence may have the following properties:
- accrued interest amount has value any number of occurrences of timed percentage.
-
Definition: The interest accrued on the bond or debt instrument at the time that the price is quoted. If this is a dirty price, this is the amount of accrued interest that is included in the price. This is therefore passed on to the purchaser of the bond or debt instrument.
Synonym:
- accrued liability
Model-Generated Definition:
-
A kind of liability.
-
Definition: Liability which has been incurred by the entity and is yet to be paid off.
Synonym:
- accrued taxes
Model-Generated Definition:
-
Definition:
Synonym:
Model-Generated Definition:
-
A kind of fund share class unit.
-
Definition: A share class in which there is no option to reinvest.
Synonym:
- acquire mortgage
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:
- purchase at least one occurrence of mortgage loan.
-
Definition:
Synonym:
- active
Model-Generated Definition:
-
A kind of security trading status.
-
Definition: Security is actively traded
Synonym:
- active loan status
Model-Generated Definition:
-
A kind of loan lifecycle status. A valid occurrence satisfies the following necessary condition:
- has loan application status at least one occurrence of loan application at disbursement stage.
-
Definition: Status of a Loan which is in the Disbursement phase.
Synonym:
- actively trading
Model-Generated Definition:
-
A kind of exchange security trading status.
-
Definition: Security is actively traded on the exchange or trading facility
Synonym:
- ad hoc schedule
Model-Generated Definition:
-
A kind of schedule. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of ad hoc schedule entry.
-
Definition: a schedule that consists of (comprises) AdHocScheduleEntries, each of which specifies a date
Synonym:
- ad hoc schedule entry
Model-Generated Definition:
-
Definition: an entry, including a date, among multiple ad hoc schedule entries that jointly make up an AdHocSchedule
Synonym:
- add mortgage to pool
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:
- adds to pool at least one occurrence of mortgage loan.
-
Definition:
Synonym:
- address
Model-Generated Definition:
-
A kind of index. A valid occurrence satisfies the following necessary conditions:
- has definition exactly one occurrence of addressing scheme.
- is index to exactly one occurrence of location.
-
Definition: an index to a location to which communications may be delivered
Synonym:
- addressing scheme
Model-Generated Definition:
-
A kind of indexing scheme. A valid occurrence may have the following properties:
-
Definition: a system for allocating addresses to objects
Synonym:
- adjustment method
Model-Generated Definition:
-
A kind of method.
-
Definition: The method by which something is adjusted, for example the terms of a contract, in reaction to events.
Synonym:
- adult
Model-Generated Definition:
-
A kind of person.
-
Definition: a person who has attained the age of majority as defined by given jurisdiction
Synonym:
- advance refunding
Model-Generated Definition:
-
A kind of refunding purpose.
-
Definition: A bond issuance in which new bonds are sold at a lower rate than outstanding ones. The proceeds are then invested, and when the older bonds become callable they are paid off with the invested proceeds.
Synonym:
- advice of a possible action
Model-Generated Definition:
-
Definition: Advice - action voluntary This includes a number of things, it's not always clear why these things are here.
Synonym:
- AED-EBOR-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for AED-EBOR-Reuters
Synonym:
- affiliate
Model-Generated Definition:
-
Definition: an affiliate of, or a person affiliated with, a specific person is a person that directly, or indirectly through one or more intermediaries, controls, or is controlled by, or is under common control with, the person specified
Synonym:
- agency agreement
Model-Generated Definition:
-
A kind of mutual contractual agreement. A valid occurrence satisfies the following necessary condition:
- has contract party at least one occurrence of registered agent.
-
Definition: an agreement that designates a party as a registered agent to represent and act on behalf of another party in some, typically legal, financial, or medical capacity
Synonym:
- agency c m o
Model-Generated Definition:
-
A kind of collateralized obligation instrument. A valid occurrence satisfies the following necessary conditions:
- has underlying pool at least one occurrence of agency m b s pool.
- provides prepayment support at least one occurrence of agency c m o.
- has tranche type at least one occurrence of tranche type.
-
Definition:
Synonym:
- agency determined date
Model-Generated Definition:
-
A kind of determined date.
-
Definition: A date which is or which is to be determined by some external agency.
Synonym:
- agency i o tranche
Model-Generated Definition:
-
A kind of agency c m o.
-
Definition:
Synonym:
- agency jump tranche
Model-Generated Definition:
-
A kind of agency c m o. A valid occurrence satisfies the following necessary condition:
- specifies trigger at least one occurrence of jump z trigger event.
-
Definition: A tranche where if there is some sort of trigger event reached then the holders of the tranche will begin to receive payments.
Synonym:
- agency jump z tranche
Model-Generated Definition:
-
A kind of agency jump tranche and agency z tranche.
-
Definition: A Jump Z tranche is like a Z tranche but if there is some sort of trigger event reached then the holders of the Jump Z tranche will begin to receive payments. Regular non-Sticky Jump Z tranches maintain their changed status only while the trigger event is in effect, and revert to their old payment status once the trigger event has passed.
Synonym:
- agency m b s deal
Model-Generated Definition:
-
A kind of m b s deal.
-
Definition: An issue of securities backed by pools of mortgages held by government agencies.
Synonym:
- agency m b s issuer
Model-Generated Definition:
-
A kind of government mortgage agency and m b s issuer.
-
Definition: The issuer of the pass through MBS is an Agency issuer. This is identified as being some kind of agency that is set up specifically to issue these instruments.
Synonym:
- agency m b s pool
Model-Generated Definition:
-
A kind of m b s pool.
-
Definition: A pool investment consisting of a collection of Agency MBS instruments.
Synonym:
- agency mortgage pool
Model-Generated Definition:
-
A kind of mortgage pool.
-
Definition: A pool of agency mortgages.
Synonym:
- agency mortgage pool creation end
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- flow at least one occurrence of pass through issuance start.
-
Definition:
Synonym:
- agency mortgage pool creation process
Model-Generated Definition:
-
A kind of retail asset pool creation process. A valid occurrence satisfies the following necessary conditions:
- has start at least one occurrence of agency mortgage pool creation start.
- has end at least one occurrence of agency mortgage pool creation end.
-
Definition:
Synonym:
- agency mortgage pool creation start
Model-Generated Definition:
-
Definition:
Synonym:
- agency p o tranche
Model-Generated Definition:
-
A kind of agency c m o.
-
Definition: Principal Only tranche. This tranche will only pay principal.
Synonym:
- agency regular jump z
Model-Generated Definition:
-
A kind of agency jump z tranche. A valid occurrence satisfies the following necessary condition:
- reverts on at least one occurrence of jump z trigger event reversal.
-
Definition: Regular non-Sticky Jump Z tranches maintain their changed status only while the trigger event is in effect, and revert to their old payment status once the trigger event has passed.
Synonym:
- agency sticky jump z
Model-Generated Definition:
-
A kind of agency jump z tranche.
-
Definition: "Sticky" Jump Z tranches maintain the payment priority of a Jump Z tranche until they are retired.
Synonym:
- agency z tranche
Model-Generated Definition:
-
A kind of agency c m o.
-
Definition: A tranche that does not receive payments while other tranches remain.
Synonym:
- agent for service of process
Model-Generated Definition:
-
A kind of registered agent.
-
Definition: a registered agent (person or organization) designated by a business entity, such as a corporation, to receive legal correspondence on behalf of the business entity in the jurisdiction in which the agent's address is located
Synonym:
- agent in role
Model-Generated Definition:
-
A kind of thing in role. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of autonomous agent.
-
Definition: An agent-in-role is a relative concept that ties an autonomous agent to a role they are playing in a given situational context.
Synonym:
- agree basis for allocation
Model-Generated Definition:
-
A kind of initial public offering process step.
-
Definition:
Synonym:
- agreement
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- confers at least one occurrence of commitment.
- has party in role at least two occurrences of party in role.
-
Definition: a negotiated and usually legally enforceable understanding between two or more legally competent parties
Synonym:
- agreement corporation
Model-Generated Definition:
-
A kind of financial service provider. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of corporation.
-
Definition: a corporation chartered by a state to engage in international banking, so named because the corporation enters into an 'agreement' with the Fed's Board of Governors that it will limit its activities to those permitted
Synonym:
- agricultural product
Model-Generated Definition:
-
A kind of negotiable commodity.
-
Definition: A commodity which is some agrigultural product, including grain, fruit and meat.
Synonym:
- agricultural products delivery
Model-Generated Definition:
-
A kind of commodity physical delivery.
-
Definition: Delivery of any agricultural produce.
Synonym:
- algo debt credit spread
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- is between at least one occurrence of investment credit rating.
- has time to maturity at least one occurrence of explicit duration.
- refers to credit rating at least one occurrence of issuer credit rating.
-
Definition: The Spread between the Debt Instrument Maturity and the Credit Rating of the Issuer.
Synonym:
- all borrowers monthly income
Model-Generated Definition:
-
A kind of monetary amount. A valid occurrence satisfies the following necessary condition:
- is based on at least one occurrence of borrower monthly income.
-
Definition: total monthly qualifying income for all borrowers on the loan
Synonym:
- all or none choice corporate action
Model-Generated Definition:
-
A kind of mandatory with choice corporate action.
-
Definition: A Mandator Corporate Action with some choice for the Holder, where the Holder's options are limited to all of the stated choices or none of them.
Synonym:
- allocate primary identifier (from package /Imported Ontologies/AgencyMBSIssuance/allocate primary identifier)
Model-Generated Definition:
-
A kind of issuance process activity.
-
Definition:
Synonym:
- allocate primary identifier (from package /Imported Ontologies/PrivateLabelMBSIssuance/allocate primary identifier)
Model-Generated Definition:
-
A kind of issuance process activity.
-
Definition:
Synonym:
- allocate ratings
Model-Generated Definition:
-
A kind of issuance process activity.
-
Definition:
Synonym:
- allocation
Model-Generated Definition:
-
A kind of initial public offering process step.
-
Definition:
Synonym:
- allocation basis details
Model-Generated Definition:
-
A kind of information.
-
Definition:
Synonym:
- allocation details
Model-Generated Definition:
-
A kind of information.
-
Definition:
Synonym:
- allotment information
Model-Generated Definition:
-
A kind of traded instrument issuance process information. A valid occurrence satisfies the following necessary conditions:
- comprises at least one occurrence of subscription closing information.
- describes allotment of at least one occurrence of security.
-
Definition: Information about the allotment of quantities of the issue to different subscribers. This relates a single instrument allotment against the subscription amounts allotted to each Subscriber.
Synonym:
- allotment right
Model-Generated Definition:
-
A kind of stockholders rights instrument. A valid occurrence satisfies the following necessary condition:
- number of securities determined by at least one occurrence of allotment right formula.
-
A valid occurrence may also have the following properties:
- number of securities any number of values of decimal.
-
Definition: Privileges allotted to existing security holders, entitling them to receive new securities free of charge.
Synonym:
- allotment right formula
Model-Generated Definition:
-
A kind of formula. A valid occurrence may have the following properties:
- formula text any number of values of string.
-
Definition: A formula used to calculate the number of securities for an Allotment Right, based on the number of these instruments that the holder holds. Conesnsus:Review
Synonym:
- allotment right holder
Model-Generated Definition:
-
A kind of security holder.
-
Definition: The party which is the holder of an allotment right. This is identified as being a party which is also an existing holder of the security identified as the underlying security.
Synonym:
- alpha-2 code (from package /Imported Ontologies/Country and Subdivision Representation Ontology/alpha-2 code)
Model-Generated Definition:
-
A kind of geographic region identifier.
-
Definition: a digraph representing a country or geographic region
Synonym:
- alpha-2 code (from package /Imported Ontologies/Language Representation Ontology/alpha-2 code)
Model-Generated Definition:
-
A kind of language identifier.
-
Definition: a language identifier for a human language as defined by ISO 639-1, that is, a two-letter combination of characters used to represent a language or languages
Synonym:
- alpha-3 code (from package /Imported Ontologies/Language Representation Ontology/alpha-3 code)
Model-Generated Definition:
-
A kind of language identifier.
-
Definition: a language identifier for a human language as defined by ISO 639, that is, a three-letter combination of characters used to represent a language or languages
Synonym:
- alpha-3 code (from package /Imported Ontologies/Country and Subdivision Representation Ontology/alpha-3 code)
Model-Generated Definition:
-
A kind of geographic region identifier.
-
Definition: a trigraph representing a country or geographic region
Synonym:
- American exercise terms
Model-Generated Definition:
-
A kind of exercise terms. A valid occurrence satisfies the following necessary condition:
- has exercise window at least one occurrence of date period.
-
Definition: exercise terms that stipulate that an option may be exercised anytime between the purchase date and date of expiration
Synonym:
- American statistics publisher
Model-Generated Definition:
-
A kind of statistical information publisher.
-
Definition: a statistical information publisher comprised of the government agencies and departments that publish statistical information on behalf of the U.S. Federal Government
Synonym:
- amortization
Model-Generated Definition:
-
A kind of thing in role. A valid occurrence may have the following properties:
- is amortization of any number of occurrences of debt.
-
Definition: the process of reduction of debt or other costs through periodic charges to assets or liabilities, such as through principal payments on mortgages
Synonym:
- amortization schedule (from package /Imported Ontologies/Loan Core Ontology/amortization schedule)
Model-Generated Definition:
-
A kind of schedule.
-
Definition: a schedule which specifies changes in the scheduled balance of loan principal over time
Synonym:
- amortization schedule (from package /Imported Ontologies/Debt Ontology/amortization schedule)
Model-Generated Definition:
-
A kind of payment schedule. A valid occurrence satisfies the following necessary conditions:
- embodies at least one occurrence of amortization.
- applies to at least one occurrence of debt.
-
Definition: a schedule of periodic payments (repayment installments) that specify changes in the balance of the debt over time
Synonym:
- amortizing bond
Model-Generated Definition:
-
A kind of bond. A valid occurrence satisfies the following necessary condition:
- has repayment terms at least one occurrence of bond amortization payment terms.
-
Definition: a bond that regularly pays down the principal (face value) on the debt along with its interest expense over the life of the bond
Synonym:
- amortizing redemption payment
Model-Generated Definition:
-
A kind of bond redemption payment. A valid occurrence satisfies the following necessary condition:
- has terms at least one occurrence of bond amortization payment terms.
-
Definition:
Synonym:
- amount of money
Model-Generated Definition:
Equivalent to MoneyAmount.
-
A valid occurrence may have the following properties:
- has base money unit any number of occurrences of currency.
- has base money unit any number of occurrences of currency.
-
Definition: a sum of money
Synonym: cash
- analytical information
Model-Generated Definition:
-
A kind of information and timed parameter. A valid occurrence satisfies the following necessary conditions:
- derived from at least one occurrence of (Unnamed Class).
- analyzes at least one occurrence of timed parameter.
- makes reference to at least one occurrence of timed parameter.
-
Definition: Information about some item at some time past, present or future. This takes the form of some measure about the thing being analyzed; the measure will have some values at different times as shown in the Math grammar for dated parameters.
Synonym:
- analytics calculation model
Model-Generated Definition:
-
A kind of mathematical model. A valid occurrence satisfies the following necessary condition:
-
Definition: A model used for formal calculation of parameters.
Synonym:
- ancient language
Model-Generated Definition:
-
A kind of extinct language.
-
Definition: an extinct language that has an attested literature and is recognized as having special status in the academic community
Synonym:
- announce equity issue
Model-Generated Definition:
-
A kind of initial public offering process step.
-
Definition:
Synonym:
- announce securities issue
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- announces issue of at least one occurrence of security.
- announces at least one occurrence of offer issue.
-
A valid occurrence may also have the following properties:
- announcement comments any number of values of string.
-
Definition:
Synonym:
- announcement
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:
- offering requestor at least one occurrence of potential issuer.
-
A valid occurrence may also have the following properties:
- expected closing date any number of occurrences of date.
-
Definition:
Synonym:
- announcement message
Model-Generated Definition:
-
A kind of corporate event or action communication.
-
Definition:
Synonym:
- annual general meeting
Model-Generated Definition:
-
A kind of meeting.
-
Definition: Annual General Meeting. SWIFT = MEET
Synonym:
- annual reporting policy
Model-Generated Definition:
-
A kind of reporting frequency policy.
-
Definition: Reports are presented once a year
Synonym:
- annualized performance determination method
Model-Generated Definition:
-
A kind of performance determination method.
-
Definition: Annualized performance determination.
Synonym:
- annualized standard deviation
Model-Generated Definition:
-
A kind of standard deviation. A valid occurrence satisfies the following necessary condition:
- has reference period exactly one occurrence of explicit recurrence interval.
-
Definition: the standard deviation for some measure over a specific reference period
Synonym:
- apartment
Model-Generated Definition:
-
A kind of building sub unit. A valid occurrence satisfies the following necessary condition:
- apartment identified by at least one occurrence of building sub unit address fragment.
-
Definition: A building subbdivision intended for habitation.
Synonym:
- applicant
Model-Generated Definition:
-
A kind of requesting party.
-
Definition: The party making some application.
Synonym:
- application
Model-Generated Definition:
-
A kind of request. A valid occurrence satisfies the following necessary condition:
- has date received at least one occurrence of date.
-
Definition: a request submitted by an applicant to receive something (e.g. a licence, a loan, a membership) accompanied by documentation of pertinent information to determine whether the request should be granted
Synonym:
Model-Generated Definition:
-
A kind of information.
-
Definition:
Synonym:
- application information
Model-Generated Definition:
-
A kind of request. A valid occurrence satisfies the following necessary condition:
-
Definition: A formal application by some party to some other party, in which the requesting party sets out some requirement which they request to be fulfilled by the other party.
Synonym:
- appoint advisors
Model-Generated Definition:
-
A kind of initial public offering process step. A valid occurrence satisfies the following necessary condition:
- plays role at least one occurrence of issuer.
-
A valid occurrence may also have the following properties:
-
Definition:
Synonym:
- appreciation
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- increase in at least one occurrence of economic value.
-
Definition:
Synonym:
- approve for flotation
Model-Generated Definition:
-
A kind of initial public offering process step. A valid occurrence satisfies the following necessary condition:
- is provided by at least one occurrence of securities exchange.
-
Definition:
Synonym:
- arbitrage c d o
Model-Generated Definition:
-
A kind of c d o deal. A valid occurrence satisfies the following necessary condition:
- has c d o origination objective at least one occurrence of arbitrage cdo objective.
-
Definition: Arbitrage CDO/CLO/CBO - the reference assets are bought by a firm or conduit or SPV (Special Purpose Vehicle) with a view to repackage them and sell them on as the structured product.
Synonym:
- arbitrage cdo objective
Model-Generated Definition:
-
A kind of c d o origination objective.
-
Definition: The objective is arbitrage, whereby the motivation is to add value by repackaging assets into tranches.
Synonym:
- arbitrage synthetic c d o
Model-Generated Definition:
-
A kind of arbitrage c d o and synthetic c d o. A valid occurrence satisfies the following necessary conditions:
- assets managed by at least one occurrence of c d o portfolio manager.
- issues at least one occurrence of synthetic c d o tranche.
-
Definition: Arbitrage synthetic CDO deals are motivated by regulatory or practical considerations that might make a bank want to retain ownership of debt while achieving capital relief through CDSs. In this case, the sponsoring bank has a portfolio of obligations, called the reference portfolio. It retains that portfolio, but offloads its credit risk by transacting CDSs with the CDO.
Synonym:
- arithmetic mean
Model-Generated Definition:
-
A kind of mean.
-
Definition: the sum of a collection of numbers divided by the number of numbers in the collection
Synonym:
- arrangement
Model-Generated Definition:
-
Definition:
- an organizing structure for something
- a structure or means of organizing information such as a schema, numbering system, organization scheme, measurement system, taxonomy, or language for organizing information
Synonym:
- arrears payment history
Model-Generated Definition:
-
A kind of borrower ongoing dated facts. A valid occurrence may have the following properties:
- payments missed in past six months any number of values of boolean.
-
Definition: Historical information about payment of arrears by the entity.
Synonym:
- articles of incorporation
Model-Generated Definition:
-
A kind of instrument of incorporation.
-
Definition: The articles of association are a contract (1) between the members (stockholders, subscribers) and the organization and (2) among the members themselves. It sets out the rights and duties of directors and stockholders individually and in meetings. Certain statutory clauses (such as those dealing with allotment, transfer, and forfeiture of shares) must be included; the other clauses are chosen by the stockholders to make up the bylaws of the organization. A court, however, may declare a clause ultra vires if it is deemed unfair, unlawful, or unreasonable. A copy of the articles is lodged with the appropriate authority such as the registrar of companies. Articles are public documents and may be inspected by anyone (usually on payment of a fee) either at the premises of the organization or at the registrar's office. Lenders to the organization take special interest in its provisions that impose a ceiling on the borrowings beyond which the organization's management must get shareholders' approval before taking on more debt. The usual American term is articles of incorporation.
Synonym: articles of association
- artificial language
Model-Generated Definition:
-
A kind of language.
-
Definition: a language for human communication that has been artificially devised
Synonym:
- asian exercise terms
Model-Generated Definition:
-
A kind of European exercise terms and option writer commitment. A valid occurrence satisfies the following necessary condition:
- has exercise window at least one occurrence of date period.
-
Definition: Commitment to pay out on an option on the basis of a rolling average strike, which the other party may or may not choose to exercise against.
Synonym:
- aspect viewing party
Model-Generated Definition:
-
Definition: The party from the perspective of which the aspect is defined.
Synonym:
- assess pool suitability for issuance
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:
- is assessment of at least one occurrence of in assembly mortgage pool.
-
Definition:
Synonym:
- assess pool suitablility for issuance
Model-Generated Definition:
-
A kind of issuance process activity.
-
Definition:
Synonym:
- assess ratings
Model-Generated Definition:
-
A kind of issuance process activity.
-
Definition:
Synonym:
- assessment activity
Model-Generated Definition:
-
A kind of occurrence kind. A valid occurrence satisfies the following necessary condition:
- is provided by at least one occurrence of party in role.
-
A valid occurrence may also have the following properties:
- evaluates any number of occurrences of any type.
- has output any number of occurrences of report.
-
Definition: an evaluation or estimation of the nature, quality, or ability of someone or something
Synonym:
- assessment event
Model-Generated Definition:
-
A kind of occurrence. A valid occurrence satisfies the following necessary conditions:
- is provided by at least one occurrence of party in role.
- exemplifies exactly one occurrence of assessment activity.
-
A valid occurrence may also have the following properties:
- has output any number of occurrences of report.
-
Definition: event involving the evaluation or estimation of the nature, quality, or ability of someone or something
Synonym:
- asset
Model-Generated Definition:
-
A kind of thing in role. A valid occurrence satisfies the following necessary conditions:
- is an asset of at least one occurrence of owner.
- is played by exactly one occurrence of any type.
-
A valid occurrence may also have the following properties:
- is an owned thing in role any number of occurrences of ownership.
-
Definition: A thing held by some party and having some value.
Synonym:
- asset class
Model-Generated Definition:
-
A kind of financial instrument classifier. A valid occurrence satisfies the following necessary condition:
- classifies at least one occurrence of security.
-
Definition: a financial instrument classifier for a group of securities that exhibit similar characteristics, behave similarly in the marketplace and are subject to the same laws and regulations
Synonym:
- asset class strategy
Model-Generated Definition:
-
A kind of fund portfolio investment limitations. A valid occurrence satisfies the following necessary condition:
- identifies asset types by at least one occurrence of financial instrument classifier.
-
Definition: Strategy which is asset class based.
Synonym:
- asset derivative contract
Model-Generated Definition:
-
A kind of derivative instrument. A valid occurrence satisfies the following necessary condition:
- has underlier at least one occurrence of asset underlier.
-
Definition:
Synonym:
- asset maximum or minimum payout commitment
Model-Generated Definition:
-
A kind of conditional payout commitment.
-
Definition: A commitment to pay out on the maximum or minimum of a set of assets. Further Notes Maximum of n Assets This rainbow is similar to the best of n assets plus cash we referred to in part a, with the exception that no cash payoff is possible and there is a strike price for this type of option. The payoff of a call and put are given as: Rainbow-Call = max[0, max(S1, S2) - X] Rainbow-Put = max[0, X - max(S1, S2)] Minimum of n Assets The counterpart to a maximum of n assets, this rainbow pays out the value of the underperformer of the n assets. The payoff for minimum of 2 asset rainbow calls and puts are given as: Rainbow-Call = max[0, mainS1, S2) - X] Rainbow-Put = max[0, X - min(S1, S2)]
Synonym:
- asset or nothing payout commitment
Model-Generated Definition:
-
A kind of binary payout commitment.
-
Definition:
Synonym:
- asset pool creation process
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- is creation of at least one occurrence of securitized debt pool.
- followed by at least one occurrence of debt securitization process.
-
Definition:
Synonym:
- asset return commitment
Model-Generated Definition:
-
A kind of derivative transaction terms. A valid occurrence satisfies the following necessary condition:
- defined as at least one occurrence of asset return stream.
-
Definition:
Synonym:
- asset return stream
Model-Generated Definition:
-
A kind of swap leg. A valid occurrence satisfies the following necessary condition:
- has reference asset at least one occurrence of asset underlier.
-
A valid occurrence may also have the following properties:
- rate of return any number of values of any type.
-
Definition: A leg in which the returns on an asset are paid.
Synonym:
- asset underlier
Model-Generated Definition:
-
A kind of underlier. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of (Unnamed Class).
-
Definition: an underlier consisting of one or more of a basket of securities, individual securities, or security indices
Synonym:
- assimilation pari passu
Model-Generated Definition:
-
A kind of issuer corporate action.
-
Definition: Assimilation. Occurs when securities with different characteristics, eg, shares with different entitlements to dividend or voting rights, become identical in all respects, ie, pari-passu. SWIFT = PARI
Synonym:
- attachment action
Model-Generated Definition:
-
A kind of securities combination or detachment.
-
Definition: The combination of different security types to create a unit. Units are usually comprised of warrants and bond or warrants and equity. Securities may be combined at the request of the security holder or based on market convention. Further NOtes: is there some common term for these (see Detachment event)?; Are there separate scenarios for attachment of different kinds of security. Definition says "usually" Warrant. Probably applies to any fungible securities, whether or not warrants. For example two fungible tranches of a debt issues, that are funged later on in their life. Are these ever notified differently or have different details for warrants, fungible debt etc.? No. the message can relate to any, and the event defined here can be defined in terms of "any" securities.
Synonym:
- attachment notification message
Model-Generated Definition:
-
Definition: Notification of the combination of different security types to create a unit.
Synonym:
- attachment or detachment notification message
Model-Generated Definition:
-
Definition: Notification of an action in which the issuer attaches or detaches securities.
Synonym:
- auction date rule
Model-Generated Definition:
-
A kind of business recurrence interval convention.
-
Definition: a business recurrence interval convention that is a published rule for defining the date of some auction event
Synonym:
- AUD-AONIA-OIS-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for AUD-AONIA-OIS-COMPOUND
Synonym:
- AUD-AONIA-OIS-COMPOUND-SwapMarker
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for AUD-AONIA-OIS-COMPOUND-SwapMarker
Synonym:
- AUD-BBR-AUBBSW
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for AUD-BBR-AUBBSW
Synonym:
- AUD-BBR-BBSW
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for AUD-BBR-BBSW
Synonym:
- AUD-BBR-BBSW-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for AUD-BBR-BBSW-Bloomberg
Synonym:
- AUD-BBR-BBSY (BID)
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for AUD-BBR-BBSY (BID)
Synonym:
- AUD-BBR-ISDC
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for AUD-BBR-ISDC
Synonym:
- AUD-LIBOR-BBA
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for AUD-LIBOR-BBA
Synonym:
- AUD-LIBOR-BBA-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for AUD-LIBOR-BBA-Bloomberg
Synonym:
- AUD-LIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for AUD-LIBOR-Reference Banks
Synonym:
- AUD-Quarterly Swap Rate-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for AUD-Quarterly Swap Rate-ICAP
Synonym:
- AUD-Quarterly Swap Rate-ICAP-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for AUD-Quarterly Swap Rate-ICAP-Reference Banks
Synonym:
- AUD-Semi-Annual Swap Rate-11:00-BGCANTOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for AUD-Semi-Annual Swap Rate-11:00-BGCANTOR
Synonym:
- AUD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for AUD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks
Synonym:
- AUD-Semi-annual Swap Rate-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for AUD-Semi-annual Swap Rate-ICAP
Synonym:
- AUD-Semi-Annual Swap Rate-ICAP-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for AUD-Semi-Annual Swap Rate-ICAP-Reference Banks
Synonym:
- AUD-Swap Rate-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for AUD-Swap Rate-Reuters
Synonym:
- auditor
Model-Generated Definition:
-
A kind of responsible party.
-
Definition: an individual qualified (at the state level) to conduct audits. An auditor may be an internal auditor (an individual whose primary job function is to audit his or her own company) or an external auditor (an individual from outside the company, who typically is employed by an auditing firm who handles many different clients).
Synonym:
- auto loan
Model-Generated Definition:
-
A kind of loan drawdown.
-
Definition: A loan specifically for the purpose of automobile purchase.
Synonym:
- auto loan a b s
Model-Generated Definition:
-
A kind of cash asset backed security instrument. A valid occurrence satisfies the following necessary condition:
- has underlying assets at least one occurrence of auto loan pool.
-
A valid occurrence may also have the following properties:
- category any number of occurrences of creditworthiness selection.
-
Definition: ABS issued by auto finance companies and are backed by underlying pools of auto-related loans or leases.
Synonym:
- auto loan contract
Model-Generated Definition:
-
A kind of loan contract. A valid occurrence satisfies the following necessary condition:
- sets out terms for at least one occurrence of auto loan.
-
Definition:
Synonym:
- auto loan pool
Model-Generated Definition:
-
A kind of loan pool. A valid occurrence satisfies the following necessary conditions:
- pool has loan type at least one occurrence of auto loan purpose.
- has constituent at least one occurrence of auto loan pool constituent.
-
Definition: A loan pool covering automobile-related loans.
Synonym:
- auto loan pool constituent
Model-Generated Definition:
-
A kind of loan pool constituent.
-
Definition: An auto loan defined as a constituent of an Auto Loan Pool.
Synonym:
- auto loan purpose
Model-Generated Definition:
-
A kind of loan purpose.
-
Definition:
Synonym:
- automated system
Model-Generated Definition:
-
A kind of autonomous agent.
-
Definition: a system that reduces or eliminates the need for human involvement in order to complete a task.
Synonym:
- automated underwriting system
Model-Generated Definition:
-
A kind of automated system.
-
Definition: a software sytstem that produces loan underwriting decisions
Synonym:
- autonomous agent
Model-Generated Definition:
-
Definition: An agent is an autonomous individual that can adapt to and interact with its environment.
Synonym:
- average absolute deviation
Model-Generated Definition:
-
A kind of dispersion. A valid occurrence satisfies the following necessary condition:
- has argument at least one occurrence of (Unnamed Class).
-
Definition: the average of the absolute deviations from a central point
Synonym: mean absolute deviation
- average daily earnings
Model-Generated Definition:
-
A kind of average earnings. A valid occurrence satisfies the following necessary condition:
- has indicator value at least one occurrence of (Unnamed Class).
-
Definition: a measure of the average daily wage an employee makes over the reporting period
Synonym:
- average earnings
Model-Generated Definition:
-
A kind of economic indicator and expression. A valid occurrence satisfies the following necessary condition:
- has reference period exactly one occurrence of explicit recurrence interval.
-
Definition: a measure of the average wage an hourly or salaried worker makes in a given period of time
Synonym:
- average hourly earnings
Model-Generated Definition:
-
A kind of average earnings. A valid occurrence satisfies the following necessary condition:
- has indicator value at least one occurrence of (Unnamed Class).
-
Definition: a measure of the average hourly wage an employee makes over the reporting period
Synonym:
- average life
Model-Generated Definition:
-
A kind of life analytic. A valid occurrence satisfies the following necessary condition:
- takes into account at least one occurrence of prepayment speed.
-
A valid occurrence may also have the following properties:
- average life value any number of occurrences of duration.
-
Definition: An estimate of the number of terms to maturity, taking the possibility of early payments into account. Average life is calculated using the weighted average time to the receipt of all future cash flows.
Synonym:
- average life at issue
Model-Generated Definition:
-
A kind of average life. A valid occurrence may have the following properties:
- average life date at issue any number of values of any type.
- average life value any number of occurrences of date.
-
Definition: The Average Life analytic at the time the security was issued.
Synonym:
- average monthly earnings
Model-Generated Definition:
-
A kind of average earnings. A valid occurrence satisfies the following necessary condition:
- has indicator value at least one occurrence of (Unnamed Class).
-
Definition: a measure of the average monthly wage an employee makes over the reporting period
Synonym:
- average weekly earnings
Model-Generated Definition:
-
A kind of average earnings. A valid occurrence satisfies the following necessary condition:
- has indicator value at least one occurrence of (Unnamed Class).
-
Definition: a measure of the average weekly wage an employee makes over the reporting period
Synonym:
- B
-
- balance
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- is balance of any number of occurrences of account.
-
Definition:
Synonym:
- balance sheet asset balance
Model-Generated Definition:
-
Definition: A balance sheet entry representing some asset of the entity.
Synonym:
- balance sheet balance
Model-Generated Definition:
-
A kind of balance sheet feature. A valid occurrence may have the following properties:
-
Definition:
Synonym:
- balance sheet c d o
Model-Generated Definition:
-
A kind of c d o deal. A valid occurrence satisfies the following necessary condition:
- has c d o origination objective at least one occurrence of balance sheet c d o objective.
-
Definition: Balance Sheet CDO/CLO/CBO - the reference assets for the SDO portfolio are taken from a company/firm's balance sheet.
Synonym:
- balance sheet c d o objective
Model-Generated Definition:
-
A kind of c d o origination objective.
-
Definition: The objective is that the CDO is created to move assets off the originator balance sheet.
Synonym:
- balance sheet entry
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- is for any number of occurrences of formal organization.
- applies to any number of occurrences of interval.
-
Definition: Some entry on the balance sheet of some business entity.
Synonym:
- balance sheet feature
Model-Generated Definition:
-
Definition:
Synonym:
- balance sheet liability balance
Model-Generated Definition:
-
Definition: A balance sheet entry representing some asset of the entity.
Synonym:
- balance sheet total
Model-Generated Definition:
-
A kind of balance sheet feature.
-
Definition:
Synonym:
- bank
Model-Generated Definition:
-
A kind of depository institution.
-
Definition: a depository institution, usually a corporation, that accepts deposits, makes loans, pays checks, and performs related services, for individual members of the public, businesses or other organizations
Synonym:
- bank account
Model-Generated Definition:
-
A kind of account. A valid occurrence satisfies the following necessary conditions:
- has party in role at least one occurrence of bank.
- is provided by at least one occurrence of bank.
- is identified by at least one occurrence of bank account identifier.
-
Definition: an account held or provided by, as a service, a bank
Synonym:
- bank account identifier
Model-Generated Definition:
-
A kind of account identifier. A valid occurrence satisfies the following necessary condition:
- identifies exactly one occurrence of bank account.
-
Definition: an identifier that identifies a bank account
Synonym: bank account number
- bank for international settlements
Model-Generated Definition:
-
A kind of bank.
-
Definition: an international financial organization that serves central banks in their pursuit of monetary and financial stability, helping to foster international cooperation in those areas and acting as a bank for central banks
Synonym:
- bank holding company
Model-Generated Definition:
-
A kind of financial service provider and holding company. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of corporation.
-
Definition: any company that owns and/or has direct or indirect control of one or more banks; BHCs may also own nonbanking subsidiaries such as broker-dealers and asset managers
Synonym:
- bank identifier
Model-Generated Definition:
-
A kind of organization identifier. A valid occurrence satisfies the following necessary condition:
- identifies exactly one occurrence of bank.
-
Definition: an identifier that uniquely identifies the financial institution and, when appropriate, the branch of that financial institution servicing an account
Synonym: bank number
- bankers' acceptance
Model-Generated Definition:
-
A kind of bill of exchange. A valid occurrence satisfies the following necessary condition:
- has guarantor at least one occurrence of commercial bank.
-
Definition: a short-term debt instrument issued by a company that is guaranteed by a commercial bank
Synonym:
- banking product
Model-Generated Definition:
-
A kind of financial product. A valid occurrence satisfies the following necessary condition:
- is provided by at least one occurrence of depository institution.
-
Definition: a product provided to consumers and businesses by a bank or similar depository institution such as a checking account, savings account, certificate of deposit, debit or pre-paid card, or credit card
Synonym:
- banking service
Model-Generated Definition:
-
A kind of financial service. A valid occurrence satisfies the following necessary condition:
- is provided by at least one occurrence of depository institution.
-
Definition: a financial service offered by a bank or similar depository institution, such as a cash management service, foreign exchange service, lending or credit service, investment service, insurance service, merchant service, payroll service, etc.
Synonym:
- bankruptcy
Model-Generated Definition:
-
A kind of entity credit event.
-
Definition: a state or condition in which a party is insolvent or unable to meet debt obligations
Synonym:
- Barrel
Model-Generated Definition:
-
A kind of Reference Material.
-
Definition:
Synonym:
- base metal
Model-Generated Definition:
-
A kind of negotiable commodity.
-
Definition: Any metal which is not precious.
Synonym:
- base metals delivery
Model-Generated Definition:
-
A kind of commodity physical delivery.
-
Definition: Delivery of base metals.
Synonym:
- base quantity
Model-Generated Definition:
-
A kind of quantity kind. A valid occurrence satisfies the following necessary condition:
- has definition exactly one occurrence of system of quantities.
-
Definition: a quantity kind in a conventionally chosen subset of a given system of quantities, where no subset quantity can be expressed in terms of the others
Synonym:
- base rate
Model-Generated Definition:
-
A kind of reference interest rate.
-
Definition: a basic rate of interest, on which the actual rate a bank charges on loans to its customers is calculated
Synonym: bank base rate
Model-Generated Definition:
-
A kind of interest rate authority. A valid occurrence satisfies the following necessary condition:
-
Definition: an interest rate authority responsible for setting the base rate for a given currency, typically a central bank
Synonym:
- base unit
Model-Generated Definition:
-
A kind of measurement unit.
-
Definition: a measurement unit that is defined by a system of units to be the reference measurement unit for a base quantity
Synonym:
- basic bank account identifier
Model-Generated Definition:
-
A kind of bank account identifier. A valid occurrence satisfies the following necessary conditions:
- comprises exactly one occurrence of bank account identifier.
- comprises exactly one occurrence of bank identifier.
-
Definition: an identifier that uniquely identifies an individual account at a specific financial institution in a particular country and which includes a bank identifier of the financial institution servicing that account
Synonym: basic bank account number
- basis points value
Model-Generated Definition:
-
A kind of numeric ratio value.
-
Definition: one hundredth of one percentage point
Synonym:
- basis swap
Model-Generated Definition:
-
A kind of swap.
-
Definition: a swap in which payment streams are referenced to different bases
Synonym:
- basket
Model-Generated Definition:
-
A kind of collection. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of basket constituent.
-
Definition: a collection of goods, services, or other things (e.g., financial contracts) that can be purchased and sold in some marketplace
Synonym:
- basket constituent
Model-Generated Definition:
-
A kind of thing in role. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a component of a basket
Synonym:
- basket of credit risks
Model-Generated Definition:
-
A kind of basket. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of credit index reference constituent.
-
Definition: a basket of securities and / or legal entities, collected for the purpose of identifying risk
Synonym:
- basket of equities
Model-Generated Definition:
-
A kind of basket of securities. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of equities basket constituent.
-
Definition: a basket of securities that makes up an equities reference index
Synonym:
- basket of equity indices
Model-Generated Definition:
-
A kind of market basket. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of equities basket index constituent.
-
Definition: A basket of indices which are all equity-only indices.
Synonym:
- basket Of indices constituent
Model-Generated Definition:
-
A kind of basket constituent. A valid occurrence may have the following properties:
- has identity any number of occurrences of economic indicator or market rate.
-
Definition: a single constituent of a basket of indices
Synonym:
- basket of securities
Model-Generated Definition:
-
A kind of basket. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of securities basket constituent.
-
Definition: a basket of traded securities
Synonym:
- basket option strike terms
Model-Generated Definition:
-
A kind of equity option exercise terms set.
-
Definition: Formal terms for the exercise of an Equity Basket Option. Further Notes Review 10 Feb: Strike price for Basket depends what is in the basket Single names: can come up with a value for the basket as a whole. Basket of Indices - would be different. Each constituent is an index. Basket that mixes single name as well as indices.
Synonym:
- beneficial owner
Model-Generated Definition:
-
A kind of beneficiary and owner.
-
Definition: a party that enjoys the possession and/or benefits of ownership (such as receipt of income) of a property even though its ownership (title) is in the name of another party (called a nominee or registered owner)
Synonym: actual owner
- beneficiary
Model-Generated Definition:
-
A kind of party in role. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party that receives some benefit or advantage or profits from something
Synonym:
- benefit corporation
Model-Generated Definition:
-
A kind of not for profit corporation.
-
Definition: a not for profit corporation set up under specific state legislation to provide some stated societal benefit, and with some corresponding relaxation of the obligation to maximize shareholder return
Synonym:
- Bermudan call type
Model-Generated Definition:
-
A kind of Bermudan exercise terms. A valid occurrence satisfies the following necessary condition:
- has schedule at least one occurrence of call schedule.
-
Definition:
Synonym:
- Bermudan exercise terms
Model-Generated Definition:
-
A kind of exercise terms. A valid occurrence satisfies the following necessary conditions:
- has exercise window at least one occurrence of date period.
- has exercise date at least one occurrence of explicit date.
-
Definition: exercise terms that stipulate that an option may only be exercised on predetermined dates within some exercise window, often on one day each month or at the date of expiration
Synonym:
- best bid
Model-Generated Definition:
-
A kind of bid price and market price. A valid occurrence satisfies the following necessary condition:
- has origin at least one occurrence of listed securities composite market.
-
A valid occurrence may also have the following properties:
- best bid date time any number of occurrences of date time.
-
Definition: The highest bid price for the stock up to the present time. Based on rules defined at the market, that determine how best bid and best offer are determined.
Synonym:
- best efforts offering
Model-Generated Definition:
-
A kind of offer issue.
-
Definition: a securities offering that is sold on a best efforts, rather than firm commitment, basis, whereby investment bankers commit to doing their best to sell the securities offered, but do not assume the full risk of an underwriter
Synonym:
- best of assets plus cash payout commitment
Model-Generated Definition:
-
A kind of conditional payout commitment. A valid occurrence satisfies the following necessary condition:
- specifies at least one occurrence of payoff assets list.
-
Definition: A commitment to pay out on the best of a number of assets, plus cash.
Synonym:
- best offer
Model-Generated Definition:
-
A kind of market price and offer price. A valid occurrence satisfies the following necessary condition:
- has origin at least one occurrence of listed securities composite market.
-
A valid occurrence may also have the following properties:
- best offer date time any number of occurrences of date time.
-
Definition: The lowest bid price for the stock up to the present time. Based on rules defined at the market, that determine how best bid and best offer are determined.
Synonym:
- better or worse of assets payout commitment
Model-Generated Definition:
-
A kind of conditional payout commitment. A valid occurrence satisfies the following necessary condition:
- references at least one occurrence of payoff assets list.
-
Definition: A commitment to pay out on the best or worst of a number of assets.
Synonym:
- bibliographic citation
Model-Generated Definition:
-
A kind of Concept.
-
Definition: a reference to an authoritative source for provenance or substatiation purposes;
The form of bibliographic citation may be specific to a domain, publication, or community, thus specific properties to define the details are not provided. FRBR, ISO 690, and others provide reasonable approaches if none is explicitly required for a specification.Synonym:
- bibliographic code
Model-Generated Definition:
-
A kind of alpha-3 code and language identifier.
-
Definition: an alpha-3 code that is a member of the set of bibliographic codes in ISO 639-2
Synonym:
- bid ask spread
Model-Generated Definition:
-
A kind of share price spread. A valid occurrence satisfies the following necessary conditions:
- refers to at least one occurrence of offer price.
- refers to at least one occurrence of bid price.
-
Definition: Spread: Range between Bid and Ask
Synonym:
- bid price (from package /Imported Ontologies/EquityPricing/bid price)
Model-Generated Definition:
-
A kind of quote price. A valid occurrence may have the following properties:
- size any number of occurrences of timed numeric amount.
-
Definition: The price at which a market participant would put out in an order book indicating that they are willing to pay for a given stock.
Synonym:
- bid price (from package /Imported Ontologies/FundsTemporal/bid price)
Model-Generated Definition:
-
A kind of fund price.
-
Definition:
Synonym:
- bill of exchange
Model-Generated Definition:
-
A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:
- has party in role at least one occurrence of drawer.
- has party in role at least one occurrence of drawee.
-
A valid occurrence may also have the following properties:
- has party in role any number of occurrences of payee.
-
Definition: a short-term negotiable financial instrument consisting of an order in writing addressed by one person (the seller of goods) to another (the buyer) requiring the latter to pay a fixed amount of money on demand (a sight draft) or at a predetermined (a time draft)
Synonym: draft
- binary payout commitment
Model-Generated Definition:
-
A kind of option payout commitment.
-
Definition:
Synonym:
- birth certificate
Model-Generated Definition:
-
A kind of identity document.
-
Definition: an original document certifying the circumstances of the birth, or a certified copy of or representation of the ensuing registration of that birth
Synonym: certificate of live birth
- Blue-Sky law
Model-Generated Definition:
-
A kind of securities regulation. A valid occurrence may have the following properties:
- is not cleared in any number of occurrences of geographic region.
-
Definition: a kind of securities regulation passed by various states, designed to protect investors against securities fraud by requiring sellers of new issues to register their offerings and provide financial details
Synonym:
- board agreement
Model-Generated Definition:
-
A kind of organization covering agreement.
-
Definition: a formal, legally binding agreement between members of the Board of Directors of the organization
Synonym:
- board capacity
Model-Generated Definition:
-
A kind of delegated legal authority. A valid occurrence satisfies the following necessary condition:
- is conferred by at least one occurrence of (Unnamed Class).
-
A valid occurrence may also have the following properties:
- is conferred on at least one occurrence of (Unnamed Class).
- is governed by any number of occurrences of company law.
-
Definition: the capacity that resides in the board of directors of a company
Synonym:
- board member
Model-Generated Definition:
-
A kind of legally delegated authority and organization member. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
- is played by at least one occurrence of (Unnamed Class).
- has identity any number of occurrences of legal person.
-
Definition: a person who is a member of the board of directors of a corporation
Synonym:
- board of directors
Model-Generated Definition:
-
A kind of entity controlling party. A valid occurrence satisfies the following necessary condition:
- nominates at least one occurrence of corporate officer.
-
A valid occurrence may also have the following properties:
- is played by at least one occurrence of (Unnamed Class).
- is played by at least one occurrence of (Unnamed Class).
-
Definition: Governing body (called the board) of an incorporated firm. Its members (directors) are elected normally by the subscribers (stockholders) of the firm (generally at an annual general meeting or AGM) to govern the firm and look after the subscribers' interests. The board has the ultimate decision-making authority and, in general, is empowered to (1) set the company's policy, objectives, and overall direction, (2) adopt bylaws, (3) name members of the advisory, executive, finance, and other committees, (4) hire, monitor, evaluate, and fire the managing director and senior executives, (5) determine and pay the dividend, and (6) issue additional shares. Though all its members might not be engaged in the company's day-to-day operations, the entire board is held liable (under the doctrine of collective responsibility) for the consequences of the firm's policies, actions, and failures to act. Members of the board usually include senior-most executives (called inside directors or executive directors) as well as experts or respected persons chosen from the wider community (called outside directors or non-executive directors).
Synonym:
- body incorporated through agreement
Model-Generated Definition:
-
A kind of corporation.
-
Definition: A body with legal personhood, incorporated through some agreement among the principals, and without equity or guarantee instruments which would isolate the principals from liability.
Synonym:
- body incorporated with guarantee
Model-Generated Definition:
-
A kind of corporation. A valid occurrence may have the following properties:
- is governed by any number of occurrences of body limited by guarantee principals agreement.
-
Definition: Incorporated entity without share capital, and in which the liability of its members is limited to the amount each one of them undertakes to contribute at the time the firm is wound up.
Synonym:
- body limited by guarantee principals agreement
Model-Generated Definition:
-
A kind of organization covering agreement.
-
Definition: The formal agreement between the principals of a body limited by guarantee.
Synonym:
- bond
Model-Generated Definition:
-
A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:
- has interest payment terms at least one occurrence of coupon payment terms.
- has repayment terms at least one occurrence of bond principal repayment terms.
-
A valid occurrence may also have the following properties:
- capitalized interest any number of values of boolean.
- has bond maturity registrar any number of occurrences of bond maturity registrar.
-
Definition: a fixed-income instrument in which the issuer owes the holders a debt and, depending on the terms of the bond, is obliged to pay interest (the coupon) and/or to repay the principal at maturity
Synonym:
- bond action
Model-Generated Definition:
-
A kind of debt security action.
-
Definition: Some action in relation to a bond, by the Issuer.
Synonym:
- bond amortization payment terms
Model-Generated Definition:
-
A kind of bond principal repayment terms.
-
Definition:
Synonym:
- bond bullet principal repayment terms
Model-Generated Definition:
-
A kind of bond principal repayment terms.
-
Definition: terms for repayment of the principal for a bond as a single payment covering the whole principal amount
Synonym:
- bond conversion terms
Model-Generated Definition:
-
A kind of conversion terms and tradable debt instrument redemption provision. A valid occurrence satisfies the following necessary condition:
- specifies conversion into at least one occurrence of publicly traded share.
-
A valid occurrence may also have the following properties:
- has convertible date any number of occurrences of date.
-
Definition: Contractual specifications when a Convertible Bond can be converted to another security (usually of the same issuer).
Synonym:
- bond counsel
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is bond counsel at least one occurrence of debt underwriting issuance process.
-
Definition:
Synonym:
- bond coupon
Model-Generated Definition:
-
A kind of interest rate.
-
Definition: the annual interest rate paid on a bond, expressed as a percentage of the face value
Synonym:
- coupon percent rate
- coupon rate
- nominal yield
- bond default event
Model-Generated Definition:
-
A kind of default event. A valid occurrence satisfies the following necessary condition:
- relates to at least one occurrence of bond.
-
Definition: Non payment of interest or non payment of debt principal when due.
Synonym:
- bond default notification
Model-Generated Definition:
-
A kind of ex post notification.
-
Definition: Notification of non payment of interest or non payment of debt principal when due.
Synonym:
- bond equivalent yield
Model-Generated Definition:
-
A kind of relatively defined debt instrument yield. A valid occurrence satisfies the following necessary condition:
- determined using at least one occurrence of equivalent yield calculation method.
-
Definition: Yield determined on an equivalent basis to the yield of another bond. This is used to be able to realistically compare prices between debt instruments across different markets.
Synonym:
- bond exchange closing price
Model-Generated Definition:
-
A kind of exchange traded bond price. A valid occurrence satisfies the following necessary condition:
- has closing price determination method at least one occurrence of closing price determination method.
-
A valid occurrence may also have the following properties:
- price determination convention notes any number of values of string.
- trading date any number of occurrences of date.
- closing price value any number of occurrences of monetary amount.
-
Definition: The price at close of trading on a given trading day on an exchange.
Synonym:
- bond exchange high price
Model-Generated Definition:
-
A kind of exchange traded bond price. A valid occurrence satisfies the following necessary condition:
- has applicable period at least one occurrence of date period.
-
Definition: The highest valuation over the period specified.
Synonym:
- bond exchange last price
Model-Generated Definition:
-
A kind of exchange traded bond price. A valid occurrence may have the following properties:
- valuation date and time any number of occurrences of date time.
-
Definition: The last (or most recent) valuation.
Synonym:
- bond exchange low price
Model-Generated Definition:
-
A kind of exchange traded bond price. A valid occurrence satisfies the following necessary condition:
- has applicable period at least one occurrence of date period.
-
Definition: The lowest valuation over the period specified. Possibly but not necessarily based on a trade. Determined by the trading venue as to whether it's based on a trade or an offer. this can be regarded as a derived price. Price is based on a riule whil will cause one to pick a certain price type.
Synonym:
- bond exchange opening price
Model-Generated Definition:
-
A kind of exchange traded bond price. A valid occurrence may have the following properties:
- opening price method any number of values of string.
-
Definition: The value at the beginning of trading or opening of the market.
Synonym:
- bond fixed coupon
Model-Generated Definition:
-
A kind of bond coupon and fixed interest rate.
-
Definition: a bond coupon that is defined as a fixed interest rate
Synonym:
- bond fixed coupon terms
Model-Generated Definition:
-
A kind of coupon payment terms. A valid occurrence satisfies the following necessary condition:
- has expression at least one occurrence of fixed interest calculation.
-
A valid occurrence may also have the following properties:
- fixed coupon amount any number of occurrences of percentage value.
- fixed coupon amount any number of occurrences of percentage value.
-
Definition: Terms for payment of Interest on a Bond, where this pays a fixed rate of interest.
Synonym:
- bond future
Model-Generated Definition:
-
A kind of interest rate future. A valid occurrence may have the following properties:
- conversion factor any number of values of decimal.
-
Definition: A future instrument where the underlying is a bond.
Synonym:
- bond future standardized terms set
Model-Generated Definition:
-
A kind of interest rate future standardized terms set. A valid occurrence may have the following properties:
- conversion factor any number of values of decimal.
-
Definition: A set of standard terms for bond futures contracts, as set out by the derivatives exchange. Bond Futures contracts issued by and traded on that exchange will take on these terms or override them.
Synonym:
- bond future underlying
Model-Generated Definition:
-
A kind of interest rate future debt underlying. A valid occurrence satisfies the following necessary condition:
-
Definition: The Bond which is the underlying instrument of a Bond Future contract.
Synonym:
- bond insurance
Model-Generated Definition:
-
A kind of insurance policy.
-
Definition: an insurance policy that a bond issuer purchases that guarantees the repayment of the principal and all associated interest payments to the bondholders in the event of default
Synonym:
- bond issuance programme
Model-Generated Definition:
-
A kind of debt issuance programme. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of bond offering.
-
Definition: a debt issuance programe under which an entity may, from time to time, issue bonds under the terms and conditions specified in the base prospectus for that programme
Synonym:
- bond listing
Model-Generated Definition:
-
A kind of security listing.
-
Definition:
Synonym:
- bond market
Model-Generated Definition:
-
Definition:
Synonym:
- bond maturity registrar
Model-Generated Definition:
-
A kind of contract third party and legal agent.
-
Definition: The person or entity responsible for maintaining records on behalf of the issuer that identify the owners of a registered bond issue. The trustee under a bond contract often also acts as registrar.
Synonym:
- bond mid price
Model-Generated Definition:
-
Definition:
Synonym:
- bond offering
Model-Generated Definition:
-
A kind of debt offering. A valid occurrence may have the following properties:
- is bank qualified any number of values of boolean.
- has original issue discount any number of occurrences of percentage value.
-
Definition: a debt offering of one or more bonds, as all or part of an issuance programme
Synonym:
- bond offering with warrant
Model-Generated Definition:
-
A kind of bond offering. A valid occurrence satisfies the following necessary condition:
- is issue of at least one occurrence of (Unnamed Class).
-
Definition: a bond offering where the issue includes a warrant; Further notes: ISO 10962 CFI definition is A bond that is issued together with one or more warrant(s) attached as part of the offer, the warrant(s) granting the holder the right to purchase a designated security, often the common stock of the issuer of the debt, at a specified price. Review notes: This need not be any specific type of bond. The warrant is used as a sweetener to encourage people to subscribe to a new bond issue. The Bond and the Warrant trade together as a unit (called "Bond Unit").
Synonym:
- bond option
Model-Generated Definition:
-
A kind of debt derivative contract and option contract on futures. A valid occurrence satisfies the following necessary condition:
- underlying at least one occurrence of bond option underlying.
-
Definition: An option on a traded futures contract for a Bond. When exercised, the holder exercises the right to buy the future on a Bond, s/he does not exercise the right to buy a bond.
Synonym:
- bond option underlying
Model-Generated Definition:
-
A kind of option on futures underlying.
-
Definition: The underlying on a Bond Option, which is the corresponding Bond Future contract on the same exchange.
Synonym:
- bond option underlying transaction
Model-Generated Definition:
-
A kind of financial securities secondary market transaction and optional underlying transaction. A valid occurrence may have the following properties:
- underlying bond price any number of occurrences of percentage value.
-
Definition: A transaction which is defined in a bond option contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the purchase or sale of the deliverable underlying (in this case a bond) as defined in the option contract.
Synonym:
- bond pool
Model-Generated Definition:
-
Definition: A pool investment consisting of a collection of Bonds.
Synonym:
- bond principal repayment terms
Model-Generated Definition:
-
Definition: Terms for the repayment of the Principal on a Bond security.
Synonym:
- bond put redemption
Model-Generated Definition:
-
A kind of bond action and put action. A valid occurrence satisfies the following necessary condition:
- relates to at least one occurrence of bond.
-
Definition: Early redemption of a bond at the election of the bondholder subject to the terms and condition of the issue.
Synonym:
- bond put redemption instruction
Model-Generated Definition:
-
A kind of holder initiated instruction.
-
Definition: Early redemption of a bond at the election of the bondholder subject to the terms and condition of the issue.
Synonym:
- bond redemption payment
Model-Generated Definition:
-
A kind of contractually defined numerical parameter and timed parameter. A valid occurrence satisfies the following necessary condition:
- has terms at least one occurrence of bond principal repayment terms.
-
Definition:
Synonym:
- bond trading context
Model-Generated Definition:
-
A kind of secondary market trading context.
-
Definition:
Synonym:
- bond underlying
Model-Generated Definition:
-
A kind of debt observable.
-
Definition:
Synonym:
- bond variable coupon
Model-Generated Definition:
-
A kind of bond coupon and variable interest rate.
-
Definition: a bond coupon that is defined as a variable interest rate
Synonym:
- bond variable coupon terms
Model-Generated Definition:
-
A kind of coupon payment terms. A valid occurrence satisfies the following necessary conditions:
- has expression at least one occurrence of variable interest calculation formula.
- specifies base rate at least one occurrence of market rate.
-
A valid occurrence may also have the following properties:
- reset date offset days any number of values of integer.
-
Definition:
Synonym:
- bond with mandatory sinking fund
Model-Generated Definition:
-
A kind of amortizing bond. A valid occurrence satisfies the following necessary condition:
- mandates sinking fund as described in at least one occurrence of mandatory sinking fund description.
-
Definition: Bonds where the amortizing is via a sinking fund the details of which are mandated in the terms of the bond itself.
Synonym:
- bond with partial call
Model-Generated Definition:
-
A kind of callable bond. A valid occurrence satisfies the following necessary condition:
- has call terms at least one occurrence of partial call feature.
-
Definition: A bond with a feature whereby the issue can be partially called for amounts that are at the discretion of the issuer.
Synonym:
- bond with published sinking fund
Model-Generated Definition:
-
A kind of amortizing bond. A valid occurrence may have the following properties:
- has published sinking fund amortization terms description any number of occurrences of published sinking fund amortization terms description.
-
Definition: Bonds where the amortizing is via a known and published schedule.
Synonym:
- bond with warrant
Model-Generated Definition:
-
A kind of bond.
-
Definition: A bond issue where the issue includes a Warrant attached. This need not be any specific type of bond.
Synonym:
- bonus issue
Model-Generated Definition:
-
A kind of capitalization issue. A valid occurrence satisfies the following necessary conditions:
- is issue of at least one occurrence of share.
- relates to at least one occurrence of share.
-
Definition: Event in which security holders are awarded additional assets free of payment from the issuer in proportion to their holding. These may be from current profits or may be from accumulated reserves of the company.
Synonym:
- bonus issue notification
Model-Generated Definition:
-
A kind of capitalization issue notification.
-
Definition: Notification of event in which security holders are awarded additional assets free of payment from the issuer in proportion to their holding.
Synonym:
- bonus rights issue
Model-Generated Definition:
-
A kind of rights issue. A valid occurrence may have the following properties:
-
Definition: A Rights Issue in which the rights are given to the holders of the referenced shares for free.
Synonym:
- bonus rights issue notification
Model-Generated Definition:
-
A kind of rights issue notification.
-
Definition: Notification of a Bonus Rights Issue, that is a Rights Issue in which the rights are given to the holders of the referenced shares for free.
Synonym:
Model-Generated Definition:
-
A kind of capital distribution.
-
Definition: Event in which shares are issued from the Share Premium Reserve of the company and are considered as a capital distribution rather than a disbursement of income, with different tax implications. SWIFT Definition (adapted above) "Typically found in Australia, shares are issued from the Share Premium Reserve of the company and are considered as a capital distribution rather than a disbursement of income, with different tax implications." To be researches further. There are certainly Share Plans in Australia, where you can take a dividend as shares. Thewse would be in the nature of Bonus Shares. They are a tradeoff from cash dividends. Other terms to model: A "Scheme of Arrangment" - does this change the capital reserves or is it just another word for restructure. An arrangement with the company's debtors, and coule potentially change the capital base by converting the debt to shares (see other diagram note with these in).
Synonym:
Model-Generated Definition:
-
A kind of capital distribution notification.
-
Definition: Notification of issue of shares from the Share Premium Reserve of the company.
Synonym:
- borrower
Model-Generated Definition:
-
A kind of contract party and debtor. A valid occurrence satisfies the following necessary condition:
-
A valid occurrence may also have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party to a debt instrument that is obligated to repay the amount borrowed (principal) with interest and other fees according to the terms of the instrument
Synonym:
- borrower data protection requirement
Model-Generated Definition:
-
A kind of data protection requirement. A valid occurrence satisfies the following necessary condition:
- governs at least one occurrence of consumer credit reference agency.
-
Definition:
Synonym:
- borrower disclosure requirement
Model-Generated Definition:
-
A kind of disclosure requirement. A valid occurrence satisfies the following necessary conditions:
- confers at least one occurrence of loan product disclosure right.
- governs at least one occurrence of personal loan borrower assessment information.
-
Definition:
Synonym:
- borrower monthly income
Model-Generated Definition:
-
A kind of monetary amount. A valid occurrence satisfies the following necessary condition:
- has party in role at least one occurrence of borrower.
-
Definition: total monthly qualifying income of the potential borrower
Synonym:
- borrower ongoing dated facts
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- is about at least one occurrence of disbursed loan.
- appraised by at least one occurrence of loan servicer.
-
A valid occurrence may also have the following properties:
- repossession history any number of values of boolean.
- assessment date any number of occurrences of date.
- includes any number of occurrences of borrower ongoing dated facts.
-
Definition: Ongoing information about the borrower.
Synonym:
- borrower right
Model-Generated Definition:
-
A kind of consumer right.
-
Definition:
Synonym:
- borrowing capacity
Model-Generated Definition:
-
A kind of legal capacity. A valid occurrence may have the following properties:
- has available amount any number of occurrences of monetary amount.
- has date any number of occurrences of date.
- applies to any number of occurrences of legal person.
-
Definition: an amount of money that an individual or organization can borrow
Synonym:
- branch
Model-Generated Definition:
-
A kind of organizational sub-unit.
-
Definition: a part of a business organization or company, identified as a branch
Synonym:
- branch of government
Model-Generated Definition:
-
A kind of government body.
-
Definition: a division of the government of a state, with separate and independent powers and areas of responsibility so that the powers of one branch are not in conflict with the powers associated with the other branches
Synonym:
- bricks and mortar holding
Model-Generated Definition:
-
A kind of portfolio holding. A valid occurrence satisfies the following necessary condition:
- takes form of at least one occurrence of real estate.
-
Definition: A holding of built property.
Synonym:
- bridging loan purpose
Model-Generated Definition:
-
A kind of loan purpose.
-
Definition:
Synonym:
- BRL-CDI
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for BRL-CDI
Synonym:
- broker
Model-Generated Definition:
-
A kind of contract third party.
-
Definition: any party that acts as an intermediary between a buyer and a seller, usually charging a commission
Synonym:
- broker dealer
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- commits to at least one occurrence of get commitment from investors.
-
Definition: An entity which may become a primary investor in the issue. Term origin:MBS PoC Reviews
Synonym:
- broker-dealer
Model-Generated Definition:
-
A kind of functional entity.
-
Definition: any party in the business of buying and selling securities, operating as both a broker and a dealer, depending on the transaction
Synonym:
- brokerage account
Model-Generated Definition:
-
A kind of investment account. A valid occurrence satisfies the following necessary conditions:
- is provided by at least one occurrence of (Unnamed Class).
- has party in role at least one occurrence of (Unnamed Class).
-
Definition: an account offered by a broker that allows the investor to deposit funds and place investment orders
Synonym:
- brokerage firm
Model-Generated Definition:
-
A kind of broker-dealer and non-depository institution.
-
Definition: a firm in the business of buying and selling securities, operating as both a broker and a dealer, depending on the transaction
Synonym:
- build america bond
Model-Generated Definition:
-
A kind of municipal bond.
-
Definition: Taxable municipal securities issued through December 31, 2010 under the American Recovery and Reinvestment Act of 2009 (ARRA). BABs may be direct pay subsidy bonds or tax credit bonds.
Synonym:
- building
Model-Generated Definition:
-
A kind of built property. A valid occurrence satisfies the following necessary conditions:
- building identified by at least one occurrence of street address text.
- has part at least one occurrence of building sub unit.
-
Definition: A discrete construction on its own foundations or pilings.
Synonym:
- building sub unit
Model-Generated Definition:
-
A kind of built property.
-
Definition: A discrete subdivision of some Building.
Synonym:
- building sub unit address fragment
Model-Generated Definition:
-
A kind of postal address element. A valid occurrence satisfies the following necessary condition:
- identifies building sub unit at least one occurrence of building sub unit.
-
A valid occurrence may also have the following properties:
- address fragment any number of values of string.
-
Definition:
Synonym:
- built property
Model-Generated Definition:
-
A kind of discrete physical thing. A valid occurrence satisfies the following necessary condition:
- has location at least one occurrence of geophysical location.
-
Definition: Something which is constructed via construction methods; bricks and mortar.
Synonym:
- bullet bond
Model-Generated Definition:
-
A kind of bond. A valid occurrence satisfies the following necessary condition:
- has repayment terms at least one occurrence of bond bullet principal repayment terms.
-
Definition: a bond whose entire principal value is paid all at once on the maturity date, as opposed to amortizing the bond over its lifetime
Synonym:
- bullet redemption payment
Model-Generated Definition:
-
A kind of bond redemption payment. A valid occurrence satisfies the following necessary condition:
- has terms at least one occurrence of bond bullet principal repayment terms.
-
Definition:
Synonym:
- bullion
Model-Generated Definition:
-
A kind of negotiable commodity. A valid occurrence may have the following properties:
- is of bullion type any number of occurrences of BullionTypeSelection.
- measurement unit any number of occurrences of bullion measurement unit.
-
Definition: Any precious metal.
Synonym:
- bullion measurement unit
Model-Generated Definition:
-
A kind of unit of mass.
-
Definition: Units in which bullion may be measured.
Synonym:
- bullion physical delivery
Model-Generated Definition:
-
A kind of commodity physical delivery. A valid occurrence may have the following properties:
- total physical quantity any number of values of decimal.
- is delivery of bullion type any number of occurrences of BullionTypeSelection.
-
Definition: Delivery of any precious metal.
Synonym:
- BullionTypeSelection
Model-Generated Definition:
-
Definition: A type of bullion i.e. a metal which will be defined as a bullion commodity.
Synonym:
- bundle of resources
Model-Generated Definition:
-
A kind of economic resource.
-
Definition:
Synonym:
- business
Model-Generated Definition:
-
A kind of functional business entity. A valid occurrence satisfies the following necessary condition:
- is characterized by at least one occurrence of commercial activity.
-
Definition: An organization or economic system where goods and services are exchanged for one another or for money. Every business requires some form of investment and enough customers to whom its output can be sold on a consistent basis in order to make a profit. Businesses can be privately owned, not-for-profit or state-owned. An example of a corporate business is PepsiCo, while a mom-and-pop catering business is a private enterprise.
Synonym:
- business agent
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- motivation at least one occurrence of business goal.
- business agent has identity at least one occurrence of formal organization.
-
Definition: An agent which is capable of causing some business event or providing some service in a business context.
Synonym:
- business agent context
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- involves at least one occurrence of business agent.
- goal at least one occurrence of business goal.
-
Definition: A business process, work stream or other business area, in which various processes, actors, activities and so on are combined to achieve some business goal.
Synonym:
- business center
Model-Generated Definition:
-
A kind of municipality.
-
Definition: a municipality where business is conducted, especially one that is considered a financial center
Synonym:
- business center code
Model-Generated Definition:
-
A kind of geographic region identifier. A valid occurrence satisfies the following necessary conditions:
- denotes at least one occurrence of business center.
- identifies at least one occurrence of business center.
-
Definition: a code used to denote a municipality or business center
Synonym:
- business center code set
Model-Generated Definition:
-
A kind of code set.
-
Definition: the coding scheme used to define a set of codes for municipalities or business centers
Synonym:
- business day adjustment
Model-Generated Definition:
-
A kind of convention. A valid occurrence satisfies the following necessary conditions:
- has business center at least one occurrence of business center.
- has business day convention exactly one occurrence of business day convention.
-
Definition: a convention that specifies what happens when a date falls on a day that is a weekend or a holiday in one or more business centers
Synonym:
- business day adjustment code
Model-Generated Definition:
-
A kind of code element. A valid occurrence satisfies the following necessary conditions:
- identifies at least one occurrence of business day adjustment.
- denotes at least one occurrence of business day adjustment.
-
Definition: a code used to denote convention for specifying what happens when a date falls on a day that is weekend or holiday in some municipality or business center
Synonym:
- business day convention
Model-Generated Definition:
-
A kind of convention.
-
Definition: a convention that enumerates the possible ways to handle a date that falls on a weekend or holiday
Synonym:
- business entity
Model-Generated Definition:
-
A kind of formal organization. A valid occurrence satisfies the following necessary condition:
- has objective at least one occurrence of business objective.
-
A valid occurrence may also have the following properties:
-
Definition: an entity that is formed and administered as per commercial law in order to engage in business activities
Synonym:
- business function referent
Model-Generated Definition:
-
A kind of synechdocal thing. A valid occurrence satisfies the following necessary condition:
- implies context at least one occurrence of organization context.
-
A valid occurrence may also have the following properties:
- pursues policy any number of occurrences of policy.
- implements policy any number of occurrences of policy.
-
Definition:
Synonym:
- business goal
Model-Generated Definition:
-
A kind of goal.
-
Definition: A Goal is a state or condition of the enterprise to be brought about or sustained through appropriate Means.
Synonym:
- business identifier code
Model-Generated Definition:
-
A kind of code element and organization identifier. A valid occurrence satisfies the following necessary conditions:
- has definition at least one occurrence of business identifier code scheme.
- identifies exactly one occurrence of formal organization.
- comprises exactly one occurrence of business party suffix.
- comprises exactly one occurrence of alpha-2 code.
- comprises exactly one occurrence of business party prefix.
- applies to exactly one occurrence of country.
-
A valid occurrence may also have the following properties:
- comprises any number of occurrences of organization part identifier.
-
Definition: an international identifier for financial and non-financial institutions used to facilitate automated processing of information for financial services
Synonym:
- SWIFT-BIC
- SWIFT code
- SWIFT ID
- bank identifier code
- business entity identifier
- business identifier code data record
Model-Generated Definition:
-
A kind of business registry entry. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of business identifier code.
-
Definition: an entry in a registry that conforms to ISO 9362:2014 for the mananagement of BIC codes and related registration information
Synonym:
- business identifier code scheme
Model-Generated Definition:
-
A kind of code set and organization identification scheme. A valid occurrence satisfies the following necessary condition:
- defines at least one occurrence of business identifier code.
-
Definition: a scheme that specifies the elements of a unique business identifier code (BIC) scheme to identify financial and non-financial institutions used to facilitate automated processing of information for financial services
Synonym:
- business license
Model-Generated Definition:
-
A kind of license. A valid occurrence satisfies the following necessary conditions:
- applies to exactly one occurrence of business entity.
- is recognized in at least one occurrence of jurisdiction.
-
Definition: a license that allows the holder to conduct business or carry out a specific profession within some jurisdiction for some period of time
Synonym:
- business objective
Model-Generated Definition:
-
A kind of objective.
-
Definition: an objective that reflects the strategic goals and direction of a business
Synonym:
- business party prefix
Model-Generated Definition:
-
A kind of code element and organization identifier. A valid occurrence satisfies the following necessary condition:
- has definition at least one occurrence of business identifier code scheme.
-
A valid occurrence may also have the following properties:
- is included in at most one occurrence of business identifier code.
-
Definition: a four-character (4 alphanumeric) code associated with the individual institution or business
Synonym:
- institution code
- bank code
- business party suffix
Model-Generated Definition:
-
A kind of code element. A valid occurrence satisfies the following necessary conditions:
- has definition at least one occurrence of business identifier code scheme.
- is included in at least one occurrence of business identifier code.
-
Definition: a two-character (2 alphanumeric) code associated with the individual institution or business
Synonym:
- business recurrence interval
Model-Generated Definition:
-
A kind of recurrence interval. A valid occurrence satisfies the following necessary condition:
- has business recurrence interval convention exactly one occurrence of business recurrence interval convention.
-
Definition: a recurrence interval that is specified using a business recurrence interval convention
Synonym:
- business recurrence interval convention
Model-Generated Definition:
-
A kind of convention.
-
Definition: a convention for modeling recurring days, such as the end of the month, a particular day of the month, a day of the week, or more specifically, a t-bill auction date
Synonym:
- business register identifier
Model-Generated Definition:
-
A kind of identifier. A valid occurrence satisfies the following necessary conditions:
- identifies exactly one occurrence of business registry.
- is registered by at least one occurrence of business registration authority.
-
Definition: an identifier that uniquely identifies a business register, such as a register identified by the Global Legal Entity Identifier Foundation (GLEIF) registration authorities list
Synonym:
Model-Generated Definition:
-
A kind of registration authority. A valid occurrence satisfies the following necessary conditions:
- registers at least one occurrence of registration identifier.
- manages at least one occurrence of business registry.
-
Definition: a registration authority that is responsible for maintaining a registry of business entities
Synonym:
- business registry
Model-Generated Definition:
-
A kind of registry. A valid occurrence satisfies the following necessary conditions:
- is managed by exactly one occurrence of business registration authority.
- has registry entry at least one occurrence of business registry entry.
-
Definition: a registry for registering and maintaining information about business entities
Synonym:
- business registry entry
Model-Generated Definition:
-
A kind of registry entry. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of registration identifier.
-
A valid occurrence may also have the following properties:
- has registration status at most one occurrence of registration status.
-
Definition: an entry in a business registry
Synonym:
- business requirement
Model-Generated Definition:
-
A kind of requirement.
-
Definition: A requirement driven by business imperatives.
Synonym:
- business rule
Model-Generated Definition:
-
A kind of rule.
-
Definition: A rule which applies in some business context. Includes operations rules, regulatory rules and so on.
Synonym:
- business site
Model-Generated Definition:
-
A kind of physical site.
-
Definition: An address from which a business entity carries out its business, such as a shop or offices. This is the address which is generally shown on advertising by that company.
Synonym:
- business strategy
Model-Generated Definition:
-
A kind of strategy. A valid occurrence satisfies the following necessary condition:
- to fulfil at least one occurrence of business goal.
-
Definition: A plan, method, or series of maneuvers or stratagems for obtaining a specific business goal.
Synonym:
- buyer
Model-Generated Definition:
-
A kind of party in role. A valid occurrence satisfies the following necessary condition:
-
A valid occurrence may also have the following properties:
-
Definition: a party that acquires, or agrees to acquire, ownership (in case of goods), or benefit or usage (in case of services), in exchange for money or other consideration under a contract of sale
Synonym:
- buyer
- purchaser
- bylaw
Model-Generated Definition:
-
A kind of law.
-
Definition: Corporate bylaws are typically called Articles of Association in the United Kingdom, or Articles of Incorporation in the United States. In government usage, the term bylaws is used to describe laws, orders, regulations, rules, etc., made by a ministry, local authority (a municipality, for example), or public corporation, in accordance with the powers conferred by or delegated under a statue (called the parent act).
Synonym:
- byelaws
- delegated legislation
- C
-
- c b o deal
Model-Generated Definition:
-
A kind of collateralized obligation deal.
-
Definition: An issue of Collateralized Bond Obligation notes.
Synonym:
- c b o instrument
Model-Generated Definition:
-
A kind of cash c d o tranche.
-
Definition: A multitranche debt structure similar in some respects to a collateralized mortgage obligation (CMO) structure. Typically low-rated bonds rather than mortgages serve as the collateral. The organization creating and promoting the structure usually holds the underlying equity and may also collect a fee.
Synonym:
- c d o cashflow treatment structure
Model-Generated Definition:
-
A kind of method.
-
Definition: The way in which cash flows are handled in a CDO.
Synonym:
- c d o deal
Model-Generated Definition:
-
A kind of collateralized obligation deal. A valid occurrence satisfies the following necessary conditions:
- has constituent at least one occurrence of c d o portfolio.
- managed by at least one occurrence of c d o portfolio manager.
- has tranche at least one occurrence of senior c d o tranche.
- has tranche at least one occurrence of super senior c d o tranche.
- has tranche at least one occurrence of subordinated c d o equity.
- has tranche at least one occurrence of mezzanine c d o tranche.
- is issue of at least one occurrence of c d o note.
-
A valid occurrence may also have the following properties:
- management style any number of occurrences of c d o management style.
- has c d o origination objective any number of occurrences of c d o origination objective.
- structure any number of occurrences of c d o cashflow treatment structure.
- has underlying pool any number of occurrences of any type.
-
Definition: An Issue of a set of CDO tranches as part of an offering to the market.
Synonym:
- c d o issuing party
Model-Generated Definition:
-
A kind of security issuer. A valid occurrence satisfies the following necessary condition:
- described as at least one occurrence of debt s p v.
-
Definition: The party which issues the CDO on behalf of the sponsor. This is identified as being a Special Purpose Vehicle (SPV) set up specifically to issue the CDO. A CDO has a sponsoring organization, which establishes a special purpose vehicle to hold collateral and issue securities. Sponsors can include banks, other financial institutions or investment managers, as described below. Expenses associated with running the special purpose vehicle are subtracted from cash flows to investors. Often, the sponsoring organization retains the most subordinate equity tranch of a CDO.
Synonym:
- c d o management style
Model-Generated Definition:
-
A kind of method.
-
Definition: The manner in which reference assets are managed during the life of a CDO.
Synonym:
- c d o note
Model-Generated Definition:
-
A kind of structured finance instrument. A valid occurrence satisfies the following necessary condition:
- is issued by at least one occurrence of c d o issuing party.
-
A valid occurrence may also have the following properties:
- tranche any number of values of string.
- is cash any number of values of boolean.
- has structure type any number of occurrences of c d o cashflow treatment structure.
- has deal management style any number of occurrences of c d o management style.
- has origination objective any number of occurrences of c d o origination objective.
- subordinated to at most one occurrence of c d o note.
- seniority any number of occurrences of CDOTrancheSenioritySelection.
-
Definition: Collateralized Debt Obligation. This is a type of asset-backed security and is constructed from a portfolio of fixed income assets including corporate loans and mortgage backed securities. A special purpose vehicle (SPV) issues notes to investors in order to raise funds that are invested in a portfolio of those fixed income assets, held by the SPV as collateral for the notes. Further notes: Collateralized Debt Obligation, for example, ABS CDO which consists of a portfolio of different ABS bonds, and the payments to the holders of these trust certificates are derived from the cash flows of the ABS bonds. This CDO instrument is part of a CDO issue, consisting of individual CDO instruments of a given seniority. Often referred to as tranches and slices (Investopedia). Investopedia: Similar in structure to a collateralized mortgage obligation (CMO) or collateralized bond obligation (CBO), CDOs are unique in that they represent different types of debt and credit risk. In the case of CDOs, these different types of debt are often referred to as 'tranches' or 'slices'. Each slice has a different maturity and risk associated with it. The higher the risk, the more the CDO pays. Further details: Collateralized Debt obligations are securitized interests in pools of - generally non-mortgage - assets. Assets - called collateral - usually comprise loans or debt instruments. A CDO may be called a collateralized loan obligation (CLO) or collateralized bond obligation (CBO) if it holds only loans or bonds, respectively. Investors bear the credit risk of the collateral. Multiple tranches of securities are issued by the CDO, offering investors various maturity and credit risk characteristics.
Synonym:
- c d o origination objective
Model-Generated Definition:
-
A kind of objective.
-
Definition: The origin or motivation behind a CDO issue.
Synonym:
- c d o pool
Model-Generated Definition:
-
A kind of structured finance instrument pool.
-
Definition: A pool of CDO securities. The underlying of the CDO Squared is a pool of CDO instruments.
Synonym:
- c d o portfolio
Model-Generated Definition:
-
A kind of investment portfolio. A valid occurrence satisfies the following necessary conditions:
- managed by at least one occurrence of c d o portfolio manager.
- overseen by at least one occurrence of c d o portfolio trustee.
- has constituent at least one occurrence of m b s instrument slice.
-
Definition: A portfolio in which the reference assets of the CDO are held.
Synonym:
- c d o portfolio manager
Model-Generated Definition:
-
A kind of party in role. A valid occurrence satisfies the following necessary condition:
- manages at least one occurrence of c d o portfolio.
-
Definition: The portfolio manager for a managed CDO or arbitrage CDO (also called an asset manager). This assumes that the role is the same in both cases.
Synonym:
- c d o portfolio trustee
Model-Generated Definition:
-
A kind of trustee.
-
Definition:
Synonym:
- c d o reference obligation
Model-Generated Definition:
-
A kind of credit default swap reference obligation. A valid occurrence satisfies the following necessary condition:
- becomes constituent at least one occurrence of synthetic c d o portfolio constituent.
-
Definition: A CDS Reference Obligation specifically defined for and referenced in a Synthectic CDO.
Synonym:
- c d o securitization process
Model-Generated Definition:
-
A kind of debt securitization process.
-
Definition:
Synonym:
- c d o squared deal
Model-Generated Definition:
-
A kind of c d o deal. A valid occurrence satisfies the following necessary condition:
- has underlying pool at least one occurrence of c d o pool.
-
Definition: An issue of CDO Squared notes.
Synonym:
- c d o squared instrument
Model-Generated Definition:
-
A kind of c d o note.
-
Definition: CDOs where the underlying asset pool is CDOs.
Synonym:
- c l o
Model-Generated Definition:
-
A kind of collateralized obligation instrument. A valid occurrence satisfies the following necessary condition:
- is pool of at least one occurrence of loan pool.
-
Definition:
Synonym:
- c l o deal
Model-Generated Definition:
-
A kind of collateralized obligation deal.
-
Definition: An issue of Collateralized Loan Obligations.
Synonym:
- c m o deal
Model-Generated Definition:
-
A kind of collateralized obligation deal.
-
Definition: An issue of Collateralized mortgaged Obligations.
Synonym:
- CAD-BA-CDOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CAD-BA-CDOR
Synonym:
- CAD-BA-CDOR-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CAD-BA-CDOR-Bloomberg
Synonym:
- CAD-BA-ISDD
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CAD-BA-ISDD
Synonym:
- CAD-BA-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CAD-BA-Reference Banks
Synonym:
- CAD-BA-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CAD-BA-Reuters
Synonym:
- CAD-BA-Telerate
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CAD-BA-Telerate
Synonym:
- CAD-CORRA-OIS-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CAD-CORRA-OIS-COMPOUND
Synonym:
- CAD-ISDA-Swap Rate
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CAD-ISDA-Swap Rate
Synonym:
- CAD-LIBOR-BBA
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CAD-LIBOR-BBA
Synonym:
- CAD-LIBOR-BBA-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CAD-LIBOR-BBA-Bloomberg
Synonym:
- CAD-LIBOR-BBA-SwapMarker
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CAD-LIBOR-BBA-SwapMarker
Synonym:
- CAD-LIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CAD-LIBOR-Reference Banks
Synonym:
- CAD-REPO-CORRA
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CAD-REPO-CORRA
Synonym:
- CAD-TBILL-ISDD
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CAD-TBILL-ISDD
Synonym:
- CAD-TBILL-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CAD-TBILL-Reference Banks
Synonym:
- CAD-TBILL-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CAD-TBILL-Reuters
Synonym:
- CAD-TBILL-Telerate
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CAD-TBILL-Telerate
Synonym:
- calculated date (from package /Imported Ontologies/Financial Dates Ontology/calculated date)
Model-Generated Definition:
-
A kind of date. A valid occurrence may have the following properties:
- has business day adjustment at most one occurrence of business day adjustment.
-
Definition: a date that is or will be calculated in some way
Synonym:
- calculated date (from package /Imported Ontologies/Time/calculated date)
Model-Generated Definition:
-
A kind of determined date.
-
Definition: A Date which is calculated according to some defined formula or calculation method. The results of such calculation are not known in the present, e.g. one or more parameters for the calculation are not yet known.
Synonym:
- calculated date offset
Model-Generated Definition:
-
A kind of calculated time offset.
-
Definition:
Synonym:
- calculated payout commitment
Model-Generated Definition:
-
A kind of option payout commitment.
-
Definition:
Synonym:
- calculated price
Model-Generated Definition:
-
A kind of monetary price. A valid occurrence satisfies the following necessary condition:
- has formula exactly one occurrence of calculation formula.
-
Definition: a monetary price determined by a formula
Synonym:
- calculated time offset
Model-Generated Definition:
-
A kind of determined temporal thing and time offset. A valid occurrence satisfies the following necessary condition:
- determination at least one occurrence of duration determination.
-
Definition:
Synonym:
- calculation agent
Model-Generated Definition:
-
Definition: The entity which carries out the valuation of an underlying asset, or from which the valuation of the underlying is to be taken.
Synonym:
- calculation agent adjustment method
Model-Generated Definition:
-
A kind of forward contract adjustment method.
-
Definition: The calculation agent has the right to adjust the terms following a corporate event
Synonym:
- calculation formula
Model-Generated Definition:
-
A kind of formula.
-
Definition: a mathematical formula that transforms one or more inputs into an amount or number of something
Synonym:
- calculation period
Model-Generated Definition:
-
A kind of date period. A valid occurrence may have the following properties:
- has duration at most one occurrence of calculation period length.
- has end date at most one occurrence of date.
- has start date at most one occurrence of date.
-
Definition: a date period defined as the number of days from the start of the calculation period to the scheduled end date of the period
Synonym:
- calculation period length
Model-Generated Definition:
-
A kind of explicit duration.
-
Definition: an explicit duration defined as the number of days from the adjusted effective or start date to the adjusted termination or end date calculated in accordance with the applicable day count fraction
Synonym:
- calendar day
Model-Generated Definition:
-
A kind of calendar temporal unit.
-
Definition: the period from one midnight to the following midnight.
Synonym:
- calendar day type
Model-Generated Definition:
-
A kind of day type.
-
Definition: When calculating the number of days between two dates the count includes all calendar days.
Synonym:
- calendar period
Model-Generated Definition:
-
A kind of time interval.
-
Definition: an enumeration that indicates whether a CalendarSpecifiedDate is figured with respect to a calendar week, a calendar month, a calendar quarter, or a calendar year
Synonym:
- calendar specified interval
Model-Generated Definition:
-
A kind of recurrence interval. A valid occurrence satisfies the following necessary conditions:
- has time direction exactly one occurrence of time direction.
- has calendar period exactly one occurrence of calendar period.
-
Definition: a RecurrenceInterval that is specified as the nth day of some CalendarPeriod (such as a calendar month), and a TimeDirection (forward from the beginning of the month, or backwards from the end).
The nth day is an ordinal number, not a cardinal number. '1' means the first day of the calendar period.Synonym:
- calendar temporal unit
Model-Generated Definition:
-
A kind of temporal unit.
-
Definition: A Temporal Unit (measure of time) which is to be found in a regular calendar, i.e. a day, month etc., as distinct from units with additional parameters such as business days.
Synonym:
- call action
Model-Generated Definition:
-
A kind of exercise action and issuer corporate action.
-
Definition: Note this is an Issuer action.
Synonym:
- call event
Model-Generated Definition:
-
A kind of redemption event.
-
Definition: an event associated with the call schedule for a debt instrument
Synonym:
- call feature
Model-Generated Definition:
-
A kind of tradable debt instrument redemption provision. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of call schedule.
-
A valid occurrence may also have the following properties:
- mandatory sinking fund any number of values of boolean.
- call conditions any number of values of string.
- has notification provision any number of occurrences of call notification provision.
-
Definition: a redemption provision defining the rights of the issuer to buy back a security at a call price after a call protection period
Synonym: call provision
- call meeting
Model-Generated Definition:
-
Definition:
Synonym:
- call notification provision
Model-Generated Definition:
-
A kind of notification provision. A valid occurrence may have the following properties:
- has date period any number of occurrences of call window.
-
Definition: a provision of a call feature defining notification requirements
Synonym:
- call option buyer
Model-Generated Definition:
-
A kind of option buyer.
-
Definition: The Party which is the buyer of the Call Option. This party has the option but not the obligation to transact as the Buyer of the Option Underlying.
Synonym:
- call option contract
Model-Generated Definition:
-
A kind of option. A valid occurrence satisfies the following necessary conditions:
- has buyer at least one occurrence of call option buyer.
- has seller at least one occurrence of call option writing party.
- has option type at least one occurrence of call option type.
-
Definition: Contracts between a buyer and a seller giving the buyer (holder) the right, but not the obligation, to buy the assets specified at a fixed price or formula, on or before a specified date. The seller of the call option assumes the obligation of delivering the assets specified should the buyer exercise his option.
Synonym:
- call option type
Model-Generated Definition:
-
A kind of option type.
-
Definition:
Synonym:
- call option writing party
Model-Generated Definition:
-
A kind of option writing party.
-
Definition: The Party which is the writer of the Call Option. This party has the obligation to transact as the Seller of the Option Underlying.
Synonym:
Model-Generated Definition:
-
A kind of monetary price.
-
Definition: the price over par paid by an issuer to redeem securities when exercising a call provision
Synonym:
- call price
Model-Generated Definition:
-
A kind of monetary price.
-
Definition: price at which an asset is redeemed in the event of a call
Synonym: redemption price
- call schedule
Model-Generated Definition:
-
A kind of schedule. A valid occurrence satisfies the following necessary conditions:
- comprises at least one occurrence of call event.
- comprises at least one occurrence of (Unnamed Class).
-
Definition: a schedule of call prices and when they are in effect
Synonym:
- call window
Model-Generated Definition:
-
A kind of date period.
-
Definition: an explicit period of time prior to a call date during which an issuer or agent must give notice to holders
Synonym:
- callable bond
Model-Generated Definition:
-
A kind of bond. A valid occurrence satisfies the following necessary condition:
- has call terms at least one occurrence of call feature.
-
A valid occurrence may also have the following properties:
- has extraordinary redemption provision at most one occurrence of extraordinary redemption provision.
-
Definition: a bond giving the issuer the right to buy it back at the call price after the call protection period
Synonym:
- callable convertible bond
Model-Generated Definition:
-
A kind of callable bond and convertible bond.
-
Definition: a convertible bond that is also callable
Synonym:
- Canadian consumer price index
Model-Generated Definition:
-
A kind of consumer price index. A valid occurrence satisfies the following necessary conditions:
- has argument exactly one occurrence of Canadian households consumers universe.
- applies to at least one occurrence of Canadian households consumers universe.
- has argument at least one occurrence of fixed basket.
-
Definition: an economic indicator representing a measure of changes over time in the prices of a fixed basket of consumer goods and services that Canadian private households consume
Synonym:
- Canadian Dollar Offered Rate
Model-Generated Definition:
-
A kind of interbank offered rate.
-
Definition: a daily interbank offered rate based on the trimmed arithmetic average of the rates at which CDOR submitters would be willing to lend funds for specific terms-to-maturity against the primary market issuance of Banker's Acceptances to clients with existing credit facilities that reference CDOR (i.e. bid-side rates of the primary BA market)
Synonym:
- Canadian households consumers universe
Model-Generated Definition:
-
A kind of civilian non-institutional population. A valid occurrence satisfies the following necessary condition:
- has context at least one occurrence of household.
-
A valid occurrence may also have the following properties:
- has member at least one occurrence of (Unnamed Class).
-
Definition: a statistical universe consisting of all private households in Canada, with the exception of soldiers on military bases, people living on First Nations reserves, institutionalized persons, and households living in the rural areas of the three northern territories
Synonym:
- Canadian producer price index
Model-Generated Definition:
-
A kind of producer price index. A valid occurrence satisfies the following necessary condition:
- applies to at least one occurrence of (Unnamed Class).
-
Definition: an economic indicator representing a measure of the change over time in the prices of a fixed-basket of domestic producer goods and services
Synonym:
- canary exercise terms
Model-Generated Definition:
-
A kind of Bermudan exercise terms.
-
Definition: exercise terms that stipulate that an option may only be exercised on predetermined dates until the first step is reached, but not after that point
Synonym:
Model-Generated Definition:
-
Definition: The cancellation of shares. Further Notes Only possible with shares not publicly issued i.e. treasury shares
Synonym:
- cap determination
Model-Generated Definition:
-
A kind of cap or floor determination.
-
Definition: The Strike rate is to be subtracted from the Observable rate on the reset date, to determine the settlement amount. This is incorrect. Cap applies to borrower. the Cap is the max amount I will pay to borrow. I take a capped rate. I am the buyer of the option. The market rate this time is higher than the capped rate. You as the seller of the option will pay me thedifference bwteen the capped rate and the market reate. If the market rate is lower than the capped rate no one pays anything because I will not exercise my right to that capped rate. So no money changes hands at settlement. Then: capped Loan: What I would be paying would be interest at the market rate if the market rate is lower, but if the market rate is higher then I would pay interest at the capped rate. This is the difference between a cap as a loan or as a cash settled thing. These represent different kinds of contract: Non loan one: Cap talks of settlement being difference between the market rate and the strike rate. This is cash settled. Name: "Cap" Loan one: Cap talks about a maximum interest rate payable by the holder, so the holder pays an amount each time, up to a maximum which is the Cap rate. Name: "Capped Loan" What manner of thin is this? A loan. Its ancestors are not OTC derivatives contracts thet are Loan.
Synonym:
- cap loan
Model-Generated Definition:
-
A kind of loan contract.
-
Definition:
Synonym:
- cap or floor determination
Model-Generated Definition:
-
A kind of method.
-
Definition: Whether a given thing is treated as a Cap (something goes no higher than this amount) or as a Floor (something goes no lower than this).
Synonym:
- capability
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
-
Definition: A capability represents the ability to perform a particular type of work and may involve people with particular skills and knowledge, intellectual property, defined practices, operating facilities, tools and equipment.
Synonym:
- capital
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- takes form any number of occurrences of monetary amount.
-
Definition: money and other property of a corporation or other enterprise used in transacting its business
Synonym:
- capital distribution
Model-Generated Definition:
-
A kind of voluntary distribution.
-
Definition: An action in which capital of the issuing company is distributed. Trem Orign:SME Reviews
Synonym:
- capital distribution notification
Model-Generated Definition:
-
A kind of issuer corporate action notification message.
-
Definition: Notification of an action in which capital of the issuing company is distributed.
Synonym:
- capital productivity, based on value added
Model-Generated Definition:
-
A kind of productivity.
-
Definition: a ratio of a quantity index of value added to a quantity index of capital input
Synonym:
- capital reserves distribution
Model-Generated Definition:
-
A kind of capital distribution.
-
Definition: Distribution of capital reserves of the issuing company. Further Notes Distribution comes from earnings and reduces the capital base. REVIEW: How does this differ from CAPG? That is, does this scenario exist outside of funds capital gains distribution?
Synonym:
- capital reserves distribution notification
Model-Generated Definition:
-
A kind of capital distribution notification.
-
Definition: Notification of distribution of capital reserves of the issuing company.
Synonym:
- capital surplus
Model-Generated Definition:
-
A kind of paid-in capital.
-
Definition: capital contributed in excess of of the par value (stated value) of the ownership interest issued
Synonym:
- capital-labor multifactor productivity (MFP), based on value added
Model-Generated Definition:
-
A kind of productivity.
-
Definition: a ratio of a quantity index of value added to a quantity index of combined labor and capital input
Synonym:
- capital-labor-energy-materials multifactor productivity
Model-Generated Definition:
-
A kind of productivity.
-
Definition: a ratio of a quantity index of gross output to a quantity index of combined inputs
Synonym: KLEMS multifactor productivity
- capitalization issue
Model-Generated Definition:
-
A kind of issuer corporate action.
-
Definition: A general kind of issue which increases the capital base of the company. Other kinds of issue: Like a Bonus Issue except that it would increase the capital. There could be several events which could be considered as Capitalization Issues. 25 May Later research: Scrip or Bonus issue is seen to be synonymous with this but more accurate. However, we question this - if you have the chance to purchase shares at a particular price (which is a right) would extend the definition of .. 20 July: this could have a broader meaning than Capital reserves Distribution It would include distribution of capital and trying to raise capital by additional capital injection Example: If the company issues bonds, that also changes the capital base. Now to change the capital base, there are two directions, up or down. Bonus issue falls into the above because you are increasing the capital base. A rights issue also increateses the capital base. Distributions of capital has the opposite effect. Paying out cash to reduce those items that are in your reserves. the reserves are greater than you need so you pay out cash on those. Labeling: capitalization implies the creation of capital so only suggests an increase the capital base
Synonym:
- capitalization issue notification
Model-Generated Definition:
-
A kind of issuer corporate action notification message.
-
Definition: Notification of an issue which increases the capital base of the company.
Synonym:
- cash
Model-Generated Definition:
-
Definition: Something that is widely accepted in payment for goods and services and in settling debts.
Synonym:
- cash a b s pool
Model-Generated Definition:
-
A kind of cash structured finance instrument pool.
-
Definition: A pool investment consisting of a collection of cash ABS instruments.
Synonym:
- cash and securities response
Model-Generated Definition:
-
A kind of disbursement response.
-
Definition: Response is to take a distribution of both securities and cash as offered.
Synonym:
- cash asset backed security instrument
Model-Generated Definition:
-
A kind of pool backed security instrument. A valid occurrence satisfies the following necessary conditions:
- has tranche type at least one occurrence of tranche type.
- issued by at least one occurrence of a b s issuer.
- has underlying assets at least one occurrence of (Unnamed Class).
-
A valid occurrence may also have the following properties:
- tranche any number of values of string.
- subordinated to at most one occurrence of cash asset backed security instrument.
-
Definition: An asset-backed security is a type of bond or note that is based on pools of assets, or collateralized by the cash flows from a specified pool of underlying assets. Assets are pooled to make otherwise minor and uneconomical investments worthwhile, while also reducing risk by diversifying the underlying assets.
Synonym:
- cash balance
Model-Generated Definition:
-
A kind of ledger balance. A valid occurrence satisfies the following necessary conditions:
- represents amount of at least one occurrence of cash currency.
- represents monetary amount at least one occurrence of amount of money.
-
Definition: A balance of cash. This is identified as an amount of cash which is denominated with a currency.
Synonym:
- cash c d o
Model-Generated Definition:
-
A kind of c d o deal. A valid occurrence satisfies the following necessary condition:
- issues at least one occurrence of cash c d o tranche.
-
Definition: A CDO which has an uderlying portfolio of assets which are held by the issuer.
Synonym:
- cash c d o tranche
Model-Generated Definition:
-
A kind of c d o note and cash structured finance instrument. A valid occurrence satisfies the following necessary condition:
- is tranche of at least one occurrence of (Unnamed Class).
-
A valid occurrence may also have the following properties:
-
Definition:
Synonym:
- cash call option
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- allows for option of at least one occurrence of forward cash settlement terms set.
-
Definition: Option to purchase cash at an agreed rate on an agreed date.
Synonym:
- cash closeout
Model-Generated Definition:
-
A kind of forward delivery terms. A valid occurrence satisfies the following necessary condition:
- closed out by at least one occurrence of forward contract.
-
A valid occurrence may also have the following properties:
- cash delivery any number of values of boolean.
-
Definition: Closeout of the contract in the form of the cash equivalent of the asset or commodity rather than the underlying asset or commodity itself.
Synonym:
- cash currency
Model-Generated Definition:
-
A kind of promissory note. A valid occurrence satisfies the following necessary condition:
- issued by at least one occurrence of cash issuer.
-
Definition: Money in the form of promissory notes issued by some central bank.
Synonym:
- cash disbursement response message
Model-Generated Definition:
-
A kind of disbursement response message.
-
Definition: Notification of response opting to take cash.
Synonym:
- cash dividend event
Model-Generated Definition:
-
A kind of dividend distribution.
-
Definition: Distribution of cash to shareholders, in proportion to their equity holding. Ordinary dividends are recurring and regular. Shareholder must take cash and is not offered a choice in the form of distribution.
Synonym:
- cash dividend notification
Model-Generated Definition:
-
A kind of dividend distribution notification.
-
Definition:
Synonym:
- cash instrument
Model-Generated Definition:
-
A kind of financial instrument.
-
Definition: a financial instrument whose value is determined by the market and that is readily transferable (highly liquid)
Synonym:
- cash issuer
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- has issuer identity at least one occurrence of central bank.
-
Definition: The issuer and underwriter of cash. This takes the form of some Central Bank.
Synonym:
- cash or nothing payout commitment
Model-Generated Definition:
-
A kind of binary payout commitment.
-
Definition: A commitment to pay out on a binary option, as cash or nothing.
Synonym:
- cash out status
Model-Generated Definition:
-
A kind of classifier.
-
Definition: a category indicating the extent to which funds are released to the borrower on a new loan origination that is refinancing an existing loan
Synonym:
- cash put option
Model-Generated Definition:
-
Definition: Option to sell cash at an agreed rate on an agreed date.
Synonym:
- cash response
Model-Generated Definition:
-
A kind of disbursement response.
-
Definition: Response is to take cash.
Synonym:
- cash settled forward contract
Model-Generated Definition:
-
A kind of commodity forward contract. A valid occurrence satisfies the following necessary condition:
- has calculation agent at least one occurrence of commodity forward calculation agent.
-
Definition:
Synonym:
- cash structured finance instrument
Model-Generated Definition:
-
A kind of bond and structured finance instrument. A valid occurrence satisfies the following necessary condition:
- is tranche of at least one occurrence of securitized debt pool.
-
A valid occurrence may also have the following properties:
- pass through any number of values of boolean.
-
Definition: A structured finance instrument with a real asset underlying.
Synonym:
- cash structured finance instrument pool
Model-Generated Definition:
-
A kind of structured finance instrument pool.
-
Definition: A pool investment consisting of a collection of cash structured finance instruments.
Synonym:
- cash structured finance instrument price
Model-Generated Definition:
-
A kind of debt security price.
-
Definition: When the price is above a certain level (70), you get a quote in reference to an index e.g. LIBOR+50bp i.e. the yield. When you get below a certain price you get a quote such as 65c to a dollar. Percentage? not seen. Would be a whole number, interpreted as c/$
Synonym:
- cashflow c d o
Model-Generated Definition:
-
A kind of c d o deal. A valid occurrence satisfies the following necessary condition:
- structure at least one occurrence of cashflow structure.
-
Definition: A cash-flow CDO is analogous to a CMO. Cash flows from collateral are used to pay principal and interest to investors. If such cash flows prove inadequate, principal and interest is paid to tranches according to seniority. At any point in time, all immediate obligations to a given tranch are met before any payments are made to less senior tranches.
Synonym:
- cashflow commitment
Model-Generated Definition:
-
A kind of contractually defined benefit.
-
Definition: A legal or contractual commitment to some cash flows in the future.
Synonym:
- cashflow expression
Model-Generated Definition:
-
A kind of expression.
-
Definition: an expression that specifies a calculation of a cash flow as a component of a cashflow formula
Synonym:
- cashflow formula
Model-Generated Definition:
-
A kind of formula. A valid occurrence satisfies the following necessary condition:
- has expression at least one occurrence of cashflow expression.
-
Definition: a formula for determining cashflows for a derivative instrument
Synonym:
- cashflow structure
Model-Generated Definition:
-
A kind of c d o cashflow treatment structure.
-
Definition: The source of funds for the CDO is cashflow. this means that cash flows from collateral are used to pay principal and interest to investors.
Synonym:
- cashflow terms
Model-Generated Definition:
-
A kind of debt terms and derivative transaction terms.
-
Definition: terms setting out a cashflow structure of payments committed to by one party to a contract
Synonym:
- catalog
Model-Generated Definition:
-
A kind of publication. A valid occurrence satisfies the following necessary condition:
- characterizes at least one occurrence of product.
-
A valid occurrence may also have the following properties:
- is identified by any number of occurrences of identifier.
-
Definition: a list of goods and/or services available for sale with their description and possibly prices, published as a printed or electronic document (e-catalog)
Synonym:
- CDOTrancheSenioritySelection
Model-Generated Definition:
-
Definition: The seniority of a tranche of a CDO issue.
Synonym:
- central bank
Model-Generated Definition:
-
A kind of bank and monetary authority. A valid occurrence may have the following properties:
- has identity any number of occurrences of instrumentality.
-
Definition: a financial institution that is the monetary authority and major regulatory bank for a country (or group of countries)
Synonym:
- central counterparty clearing house
Model-Generated Definition:
-
A kind of clearing house.
-
Definition: a clearing house that helps facilitate trading in derivatives and equities markets
Synonym:
- central securities depository
Model-Generated Definition:
-
A kind of financial service provider.
-
Definition: a functional entity that provides a central point for depositing financial instruments ('securities'), for example bonds and shares
Synonym:
- certificate
Model-Generated Definition:
-
A kind of written information. A valid occurrence satisfies the following necessary conditions:
- issued to at least one occurrence of corporation.
- issued by at least one occurrence of corporation.
-
Definition: Some formal written document prepared by some party which is typically regarded as an authority in the subject matter, setting out some formal position in respect of some other party, which may be used by that party as a point of reference about that subject matter to the world at large.
Synonym:
- certificate of deposit
Model-Generated Definition:
-
A kind of cash instrument. A valid occurrence satisfies the following necessary conditions:
- has notional amount exactly one occurrence of monetary amount.
- has term exactly one occurrence of duration.
- has interest rate exactly one occurrence of interest rate.
-
Definition: a cash instrument associated with a time deposit account that cannot be withdrawn for a certain "term" or period of time.
Synonym:
- certificate of obligation
Model-Generated Definition:
-
A kind of municipal security.
-
Definition: A Certificate of Obligation is a form of debt available to governing councils in case of emergency – a God-created catastrophe – that needs immediate action without time for voter referendum. For example, when a hurricane destroys the police and emergency services building, there is no time to go through the process of voter referendum. The local council must be able to borrow the money to set up provisional buildings and necessary equipment for police and emergency services so that the community is served in continuity.
Synonym:
- certificate of participation
Model-Generated Definition:
-
A kind of municipal security.
-
Definition: An instrument evidencing a pro rata share in a specific pledged revenue stream, usually lease payments by the issuer that are typically subject to annual appropriation. The certificate generally entitles the holder to receive a share, or participation, in the payments from a particular project. The payments are passed through the lessor to the certificate holders. The lessor typically assigns the lease and the payments to a trustee, which then distributes the payments to the certificate holders.
Synonym:
- change in details notification
Model-Generated Definition:
-
A kind of corporate event or action communication. A valid occurrence satisfies the following necessary condition:
- relates to at least one occurrence of (Unnamed Class).
-
Definition: Information regarding a generic change, eg, change in the terms of an issue, change in the identification of a security, change of board lot, change from global to definitive.
Synonym:
- change of security trading status event
Model-Generated Definition:
-
A kind of corporate change of status event. A valid occurrence satisfies the following necessary condition:
- relates to at least one occurrence of security trading status.
-
Definition: An event in which the trading status of a tradable security changes.
Synonym:
- change of state event
Model-Generated Definition:
-
Definition: Some event relating to some change of state.
Synonym:
- change to smallest negotiable unit
Model-Generated Definition:
-
A kind of information action.
-
Definition: Modification of the smallest negotiable unit of shares in order to obtain a new negotiable unit. SWIFT:SMAL
Synonym:
- Charge
Model-Generated Definition:
-
A kind of Dimension.
-
Definition:
Synonym:
- charge cateogry
Model-Generated Definition:
-
A kind of classifier.
-
Definition: a category indicating what a charge is for (e.g. closing costs, interest)
Synonym:
- chartered legal person
Model-Generated Definition:
-
A kind of legal entity.
-
Definition: a legal person created by a royal charter or decree
Synonym:
- CHF USD-Basis Swaps-11:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CHF USD-Basis Swaps-11:00-ICAP
Synonym:
- CHF-3M LIBOR SWAP-CME vs LCH-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CHF-3M LIBOR SWAP-CME vs LCH-ICAP
Synonym:
- CHF-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CHF-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
Synonym:
- CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP
Synonym:
- CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
Synonym:
- CHF-6M LIBOR SWAP-CME vs LCH-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CHF-6M LIBOR SWAP-CME vs LCH-ICAP
Synonym:
- CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP
Synonym:
- CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
Synonym:
- CHF-6M LIBORSWAP-CME vs LCH-ICAP-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CHF-6M LIBORSWAP-CME vs LCH-ICAP-Bloomberg
Synonym:
- CHF-Annual Swap Rate
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CHF-Annual Swap Rate
Synonym:
- CHF-Annual Swap Rate-11:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CHF-Annual Swap Rate-11:00-ICAP
Synonym:
- CHF-Annual Swap Rate-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CHF-Annual Swap Rate-Reference Banks
Synonym:
- CHF-Basis Swap-3m vs 6m-LIBOR-11:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CHF-Basis Swap-3m vs 6m-LIBOR-11:00-ICAP
Synonym:
- CHF-ISDAFIX-Swap Rate
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CHF-ISDAFIX-Swap Rate
Synonym:
- CHF-LIBOR-BBA
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CHF-LIBOR-BBA
Synonym:
- CHF-LIBOR-BBA-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CHF-LIBOR-BBA-Bloomberg
Synonym:
- CHF-LIBOR-ISDA
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CHF-LIBOR-ISDA
Synonym:
- CHF-LIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CHF-LIBOR-Reference Banks
Synonym:
- CHF-OIS-11:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CHF-OIS-11:00-ICAP
Synonym:
- CHF-SARON-OIS-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CHF-SARON-OIS-COMPOUND
Synonym:
- CHF-TOIS-OIS-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CHF-TOIS-OIS-COMPOUND
Synonym:
- chief executive officer
Model-Generated Definition:
-
A kind of corporate officer and executive board member.
-
Definition: Top executive responsible for a firm's overall operations and performance. He or she is the leader of the firm, serves as the main link between the board of directors (the board) and the firm's various parts or levels, and is held solely responsible for the firm's success or failure. One of the major duties of a CEO is to maintain and implement corporate policy, as established by the board. Also called President or managing director, he or she may also be the chairman (or chairperson) of the board.
Synonym:
- chief financial officer
Model-Generated Definition:
-
A kind of corporate officer and executive.
-
Definition: Senior-most executive responsible for financial control and planning of a firm or project. He or she is in charge of all accounting functions including (1) credit control, (2) preparing budgets and financial statements, (3) coordinating financing and fund raising, (4) monitoring expenditure and liquidity, (5) managing investment and taxation issues, (6) reporting financial performance to the board, and (7) providing timely financial data to the CEO. Also called chief finance officer, comptroller, controller, or finance controller.
Synonym:
- choice exists
Model-Generated Definition:
-
Definition:
Synonym:
- choice offer
Model-Generated Definition:
-
Definition:
Synonym:
- chooser option contract
Model-Generated Definition:
-
A kind of option. A valid occurrence satisfies the following necessary conditions:
- has option type election date at least one occurrence of date.
- defines optional at least one occurrence of (Unnamed Class).
-
Definition:
Synonym:
- civil law jurisdiction
Model-Generated Definition:
-
A kind of jurisdiction. A valid occurrence satisfies the following necessary condition:
- is governed by at least one occurrence of civil law system.
-
Definition: a civil law jurisdiction
Synonym:
- civil law system
Model-Generated Definition:
-
A kind of legal system. A valid occurrence satisfies the following necessary condition:
- applies in at least one occurrence of civil law jurisdiction.
-
Definition: a legal system originating in Europe, intellectualized within the framework of late Roman law, and whose most prevalent feature is that its core principles are codified into a referable system which serves as the primary source of law
Synonym:
- civilian
Model-Generated Definition:
-
A kind of legally competent natural person.
-
Definition: a person that is not a member of the military (i.e., that is not on active duty)
Synonym:
- civilian labor force
Model-Generated Definition:
-
A kind of civilian non-institutional population.
-
Definition: a subset of the civilian, non-institutional population considered to be part of the labor force during a given reporting period
Synonym:
- civilian labor force participation rate
Model-Generated Definition:
-
A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:
- has argument exactly one occurrence of civilian labor force.
- has argument exactly one occurrence of civilian non-institutional population.
- applies to at least one occurrence of civilian labor force.
- has indicator value exactly one occurrence of ratio value.
-
Definition: an economic indicator representing the rate of participation the labor force of a given economy for some specified period
Synonym:
- civilian non-institutional population
Model-Generated Definition:
-
A kind of statistical universe. A valid occurrence may have the following properties:
- has member at least one occurrence of (Unnamed Class).
-
Definition: a statistical universe consisting of people of a certain age who reside in a given region, do not live in institutions (for example, correctional facilities, long-term care hospitals, and nursing homes), and are not on active military duty
Synonym:
- CL-CLICP-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CL-CLICP-Bloomberg
Synonym:
- claim
Model-Generated Definition:
-
A kind of legal construct.
-
Definition: a demand or assertion made by one party on another, based on facts that, taken together, give rise to a legally enforceable right or judicial action
Synonym:
- class action proposed settlement event
Model-Generated Definition:
-
A kind of management action.
-
Definition: Proposed settlement to a class action filing. Situation where interested parties seek restitution for financial loss.
Synonym:
- classification scheme
Model-Generated Definition:
-
A kind of scheme. A valid occurrence satisfies the following necessary condition:
- defines at least one occurrence of classifier.
-
Definition: a system for allocating classifiers (elements in a classification scheme) to objects, similar to identifiers in some cases; such classification schemes are intended to permit the classification of arbitrary objects into hierarchies (or partial orders)
Synonym:
- classifier
Model-Generated Definition:
-
A kind of reference. A valid occurrence satisfies the following necessary conditions:
- classifies at least one occurrence of any type.
- has definition exactly one occurrence of classification scheme.
-
Definition: a standardized classification or delineation for something, per some scheme for such delineation, within a specified context
Synonym:
- classify mortgage
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:
- is assessment of at least one occurrence of mortgage loan.
-
Definition:
Synonym:
- claw back call
Model-Generated Definition:
-
A kind of entire call.
-
Definition:
Synonym:
- clean price
Model-Generated Definition:
-
A kind of debt security price.
-
Definition: A bond or debt instrument price that does not include accrued interest.
Synonym:
- clearing
Model-Generated Definition:
-
A kind of clearing and settlement.
-
Definition: The process by which securities trades are cleared.
Synonym:
- clearing and settlement
Model-Generated Definition:
-
A kind of financial industry context.
-
Definition: The business process or service area of securities clearing and settlement.
Synonym:
- clearing bank
Model-Generated Definition:
-
A kind of clearing house and commercial bank.
-
Definition: a commercial bank that facilitates payment and settlement of financial transactions, such as check clearing or facilitating trades between the sellers and buyers of securities or other financial instruments or contracts
Synonym:
- clearing corporation
Model-Generated Definition:
-
A kind of clearing house. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of corporation.
-
Definition: a clearing house that is organized as a corporation
Synonym:
- clearing house
Model-Generated Definition:
-
A kind of financial service provider. A valid occurrence satisfies the following necessary condition:
- provides at least one occurrence of clearing service.
-
Definition: a financial service provider that is exchange affiliated and provides clearing services, including the validation, delivery, and settlement of financial transactions, for financial intermediaries
Synonym:
- clearing participant
Model-Generated Definition:
-
A kind of trading participant.
-
Definition: People who are members of the exchange who are allowed to clear the trades. There are various categories of entities which are participating in this full process: FTrading Member Clearing Member Entity which does both for itself (not professionally carrying out the clearing for other
Synonym:
- clearing service
Model-Generated Definition:
-
A kind of financial service.
-
Definition: a set of activities provided on behalf of an institutional market participant by a clearing services provider following a trade that finalizes the transfer of security ownership
Synonym:
- client
Model-Generated Definition:
-
A kind of party in role. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party that purchases professional services from, or has a formal relationship to purchase services from another party
Synonym:
- client identifier
Model-Generated Definition:
-
A kind of identifier. A valid occurrence satisfies the following necessary condition:
- identifies exactly one occurrence of client.
-
Definition: an identifier for a client
Synonym:
- close deal
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary conditions:
- results in at least one occurrence of tranched m b s deal transaction.
- results in publication of at least one occurrence of remittance report.
-
Definition:
Synonym:
- close time
Model-Generated Definition:
-
A kind of valuation time type.
-
Definition:
Synonym:
- closed end loan contract
Model-Generated Definition:
-
A kind of debt instrument and loan contract. A valid occurrence satisfies the following necessary condition:
- has note amount at least one occurrence of monetary amount.
-
Definition: a loan contract that has an amount borrowed for a fixed amount of time, and is not considered open ended
Synonym:
- closing price determination method
Model-Generated Definition:
-
A kind of price determination method.
-
Definition: The way in which a price is determined, usually by an exchange or trading venue, for example when publishing a closing price.
Synonym:
- CLP-TNA
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CLP-TNA
Synonym:
- club
Model-Generated Definition:
-
A kind of legitimate organization.
-
Definition: An informal organization formed to pursue some common interest among its members
Synonym:
- CNH-HIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CNH-HIBOR-Reference Banks
Synonym:
- CNH-HIBOR-TMA
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CNH-HIBOR-TMA
Synonym:
- CNY 7-Repo Compounding Date
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CNY 7-Repo Compounding Date
Synonym:
- CNY-CNREPOFIX=CFXS-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CNY-CNREPOFIX=CFXS-Reuters
Synonym:
- CNY-PBOCB-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CNY-PBOCB-Reuters
Synonym:
- CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION
Synonym:
- CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION-Reference Banks
Synonym:
- CNY-Semi-Annual Swap Rate-11:00-BGCANTOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CNY-Semi-Annual Swap Rate-11:00-BGCANTOR
Synonym:
- CNY-Semi-Annual Swap Rate-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CNY-Semi-Annual Swap Rate-Reference Banks
Synonym:
- CNY-Shibor-OIS-Compounding
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CNY-Shibor-OIS-Compounding
Synonym:
- CNY-SHIBOR-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CNY-SHIBOR-Reuters
Synonym:
- COCO bondholder
Model-Generated Definition:
-
A kind of party holding some option for control.
-
Definition: Holder of bank bonds which convert to equity holdings in a bank.
Synonym:
- code element
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- is member of exactly one occurrence of code set.
- denotes exactly one occurrence of any type.
- denotes exactly one occurrence of any type.
- is member of exactly one occurrence of code set.
-
Definition:
- a sequence of characters, capable of identifying that with which it is associated for some purpose, within a specified context, i.e., a code set, according to a pre-established set of rules
- a sequence of characters denoting something that it is associated with for some purpose, within a specified context, according to some rule set
Synonym:
- code set
Model-Generated Definition:
-
A kind of arrangement and arrangement. A valid occurrence satisfies the following necessary condition:
- has member at least one occurrence of code element.
-
A valid occurrence may also have the following properties:
- has member any number of occurrences of code element.
-
Definition:
- A system of valid symbols that substitute for specified values, e.g., alpha, numeric, symbols and/or combinations
- a system of alpha-numeric symbols, or combinations of symbols, that stand for specified values in some context
Synonym:
- Coherent Derived Unit
Model-Generated Definition:
-
A kind of derived unit.
-
Definition:
Synonym:
- Coherent System Of Units
Model-Generated Definition:
-
A kind of system of units.
-
Definition:
Synonym:
- coinage
Model-Generated Definition:
-
A kind of continuous physical stuff.
-
Definition: Money in the form of coins minted by some authorized mint.
Synonym:
- collateral
Model-Generated Definition:
-
A kind of asset. A valid occurrence may have the following properties:
- is collateralization of any number of occurrences of security, debt instrument, or credit agreement.
-
Definition: an asset offered as security, pledged as an inducement to another party, to lend money, extend credit, or provision securities
Synonym:
- collateral dated facts
Model-Generated Definition:
-
A kind of security interest dated facts. A valid occurrence satisfies the following necessary condition:
- is about loan collateral at least one occurrence of loan collateral.
-
Definition: What information is kept about different kinds of asset? Example: HJouse: Building structure, the land (these are non date facts), quality of the title. If car, information, identify (registration, VIN etc.); insurance and so on. Insurance is a dated fact. If a car is collateral., you would collect updated information on an ongoing basis. this happens though registering an interest in the vehicle. Insurance companies undertake not to cancel insutrance without notifying lender if there is a lein. so they regfister an interest in a motor vehicle. so some of this event driven, some is dated, some is static. Also: Flood plain risk, flood insurance on the asset.
Synonym:
- collateral provider
Model-Generated Definition:
-
A kind of loan third party.
-
Definition: Party which provides collateral for the Loan.
Synonym:
- collateralized debt
Model-Generated Definition:
-
A kind of publicly issued debt. A valid occurrence satisfies the following necessary condition:
- is collateralized by at least one occurrence of financial asset.
-
Definition: Debt issued under some Security, with some Collateral.
Synonym:
- collateralized guaranty
Model-Generated Definition:
-
A kind of guaranty. A valid occurrence satisfies the following necessary condition:
- is collateralized by at least one occurrence of collateral.
-
Definition: a guaranty that takes the form of some asset that is pledged by a borrower to a lender (usually in return for a loan)
Synonym:
- collateralized obligation deal
Model-Generated Definition:
-
A kind of debt offering.
-
Definition:
Synonym:
- collateralized obligation instrument
Model-Generated Definition:
-
A kind of structured finance instrument.
-
Definition: Pending further investigation. At present: CDO = issued against pool of securities MBS = issued against pool of individual debts (base loans) Action: identify if this is the case. Option 1: Model as it was; Option 2: Add a level of detail in between, whereby there is a pool of pools or some other such thing Option 3: this is a terminological thing only in that CDOs are never referred to as a parent of CMO for purely teerminological reasons as per ABS v MBS in which case we would add in a terminological layer.
Synonym:
- collateralized secured loan
Model-Generated Definition:
-
A kind of secured loan. A valid occurrence satisfies the following necessary conditions:
- is collateralized by at least one occurrence of loan collateral.
- how secured at least one occurrence of secured by collateral.
- covered by at least one occurrence of loan collateral agreement.
-
A valid occurrence may also have the following properties:
-
Definition: Loan in which some asset is provided as collateral to the loan.
Synonym:
- Collection
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- has member any number of occurrences of Concept or Collection.
-
Definition: A meaningful collection of concepts.
Synonym:
- collection
Model-Generated Definition:
-
A kind of arrangement. A valid occurrence may have the following properties:
- has constituent any number of occurrences of any type.
-
Definition:
- a grouping of some variable number of things (may be zero) that have some shared significance
- a grouping of some variable number of things (may be zero) that have some shared significance
Synonym:
- collection constituent
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is constituent of at least one occurrence of collection.
-
Definition: a constituent of a collection
Synonym:
- collective language code
Model-Generated Definition:
-
A kind of language identifier. A valid occurrence may have the following properties:
- identifies any number of occurrences of language group.
- denotes any number of occurrences of language group.
-
Definition: a language identifier or code used to represent a group of languages
Synonym:
- Combination Mortgage
Model-Generated Definition:
-
A kind of mortgage loan purpose.
-
Definition:
Synonym:
- combined cash and securities response message
Model-Generated Definition:
-
A kind of disbursement response message.
-
Definition: Notification of response opting to take a distribution of both securities and cash as offered.
Synonym:
- combined loan to value ratio percent
Model-Generated Definition:
-
A kind of monetary measure and rate.
-
Definition: the ratio of the total amount of debt that is secured by the property to the value of the property relied on.
Synonym:
- combined statistical area
Model-Generated Definition:
-
A kind of statistical area. A valid occurrence satisfies the following necessary condition:
- comprises at least two occurrences of statistical area.
-
Definition: a combination of adjacent metropolitan and micropolitan areas with economic ties measured by commuting patterns
Synonym:
- commerce
Model-Generated Definition:
-
A kind of commercial activity.
-
Definition: the commercial activity of buying and selling goods
Synonym:
- commercial activity
Model-Generated Definition:
-
Definition: the context of carrying out trade and other commercial, i.e., for-profit activities
Synonym:
- commercial bank
Model-Generated Definition:
-
A kind of bank. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of corporation.
-
Definition: a bank that provides services, such as accepting deposits, giving business loans and auto loans, mortgage lending, and basic investment products like savings accounts and certificates of deposit
Synonym:
- commercial finance company
Model-Generated Definition:
-
A kind of finance company.
-
Definition: a finance company that makes loans to manufacturers and wholesalers, secured by accounts receivable, inventories, and equipment
Synonym: commercial credit company
- commercial loan
Model-Generated Definition:
-
A kind of loan drawdown. A valid occurrence satisfies the following necessary condition:
- drawn down by at least one occurrence of commercial loan borrower.
-
Definition: Loan extended for a commercial purpose. Further notes: Commercial Loans: Talk about property like office building. Borrower is a small business or corporation. Meanings: Loan extended for a commercial purpose versus Loan extended to a corporate entity Example: Aus: Nature of security e.g. private property versus commercial property being pledged as security, as there are different requirements on these. Also legislation on commercial lending by governments (business strategy etc.).
Synonym:
- commercial loan borrower
Model-Generated Definition:
-
A kind of loan borrower. A valid occurrence satisfies the following necessary condition:
- borrower identity at least one occurrence of (Unnamed Class).
-
Definition: The borrower of a Commercial Loan
Synonym:
- commercial m b s
Model-Generated Definition:
-
A kind of mortgage backed security instrument.
-
Definition:
Synonym:
- commercial paper
Model-Generated Definition:
-
A kind of money market instrument. A valid occurrence may have the following properties:
- has typical duration to maturity at most one occurrence of explicit duration.
-
Definition: an unsecured short-term debt instrument typically issued by a bank, corporation, or foreign government to obtain funds to meet short-term debt obligations, such as accounts receivable, inventories, or payroll, backed only by an issuing bank or company promise to pay the face amount on the maturity date specified on the note
Synonym:
- commitment
Model-Generated Definition:
-
Definition: A legal construct which represents the undertaking on the part of some party to act or refrain from acting in some manner.
Synonym:
- commitment at large
Model-Generated Definition:
-
A kind of unilateral commitment.
-
Definition: a commitment made by some party without direct involvement from the potential beneficiaries of that commitment
Synonym:
- commitment to fund
Model-Generated Definition:
-
A kind of commitment to pay.
-
Definition: a commitment that obliges the lender to provide funds pursuant to a loan contract
Synonym:
- commitment to pay
Model-Generated Definition:
-
A kind of payment obligation. A valid occurrence satisfies the following necessary conditions:
- has party in role at least one occurrence of payee.
- has party in role at least one occurrence of payer.
-
A valid occurrence may also have the following properties:
-
Definition: a commitment obliging one party to make a payment to another party (e.g. to fund a loan, make payments, pay origination fees)
Synonym:
- commitment to repay
Model-Generated Definition:
-
A kind of commitment to pay. A valid occurrence satisfies the following necessary conditions:
- has at least one occurrence of payment schedule.
- has at least one occurrence of payment history.
-
Definition: a commitment obliging the borrower to repay funds that have been loaned, in a manner pursuant to a loan contract
Synonym:
- commitment to report
Model-Generated Definition:
-
A kind of commitment.
-
Definition: a commitment obliging a party to deliver a report
Synonym:
- committed credit facility
Model-Generated Definition:
-
A kind of credit facility.
-
Definition: A credit facility which has been formally agreed between a potential lender and a potential borrower.
Synonym:
- committed credit facility tranche
Model-Generated Definition:
-
A kind of committed credit facility and credit facility tranche.
-
Definition: A contractually committed line of credit which is issued as a revolving line of credit which can be drawn upon and has collateral
Synonym:
- commodities option
Model-Generated Definition:
-
A kind of commodity derivative contract and option contract on futures. A valid occurrence satisfies the following necessary condition:
- underlying at least one occurrence of commodities option underlying.
-
Definition: An option to buy or sell the future on some underlying commodity. The exercise is always to buy the underlying asset i.e. the future instrument NOT the underlying goods.
Synonym:
- commodities option underlying
Model-Generated Definition:
-
A kind of option on futures underlying.
-
Definition: The underlying on a Commodities Option, which is the corresponding Commodity Future contract on the same exchange.
Synonym:
- commodities spot contract
Model-Generated Definition:
-
A kind of commodity derivative contract and spot contract. A valid occurrence satisfies the following necessary condition:
- transacts at least one occurrence of negotiable commodity.
-
Definition: The contract defined for or implied in a Commodities spot transaction.
Synonym:
- commodities spot transaction
Model-Generated Definition:
-
A kind of spot transaction. A valid occurrence satisfies the following necessary condition:
- has implied contract at least one occurrence of commodities spot contract.
-
Definition:
Synonym:
- commodity
Model-Generated Definition:
-
A kind of good.
-
Definition: a basic good used in commerce that is interchangeable with other commodities of the same type
Synonym:
- commodity business day type
Model-Generated Definition:
-
A kind of day type.
-
Definition: When calculating the number of days between two dates the count includes only commodity business days.
Synonym:
- commodity contract cash closeout
Model-Generated Definition:
-
A kind of cash closeout and commodity forward delivery. A valid occurrence satisfies the following necessary condition:
- closed out by at least one occurrence of commodity forward contract.
-
Definition:
Synonym:
- commodity derivative contract
Model-Generated Definition:
-
A kind of derivative instrument. A valid occurrence satisfies the following necessary condition:
- has underlier at least one occurrence of commodity underlying.
-
Definition:
Synonym:
- commodity forward calculation agent
Model-Generated Definition:
-
Definition:
Synonym:
- commodity forward contract
Model-Generated Definition:
-
A kind of commodity derivative contract and forward contract. A valid occurrence may have the following properties:
- cash settled any number of values of boolean.
- reference rate any number of occurrences of monetary amount.
-
Definition: Definition needed.
Synonym:
- commodity forward delivery
Model-Generated Definition:
-
A kind of forward delivery terms.
-
Definition: The agreed forward delivery of a commodity or cash equivalent.
Synonym:
- commodity forward transaction
Model-Generated Definition:
-
A kind of forward transaction. A valid occurrence satisfies the following necessary conditions:
- embodies at least one occurrence of commodity forward contract.
- side at least one occurrence of commodity forward delivery.
-
Definition:
Synonym:
- commodity future
Model-Generated Definition:
-
A kind of commodity derivative contract and future instrument. A valid occurrence may have the following properties:
-
Definition: A futures contract tied to the movement of a particular commodity. This enables contract buyers to buy a specific amount of a commodity at a specific price on a particular date in the future.
Synonym:
- commodity instrument
Model-Generated Definition:
-
A kind of financial instrument.
-
Definition: a financial instrument representing an ownership interest in a raw material or primary agricultural product
Synonym:
- commodity o t c option contract
Model-Generated Definition:
-
A kind of commodity derivative contract and o t c option contract. A valid occurrence satisfies the following necessary condition:
- defines optional at least one occurrence of commodity o t c option transaction.
-
Definition: Definition needed.
Synonym:
- commodity o t c option transaction
Model-Generated Definition:
-
A kind of optional underlying transaction.
-
Definition:
Synonym:
- commodity physical delivery
Model-Generated Definition:
-
A kind of commodity forward delivery. A valid occurrence satisfies the following necessary condition:
- deliver to at least one occurrence of business site.
-
Definition: The physical delivery of some commodity at some agreed point in the future.
Synonym:
- commodity return leg
Model-Generated Definition:
-
A kind of asset return stream. A valid occurrence satisfies the following necessary condition:
- has reference asset at least one occurrence of commodity underlying.
-
Definition: Return on the value of an underlying commodity.
Synonym:
- commodity swap contract
Model-Generated Definition:
-
A kind of commodity derivative contract and swap.
-
Definition: Definition needed.
Synonym:
- commodity swap transaction
Model-Generated Definition:
-
A kind of return swap transaction. A valid occurrence satisfies the following necessary condition:
- has return leg at least one occurrence of commodity return leg.
-
Definition:
Synonym:
- commodity trading advisor
Model-Generated Definition:
-
A kind of non-depository institution.
-
Definition: an individual or organization that directly or indirectly advises others as to the value or advisability of buying or selling futures contracts or options
Synonym:
- commodity underlying
Model-Generated Definition:
-
A kind of underlier. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of negotiable commodity.
-
Definition: The underlying of a Commodity Derivative, that is the commodity itself which underlies the contract.
Synonym:
- commodity warrant
Model-Generated Definition:
-
A kind of warrant. A valid occurrence satisfies the following necessary conditions:
- has exercise terms at least one occurrence of commodity warrant exercise terms.
- has warrant underlying at least one occurrence of negotiable commodity.
-
Definition: A derivative based on commodities contracts traded on exchanges.
Synonym:
- commodity warrant exercise terms
Model-Generated Definition:
-
A kind of warrant exercise terms set. A valid occurrence satisfies the following necessary condition:
- delivery at least one occurrence of amount of money.
-
Definition: Terms setting out how a commodity warrant may be exercised, including the form which delivery takes.
Synonym:
- common interest development corporation
Model-Generated Definition:
-
A kind of not for profit corporation.
-
Definition: a not for profit corporation set up under specific state legislation as a business entity for homeowners' associations
Synonym:
- common law jurisdiction
Model-Generated Definition:
-
A kind of jurisdiction. A valid occurrence satisfies the following necessary condition:
- is governed by at least one occurrence of common law system.
-
Definition: a jurisdiction based on common law
Synonym:
- common law system
Model-Generated Definition:
-
A kind of legal system. A valid occurrence satisfies the following necessary condition:
- applies in at least one occurrence of common law jurisdiction.
-
Definition: common law, also known as case law or precedent, is law developed by judges through decisions of courts and similar tribunals
Synonym:
Model-Generated Definition:
-
A kind of share.
-
Definition: a share that signifies a unit of ownership in a corporation and represents a claim on part of the corporation's assets and earnings
Synonym: ordinary share
Model-Generated Definition:
-
A kind of fund share class unit.
-
Definition: A share unit in a fund, which is classified as a Common Share class.
Synonym:
- company bylaw
Model-Generated Definition:
-
A kind of bylaw.
-
Definition: The official rules and regulations which govern a corporation's management. Drawn up at the time of incorporation, along with the charter.
Synonym: corporate bylaw
- company incorporated by guarantee
Model-Generated Definition:
-
A kind of body incorporated with guarantee. A valid occurrence satisfies the following necessary condition:
- is governed by exactly one occurrence of body limited by guarantee principals agreement.
-
Definition: a body limited by guarantee whose principals agreement' includes statements indicating how much money each principal will contribute to the company if it becomes insolvent
Synonym: company limited by guarantee
- company law
Model-Generated Definition:
-
A kind of statute law.
-
Definition: Legislation under which the formation, registration or incorporation, governance, and dissolution of a firm is administered and controlled.
Synonym: corporate law
- company option event
Model-Generated Definition:
-
Definition: A company option may be granted by the company, allowing the holder to take up shares at some future date(s) at a pre arranged price in the company.
Synonym:
- company secretary
Model-Generated Definition:
-
A kind of corporate officer.
-
Definition: Officer appointed by the directors of a firm as responsible for ensuring that firm's legal obligations under the corporate legislation are complied with. His or her formal duties include (1) calling meetings, (2) recording minutes of the meetings, (3) keeping statutory record books, (4) proper payment of dividend and interest payments, and (5) proper drafting and execution of agreements, contracts, and resolutions. A company secretary is not automatically an employee of the firm and, if employed with executive responsibilities, not be its director shareholder. If a firm has only two directors, one may act as its secretary; but a sole director may not. A firm (such as of accountants) may not act as a company secretary for any firm. Called corporate secretary in the US.
Synonym: corporate secretary
- company statutory obligation
Model-Generated Definition:
-
A kind of statutory responsibility. A valid occurrence may have the following properties:
- is mandated by any number of occurrences of company law.
-
Definition: an obligation defined in company law (statute)
Synonym:
- company warrant
Model-Generated Definition:
-
A kind of warrant. A valid occurrence satisfies the following necessary conditions:
- has warrant underlying at least one occurrence of security.
- has exercise terms at least one occurrence of company warrant exercise terms set.
-
Definition: Warrants which are issued by the issuer of the underlying.
Synonym:
- company warrant exercise terms set
Model-Generated Definition:
-
A kind of warrant exercise terms set. A valid occurrence satisfies the following necessary condition:
-
Definition: Terms setting out how a company warrant or naked warrant may be exercised, including the form which delivery takes.
Synonym:
- comparison
Model-Generated Definition:
-
A kind of mathematical quantity. A valid occurrence satisfies the following necessary condition:
- is between at least two occurrences of numerical parameter.
-
Definition: A comparison among numerical parameters.
Synonym:
- competitive sale method
Model-Generated Definition:
-
A kind of security offering sale method.
-
Definition: No definition
Synonym:
- completed debts pool
Model-Generated Definition:
-
A kind of pool of individual debts. A valid occurrence satisfies the following necessary conditions:
- lifecycle state at least one occurrence of in issuance.
- develops into at least one occurrence of issued and securitized pool of individual debts.
-
Definition:
Synonym:
- composite market
Model-Generated Definition:
-
Definition: The market as a whole, i.e. one or more exchanges, a market (geographical) etc., about which prices and other derived facts may be quoted by market data vendors.
Synonym:
- Concept
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- has narrower any number of occurrences of any type.
- has exact match any number of occurrences of any type.
- has narrower match any number of occurrences of any type.
- is top concept in scheme any number of occurrences of Concept Scheme.
- has broader match any number of occurrences of any type.
- has related match any number of occurrences of any type.
- has related any number of occurrences of any type.
-
Definition: An idea or notion; a unit of thought.
Synonym:
- Concept Scheme
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- has top concept any number of occurrences of Concept.
-
Definition: A set of concepts, optionally including statements about semantic relationships between those concepts.
Synonym:
- conditional coupon type
Model-Generated Definition:
-
A kind of coupon payment terms. A valid occurrence satisfies the following necessary condition:
- has term for one coupon at least one occurrence of coupon conditional term.
-
Definition:
Synonym:
- conditional payout commitment
Model-Generated Definition:
-
A kind of option payout commitment.
-
Definition:
Synonym:
- conditions precedent
Model-Generated Definition:
-
A kind of contractual element.
-
Definition: Conditions precedent on some obligation. These are conditions which would alter the Obligation as it is otherwise stated.
Synonym:
- consent denied
Model-Generated Definition:
-
A kind of voting response.
-
Definition: Vote not to approve the event or proposal. SWIFT: CONN
Synonym:
- consent denied message
Model-Generated Definition:
-
A kind of voting response message.
-
Definition:
Synonym:
- consent granted
Model-Generated Definition:
-
A kind of voting response.
-
Definition: Vote to approve the event or proposal. SWIFT: CONY
Synonym:
- consent granted message
Model-Generated Definition:
-
A kind of voting response message.
-
Definition:
Synonym:
- consent solicitation
Model-Generated Definition:
-
A kind of corporate action. A valid occurrence satisfies the following necessary conditions:
- relates to at least one occurrence of share.
- available response at least one occurrence of abstention response.
- available response at least one occurrence of voting no action.
- available response at least one occurrence of consent denied.
- available response at least one occurrence of consent granted.
-
Definition: Solicitation of shareholders consent. Procedure aimed at obtaining consent of holders to proposal by issuer or a third party without a formal general meeting.
Synonym:
- consent solicitation communication
Model-Generated Definition:
-
Definition: Activity in which the issuer of a security, wanting consent, communicates this to the holders, from whom consent would need to be granted.
Synonym:
- consent solicitation end
Model-Generated Definition:
-
Definition:
Synonym:
- consent solicitation request
Model-Generated Definition:
-
Definition: Solicitation of shareholders consent.
Synonym:
- consent solicitation response
Model-Generated Definition:
-
Definition:
Synonym:
- consent solicitation start
Model-Generated Definition:
-
Definition:
Synonym:
- consequence
Model-Generated Definition:
-
Definition:
Synonym:
- constant (from package /Imported Ontologies/Analytics Ontology/constant)
Model-Generated Definition:
-
A kind of reference.
-
Definition: a symbol that represents a constant in a formula or expression
Synonym:
- constant (from package /Imported Ontologies/Math/constant)
Model-Generated Definition:
-
A kind of numerical parameter. A valid occurrence may have the following properties:
- expressed numerically as any number of values of decimal.
-
Definition:
Synonym:
- constitution
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
-
Definition: A constitution defines the basic principles and laws of a nation, state, or social group that determine the powers and duties of the government and guarantee certain rights to the people in it.
Synonym:
- constitutional contractual control
Model-Generated Definition:
-
A kind of constitutional de jure control and contractual control. A valid occurrence satisfies the following necessary condition:
- is conferred by at least one occurrence of organization covering agreement.
-
Definition: Some control set out in some contract among the principals of an organization.
Synonym:
- constitutional de jure control
Model-Generated Definition:
-
A kind of de jure controlling interest.
-
Definition: Control which is based in some instrument which has constitutional standing (is constitutive of the entity) such as voting shares, general partner equity etc.
Synonym:
- constitutional owner
Model-Generated Definition:
-
A kind of entity owner. A valid occurrence satisfies the following necessary condition:
- holds equity in at least one occurrence of shareholders' equity.
-
Definition: a party that holds an equity stake in some entity, in the form of shareholders' equity
Synonym:
- Construction
Model-Generated Definition:
-
A kind of mortgage loan purpose.
-
Definition:
Synonym:
- construction loan
Model-Generated Definition:
-
A kind of loan drawdown. A valid occurrence satisfies the following necessary condition:
- has snapshot at least one occurrence of construction loan snapshot.
-
Definition:
Synonym:
- construction loan contract
Model-Generated Definition:
-
A kind of credit facility agreement. A valid occurrence satisfies the following necessary conditions:
- sets out commitment to at least one occurrence of construction loan credit facility tranche.
- has milestone term at least one occurrence of construction loan milestone terms set.
-
A valid occurrence may also have the following properties:
- maximum allowed balance any number of occurrences of monetary amount.
-
Definition:
Synonym:
- construction loan credit facility tranche
Model-Generated Definition:
-
A kind of committed credit facility tranche. A valid occurrence satisfies the following necessary condition:
- issued as at least one occurrence of construction loan.
-
A valid occurrence may also have the following properties:
- maximum anticipated balance any number of occurrences of monetary amount.
-
Definition: A loan taken out for construction purposes. Further notes: These are a temporary loan. when the construction is finished then that loan is transformed to another loan, which would be a permanent loan. Information to follow on what the new permanent loan would be. Terms are adjusted in the new loan, since in construction loans the rates are significantly higher. This is an incentive to complete the construction works. Notes from PoC reviews, discussing Maximum Balance concept: In a Construction Loan you agree a maximum amount that you could draw. As you progress with the construction you continue to draw more and more. So you start with the minimum. Example: for purpose of construction of a house you could need to borrow up to 500K and the bank establishes the milestones at which certain amounts are made availalbe and can be drawn. For instance prior to start you might draw 10%, (50K); the next 50K would be available to draw only once the foundations are laid. And so on. Milestones may include "Frame standing" (for American-style frame based houses). Each stage requires inspection on behalf of the bank. So you are starting with no more than 10% (in this example) of what is allowable, and could arrive to the full 500K by the end of ths construction but it is not mandated that you arrive to that. What differentiates a Construction Loan is that there si a max amount specified and there are Milestones specified in which the amounts for each milestone can be advanced.
Synonym:
- construction loan milestone terms set
Model-Generated Definition:
-
A kind of loan precedent conditions. A valid occurrence may have the following properties:
- milestone description any number of values of string.
- milestone maximum drawdown amount any number of occurrences of monetary amount.
-
Definition: An agreed point at which an amount is advanced to the lender on completion of some pre-agreed scope of works on the construction.
Synonym:
- construction loan purpose
Model-Generated Definition:
-
A kind of loan purpose.
-
Definition:
Synonym:
- construction loan snapshot
Model-Generated Definition:
-
A kind of loan snapshot or status. A valid occurrence may have the following properties:
- loan advance to date any number of occurrences of monetary amount.
-
Definition: Information at a point in time, specific to a Construction Loan.
Synonym:
- construction type
Model-Generated Definition:
-
A kind of classifier.
-
Definition: a particular kind of construction
Synonym:
- consumer
Model-Generated Definition:
-
A kind of party in role.
-
Definition:
- a person that is the ultimate user of a product or service
- a party that utilizes economic goods or services
Synonym:
- consumer credit equal treatment requirement
Model-Generated Definition:
-
A kind of consumer credit requirement. A valid occurrence satisfies the following necessary condition:
- confers at least one occurrence of equal treatment right.
-
Definition:
Synonym:
- consumer credit protection law
Model-Generated Definition:
-
A kind of consumer protection law.
-
Definition:
Synonym:
- consumer credit reference agency
Model-Generated Definition:
-
A kind of formal organization.
-
Definition: Applicable regulations: vary by jurisdiciton. for example, only being allowed ot divulge actual judgements against a party, but not things that are not substantiated by judgements. For example, slow payments which are not covered by some judgement against the party. There will be different regulatory requirments about: 1. What the CR Agency can hold 2. Who they can divulge it to 3. What information they must provide the borrower at his/her request Some of the third thing there is covered in the EU the Data Protection Directive and local acts that implement this.
Synonym:
- consumer credit requirement
Model-Generated Definition:
-
A kind of regulatory requirement. A valid occurrence satisfies the following necessary conditions:
- confers at least one occurrence of consumer right.
- overseen by at least one occurrence of consumer protection agency.
-
Definition: Requirement set out on the lender about how they must treat the appliction to a loan
Synonym:
- consumer expenditure survey
Model-Generated Definition:
-
A kind of statistical program.
-
Definition: a program conducted on a regular basis that provides information on the buying habits of consumers, including data on their expenditures, income, and consumer unit (families and single consumers) characteristics
Synonym:
- consumer finance company
Model-Generated Definition:
-
A kind of finance company.
-
Definition: a finance company that lends to individuals under the small loans laws of the jurisdiction in which they operate
Synonym:
- direct loan company
- small loan company
- consumer price index
Model-Generated Definition:
-
A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:
- has indicator value exactly one occurrence of numeric index.
- has argument exactly one occurrence of civilian non-institutional population.
- has argument at least one occurrence of basket.
- applies to at least one occurrence of civilian non-institutional population.
-
A valid occurrence may also have the following properties:
- excludes energy and food any number of values of boolean.
-
Definition: an economic indicator representing a measure of the change over time in the prices of consumer goods and services that households consume
Synonym:
- consumer protection agency
Model-Generated Definition:
-
A kind of regulatory agency.
-
Definition: Some agency tasked with regulating consumer protection in some jurisdiction.
Synonym:
- consumer protection law
Model-Generated Definition:
-
A kind of statute law.
-
Definition:
Synonym:
- consumer right
Model-Generated Definition:
-
A kind of legal right.
-
Definition:
Synonym:
- contact information
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is classified by at least one occurrence of contact purpose.
-
A valid occurrence may also have the following properties:
- comprises any number of occurrences of email address.
- comprises any number of occurrences of formal organization.
- comprises any number of occurrences of postal address.
- comprises any number of occurrences of legally competent natural person.
- comprises any number of occurrences of phone number.
-
Definition: a way to make contact with a person or organization for a particular reason regarding something. The details may be role-specific, so the information cannot always go on the individual or organization
Synonym:
- contact purpose
Model-Generated Definition:
-
A kind of classifier.
-
Definition: a virtual address for communication via phone
Synonym:
- content type
Model-Generated Definition:
-
A kind of Concept.
-
Definition: the content type for the model or module, for example, MOF metamodel, UML profile, UML model, vocabulary, ontology, ruleset, etc.
The actual content language for the module (for example, RDF Schema, OWL, or SBVR in the case of a vocabulary) should be specified using the contentLanguage annotation property. Valid values are specified as individuals.Synonym:
- contingent leg
Model-Generated Definition:
-
A kind of swap leg.
-
Definition:
Synonym:
- contingent obligation
Model-Generated Definition:
-
A kind of duty. A valid occurrence satisfies the following necessary conditions:
- is implied by at least one occurrence of contingent right.
- is obligation of at least one occurrence of obligor.
-
Definition: an obligation that depends on a future event or the performance of an action
Synonym:
- contingent right
Model-Generated Definition:
-
A kind of claim. A valid occurrence satisfies the following necessary conditions:
- is conferred on at least one occurrence of independent party.
- implies at least one occurrence of contingent obligation.
-
Definition: a right that depends on a future event or the performance of an action
Synonym:
- contingent transaction commitment
Model-Generated Definition:
-
A kind of contractual economic commitment. A valid occurrence may have the following properties:
- dependent on any number of occurrences of any type.
-
Definition: A commitment which is agreed in advance but which only comes into force on the occurrence of some pre-agreed event.
Synonym:
- contingent transaction party
Model-Generated Definition:
-
Definition:
Synonym:
- continuous physical stuff
Model-Generated Definition:
-
A kind of physical item.
-
Definition:
Synonym:
- contract
Model-Generated Definition:
-
A kind of agreement. A valid occurrence satisfies the following necessary conditions:
- has contractual element at least one occurrence of contractual element.
- has effective date exactly one occurrence of date.
-
A valid occurrence may also have the following properties:
- is assignable any number of values of boolean.
- has governing jurisdiction any number of occurrences of jurisdiction.
- has counterparty any number of occurrences of contract counterparty.
- has non-binding terms any number of occurrences of non-binding terms.
- has execution date any number of occurrences of date.
- defines terms for any number of occurrences of any type.
- has principal any number of occurrences of contract principal.
- has third party any number of occurrences of contract third party.
- has terms any number of occurrences of contract terms set.
- supersedes any number of occurrences of contract.
-
Definition: a voluntary, deliberate agreement between two or more competent parties to which those parties agree to be legally bound, and to which the parties must have provided valuable consideration
Synonym:
- contract clause
Model-Generated Definition:
-
A kind of contract part. A valid occurrence satisfies the following necessary condition:
- clause contains term at least one occurrence of contract term.
-
Definition: A set of contractual terms, grouped according to subject, intent or the type of rights and / or obligations to which it refers.
Synonym:
- contract counterparty
Model-Generated Definition:
-
A kind of contract party.
-
Definition: in the event that a contract identifies either party to that contract as being the principal, this is the other party to that contract
Synonym:
- contract document
Model-Generated Definition:
-
A kind of legal document.
-
Definition: a written document, whether physical or electronic, which sets out the formal terms and conditions of some written contract
Synonym:
- contract for difference
Model-Generated Definition:
-
A kind of derivative instrument and over-the-counter (OTC) instrument. A valid occurrence satisfies the following necessary conditions:
- has counterparty at least one occurrence of (Unnamed Class).
- has principal at least one occurrence of (Unnamed Class).
- confers control of at least one occurrence of asset.
-
A valid occurrence may also have the following properties:
- termination provision any number of values of string.
- rolling frequency any number of occurrences of recurrence interval.
- has expiration date at most one occurrence of date.
-
Definition: Cash settled contract where you buy or sell control of a particular asset such as USD. Further notes: You don't expect to deliver it, instead, at the end of the stated period you will take the current market value of the asset and pay the difference between the current market value and the value that you contracted for. Review session notes: Q: What are they? A: Cash settled contract where you buy or sell control of a particular asset such as USD. You don't expect to deliver it, instead, at the end of th estated period you will take the current market value of the asset and pay the difference between the current market value and the value that you contracted for. Just the same as a non deliverable forward. Differences: CFD are more a retail based product, they don't speciy a delivery date, they roll on a daily basis, the holder pays a margin but they don't determine the date where you have to settle. They rollover each day, but each day the holder has to provide a margin (and fees). Can roll along as long as you like, squaring up the current value and roll on for next day. No option to gake any value out of it. You can choose to terminate it, at which point youclear it at its current market value on that day and don't roll it over for the next. Developed to allow peopl ewho don't have the ability to hold the cash, to run a balance in a foreign ccy. What sort of assets? 1. Currency 2. No others known. Logically possible. Can be equity or anything. Q: What sort of facts apply: Delivery dates Quantities For non uniform assets: grades or qualities of those assets (e.g. oil0 Counterparties Earlier notes: Notes taken during Traded options SME Review: Traded in Australia and LSE. Presently these are predominantly OTC.
Synonym: forward contract for difference
- contract originator
Model-Generated Definition:
-
A kind of contract principal.
-
Definition: the party that originates the contract and acts as the principal in that contract regardless of the owner or counterparty
Synonym:
- contract part
Model-Generated Definition:
-
A kind of contractual element and written information.
-
Definition: A formal part of a contract such as a clause or term.
Synonym:
- contract party
Model-Generated Definition:
-
A kind of party in role.
-
Definition: a party to the contract, that is a contractually capable person or organization which is a signatory to the contract, and which grants or concedes certain rights and obligations as defined in the contract
Synonym:
- contract preamble
Model-Generated Definition:
-
A kind of contract part. A valid occurrence may have the following properties:
- defines principals any number of occurrences of any type.
-
Definition: The part of a contract which defines the parties and gives sufficient information for them to be unambiguously identified, along with other pertinent information such as the subject of the contract.
Synonym:
- contract principal
Model-Generated Definition:
-
A kind of contract party.
-
Definition: the party identified as being the principal or first party to a contract, in the event that the contract distinguishes any party as the principal
Synonym:
- contract section
Model-Generated Definition:
-
A kind of contract part. A valid occurrence satisfies the following necessary condition:
- section contains clause at least one occurrence of contract clause.
-
Definition: A formally identified Section of a Contract, comtaining terms dealing with a specific type of subject matter.
Synonym:
- contract term
Model-Generated Definition:
-
A kind of contractual element.
-
Definition: An individual term in a Contract. Forms part of a set of Contractual Terms. Also exists within a Clause of a Contract A Clause exists within a Section of a Contract
Synonym:
- contract terms set
Model-Generated Definition:
-
A kind of commitment and contractual element. A valid occurrence may have the following properties:
- has part any number of occurrences of contract terms set.
-
Definition: terms and conditions that define the commitment made by the contracting parties, such as rights and obligations when a contract is awarded or entered into
Synonym:
- contract third party
Model-Generated Definition:
-
A kind of party in role.
-
Definition: someone who may be indirectly involved but is not a principal party to an arrangement, contract, deal, lawsuit, or transaction
Synonym:
- contractual capability
Model-Generated Definition:
-
A kind of legal capacity.
-
Definition: the capacity to enter into legally binding contracts
Synonym:
- contractual commitment
Model-Generated Definition:
-
A kind of contractual element and mutual commitment. A valid occurrence satisfies the following necessary condition:
- is mandated by at least one occurrence of contract.
-
A valid occurrence may also have the following properties:
- has part any number of occurrences of contractual commitment.
-
Definition: terms and conditions that define the commitment made by the contracting parties, such as rights and obligations when a contract is awarded or entered into
Synonym:
- contractual control
Model-Generated Definition:
-
A kind of controlling capacity. A valid occurrence satisfies the following necessary condition:
- is conferred by at least one occurrence of contract.
-
Definition: Control vested in an entity by virtue of the terms in some contract between that entity and others.
Synonym:
- contractual controlling party
Model-Generated Definition:
-
A kind of de jure controlling interest party. A valid occurrence satisfies the following necessary condition:
- holds some means of at least one occurrence of contractual control.
-
Definition: A party which exercises some control which is set out in some contract.
Synonym:
- contractual date specification
Model-Generated Definition:
-
A kind of date specification.
-
Definition: The specification of a date in a contract.
Synonym:
- contractual definition
Model-Generated Definition:
-
A kind of contractual element.
-
Definition: a contractual element that defines something in a contract or other legal instrument
Synonym:
- contractual economic agreement
Model-Generated Definition:
-
A kind of contract and economic agreement. A valid occurrence satisfies the following necessary conditions:
- confers at least one occurrence of contractual economic commitment.
- contractual economic agreement has party at least one occurrence of contractual transaction party.
-
Definition: An economic agreement forming part of a transaction, which has contractual standing as evidenced by a contract between the two parties to the Agreement.
Synonym:
- contractual economic commitment
Model-Generated Definition:
-
A kind of contractual commitment and economic commitment. A valid occurrence satisfies the following necessary conditions:
- contractual economic commitment described in at least one occurrence of economic contract commitment.
- is conferred by at least one occurrence of contractual economic agreement.
-
Definition: Some Commitment, made as part of a transaction (economic) agreement, which has contractual standing.
Synonym:
- contractual element
Model-Generated Definition:
-
Definition: general and special arrangements, provisions, requirements, rules, specifications, and standards that form an integral part of an agreement or contract
Synonym:
- contractual obligation
Model-Generated Definition:
-
A kind of contingent obligation. A valid occurrence satisfies the following necessary condition:
- is conferred by at least one occurrence of contract.
-
A valid occurrence may also have the following properties:
- is implied by any number of occurrences of contractual right.
-
Definition: an obligation or duty that is specified in and imposed by a contract
Synonym:
- contractual option
Model-Generated Definition:
-
A kind of contractual right.
-
Definition: a contractual right that may be exercised at some point in the future, such as an option to extend a contract, or other available but not obligatory rights as defined in the contract
Synonym:
- contractual product
Model-Generated Definition:
-
A kind of product.
-
Definition: a product that is realized as a contract
Synonym:
- contractual relationship
Model-Generated Definition:
-
A kind of relationship context.
-
Definition: A relationship in which two or more parties have some contractual obligations or extend some rights under a contract, to one another.
Synonym:
- contractual restriction (from package /Imported Ontologies/RegulatoryRestrictions/contractual restriction)
Model-Generated Definition:
-
A kind of restriction. A valid occurrence satisfies the following necessary condition:
- contractually imposed by at least one occurrence of contract.
-
Definition: A restriction defined in a Contract as opposed to being defined in a body of Law.
Synonym:
- contractual restriction (from package /Imported Ontologies/Securities Restrictions Ontology/contractual restriction)
Model-Generated Definition:
-
A kind of contractual commitment and securities restriction. A valid occurrence may have the following properties:
- is mandated by any number of occurrences of contract.
-
Definition: contract terms setting out restrictions on either the holder or the issuer of the security, as specified in the terms of the instrument itself
Synonym:
- contractual right
Model-Generated Definition:
-
A kind of contingent right. A valid occurrence satisfies the following necessary conditions:
- is conferred by at least one occurrence of contract.
- implies at least one occurrence of contractual obligation.
-
Definition: a contingent right conferred via a contract
Synonym:
- contractual template product
Model-Generated Definition:
-
A kind of contractual product and off-the-shelf product.
-
Definition: a contractual product that is finalized through specification of values for parameters defined in a template
Synonym:
- contractual transaction
Model-Generated Definition:
-
A kind of economic transaction.
-
Definition: An economic transaction which has some contractual basis.
Synonym:
- contractual transaction obligation
Model-Generated Definition:
-
A kind of contractual obligation and r e a transaction obligation.
-
Definition: An obligation which is one perspective on a commitment which is both a contractual commitment and a transaction-related economic commitment.
Synonym:
- contractual transaction party
Model-Generated Definition:
-
A kind of contract party and transaction party. A valid occurrence satisfies the following necessary condition:
- contractual transaction party identity at least one occurrence of contractually capable entity.
-
Definition: That which is party to a transaction which has contractual standing.
Synonym:
- contractual undertaking
Model-Generated Definition:
-
A kind of undertaking event. A valid occurrence satisfies the following necessary condition:
- gives rise to at least one occurrence of contractual commitment.
-
Definition: A commitment, defined in a Contract, in which one Party to that Contract undertakes to do something or to deliver something or make some payment, to the other Party.
Synonym:
- contractually capable entity
Model-Generated Definition:
-
A kind of agent in role. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of legal entity.
-
Definition: a unique entity that is legally or financially responsible for the performance of financial transactions, or has the legal right in its jurisdiction to enter independently into legal contracts, regardless of whether it is incorporated or constituted in some other way (e.g. trust, partnership, contractual). This excludes natural persons, but includes governmental organizations and supranationals.
Synonym:
- contractually defined benefit
Model-Generated Definition:
-
A kind of economic resource.
-
Definition: Some benefit from one party to the other party, defined in contractual terms.
Synonym:
- contractually defined numerical parameter
Model-Generated Definition:
-
A kind of numerical parameter. A valid occurrence satisfies the following necessary condition:
- has terms at least one occurrence of contractual definition.
-
Definition:
Synonym:
- contractually determined date
Model-Generated Definition:
-
A kind of determined date. A valid occurrence satisfies the following necessary condition:
- contractually determined with reference to at least one occurrence of date determination terms set.
-
Definition:
Synonym:
- contractually specified date
Model-Generated Definition:
-
A kind of specified date.
-
Definition:
Synonym:
- control
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- is in control of thing at least one occurrence of thing in role.
- control by party at least one occurrence of party in role.
-
A valid occurrence may also have the following properties:
- holds during any number of occurrences of date period.
-
Definition: the possession by a party, direct or indirect, of the power to direct or cause the direction of the management and policies of a thing, whether through the ownership of voting shares, by contract, or otherwise
Synonym:
- control document
Model-Generated Definition:
-
A kind of information. A valid occurrence satisfies the following necessary condition:
- identified as at least one occurrence of document.
-
A valid occurrence may also have the following properties:
- control date any number of occurrences of date.
-
Definition: A formal document which controls some activity or process. The actual document which takes on the role of Control Document for a given activity or process is identified as a property of this Control Document.
Synonym:
- controlled amortization bond
Model-Generated Definition:
-
A kind of amortizing bond. A valid occurrence satisfies the following necessary condition:
- has repayment terms at least one occurrence of controlled amortization structure.
-
Definition: bond that is securitized using a controlled amortization structure
Synonym:
- controlled amortization structure
Model-Generated Definition:
-
A kind of bond amortization payment terms.
-
Definition: a method of providing investors with a relatively predictable repayment schedule, even though the underlying assets are nonamortizing
Synonym:
- controlled company
Model-Generated Definition:
-
A kind of controlled party. A valid occurrence may have the following properties:
- has identity any number of occurrences of legal entity.
-
Definition: a controlled party that is a legal entity over which a controlling party has some degree of control, typically by way of ownership of voting shares
Synonym:
- controlled party
Model-Generated Definition:
-
A kind of party in role. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: Some party which is controlled in some way and to some degree by some other party.
Synonym:
- controlled thing
Model-Generated Definition:
-
A kind of thing in role. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
- is a controlled thing in role any number of occurrences of control.
-
Definition: thing over which some party exercises some form of control in some context
Synonym:
- controlling alliance
Model-Generated Definition:
-
A kind of group.
-
Definition: Some group of entities which have formed some alliance or agreement in terms of which they jointly exercise control over some entity.
Synonym:
- controlling capacity
Model-Generated Definition:
-
Definition: the possession, direct or indirect, of the power to direct or cause the direction of the thing which is controlled
Synonym:
- controlling equity
Model-Generated Definition:
-
A kind of shareholders' equity. A valid occurrence may have the following properties:
- confers any number of occurrences of de jure control.
-
Definition: shareholders's equity that formally confers control in the entity, either by law or as explicitly stated in a corresponding equity instrument
Synonym:
- controlling interest option holder
Model-Generated Definition:
-
A kind of party holding some option for control.
-
Definition: A party which holds some option which may be exercised to confer on that party some de jure controlling interest at some time in the future and at the discretion of that holder.
Synonym:
- controlling interest party
Model-Generated Definition:
-
A kind of controlling party. A valid occurrence satisfies the following necessary condition:
- holds some means of at least one occurrence of controlling capacity.
-
Definition: Some party which holds some form of controlling interest in some other party in some context.
Synonym:
- controlling leverage party
Model-Generated Definition:
-
A kind of de facto controlling interest party. A valid occurrence satisfies the following necessary condition:
- holds some means of at least one occurrence of investment-based de facto control.
-
Definition: A party which exercises control as a result of some investment in an equity.
Synonym:
- controlling party
Model-Generated Definition:
-
A kind of party in role. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
- is a controlling party in role any number of occurrences of control.
-
Definition: Party which exercises some form of control in some context.
Synonym:
- convention (from package /Imported Ontologies/Conventions/convention)
Model-Generated Definition:
-
A kind of published information. A valid occurrence may have the following properties:
- is published by any number of occurrences of publisher.
-
Definition: The way something is usually done.
Synonym:
- convention (from package /Imported Ontologies/Business Dates Ontology/convention)
Model-Generated Definition:
-
Definition: a widely accepted or established way of doing 'something' within some community of practice
Synonym:
- convention determined date
Model-Generated Definition:
-
A kind of determined date.
-
Definition: A Date which is or is to be determined according to some established or published convention for date determination.
Synonym:
- conversion action
Model-Generated Definition:
-
A kind of security action. A valid occurrence satisfies the following necessary conditions:
- available response at least one occurrence of conversion response.
- is conversion from at least one occurrence of security.
- conversion action available response take no action response at least one occurrence of take no action response.
- available response at least one occurrence of disbursement response.
- is conversion to at least one occurrence of security.
-
Definition: Conversion or optional exchange of securities (generally convertible bonds or preferred shares) into another form of securities (usually common shares) at a pre-stated price.
Synonym:
- conversion notification
Model-Generated Definition:
-
A kind of notification message.
-
Definition: Conversion or optional exchange of securities (generally convertible bonds or preferred shares) into another form of securities (usually common shares) at a pre-stated price.
Synonym:
- conversion response
Model-Generated Definition:
-
A kind of corporate action holder response.
-
Definition: Response of the holder is to convert. SWIFT: Convert (CONV)
Synonym:
- conversion suspension action
Model-Generated Definition:
-
A kind of security action.
-
Definition: Suspensiion of conversion of securities generally a couple of weeks before a meeting takes place. SWIFT = SCOP
Synonym:
- conversion suspension notification
Model-Generated Definition:
-
A kind of notification message.
-
Definition: Suspensiion of conversion of securities generally a couple of weeks before a meeting takes place. SWIFT = SCOP
Synonym:
- conversion terms
Model-Generated Definition:
-
A kind of securities contract terms. A valid occurrence satisfies the following necessary condition:
- specifies conversion into at least one occurrence of security.
-
Definition: contract terms specifying when and how a security may be converted to another security (usually of the same issuer)
Synonym:
- convertible bond
Model-Generated Definition:
-
A kind of bond and convertible security. A valid occurrence satisfies the following necessary condition:
- has contractual element at least one occurrence of bond conversion terms.
-
A valid occurrence may also have the following properties:
- convertible into any number of occurrences of publicly traded share.
-
Definition: a bond that converts into an equity instrument on maturity
Synonym:
Model-Generated Definition:
-
A kind of convertible security and preferred share. A valid occurrence satisfies the following necessary condition:
- has contractual element at least one occurrence of equity conversion terms.
-
Definition: a preferred share that is convertible into another security
Synonym:
- convertible security
Model-Generated Definition:
-
A kind of security. A valid occurrence satisfies the following necessary condition:
- has contractual element at least one occurrence of conversion terms.
-
Definition: a security that can be converted into another security
Synonym:
- cooperative bank
Model-Generated Definition:
-
A kind of thrift institution.
-
Definition: a state-chartered savings association located in Massachusetts, New Hampshire, Rhode Island or Vermont
Synonym:
- cooperative society
Model-Generated Definition:
-
A kind of functional business entity.
-
Definition: a commercial enterprise owned and managed by and for the benefit of customers or workers
Synonym:
- coordinate system
Model-Generated Definition:
-
A kind of arrangement.
-
Definition: a system that uses one or more numbers, or coordinates, to uniquely determine the position of a point or other geometric element on a planar or spherical surface
Synonym:
- COP-IBR-OIS-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for COP-IBR-OIS-COMPOUND
Synonym:
- corporate action
Model-Generated Definition:
-
A kind of corporate event. A valid occurrence satisfies the following necessary conditions:
- relates to at least one occurrence of security.
- available response at least one occurrence of corporate action holder response.
- relates to at least one occurrence of legal entity.
-
Definition: An event which has some effect on the details or terms of an issued Financial Security or on market perception of the value of that security.
Synonym:
- corporate action announcer
Model-Generated Definition:
-
A kind of financial securities actor.
-
Definition: The party which makes the CA announcement. Best label for this? unclear. note that they may be issuers of other stock but they do not have to be. You can initiate a corporate action but you are not the issuer of that security, but the action is still about a particular security. Not all actions are bound to specific to a security/. A n action may impact one or more securities, The actions may require different communications. So we should probably distinguish actions versus communications about events. ADD: Communication. Example: Bell breakout. Sample use case for CAE.
Synonym:
- corporate action confirmation
Model-Generated Definition:
-
A kind of corporate event or action communication.
-
Definition:
Synonym:
- corporate action holder response
Model-Generated Definition:
-
A kind of corporate action.
-
Definition: Response by the Holder of a security, to a previous Offer made by the Issuer.
Synonym:
- corporate action narrative
Model-Generated Definition:
-
A kind of corporate event or action communication.
-
Definition: A message containing further narrative about some corporate action. This does not relate to any specific kind of action but is an additional stand-alone message.
Synonym:
- corporate action obligation
Model-Generated Definition:
-
Definition: An obligation related to the holding of a Security.
Synonym:
- corporate action payment obligation
Model-Generated Definition:
-
A kind of corporate action obligation.
-
Definition:
Synonym:
- corporate action securities delivery obligation
Model-Generated Definition:
-
A kind of corporate action obligation.
-
Definition: Some obligation to deliver some security in the thr context of corporate actions. All cash proceeds and security proceeds can be represented a s acontractual obligation. Where does that obligation arise? Usually in the Contract itself - but there may be other answers to this. Defines what has to be delivered. or paid. Entitlement meanwhile is a calculation based on the Contract.
Synonym:
- corporate action status message
Model-Generated Definition:
-
A kind of corporate event or action communication.
-
Definition: A message which relates to the status of a corporate action.
Synonym:
- corporate bond
Model-Generated Definition:
-
A kind of bond. A valid occurrence satisfies the following necessary condition:
- has issuer at least one occurrence of corporate bond issuer.
-
Definition: A debt security issued by a corporation, as opposed to those issued by a government or municipality.
Synonym:
- corporate bond issuer
Model-Generated Definition:
-
A kind of issuer. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of corporation.
-
Definition: a corporation acting in the capacity of an issuer
Synonym:
- corporate borrower
Model-Generated Definition:
-
A kind of loan borrower. A valid occurrence satisfies the following necessary condition:
- borrower identity at least one occurrence of corporation.
-
Definition: A borrower which is a Corporation.
Synonym:
- corporate broker
Model-Generated Definition:
-
A kind of broker.
-
Definition:
Synonym:
- corporate change of status event
Model-Generated Definition:
-
A kind of change of state event and corporate event.
-
Definition: Some change to the status of some security.
Synonym:
- corporate dated facts
Model-Generated Definition:
-
A kind of borrower ongoing dated facts. A valid occurrence may have the following properties:
- annual profit and loss any number of occurrences of monetary amount.
-
Definition:
Synonym:
- corporate event
Model-Generated Definition:
-
Definition: Events v Actions Notifiable versus non notifiable. Whether notfiable could be required by statute or by listing rules. Notifiable: Does this apply only to those events compulsory on the issuer? See Tender Offer. In takeover scenarios, the issuer will have actions incumbent o nthem to inform the market (e..g Aus Part B response). Offerer initiates Part A (Takeover Offer) with the details. Akin to a information memorandum or prospectus on the takeover. All interest parties (and non shareholders) have a potential interest, as it has a potential effect on the shares.
Synonym:
- corporate event or action communication
Model-Generated Definition:
-
A kind of message.
-
Definition: Communication about an event, action or status. Further Notes Includes name changes, consent (communication only) and others. Pre marketing agreements and so on. Note: some of these are very data driven, some are not. General meetings and so on.
Synonym:
- corporate event process
Model-Generated Definition:
-
Definition:
Synonym:
- corporate goal
Model-Generated Definition:
-
A kind of business goal.
-
Definition: A business goal in the furtherance of the aims and profitability of a corporation.
Synonym:
- corporate limited partner
Model-Generated Definition:
-
A kind of limited partner. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of corporation.
-
Definition: A limited partner in a partnership, who is and may only be a Corporate Legal Person (i.e., not a natural person)
Synonym:
- corporate loan borrower assessment information
Model-Generated Definition:
-
A kind of loan application borrower assessment information. A valid occurrence satisfies the following necessary condition:
- is about borrower at least one occurrence of corporate borrower.
-
A valid occurrence may also have the following properties:
- date of incorporation any number of occurrences of date.
-
Definition:
Synonym:
- corporate modification event
Model-Generated Definition:
-
A kind of corporate event.
-
Definition: Some change in details of some company, which needs to be described for publicly issued securities issued by that company.
Synonym:
- corporate officer
Model-Generated Definition:
-
A kind of responsible party. A valid occurrence may have the following properties:
- has identity any number of occurrences of legally competent natural person.
- is played by at least one occurrence of (Unnamed Class).
- is played by at least one occurrence of (Unnamed Class).
- is played by at least one occurrence of (Unnamed Class).
- is played by at least one occurrence of (Unnamed Class).
-
Definition: The executives of a corporation charged with certain operational responsibilities. Typically appointed by the board of directors, the corporate officers usually include the Chief Executive Officer (CEO), Chief Financial Officer (CFO), President, and in some corporations the Chief Operating Officer.
Synonym:
- corporate officer capacity
Model-Generated Definition:
-
A kind of delegated legal authority. A valid occurrence satisfies the following necessary condition:
- is conferred by at least one occurrence of company law.
-
Definition: the capacity vested in a public officer of a company
Synonym:
- corporate officer duty
Model-Generated Definition:
-
A kind of company statutory obligation.
-
Definition: some duty incumbent upon some officer of a company
Synonym:
- corporation
Model-Generated Definition:
-
A kind of legal entity. A valid occurrence satisfies the following necessary conditions:
- is incorporated in exactly one occurrence of jurisdiction.
- is domiciled in at least one occurrence of country.
-
A valid occurrence may also have the following properties:
- is constituted by any number of occurrences of instrument of incorporation.
-
Definition: a formal organization treated as an entity - an artificial person or legal entity distinct from its owners - created by or under the authority of the laws of a state or nation
Synonym: body corporate
- correlation leg terms
Model-Generated Definition:
-
A kind of realized variable swap side terms. A valid occurrence satisfies the following necessary conditions:
- has notional amount at least one occurrence of monetary amount.
- has underlier at least one occurrence of equity index observable.
-
A valid occurrence may also have the following properties:
- relative determination method any number of values of any type.
- determination method any number of values of any type.
- correlation amount any number of occurrences of monetary amount.
-
Definition: Definition needed. FpML refers to this but does not define its meaning. Correslation between two prices
Synonym:
- correspondent
Model-Generated Definition:
-
A kind of muni issuance process participant. A valid occurrence satisfies the following necessary condition:
- participates in at least one occurrence of securities underwriting issuance process.
-
Definition: A bank, brokerage or other financial institution that is not a direct DTC member. Correspondents rely on direct DTC Participants to perform their DTC settlement services
Synonym:
- cosigner
Model-Generated Definition:
-
A kind of loan borrower. A valid occurrence satisfies the following necessary conditions:
- may become at least one occurrence of loan borrower.
- may be at least one occurrence of loan guarantor.
- has assessment information at least one occurrence of loan application borrower assessment information.
-
A valid occurrence may also have the following properties:
- borrows at most one occurrence of loan contract.
-
Definition: Someone who commits to fulfil the obligations of the Borrower in the event that the Borrower defaults on the loan.
Synonym:
- country
Model-Generated Definition:
-
A kind of geopolitical entity. A valid occurrence may have the following properties:
- uses administrative language any number of occurrences of language.
-
Definition:
- a self-governing geopolitical unit that is recognized as a country by the United Nations
- a geopolitical entity representing a country or dependent territory
Synonym:
- country subdivision
Model-Generated Definition:
-
A kind of geopolitical entity. A valid occurrence satisfies the following necessary condition:
- is classified by at least one occurrence of kind of geographic region.
-
Definition: a geopolitical entity, typically a division of a country, dependency, or other area of special geopolitical interest related to a country or other geopolitical entity
Synonym:
- county
Model-Generated Definition:
-
A kind of geographical area.
-
Definition: An area within a country or state, designated by that country or state as a County for its own descriptive and administrative purposes. Fiurther Notes: Specific properties of counties will vary from one country or state to another and are not erpresented here - this is purely a labelled area of land within a country, similar to a Region.
Synonym:
- county court
Model-Generated Definition:
-
A kind of court of law. A valid occurrence may have the following properties:
- court name any number of values of string.
-
Definition:
Synonym:
- county court judgment
Model-Generated Definition:
-
A kind of legal proceeding and value changing activity. A valid occurrence satisfies the following necessary conditions:
- delivered by at least one occurrence of county court.
- is against at least one occurrence of legal person.
-
A valid occurrence may also have the following properties:
- borrower c c judgement satisfaction any number of values of string.
- borrower c c judgement date any number of occurrences of date.
- borrower c c judgement value amount any number of occurrences of monetary amount.
-
Definition: Satisfaction code associated with a county court judgement can have values satisfied/unsatisfied. This is a value changing event.
Synonym:
- coupon conditional term
Model-Generated Definition:
-
A kind of coupon payment terms. A valid occurrence may have the following properties:
-
Definition: A term in the conditional coupon terms which matches one set of coupon terms (fixed rate or variable coupon) with one condition.
Synonym:
- coupon payment
Model-Generated Definition:
-
A kind of payment event.
-
Definition: The event whereby a coupon amount is paid or is to be paid.
Synonym:
- coupon payment terms
Model-Generated Definition:
-
A kind of interest payment terms. A valid occurrence satisfies the following necessary conditions:
- coupon payment currency at least one occurrence of currency.
- has schedule at least one occurrence of coupon schedule.
- has interest rate at least one occurrence of bond coupon.
-
A valid occurrence may also have the following properties:
- special record date any number of occurrences of date.
- has first coupon payment date any number of occurrences of date.
- annual coupon rate any number of occurrences of percentage value.
-
Definition: terms for payment of interest on a bond
Synonym:
- coupon schedule
Model-Generated Definition:
-
A kind of payment schedule. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of coupon payment.
-
Definition: a regular schedule of coupon payments
Synonym:
- coupon strip
Model-Generated Definition:
-
A kind of bond action and securities combination or detachment. A valid occurrence satisfies the following necessary condition:
- relates to at least one occurrence of bond.
-
Definition: Coupon stripping is the process whereby interest coupons for future payment dates are separated from the security corpus that entitles the holder to the principal repayment.
Synonym:
- coupon strip notification
Model-Generated Definition:
-
A kind of debt issuer corporate action notification.
-
Definition: Notification that the debt security is to be stripped, that is that interest coupons for future payment dates are separated from the security corpus that entitles the holder to the principal repayment.
Synonym:
- court appointed control
Model-Generated Definition:
-
A kind of controlling capacity. A valid occurrence may have the following properties:
- is conferred by any number of occurrences of court of law.
-
Definition: Control conferred on some entity by act of some court, for example in the context of receivership.
Synonym:
- court decision subsequent meeting
Model-Generated Definition:
-
A kind of meeting.
-
Definition: Meeting following a court decision.
Synonym:
- court of law
Model-Generated Definition:
-
A kind of formal organization.
-
Definition: A court of law is a court that hears cases and decides them on the basis of statutes or the common law.
Synonym:
- covariance leg terms
Model-Generated Definition:
-
A kind of realized variable swap side terms.
-
Definition: A statistical leg based on covariance. REVIEW: This kmight specify the same kind of thing as Correlation Leg using different mathematics / different legal terms (in which case we need to model it as a different thing even though to the investor it has the same rationale and behavior. The relative movement of one thing to the other over a period of time. So this adds a time base to the Correlation calculation. difference with Correelation: The time base in correlation swap is implicit anyway (it's the duration of the contract. so Covariance is what allows you to explan x% of the vaqriabiltiy of the price of this asset with relation to that asset.
Synonym:
- covered transaction
Model-Generated Definition:
-
A kind of contractual transaction. A valid occurrence satisfies the following necessary condition:
- is governed by at least one occurrence of master agreement.
-
Definition: A transaction covered by some Master Agreement.
Synonym:
- covered warrant
Model-Generated Definition:
-
A kind of warrant. A valid occurrence satisfies the following necessary conditions:
- has exercise terms at least one occurrence of covered warrant exercise terms.
- has warrant underlying at least one occurrence of security.
-
A valid occurrence may also have the following properties:
-
Definition:
Synonym:
- covered warrant exercise terms
Model-Generated Definition:
-
A kind of warrant exercise terms set. A valid occurrence satisfies the following necessary condition:
-
Definition:
Synonym:
- CRD credit institution
Model-Generated Definition:
-
A kind of credit institution.
-
Definition: an undertaking whose business is to receive deposits or other repayable funds from the public and to grant credits for its own account as defined by the European Banking Authority (EBA)
Synonym:
- credit agreement
Model-Generated Definition:
-
A kind of contract. A valid occurrence satisfies the following necessary conditions:
- has contract party at least one occurrence of creditor.
- has contract party at least one occurrence of debtor.
-
A valid occurrence may also have the following properties:
- is collateralized by any number of occurrences of collateral.
-
Definition: a contractual agreement in which a debtor receives something of value and agrees to repay the creditor at some date in the future, in some form (e.g., cash, securities, etc.), generally with interest
Synonym:
- credit agremeent terms set
Model-Generated Definition:
-
A kind of contractual commitment.
-
Definition: Terms relating to an agreement to extend some committed credit facility on the part of a potential lender to a potential borrower.
Synonym:
- credit basket reference constituent
Model-Generated Definition:
-
A kind of basket constituent.
-
Definition: A constituent of the credit basket.
Synonym:
- credit card a b s
Model-Generated Definition:
-
A kind of cash asset backed security instrument. A valid occurrence satisfies the following necessary condition:
- has underlying assets at least one occurrence of credit card pool.
-
Definition: These are generally issued by a bank and backed by largely unsecured obligations owed by individuals to the issuer of the card. Definition origin:CESR
Synonym:
- credit card facility
Model-Generated Definition:
-
A kind of committed credit facility tranche.
-
Definition:
Synonym:
- credit card pool
Model-Generated Definition:
-
A kind of pool of individual debts. A valid occurrence may have the following properties:
-
Definition:
Synonym:
- credit card pool creation process
Model-Generated Definition:
-
A kind of retail asset pool creation process.
-
Definition:
Synonym:
- credit card receivable purpose
Model-Generated Definition:
-
A kind of loan purpose.
-
Definition:
Synonym:
- credit curve to use
Model-Generated Definition:
-
A kind of curve to use.
-
Definition: This is a working note from ongoing reviews.
Synonym:
- credit default swap cash settlement
Model-Generated Definition:
-
A kind of credit default swap contingent delivery terms. A valid occurrence may have the following properties:
- accrued interest applicable any number of values of boolean.
- cash settlement business days any number of values of integer.
- quotation method any number of occurrences of credit default swap cash settlement quotation method.
- quotation amount any number of occurrences of monetary amount.
- valuation time any number of occurrences of date time.
- specifies dealer any number of occurrences of credit default swap cash settlement dealer.
- valuation method any number of occurrences of credit default swap cash settlement valuation method.
- valuation date any number of occurrences of date.
- specifies dealer any number of occurrences of credit default swap cash settlement dealer.
- minimum quotation amount any number of occurrences of monetary amount.
- settlement currency any number of occurrences of currency.
-
Definition:
Synonym:
- credit default swap cash settlement dealer
Model-Generated Definition:
-
Definition: A party from whom quotations are obtained by the calculation agent on the reference obligation for purposes of cash settlement of a CDS.
Synonym:
- credit default swap cash settlement quotation method
Model-Generated Definition:
-
A kind of method.
-
Definition: The specification of the type of quotation rate to be obtained from each cash settlement reference bank. Further notes: For example, Bid, Offer or Mid-market. FpML Definition: The specification of the type of quotation rate to be obtained from each cash settlement reference bank.
Synonym:
- credit default swap cash settlement valuation method
Model-Generated Definition:
-
A kind of method.
-
Definition: The defined methodology for determining the final price of the reference obligation for purposes of cash settlement. FpML: The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
Synonym:
- credit default swap contingent delivery commitment
Model-Generated Definition:
-
A kind of contingent transaction commitment.
-
Definition:
Synonym:
- credit default swap contingent delivery side
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- defined as at least one occurrence of credit default swap contingent delivery terms.
-
Definition: The settlement of a CDS deal in the event that the events specified in the Contingent Leg of the deal take place.
Synonym:
- credit default swap contingent delivery terms
Model-Generated Definition:
-
A kind of delivery terms.
-
Definition: The settlement of a CDS deal in the event that the events specified in the Contingent Leg of the deal take place.
Synonym:
- credit default swap contingent transaction
Model-Generated Definition:
-
A kind of financial securities secondary market transaction. A valid occurrence satisfies the following necessary conditions:
- has subject at least one occurrence of deliverable obligation.
- has settlement side at least one occurrence of credit default swap contingent transaction settlement.
- has delivery side at least one occurrence of credit default swap contingent delivery side.
- has seller at least one occurrence of deliverable obligation seller.
- embodies at least one occurrence of credit default swap contract.
- has buyer at least one occurrence of deliverable obligation buyer.
-
Definition: The transaction which takes place in the event that the specified Credit Event in a Credit default Swap takes place. Deifnition Origin:SMER
Synonym:
- credit default swap contingent transaction settlement
Model-Generated Definition:
-
A kind of settlement terms.
-
Definition: Settlement for the transaction agreed in the CDS, which takes place if the Credit Event takes place. This is the payment as agreed by the Protection Seller, who becomes the buyer of the Deliverable Obligation. Deifnition Origin:SMER
Synonym:
- credit default swap contract
Model-Generated Definition:
-
A kind of credit derivative contract and swap. A valid occurrence satisfies the following necessary conditions:
- has buyer at least two occurrences of protection buyer.
- has seller at least two occurrences of protection seller.
- establishes at least one occurrence of contingent transaction commitment.
- has contractual element at least one occurrence of credit protection commitment.
- has contractual element at least one occurrence of credit default swap fee payment commitment.
- has reference obligation at least one occurrence of credit default swap reference obligation.
-
A valid occurrence may also have the following properties:
- substitution any number of values of boolean.
- additional term any number of values of string.
- modified equity delivery any number of values of boolean.
- notional amount any number of occurrences of monetary amount.
- scheduled termination date any number of occurrences of date.
- effective date any number of occurrences of date.
-
Definition: In a credit default swap one party (the protection seller) agrees to compensate another party (the protection buyer) if a specified company or Sovereign (the reference entity) experiences a credit event, indicating it is or may be unable to service its debts. The protection seller is typically paid a fee and/or premium, expressed as an annualized percent of the notional in basis points, regularly over the life of the transaction or otherwise as agreed by the parties.
Synonym:
- credit default swap credit event
Model-Generated Definition:
-
A kind of credit event. A valid occurrence satisfies the following necessary conditions:
- pertains to by reference at least one occurrence of credit default swap credit event reference.
- notified by at least one occurrence of notifying party.
-
Definition:
Synonym:
- credit default swap credit event reference
Model-Generated Definition:
-
Definition:
Synonym:
- credit default swap fee leg stream
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- quotation style any number of values of string.
- payment delay any number of values of boolean.
- defines periodic payments at most one occurrence of credit default swap periodic payment schedule.
- market fixed rate at most one occurrence of percentage value.
- single payment any number of occurrences of monetary amount.
- single payment any number of occurrences of monetary amount.
- protection seller payment at most one occurrence of monetary amount.
- initial points at most one occurrence of percentage value.
- initial payment at most one occurrence of monetary amount.
-
Definition: Terms defining the fee leg in a CDS contract
Synonym:
- credit default swap fee payment commitment
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- defined as at least one occurrence of credit default swap fee leg stream.
-
Definition: The commitment in a Credit Default Swap, to pay the fee or fees for the credit protection.
Synonym:
- credit default swap fee payment schedule specification
Model-Generated Definition:
-
A kind of credit default swap periodic payment schedule and regular schedule.
-
Definition: A schedule expressing payment events and dates.
Synonym:
- credit default swap party
Model-Generated Definition:
-
A kind of swap party. A valid occurrence satisfies the following necessary condition:
- becomes party at least one occurrence of contingent transaction party.
-
Definition: Either party to a Credit Default Swap contract.
Synonym:
- credit default swap periodic payment schedule
Model-Generated Definition:
-
A kind of schedule.
-
Definition: The schedule of fixed amounts to be paid on specified payment dates.
Synonym:
- credit default swap physical settlement
Model-Generated Definition:
-
A kind of credit default swap contingent delivery terms. A valid occurrence satisfies the following necessary condition:
- specifies at least one occurrence of deliverable obligation.
-
A valid occurrence may also have the following properties:
- sixty business day settlement cap any number of values of boolean.
- escrow applicable any number of values of boolean.
- physical settlement period any number of occurrences of explicit duration.
- may require at most one occurrence of escrow agent.
-
Definition: Physical settlement is where you deliver the reference obligation (e.g.a bond) itself. Deifnition Origin:SMER
Synonym:
- credit default swap reference entity
Model-Generated Definition:
-
A kind of credit default swap credit event reference.
-
Definition: The legal entity on which the protection buyer is buying or selling protection and any successor that assumes all or substantially all of its contractual and other obligations. This is the legal entity to which a Credit Event refers, if the event is defined in relation to some legal entity.
Synonym:
- credit default swap reference obligation
Model-Generated Definition:
-
A kind of credit default swap credit event reference and underlier.
-
Definition: The underlying obligation against which the CDS provides credit protection. The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity. It serves to clarify the precise reference entity protection is being offered upon, and its legal position with regard to other related firms (parents/subsidiaries).
Synonym:
- credit default swap transaction
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- has fee leg at least one occurrence of fee payment leg.
-
Definition: The transaction in which one party pay a fee or fees for credit protection and another commits to enter into the contingent transaction if the credit event takes place.
Synonym:
- credit derivative contract
Model-Generated Definition:
-
A kind of derivative instrument. A valid occurrence satisfies the following necessary condition:
- has underlier at least one occurrence of credit event underlying.
-
Definition:
Synonym:
- credit evaluation product
Model-Generated Definition:
-
A kind of information product.
-
Definition: a particular kind of credit evaluation
Synonym:
- credit event
Model-Generated Definition:
-
A kind of occurrence kind. A valid occurrence may have the following properties:
- pertains to any number of occurrences of any type.
-
Definition: a sudden change in a borrower's credit standing, such as bankruptcy or a violation of a bond indenture or loan agreement, that raises doubts about the borrower's ability to meet current or future obligations
Synonym:
- credit event definition
Model-Generated Definition:
-
A kind of contractual definition and master agreement element. A valid occurrence satisfies the following necessary condition:
- defines terms for at least one occurrence of credit event.
-
Definition: contract definition for a credit event as it pertains to the master agreement
Synonym:
- credit event notice
Model-Generated Definition:
-
A kind of notice. A valid occurrence satisfies the following necessary conditions:
- describes at least one occurrence of credit default swap credit event.
- served by at least one occurrence of notifying party.
-
Definition: An irrevocable written or verbal notice that describes a credit event that has occurred.
Synonym:
- credit event underlying
Model-Generated Definition:
-
A kind of underlier. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of credit default swap credit event.
-
Definition:
Synonym:
- credit extension
Model-Generated Definition:
-
A kind of service.
-
Definition: A service whereby credit is extended from the service provider to some party i.e. a borrower.
Synonym:
- credit facility
Model-Generated Definition:
-
A kind of facility. A valid occurrence satisfies the following necessary condition:
- has tranche at least one occurrence of credit facility tranche.
-
Definition: An option to borrow money. Defines the parameters in which you are able to draw down some amount as a loan, debt finance, or some other financial commitment.
Synonym:
- credit facility agreement
Model-Generated Definition:
-
A kind of mutual contractual agreement and written contract. A valid occurrence satisfies the following necessary conditions:
- has contractual element at least one occurrence of credit agremeent terms set.
- has contractual element at least one occurrence of loan precedent conditions.
- defines terms for at least one occurrence of committed credit facility.
-
A valid occurrence may also have the following properties:
- sets out commitment to any number of occurrences of committed credit facility.
-
Definition: A formal contract in which a potential lender agrees to lend to a potential borrower under terms stated in this contract.
Synonym:
- credit facility guaranty tranche
Model-Generated Definition:
-
A kind of credit facility tranche. A valid occurrence satisfies the following necessary condition:
- has tranche purpose at least one occurrence of CreditFacilityTypeSelection.
-
Definition:
Synonym:
- credit facility loan tranche
Model-Generated Definition:
-
A kind of credit facility tranche. A valid occurrence satisfies the following necessary condition:
- has tranche purpose at least one occurrence of CreditFacilityTypeSelection.
-
Definition: A tranche of a credit facility the purpose of which is a kind of Loan.
Synonym:
- credit facility securities tranche
Model-Generated Definition:
-
A kind of credit facility tranche. A valid occurrence satisfies the following necessary condition:
- has tranche purpose at least one occurrence of CreditFacilityTypeSelection.
-
Definition:
Synonym:
- credit facility tranche
Model-Generated Definition:
-
A kind of credit facility. A valid occurrence may have the following properties:
- issued as any number of occurrences of debt.
- has tranche purpose any number of occurrences of CreditFacilityTypeSelection.
-
Definition: An individual tranche of the Credit Facility. This is the maximal amount of credit that can be extended to the potential borrower for the stated purpose.
Synonym:
- credit index
Model-Generated Definition:
-
A kind of reference index. A valid occurrence satisfies the following necessary condition:
- is based on at least one occurrence of basket of credit risks.
-
A valid occurrence may also have the following properties:
- has index name any number of values of string.
- asset type any number of values of string.
- spread range any number of values of string.
- sector any number of values of string.
- has duration of protection any number of occurrences of explicit duration.
- original notional any number of occurrences of monetary amount.
- up front fee any number of occurrences of monetary amount.
- premium any number of occurrences of monetary amount.
-
Definition: a reference index that is a function of credit events that change the value of an underlying portfolio
Synonym:
- credit index reference constituent
Model-Generated Definition:
-
A kind of basket constituent. A valid occurrence satisfies the following necessary conditions:
- refers to at least one occurrence of credit event.
- has currency at least one occurrence of currency.
-
A valid occurrence may also have the following properties:
- t c m any number of values of string.
- ticker any number of values of string.
- index constituent i d any number of values of string.
- debt ranking any number of values of string.
- weight any number of occurrences of percentage value.
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a constituent of a basket of credit risks, such as an event represented in a credit index
Synonym:
- credit inquiry
Model-Generated Definition:
-
A kind of . A valid occurrence satisfies the following necessary conditions:
- has party being checked at least one occurrence of independent party.
- is from at least one occurrence of independent party.
-
A valid occurrence may also have the following properties:
- is to at least one occurrence of (Unnamed Class).
-
Definition: a request from a lender to a credit repository to obtain information regarding a prospective borrower's creditworthiness
Synonym:
- credit inquiry type
Model-Generated Definition:
-
A kind of classifier.
-
Definition: a category indicating whether a credit inquiry is a result of a borrower's direct authorization or by some indirect means
Synonym:
- credit institution
Model-Generated Definition:
-
A kind of credit institution or investment firm.
-
Definition: an undertaking the business of which is to take deposits or other repayable funds from the public and to grant credits for its own account, and to which authorisation has been granted to operate within the European Union and European Economic Area countries (EEA)
Synonym:
- credit institution or investment firm
Model-Generated Definition:
-
A kind of financial institution.
-
Definition: a European financial institution that is a credit institution or an investment firm as defined by the European Banking Authority (EBA)
Synonym:
- Credit Institution Register entry
Model-Generated Definition:
-
A kind of registry entry. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of credit institution.
-
A valid occurrence may also have the following properties:
- applies to any number of occurrences of credit institution.
-
Definition: an entry in the Credit Institution Register, a repository of credit institutions collected by the European Banking Authority (EBA) as provided by the various national banking authorities for those institutions that qualify
Synonym:
- credit message
Model-Generated Definition:
-
Definition: a textual annotation on a credit report to notify a reviewer of special or exceptional information
Synonym:
- credit message type
Model-Generated Definition:
-
A kind of classifier.
-
Definition: a particular kind of credit message
Synonym:
- credit o k
Model-Generated Definition:
-
A kind of security credit status.
-
Definition: Not defaulted.
Synonym:
- credit protection commitment
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- defined as at least one occurrence of credit protection contingent leg terms.
-
Definition: The commitment in a Credit Defualt Swap, to protect against specified credit events.
Synonym:
- credit protection contingent leg terms
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- specifies obligation at least one occurrence of credit default swap reference obligation.
- specifies at least one occurrence of credit default swap credit event.
- specifies at least one occurrence of credit default swap contingent transaction.
-
A valid occurrence may also have the following properties:
- floating amount event any number of values of string.
- calculation amount any number of occurrences of monetary amount.
-
Definition: The leg of the swap which represents the credit protection.
Synonym:
- credit provider
Model-Generated Definition:
-
A kind of service provider. A valid occurrence satisfies the following necessary condition:
- provides at least one occurrence of credit extension.
-
Definition:
Synonym:
- credit rating
Model-Generated Definition:
-
A kind of rating. A valid occurrence satisfies the following necessary conditions:
- is issued by at least one occurrence of credit rating agency.
- has definition at least one occurrence of credit rating scale.
-
Definition: an assessment of creditworthiness of a borrower generally or with respect to a particular debt or financial obligation
Synonym:
- credit rating agency
Model-Generated Definition:
-
A kind of rating agency. A valid occurrence satisfies the following necessary conditions:
- issues at least one occurrence of credit rating.
- manages at least one occurrence of credit rating scale.
-
Definition: a rating agency that publishes reports assessing the creditworthiness of a borrower or legal entity, either generally or with respect to a specific obligation
Synonym:
- credit rating scale
Model-Generated Definition:
-
A kind of rating scale. A valid occurrence satisfies the following necessary condition:
- is managed by at least one occurrence of credit rating agency.
-
Definition: rating scale for assigning a credit rating to individual, entity, or instrument, including defining a set of codes or numeric scores and indicating how an assessment that is assigned a score based on that scale means
Synonym:
- credit reference agency requirements
Model-Generated Definition:
-
Definition: REquirements other than data protection, governing what a credit reference agency can or cannot do.
Synonym:
- credit report
Model-Generated Definition:
-
A kind of report. A valid occurrence satisfies the following necessary conditions:
- realizes at least one occurrence of credit report product.
- has party being checked at least one occurrence of independent party.
- is classified by at least one occurrence of credit report category.
- has as of date at least one occurrence of date.
- is identified by at least one occurrence of identifier.
- has coverage period at least one occurrence of date period.
- is produced by at least one occurrence of credit reporting agency (i).
- comprises at least one occurrence of credit message.
-
A valid occurrence may also have the following properties:
- comprises any number of occurrences of credit inquiry.
- has data source at least one occurrence of (Unnamed Class).
- comprises any number of occurrences of credit trade line.
- comprises any number of occurrences of credit score.
- comprises any number of occurrences of public record.
-
Definition: a report describing the creditworthiness and related credit attributes of a borrower.
Synonym:
- credit report category
Model-Generated Definition:
-
A kind of classifier.
-
Definition: a particular kind of credit report, often available from multiple vendors
Synonym:
- credit report product
Model-Generated Definition:
-
A kind of credit evaluation product.
-
Definition: a specifically branded credit report offered in the market place
Synonym:
- credit report request
Model-Generated Definition:
-
A kind of request. A valid occurrence satisfies the following necessary conditions:
- is request for at least one occurrence of credit report product.
- has party being checked at least one occurrence of independent party.
- is from at least one occurrence of independent party.
- is to at least one occurrence of (Unnamed Class).
-
Definition: the act of requesting a credit report from a credit report provider
Synonym:
- credit report response
Model-Generated Definition:
-
A kind of occurrence. A valid occurrence satisfies the following necessary conditions:
- is response to at least one occurrence of credit report request.
- is to at least one occurrence of autonomous agent.
- is from at least one occurrence of autonomous agent.
-
Definition: the act of responding to a credit report request
Synonym:
- credit reporting agency (i)
Model-Generated Definition:
-
A kind of financial service provider.
-
Definition: an organization that provides credit reports
Synonym:
- credit repository (i)
Model-Generated Definition:
-
A kind of financial service provider.
-
Definition: a credit reporting agency that is a clearinghouse for information on the credit rating of individuals or firms
Synonym:
- credit risk
Model-Generated Definition:
-
A kind of financial risk. A valid occurrence satisfies the following necessary conditions:
- impact at least one occurrence of loss given default.
- probability at least one occurrence of probability of default.
-
Definition:
Synonym:
- credit risk assessment
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- has input at least one occurrence of pre approval contract.
- uses factor at least one occurrence of total debt expense ratio.
- uses factor at least one occurrence of borrower monthly income.
- has input at least one occurrence of credit score.
- is classified by at least one occurrence of underwriting automation.
- has output at least one occurrence of underwriting decision.
- has input at least one occurrence of pre-approval request.
- uses factor at least one occurrence of all borrowers monthly income.
- uses factor at least one occurrence of combined loan to value ratio percent.
- has input at least one occurrence of credit report.
-
A valid occurrence may also have the following properties:
- is based on any number of occurrences of automated underwriting system.
-
Definition: a risk assessment that focuses on determining the likelihood of a potential borrower repaying a loan
Synonym:
- credit score
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is derived from at least one occurrence of credit score model.
-
A valid occurrence may also have the following properties:
- has any number of occurrences of credit score factor.
-
Definition: a quantitative measure or category that results from a credit evaluation model
Synonym:
- credit score category
Model-Generated Definition:
-
A kind of classifier and measure.
-
Definition: a credit score that is a qualitative measure
Synonym:
- credit score factor
Model-Generated Definition:
-
Definition: something that is taken into account when determining a CreditScore
Synonym:
- credit score model
Model-Generated Definition:
-
A kind of calculation formula. A valid occurrence satisfies the following necessary condition:
- is classified by at least one occurrence of credit score model type.
-
Definition: an algorithm for computing the credit score of e.g. a credit applicant
Synonym:
- credit score model type
Model-Generated Definition:
-
A kind of classifier.
-
Definition: a type corresonding to a family of credit scoring algorithms sharing common characteristics
Synonym:
- credit score number
Model-Generated Definition:
-
A kind of measure. A valid occurrence satisfies the following necessary condition:
- is derived from at least one occurrence of credit score model.
-
Definition: a credit score that is a quantitative measure
Synonym:
- credit spread
Model-Generated Definition:
-
A kind of yield spread. A valid occurrence satisfies the following necessary conditions:
- references yield of at least one occurrence of reference debt instrument.
- has argument at least one occurrence of (Unnamed Class).
-
Definition: In finance, a credit spread is the yield spread, or difference in yield between different securities, due to different credit quality. The credit spread reflects the additional net yield an investor can earn from a security with more credit risk relative to one with less credit risk. The credit spread of a particular security is often quoted in relation to the yield on a credit risk-free benchmark security or reference rate. Further Notes There are several measures of credit spread, including Z-spread and option-adjusted spread. Old definition (Algo) The spread between the credit rating of something and its maturity. THis is now defined as a different term pending further review with Algorithmics. Update from SMER. difference between risk free price (price of govt bond) and the price of this security. (matches Wikipedia definition above) i.e. price of this credit versus the price of a (near) risk free credit. The latter is a reference security with low risk such as a Treasury Bond. Is this between prices or between yields? can be expressed as either wrt price or yield, and this is detemined by context for different markets. Try and get a list. This is more generic - the meaning is not that it is speciufically wrt yield as such. Debt Price Spread is in context of price, whereas this is more generic.
Synonym:
- credit support agreement
Model-Generated Definition:
-
A kind of contract. A valid occurrence satisfies the following necessary conditions:
- is provided by at least one occurrence of contract principal.
- has beneficiary at least one occurrence of credit support beneficiary.
-
Definition:
Synonym:
- credit support beneficiary
Model-Generated Definition:
-
A kind of contract counterparty.
-
Definition:
Synonym:
- credit support default event
Model-Generated Definition:
-
A kind of credit event and occurrence. A valid occurrence satisfies the following necessary condition:
- is failure in force of at least one occurrence of credit support agreement.
-
Definition: Failure of some Credit Support Agreement.
Synonym:
- credit trade line
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is included in at least one occurrence of credit report.
-
A valid occurrence may also have the following properties:
- is derived from at least one occurrence of (Unnamed Class).
-
Definition: an information product derived from the transaction history of a credit account
Synonym:
- credit union (from package /Imported Ontologies/US Financial Services Entities Ontology/credit union)
Model-Generated Definition:
-
A kind of credit union.
-
Definition: a cooperative association organized for the purpose of promoting thrift among its members and creating a source of credit for provident or productive purposes
Synonym:
- credit union (from package /Imported Ontologies/Canadian Financial Services Entities Ontology/credit union)
Model-Generated Definition:
-
A kind of credit union. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of not for profit corporation.
-
Definition: a not-for-profit financial institution, typically formed by the employees of a company, labor union, or religious group, operated as a cooperative association organized for the purpose of promoting thrift among its members and creating a source of credit for provident or productive purposes
Synonym:
- credit union (from package /Imported Ontologies/Financial Services Entities Ontology/credit union)
Model-Generated Definition:
-
A kind of cooperative society and depository institution. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of not for profit organization.
-
Definition: a not-for-profit depository institution that makes personal loans and offers other consumer banking services, organized for the purpose of promoting thrift among its members and creating a source of credit for provident or productive purposes
Synonym:
- credit watch direction
Model-Generated Definition:
-
A kind of classifier.
-
Definition:
Synonym:
- credit watch downgrade
Model-Generated Definition:
-
A kind of credit watch direction.
-
Definition:
Synonym:
- credit watch outlook
Model-Generated Definition:
-
A kind of rating.
-
Definition:
Synonym:
- credit watch upgrade
Model-Generated Definition:
-
A kind of credit watch direction.
-
Definition:
Synonym:
- CreditFacilityTypeSelection
Model-Generated Definition:
-
Definition: Types of purpose for which a credit facility tranche may be set up or may exist.
Synonym:
- creditor
Model-Generated Definition:
-
A kind of obligee. A valid occurrence satisfies the following necessary condition:
-
A valid occurrence may also have the following properties:
- has identity any number of occurrences of legal person.
-
Definition: a party to whom an obligation, such as an amount of money, or good, or performance of some service exists
Synonym:
- Creditworthiness
Model-Generated Definition:
-
Definition: A selection of types of creditworthiness, such as sub prime. Created for ABS but may be referred to in any instrument or tranche where this is a feature.
Synonym:
- creditworthiness selection
Model-Generated Definition:
-
Definition:
Synonym:
- crime syndicate
Model-Generated Definition:
-
A kind of illegal organization.
-
Definition: An informal grouping formed for the purposes of organized criminal activities
Synonym:
- cross default provisions
Model-Generated Definition:
-
A kind of master agreement contractual commitment. A valid occurrence may have the following properties:
- specified indebtedness any number of values of string.
- threshold amount any number of occurrences of monetary amount.
-
Definition:
Synonym:
- cross-currency interest rate swap
Model-Generated Definition:
-
A kind of interest rate swap. A valid occurrence satisfies the following necessary condition:
-
Definition: an interest rate swap in which the two streams of interest payments are in different currencies
Synonym:
Model-Generated Definition:
-
A kind of preferred share.
-
Definition: a preferred share whose dividends, if not paid due to insufficient earnings or other reasons, accumulate until paid out
Synonym:
- currency
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is used by at least one occurrence of geopolitical entity.
-
A valid occurrence may also have the following properties:
- has currency name any number of values of string.
- is tender in any number of occurrences of jurisdiction.
-
Definition: medium of exchange value, defined by reference to the geographical location of the monetary authorities responsible for it
Synonym:
- currency basket
Model-Generated Definition:
-
A kind of structured collection. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of currency.
-
Definition: a selected group of currencies, in which the weighted average is used as a measure of the value or the amount of an obligation
Synonym:
- currency conversion service
Model-Generated Definition:
-
A kind of foreign exchange service.
-
Definition: a foreign exchange service involving the conversion of currency of one country or group of countries for another, typically, but not always, as a counter transaction
Synonym:
- currency forward rate
Model-Generated Definition:
-
A kind of quoted exchange rate. A valid occurrence may have the following properties:
- has settlement date any number of occurrences of date.
- is premium on any number of occurrences of quoted exchange rate.
-
Definition: a rate of exchange between two currencies for settlement at some future point in time, expressed as a premium on the spot rate
Synonym:
- currency identifier
Model-Generated Definition:
-
A kind of code element and identifier. A valid occurrence satisfies the following necessary conditions:
- identifies at least one occurrence of currency.
- denotes at least one occurrence of currency.
-
A valid occurrence may also have the following properties:
- has currency tag any number of values of string.
-
Definition: the trigraph representing the currency
Synonym:
- currency instrument
Model-Generated Definition:
-
A kind of financial instrument.
-
Definition: a financial instrument used for the purposes of currency trading
Synonym:
- currency option exercise terms set
Model-Generated Definition:
-
A kind of option instrument exercise terms. A valid occurrence satisfies the following necessary condition:
- delivery at least one occurrence of negotiable cash.
-
A valid occurrence may also have the following properties:
- strike price any number of occurrences of price.
-
Definition: Contractual terms defining when or under what circumstances an currency option is to be exercised.
Synonym:
- currency specification term
Model-Generated Definition:
-
A kind of contractual definition and master agreement element. A valid occurrence may have the following properties:
- master agreement currency any number of occurrences of currency.
-
Definition: Term defining the currency or currencies for payments.
Synonym:
- currency spot buy rate
Model-Generated Definition:
-
A kind of currency spot rate.
-
Definition: an indicative spot buying market rate as observed by the reporting source
Synonym:
- currency spot mid rate
Model-Generated Definition:
-
A kind of currency spot rate.
-
Definition: an indicative middle market (mean of spot buying and selling) rate as observed by the reporting source
Synonym:
- currency spot rate
Model-Generated Definition:
-
A kind of quoted exchange rate.
-
Definition: a rate to exchange one currency for another for immediate delivery
Synonym:
- currency spot sell rate
Model-Generated Definition:
-
A kind of currency spot rate.
-
Definition: an indicative spot selling market rate as observed by the reporting source
Synonym:
- currency strategy
Model-Generated Definition:
-
A kind of fund portfolio investment limitations.
-
Definition: Strategy which is currency based.
Synonym:
- current employment statistics
Model-Generated Definition:
-
A kind of statistical program.
-
Definition: a survey conducted on a regular basis that presents analytical information related to businesses and government agencies, in order to provide detailed industry data on employment, hours, and earnings of workers
Synonym:
- current equity status
Model-Generated Definition:
-
A kind of information. A valid occurrence may have the following properties:
- redeemed equity amount any number of occurrences of dated monetary amount.
- outstanding equity amount any number of occurrences of dated monetary amount.
-
Definition: Information about the status of the equity at a given point in time.
Synonym:
- current l t v
Model-Generated Definition:
-
A kind of loan to value ratio. A valid occurrence may have the following properties:
- information date any number of values of any type.
-
Definition:
Synonym:
- current monetary amount
Model-Generated Definition:
-
A kind of current value and timed monetary amount.
-
Definition: Monetary amount at the present time.
Synonym:
- current population survey
Model-Generated Definition:
-
A kind of statistical program. A valid occurrence satisfies the following necessary condition:
- specifies at least one occurrence of civilian non-institutional population.
-
Definition: a survey conducted on a regular basis that presents analytical information related to the general population of a given statistical area with respect to labor force, employment, unemployment, persons not in the labor force, hours of work, earnings, and other demographic and labor force characteristics
Synonym:
- current principal balance applicability
Model-Generated Definition:
-
A kind of penalty interest balance applicability.
-
Definition:
Synonym:
Model-Generated Definition:
-
A kind of information. A valid occurrence may have the following properties:
- number of shares outstanding any number of occurrences of timed numeric amount.
- non paid amount any number of occurrences of dated monetary amount.
-
Definition: Information about the status of the security at a given point in time.
Synonym:
- current status
Model-Generated Definition:
-
A kind of status and status code value. A valid occurrence satisfies the following necessary condition:
- status has tense at least one occurrence of present.
-
Definition: The status at the present time.
Synonym:
- current value
Model-Generated Definition:
-
A kind of timed value. A valid occurrence satisfies the following necessary condition:
-
Definition: The value at the current point in time.
Synonym:
- current yield calculation method
Model-Generated Definition:
-
A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:
- has parameter at least one occurrence of clean price.
-
Definition: The ratio of the interest payment amount to the clean price.
Synonym:
- curtailment amount applicability
Model-Generated Definition:
-
A kind of penalty interest balance applicability.
-
Definition:
Synonym:
- curve convexity
Model-Generated Definition:
-
A kind of timed parameter. A valid occurrence satisfies the following necessary condition:
-
A valid occurrence may also have the following properties:
- is of curve between any number of occurrences of timed parameter.
-
Definition: The convexity of the curve between any two time-variant parameters.
Synonym:
- curve to use
Model-Generated Definition:
-
A kind of spread curve.
-
Definition: This is a working note from ongoing reviews.
Synonym:
- custodian (from package /Imported Ontologies/CorporateActionsEvents/custodian)
Model-Generated Definition:
-
Definition:
Synonym:
- custodian (from package /Imported Ontologies/Equity Instruments Ontology/custodian)
Model-Generated Definition:
-
A kind of financial institution and third-party agent. A valid occurrence satisfies the following necessary condition:
-
Definition: a bank or other financial institution that keeps custody of stock certificates and other assets of a mutual fund, individual, or corporate client
Synonym:
- custom product
Model-Generated Definition:
-
A kind of product.
-
Definition: a product that is made to an individual's order, commissioned to a customer's specifications, or designed to order
Synonym:
- bespoke product
- custom-made product
- made to order product
- customer (from package /Imported Ontologies/SupplyTransactions/customer)
Model-Generated Definition:
-
A kind of transaction counterparty. A valid occurrence satisfies the following necessary condition:
- customer transacts with vendor at least one occurrence of vendor.
-
Definition:
Synonym:
- customer (from package /Imported Ontologies/Products and Services Ontology/customer)
Model-Generated Definition:
-
A kind of buyer. A valid occurrence satisfies the following necessary condition:
-
Definition: a buyer that receives or consumes products (goods or services) and has the ability to choose between different products and suppliers
Synonym:
- customer identifier
Model-Generated Definition:
-
A kind of identifier. A valid occurrence satisfies the following necessary condition:
- identifies exactly one occurrence of customer.
-
Definition: an identifier for a customer
Synonym:
- CZK-Annual Swap Rate-11:00-BGCANTOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CZK-Annual Swap Rate-11:00-BGCANTOR
Synonym:
- CZK-Annual Swap Rate-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CZK-Annual Swap Rate-Reference Banks
Synonym:
- CZK-PRIBOR-PRBO
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CZK-PRIBOR-PRBO
Synonym:
- CZK-PRIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for CZK-PRIBOR-Reference Banks
Synonym:
- D
-
- d r i p
Model-Generated Definition:
-
A kind of mutual contractual agreement.
-
Definition: A kind of financial contract.
Synonym:
- d t c c member
Model-Generated Definition:
-
A kind of muni issuance process participant. A valid occurrence satisfies the following necessary condition:
- participates in at least one occurrence of securities underwriting issuance process.
-
Definition: A firm which is a member of DTCC. Note: this Actor may perform any of the Roles described elsewhere in this Issuance model, i.e. the DTCC Member may also be any of the Actors defined. REVIEW: does this apply to ALL the defined Actor types?
Synonym:
- daily average market rate
Model-Generated Definition:
-
A kind of market rate.
-
Definition: a measure of the overall price level of a given rate, calculated as the sum of all values of the rates for a particular reference rate, foreign exchange rate, lending rate, or other market rate divided by the total number of rates collected over the course of a twenty-four (24) hour period for a specific date
Synonym:
- danish borrower call
Model-Generated Definition:
-
A kind of call event.
-
Definition:
Synonym:
- data protection requirement
Model-Generated Definition:
-
A kind of legal requirement.
-
Definition: Requirements defining how data about individuals is held. Example is the EU DA directive and laws, which make the data the property of the individual that data is about. Covers - what information i sheld - who information can be divulged to. - the individual's rights in respect of that information Privacy regulations cover most of this. EU defines "Personal Data" and "Sensitive Personal Data". For credit reference agencies the latter would be covered. More detail about whether they can divulge facts which are not subject to formal judgements etc.
Synonym:
- date (from package /Imported Ontologies/Financial Dates Ontology/date)
Model-Generated Definition:
-
A kind of time instant.
-
Definition: a calendar day on some calendar
Synonym:
- date (from package /Imported Ontologies/Time/date)
Model-Generated Definition:
-
A kind of instant. A valid occurrence may have the following properties:
- occursOnDate any number of occurrences of date.
- occursOnDate any number of occurrences of date.
-
Definition:
Synonym:
- date calculation
Model-Generated Definition:
-
A kind of date determination.
-
Definition:
Synonym:
- date description
Model-Generated Definition:
-
A kind of date time description. A valid occurrence may have the following properties:
-
Definition:
Synonym:
- date determination
Model-Generated Definition:
-
A kind of instant determination. A valid occurrence satisfies the following necessary condition:
- reference at least one occurrence of date determination reference rule.
-
Definition: The determination or adjustment of some date according to some rule.
Synonym:
- date determination agency
Model-Generated Definition:
-
A kind of date determination.
-
Definition:
Synonym:
- date determination convention
Model-Generated Definition:
-
A kind of date determination.
-
Definition:
Synonym:
- date determination reference rule
Model-Generated Definition:
-
A kind of rule. A valid occurrence satisfies the following necessary condition:
- modified by exactly one occurrence of date determination reference rule.
-
Definition: A rule for determining a date or for making adjustments from a date determined by some means, to return another date, for example adjusting from a non working to a working date.
Synonym:
- date determination terms set
Model-Generated Definition:
-
A kind of contract terms set. A valid occurrence satisfies the following necessary condition:
- sets out at least one occurrence of contractual date specification.
-
Definition: Terms setting out how to determine dates in the future.
Synonym:
- date determining agent
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- determines at least one occurrence of agency determined date.
-
Definition: The agent which determines or is to determine the Determined Date.
Synonym:
- date of purchase
Model-Generated Definition:
-
A kind of explicit date.
-
Definition:
Synonym:
- date period (from package /Imported Ontologies/Financial Dates Ontology/date period)
Model-Generated Definition:
-
A kind of time interval. A valid occurrence may have the following properties:
- has start date at most one occurrence of date.
- has end date at most one occurrence of date.
- has duration at most one occurrence of duration.
-
Definition: a time span over one or more calendar days, defined by at least two of three properties: (1) a start date, (2) an end date, and (3) a date period (duration); if more than one of these properties is missing, the DatePeriod is invalid
Synonym:
- date period (from package /Imported Ontologies/Time/date period)
Model-Generated Definition:
-
A kind of interval. A valid occurrence satisfies the following necessary conditions:
- length at least one occurrence of known date duration.
- has end at least one occurrence of date.
- has beginning at least one occurrence of date.
-
Definition:
Synonym:
- date returned by settlement date rule
Model-Generated Definition:
-
A kind of rule-determined date. A valid occurrence may have the following properties:
- has definition any number of occurrences of settlement date rule.
-
Definition: a rule-determined date that is a published rule for defining the date returned by settlement date
Synonym:
- date returned by trading date rule
Model-Generated Definition:
-
A kind of rule-determined date. A valid occurrence may have the following properties:
- has definition any number of occurrences of trading date rule.
-
Definition: a rule-determined date that is a published rule for defining the date returned by trading date
Synonym:
- date roll rule
Model-Generated Definition:
-
A kind of date determination reference rule and rule. A valid occurrence may have the following properties:
-
Definition: A rule to apply when a date returned by some date specification or parametric schedule specification results in a non working day.
Synonym:
- date specification
Model-Generated Definition:
-
A kind of instant specification.
-
Definition: The specification of a Specified Date.
Synonym:
- date termination terms
Model-Generated Definition:
-
A kind of date determination.
-
Definition:
Synonym:
- date time
Model-Generated Definition:
-
A kind of time instant.
-
Definition: a combination of a date and a time, without a time zone
Synonym:
- date time description
Model-Generated Definition:
-
A kind of temporal entity description. A valid occurrence may have the following properties:
- date and time any number of occurrences of date time.
-
Definition:
Synonym:
- date time stamp
Model-Generated Definition:
-
A kind of time instant.
-
Definition: a combination of a date, a time, and a time zone
Synonym: time stamp
- dated balance
Model-Generated Definition:
-
A kind of balance and timed parameter. A valid occurrence may have the following properties:
- value any number of occurrences of dated monetary amount.
-
Definition: A balance at a point in time in the past, present or future.
Synonym:
- dated collection constituent
Model-Generated Definition:
-
A kind of collection constituent.
-
Definition: a constituent of a collection that is associated with a date and time
Synonym:
- dated duration specification
Model-Generated Definition:
-
A kind of timed duration specification.
-
Definition:
Synonym:
- dated monetary amount
Model-Generated Definition:
-
A kind of timed monetary amount.
-
Definition:
Synonym:
- dated past value
Model-Generated Definition:
-
A kind of past value. A valid occurrence may have the following properties:
- value time any number of occurrences of date.
-
Definition: A value at a given time and date. The value of a dated parameter, at a stated point in the past, present or future.
Synonym:
- dated percentage
Model-Generated Definition:
-
A kind of timed percentage.
-
Definition:
Synonym:
- dated structured collection
Model-Generated Definition:
-
A kind of structured collection. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of dated collection constituent.
-
Definition: a structured collection that includes some dated elements
Synonym:
- DateRollRuleDirection
Model-Generated Definition:
-
A kind of method.
-
Definition: The selection of possible directions in which to roll dates in a Date Roll Rule or in a Modify Convention Roll Rule.
Synonym:
- day month value
Model-Generated Definition:
-
A kind of time point value.
-
Definition: a single value representing a day of a month in any given year
Synonym:
- day of the month
Model-Generated Definition:
-
A kind of business recurrence interval.
-
Definition: a business recurrence interval that indicates a specific, recurring day of the month
Synonym:
- day of the week
Model-Generated Definition:
-
A kind of business recurrence interval.
-
Definition: a business recurrence interval that indicates a specific, recurring day of the week
Synonym:
- day type
Model-Generated Definition:
-
Definition: The type of day specified when stating some duration as a number of days between two dates.
Synonym:
- day-count convention
Model-Generated Definition:
-
A kind of business recurrence interval convention and expression.
-
Definition: a business recurrence interval convention that is used to calculate the number of days in an interest payment, which applies to the amount of accrued interest or the present value for debt instruments
Synonym:
- de facto control
Model-Generated Definition:
-
A kind of controlling capacity.
-
Definition: control that is understood, due to condition or situation treated as standard or official, even if not explicitly stated (or actually standardized)
Synonym:
- de facto controlling interest party
Model-Generated Definition:
-
A kind of controlling interest party. A valid occurrence satisfies the following necessary condition:
- holds some means of at least one occurrence of de facto control.
-
A valid occurrence may also have the following properties:
- nominates any number of occurrences of board member.
-
Definition: A party which exercises some control over an entity other than via some constitutional instrument such as shares.
Synonym:
- de jure control
Model-Generated Definition:
-
A kind of controlling capacity and legal construct.
-
Definition: control that is formalized in law, or codified in some legal instrument
Synonym:
- de jure controlling interest
Model-Generated Definition:
-
A kind of de jure control.
-
Definition: controlling interest that is formalized by some formal legal construct
Synonym:
- de jure controlling interest party
Model-Generated Definition:
-
A kind of controlling interest party. A valid occurrence satisfies the following necessary condition:
- holds some means of at least one occurrence of de jure controlling interest.
-
Definition: An entity that may exercise de jure controlling interest
Synonym:
- dealer
Model-Generated Definition:
-
A kind of service provider.
-
Definition: any party that purchases goods or services for resale and acts on their own behalf in a transaction
Synonym:
- debenture
Model-Generated Definition:
-
A kind of bond. A valid occurrence may have the following properties:
- naked any number of values of boolean.
- has contractual element at most one occurrence of debenture securitization conditions.
-
Definition: A type of debt instrument that is not secured by physical asset or collateral. Debentures are backed only by the general creditworthiness and reputation of the issuer. Both corporations and governments frequently issue this type of bond in order to secure capital. Like other types of bonds, debentures are documented in an indenture.
Synonym:
- debenture securitization conditions
Model-Generated Definition:
-
A kind of contractual commitment.
-
Definition: Terms, if any, by which a Debenture is secured. This is a description of the properties by which it is secured, being those not otherwise pledged.
Synonym:
- debt
Model-Generated Definition:
-
A kind of commitment. A valid occurrence satisfies the following necessary conditions:
- is owed by at least one occurrence of debtor.
- is owed to at least one occurrence of creditor.
-
Definition: an obligation to pay something, such as an amount of money, good, service, or instrument
Synonym:
- debt asset interest return stream
Model-Generated Definition:
-
A kind of simple return stream. A valid occurrence satisfies the following necessary condition:
- has reference asset at least one occurrence of debt observable.
-
Definition: A leg which embodies the interest payments on a debt instrument which is the reference asset for a Swap.
Synonym:
- debt auction process
Model-Generated Definition:
-
A kind of securities issuance process.
-
Definition:
Synonym:
- debt claim
Model-Generated Definition:
-
A kind of r e a claim.
-
Definition:
Synonym:
- Debt Consolidation
Model-Generated Definition:
-
A kind of mortgage loan purpose.
-
Definition:
Synonym:
- debt convexity analytic
Model-Generated Definition:
-
A kind of curve convexity. A valid occurrence satisfies the following necessary conditions:
- is rate of change of at least one occurrence of duration analytic.
- defined in relation to at least one occurrence of debt instrument yield.
-
A valid occurrence may also have the following properties:
- value any number of occurrences of timed numeric amount.
-
Definition: The second derivative of a security's price with respect to its yield, divided by the security's price. A security exhibits positive convexity when its price rises more for a downward move in its yield than its price declines for an equal upward move in its yield. Further notes: A measure of the change in price for a given change in Modified Duration. This always (necessarily) refers to Modified Duration. This is used as another risk measurement. Numerator is always (a) duration - either MacCaulays or Modified. Always rate of change of (one of the) Duration against some other parameter. The other paramater can be characterised as a Yield (it may be the Price, but that has a relationship to the Yield in any case). REVIEW: Inconsistency in the above - is it always necessarily Modified Duration that is referred to, or "any" Duration measure (Macaulays and.or Modified)? notes 9 Dec A measure of the sensitivity of the price with reference to interest rates. This is normally determined with reference to maturity, but since there are different maturity dates, this figure gives an estimate of the equitvalent if you had a homogenous portfolio, i.e. this is an estimate based on a pure equivalent, homogenous portfolio. Convexity of instrument versus portfolio. Sees instrument in terms of the set of cashflows. The term Convexity can be applied either to a bond or to a portfolio. More notes: When you get Convexit in MD, it will tell you what Duration it is refrfering to, along with Redemption Date (logically). Also if there is Option Adjusted Yield, there is a third set of analytics. What are they? i.e. OA Convexity, Duration Yield and the rest. Conclusions: Agreed to revisit this in OTC.
Synonym:
- debt derivative contract
Model-Generated Definition:
-
A kind of asset derivative contract. A valid occurrence satisfies the following necessary condition:
- has underlier at least one occurrence of debt observable.
-
Definition:
Synonym:
- debt drawing notification
Model-Generated Definition:
-
A kind of notification message.
-
Definition: Redemption in part before the scheduled final maturity date of a security. SWIFT = DRAW
Synonym:
- debt independently evaluated price
Model-Generated Definition:
-
A kind of debt published point in time price and derived price. A valid occurrence satisfies the following necessary condition:
- evaluated by at least one occurrence of debt price independent evaluator.
-
Definition: "Evaluated Price" is the price you get from the vendors.
Synonym:
- debt instrument
Model-Generated Definition:
-
A kind of credit agreement and financial instrument. A valid occurrence may have the following properties:
- has redemption terms any number of occurrences of redemption provision.
- has offering any number of occurrences of debt offering.
-
Definition: a financial instrument enables the issuing party to raise funds by accepting the obligation to repay a lender by a particular time in accordance with the terms of a contract
Synonym:
- debt instrument analytical parameter
Model-Generated Definition:
-
A kind of financial instrument analytical parameter. A valid occurrence satisfies the following necessary condition:
- provides analysis about at least one occurrence of tradable debt instrument.
-
Definition: Parameter describing some aspect of the behaviour of a debt instrument, that may vary over time.
Synonym:
- debt instrument buyback notification
Model-Generated Definition:
-
Definition: Notification of an event where det securities are bought back by the issuer.
Synonym:
- debt instrument pool analytic
Model-Generated Definition:
-
A kind of debt pool analytical parameter.
-
Definition: A measure of some aspect of the behaviour or a pool of securitized debt i.e. a pool of debt instruments. Futher Notes: Nothing defined under this yet. We have analytics for pools of individual debt products (mortgages, loans, auto loans), but not the equivalent sorts of terms implied for a securitixed debt pool. Presumably these would be aggregate terms similar or equivalent to analytics for debt instruments, such as yield, average live, convixity and so on. As such these would be similar to porfolio analytics (not modeled).
Synonym:
- debt instrument pool creation process
Model-Generated Definition:
-
A kind of asset pool creation process.
-
Definition:
Synonym:
- debt instrument reference rate
Model-Generated Definition:
-
A kind of market rate.
-
Definition: The interest rate of some debt instrument which is referred to in calculations of some sort.
Synonym:
- debt instrument yield
Model-Generated Definition:
-
A kind of yield. A valid occurrence satisfies the following necessary conditions:
- derived from outlay at least one occurrence of debt security price.
- has outlook period at least one occurrence of (Unnamed Class).
- calculation following at least one occurrence of yield calculation method.
-
A valid occurrence may also have the following properties:
- price quoted ex dividend any number of values of boolean.
- is compounded any number of values of boolean.
-
Definition: The return on the debt instrument at the stated price.
Synonym:
- debt issuance process information
Model-Generated Definition:
-
A kind of traded instrument issuance process information. A valid occurrence satisfies the following necessary condition:
- has debt issuance purpose at least one occurrence of debt issuance purpose.
-
Definition: information specific to the issuance of a debt security
Synonym:
- debt issuance programme
Model-Generated Definition:
-
A kind of issuance programme. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of debt offering.
-
Definition: a series of debt security issuances over time
Synonym:
- debt issuance purpose
Model-Generated Definition:
-
A kind of purpose.
-
Definition: purpose for the issuance of a debt security; also defines processes to be followed in some instances
Synonym:
- debt issue over allotment terms
Model-Generated Definition:
-
A kind of issue over allotment terms.
-
Definition: Terms for Change to an Issue Amount for Debt securities
Synonym:
- debt issuer corporate action notification
Model-Generated Definition:
-
A kind of notification message.
-
Definition:
Synonym:
- debt margin spread
Model-Generated Definition:
-
A kind of debt price spread. A valid occurrence satisfies the following necessary conditions:
- refers to at least one occurrence of debt security offer price.
- refers to at least one occurrence of debt security bid price.
-
Definition: The spread between a Bid Price and an Offer Price.
Synonym:
- debt observable
Model-Generated Definition:
-
A kind of asset underlier. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of tradable debt instrument.
-
Definition: The instrument which is defined as the Reference Asset for this leg. This is the instrument the interest cashflows of which become payable under this leg of the Swap.
Synonym:
- debt offering
Model-Generated Definition:
-
A kind of offer issue. A valid occurrence satisfies the following necessary condition:
- applies to at least one occurrence of debt instrument.
-
A valid occurrence may also have the following properties:
- has call terms any number of occurrences of call feature.
- has offering amount at most one occurrence of monetary amount.
-
Definition: an offering of one or more debt instruments for sale
Synonym:
- debt pool (from package /Imported Ontologies/Securities Pools Ontology/debt pool)
Model-Generated Definition:
-
A kind of instrument pool. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of debt instrument.
-
Definition: a pool consisting of debt instruments, such as bonds, loans or mortgages
Synonym:
- debt pool (from package /Imported Ontologies/DebtAnalytics/debt pool)
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- has factor at least one occurrence of pool factor.
- has analytic at least one occurrence of debt pool analytical parameter.
-
Definition:
Synonym:
- debt pool analytical parameter
Model-Generated Definition:
-
A kind of pool analytical parameter.
-
Definition: A measure of some aspect of some pool of debt, such as a pool of loans or a pool of securitized debt products.
Synonym:
- debt price independent evaluator
Model-Generated Definition:
-
Definition:
Synonym:
- debt price spread
Model-Generated Definition:
-
A kind of price spread. A valid occurrence satisfies the following necessary condition:
- used to determine at least one occurrence of debt security price.
-
A valid occurrence may also have the following properties:
- is spread between any number of occurrences of debt security price.
-
Definition: The difference between the [what?] of a security and the fair price value of a different security which is used as a point of reference. The spread is used to determine the price of the instrument. (draft definition)
Synonym:
- debt published point in time price
Model-Generated Definition:
-
A kind of debt security price and traded security published price. A valid occurrence satisfies the following necessary condition:
- used to determine at least one occurrence of locally derived price.
-
A valid occurrence may also have the following properties:
- point in time price has value any number of occurrences of basis points value.
-
Definition: A debt price, usually in the form of a spread, published by a data provider at some point in time such as the end of the trading day.
Synonym:
- debt redenomination
Model-Generated Definition:
-
A kind of debt security action. A valid occurrence satisfies the following necessary condition:
- relates to at least one occurrence of tradable debt instrument.
-
Definition: Event by which the unit (currency and/or nominal) of a debt is restated, eg, a debt in a national currency unit is restated in euro.
Synonym:
- debt s p v
Model-Generated Definition:
-
A kind of special purpose vehicle. A valid occurrence satisfies the following necessary conditions:
- is set up for at least one occurrence of debt securities issuance.
- comprises at least one occurrence of securitized debt pool.
-
A valid occurrence may also have the following properties:
- is r e m i c any number of values of boolean.
-
Definition: A Special Purpose Vehicle (SPV) set up specifically to issue a debt security or securities. It is set up by a company or a group of companies to create instruments that are off the company's balance sheet.
Synonym:
- debt securities issuance
Model-Generated Definition:
-
A kind of securities issuance.
-
Definition: SPV set up to issue debt instruments such as for structured finance.
Synonym:
- debt securities market maker
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- determines market price for debt at least one occurrence of o t c bond market price.
-
Definition: An actor which has the role of Market Maker in a given market.
Synonym:
- debt securitization process
Model-Generated Definition:
-
A kind of securities issuance process.
-
Definition:
Synonym:
- debt security action
Model-Generated Definition:
-
A kind of security action.
-
Definition:
Synonym:
- debt security bid price
Model-Generated Definition:
-
A kind of debt security quote price.
-
Definition: A price quoted for purchase of a quantity of a debt security in the marketplace. This may be either the OTC market or a securities exchange or a composite market consisting of several exchanges or trading facilities.
Synonym:
- debt security delivery
Model-Generated Definition:
-
A kind of underlying security delivery.
-
Definition:
Synonym:
- debt security interest amount
Model-Generated Definition:
-
A kind of timed parameter.
-
Definition: The amount of interest paid out on a debt security at a given point in time.
Synonym:
- debt security offer price
Model-Generated Definition:
-
A kind of debt security quote price.
-
Definition: A price quoted for sale of a quantity of a debt security in the marketplace. This may be either the OTC market or a securities exchange or a composite market consisting of several exchanges or trading facilities.
Synonym:
- debt security price
Model-Generated Definition:
-
A kind of security price. A valid occurrence may have the following properties:
- quoted ex dividend any number of values of boolean.
- price value any number of occurrences of timed percentage.
-
Definition: The price of a Debt Instrument at some point in time.
Synonym:
- debt security quote price
Model-Generated Definition:
-
A kind of debt security price and traded security published price.
-
Definition: A price quoted for purchase or sale of a quantity of a debt security in the marketplace. This may be either the OTC market or a securities exchange or a composite market consisting of several exchanges or trading facilities.
Synonym:
- debt stake in fund
Model-Generated Definition:
-
A kind of stake in fund. A valid occurrence satisfies the following necessary condition:
- defines relationship with at least one occurrence of fund legal form.
-
Definition: A stake held in a fund by way of a Bond Unit.
Synonym:
- debt terms
Model-Generated Definition:
-
A kind of contractual commitment. A valid occurrence may have the following properties:
- governs payment of any number of occurrences of any type.
-
Definition: contract terms that specify the formal rights and obligations of borrower and lender under a contract in which funds are lent from the one party to the other
Synonym:
- debt underwriting closing
Model-Generated Definition:
-
A kind of underwriting issuance closing. A valid occurrence satisfies the following necessary condition:
- refers to at least one occurrence of underwriter takedown for debt.
-
Definition:
Synonym:
- debt underwriting issuance process
Model-Generated Definition:
-
A kind of securities underwriting issuance process. A valid occurrence satisfies the following necessary conditions:
- has bond counsel at least one occurrence of bond counsel.
- step at least one occurrence of debt offering.
-
Definition:
Synonym:
- debt yield to average life
Model-Generated Definition:
-
A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:
- has outlook period at least one occurrence of average life.
-
Definition: The yield achieved by substituting a bond's average life for the issue's final maturity date.
Synonym:
- debt yield to equivalent life
Model-Generated Definition:
-
A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:
- has outlook period at least one occurrence of equivalent life analytic.
-
Definition: The yield achieved by substituting a bond's equivalent life for the issue's final maturity date.
Synonym:
- debt yield to maturity
Model-Generated Definition:
-
A kind of debt instrument yield. A valid occurrence may have the following properties:
- has outlook period at least one occurrence of (Unnamed Class).
-
Definition: The internal rate of return an investor would achieve if he or she purchased that bond at its current dirty price, and held it to maturity, assuming all coupon and principal payments are received as scheduled.
Synonym:
- debt yield to next call
Model-Generated Definition:
-
A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:
- has outlook period at least one occurrence of next call.
-
Definition: The yield of a bond to the next possible call date.
Synonym:
- debt yield to worst
Model-Generated Definition:
-
A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:
- has outlook period at least one occurrence of worst call.
-
Definition: Yield to the worst case of when the instrument might be called.
Synonym:
- debtor
Model-Generated Definition:
-
A kind of obligor. A valid occurrence may have the following properties:
- owes any number of occurrences of debt.
- has identity any number of occurrences of legal person.
-
Definition: a party that owes a debt or other obligation to another party
Synonym:
- decimal price quotation
Model-Generated Definition:
-
A kind of equity price quotation method.
-
Definition: The price is quoted in decimal
Synonym:
- declaration
Model-Generated Definition:
-
A kind of written communication.
-
Definition: Some formal communication in which some party makes a statement to the reader or the world at large about some fact or occurrence.
Synonym:
- default event
Model-Generated Definition:
-
A kind of credit event.
-
Definition: a credit event representing a failure to meet a contractual obligation, such as, but not limited to, failure to pay
Synonym:
- default interest obligation
Model-Generated Definition:
-
A kind of master agreement obligation. A valid occurrence may have the following properties:
- default interest applicable any number of values of boolean.
- default interest compounding basis any number of occurrences of date period.
-
Definition: Obligation in respect of defaults in the performance of any payment obligation.
Synonym:
- default proceeding type selection
Model-Generated Definition:
-
Definition: (1) Default amount (2) Property Sale (3) Loss amount (4) Recoveries (5) Professional Negligence
Synonym:
- default rate
Model-Generated Definition:
-
A kind of loan pool analytic. A valid occurrence may have the following properties:
- default rate value any number of occurrences of timed percentage.
-
Definition: The rate at which holders of loans in the pool default on those loans.
Synonym:
- defaulting party
Model-Generated Definition:
-
A kind of contract party.
-
Definition:
Synonym:
- deferred loan
Model-Generated Definition:
-
A kind of disbursed loan. A valid occurrence may have the following properties:
-
Definition:
Synonym:
- define mortgage pool
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:
- is defining of at least one occurrence of not yet issued agency mortgage pool.
-
Definition:
Synonym:
- define notes parameters
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:
- results in at least one occurrence of draft tranche notes parameters.
-
Definition: the denom of the notes
Synonym:
- define pool characteristics
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:
- isDefiningOf at least one occurrence of not yet issued non agency mortgage pool.
-
Definition:
Synonym:
- defined conditions payout commitment
Model-Generated Definition:
-
A kind of option payout commitment.
-
Definition: A commitment which is only made when certain defined conditions are met. Further notes: Like all contractual commitments, the details of the commitment (and in this case, the conditions) are defined in the corresponding Contractual Terms. These set out what the commitment is and what the conditions are under which it is to be met. Term introduced in order to support digital and other exotic options. Note this is similar to but distinct from commitments where the specific nature of the commitment (typically a cashflow) is defined by resolving some mathematical formula i.e. where the commitment to do something is not conditional but the precise monetary amounts (payment, settlement) are.
Synonym:
- degree of control
Model-Generated Definition:
-
A kind of reference. A valid occurrence may have the following properties:
- has percentage control any number of values of decimal.
-
Definition: the degree of control one entity has over another
Synonym:
Model-Generated Definition:
-
A kind of legal capacity.
-
Definition: institutionalized and legal power inherent in a particular job, function, or position that is meant to enable its holder to successfully carry out his or her responsibilities, where such power has been delegated through some formal means
Synonym:
- delinquency borrower facts
Model-Generated Definition:
-
A kind of borrower ongoing dated facts. A valid occurrence satisfies the following necessary condition:
- is about at least one occurrence of delinquent loan.
-
Definition: Facts about the borroewr in the event of some delinquency.
Synonym:
- delinquent loan
Model-Generated Definition:
-
A kind of disbursed loan. A valid occurrence may have the following properties:
- has status any number of occurrences of loan arrears status.
-
Definition: A loan which is an active loan (in Repayment phase), which is in default.
Synonym:
- deliver cash
Model-Generated Definition:
-
A kind of delivery terms and payment obligation.
-
Definition: commitment to deliver cash at the earliest available date as per settlement convention
Synonym:
- deliverable obligation
Model-Generated Definition:
-
A kind of economic resource. A valid occurrence satisfies the following necessary condition:
- may be at least one occurrence of credit default swap reference obligation.
-
Definition: An asset which is to be delivered as settlement of a CDS deal.
Synonym:
- deliverable obligation buyer
Model-Generated Definition:
-
Definition: The party which is obligated to purchase the Deliverable Obligation in the event that the CDS Contingent Transaction takes place. Deifnition Origin:SMER
Synonym:
- deliverable obligation seller
Model-Generated Definition:
-
Definition: The party which is obligated to sell the Deliverable Obligation in the event that the CDS Contingent Transaction takes place. Deifnition Origin:SMER
Synonym:
- delivery method (from package /Imported Ontologies/Settlement Ontology/delivery method)
Model-Generated Definition:
-
A kind of delivery method.
-
Definition: the method specified for transferring a commodity, currency, security, cash or another instrument as defined in the settlement terms of the contract
Synonym:
- delivery method (from package /Imported Ontologies/MethodsAndRules/delivery method)
Model-Generated Definition:
-
A kind of method.
-
Definition: The means or process used in delivering something.
Synonym:
- delivery obligation
Model-Generated Definition:
-
A kind of master agreement obligation. A valid occurrence may have the following properties:
- subject to other provisions any number of values of boolean.
-
Definition: Obligation to make deliveries on transactions transacted under the Master Agreement, as specified in any Confirmation made by that party.
Synonym:
- delivery terms (from package /Imported Ontologies/Derivatives Basics Ontology/delivery terms)
Model-Generated Definition:
-
A kind of derivative transaction terms and settlement terms.
-
Definition: settlement terms specifying what (cash, an asset, etc.) is to be delivered when, to whom, under what conditions at the time of settlement
Synonym:
- delivery terms (from package /Imported Ontologies/SupplyTransactions/delivery terms)
Model-Generated Definition:
-
A kind of supply transaction terms. A valid occurrence may have the following properties:
- scheduled delivery date any number of values of any type.
-
Definition:
Synonym:
- delta
Model-Generated Definition:
-
A kind of options greek.
-
Definition: First derivative of option value with respect to theoretical price is a delta (or on a position). Theoretical price
Synonym:
- demand deposit account
Model-Generated Definition:
-
A kind of transaction deposit account.
-
Definition: a noninterest-bearing deposit account in which deposits are payable immediately on demand, or that are issued with an original maturity or required notice period of less than seven days, or that represent funds for which the depository institution does not reserve the right to require at least seven days' written notice of an intended withdrawal
Synonym:
- deposit account
Model-Generated Definition:
-
A kind of banking product and investment or deposit account. A valid occurrence satisfies the following necessary conditions:
- is provided by at least one occurrence of depository institution.
- has party in role at least one occurrence of depository institution.
-
Definition: an account that provides a record of money placed with a depository institution for safekeeping and management
Synonym:
- depositary bank
Model-Generated Definition:
-
A kind of bank.
-
Definition: A bank which is set up and authorized to issue Depositary Receipts.
Synonym:
- depositary receipt issuer
Model-Generated Definition:
-
A kind of security issuer. A valid occurrence satisfies the following necessary condition:
- identified as at least one occurrence of depositary bank.
-
Definition: The party which is the issuer of a Depository Receipt in some jurisdiciton.
Synonym:
- depository institution
Model-Generated Definition:
-
A kind of financial institution.
-
Definition: any financial institution engaged in the business of receiving demand deposits from the public or other institutions
Synonym:
- depreciation
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- decrease in at least one occurrence of economic value.
-
Definition:
Synonym:
- derivative contract party
Model-Generated Definition:
-
A kind of contract party. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of legal person.
-
A valid occurrence may also have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party to a derivative instrument
Synonym:
- derivative instrument
Model-Generated Definition:
-
A kind of financial instrument.
-
Definition: a financial instrument that confers on its holders certain rights or obligations, whose value is derived from one or more underlying assets
Synonym: derivative contract
- derivative spread
Model-Generated Definition:
-
A kind of financial instrument analytical parameter and spread.
-
Definition:
Synonym:
- derivative transaction master agreement
Model-Generated Definition:
-
A kind of master agreement. A valid occurrence satisfies the following necessary condition:
- has contractual element at least one occurrence of master agreement element.
-
Definition: a master agreement covering derivatives transactions to be carried out between the parties to this contract
Synonym:
- derivative transaction terms
Model-Generated Definition:
-
A kind of contractual commitment.
-
Definition: the contract terms for a derivative transaction, covering payment or delivery by either party to the other
Synonym:
- derivatives broker
Model-Generated Definition:
-
Definition: A party which is party to the transaction between entities which are not on the Derivatives Exchange. The Broker is then also a member of the Exchange (see Trading PArticipant), and in this context is the one who carries out the deals on the exchange, and who settles his margin daily. These may poarticipate in the OTC market also, where they just get a fee for introdiucing them. In formal exchanges, the Broker is doing th edeal, and the fact that the deal is passed on to others is a separate transaction, which they are also party to.
Synonym:
- derivatives clearing
Model-Generated Definition:
-
A kind of derivatives listing.
-
Definition: The service... This is correect - this role applies the same to Futures and Options contracts on derivatives exchanges. This is always on a Futures Exchange. There are similar terms / facilities for options traded on a Stock Exchange. Also American v European by implication of the nature of the underlying i.e. whether it's a stock or a futures contract.
Synonym:
- derivatives clearing organization
Model-Generated Definition:
-
A kind of clearing house.
-
Definition: an entity that enables each party to an agreement, contract, or transaction to substitute, through novation or otherwise, the credit of the DCO for the credit of the parties; arranges or provides, on a multilateral basis, for the settlement or netting of obligations; or otherwise provides clearing services or arrangements that mutualize or transfer credit risk among participants
Synonym:
- derivatives close time
Model-Generated Definition:
-
A kind of valuation time type.
-
Definition:
Synonym:
- derivatives delivery cash
Model-Generated Definition:
-
A kind of derivatives delivery type.
-
Definition: Cash settlement involves paying the difference between the futures price and the spot price of the underlying asset
Synonym:
- derivatives delivery physical
Model-Generated Definition:
-
A kind of derivatives delivery type.
-
Definition: Delivery means physically delivering the underlying asset on the agreed date. Term in an options or futures contract which requires the actual underlying asset to be delivered upon the specified delivery date, rather than being traded out with offsetting contracts.
Synonym:
- derivatives delivery squaring off
Model-Generated Definition:
-
A kind of derivatives delivery type.
-
Definition: Squaring off means taking a position opposite your initial one. For example, you square off the purchase of a gold futures contract by selling the identical contract.
Synonym:
- derivatives delivery type
Model-Generated Definition:
-
A kind of delivery method.
-
Definition: Type of delivery for a traded futures or options contract; the way in which a contract is settled in the event of expiry or exercise.
Synonym:
- derivatives exchange
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- even lot size any number of values of integer.
- open outcry any number of values of boolean.
-
Definition: Exchange where futures contracts and options on futures contracts are traded.
Synonym:
- derivatives listing
Model-Generated Definition:
-
A kind of security listing. A valid occurrence may have the following properties:
- is provided by any number of occurrences of options clearing entity or derivatives exchange.
-
Definition: A listing of an instrument on a derivatives exchange. The listing is a product of the individual exchange.
Synonym:
- derivatives price determination method
Model-Generated Definition:
-
A kind of method and price determination method.
-
Definition: Method by which prices are arrived at for derivatives securities (futures or options).
Synonym:
- derived price
Model-Generated Definition:
-
A kind of debt security price.
-
Definition: Any price which is derived from some other source or calculation rather than being the price at which something actually traded or was quoted.
Synonym:
- derived quantity
Model-Generated Definition:
-
A kind of quantity kind. A valid occurrence satisfies the following necessary condition:
- is derived from exactly one occurrence of base quantity.
-
Definition: a quantity kind, in a system of quantities, that is not a base quantity of the system but may be defined in terms of base quantities of the system
Synonym:
- derived unit
Model-Generated Definition:
-
A kind of measurement unit. A valid occurrence satisfies the following necessary condition:
- is derived from exactly one occurrence of base unit.
-
Definition: a measurement unit for a derived quantity
Synonym:
- designated contract market
Model-Generated Definition:
-
A kind of exchange.
-
Definition: an exchange, trading system, or platform that enables listing for trading futures or option contracts based on any underlying commodity, index or instrument
Synonym:
- detachment action
Model-Generated Definition:
-
A kind of securities combination or detachment.
-
Definition:
Synonym:
- detachment notification message
Model-Generated Definition:
-
Definition: Notification of separation of components that comprise a security - usually units comprised of warrants and bond or warrants and equity.
Synonym:
- determination event
Model-Generated Definition:
-
Definition: An Event in which some amount or other parameter is determined, independently of any other event in which that which was determined is put into use. For example, the event by which interest is determined, as distinct from the event by which interest is paid on a different date or time.
Synonym:
- determined date
Model-Generated Definition:
-
A kind of date and determined temporal thing.
-
Definition: Date determined by some means or method at some time in the future, such as by applying roll rules to a business calendar.
Synonym:
- determined temporal entity
Model-Generated Definition:
-
A kind of determined temporal thing and temporal entity. A valid occurrence satisfies the following necessary condition:
- determination at least one occurrence of temporal entity determination.
-
Definition:
Synonym:
- determined temporal thing
Model-Generated Definition:
-
A kind of temporal thing. A valid occurrence satisfies the following necessary condition:
- determination at least one occurrence of temporal thing determination method.
-
Definition:
Synonym:
- dialect
Model-Generated Definition:
-
A kind of language variant.
-
Definition: a language variant that is specific to a geographical region or speech community
Synonym:
- difference (from package /Imported Ontologies/Economic Indicators Ontology/difference)
Model-Generated Definition:
-
A kind of expression, quantity value, and statistical measure. A valid occurrence satisfies the following necessary condition:
- has argument exactly two occurrences of any type.
-
Definition: a quantity by which amounts differ; the remainder left after subtraction of one value from another
Synonym:
- difference (from package /Imported Ontologies/Math/difference)
Model-Generated Definition:
-
A kind of comparison.
-
Definition: The difference between two numerical parameters.
Synonym:
- Dimension
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- has vector any number of occurrences of Dimension Vector.
-
Definition:
Synonym:
- Dimension Vector
Model-Generated Definition:
-
Definition:
Synonym:
- direct consolidation
Model-Generated Definition:
-
A kind of entity ownership.
-
Definition: direct ownership recorded as accounting consolidation, by some party of some other formal organization
Synonym:
- direct expense
Model-Generated Definition:
-
A kind of expenditure.
-
Definition: Cost of Sales
Synonym:
- Direction
Model-Generated Definition:
-
Definition:
Synonym:
- dirty price
Model-Generated Definition:
-
A kind of debt security price. A valid occurrence satisfies the following necessary condition:
- dirty price includes at least one occurrence of accrued interest amount.
-
A valid occurrence may also have the following properties:
- days accrued any number of values of integer.
-
Definition:
Synonym:
- disbursed loan
Model-Generated Definition:
-
A kind of loan drawdown. A valid occurrence satisfies the following necessary conditions:
- has status at least one occurrence of loan payment status.
- has loan phase at least one occurrence of repayment phase.
-
A valid occurrence may also have the following properties:
- in default any number of values of boolean.
- is deferred any number of values of boolean.
- disbursement date any number of occurrences of date.
- loan status any number of occurrences of loan status.
-
Definition:
Synonym:
- disbursement response
Model-Generated Definition:
-
A kind of corporate action holder response.
-
Definition: Response by a holder to some choice of disbursement method, as offered by the issuer in some corporate action.
Synonym:
- disbursement response message
Model-Generated Definition:
-
A kind of holder response message. A valid occurrence satisfies the following necessary condition:
- conveys at least one occurrence of disbursement response.
-
Definition: Message conveying the response by a holder to some choice of disbursement method, as offered by the issuer in some corporate action.
Synonym:
- discharging event
Model-Generated Definition:
-
A kind of transaction business event. A valid occurrence satisfies the following necessary conditions:
- terminates at least one occurrence of economic commitment.
- triggers at least one occurrence of accounts ledger entry.
-
Definition: The event in which the
Synonym:
- disclosure message
Model-Generated Definition:
-
A kind of corporate event or action communication.
-
Definition: Disclosure of some fact or facts, by the holder of some security, as a result of some formal requirement imposed upon holders or beneficial owners under some applicable regulation.
Synonym:
- disclosure requirement
Model-Generated Definition:
-
A kind of consumer credit requirement.
-
Definition: Requirement for disclosure to borrowers or potential borrowers. There are two kinds of disclosure requirement: 1. Disclosure about the information held on the borrower 2. Disclsure about the product.
Synonym:
- discount curve to use
Model-Generated Definition:
-
A kind of curve to use.
-
Definition: This is a working note from ongoing reviews.
Synonym:
- discounted instrument yield
Model-Generated Definition:
-
A kind of debt instrument yield.
-
Definition: Yield quoted for a discount instrument. This is the ratio of the discount to the face value, divided by the period to maturity as a fraction of a year.
Synonym:
- Discounted Value
Model-Generated Definition:
-
A kind of Measured Value.
-
Definition:
Synonym:
- discrete physical thing
Model-Generated Definition:
-
A kind of physical item.
-
Definition: Some physical item with well defined physical extent.
Synonym:
- dispersion
Model-Generated Definition:
-
A kind of expression, quantity value, and statistical measure. A valid occurrence satisfies the following necessary conditions:
- applies to at least one occurrence of finite population.
- has observed value at least one occurrence of structured collection.
-
Definition: a measure of difference between the observed value of a variable and some other value
Synonym:
- dispersion leg
Model-Generated Definition:
-
A kind of realized variable leg. A valid occurrence satisfies the following necessary condition:
- defined as at least one occurrence of dispersion leg terms.
-
Definition:
Synonym:
- dispersion leg terms
Model-Generated Definition:
-
A kind of realized variable swap side terms.
-
Definition: Either leg of a Dispersion Swap. This is a structure defining one or other underlying component of a Dispersion Swap.
Synonym:
- dispersion swap contract
Model-Generated Definition:
-
A kind of swap.
-
Definition:
Synonym:
- dispersion swap index constituents leg terms
Model-Generated Definition:
-
A kind of dispersion leg terms. A valid occurrence satisfies the following necessary condition:
- has underlier at least one occurrence of set of equity index constituents observable.
-
Definition: The side of a dispersion swap where the underlying is a defined sub-set of an index, i.e. a set of constituents of that index.
Synonym:
- dispersion swap index leg terms
Model-Generated Definition:
-
A kind of dispersion leg terms. A valid occurrence satisfies the following necessary condition:
- has underlier at least one occurrence of equity index observable.
-
Definition: The side of a dispersion swap which has a particular index as its underlying. Further notes: This is a leg of a dispersion swap, which is defined by the index itself. This may be set against the other leg which is made up of a defined part of that index. Review comment: aren't really legs.
Synonym:
- dispersion swap transaction
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- has leg exactly two occurrences of dispersion leg.
-
Definition:
Synonym:
- dissemination
Model-Generated Definition:
-
A kind of underwriting process activity. A valid occurrence may have the following properties:
- dissemination decision date and time any number of occurrences of date time.
-
Definition:
Synonym:
- dissemination underwriter
Model-Generated Definition:
-
A kind of potential muni underwriter. A valid occurrence satisfies the following necessary condition:
- makes decision on at least one occurrence of dissemination.
-
Definition:
Synonym:
- distressed ratings downgrade
Model-Generated Definition:
-
A kind of obligation credit event.
-
Definition: The fact that the rating of the reference obligation is downgraded to a distressed rating level. Further notes: From a usage standpoint, this credit event is typically not applicable in case of RMBS trades. A credit event. FpML full definition: 'A credit event. Results from the fact that the rating of the reference obligation is downgraded to a distressed rating level. From a usage standpoint, this credit event is typically not applicable in case of RMBS trades.'
Synonym:
Model-Generated Definition:
-
A kind of fund share class unit. A valid occurrence may have the following properties:
- holder may reinvest any number of values of boolean.
-
Definition:
Synonym:
- distribution
Model-Generated Definition:
-
Definition:
Synonym:
- distribution method
Model-Generated Definition:
-
A kind of method.
-
Definition: The means by which monies or benefits accruing from the possession of something are distributed to the holders of that thing.
Synonym:
Model-Generated Definition:
-
A kind of commitment. A valid occurrence may have the following properties:
- has payment amount at most one occurrence of monetary amount.
- has distribution method at most one occurrence of dividend distribution method.
- has schedule at most one occurrence of dividend or share coupon schedule.
-
Definition: a commitment to distribute a portion of earnings to shareholders, prorated by class of security, to be paid in the form of money, shares, scrip, or on rare occasion, property
Synonym:
- dividend adjustment period
Model-Generated Definition:
-
A kind of date period.
-
Definition: A period used to calculate the Deviation between Expected Dividend and Actual Dividend in that Period.
Synonym:
- dividend conditions
Model-Generated Definition:
-
Definition: Conditions governing the payment of dividends to the receiver of the equity forward.
Synonym:
- dividend distribution
Model-Generated Definition:
-
A kind of share action and voluntary distribution. A valid occurrence satisfies the following necessary condition:
- available response at least one occurrence of disbursement response.
-
Definition: Any event relating to a dividend payment.
Synonym:
Model-Generated Definition:
-
A kind of convention.
-
Definition: the convention by which dividends are distributed, i.e., by payment of a monetary amount or by reinvestment, as specified by the board of directors at the time a decision to issue a dividend is made
Synonym:
- dividend distribution notification
Model-Generated Definition:
-
A kind of notification message.
-
Definition:
Synonym:
- dividend leg dividend period
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- has some dividend periods at least one occurrence of dividend period.
-
A valid occurrence may also have the following properties:
- fixed strike any number of occurrences of monetary amount.
-
Definition: A part of a Dividend Leg, which is the dividend period and the terms relating to this.
Synonym:
- dividend option
Model-Generated Definition:
-
A kind of dividend distribution.
-
Definition: Distribution of a dividend to shareholder with the choice of payment method. Shareholder must choose the form of payment - stock, cash, or both.
Synonym:
- dividend option notification
Model-Generated Definition:
-
A kind of dividend distribution notification.
-
Definition:
Synonym:
Model-Generated Definition:
-
A kind of payment schedule and regular schedule.
-
Definition: a payment schedule indicating the dates on which dividends or share coupon payments are due to be paid
Synonym:
- dividend period
Model-Generated Definition:
-
Definition: A dividend payment period.
Synonym:
- dividend reinvestment
Model-Generated Definition:
-
A kind of dividend distribution.
-
Definition: Dividend payment where cash dividend is rolled over into additional shares in the issuing company.
Synonym:
- dividend reinvestment notification
Model-Generated Definition:
-
A kind of dividend distribution notification.
-
Definition:
Synonym:
- dividend stream
Model-Generated Definition:
-
A kind of simple return stream. A valid occurrence satisfies the following necessary conditions:
- has underlier at least one occurrence of single share observable.
- has reference asset at least one occurrence of equity observable.
- has component at least one occurrence of dividend leg dividend period.
-
A valid occurrence may also have the following properties:
- special dividend terms applicable any number of values of boolean.
- material dividends applicable any number of values of boolean.
- declared cash dividend percentage any number of occurrences of percentage value.
- declared cash equivalent dividend percentage any number of occurrences of percentage value.
- has component at most one occurrence of special dividend leg term.
-
Definition: The Floating Payment Leg of a Dividend Swap. Swap dividend payment rates. Earlier notes this behaves very like a variance swap but instead of betting in pure variance you take a bet on dividend. What practically in one of these: The difference between th ereal life dividend and the one you think it should be. so I say it should bte 2% over the next 10 years, so I swap 2% for the actual dividend amount So then there is one single payment at the end which nets these up. So in the above example ... they are usually 3 month or 6 month contracts, so if for instance th edividend if quarterly, there might be 2 dividends where the difference is netted up at the end.for example. (Us 1/4ly usually , Eur 6 months). Depends on the company's articles of association etc. e.g. Unilever is 6 mo)/ Structurally, Div Swap corr Swap and Var Swap are structured similarly, with one strike at the beginning. Strike may be expressed in terms of the (price) variance (the variance of the returns) , the correlation between typically 2 underlyers. or the dividend for each of these three types of swap respectively. 17 march Dividend is a flow based on a share, so is this not the same as a Return Swap in that the dividend is the return on the dividend? Also recall that with stocks themselves, there is no comitment by the issuer to pay the dividends. FpML: 'Dividend leg.'; 'Floating Payment Leg of a Dividend Swap.'
Synonym:
- division
Model-Generated Definition:
-
A kind of organizational sub-unit.
-
Definition: a part of a company, such as a line of business, that may have separate accounting or reporting requirements
Synonym:
- DKK-CIBOR-DKNA13
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for DKK-CIBOR-DKNA13
Synonym:
- DKK-CIBOR-DKNA13-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for DKK-CIBOR-DKNA13-Bloomberg
Synonym:
- DKK-CIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for DKK-CIBOR-Reference Banks
Synonym:
- DKK-CIBOR2-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for DKK-CIBOR2-Bloomberg
Synonym:
- DKK-CIBOR2-DKNA13
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for DKK-CIBOR2-DKNA13
Synonym:
- DKK-CITA-DKNA14-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for DKK-CITA-DKNA14-COMPOUND
Synonym:
- DKK-DKKOIS-OIS-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for DKK-DKKOIS-OIS-COMPOUND
Synonym:
- document (from package /Imported Ontologies/Documents Ontology/document)
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is about at least one occurrence of any type.
-
Definition: something tangible that records something, such as a recording or a photograph, or a writing that can be used to furnish evidence or information
Synonym:
- document (from package /Imported Ontologies/Documentation/document)
Model-Generated Definition:
-
A kind of written information. A valid occurrence satisfies the following necessary conditions:
- has part at least one occurrence of written information.
- has status at least one occurrence of document status.
-
A valid occurrence may also have the following properties:
- document becomes document any number of occurrences of document.
-
Definition: An information deliverable created in the course of some business process, and with some lifecycle independent of its use to communicate the information therein.
Synonym:
- document information
Model-Generated Definition:
-
A kind of information. A valid occurrence satisfies the following necessary condition:
- about at least one occurrence of formal controlled document.
-
Definition: Information about a document which is not in the document.
Synonym:
- document status
Model-Generated Definition:
-
A kind of status.
-
Definition: Type or status of a document, specifically Draft or final. Not the same as versioning of a revision-controlled formal document.
Synonym:
- domestic ultimate parent
Model-Generated Definition:
-
A kind of total controlling interest company.
-
Definition: an organization that is recognized as the ultimate parent of a given company within the country or jurisdiction of incorporation; this relationship may or may not be present, i.e. in the case of a company that has no parent
Synonym:
- down
Model-Generated Definition:
-
A kind of Direction.
-
Definition:
Synonym:
- draft
Model-Generated Definition:
-
A kind of written contract.
-
Definition: A draft is a legally binding order by one party (the drawer) to a second party (the drawee) to make payment to a third party (the payee). A simple example is a bank check -which is simply an order directing a bank to pay a third party. The three parties don't have to be distinct. For example, someone might write himself a check as a simple means of transferring funds from one bank account to another. In this case, the drawer and payee are the same person. When a draft guarantees payment for goods in international trade, it is called a bill of exchange. A draft can require immediate payment by the second party to the third upon presentation of the draft. This is called a sight draft. Checks are sight drafts. In trade, drafts often are for deferred payment. An importer might write a draft promising payment to an exporter for delivery of goods with payment to occur 60 days after the goods are delivered. Such drafts are called time drafts. They are said to mature on the payment date. In this example, the importer is both the drawer and the drawee. Definition source: riskglossary.com
Synonym:
- draft contract
Model-Generated Definition:
-
A kind of draft document. A valid occurrence satisfies the following necessary condition:
- comes into effect as at least one occurrence of written contract.
-
Definition: A document which, once agreed to be such by some parties, may become a contract between those parties. Term origin:SR Modeling
Synonym:
- draft document
Model-Generated Definition:
-
A kind of document. A valid occurrence satisfies the following necessary conditions:
- hsa part at least one occurrence of draft document part.
- becomes formalized as at least one occurrence of formal document.
-
Definition: A document which is self identified as being a draft for a later formal iteration of this same document as a formal document, formal contract or other formal document.
Synonym:
- draft document part
Model-Generated Definition:
-
A kind of written information.
-
Definition: A section or component of a document that is in draft; this is later to to be a part of a formal document. Ahead of formal release of that document this part may be originated, reviewed or managed as a separate information deliverable.
Synonym:
- draft pass through termsheet
Model-Generated Definition:
-
A kind of security term sheet.
-
Definition: Draft of set of information defining the pass thorugh security terms. These will eventually become the contractual terms of the instrument. Term origin:MBS PoC Reviews
Synonym:
- draft tranche notes parameters
Model-Generated Definition:
-
A kind of draft document part.
-
Definition: Draft of set of information defining the notes breakdown of one tranche. covers denominations and amounts that you can byu of the instrument in this tranche. Term origin:MBS PoC Reviews
Synonym:
- draft tranche structure
Model-Generated Definition:
-
A kind of draft document part.
-
Definition: Draft of set of information defining the tranches in the tranched issue and how these relate to one another. Term origin:MBS PoC Reviews
Synonym:
- draft tranche termsheet
Model-Generated Definition:
-
A kind of security term sheet.
-
Definition: Draft of set of information defining one tranche of a tranched issue. This will become the termsheet of an individual tranche within that issue. Term origin:MBS PoC Reviews
Synonym:
- draw up offering memorandum (from package /Imported Ontologies/PrivateLabelMBSIssuance/draw up offering memorandum)
Model-Generated Definition:
-
A kind of issuance process activity.
-
Definition:
Synonym:
- draw up offering memorandum (from package /Imported Ontologies/AgencyMBSIssuance/draw up offering memorandum)
Model-Generated Definition:
-
A kind of issuance process activity.
-
Definition:
Synonym:
- draw up termsheet
Model-Generated Definition:
-
A kind of issuance process activity.
-
Definition:
Synonym:
- draw up tranche termsheets
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:
- requires at least one occurrence of non agency mortgage pool.
-
Definition:
Synonym:
- drawee
Model-Generated Definition:
-
A kind of payer. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party that is required to pay the amount stated on the bill of exchange to the payee
Synonym:
- drawer
Model-Generated Definition:
-
A kind of obligee. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party that requires the drawee to pay a third party (or the drawer can be paid by the drawee)
Synonym:
- drawing
Model-Generated Definition:
-
A kind of debt security action.
-
Definition: Redemption in part before the scheduled final maturity date of a security.
Synonym:
- drawing rights purpose
Model-Generated Definition:
-
A kind of loan purpose.
-
Definition:
Synonym:
- driver's license
Model-Generated Definition:
-
A kind of identity document.
-
Definition: an official document which states that a person may operate a motorized vehicle, such as a motorcycle, car, truck or a bus, on a public roadway
Synonym: driving licence
- duration (from package /Imported Ontologies/Financial Dates Ontology/duration)
Model-Generated Definition:
-
A kind of time interval. A valid occurrence may have the following properties:
- has duration value any number of values of string.
-
Definition: an interval of time of some specific length
Synonym:
- duration (from package /Imported Ontologies/Time/duration)
Model-Generated Definition:
-
Definition: A length of time, whether known or unknown
Synonym:
- duration analytic
Model-Generated Definition:
-
A kind of debt instrument analytical parameter. A valid occurrence satisfies the following necessary condition:
- makes reference to at least one occurrence of debt instrument yield.
-
Definition: Weighted average time to receipt of all the payments.
Synonym:
- duration description
Model-Generated Definition:
-
A kind of temporal measure. A valid occurrence satisfies the following necessary condition:
- denominated in at least one occurrence of temporal unit.
-
A valid occurrence may also have the following properties:
- multiplier any number of values of decimal.
-
Definition: The description of a Duration in terms of numbers of days, hours, years etc.
Synonym:
- duration description in calendar days
Model-Generated Definition:
-
A kind of duration description in calendar temporal unit. A valid occurrence satisfies the following necessary condition:
- has calendar denomination at least one occurrence of calendar day.
-
A valid occurrence may also have the following properties:
- number of days any number of values of integer.
-
Definition:
Synonym:
- duration description in calendar temporal unit
Model-Generated Definition:
-
A kind of duration description. A valid occurrence satisfies the following necessary condition:
- has calendar denomination at least one occurrence of calendar temporal unit.
-
Definition: Duration Description for Durations that are denominated in Days, Months and Years only (these may be calendar days or business days).
Synonym:
- duration determination
Model-Generated Definition:
-
A kind of temporal measure determination.
-
Definition:
Synonym:
- duration determination in days
Model-Generated Definition:
-
A kind of duration determination.
-
Definition:
Synonym:
- dutch auction
Model-Generated Definition:
-
A kind of third party corporate action.
-
Definition: Similar to a tender offer, a Dutch auction is an action by a party wishing to acquire a particular security. Current holders of the targeted security are invited to make an offer in which they would be willling to sell their holdings. UPDATE THIS DEFINITION: Similar to a tender offer, a Dutch auction is the result of an action by a third party wishing to acquire a particular security. Current holders of the targeted security are invited (and given a message by the issuer) to make an offer in which they would be willling to sell their holdings. OR It might also represent a separate scenario where third parties do this, as per the original SWIFT defition. You can only go to the Registrar which would the other scenario impossible. Agents and Registrars: The issue issuer os the company which issued the shares (as modeled); Most companies don't interact directly with the market to find out who they need to disseminate the info to. They can, but more likely the employ "Issuers Agent". That provides one point of contact from the organization. That agent handles all coms with the Registrars, and to the news wires etc., to disseminate the corporate action. Context: CAE only, or in the context of the Issue? When you issue the security you nominate an Agent, in the prospectus, there is specified an Issuing Agent. This is the one that does these things. Usually a merchant bank etc. in the old days. This is who will have directly facilitated that direct market engagement. Next question: This is part of going public, so these agents are appointed as part of going public.
Synonym:
- dutch auction notification
Model-Generated Definition:
-
A kind of third party formal offer notification.
-
Definition: Notification of a Dutch auction, that is an action by a party wishing to acquire a particular security. Under the terms of this offer, current holders of the targeted security are invited to make an offer in which they would be willling to sell their holdings.
Synonym:
- duty
Model-Generated Definition:
-
A kind of legal construct.
-
Definition: some obligation which exists and is imposed on some individual
Synonym:
- dwelling capacity
Model-Generated Definition:
-
A kind of classifier.
-
Definition: a category indicating how many dwellings some property has
Synonym:
- E
-
- e d m council convention
Model-Generated Definition:
-
A kind of industry model convention.
-
Definition:
Synonym:
Model-Generated Definition:
-
A kind of security price. A valid occurrence satisfies the following necessary condition:
- reflects at least one occurrence of (Unnamed Class).
-
Definition: The amount that is paid for an option. That's for the whole contract. Units: The premium is a monetary amount; the rate is a percentage.
Synonym:
- early exercise commitment
Model-Generated Definition:
-
A kind of option writer commitment.
-
Definition: The commitment to exercise the option ahead of the expiry date under given conditions as laid out in the Barrier Feature terms of the Option contract.
Synonym:
- early termination
Model-Generated Definition:
-
A kind of contractual commitment. A valid occurrence satisfies the following necessary conditions:
- has early termination date at least one occurrence of date.
- has expiration date at least one occurrence of explicit date.
-
Definition: termination of an agreement for any reason prior to its expiration date
Synonym:
- economic agreement
Model-Generated Definition:
-
A kind of mutual contractual agreement. A valid occurrence satisfies the following necessary conditions:
- confers at least one occurrence of economic commitment.
- has party in role at least one occurrence of transaction party.
- economic agreement governs transaction at least one occurrence of economic transaction.
-
Definition:
Synonym:
- economic commitment
Model-Generated Definition:
-
A kind of mutual commitment. A valid occurrence satisfies the following necessary conditions:
- is conferred by at least one occurrence of economic agreement.
- made by at least one occurrence of transaction party.
-
Definition: Some Commitment which forms part of the subject of some Transaction, being an undertaking by one or other of the parties to the transaction, extended to the other party to that same transaction.
Synonym:
- economic context
Model-Generated Definition:
-
Definition:
Synonym:
- economic contract
Model-Generated Definition:
-
A kind of mutual contractual agreement. A valid occurrence satisfies the following necessary conditions:
- has contractual element at least one occurrence of economic contract commitment.
- embodies at least one occurrence of contractual economic agreement.
-
A valid occurrence may also have the following properties:
- establishes contractual economic commitment any number of occurrences of contractual economic commitment.
-
Definition: A contract relating to and governing an economic transaction between two parties.
Synonym:
- economic contract commitment
Model-Generated Definition:
-
A kind of contractual commitment. A valid occurrence satisfies the following necessary condition:
- sets out contractual economic commitment at least one occurrence of contractual economic commitment.
-
Definition: Terms underlying the contract for a transaction.
Synonym:
- economic indicator
Model-Generated Definition:
-
A kind of statistical measure. A valid occurrence satisfies the following necessary conditions:
- has coverage area at least one occurrence of statistical area.
- has reporting period exactly one occurrence of explicit date period.
- has indicator value exactly one occurrence of quantity value.
-
A valid occurrence may also have the following properties:
- has periodicity any number of occurrences of recurrence interval.
- has series origin any number of occurrences of date.
-
Definition: a statistical measure of economic activity that is regular and comparable in the context of a statistical area (region), used for analysis of economic performance and predictions of future performance
Synonym:
- economic indicator publisher
Model-Generated Definition:
-
A kind of statistical information publisher. A valid occurrence satisfies the following necessary conditions:
- has identity at least one occurrence of government body.
- publishes at least one occurrence of economic news release.
-
Definition: a statistical information publisher that publishes economic news, including economic indicators
Synonym:
- economic news release
Model-Generated Definition:
-
A kind of publication. A valid occurrence satisfies the following necessary condition:
- involves at least one occurrence of economic indicator.
-
Definition: published statistical information that is about economic indicators and possibly other economic news
Synonym:
- economic rate observable
Model-Generated Definition:
-
A kind of rate-based observable. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of economic indicator.
-
Definition: a rate-based observable that is specifically an economic indicator
Synonym:
- economic rate-based derivative instrument
Model-Generated Definition:
-
A kind of rate-based derivative instrument. A valid occurrence satisfies the following necessary condition:
- has underlier at least one occurrence of economic rate observable.
-
Definition: a rate-based derivative whose underlier is an economic indicator
Synonym:
- economic resource
Model-Generated Definition:
-
A kind of Reference Material. A valid occurrence satisfies the following necessary conditions:
- defined in context of at least one occurrence of economic transaction.
- takes material form at least one occurrence of any type.
-
Definition: Anything that can bought sold or exchanged.
Synonym:
- economic transaction
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- subject at least two occurrences of economic resource.
- transaction embodies economic agreement at least one occurrence of economic agreement.
- transacted under at least one occurrence of economic contract commitment.
-
A valid occurrence may also have the following properties:
- has transaction component any number of occurrences of transaction event.
- has transaction party any number of occurrences of transaction party.
-
Definition: Some exchange of some items of economic value between two parties (economic agents).
Synonym:
- economic value
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is value of at least one occurrence of asset.
-
Definition:
Synonym:
- edge corporation
Model-Generated Definition:
-
A kind of financial service provider. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of corporation.
-
Definition: a corporation chartered by the Federal Reserve to engage in international banking and financial operations
Synonym:
- effective duration
Model-Generated Definition:
-
A kind of duration analytic.
-
Definition:
Synonym:
- effective yield
Model-Generated Definition:
-
A kind of debt instrument yield.
-
Definition:
Synonym:
- electricity commodity
Model-Generated Definition:
-
A kind of energy commodity.
-
Definition: Electricity as a commodity.
Synonym:
- electronic funds transfer service
Model-Generated Definition:
-
A kind of financial service.
-
Definition: a service involving any transfer of funds other than a transaction involving a paper instrument, that is initiated through an electronic terminal, telephone, or computer and that orders or authorizes a financial institution to debit or credit an account
Synonym: wire transfer service
- electronic price determination method
Model-Generated Definition:
-
A kind of derivatives price determination method.
-
Definition: Other price determination method. More information required.
Synonym:
- email address
Model-Generated Definition:
-
A kind of virtual address.
-
Definition: a virtual address for communication via email
Synonym:
- emancipated minor
Model-Generated Definition:
-
A kind of minor.
-
Definition: a minor who is allowed to conduct a business or any other occupation on his or her own behalf or for their own account outside the control of a parent or guardian
Synonym:
- employed population
Model-Generated Definition:
-
A kind of civilian labor force.
-
Definition: a subset of the civilian labor force considered to be employed during the reporting period
Synonym:
- employment situation establishment survey
Model-Generated Definition:
-
A kind of employment situation survey. A valid occurrence satisfies the following necessary condition:
- has context at least one occurrence of establishment.
-
Definition: a survey conducted on a regular basis that presents analytical information related to the labor force of a given statistical area, surveyed with respect to businesses, and is, for the most part, seasonally adjusted
Synonym:
- employment situation household survey
Model-Generated Definition:
-
A kind of employment situation survey. A valid occurrence satisfies the following necessary condition:
- has context at least one occurrence of household.
-
Definition: a survey conducted on a regular basis that presents analytical information related to the labor force of a given statistical area, surveyed with respect to households, and is, for the most part, seasonally adjusted
Synonym:
- employment situation survey
Model-Generated Definition:
-
A kind of current employment statistics and current population survey.
-
Definition: a survey conducted on a regular basis that presents analytical information focused on the employment characteristics of a given statistical area
Synonym:
- employment status
Model-Generated Definition:
-
Definition: Possible employment statuses for adult human beings.
Synonym:
- employment-population ratio
Model-Generated Definition:
-
A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:
- has argument exactly one occurrence of employed population.
- has argument exactly one occurrence of civilian non-institutional population.
- applies to at least one occurrence of employed population.
- has indicator value exactly one occurrence of ratio value.
-
Definition: an economic indicator representing the ratio of the employed population with respect to the overall civilian non-institutional population of a given economy for some specified period
Synonym:
- end of day price
Model-Generated Definition:
-
A kind of security price.
-
Definition:
Synonym:
- end of the month
Model-Generated Definition:
-
A kind of business recurrence interval.
-
Definition: a business recurrence interval that indicates the last day of a calendar month, regardless of the length of that month
Synonym:
- end-of-day market rate
Model-Generated Definition:
-
A kind of market rate.
-
Definition: a measure of the price level (value) of a given market rate of the end of the business day for a specific date
Synonym:
- Energy
Model-Generated Definition:
-
A kind of Multi Dimensional Property.
-
Definition:
Synonym:
- energy commodity
Model-Generated Definition:
-
A kind of negotiable commodity.
-
Definition: A commodity which relates to the provision or distribution of energy.
Synonym:
- energy flows delivery
Model-Generated Definition:
-
A kind of energy physical delivery.
-
Definition: Financial Transmission Rights.
Synonym:
- energy physical delivery
Model-Generated Definition:
-
A kind of commodity physical delivery.
-
Definition: Delivery of oil, gas and electricity.
Synonym:
- energy transmission rights
Model-Generated Definition:
-
A kind of energy commodity.
-
Definition: Rights to the transmission of power across an electricity distribution network.
Synonym:
- enterprise
Model-Generated Definition:
-
A kind of functional business entity and institutional unit. A valid occurrence satisfies the following necessary conditions:
- has constituent at least one occurrence of establishment.
- has identity at least one occurrence of legal person.
- applies to at least one occurrence of (Unnamed Class).
- is classified by at least one occurrence of industry sector classifier.
-
Definition: a functional business entity that produces and/or sells goods or services
Synonym:
- enterprise population
Model-Generated Definition:
-
A kind of statistical universe. A valid occurrence satisfies the following necessary condition:
- has member at least one occurrence of enterprise.
-
Definition: a statistical universe consisting of enterprises designed for the purposes of supporting surveys such as those used as the basis for employment and producer price indices
Synonym:
- entire call
Model-Generated Definition:
-
A kind of call event.
-
Definition:
Synonym:
- entire or partial call choice
Model-Generated Definition:
-
Definition:
Synonym:
- entitlement
Model-Generated Definition:
-
A kind of derivative instrument and security.
-
Definition: a financial instrument that provides the holder the privilege to subscribe to or to receive specific assets on terms specified
Synonym: right
- entity controlling party
Model-Generated Definition:
-
A kind of controlling party. A valid occurrence may have the following properties:
- has degree of control any number of occurrences of degree of control.
- has nature of control any number of occurrences of de facto control.
-
Definition: Some party which is able to direct the activities of some business entity.
Synonym:
- entity credit event
Model-Generated Definition:
-
A kind of credit event. A valid occurrence satisfies the following necessary condition:
- pertains to at least one occurrence of formal organization.
-
Definition: Some Credit Event which is defined with reference to the Reference Entity.
Synonym:
- entity expiration reason
Model-Generated Definition:
-
A kind of code element.
-
Definition: code for the reason that a legal entity ceased to exist and/or operate
Synonym:
- entity legal form
Model-Generated Definition:
-
A kind of classifier. A valid occurrence satisfies the following necessary conditions:
- classifies at least one occurrence of legal person.
- applies in at least one occurrence of jurisdiction.
- has definition at least one occurrence of entity legal form scheme.
-
Definition: a classifier for a legal entity that indicates the nature of that entity as defined from a legal or regulatory perspective, in the jurisdiction in which it was established
Synonym:
- entity legal form identifier
Model-Generated Definition:
-
A kind of code element. A valid occurrence satisfies the following necessary conditions:
- has definition at least one occurrence of entity legal form scheme.
- identifies exactly one occurrence of entity legal form.
-
Definition: a code that uniquely identifies an entity legal form as defined in ISO 20275
Synonym:
- entity legal form registry
Model-Generated Definition:
-
A kind of registry. A valid occurrence satisfies the following necessary condition:
- has registry entry at least one occurrence of entity legal form registry entry.
-
Definition: a registry for registering and maintaining information about the legal forms that are valid for business entities for a particular jurisdiction following the ISO 20275 standard
Synonym:
- entity legal form registry entry
Model-Generated Definition:
-
A kind of registry entry. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of entity legal form identifier.
-
Definition: an entry in an entity legal form registry that conforms to ISO 20275 and the Global Legal Entity Identifier Foundation (GLEIF) Entity Legal Form (ELF) code structure
Synonym:
- entity legal form scheme
Model-Generated Definition:
-
A kind of classification scheme and code set. A valid occurrence satisfies the following necessary condition:
- defines at least one occurrence of entity legal form identifier.
-
Definition: a scheme that specifies the elements of an unambiguous identifier for the entity legal forms that are sanctioned in a given jurisdiction as defined in ISO 20725
Synonym:
- entity owner
Model-Generated Definition:
-
A kind of owner. A valid occurrence satisfies the following necessary condition:
- holds equity in at least one occurrence of owners' equity.
-
Definition: a party that has some ownership interest in some entity
Synonym:
- entity ownership
Model-Generated Definition:
-
A kind of ownership. A valid occurrence satisfies the following necessary conditions:
- has owned entity at least one occurrence of (Unnamed Class).
- has owning entity at least one occurrence of legal person.
- is classified by exactly one occurrence of relationship status.
-
A valid occurrence may also have the following properties:
- is conferred by any number of occurrences of owners' equity or contract.
- is qualified by any number of occurrences of relationship qualifier.
-
Definition: ownership by some party of an interest in some non-governmental formal organization
Synonym:
- entity ownership context
Model-Generated Definition:
-
A kind of ownership.
-
Definition: the context of ownership by some party of an interest in some formal organization
Synonym:
- entity status
Model-Generated Definition:
-
A kind of lifecycle stage.
-
Definition: a lifecycle stage indicating the operational and/or legal status of an entity as specified in a given business registry for that entity
Synonym:
- entity validation level
Model-Generated Definition:
-
A kind of code element.
-
Definition: code for the level of validation performed by the GLEIF or LOU with respect to the reference data provided by the registrant
Synonym:
- equal treatment right
Model-Generated Definition:
-
A kind of borrower right.
-
Definition: The right to equal treatment under the law.
Synonym:
- equities basket constituent
Model-Generated Definition:
-
A kind of equity instrument and securities basket constituent. A valid occurrence may have the following properties:
- number of shares any number of values of integer.
- is played by at least one occurrence of (Unnamed Class).
-
Definition: an equity instrument that is a component of a basket of equities
Synonym:
- equities basket index constituent
Model-Generated Definition:
-
A kind of basket Of indices constituent and equity reference index.
-
Definition: An index which makes up a part of a Basket.
Synonym:
- equities mixed basket
Model-Generated Definition:
-
A kind of mixed basket. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of (Unnamed Class).
-
Definition: A basket which has a mix of constituents which are shares and equity indices.
Synonym:
- equities single name basket
Model-Generated Definition:
-
A kind of basket of equities. A valid occurrence satisfies the following necessary condition:
- has constituent at least two occurrences of equities basket constituent.
-
Definition: A basket of securities consisting only of equities securities (publicly issued and traded shares).
Synonym:
- equities statistical price
Model-Generated Definition:
-
A kind of financial instrument analytical parameter and price analytic. A valid occurrence satisfies the following necessary condition:
- refers to at least one occurrence of composite market.
-
A valid occurrence may also have the following properties:
- applicable period any number of occurrences of date period.
-
Definition: Analytics about prices, as determined by markets, exchanges or data providers.
Synonym:
- equity
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- takes form any number of occurrences of monetary amount.
-
Definition: the excess of asset value over liabilities
Synonym: net worth
- equity announcement
Model-Generated Definition:
-
A kind of information.
-
Definition:
Synonym:
- equity apportionment terms set
Model-Generated Definition:
-
A kind of contractual commitment.
-
Definition: contract terms defining the apportionment of equity for some formal business organization.
Synonym:
- equity asset
Model-Generated Definition:
-
A kind of security holding. A valid occurrence may have the following properties:
- has identity any number of occurrences of share.
-
Definition: The holding of equity securities in a portfolio.
Synonym:
- equity basket
Model-Generated Definition:
-
A kind of basket. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of (Unnamed Class).
-
Definition: Any basket of equity consituents. This may be a basket of shares, of equity indices or a basket which is mixture of both.
Synonym:
- equity basket observable
Model-Generated Definition:
-
A kind of equity observable.
-
Definition:
Synonym:
- equity basket option annex
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- defines at least two occurrences of equities basket constituent.
- specifies composition of at least one occurrence of equities single name basket.
-
Definition: An annex to an Equities Basket Option, setting out in detail the composition of the Basket.
Synonym:
- equity basket option o t c contract
Model-Generated Definition:
-
A kind of equity option o t c contract. A valid occurrence satisfies the following necessary conditions:
- has annex at least one occurrence of equity basket option annex.
- underlying at least one occurrence of equity basket observable.
-
A valid occurrence may also have the following properties:
- nearest index provision any number of values of boolean.
-
Definition:
Synonym:
- equity claim
Model-Generated Definition:
-
A kind of r e a claim.
-
Definition: Needs to be unpicked Equity represents ownership in some venture. You own a piece of the assets of the venture, which gives you a claim on those assets. there is parallel to the discharging of obligations and rights in a transaction, in there here, the obligation/right continues to exist until or unless the venture is wound up.
Synonym:
Model-Generated Definition:
-
A kind of conversion terms. A valid occurrence satisfies the following necessary conditions:
- specifies conversion into at least one occurrence of security.
- specifies conversion date at least one occurrence of date.
-
Definition: conversion terms specifying the details regarding conversion of shares into other securities
Synonym:
- equity correlation swap contract
Model-Generated Definition:
-
A kind of equity derivative contract and statistical swap contract. A valid occurrence satisfies the following necessary condition:
- has underlier at least one occurrence of equity observable.
-
Definition: no definition FpML (unusable): A correlation swap.
Synonym:
- equity demutualization process
Model-Generated Definition:
-
A kind of securities issuance process.
-
Definition:
Synonym:
- equity derivative contract
Model-Generated Definition:
-
A kind of asset derivative contract. A valid occurrence satisfies the following necessary condition:
- has underlier at least one occurrence of equity observable.
-
Definition:
Synonym:
- equity dividend swap
Model-Generated Definition:
-
A kind of equity derivative contract and swap. A valid occurrence satisfies the following necessary condition:
- has underlier at least one occurrence of equity observable.
-
Definition: No definition FpML: Specifies the structure of the dividend swap transaction supplement.
Synonym:
- equity exchange published price
Model-Generated Definition:
-
A kind of share price. A valid occurrence may have the following properties:
- depth of order book any number of values of integer.
- applicable trading period any number of occurrences of exchange trading session.
- trading date any number of occurrences of date.
- published by any number of occurrences of any type.
-
Definition: A price determined by and published by an exchange, based on some parameters applied to actual prices of trades or offers on that exchange during the present day or to the present time. Question: do the ECNs have all these as well? Note that some of these kinds of price (e.g. High Low), may also exist for the Market as a whole - these are a separate meaning.
Synonym:
- equity forward buyer
Model-Generated Definition:
-
A kind of forward contract buyer.
-
Definition: The party that buys this forwward contract, that is the party which pays for this instrument and receives the rights defined by it.
Synonym:
- equity forward cash settlement
Model-Generated Definition:
-
A kind of forward cash settlement terms set. A valid occurrence may have the following properties:
- settlement method election any number of values of string.
- price source any number of values of string.
-
Definition:
Synonym:
- equity forward contract
Model-Generated Definition:
-
A kind of equity derivative contract and forward contract. A valid occurrence satisfies the following necessary conditions:
- has method of adjustment at least one occurrence of forward contract adjustment method.
- has conditions at least one occurrence of dividend conditions.
- has seller at least one occurrence of equity forward seller.
- has buyer at least one occurrence of equity forward buyer.
- establishes at least one occurrence of equity forward delivery commitment.
- dividend adjustment at least one occurrence of dividend adjustment period.
- has underlier at least one occurrence of equity observable.
-
Definition: Definition needed
Synonym:
- equity forward delivery commitment
Model-Generated Definition:
-
A kind of forward delivery commitment.
-
Definition: The commitment to deliver an equity underlying at the maturity of an OTC Equity Forward contract.
Synonym:
- equity forward seller
Model-Generated Definition:
-
A kind of forward contract seller.
-
Definition: The party that sells or writes this forward instrument, that is the party which grants the rights defined by this instrument and in return receives a payment for it.
Synonym:
- equity forward transaction
Model-Generated Definition:
-
A kind of forward transaction. A valid occurrence satisfies the following necessary conditions:
- embodies at least one occurrence of equity forward contract.
- side at least one occurrence of security forward delivery.
- side at least one occurrence of equity forward cash settlement.
-
Definition: A transaction in which one party commits at the present to delivery of an equity security or securities or cash equivalent in the future.
Synonym:
- equity fund
Model-Generated Definition:
-
A kind of fund. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of equity portfolio.
-
Definition: A fund which invests in at least 85% shares.
Synonym:
- equity future
Model-Generated Definition:
-
A kind of equity derivative contract and financial future.
-
Definition: A Futures instrument which is based on an equity security or securities, specifically a publicly issued and traded share.
Synonym:
Model-Generated Definition:
-
A kind of underlying on future. A valid occurrence satisfies the following necessary condition:
- identity at least one occurrence of publicly traded share.
-
Definition: A share which is the underlying of an Equities Future contract.
Synonym:
- equity future standardized terms set
Model-Generated Definition:
-
A kind of financial future standardized terms set. A valid occurrence may have the following properties:
- contract size any number of values of integer.
-
Definition: A set of standard terms for equity futures contracts, as set out by the derivatives exchange. Equity Futures contracts issued by and traded on that exchange will take on these terms or override them.
Synonym:
- equity i p o process
Model-Generated Definition:
-
A kind of registered security issuance process.
-
Definition:
Synonym:
- equity index observable
Model-Generated Definition:
-
A kind of equity observable.
-
Definition:
Synonym:
- equity index option o t c contract
Model-Generated Definition:
-
A kind of equity option o t c contract. A valid occurrence satisfies the following necessary condition:
- underlying at least one occurrence of equity index observable.
-
A valid occurrence may also have the following properties:
- contract multiplier any number of values of decimal.
-
Definition: An option in which the underlyer is an equity index.
Synonym:
- equity index option strike terms set
Model-Generated Definition:
-
A kind of equity option exercise terms set. A valid occurrence satisfies the following necessary condition:
- includes specification at least one occurrence of percentage strike price specification.
-
Definition: The strike price in respect of an index option transaction, is the level of the relevant index specified or otherwise determined in the transaction; This can be expressed either as a percentage of notional amount or as an absolute value.
Synonym:
- equity index option underlying
Model-Generated Definition:
-
A kind of underlying on option. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of equity reference index.
-
Definition: The inderlying of the equity index option, which is a reference index consisting of shares.
Synonym:
- equity instrument
Model-Generated Definition:
-
A kind of security.
-
Definition: a financial instrument representing an ownership interest in an entity or pool of assets
Synonym:
- equity linked bond
Model-Generated Definition:
-
A kind of variable coupon bond.
-
Definition: A bond where the bond is based on the return on an equity over time i.e. the price and dividend payments i.e. the total return (similar to total return swaps).
Synonym:
- equity o t c basket option transaction
Model-Generated Definition:
-
A kind of equity o t c option transaction.
-
Definition:
Synonym:
- equity o t c option transaction
Model-Generated Definition:
-
A kind of optional underlying transaction and OTC derivative transaction.
-
Definition: A transaction which is defined in an equity options contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the purchase or sale of the equity underlying or some cash equivalent thereof, as defined in the option contract.
Synonym:
- equity observable
Model-Generated Definition:
-
A kind of asset underlier. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of (Unnamed Class).
-
Definition: An equity underlying component, which can be either a single equity asset, an equity index, or a custom basket of equity assets.
Synonym:
- equity option
Model-Generated Definition:
-
A kind of equity derivative contract and exchange traded option contract. A valid occurrence satisfies the following necessary condition:
- has exercise terms at least one occurrence of stock option exercise terms set.
-
A valid occurrence may also have the following properties:
- has underlying any number of occurrences of equity option underlying.
-
Definition: Equity options are the most common type of equity derivative. They provide the right, but not the obligation to trade a quantity of stock at a set price at a future time.
Synonym:
- equity option call transaction
Model-Generated Definition:
-
A kind of equity o t c option transaction and option call transaction.
-
Definition: A transaction which is defined in an equity options contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the purchase of the equity underlying or some cash equivalent thereof, as defined in the option contract.
Synonym:
- equity option entitlement
Model-Generated Definition:
-
A kind of contractual right.
-
Definition: The entitlements to the holder, comprised in an option contract or transaction supplement. FpML: 'The number of shares per option comprised in the option transaction supplement.' In FpML this is an either / or: Either a whole number representing the number of shares per option, or a multiplier to be applied to an index underlyer (and, presumably, a basket underlyer)
Synonym:
- equity option exercise terms set
Model-Generated Definition:
-
A kind of option exercise time terms.
-
Definition: Contractual terms setting out the price or level at which the Equity option is to be struck.
Synonym:
- equity option o t c contract
Model-Generated Definition:
-
A kind of equity derivative contract and o t c option contract. A valid occurrence satisfies the following necessary conditions:
- underlying at least one occurrence of equity observable.
- defines optional at least one occurrence of equity o t c option transaction.
- has relevant jurisdiction at least one occurrence of jurisdiction.
-
A valid occurrence may also have the following properties:
- exchange lookalike any number of values of boolean.
- novation allowable any number of values of boolean.
- novation required any number of values of boolean.
- number of options any number of values of decimal.
- has local jurisdiction at most one occurrence of jurisdiction.
- notional amount any number of occurrences of monetary amount.
- may specify at most one occurrence of exchange traded option contract.
-
Definition: Definition needed
Synonym:
- equity option put transaction
Model-Generated Definition:
-
A kind of equity o t c option transaction and option put transaction.
-
Definition: A transaction which is defined in an equity options contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the sale of the equity underlying or some cash equivalent thereof, as defined in the option contract.
Synonym:
- equity option underlying
Model-Generated Definition:
-
A kind of underlying on option. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of publicly traded share.
-
Definition: The equity security that must be delivered when the option contract is exercised.
Synonym:
- equity portfolio
Model-Generated Definition:
-
A kind of fund portfolio.
-
Definition: A portfolio which has at least 85% exposure to shares.
Synonym:
- equity position
Model-Generated Definition:
-
A kind of position. A valid occurrence satisfies the following necessary condition:
- is held by exactly one occurrence of (Unnamed Class).
-
A valid occurrence may also have the following properties:
- indicates number of shares any number of values of decimal.
- has owned thing at least one occurrence of (Unnamed Class).
- has owning party any number of occurrences of shareholder.
-
Definition: a position in an equity instrument
Synonym:
- equity price quotation method
Model-Generated Definition:
-
A kind of method.
-
Definition: How a price is quoted.
Synonym:
- equity reference index
Model-Generated Definition:
-
A kind of reference index. A valid occurrence satisfies the following necessary condition:
- is based on at least one occurrence of basket of equities.
-
Definition: a benchmark or reference index the constituents of which are exclusively equity securities
Synonym:
- Equity Release
Model-Generated Definition:
-
A kind of mortgage loan purpose.
-
Definition:
Synonym:
- equity return swap contract
Model-Generated Definition:
-
A kind of equity derivative contract and return swap contract. A valid occurrence satisfies the following necessary condition:
- has underlier at least one occurrence of equity observable.
-
Definition: No definition FpML has no distinct product type for this, instead the schema for Return Swaps has content which is an Equity Swap Transaction Supplement.
Synonym:
- equity security delivery
Model-Generated Definition:
-
A kind of underlying security delivery.
-
Definition:
Synonym:
- equity stake in fund
Model-Generated Definition:
-
A kind of stake in fund. A valid occurrence satisfies the following necessary condition:
- defines relationship with at least one occurrence of fund legal form.
-
Definition: A stake held in a fund by way of a Share Class Unit.
Synonym:
- equity underwriting issuance process
Model-Generated Definition:
-
A kind of registered security issuance process.
-
Definition:
Synonym:
- equity valuation
Model-Generated Definition:
-
A kind of underlying valuation. A valid occurrence satisfies the following necessary condition:
- undertaken by at least one occurrence of equity valuation calculation agent.
-
Definition: The act of valuation of an equity underlying (share, basket or index) during the life of an OTC equity option or forward.
Synonym:
- equity valuation calculation agent
Model-Generated Definition:
-
A kind of calculation agent.
-
Definition: The entity which carries out the valuation of an asset underlying an equity forward or option, or from which the valuation of the underlying is to be taken.
Synonym:
- equity variance swap contract
Model-Generated Definition:
-
A kind of equity derivative contract and statistical swap contract. A valid occurrence satisfies the following necessary condition:
- has underlier at least one occurrence of equity observable.
-
Definition: no definition FpML (unusable): Specifies the structure of a variance swap.
Synonym:
- equity-based de jure control
Model-Generated Definition:
-
A kind of constitutional de jure control.
-
Definition: De Jure controlling interest in an entity which is based on the holding of some form of equity in that entity.
Synonym:
- equivalent life analytic
Model-Generated Definition:
-
A kind of life analytic. A valid occurrence satisfies the following necessary conditions:
- derived using at least one occurrence of partial calls estimation model.
- refers to at least one occurrence of bond with partial call.
-
A valid occurrence may also have the following properties:
- equivalent life value any number of occurrences of duration.
-
Definition:
Synonym:
- equivalent yield calculation method
Model-Generated Definition:
-
A kind of relative yield calculation method. A valid occurrence satisfies the following necessary condition:
- is default in at least one occurrence of bond market.
-
Definition:
Synonym:
- escrow agent
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- holds at least one occurrence of deliverable obligation.
-
Definition: An agent which acts in escrow for the delivery of some Deliverable Obligation in the context of some CDS contract.
Synonym:
- esoteric a b s
Model-Generated Definition:
-
A kind of cash asset backed security instrument. A valid occurrence satisfies the following necessary condition:
- has underlying cashflow at least one occurrence of promised cash flow asset.
-
Definition: An asset backed security based on some underlying promised future cashflow.
Synonym:
- establishment
Model-Generated Definition:
-
A kind of institutional unit. A valid occurrence satisfies the following necessary condition:
- has address exactly one occurrence of physical address.
-
A valid occurrence may also have the following properties:
- is constituent of any number of occurrences of enterprise.
-
Definition: an enterprise (or part of an enterprise) that operates from a single physical location
Synonym:
- establishment employment
Model-Generated Definition:
-
A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:
- has indicator value exactly one occurrence of total.
- has argument at least one occurrence of establishment population.
- applies to at least one occurrence of establishment population.
-
Definition: the total number of persons who work in or for the establishment including working proprietors, active business partners and unpaid family workers, as well as persons working outside the establishment when paid by and under the control of the establishment, for example, sales representatives, outside service engineers and repair and maintenance personnel
Synonym: payroll employment
- establishment population
Model-Generated Definition:
-
A kind of enterprise population. A valid occurrence satisfies the following necessary condition:
- has member at least one occurrence of establishment.
-
Definition: a subset of the enterprise population focused on establishments
Synonym:
- ethnicity
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- has broader transitive at least one occurrence of ethnicity.
- classifies at least one occurrence of legally competent natural person.
-
Definition: a category based on a cultural factors, including nationality, regional culture, ancestry, and language
Synonym:
- EUR Basis Swap-EONIA vs 3m EUR+IBOR Swap Rates-A/360-10:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR Basis Swap-EONIA vs 3m EUR+IBOR Swap Rates-A/360-10:00-ICAP
Synonym:
- EUR EURIBOR-Annual Bond Swap vs 1m-11:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR EURIBOR-Annual Bond Swap vs 1m-11:00-ICAP
Synonym:
- EUR EURIBOR-Basis Swap-1m vs 3m-Euribor-11:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR EURIBOR-Basis Swap-1m vs 3m-Euribor-11:00-ICAP
Synonym:
- EUR EURIBOR-Basis Swap-3m vs 6m-11:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR EURIBOR-Basis Swap-3m vs 6m-11:00-ICAP
Synonym:
- EUR USD-Basis Swaps-11:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR USD-Basis Swaps-11:00-ICAP
Synonym:
- EUR-3M EURIBOR SWAP-CME vs LCH-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-3M EURIBOR SWAP-CME vs LCH-ICAP
Synonym:
- EUR-3M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-3M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg
Synonym:
- EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP
Synonym:
- EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
Synonym:
- EUR-6M EURIBOR SWAP-CME vs LCH-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-6M EURIBOR SWAP-CME vs LCH-ICAP
Synonym:
- EUR-6M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-6M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg
Synonym:
- EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP
Synonym:
- EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
Synonym:
- EUR-Annual Swap Rate-10:00
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-Annual Swap Rate-10:00
Synonym:
- EUR-Annual Swap Rate-10:00-BGCANTOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-Annual Swap Rate-10:00-BGCANTOR
Synonym:
- EUR-Annual Swap Rate-10:00-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-Annual Swap Rate-10:00-Bloomberg
Synonym:
- EUR-Annual Swap Rate-10:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-Annual Swap Rate-10:00-ICAP
Synonym:
- EUR-Annual Swap Rate-10:00-SwapMarker
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-Annual Swap Rate-10:00-SwapMarker
Synonym:
- EUR-Annual Swap Rate-10:00-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-Annual Swap Rate-10:00-TRADITION
Synonym:
- EUR-Annual Swap Rate-11:00
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-Annual Swap Rate-11:00
Synonym:
- EUR-Annual Swap Rate-11:00-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-Annual Swap Rate-11:00-Bloomberg
Synonym:
- EUR-Annual Swap Rate-11:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-Annual Swap Rate-11:00-ICAP
Synonym:
- EUR-Annual Swap Rate-11:00-SwapMarker
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-Annual Swap Rate-11:00-SwapMarker
Synonym:
- EUR-Annual Swap Rate-3 Month
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-Annual Swap Rate-3 Month
Synonym:
- EUR-Annual Swap Rate-3 Month-SwapMarker
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-Annual Swap Rate-3 Month-SwapMarker
Synonym:
- EUR-Annual Swap Rate-4:15-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-Annual Swap Rate-4:15-TRADITION
Synonym:
- EUR-Annual Swap Rate-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-Annual Swap Rate-Reference Banks
Synonym:
- EUR-EONIA-AVERAGE
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-EONIA-AVERAGE
Synonym:
- EUR-EONIA-OIS-10:00-BGCANTOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-EONIA-OIS-10:00-BGCANTOR
Synonym:
- EUR-EONIA-OIS-10:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-EONIA-OIS-10:00-ICAP
Synonym:
- EUR-EONIA-OIS-10:00-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-EONIA-OIS-10:00-TRADITION
Synonym:
- EUR-EONIA-OIS-11:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-EONIA-OIS-11:00-ICAP
Synonym:
- EUR-EONIA-OIS-4:15-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-EONIA-OIS-4:15-TRADITION
Synonym:
- EUR-EONIA-OIS-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-EONIA-OIS-COMPOUND
Synonym:
- EUR-EONIA-OIS-COMPOUND-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-EONIA-OIS-COMPOUND-Bloomberg
Synonym:
- EUR-EONIA-Swap-Index
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-EONIA-Swap-Index
Synonym:
- EUR-EURIBOR-Act/365
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-EURIBOR-Act/365
Synonym:
- EUR-EURIBOR-Act/365-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-EURIBOR-Act/365-Bloomberg
Synonym:
- EUR-EURIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-EURIBOR-Reference Banks
Synonym:
- EUR-EURIBOR-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-EURIBOR-Reuters
Synonym:
- EUR-EURIBOR-Telerate
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-EURIBOR-Telerate
Synonym:
- EUR-EURONIA-OIS-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-EURONIA-OIS-COMPOUND
Synonym:
- EUR-ISDA-EURIBOR Swap Rate-11:00
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-ISDA-EURIBOR Swap Rate-11:00
Synonym:
- EUR-ISDA-EURIBOR Swap Rate-12:00
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-ISDA-EURIBOR Swap Rate-12:00
Synonym:
- EUR-ISDA-LIBOR Swap Rate-10:00
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-ISDA-LIBOR Swap Rate-10:00
Synonym:
- EUR-ISDA-LIBOR Swap Rate-11:00
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-ISDA-LIBOR Swap Rate-11:00
Synonym:
- EUR-LIBOR-BBA
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-LIBOR-BBA
Synonym:
- EUR-LIBOR-BBA-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-LIBOR-BBA-Bloomberg
Synonym:
- EUR-LIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-LIBOR-Reference Banks
Synonym:
- EUR-TAM-CDC
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-TAM-CDC
Synonym:
- EUR-TEC10-CNO
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-TEC10-CNO
Synonym:
- EUR-TEC10-CNO-SwapMarker
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-TEC10-CNO-SwapMarker
Synonym:
- EUR-TEC10-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-TEC10-Reference Banks
Synonym:
- EUR-TEC5-CNO
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-TEC5-CNO
Synonym:
- EUR-TEC5-CNO-SwapMarker
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-TEC5-CNO-SwapMarker
Synonym:
- EUR-TEC5-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-TEC5-Reference Banks
Synonym:
- EUR-TMM-CDC-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for EUR-TMM-CDC-COMPOUND
Synonym:
- Euro Interbank Offered Rate
Model-Generated Definition:
-
A kind of interbank offered rate.
-
Definition: a daily interbank offered rate based on the averaged interest rates at which Eurozone banks offer to lend unsecured funds to other banks in the euro wholesale money market (or interbank market)
Synonym:
- Euro LIBOR
Model-Generated Definition:
-
A kind of London Interbank Offered Rate.
-
Definition: a London interbank offered rate with a reference currency in Euro
Synonym:
- eurodollar deposit
Model-Generated Definition:
-
A kind of certificate of deposit.
-
Definition: a certificate of deposit with a fixed interest rate issued in U.S. dollars outside the jurisdiction of the Federal Reserve, held at banks outside of the United States, including branches of U.S. banks located outside of the U.S.
Synonym:
- European Economic Area branch
Model-Generated Definition:
-
A kind of credit institution.
-
Definition: a branch of a credit institution authorised in another European Economic Area (EEA) country that has the right to passport its activities
Synonym: EEA branch
- European exercise terms
Model-Generated Definition:
-
A kind of exercise terms. A valid occurrence satisfies the following necessary condition:
- has exercise date exactly one occurrence of explicit date.
-
Definition: exercise terms that stipulate that an option may only be exercised at the date of expiration
Synonym:
- event announcement
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- relates to any number of occurrences of any type.
-
Definition: The announcement
Synonym:
- event notification
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- communicated by at least one occurrence of issuer corporate action notification message.
-
Definition:
Synonym:
- ex post notification
Model-Generated Definition:
-
A kind of notification message.
-
Definition: Notification of an event that is expected or unexpected and has happened.
Synonym:
- examiner
Model-Generated Definition:
-
A kind of responsible party. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of legally competent natural person.
-
A valid occurrence may also have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party empowered as an official representative by a regulatory agency to investigate and review specified documents for accuracy and truthfulness
Synonym:
- exchange
Model-Generated Definition:
-
A kind of facility. A valid occurrence satisfies the following necessary conditions:
- operates in country exactly one occurrence of country.
- is identified by at least one occurrence of market identifier.
- has identity at least one occurrence of formal organization.
- operates in municipality exactly one occurrence of municipality.
-
A valid occurrence may also have the following properties:
- has exchange acronym any number of values of string.
- has exchange name any number of values of string.
-
Definition: any organization, association, or group of persons, whether incorporated or unincorporated, which constitutes, maintains, or provides a facility for bringing together purchasers and sellers of financial instruments, commodities, or other products, services, or goods, and includes the market place and facilities maintained by such exchange
Synonym: market
- exchange and listing service
Model-Generated Definition:
-
A kind of financial service. A valid occurrence may have the following properties:
- is provided by any number of occurrences of securities exchange.
- provides any number of occurrences of security listing.
- is provisioned by any number of occurrences of securities exchange.
-
Definition: a trading and (optionally) listing service for the purposes of securities trading
Synonym:
- exchange futures price
Model-Generated Definition:
-
A kind of traded security published price.
-
Definition:
Synonym:
- exchange identifier
Model-Generated Definition:
-
A kind of market identifier.
-
Definition: an identifier allocated to a securities exchange
Synonym:
- exchange offer
Model-Generated Definition:
-
A kind of issuer formal offer. A valid occurrence satisfies the following necessary condition:
- relates to at least one occurrence of security.
-
Definition: Exchange offer; Capital reorganisation. Offer to shareholders to exchange their holdings for other securities and/or cash. Exchange offers are usually voluntary. Example: Where the "usually voluntary" comes in is that Announcement Payout Option 1: Cash 2. Stocks 3. Cash and Stock Holder picks option 1, 2 or 3 (= 1 & 2). the voluntary aspect is where it's an Exchange Offer. It's mandatory to pick one of 1 - 3. Otherwise defaults to cash on payment date. Option Payout Componnet is the terms for the choice. Exchange Offer may be voluntary, not always Mandator With Choice. for example, there are legal qualifications on what is possible. Preceded by Tender Offer. Consequences dependent on scenarios. Once the firm making the offer gets to a given (legally defined) threshold e.g. 90% then they have the right to acquire all of the outstanding shares. An Exchange Offer is therefore a specialization of a Tender Offer. It's the specialization where the above mentioned requirements have been met. Further detail: Happens in a wider range of circumsntaces. Is soecifically associated with the issuer. this could be voluntary or not. EXOF could be any of the three (mand, vol, man w choice). tendre is always voluntary.
Synonym:
- exchange offer notification
Model-Generated Definition:
-
A kind of issuer formal offer notification.
-
Definition: Notification of an offer to shareholders to exchange their holdings for other securities and/or cash.
Synonym:
- exchange opening price
Model-Generated Definition:
-
A kind of equity exchange published price. A valid occurrence may have the following properties:
- opening price method any number of values of string.
-
Definition: The value at the beginning of trading or opening of the market.
Synonym:
- exchange options price
Model-Generated Definition:
-
A kind of traded security published price. A valid occurrence satisfies the following necessary condition:
- expressed as at least one occurrence of e t option premium.
-
Definition: options prices types: Bid Ask There is also a bid/ask spread exchange will quote option price as a premium rate. e.g. I ill pay you 2% of face value of underlying trade. That turns into a price (Premium = face x that 2%). OTC uses volatility to get to premium value.
Synonym:
- exchange rate
Model-Generated Definition:
-
A kind of monetary measure and rate. A valid occurrence satisfies the following necessary conditions:
- has base currency exactly one occurrence of currency.
- has dealt currency exactly one occurrence of currency.
-
A valid occurrence may also have the following properties:
- has quantity kind any number of occurrences of monetary measure.
-
Definition: a rate at which one currency can be exchanged for another
Synonym:
- exchange rate underlying
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- underlying identity at least one occurrence of quoted exchange rate.
-
Definition:
Synonym:
- exchange security trading status
Model-Generated Definition:
-
A kind of status. A valid occurrence may have the following properties:
-
Definition: The trading status of a security on a given trading exchange.
Synonym:
- exchange traded bond price
Model-Generated Definition:
-
A kind of debt security price and exchange traded security price. A valid occurrence may have the following properties:
- price determination method any number of values of string.
- price is traded any number of values of boolean.
- takes account of quote size any number of values of integer.
- has applicable period any number of occurrences of date period.
- exchange traded bond price has value any number of occurrences of timed percentage.
-
Definition:
Synonym:
- exchange traded equity index option
Model-Generated Definition:
-
A kind of equity derivative contract and exchange traded option contract. A valid occurrence satisfies the following necessary conditions:
- underlying at least one occurrence of equity index option underlying.
- has exercise terms at least one occurrence of index option exercise terms set.
-
Definition: Equity Index options offer the investor an opportunity to either capitalize on an expected market move or to protect holdings in the underlying instruments. The difference is that the underlying instruments are indexes.
Synonym:
- exchange traded option contract
Model-Generated Definition:
-
A kind of option. A valid occurrence satisfies the following necessary conditions:
- defines optional at least one occurrence of exchange traded option transaction.
- has exercise terms at least one occurrence of option instrument exercise terms.
- has counterparty at least one occurrence of traded options counterparty.
- has contract duration at least one occurrence of explicit duration.
- has principal at least one occurrence of traded option principal.
- has option guarantor at least one occurrence of option guarantor.
- has price determination method at least one occurrence of derivatives price determination method.
-
A valid occurrence may also have the following properties:
- minimum lot size any number of values of integer.
- contract size any number of values of integer.
- expiry any number of occurrences of date.
- option type any number of occurrences of OptionTypeSelection.
- has listing any number of occurrences of options listing.
- has feature at most two occurrences of option barrier feature terms.
-
Definition:
Synonym:
- exchange traded option transaction
Model-Generated Definition:
-
A kind of optional underlying transaction.
-
Definition:
Synonym:
- exchange traded security
Model-Generated Definition:
-
A kind of listed security. A valid occurrence satisfies the following necessary conditions:
- is traded on at least one occurrence of securities exchange.
- is issued in at least one occurrence of securities exchange.
-
Definition: a listed security that may be traded on a particular exchange
Synonym:
- exchange traded security price
Model-Generated Definition:
-
A kind of traded security published price. A valid occurrence satisfies the following necessary conditions:
- has closing price determination method at least one occurrence of closing price determination method.
- quoted on at least one occurrence of (Unnamed Class).
-
Definition:
Synonym:
- exchange traded warrant
Model-Generated Definition:
-
A kind of exchange traded security and warrant. A valid occurrence satisfies the following necessary condition:
- has listing at least one occurrence of warrant listing.
-
Definition: A warrant which is traded on a securities exchange.
Synonym:
- exchange trading session
Model-Generated Definition:
-
A kind of specified temporal thing.
-
Definition:
Synonym:
- exchange-specific securities registry
Model-Generated Definition:
-
A kind of registry. A valid occurrence satisfies the following necessary conditions:
- is managed by at least one occurrence of securities exchange.
- is characterized by exactly one occurrence of exchange-specific security identification scheme.
-
A valid occurrence may also have the following properties:
- has registry entry any number of occurrences of exchange-specific securities registry entry.
-
Definition: a registry used by a securities exchange in managing the security identifiers and related information that it registers and manages
Synonym:
- exchange-specific securities registry entry
Model-Generated Definition:
-
A kind of registry entry. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of listed security identifier.
-
A valid occurrence may also have the following properties:
- is constituent of any number of occurrences of exchange-specific securities registry.
- applies to any number of occurrences of listed security.
-
Definition: an entry in an exchange-specific securities repository
Synonym:
- exchange-specific security identification scheme
Model-Generated Definition:
-
A kind of registration scheme and security identification scheme. A valid occurrence may have the following properties:
- defines any number of occurrences of listed security identifier.
-
Definition: an identification scheme used by a securities exchange in issuing security identifiers
Synonym:
- executive
Model-Generated Definition:
-
A kind of legally delegated authority. A valid occurrence may have the following properties:
- has identity any number of occurrences of legally competent natural person.
-
Definition: person appointed and given the responsibility to manage the affairs of an organization and the authority to make decisions within specified boundaries
Synonym:
- executive board member
Model-Generated Definition:
-
A kind of board member and executive.
-
Definition: An individual performing the role of a board member of a company who also has executive responsibilities in the company.
Synonym: inside director
- executive branch
Model-Generated Definition:
-
A kind of branch of government.
-
Definition: the branch of government that has its authority and responsibility for the daily administration of the state
Synonym:
- exempt issuer
Model-Generated Definition:
-
A kind of issuer.
-
Definition: a securities issuer that issues securities that are exempt from certain regulatory reporting requirements
Synonym:
- exempt offering
Model-Generated Definition:
-
A kind of public offering.
-
Definition: a public offering involving securities that are exempt from certain regulatory reporting requirements, either because the issuer is exempt or the transaction specific to the offering is exempt
Synonym:
- exempt transaction
Model-Generated Definition:
-
A kind of securities transaction.
-
Definition: a securities transaction for which there is no requirement to register the transaction with a regulatory agency
Synonym:
- exercise action
Model-Generated Definition:
-
Definition: Some action in which spome party decides to exercise some option or some optionality concept.
Synonym:
- exercise convention
Model-Generated Definition:
-
A kind of convention.
-
Definition: convention that determines when the holder or future holder of an option can implement the rights defined in the option
Synonym:
- exercise ex change option notification
Model-Generated Definition:
-
A kind of holder initiated instruction.
-
Definition: Exchange options are mentioned in the terms and conditions of a security and are valid during the whole lifetime of a security. SWIFT: "Option for shareholders to exchange their holdings for other secuities and/or cash. Exchange options are mentioned in the terms and conditions of a security and are valid during the whole lifetime of a security."
Synonym:
- exercise exchange option
Model-Generated Definition:
-
A kind of holder initiated action. A valid occurrence satisfies the following necessary condition:
- available choices at least one occurrence of disbursement response.
-
Definition:
Synonym:
- exercise terms
Model-Generated Definition:
-
A kind of contractual commitment. A valid occurrence satisfies the following necessary condition:
- uses at least one occurrence of exercise convention.
-
Definition: contract terms specific to the conditions, conventions and other stipulations related to the exercise of an option
Synonym:
- expenditure
Model-Generated Definition:
-
A kind of relative cashflow.
-
Definition:
Synonym:
- explicit date
Model-Generated Definition:
-
A kind of date.
-
Definition: a date in which the 'hasDateValue' property is required
Synonym:
- explicit date period
Model-Generated Definition:
-
A kind of date period. A valid occurrence may have the following properties:
- has end date at most one occurrence of explicit date.
- has duration at most one occurrence of explicit duration.
- has start date at most one occurrence of explicit date.
-
Definition: a date period for which the start date, end date, and duration are all explicit
Synonym:
- explicit duration
Model-Generated Definition:
-
A kind of duration.
-
Definition: a duration for which the 'hasDurationValue' property must be set
Synonym:
- explicit interest amount calculation event
Model-Generated Definition:
-
A kind of interest rate stream event and scheduled calculation period end event.
-
Definition: the explicit representation of the calculation event in a given period, in which an interest payment is calculated based on the rate (fixed or floating) and the notional amount (in the payment currency, and factored for Fx if necessary), on a given date
Synonym:
- explicit recurrence interval
Model-Generated Definition:
-
A kind of recurrence interval.
-
Definition: a recurrence interval defined via an explicit duration
Synonym:
- exposure
Model-Generated Definition:
-
Definition: the extent to which an individual or organization is unprotected and open to damage, danger, risk of suffering a loss, or uncertainty
Synonym:
- expression
Model-Generated Definition:
-
A kind of reference. A valid occurrence may have the following properties:
- has argument any number of occurrences of constant.
- has argument any number of occurrences of variable.
-
Definition: a finite combination of symbols that are well-formed according to applicable rules
Synonym:
- extension provision
Model-Generated Definition:
-
A kind of contractual commitment. A valid occurrence may have the following properties:
- has extendable period any number of occurrences of date period.
-
Definition: contract terms that specify the conditions under which a contract can be extended
Synonym:
- extinct language
Model-Generated Definition:
-
A kind of language.
-
Definition: an individual language or variant that is no longer in use and has no current descendant
Synonym:
- extraordinary general meeting
Model-Generated Definition:
-
A kind of meeting.
-
Definition: Extraordinary General Meeting
Synonym:
- extraordinary redemption provision
Model-Generated Definition:
-
A kind of call feature.
-
Definition: a provision that gives a bond issuer the right to call its bonds due to an unusual one-time occurrence, as specified in the offering statement
Synonym:
Model-Generated Definition:
-
A kind of voting right.
-
Definition: the right to vote at extraordinary meetings, as opposed to being able to vote strictly at annual general meetings
Synonym:
- F
-
- f c p
Model-Generated Definition:
-
A kind of functional business entity.
-
Definition: A French fund vehicle type. Designation and definition needed.
Synonym:
- f f i e c down 300 prepay speed
Model-Generated Definition:
-
A kind of prepayment speed.
-
Definition: Public Securities Association (PSA) speed used for the underlying collateral for cash-flow calculations in the "down 300" scenario.
Synonym:
- f f i e c up 300 prepay speed
Model-Generated Definition:
-
A kind of prepayment speed.
-
Definition: Public Securities Association (PSA) speed used for the underlying collateral for cash-flow calculations in the "up 300" scenario.
Synonym:
- f r n coupon
Model-Generated Definition:
-
A kind of bond variable coupon.
-
Definition: Mechanism whereby an investor receives income from interest payments, which are usually made periodically. These are for a variable amount based on a specified Interest rate.
Synonym:
- f r n date rule
Model-Generated Definition:
-
A kind of date determination reference rule. A valid occurrence may have the following properties:
- description any number of values of string.
- reference any number of values of string.
-
Definition: The rule applied to FRN instruments as defined in the ISDA definitions of 2000, Section 4.11, as defined in those rules for either or both of 'FRN Convention' and 'Eurodollar Convention'.
Synonym:
- f r n terms
Model-Generated Definition:
-
A kind of bond variable coupon terms. A valid occurrence satisfies the following necessary condition:
- specifies base rate at least one occurrence of reference interest rate.
-
A valid occurrence may also have the following properties:
- base offset business days any number of values of integer.
-
Definition: termsting out the interest payments determination and dates for Flating Rate Note interest.
Synonym:
- f x forward outright contract
Model-Generated Definition:
-
A kind of foreign exchange derivative contract and over-the-counter (OTC) instrument. A valid occurrence may have the following properties:
- forward rate any number of occurrences of percentage value.
-
Definition: A forward contract in the forex market that locks in the price at which an entity can buy or sell a currency on a future date. Also known as "outright forward currency transaction", "forward outright" or "FX forward".
Synonym:
- face amount certificate company
Model-Generated Definition:
-
A kind of investment company.
-
Definition: an investment company which is engaged or proposes to engage in the business of issuing face-amount certificates of the installment type, or which has been engaged in such business and has any such certificate outstanding
Synonym:
- facility
Model-Generated Definition:
-
A kind of thing in role. A valid occurrence satisfies the following necessary condition:
- provides at least one occurrence of capability.
-
A valid occurrence may also have the following properties:
- is situated at any number of occurrences of site.
-
Definition: something that is built, contrived, established, or installed to serve a particular purpose, or make some course of action or operation easier, or provide some capability or service
Synonym:
- failure to pay
Model-Generated Definition:
-
A kind of default event. A valid occurrence may have the following properties:
- applicable any number of values of boolean.
- grace period extension applicable any number of values of boolean.
- grace period at most one occurrence of date period.
- payment requirement any number of occurrences of monetary amount.
-
Definition: a default event that is triggered following any applicable grace period in which a payment obligation is missed
Synonym:
- failure to pay interest
Model-Generated Definition:
-
A kind of failure to pay.
-
Definition: The failure by the Reference Entity to pay an expected interest amount or the payment of an actual interest amount that is less than the expected interest amount. Further notes: A credit event. ISDA 2003 Term: Failure to Pay Interest. FpML full definition: 'A credit event. Corresponds to the failure by the Reference Entity to pay an expected interest amount or the payment of an actual interest amount that is less than the expected interest amount. ISDA 2003 Term: Failure to Pay Interest.'
Synonym:
- failure to pay principal
Model-Generated Definition:
-
A kind of failure to pay.
-
Definition: The failure by the Reference Entity to pay an expected principal amount or the payment of an actual principal amount that is less than the expected principal amount. Further notes: A credit event. ISDA 2003 Term: Failure to Pay Principal.' FpML full definition: 'A credit event. Corresponds to the failure by the Reference Entity to pay an expected principal amount or the payment of an actual principal amount that is less than the expected principal amount. ISDA 2003 Term: Failure to Pay Principal.'
Synonym:
- family office
Model-Generated Definition:
-
A kind of functional business entity.
-
Definition: a family office as defined in the relevant legislation
Synonym:
- farm credit system institution
Model-Generated Definition:
-
A kind of financial institution.
-
Definition: any federally-chartered financial institution that is supervised, examined, and regulated by the Farm Credit Administration and operates in accordance with the Farm Credit Act of 1971, as amended, 12 U.S.C. 2001 et seq. All Farm Credit System institutions are federally-chartered instrumentalities of the United States.
Synonym:
- FDIC Certificate Number
Model-Generated Definition:
-
A kind of financial service provider identifier and registry identifier.
-
Definition: an identifier issued to a depository institution by the FDIC on approval of that institution's application for insurance
Synonym:
- FDIC registry entry
Model-Generated Definition:
-
A kind of registry entry. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of FDIC Certificate Number.
-
A valid occurrence may also have the following properties:
- applies to any number of occurrences of depository institution.
-
Definition: an entry in the FDIC institution directory, a repository of financial institution characteristics collected by the FDIC related to the institutions they insure
Synonym:
- federal capital administrative area
Model-Generated Definition:
-
A kind of geopolitical entity.
-
Definition: The capital administrative region of a country which is a federation, if the physical area of this region does not form a part of any of the states or pronvinces which make up the federal country.
Synonym:
- federal funds rate
Model-Generated Definition:
-
A kind of overnight rate.
-
Definition: a reference rate that is the interest rate at which a depository institution lends funds maintained at the Federal Reserve to another depository institution overnight
Synonym:
- federal government
Model-Generated Definition:
-
A kind of and national government.
-
Definition: a union of states under a central government distinct from the individual governments of the separate states
Synonym:
- Federal Reserve district
Model-Generated Definition:
-
A kind of jurisdiction.
-
Definition: a region of the US identifying the jurisdiction of a Federal Reserve Bank, numbered and named for the city in which that reserve bank is located
Synonym:
- Federal Reserve district bank
Model-Generated Definition:
-
A kind of central bank and Federal Reserve System (FRS) member bank. A valid occurrence satisfies the following necessary condition:
- has jurisdiction exactly one occurrence of Federal Reserve district.
-
Definition: a Federal Reserve district and member bank, with jurisdiction over a specific region of the US, named for the city in which the reserve bank is located
Synonym:
- Federal Reserve district identifier
Model-Generated Definition:
-
A kind of identifier. A valid occurrence satisfies the following necessary condition:
- identifies exactly one occurrence of Federal Reserve district.
-
Definition: an identifier associated with a Federal Reserve district
Synonym:
- Federal Reserve System (FRS) member bank
Model-Generated Definition:
-
A kind of financial institution.
-
Definition: a Federal Reserve member bank
Synonym:
- Federal Reserve System (FRS) non-member bank
Model-Generated Definition:
-
A kind of financial institution.
-
Definition: a financial institution that is not a Federal Reserve member bank
Synonym:
- Federal Reserve System (FRS) state member bank
Model-Generated Definition:
-
A kind of Federal Reserve System (FRS) member bank and state-chartered bank.
-
Definition: a commercial bank that is state-chartered and a member of the Federal Reserve System
Synonym:
- federal state
Model-Generated Definition:
-
A kind of country subdivision.
-
Definition: a self-governing geopolitical unit which forms part of a wider geopolitical unit that is recognized as a country
Synonym:
- federated sovereignty
Model-Generated Definition:
-
A kind of , , and sovereign state.
-
Definition: a political entity characterized by a union of partially self-governing states or regions under a central (federal) government
Synonym:
- fee
Model-Generated Definition:
-
A kind of liability.
-
Definition:
Synonym:
- fee payable
Model-Generated Definition:
-
Definition:
Synonym:
- fee payment leg
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- embodies at least one occurrence of credit default swap fee payment commitment.
-
Definition: The fee leg in a CDS contract
Synonym:
- FHLMC Gold pool
Model-Generated Definition:
-
A kind of agency mortgage pool.
-
Definition:
Synonym:
- FHLMC pool
Model-Generated Definition:
-
A kind of agency mortgage pool.
-
Definition:
Synonym:
- filing details
Model-Generated Definition:
-
A kind of information.
-
Definition:
Synonym:
- filing for bankruptcy
Model-Generated Definition:
-
A kind of entity credit event.
-
Definition: An event in which an organization files for bankruptcy.
Synonym:
- finalize pool content (from package /Imported Ontologies/AgencyMBSIssuance/finalize pool content)
Model-Generated Definition:
-
A kind of issuance process activity.
-
Definition:
Synonym:
- finalize pool content (from package /Imported Ontologies/PrivateLabelMBSIssuance/finalize pool content)
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:
- finalizes at least one occurrence of in issuance non agency mortgage pool.
-
Definition:
Synonym:
- finalize prospectus (from package /Imported Ontologies/PrivateLabelMBSIssuance/finalize prospectus)
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:
- results in at least one occurrence of tranched m b s deal prospectus.
-
Definition:
Synonym:
- finalize prospectus (from package /Imported Ontologies/AgencyMBSIssuance/finalize prospectus)
Model-Generated Definition:
-
A kind of issuance process activity.
-
Definition:
Synonym:
- finance company
Model-Generated Definition:
-
A kind of non-depository institution.
-
Definition: a financial intermediary in the business of making loans to individuals or businesses that obtains its financing from banks, institutions, and other money market sources rather than from deposits
Synonym:
- financial asset
Model-Generated Definition:
-
A kind of asset.
-
Definition: an asset in the form of stocks, bonds, rights, certificates, bank balances, etc., as distinguished from tangible, physical assets or other intangible assets such as intellectual property
Synonym:
- financial exposure
Model-Generated Definition:
-
A kind of exposure. A valid occurrence satisfies the following necessary condition:
- applies to at least one occurrence of party in role.
-
Definition: the extent to which an individual or organization is open to risk of suffering a loss in a transaction, or with respect to some investment or set of investments, e.g., some holding; the amount one stands to lose in that transaction or investment
Synonym:
- financial future
Model-Generated Definition:
-
A kind of future instrument. A valid occurrence may have the following properties:
- unit of trading any number of values of integer.
-
Definition: A futures contract based on a financial instrument.
Synonym:
- financial future standardized terms set
Model-Generated Definition:
-
A kind of standardized futures terms. A valid occurrence satisfies the following necessary condition:
- becomes terms of at least one occurrence of financial future.
-
A valid occurrence may also have the following properties:
- unit of trading any number of values of integer.
-
Definition: A set of standard terms for financial futures contracts, as set out by the derivatives exchange. Financial Futures contracts issued by and traded on that exchange will take on these terms or override them.
Synonym:
- financial holding company
Model-Generated Definition:
-
A kind of U.S. bank holding company.
-
Definition: a financial entity engaged in a broad range of banking-related activities, created by the Gramm-Leach-Bliley Act of 1999
Synonym:
- financial industry context
Model-Generated Definition:
-
A kind of business agent context.
-
Definition: The context in which business activites take place within the financial industry, i.e. investment management, wholesale financial markets trading and so on.
Synonym:
- financial information publisher
Model-Generated Definition:
-
A kind of publisher. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of formal organization.
-
A valid occurrence may also have the following properties:
- publishes any number of occurrences of published financial information.
-
Definition: a formal organization acting as a publisher or provider of information related to the financial markets or of interest to financial market participants such as information on economies
Synonym:
- financial institution
Model-Generated Definition:
-
A kind of financial service provider. A valid occurrence satisfies the following necessary conditions:
- is regulated by at least one occurrence of regulatory agency.
- provides at least one occurrence of financial service.
-
Definition: a financial service provider identified as either a government agency or privately owned entity that collects funds from the public and from other institutions, and invests those funds in financial assets, such as loans, securities, bank deposits, and income-generating property
Synonym: financial intermediary
- financial instrument (from package /Imported Ontologies/Financial Instruments Ontology/financial instrument)
Model-Generated Definition:
-
A kind of written contract. A valid occurrence satisfies the following necessary condition:
- is issued by at least one occurrence of issuer.
-
A valid occurrence may also have the following properties:
- is negotiable any number of values of boolean.
- is transferable any number of values of boolean.
- is classified by any number of occurrences of financial instrument classifier.
- defines any number of occurrences of contractual restriction.
- is identified by any number of occurrences of financial instrument identifier.
- is classified by any number of occurrences of industry sector classifier.
- has issuer any number of occurrences of issuer.
- has value expressed in any number of occurrences of currency.
- is legally recorded in any number of occurrences of jurisdiction.
- has restriction any number of occurrences of securities restriction.
-
Definition: a written contract that gives rise to both a financial asset of one entity and a financial liability or equity instrument of another entity
Synonym:
- financial instrument (from package /Imported Ontologies/ToolsAndInstruments/financial instrument)
Model-Generated Definition:
-
A kind of instrument.
-
Definition: Some financial contract or agreement, described in the context of its use in furthering some investment purpose. Explanatory Note: This is specific to its usage. The term "Financial Instrument" is frequently applied to the contract (as a thing), which might be put to such purpose, rather than to the instrument as it is used as an instrument, which is what is defined by this concept.
Synonym:
- financial instrument analytical parameter
Model-Generated Definition:
-
A kind of analytical information. A valid occurrence satisfies the following necessary condition:
- provides analysis about at least one occurrence of financial instrument.
-
Definition: Some measure of a financial instrument, that may be referred to in analysing or understanding that instrument for investment or risk management purposes.
Synonym:
- financial instrument classification scheme
Model-Generated Definition:
-
A kind of classification scheme. A valid occurrence may have the following properties:
- defines any number of occurrences of financial instrument classifier.
-
Definition: a classification scheme defining a particular classifier for a security, such as the ISO 10962 CFI classification scheme
Synonym:
- financial instrument classifier
Model-Generated Definition:
-
A kind of classifier. A valid occurrence satisfies the following necessary conditions:
- classifies at least one occurrence of financial instrument.
- has definition exactly one occurrence of financial instrument classification scheme.
-
Definition: a standardized classifier for a financial instrument based on its type
Synonym:
- Financial Instrument Global Identifier (FIGI) registry entry
Model-Generated Definition:
-
A kind of registry entry. A valid occurrence may have the following properties:
- applies to any number of occurrences of financial instrument.
-
Definition: an entry in a Financial Instrument Global Identifier (FIGI) registry
Synonym:
- financial instrument identification scheme
Model-Generated Definition:
-
A kind of identification scheme. A valid occurrence may have the following properties:
- defines any number of occurrences of financial instrument identifier.
-
Definition: a formal definition of the structure and application of a particular set of financial instrument identifiers
Synonym:
- financial instrument identifier
Model-Generated Definition:
-
A kind of identifier. A valid occurrence satisfies the following necessary condition:
- identifies at least one occurrence of financial instrument.
-
Definition: an identifier for a financial instrument
Synonym:
- financial instrument short name
Model-Generated Definition:
-
A kind of identifier.
-
Definition: an identifier that is a short name for any kind of financial instrument within a defined structure as specified in ISO 18774
Synonym:
- financial intermediation service
Model-Generated Definition:
-
A kind of financial service.
-
Definition: any financial service in which a third party (the intermediary) matches lenders and investors with entrepreneurs and other borrowers in need of capital
Synonym:
- financial market information
Model-Generated Definition:
-
A kind of published information.
-
Definition: Information about the financial markets, that is published by some publisher or data vendor.
Synonym:
- financial markets regulation
Model-Generated Definition:
-
A kind of financial industry context.
-
Definition:
Synonym:
- financial primary market transaction
Model-Generated Definition:
-
A kind of contractual transaction and market transaction. A valid occurrence satisfies the following necessary condition:
- follows at least one occurrence of settlement process.
-
Definition:
Synonym:
- financial product
Model-Generated Definition:
-
A kind of product. A valid occurrence satisfies the following necessary condition:
- is provided by at least one occurrence of financial service provider.
-
Definition: a product provided to consumers and businesses by financial institutions such as banks, insurance companies, brokerage firms, consumer finance companies, and investment companies all of which comprise the financial services industry
Synonym:
- financial product catalog
Model-Generated Definition:
-
A kind of catalog. A valid occurrence satisfies the following necessary condition:
- characterizes at least one occurrence of financial product.
-
Definition: a catalog of financial products and/or services available for sale with their description and other product details
Synonym:
- financial risk
Model-Generated Definition:
-
A kind of risk. A valid occurrence satisfies the following necessary condition:
- impact at least one occurrence of financial risk consequence.
-
Definition:
Synonym:
- financial risk consequence
Model-Generated Definition:
-
A kind of impact. A valid occurrence satisfies the following necessary condition:
- impacts upon at least one occurrence of investment goal.
-
Definition:
Synonym:
- financial securities actor
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- has some role in at least one occurrence of corporate action.
-
Definition: Some actor which has some agency in securities issuance or trading, or is some third party in such.
Synonym:
- financial securities secondary market transaction
Model-Generated Definition:
-
A kind of contractual transaction and market transaction. A valid occurrence satisfies the following necessary conditions:
- consideration at least one occurrence of (Unnamed Class).
- embodies at least one occurrence of securities transaction contract.
- subject at least one occurrence of security.
- principal at least one occurrence of securities transaction principal.
- counterparty at least one occurrence of securities transaction counterparty.
-
Definition: A Transaction in which some negotiable security is provided in exchange for some Consideration.
Synonym:
- financial service
Model-Generated Definition:
-
A kind of service. A valid occurrence satisfies the following necessary condition:
- is provided by at least one occurrence of financial service provider.
-
Definition: a service provided to consumers and businesses by financial institutions such as banks, insurance companies, brokerage firms, consumer finance companies, and investment companies all of which comprise the financial services industry
Synonym:
- financial service account
Model-Generated Definition:
-
A kind of account. A valid occurrence satisfies the following necessary conditions:
- has definition at least one occurrence of service agreement.
- realizes at least one occurrence of (Unnamed Class).
- is provided by at least one occurrence of financial service provider.
- is identified by at least one occurrence of account identifier.
-
A valid occurrence may also have the following properties:
- has party in role at least one occurrence of (Unnamed Class).
- has party in role at least one occurrence of (Unnamed Class).
-
Definition: an account provided by a financial service provider associated with a specific financial product or service
Synonym:
- financial service provider
Model-Generated Definition:
-
A kind of functional entity and service provider. A valid occurrence satisfies the following necessary conditions:
- has identity exactly one occurrence of legal entity.
- provides at least one occurrence of financial service.
-
Definition: a functional entity either licensed to provide financial services to consumers and/or businesses or established by law to provide financial services, such as a central bank
Synonym:
- financial service provider identifier
Model-Generated Definition:
-
A kind of identifier. A valid occurrence satisfies the following necessary conditions:
- has definition at least one occurrence of financial service provider identifier scheme.
- identifies exactly one occurrence of financial service provider.
-
A valid occurrence may also have the following properties:
- is governed by any number of occurrences of jurisdiction.
-
Definition: an identifier that is officially allocated to a financial service provider based on a function that they provide, typically in a jurisdiction over which a regulatory agency has some jurisdiction
Synonym:
- financial service provider identifier scheme
Model-Generated Definition:
-
A kind of identification scheme. A valid occurrence satisfies the following necessary condition:
- defines at least one occurrence of financial service provider identifier.
-
Definition: the scheme that defines the financial service provider identifier per the issuing registration authority or regulatory agency
Synonym:
- financial transaction risk
Model-Generated Definition:
-
A kind of financial risk and operational risk. A valid occurrence satisfies the following necessary condition:
- impact at least one occurrence of transaction failure.
-
Definition:
Synonym:
- financial wellbeing
Model-Generated Definition:
-
A kind of investment goal.
-
Definition: The overall balance sheet and well being of the organisation.
Synonym:
- finite population
Model-Generated Definition:
-
A kind of collection.
-
Definition: a population for which it is possible to count its units
Synonym:
- firm commitment offering
Model-Generated Definition:
-
A kind of offer issue.
-
Definition: a securities offering whereby the underwriter purchases the securities outright for their own account
Synonym:
- first regular coupon date
Model-Generated Definition:
-
A kind of explicit date.
-
Definition: The scheduled date of the first regular coupon payment, that is the start of payments according to a regular repeating series of coupon periods, after any non standard (long or short) first coupon period in the schedule.
Synonym:
- fixed basket
Model-Generated Definition:
-
A kind of basket. A valid occurrence satisfies the following necessary conditions:
- has constituent at least one occurrence of fixed basket constituent.
- has date period at least one occurrence of date period.
-
Definition: a basket of goods and services whose quantity and quality are held fixed for some period of time
Synonym:
- fixed basket constituent
Model-Generated Definition:
-
A kind of basket constituent. A valid occurrence may have the following properties:
- has identity any number of occurrences of service, product, or good.
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a component of a fixed basket
Synonym:
- fixed coupon bond
Model-Generated Definition:
-
A kind of bond. A valid occurrence satisfies the following necessary conditions:
- has interest payment terms at least one occurrence of bond fixed coupon terms.
- has interest payment terms at least one occurrence of bond fixed coupon.
-
Definition: a bond that pays a fixed rate of interest at regular intervals
Synonym:
- fixed float cross-currency interest rate swap
Model-Generated Definition:
-
A kind of cross-currency interest rate swap and fixed float interest rate swap.
-
Definition: an interest rate swap in which fixed interest payments on the notional are exchanged for floating interest payments and the two streams of interest payments are in different currencies
Synonym:
- fixed float cross currency interest rate swap
- fixed-float cross-currency interest rate swap
- fixed float interest rate swap
Model-Generated Definition:
-
A kind of and interest rate swap. A valid occurrence satisfies the following necessary conditions:
- has leg at least one occurrence of fixed interest rate leg.
- has leg at least one occurrence of floating interest rate leg.
-
Definition: an interest rate swap in which fixed interest payments on the notional are exchanged for floating interest payments
Synonym:
- fixed-float interest rate swap
- vanilla interest rate swap
- fixed float single currency interest rate swap
Model-Generated Definition:
-
A kind of fixed float interest rate swap and single currency interest rate swap.
-
Definition: an interest rate swap in which fixed interest payments on the notional are exchanged for floating interest payments and where both payment streams are expressed in terms of the same currency
Synonym: fixed-float single-currency interest rate swap
- fixed interest calculation
Model-Generated Definition:
-
A kind of expression. A valid occurrence satisfies the following necessary condition:
- has argument exactly one occurrence of fixed interest rate.
-
Definition: an expression used to determine a fixed interest payment amount
Synonym:
- fixed interest rate
Model-Generated Definition:
-
A kind of interest rate.
-
Definition: an interest rate that does not fluctuate over the lifetime of a loan or other debt instrument
Synonym:
- fixed interest rate leg
Model-Generated Definition:
-
A kind of interest rate swap leg. A valid occurrence satisfies the following necessary condition:
- has interest rate at least one occurrence of fixed interest rate.
-
Definition: a swap stream that specifies fixed interest amounts and terms for the payment of that interest
Synonym: fixed interest rate swap stream
- fixed lookback strike formula
Model-Generated Definition:
-
A kind of strike formula. A valid occurrence satisfies the following necessary condition:
- has expression at least one occurrence of fixed lookback strike formula expression.
-
Definition:
Synonym:
- fixed lookback strike formula expression
Model-Generated Definition:
-
A kind of lookback formula expression. A valid occurrence satisfies the following necessary conditions:
- subtracts from at least one occurrence of fixed strike amount.
- subtracts at least one occurrence of observable best value.
-
Definition:
Synonym:
- fixed lookback strike terms
Model-Generated Definition:
-
A kind of lookback strike terms. A valid occurrence satisfies the following necessary condition:
- has formula at least one occurrence of fixed lookback strike formula.
-
Definition: Strike terms which reflect the difference between a running maximum value of the observable during the lookback period, and the pre-agreed strike. The agreed settlement is based on the difference between these. Further Notes This is only settled in cash and the strike is predetermined at payoff and the payoff is the max diff between the optimal price and the strike price.
Synonym:
- fixed payment leg
Model-Generated Definition:
-
A kind of swap leg. A valid occurrence may have the following properties:
- has payment schedule any number of occurrences of payment schedule.
-
Definition: the terms for the fixed payment leg of a swap such as a dividend swap, or for any swap that has a fixed leg, including, for example, a single stock swap
Synonym: fixed payment stream terms
- fixed strike amount
Model-Generated Definition:
-
A kind of observable value. A valid occurrence may have the following properties:
- fixed strike amount any number of values of decimal.
-
Definition:
Synonym:
- fixed strike terms
Model-Generated Definition:
-
A kind of option strike terms. A valid occurrence satisfies the following necessary condition:
- includes specification term at least one occurrence of strike price specification.
-
A valid occurrence may also have the following properties:
- strike determination date any number of occurrences of date.
-
Definition: Contractual terms setting out a fixed, pre-agreed price or level at which the option is to be struck.
Synonym:
- float float cross-currency interest rate swap
Model-Generated Definition:
-
A kind of cross-currency interest rate swap and float float interest rate swap.
-
Definition: an interest rate swap that exchanges cashflows based on two different interest rates in different currencies
Synonym: float-float cross-currency interest rate swap
- float float interest rate swap
Model-Generated Definition:
-
A kind of basis swap and interest rate swap. A valid occurrence satisfies the following necessary conditions:
- has leg exactly two occurrences of floating interest rate leg.
- exchanges exactly two occurrences of floating interest rate leg.
-
Definition: an interest rate swap that exchanges cashflows based on two different floating interest rates
Synonym:
- basis rate swap
- float-float interest rate swap
- float float single currency interest rate swap
Model-Generated Definition:
-
A kind of float float interest rate swap and single currency interest rate swap.
-
Definition: an interest rate swap that exchanges cashflows based on two different floating interest rates in the same currency
Synonym: float-float single-currency interest rate swap
- floater tranche
Model-Generated Definition:
-
A kind of tranched m b s instrument. A valid occurrence satisfies the following necessary condition:
- has recurrence interval at least one occurrence of day of the month.
-
Definition: A floater tranche is a tranche that is keyed to an index and a spread.
Synonym:
- floating interest rate
Model-Generated Definition:
-
A kind of variable interest rate. A valid occurrence satisfies the following necessary conditions:
- is based on exactly one occurrence of reference interest rate.
- is based on exactly one occurrence of rate.
-
Definition: a variable interest rate that is based on a specific index or benchmark rate
Synonym:
- floating interest rate leg
Model-Generated Definition:
-
A kind of interest rate swap leg. A valid occurrence satisfies the following necessary conditions:
- specifies at least one occurrence of swap stream interest rate reset.
- has interest rate reset schedule at least one occurrence of swapstream interest rate reset schedule.
- specifies at least one occurrence of swap stream interest rate setting event.
- has interest rate at least one occurrence of floating interest rate.
- has interest calculation schedule at least one occurrence of swap stream interest calculation schedule.
-
Definition: a swapstream in which variable interest is paid on some notional amount, linked to some underlying interest reference rate
Synonym: floating interest rate swap stream
- floating lookback formula expression
Model-Generated Definition:
-
A kind of lookback formula expression. A valid occurrence satisfies the following necessary conditions:
- subtracts at least one occurrence of observable best value.
- subtracts from at least one occurrence of observable final value.
-
Definition:
Synonym:
- floating lookback strike formula
Model-Generated Definition:
-
A kind of strike formula. A valid occurrence satisfies the following necessary condition:
- has expression at least one occurrence of floating lookback formula expression.
-
Definition:
Synonym:
- floating lookback strike schedule
Model-Generated Definition:
-
A kind of schedule.
-
Definition:
Synonym:
- floating lookback strike terms
Model-Generated Definition:
-
A kind of lookback strike terms. A valid occurrence satisfies the following necessary condition:
- has formula at least one occurrence of floating lookback strike formula.
-
Definition:
Synonym:
- floating point value
Model-Generated Definition:
-
A kind of numeric value.
-
Definition: A floating point representation of a number. Note that this class is not intended to be used directly (in these cases use xsd:double) but is intended to be subclassed with values with business semantic intent.
Synonym:
- floating rate note
Model-Generated Definition:
-
A kind of variable coupon bond. A valid occurrence satisfies the following necessary conditions:
- has interest payment terms at least one occurrence of f r n coupon.
- has interest payment terms at least one occurrence of f r n terms.
-
Definition: A bond with a variable interest rate based on a published bank interest rate. The adjustments to the interest rate (coupon) are made periodically, usually on a quarterly or monthly basis, and are tied to a certain money-market index. Also known as a "floater".
Synonym:
- floating-rate note date
Model-Generated Definition:
-
A kind of calculated date. A valid occurrence satisfies the following necessary condition:
- has business day adjustment exactly one occurrence of floating-rate note date rule.
-
Definition: a calculated date associated with a floating-rate note, also known as a floater or FRN, which is a debt instrument with a variable interest rate
Synonym:
- floating-rate note date rule
Model-Generated Definition:
-
A kind of business day adjustment.
-
Definition: a business day adjustment rule applied to floating-rate note instruments
Synonym:
- floor
Model-Generated Definition:
-
A kind of building sub unit. A valid occurrence satisfies the following necessary condition:
- floor identified by at least one occurrence of building sub unit address fragment.
-
Definition: A building subdivision whose extent is the horizontal extent of the building at that height.
Synonym:
- floor determination
Model-Generated Definition:
-
A kind of cap or floor determination.
-
Definition: The Observable rate is to be subtracted from the Strike rate on the reset date, to determine the settlement amount. Floor: I am an investor and I am specifying the minimum return I will get for that investment.
Synonym:
- floor loan
Model-Generated Definition:
-
Definition:
Synonym:
- FNMA pool
Model-Generated Definition:
-
A kind of agency mortgage pool.
-
Definition:
Synonym:
- for profit corporation
Model-Generated Definition:
-
A kind of corporation. A valid occurrence satisfies the following necessary condition:
- has objective at least one occurrence of profit objective.
-
Definition: a corporation whose objective is to make money, in other words, to ensure realization of a financial benefit such that the amount of revenue gained from a business activity exceeds the expenses, costs and taxes needed to sustain that activity
Synonym:
- Force
Model-Generated Definition:
-
A kind of Multi Dimensional Property.
-
Definition:
Synonym:
- foreign branch ownership
Model-Generated Definition:
-
A kind of entity ownership.
-
Definition: ownership by some party of some formal organization or organizational sub-unit that is a foreign affiliate and legally part of the owning entity
Synonym:
- foreign currency option
Model-Generated Definition:
-
A kind of exchange traded option contract and foreign exchange derivative contract. A valid occurrence satisfies the following necessary conditions:
- underlying at least one occurrence of fx option underlying.
- has exercise terms at least one occurrence of currency option exercise terms set.
-
Definition: An option on a currency, based on the spot exchange rate of that currency to the currency of the security itself.
Synonym:
- foreign exchange (FX) option
Model-Generated Definition:
-
A kind of foreign exchange derivative contract and option. A valid occurrence satisfies the following necessary conditions:
- embodies at least one occurrence of fx option transaction.
- has seller at least one occurrence of fx option seller.
- buyer at least one occurrence of fx option buyer.
-
A valid occurrence may also have the following properties:
- strike rate any number of values of decimal.
- expiry any number of occurrences of date time.
- fx option premium any number of occurrences of monetary amount.
-
Definition:
Synonym:
- foreign exchange derivative contract
Model-Generated Definition:
-
A kind of derivative instrument.
-
Definition:
Synonym:
- foreign exchange service
Model-Generated Definition:
-
A kind of financial service.
-
Definition: a financial service involving the exchange of one currency for another, conversion of one currency for another, and transfer of money from one country to another whereby currency conversion is required
Synonym:
- form
Model-Generated Definition:
-
A kind of written information.
-
Definition: Written information entered into a physical document or a computer application containing information entered by a person.
Synonym:
- formal approval for listing and trading
Model-Generated Definition:
-
A kind of initial public offering process step. A valid occurrence satisfies the following necessary condition:
- is provided by at least one occurrence of securities exchange.
-
Definition:
Synonym:
- formal controlled document
Model-Generated Definition:
-
A kind of formal document. A valid occurrence may have the following properties:
-
Definition: A formal document which has applied to it some degree of formal control including version management, as defined within some pre-defined document control process.
Synonym:
- formal document
Model-Generated Definition:
-
A kind of document. A valid occurrence may have the following properties:
-
Definition: A document which has some self-identified and defined formal status, usually but not necessarily within some pre-defined business process for document formalization.
Synonym:
- formal offer
Model-Generated Definition:
-
Definition: Event which is an offer to the holder or potential holder or other intersted party, to enter into a trade which is or would be legally binding on the part of the party making the offer (the offeror).
Synonym:
- formal organization
Model-Generated Definition:
-
A kind of organization. A valid occurrence may have the following properties:
- is classified by any number of occurrences of standard industrial classification code.
- is domiciled in any number of occurrences of country.
- is classified by any number of occurrences of North American Industry Classification System code.
-
Definition: An Organization that is recognized in some legal jurisdiction, with associated rights and responsibilities. Examples include a Corporation, Charity, Government or Church.
Synonym:
- formal statement
Model-Generated Definition:
-
A kind of written communication. A valid occurrence satisfies the following necessary condition:
- formal statement by at least one occurrence of formal organization.
-
Definition: Some formal written communication, setting out the position of some party or parties about some matter.
Synonym:
- formally constituted organization
Model-Generated Definition:
Equivalent to juridical person and legal entity.
-
A kind of formal organization and legal person. A valid occurrence satisfies the following necessary condition:
- is organized in exactly one occurrence of jurisdiction.
-
A valid occurrence may also have the following properties:
- is classified by any number of occurrences of North American Industry Classification System code.
- is classified by any number of occurrences of industry sector classifier.
- precedes any number of occurrences of legal entity.
- has headquarters address any number of occurrences of registration address.
- is governed by any number of occurrences of organization covering agreement.
- has entity status at most one occurrence of entity status.
- is classified by any number of occurrences of standard industrial classification code.
- has entity expiration reason at most one occurrence of entity expiration reason.
-
Definition:
- Any organization with some formal contractual agreement among its principals
- an entity, as a firm, that is not a single natural person, as a human being, authorized by law with duties and rights, recognized as a legal authority having a distinct identity, a legal personality
- a legal person that is a partnership, corporation, or other organization having the capacity to negotiate contracts, assume financial obligations, and pay off debts, organized under the laws of some jurisdiction
Synonym:
- formally constituted organization member
Model-Generated Definition:
-
A kind of organization member.
-
Definition: A member of some formally constituted organization.
Synonym:
- formula (from package /Imported Ontologies/Analytics Ontology/formula)
Model-Generated Definition:
-
A kind of reference. A valid occurrence satisfies the following necessary condition:
- has expression at least one occurrence of expression.
-
Definition: a general fact or rule expressed in letters and symbols; may consist of one or more expressions
Synonym:
- formula (from package /Imported Ontologies/Math/formula)
Model-Generated Definition:
-
A kind of mathematical expression. A valid occurrence satisfies the following necessary conditions:
- has expression at least one occurrence of formula expression.
- has subject at least one occurrence of formula subject.
-
A valid occurrence may also have the following properties:
- has textual expression any number of values of string.
- relation any number of occurrences of relation.
-
Definition:
Synonym:
- formula argument
Model-Generated Definition:
-
A kind of mathematical thing. A valid occurrence satisfies the following necessary condition:
- has operand at least one occurrence of numerical parameter.
-
A valid occurrence may also have the following properties:
- constant any number of values of decimal.
- has operator any number of occurrences of operator.
-
Definition: The Right Hand Side of the Formula.
Synonym:
- formula expression
Model-Generated Definition:
-
A kind of formula part. A valid occurrence satisfies the following necessary condition:
- has argument at least one occurrence of formula argument.
-
Definition: How the Formula is expressed i.e. the Right Hand Side of the Formula.
Synonym:
- formula part
Model-Generated Definition:
-
A kind of mathematical thing.
-
Definition:
Synonym:
- formula subject
Model-Generated Definition:
-
A kind of formula part. A valid occurrence satisfies the following necessary condition:
- subject takes form at least one occurrence of formula argument.
-
Definition: The Left Hand Side of the Formula, giving what is being expressed in terms of the Right Hand Side.
Synonym:
- forward cash conditional delivery commitment
Model-Generated Definition:
-
A kind of forward cash delivery commitment. A valid occurrence satisfies the following necessary condition:
- allows for option of at least one occurrence of forward cash delivery.
-
Definition: Commitment to deliver agreed amountof cash in the event that the option is exercised.
Synonym:
- forward cash delivery
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- payment type any number of values of any type.
- delivery date any number of values of any type.
- delivery amount any number of occurrences of monetary amount.
-
Definition: 'This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.'
Synonym:
- forward cash delivery commitment
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- commits to at least one occurrence of forward cash delivery.
-
Definition: A commitment to deliver a cash amount at an agreed date in the future.
Synonym:
- forward cash settlement commitment
Model-Generated Definition:
-
Definition: A commitment to settle a cash amount at an agreed date in the future.
Synonym:
- forward cash settlement terms set
Model-Generated Definition:
-
A kind of settlement terms. A valid occurrence satisfies the following necessary condition:
- embodies at least one occurrence of forward cash settlement commitment.
-
A valid occurrence may also have the following properties:
- payment fee type any number of values of string.
- settlement date any number of values of any type.
- settlement amount any number of occurrences of monetary amount.
-
Definition: 'This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.'
Synonym:
- forward contract
Model-Generated Definition:
-
A kind of derivative instrument and over-the-counter (OTC) instrument. A valid occurrence satisfies the following necessary conditions:
- side at least one occurrence of forward delivery terms.
- establishes at least one occurrence of forward delivery commitment.
- establishes at least one occurrence of forward cash settlement commitment.
- has seller at least one occurrence of forward contract seller.
- has buyer at least one occurrence of forward contract buyer.
- has valuation terms at least one occurrence of forward valuation terms set.
- side at least one occurrence of forward cash settlement terms set.
-
A valid occurrence may also have the following properties:
- contract size any number of values of integer.
-
Definition: A cash market transaction in which a seller agrees to deliver a specific cash commodity to a buyer at some point in the future.
Synonym:
- forward contract adjustment method
Model-Generated Definition:
-
A kind of adjustment method.
-
Definition: Method by which adjustments will be made to the forward contract should one or more of a number of extraordinary events occur.
Synonym:
- forward contract buyer
Model-Generated Definition:
-
A kind of contract counterparty and derivative contract party.
-
Definition:
Synonym:
- forward contract seller
Model-Generated Definition:
-
A kind of contract principal and derivative contract party.
-
Definition: A seller of the underlying instrument in a Forward contract.
Synonym:
- forward delivery commitment
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- commits to at least one occurrence of forward delivery terms.
- made by at least one occurrence of option underlying seller.
-
Definition: A commitment to deliver something at some time or under some terms in the future.
Synonym:
- forward delivery terms
Model-Generated Definition:
-
A kind of delivery terms. A valid occurrence may have the following properties:
- cash delivery any number of values of boolean.
- delivery date any number of values of any type.
- forward price any number of occurrences of monetary amount.
-
Definition: The delivery of something in the future, at an agreed date or dates and under agreed terms.
Synonym:
- forward rate agreement
Model-Generated Definition:
-
A kind of foreign exchange derivative contract.
-
Definition: Definition needed.
Synonym:
- forward transaction
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- embodies at least one occurrence of forward contract.
-
Definition: A transaction in which one party commits at the present to delivery of something in the future.
Synonym:
- forward valuation terms set
Model-Generated Definition:
-
A kind of contractual commitment. A valid occurrence satisfies the following necessary conditions:
- has valuation timing at least one occurrence of (Unnamed Class).
- specifies at least one occurrence of underlying valuation.
- valuation date at least one occurrence of date.
-
Definition: Terms for valuation of underlying(s) for a Forward Contract.
Synonym:
- fractional price quotation
Model-Generated Definition:
-
A kind of equity price quotation method.
-
Definition: Price is quoted as a fraction.
Synonym:
- frequency
Model-Generated Definition:
-
A kind of temporal measure. A valid occurrence satisfies the following necessary condition:
- reciprocal at least one occurrence of duration description.
-
Definition:
Synonym:
- full amortization
Model-Generated Definition:
-
A kind of amortization.
-
Definition: amortization in which the very last payment (which, if the schedule was calculated correctly, should be equal to all others) pays off all remaining principal and interest on the loan
Synonym:
- full call
Model-Generated Definition:
-
A kind of call action.
-
Definition:
Synonym:
- full exercise action
Model-Generated Definition:
-
A kind of exercise action.
-
Definition:
Synonym:
- full faith and credit bond
Model-Generated Definition:
-
A kind of bond.
-
Definition: [definition from Wes]
Synonym:
- fully amortizing bond
Model-Generated Definition:
-
A kind of amortizing bond.
-
Definition: Securities that return principal to investors throughout the life of the security are said to be fully amortizing. They are designed to closely reflect the full repayment of the underlying loans through scheduled interest and principal payments.
Synonym:
- fully-indexed interest rate
Model-Generated Definition:
-
A kind of expression and floating interest rate. A valid occurrence satisfies the following necessary conditions:
- has argument exactly one occurrence of base rate.
- has argument at least one occurrence of margin.
-
Definition: a variable interest rate that is calculated by adding a margin to a specified index rate
Synonym:
- functional business entity
Model-Generated Definition:
-
A kind of functional entity. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of formal organization.
-
Definition: a business entity defined in terms of its function
Synonym:
- functional entity
Model-Generated Definition:
-
A kind of thing in role. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of independent party.
-
Definition: any independent party (i.e., person, business entity, governmental entity, or other organization) defined in terms of its function
Synonym:
- fund
Model-Generated Definition:
-
A kind of pool. A valid occurrence satisfies the following necessary conditions:
- has transfer agent at least one occurrence of fund transfer agent.
- advised by at least one occurrence of investment advisor.
- has performance determination method at least one occurrence of performance determination method.
- administered by at least one occurrence of fund administrator.
- distributed by at least one occurrence of fund distributor.
- has tradable unit at least one occurrence of fund unit.
- supervised by at least one occurrence of fund supervisory authority.
- has fund identification at least one occurrence of organization identifier.
- has management company at least one occurrence of fund manager.
- fund has related party at least one occurrence of funds processing party.
- has subscription terms at least one occurrence of fund subscription terms.
- has accountant at least one occurrence of fund accountant.
- has additional information at least one occurrence of other investment fund information.
- has auditor at least one occurrence of fund auditor.
- described in at least one occurrence of fund prospectus.
- fund legally recorded in at least one occurrence of jurisdiction.
- has fund policy at least one occurrence of fund investment policy.
- has related fund terms at least one occurrence of fund processing terms.
- has objective at least one occurrence of fund investment objective.
- has accounting information at least one occurrence of fund reporting terms.
- has legal form at least one occurrence of fund legal form.
- has depository at least one occurrence of fund depositary.
- domicile exactly one occurrence of country.
- has data provider at least one occurrence of fund data provider.
- has distribution policy at least one occurrence of fund unit distribution method.
- promoted by at least one occurrence of fund promoter.
- has unit issuer at least one occurrence of unit issuer.
-
A valid occurrence may also have the following properties:
- product group description any number of values of string.
- sub fund any number of values of boolean.
- registration date any number of values of any type.
- launch date any number of values of any type.
- closed end fund any number of values of boolean.
- first n a v calculation date any number of values of any type.
- closed fund any number of values of boolean.
- name any number of values of string.
- denomination any number of occurrences of currency.
- inception date any number of occurrences of date.
- has portfolio any number of occurrences of fund portfolio.
- fund structure any number of occurrences of fund structure.
-
Definition: Distinct pool of financial instruments managed by a single investment policy.
Synonym:
- fund accountant
Model-Generated Definition:
-
A kind of funds processing party.
-
Definition: The party that keeps accounting records of the available assets and liabilities of the Fund. It calculates dealing prices, the Net Asset Value (NAV) of the Fund, and may provide fund performance and tax data. Can be subcontracted by the FundAdministrator.
Synonym:
- fund administrator
Model-Generated Definition:
-
A kind of funds processing party. A valid occurrence satisfies the following necessary conditions:
- processing party has identity at least one occurrence of legal entity.
- may also be at least one occurrence of unit issuer.
-
Definition: Entity that has to fulfil the legal and supervisory requirements of the fund. Responsible for all the business purposes around the investment pool, and so is reponsible for the issuing of the shares.
Synonym:
- fund auditor
Model-Generated Definition:
-
A kind of funds processing party.
-
Definition: The party that is in charge of examining and verifying a fund's financial and accounting records as well as supporting documents and fulfilment of legal requirements. Definition origin:EFAMA DD
Synonym:
- fund bond class unit
Model-Generated Definition:
-
A kind of fund unit. A valid occurrence satisfies the following necessary conditions:
- has distributiojn policy at least one occurrence of fund unit distribution policy.
- has expected coupon at least one occurrence of fund bond unit coupon.
- defines terms for at least one occurrence of fund debt.
-
Definition: A fund unit which takes the form of debt in that fund.
Synonym:
- fund bond unit coupon
Model-Generated Definition:
-
A kind of timed parameter. A valid occurrence satisfies the following necessary condition:
- has policy terms at least one occurrence of fund coupon policy.
-
Definition: A fixed coupon paid out to holders of the Fund Bond Unit.
Synonym:
- fund capital gains distribution
Model-Generated Definition:
-
A kind of voluntary distribution.
-
Definition: Distribution of profits resulting from the sale of securities. Shareholders of Mutual Funds, Unit Trusts, or Sicavs are recipients of capital gains distributions which are often reinvested in additional shares of the fund.
Synonym:
- fund capital gains distribution notification
Model-Generated Definition:
-
A kind of capital distribution notification.
-
Definition: Notification of distribution to shareholders of funds, of profits resulting from the sale of securities.
Synonym:
- fund cash distribution policy
Model-Generated Definition:
-
A kind of fund unit distribution policy.
-
Definition: Policy for distribution of cash dividends or notes in the event that the fund units have a distribution policy of "Cash" rather than "Reinvestment".
Synonym:
- fund classification
Model-Generated Definition:
-
A kind of classifier. A valid occurrence satisfies the following necessary condition:
- classifies at least one occurrence of fund.
-
Definition: The category of the fund according to the asset class. This is a published code by which the Fund is classified. Further notes: Could be EFCF codes. This is the way in which "Type of fund" is articulated.
Synonym:
- fund classification scheme
Model-Generated Definition:
-
A kind of classification scheme. A valid occurrence satisfies the following necessary condition:
- defines at least one occurrence of fund classification.
-
Definition: A published scheme for the category of a fund according to the asset class.
Synonym:
- fund coupon policy
Model-Generated Definition:
-
A kind of fund cash distribution policy. A valid occurrence may have the following properties:
- ex coupon date any number of occurrences of day month value.
- coupon payment date any number of occurrences of day month value.
-
Definition: Terms for the expected distribution of bond unit coupons.
Synonym:
- fund data provider
Model-Generated Definition:
-
A kind of funds processing party. A valid occurrence satisfies the following necessary condition:
- processing party has identity at least one occurrence of legal entity.
-
Definition: A party which supplies market data to a fund.
Synonym:
- fund debt
Model-Generated Definition:
-
Definition: Debt issued by a Fund.
Synonym:
- fund depositary
Model-Generated Definition:
-
A kind of funds processing party. A valid occurrence satisfies the following necessary condition:
- provides depositary service for at least one occurrence of fund unit.
-
Definition: The party that holds and safeguards holdings owned by a fund. It is also responsible for compliance of the portfolio with legal ratios etc.
Synonym:
- fund distribution policy
Model-Generated Definition:
-
A kind of policy.
-
Definition: The overal diustribution policy or policy limitations for the fund itself.
Synonym:
- fund distributor
Model-Generated Definition:
-
A kind of funds processing party.
-
Definition: an entity through which a fund may be bought by or for an investor. This may be on a discretionary or advisory basis, or as an execution-only service. Definition origin:EFAMA DD
Synonym:
- fund dividend policy
Model-Generated Definition:
-
A kind of fund cash distribution policy. A valid occurrence may have the following properties:
- dividend payment date any number of occurrences of day month value.
- dividend payment frequency any number of occurrences of recurrence interval.
- ex div date any number of occurrences of day month value.
-
Definition: Terms for the expected distributions of dividends.
Synonym:
- fund equity
Model-Generated Definition:
-
A kind of pool equity. A valid occurrence satisfies the following necessary condition:
- represents an interest in at least one occurrence of fund.
-
Definition: A share or proportion of the capital gains in a fund.
Synonym:
- fund family
Model-Generated Definition:
-
A kind of collection. A valid occurrence satisfies the following necessary conditions:
- has constituent at least one occurrence of managed investment.
- is managed by exactly one occurrence of financial institution.
-
Definition: a collection of managed investments that are all managed by a single investment institution
Synonym:
- fund investment objective
Model-Generated Definition:
-
A kind of investment goal. A valid occurrence satisfies the following necessary conditions:
- stated in at least one occurrence of fund prospectus.
- has intended risk level at least one occurrence of risk level.
-
A valid occurrence may also have the following properties:
- stated investment aim any number of values of string.
-
Definition: The aim of a Fund e.g outperfom a given benchmark.
Synonym:
- fund investment policy
Model-Generated Definition:
-
A kind of policy. A valid occurrence satisfies the following necessary conditions:
- constrains at least one occurrence of portfolio investment strategy.
- sets at least one occurrence of fund investment restrictions set.
-
A valid occurrence may also have the following properties:
- stipulates benchmark at most one occurrence of market rate.
-
Definition: The policy within which the fund acts in order to achieve the stated fund objectives.
Synonym:
- fund investment restrictions set
Model-Generated Definition:
-
A kind of restriction. A valid occurrence satisfies the following necessary condition:
- is a part of at least one occurrence of fund prospectus.
-
A valid occurrence may also have the following properties:
- type of securities any number of values of string.
- value at risk any number of occurrences of percentage value.
- percentage invested any number of occurrences of percentage value.
- minimum rating restriction any number of occurrences of rating score.
- tracking error any number of occurrences of percentage value.
-
Definition: Limitations that apply to the fund as a whole, such as risk factors. these are used to determine whether the fund is appropriate for a given type of investor to invest in.
Synonym:
- fund investor
Model-Generated Definition:
-
A kind of transferable contract holder. A valid occurrence satisfies the following necessary condition:
- is unit holder at least one occurrence of fund unit.
-
Definition: A party which invests in the Fund. It does this by holding some tradable unit (which represents some stake) in that fund.
Synonym:
- fund investor type
Model-Generated Definition:
-
Definition: The type of party that is eligible to invest in a fund.
Synonym:
- fund legal contract
Model-Generated Definition:
-
A kind of organization covering agreement. A valid occurrence satisfies the following necessary condition:
- is evidenced by at least one occurrence of fund legal form documentation.
-
Definition: For a fund which is constituted under the law of contract, the contract that embodies the fund legal form.
Synonym:
- fund legal form
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- identified as at least one occurrence of (Unnamed Class).
-
Definition: The legal form of the fund, eg Joint Stock Company, SPV etc.
Synonym:
- fund legal form documentation
Model-Generated Definition:
-
A kind of constitution.
-
Definition: For a fund which is constituted under the law of contract, the constitution or articles that define the fund. These are embodied in a Contract.
Synonym:
- fund management company
Model-Generated Definition:
-
A kind of legal entity.
-
Definition: The party that sets up the fund, decides the investment strategy, appoints the agents, and is responsible for the promotion and the marketing of the fund. It makes all of the important decisions related to the fund. Also called fund promotor or fund sponsor or fund manager.
Synonym:
- fund manager
Model-Generated Definition:
-
A kind of funds processing party. A valid occurrence satisfies the following necessary condition:
- processing party has identity at least one occurrence of fund management company.
-
Definition: The party that sets up the fund, decides the investment strategy, appoints the agents, and is responsible for the promotion and the marketing of the fund. It makes all of the important decisions related to the fund. Also called fund promotor or fund sponsor. This is a dupliucate of Fund Management Company at the moment
Synonym:
- fund order desk
Model-Generated Definition:
-
A kind of account provider. A valid occurrence satisfies the following necessary condition:
- provider has identity at least one occurrence of legal entity.
-
Definition: The Fund Order Desk is a party to the Fund Order Desk Account.
Synonym:
- fund order desk physical form document
Model-Generated Definition:
-
A kind of written information.
-
Definition: A phsyical form obtained through the main fund order desk.
Synonym:
- fund portfolio
Model-Generated Definition:
-
A kind of investment portfolio. A valid occurrence satisfies the following necessary conditions:
- has constituent at least one occurrence of portfolio holding.
- has monetary amount at least one occurrence of cash balance.
- has liquidity at least one occurrence of liquidity.
- implements fund policy at least one occurrence of fund portfolio investment policy.
- strategy at least one occurrence of portfolio investment strategy.
- is managed by at least one occurrence of portfolio manager.
- assessed against at least one occurrence of portfolio benchmark.
-
Definition: An account containing a number of financial instruments along with cash positions in one or more currencies and belonging to a Fund
Synonym:
- fund portfolio investment limitations
Model-Generated Definition:
-
A kind of fund investment restrictions set. A valid occurrence may have the following properties:
- inclusion any number of values of boolean.
- minimum investment percentage any number of occurrences of percentage value.
- minimum investment amount any number of occurrences of monetary amount.
- maximum investment percentage any number of occurrences of percentage value.
- maximum investment amount any number of occurrences of monetary amount.
-
Definition: Detailed Policy on approximately how the portfolio is to be allocated to achieve the stated investment goals. This underpins the detailed strategy of how to achieve this.
Synonym:
- fund portfolio investment policy
Model-Generated Definition:
-
A kind of policy. A valid occurrence satisfies the following necessary conditions:
- defines allocations at least one occurrence of fund portfolio investment limitations.
- constrains at least one occurrence of portfolio investment strategy.
-
A valid occurrence may also have the following properties:
- description any number of values of string.
- name any number of values of string.
-
Definition: Intended allocation of the portfolio to meet the stated investment strategy and goals.
Synonym:
- fund price
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- determination date any number of occurrences of date.
-
Definition:
Synonym:
- fund processing form
Model-Generated Definition:
-
A kind of control document. A valid occurrence may have the following properties:
- physical document required any number of values of boolean.
- signature required any number of values of boolean.
- may be at most one occurrence of fund order desk physical form document.
-
Definition: The form of documentation or control mechanism required for some funds processing activity.
Synonym:
- fund processing general terms
Model-Generated Definition:
-
A kind of fund processing terms. A valid occurrence may have the following properties:
- dual fund any number of values of boolean.
- minimum remaining holding units any number of values of integer.
- back end load applicable any number of values of boolean.
- switching chargeable any number of values of boolean.
- holding transferable any number of values of boolean.
- allowed investor type any number of occurrences of fund investor type.
- minimum remaining holding amount any number of occurrences of monetary amount.
- authorized country any number of occurrences of country.
- minimum holding period any number of occurrences of known calendar duration.
-
Definition: Formal terms for general processing of the fund. These set out what the investor and the fund may or may not do.
Synonym:
- fund processing terms
Model-Generated Definition:
-
A kind of contractual commitment. A valid occurrence satisfies the following necessary conditions:
- defines main fund order desk account at least one occurrence of funds processing account.
- has default settlement convention at least one occurrence of fund units settlement terms convention.
-
A valid occurrence may also have the following properties:
- decimal place rounding any number of values of integer.
- dealing frequency description any number of values of string.
- main fund order desk any number of values of boolean.
- processing country any number of occurrences of country.
-
Definition: Formal terms for processing of the fund. These set out what the investor and the fund may or may not do. These include terms for redemption and subscription processing as well as general processing terms. ISO FIBIM definition: Processing characteristics linked to the instrument, ie, not to the market.
Synonym:
- fund promoter
Model-Generated Definition:
-
A kind of funds processing party.
-
Definition: An entity that promotes a fund. May be an investor, pension fund, bank, insurance company or management company
Synonym:
- fund prospectus
Model-Generated Definition:
-
A kind of prospectus. A valid occurrence satisfies the following necessary conditions:
- outlines at least one occurrence of fund investment objective.
- anticipates at least one occurrence of market rate.
-
A valid occurrence may also have the following properties:
- stated objective any number of values of string.
- stated management fee any number of occurrences of monetary amount.
- anticipated volatility any number of occurrences of percentage value.
- stated distribution fee any number of occurrences of monetary amount.
-
Definition: The Prospectus for the Fund. This is a document made available publicly for potential investors. It will include facts about the fund investment objective, investment focus and other details of the fund. Some of this information becomes binding on the fund once it is issued, while other information is guidelines only.
Synonym:
- fund redemption restriction
Model-Generated Definition:
-
A kind of restriction.
-
Definition:
Synonym:
- fund redemption terms
Model-Generated Definition:
-
A kind of fund processing terms. A valid occurrence satisfies the following necessary condition:
- has additional redemption restrictions at least one occurrence of refer to fund order desk.
-
A valid occurrence may also have the following properties:
- redemption in amount allowed any number of values of boolean.
- maximum redemption units any number of values of integer.
- redemption cutoff date time any number of occurrences of date time.
- redemption dealing frequency any number of occurrences of recurrence interval.
- maximum redemption amount any number of occurrences of monetary amount.
- redemption period any number of occurrences of date period.
- maximum redemption percentage any number of occurrences of percentage value.
- redemption form any number of occurrences of fund processing form.
-
Definition: Formal terms for redemption of units in the fund. These set out what the investor and the fund may or may not do.
Synonym:
- fund reinvestment policy
Model-Generated Definition:
-
A kind of fund unit distribution policy. A valid occurrence may have the following properties:
- reinvestment frequency any number of occurrences of recurrence interval.
-
Definition: Terms for the expected reinvestment of profits on fund units.
Synonym:
- fund reporting terms
Model-Generated Definition:
-
A kind of information. A valid occurrence satisfies the following necessary condition:
- has accounting reporting frequency at least one occurrence of reporting frequency policy.
-
A valid occurrence may also have the following properties:
- first accounting year end date any number of values of any type.
- accounting year end date any number of occurrences of day month value.
- end of fiscal year any number of occurrences of day month value.
-
Definition: Terms describing the accounting methods and reporting arrangements used by the fund.
Synonym:
Model-Generated Definition:
-
A kind of equity instrument and fund unit. A valid occurrence satisfies the following necessary conditions:
- has expected dividend at least one occurrence of fund share class unit dividend.
- confers ownership of at least one occurrence of fund equity.
- has distribution policy at least one occurrence of fund unit distribution policy.
-
A valid occurrence may also have the following properties:
- limited shares are issued any number of values of boolean.
- inception date any number of occurrences of date.
-
Definition: The legal structure in which you can purchase part of an investment pool, defined by a variety of characteristics like investor type, minimum size of investment, distribution type, fee and currency. A fund unit which gives the holder an equity stake in the fund.
Synonym:
Model-Generated Definition:
-
A kind of timed parameter. A valid occurrence satisfies the following necessary condition:
- has policy terms at least one occurrence of fund dividend policy.
-
Definition: Expected dividend payment from a Fund Unit. REVIEW: Does this apply to the Fund as a whole or to a unit in the fund? This term will be redefined following the Funds model restructuring
Synonym:
- fund structure
Model-Generated Definition:
-
Definition: One of the different ways in which a Fund may be structured.
Synonym:
- fund subscription terms
Model-Generated Definition:
-
A kind of fund processing terms. A valid occurrence satisfies the following necessary condition:
- applies to at least one occurrence of fund unit.
-
A valid occurrence may also have the following properties:
- front end load applicable any number of values of boolean.
- subscriptions in amount allowed any number of values of boolean.
- minimum subscription units any number of values of integer.
- minimum initial subscription units any number of values of integer.
- subsequent application form any number of occurrences of fund processing form.
- performance fee any number of occurrences of fee.
- subscription dealing frequency any number of occurrences of recurrence interval.
- minimum initial subscription amount any number of occurrences of monetary amount.
- maximum redemption fee any number of occurrences of fee.
- purchasing fee any number of occurrences of fee.
- switching fee any number of occurrences of fee.
- initial application form any number of occurrences of fund processing form.
- redemption fee any number of occurrences of fee.
- maximum purchasing fee any number of occurrences of fee.
- subscription cutoff date time any number of occurrences of date time.
- minimum subscription amount any number of occurrences of monetary amount.
- subscription period any number of occurrences of date period.
-
Definition: Subscription terms for the fund. Further notes: ISO FIBIM, EFAMA DD and FPP combine terms for subscription, redemption and general holding requirements. These have been separated here as they are different kinds of term, but this can be reviewed. Subscription Terms are identified as terms of the fund and not the fund unit, since terms for how you might subscribe can't be binding one someone who has not yet subscribed.
Synonym:
Model-Generated Definition:
-
A kind of party in role. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of corporation.
-
Definition: The legal entity which supervises the fund or fund industry
Synonym:
- fund transfer agent
Model-Generated Definition:
-
A kind of funds processing party.
-
Definition: An entity that undertakes the execution of subscription, redemption and switch orders on behalf of a fund. Definition origin:EFAMA DD
Synonym:
- fund unit
Model-Generated Definition:
-
A kind of transferable contract. A valid occurrence satisfies the following necessary conditions:
- is identified by at least one occurrence of security identifier.
- has details at least one occurrence of net asset value calculation method.
- denomination currency at least one occurrence of currency.
- is legally recorded in at least one occurrence of jurisdiction.
- has fund processing terms at least one occurrence of fund redemption terms.
- is open ended or closed at least one occurrence of open ended or closed.
- has fund processing terms at least one occurrence of fund processing general terms.
-
A valid occurrence may also have the following properties:
- fund class type identifier any number of values of string.
- issue price any number of occurrences of price.
- has issue date any number of occurrences of date.
-
Definition: A unit in a fund, which may be traded and is a contract between the fund and the holder of that unit.
Synonym:
- fund unit distribution method
Model-Generated Definition:
-
A kind of distribution method.
-
Definition: The normal distribution policy for funds.
Synonym:
- fund unit distribution policy
Model-Generated Definition:
-
A kind of policy. A valid occurrence satisfies the following necessary condition:
- has distribution policy at least one occurrence of fund unit distribution method.
-
A valid occurrence may also have the following properties:
- distribution with reinvestment any number of values of boolean.
-
Definition: Income policy relating to the unit, e.g. if income is paid out or retained in the fund and how this is treated, including distribution policy details for dividends and coupons.
Synonym:
- fund unit holder
Model-Generated Definition:
-
A kind of trust beneficiary. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of legal person.
-
A valid occurrence may also have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party that holds some unit in a fund
Synonym:
- fund unit holding
Model-Generated Definition:
-
A kind of portfolio holding. A valid occurrence may have the following properties:
-
Definition: A holding of a unit in another fund.
Synonym:
- fund unit performance
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- net or gross of fees any number of values of string.
- determination date any number of occurrences of date.
- determination period any number of occurrences of date period.
-
Definition:
Synonym:
- fund units settlement terms convention
Model-Generated Definition:
-
A kind of settlement convention. A valid occurrence may have the following properties:
- clear funds required any number of values of boolean.
- redemption cycle in business days any number of values of integer.
- settlement period in business days any number of values of integer.
-
Definition: Default settlement terms which may apply to a fund, trading of for units in the fund and for redemption of fund units.
Synonym:
- funds
Model-Generated Definition:
-
A kind of currency. A valid occurrence satisfies the following necessary condition:
- has currency exactly one occurrence of currency.
-
A valid occurrence may also have the following properties:
- has funds type any number of values of string.
-
Definition: an artificial currency used as calculation basis for another currency (or currencies) and/or for accounting purposes
Synonym:
- funds cash distribution
Model-Generated Definition:
-
A kind of fund unit distribution method.
-
Definition: Accrued income is distributed periodically to the investor.
Synonym:
- funds creation
Model-Generated Definition:
-
A kind of s p v purpose.
-
Definition: SPV set up for fund management Conesnsus:Review
Synonym:
- funds identifier
Model-Generated Definition:
-
A kind of code element and identifier. A valid occurrence satisfies the following necessary conditions:
- identifies at least one occurrence of funds.
- denotes at least one occurrence of funds.
-
A valid occurrence may also have the following properties:
- has funds tag any number of values of string.
-
Definition: the trigraph representing the funds
Synonym:
- funds processing
Model-Generated Definition:
-
A kind of relationship context.
-
Definition: The context of managing and processing funds, issuing funds units etc. This is the context in which the different parties involved in a fund are defined as parties.
Synonym:
- funds processing account
Model-Generated Definition:
-
A kind of account. A valid occurrence satisfies the following necessary condition:
- account has provider at least one occurrence of fund order desk.
-
Definition: An account used specifically in the processing of funds. Like all accounts this is (per FIBIM definition) a business relationship between two entities; one entity is the account owner, the other entity is the account servicer. Please refer to Financial global model for treatment of accounts relationships in this model.
Synonym:
- funds processing party
Model-Generated Definition:
-
A kind of party in role. A valid occurrence may have the following properties:
- processing party has identity any number of occurrences of legal entity.
-
Definition: A party involved in the processing of funds in some way.
Synonym:
- funds processing passport
Model-Generated Definition:
-
A kind of written information. A valid occurrence satisfies the following necessary conditions:
- may be defined in at least one occurrence of fund prospectus.
- has information about at least one occurrence of fund unit.
- defines terms for at least one occurrence of fund processing terms.
-
Definition: The Funds Processing Passport. This is defined as a document. This has terms drawn from elsewhere in the model which are defined as part of the FPP for reasons defined in the FPP descriptions.
Synonym:
- funds processing referent
Model-Generated Definition:
-
A kind of synechdocal thing. A valid occurrence may have the following properties:
- has related terms any number of occurrences of contract terms set.
-
Definition:
Synonym:
- funds s p v
Model-Generated Definition:
-
A kind of special purpose vehicle. A valid occurrence satisfies the following necessary conditions:
- is set up for at least one occurrence of funds creation.
- holds at least one occurrence of fund.
-
A valid occurrence may also have the following properties:
- intended liquidation date any number of occurrences of date.
-
Definition: A Special Purpose Vehicle (SPV) set up specifically to create an investment fund. It is set up by a company or a group of companies for this purpose. The SPV is formed for a specific reason and exists for a specific period of time and is then disbanded.
Synonym:
- funds tax
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- applies to at least one occurrence of fund investor.
-
Definition:
Synonym:
- future (from package /Imported Ontologies/Financial Instruments Ontology/future)
Model-Generated Definition:
-
A kind of derivative instrument.
-
Definition: a contract that obligates the buyer to receive and the seller to deliver, in the future, the assets specified at an agreed price
Synonym:
- future (from package /Imported Ontologies/Time/future)
Model-Generated Definition:
-
A kind of Tense.
-
Definition:
Synonym:
- future instrument
Model-Generated Definition:
-
A kind of forward contract. A valid occurrence satisfies the following necessary conditions:
- has underlier at least one occurrence of underlying on future.
- has account holder at least one occurrence of futures trading account holder.
- pricing determined by at least one occurrence of derivatives price determination method.
- has settlement arrangement at least one occurrence of derivatives delivery type.
- has provider at least one occurrence of futures trading account provider.
-
A valid occurrence may also have the following properties:
- security description any number of values of string.
- contract size any number of values of integer.
- tick size any number of occurrences of monetary amount.
- contract value any number of occurrences of monetary amount.
- first delivery date any number of occurrences of date.
- last delivery date any number of occurrences of date.
- tick value any number of occurrences of monetary amount.
- first notice date any number of occurrences of date.
- last notice date any number of occurrences of date.
- has listing any number of occurrences of futures listing.
-
Definition: Agreement to buy or sell a specific amount of a commodity, a currency or a financial instrument at a particular price on a stipulated future date. A futures contract obligates the buyer to purchase the underlying commodity, currency or financial instrument and the seller to sell it unless the contract is sold to another before settlement date which may happen if a trader waits to take a profit or cut a loss. Further notes: This contrasts with options trading in which the option buyer may choose whether or not to exercise the option by the exercise date. Unlike options, futures convey an obligation to buy. The risk to the holder is unlimited, and because the payoff pattern is symmetrical, the risk to the seller is unlimited as well. Dollars lost and gained by each party on a futures contract are equal and opposite. In other words, futures trading is a zero-sum game. Futures contracts are forward contracts, meaning they represent a pledge to make a certain transaction at a future date. The exchange of assets occurs on the date specified in the contract. Futures are distinguished from generic forward contracts in that they contain standardized terms, trade on a formal exchange, are regulated by overseeing agencies, and are guaranteed by clearinghouses. Also, in order to insure that payment will occur, futures have a margin requirement that must be settled daily. Finally, by making an offsetting trade, taking delivery of goods, or arranging for an exchange of goods, futures contracts can be closed. Hedgers often trade futures for the purpose of keeping price risk in check. Definition origin: Barrons, adapted by EDMC SMER.
Synonym:
- future options exercise terms set
Model-Generated Definition:
-
A kind of American exercise terms and option instrument exercise terms. A valid occurrence satisfies the following necessary condition:
- delivery at least one occurrence of future instrument.
-
A valid occurrence may also have the following properties:
- strike price any number of occurrences of price.
-
Definition: Contractual terms defining when or under what circumstances an options instrument may be exercised.
Synonym:
- futures closing price
Model-Generated Definition:
-
A kind of exchange futures price.
-
Definition:
Synonym:
- futures commission merchant
Model-Generated Definition:
-
A kind of non-depository institution.
-
Definition: an individual or organization that which does both of the following: (1) solicits or accepts orders to buy or sell futures contracts, options on futures, retail off-exchange forex contracts, or swaps and (2) accepts money or other assets from customers to support such orders
Synonym:
- futures commodity underlying
Model-Generated Definition:
-
A kind of underlying on future. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of negotiable commodity.
-
A valid occurrence may also have the following properties:
- identity any number of occurrences of negotiable commodity.
-
Definition: A negotiable commodity as the underlying of a Futures contract.
Synonym:
- futures contract delivery
Model-Generated Definition:
-
A kind of underlying security delivery.
-
Definition:
Synonym:
- futures contract underlying
Model-Generated Definition:
-
A kind of underlier. A valid occurrence satisfies the following necessary condition:
- identity at least one occurrence of future instrument.
-
Definition: An underlying which is a futures contract.
Synonym:
- futures daily settlement price
Model-Generated Definition:
-
A kind of security price.
-
Definition: Review whether this exists
Synonym:
- futures greek
Model-Generated Definition:
-
A kind of financial instrument analytical parameter.
-
Definition: One of a set of measures about an option which is used to analyze the value or performance of that instrument.
Synonym:
- futures index underlying
Model-Generated Definition:
-
A kind of underlying on future. A valid occurrence satisfies the following necessary condition:
- index underlying identity at least one occurrence of economic indicator.
-
Definition: An economic rate which is the underlying of a Futures contract.
Synonym:
- futures initial trading margin
Model-Generated Definition:
-
A kind of futures trading margin.
-
Definition: When you open a futures contract, the futures exchange will state a minimum amount of money that you must deposit into your account. This original deposit of money is called the initial margin.
Synonym:
- futures listing
Model-Generated Definition:
-
A kind of derivatives listing. A valid occurrence satisfies the following necessary condition:
- has margin provision at least one occurrence of monetary amount.
-
A valid occurrence may also have the following properties:
- has margin call any number of values of boolean.
-
Definition: A listing of a futures instrument on a derivatives exchange.
Synonym:
- futures theta
Model-Generated Definition:
-
A kind of futures greek.
-
Definition:
Synonym:
- futures trading account holder
Model-Generated Definition:
-
A kind of contract counterparty.
-
Definition: A party who has an account for futures trading at a derivatives exchange. Further notes: The trader opens an account with a given amount known as a margin.
Synonym:
- futures trading account provider
Model-Generated Definition:
-
A kind of contract principal. A valid occurrence satisfies the following necessary condition:
- identity at least one occurrence of derivatives exchange.
-
Definition: The party which is the principal of the Futures contract. This is the party that sets the terms of the contract.
Synonym:
- futures trading margin
Model-Generated Definition:
-
A kind of timed monetary amount. A valid occurrence satisfies the following necessary condition:
- held by at least one occurrence of futures trading account holder.
-
Definition: In the futures market, margin refers to the initial deposit of "good faith" made into an account in order to enter into a futures contract. This margin is referred to as good faith because it is this money that is used to debit any day-to-day losses.
Synonym:
- futures transaction
Model-Generated Definition:
-
A kind of forward transaction.
-
Definition: A forward settlement transaction which is defined by the Futures market in which they are traded.
Synonym:
- futures vega
Model-Generated Definition:
-
A kind of futures greek.
-
Definition:
Synonym:
- fx call option contract
Model-Generated Definition:
-
A kind of foreign exchange (FX) option. A valid occurrence satisfies the following necessary conditions:
- establishes at least one occurrence of cash call option.
- establishes at least one occurrence of forward cash conditional delivery commitment.
-
Definition:
Synonym:
- fx forward contract
Model-Generated Definition:
-
A kind of foreign exchange derivative contract and over-the-counter (OTC) instrument. A valid occurrence satisfies the following necessary conditions:
- establishes at least one occurrence of forward cash settlement commitment.
- establishes at least one occurrence of forward cash delivery commitment.
-
A valid occurrence may also have the following properties:
- fx forward rate any number of values of decimal.
- exchanged currency two any number of occurrences of currency.
- exchanged currency one any number of occurrences of currency.
-
Definition: A agreement to deliver and settle a given amount of currency in one currency, in exchange for a given amount in another currency, at an agreed date in the future and at an agreed rate of exchange.
Synonym:
- fx forward forward swap
Model-Generated Definition:
-
A kind of o t c fx product. A valid occurrence may have the following properties:
- embodies any number of occurrences of fx forward transaction.
-
Definition:
Synonym:
- fx forward outright
Model-Generated Definition:
-
A kind of o t c fx product. A valid occurrence satisfies the following necessary conditions:
-
Definition:
Synonym:
- fx forward transaction
Model-Generated Definition:
-
A kind of forward transaction. A valid occurrence satisfies the following necessary conditions:
- side at least one occurrence of forward cash settlement terms set.
- side at least one occurrence of forward cash delivery.
- embodies at least one occurrence of fx forward contract.
-
Definition: A transaction in which cash is exchanged in two currencies at an agreed rate at an agreed date in the future.
Synonym:
- fx option buyer
Model-Generated Definition:
-
Definition:
Synonym:
- fx option leg
Model-Generated Definition:
-
Definition: A standard FX OTC option (European or American) which may be a complete trade in its own right or part of a trade strategy. FpML A type that is used for describing a standard FX OTC option (European or American) which may be a complete trade in its own right or part of a trade strategy.
Synonym:
- fx option seller
Model-Generated Definition:
-
Definition:
Synonym:
- fx option transaction
Model-Generated Definition:
-
A kind of optional underlying transaction. A valid occurrence satisfies the following necessary conditions:
- has leg at least one occurrence of fx option leg.
- seller at least one occurrence of fx option seller.
- has corresponding contract at least one occurrence of foreign exchange (FX) option.
- buyer is party at least one occurrence of fx option buyer.
-
Definition: Define option as a wrapper. Done on a spot txn, but could logically be others. Adds the right whether or not to go into that.
Synonym:
- fx option underlying
Model-Generated Definition:
-
A kind of underlying on option. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of currency spot buy rate.
-
Definition: The underlying of the foreign currency option is a currency spot rate.
Synonym:
- fx put option contract
Model-Generated Definition:
-
A kind of foreign exchange (FX) option.
-
Definition:
Synonym:
- fx spot
Model-Generated Definition:
-
A kind of o t c fx product. A valid occurrence satisfies the following necessary condition:
- has corresponding transaction at least one occurrence of fx spot transaction.
-
Definition:
Synonym:
- fx spot contract
Model-Generated Definition:
-
A kind of over-the-counter (OTC) instrument and spot contract. A valid occurrence satisfies the following necessary conditions:
- has underlier at least one occurrence of currency spot buy rate.
- establishes at least one occurrence of delivery terms.
-
A valid occurrence may also have the following properties:
- fx spot rate any number of values of decimal.
- seller currency any number of occurrences of currency.
- buyer currency any number of occurrences of currency.
-
Definition: The rate of a foreign-exchange contract for immediate delivery. Also known as "benchmark rates", "straightforward rates" or "outright rates", spot rates represent the price that a buyer expects to pay for a foreign currency in another currency.
Synonym:
- fx spot transaction
Model-Generated Definition:
-
A kind of spot transaction. A valid occurrence satisfies the following necessary conditions:
- has implied contract at least one occurrence of fx spot contract.
- has side at least one occurrence of spot cash settlement terms.
- subject at least one occurrence of negotiable cash.
- has side at least one occurrence of deliver cash.
-
Definition:
Synonym:
- FX spot volatility
Model-Generated Definition:
-
A kind of volatility. A valid occurrence may have the following properties:
- is volatility of any number of occurrences of exchange rate.
-
Definition: a measure of exchange rate fluctuation
Synonym:
- fx swap
Model-Generated Definition:
-
A kind of o t c fx product. A valid occurrence satisfies the following necessary conditions:
- has corresponding forward at least one occurrence of fx forward transaction.
- has corresponding spot at least one occurrence of fx spot transaction.
-
Definition:
Synonym:
- fx swap contract
Model-Generated Definition:
-
A kind of foreign exchange derivative contract and swap.
-
Definition:
Synonym:
- fx volatility option
Model-Generated Definition:
-
A kind of foreign exchange derivative contract and o t c option contract.
-
Definition: An option on the volatility of an FX rate. Further Note: Not found in FpML product definitions or taxonomy.
Synonym:
- G
-
- gas commodity
Model-Generated Definition:
-
A kind of energy commodity.
-
Definition: Combustible hydrocarbon in gasous phase.
Synonym:
- gas delivery
Model-Generated Definition:
-
A kind of energy physical delivery.
-
Definition: Delivery of fuel gas.
Synonym:
- GBP USD-Basis Swaps-11:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GBP USD-Basis Swaps-11:00-ICAP
Synonym:
- GBP-6M LIBOR SWAP-CME vs LCH-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GBP-6M LIBOR SWAP-CME vs LCH-ICAP
Synonym:
- GBP-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GBP-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
Synonym:
- GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP
Synonym:
- GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
Synonym:
- GBP-ISDA-Swap Rate
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GBP-ISDA-Swap Rate
Synonym:
- GBP-LIBOR-BBA
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GBP-LIBOR-BBA
Synonym:
- GBP-LIBOR-BBA-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GBP-LIBOR-BBA-Bloomberg
Synonym:
- GBP-LIBOR-ISDA
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GBP-LIBOR-ISDA
Synonym:
- GBP-LIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GBP-LIBOR-Reference Banks
Synonym:
- GBP-Semi Annual Swap Rate-11:00-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GBP-Semi Annual Swap Rate-11:00-TRADITION
Synonym:
- GBP-Semi Annual Swap Rate-4:15-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GBP-Semi Annual Swap Rate-4:15-TRADITION
Synonym:
- GBP-Semi-Annual Swap Rate
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GBP-Semi-Annual Swap Rate
Synonym:
- GBP-Semi-Annual Swap Rate-11:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GBP-Semi-Annual Swap Rate-11:00-ICAP
Synonym:
- GBP-Semi-Annual Swap Rate-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GBP-Semi-Annual Swap Rate-Reference Banks
Synonym:
- GBP-Semi-Annual Swap Rate-SwapMarker26
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GBP-Semi-Annual Swap Rate-SwapMarker26
Synonym:
- GBP-SONIA-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GBP-SONIA-COMPOUND
Synonym:
- GBP-SONIA-OIS-11:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GBP-SONIA-OIS-11:00-ICAP
Synonym:
- GBP-SONIA-OIS-11:00-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GBP-SONIA-OIS-11:00-TRADITION
Synonym:
- GBP-SONIA-OIS-4:15-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GBP-SONIA-OIS-4:15-TRADITION
Synonym:
- GBP-WMBA-RONIA-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GBP-WMBA-RONIA-COMPOUND
Synonym:
- GBP-WMBA-SONIA-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GBP-WMBA-SONIA-COMPOUND
Synonym:
- general obligation municipal bond
Model-Generated Definition:
-
A kind of full faith and credit bond and municipal bond.
-
Definition: A general obligation bond (GO) is issued by governmental entities and not backed by revenue from a specific project, such as a toll road. A general obligation bond is secured by an issuing government's pledge to use all available resources - even tax revenues - to repay holders of the bond.
Synonym:
- general partner
Model-Generated Definition:
-
A kind of de jure controlling interest party and partner. A valid occurrence satisfies the following necessary conditions:
- holds equity in at least one occurrence of general partner equity.
- has identity exactly one occurrence of legally competent natural person.
-
A valid occurrence may also have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a partner in a partnership, who holds some part of the general partner equity and typically is jointly and severally liable with the other partners for the liabilities incurred by that partnership
Synonym:
- general partner equity
Model-Generated Definition:
-
A kind of controlling equity and partnership equity. A valid occurrence may have the following properties:
- confers any number of occurrences of constitutional de jure control.
-
Definition: Equity in a partnership held by general partners; this is typically accompanied by full liability capability on the part of the holders of the equity.
Synonym:
- geographic coordinate system
Model-Generated Definition:
-
A kind of coordinate system.
-
Definition: a three-dimensional reference system that locates points on the Earth's surface
Synonym:
- geographic region
Model-Generated Definition:
-
A kind of location. A valid occurrence may have the following properties:
- has subregion any number of occurrences of geographic region.
- is a subregion of any number of occurrences of geographic region.
-
Definition: an area, especially part of a country or the world having definable characteristics but not always fixed boundaries
Synonym:
- geographic region identifier
Model-Generated Definition:
-
A kind of code element and identifier. A valid occurrence may have the following properties:
- identifies any number of occurrences of geographic region.
- denotes any number of occurrences of geographic region.
-
Definition: a string of letters assigned to a country or other geographic region for the purpose of uniquely representing it
Synonym:
- geographical area
Model-Generated Definition:
-
A kind of geographical feature and geophysical location.
-
Definition: A named and formally defined area of the world defined in terms of its physical extent. Scope Note: A Geographical Area is both a Geographical Feature (some named physical location on Earth) and a Geophysical Location (having two-dimensional extent on the Earth's surface).
Synonym:
- geographical feature
Model-Generated Definition:
-
A kind of physical location. A valid occurrence may have the following properties:
-
Definition: Some named physical location on Earth, identified geographically such as a specific land area, city or geographical feature. Scope Note: This is usually an alternative way of describing some geophysical extent or location, for example describing a city as a city as distinct from describing the physical extent of that city. Many concepts may therefore extend from this and from Geophysical or Geospatial concepts. For many purposes, modelers may ignore this class. Scope Note: This differs from Geophysical Location in that may include geographical features identified as points on the Earth's surface, or as linear features such as rivers and shorelines.
Synonym:
- geometric mean
Model-Generated Definition:
-
A kind of mean.
-
Definition: a mean that indicates the central tendency or typical value of a set of numbers by using the product of their values (as opposed to the arithmetic mean which uses their sum)
Synonym:
- geophysical location
Model-Generated Definition:
-
A kind of topographical location.
-
Definition: Some physical two dimensional extent on the surface of the Earth. Scope Note: The definition given in the FIBO Foundations specification for Physical Location defines some n- e.g. three dimensional space. This concept extends this to define a two dimensional extent on the Earth or other planets. Explanatory Note: Some of these locations may also be co-extensive with Geographical Features, the latter being named geophysical lications.
Synonym:
- geopolitical entity
Model-Generated Definition:
-
A kind of physical location and geographic region. A valid occurrence may have the following properties:
- is independent any number of values of boolean.
- has remarks any number of values of string.
- uses administrative language any number of occurrences of language.
-
Definition:
- any country, federal province, city or other administrative unit which is both geographical and political in its identity
- any country, federal province, city or other administrative unit that represents a geophysical location and has some political identity
Synonym:
- get commitment from investors
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary conditions:
- commitment based on at least one occurrence of tranched draft prospectus.
- has resource at least one occurrence of draft tranche notes parameters.
- has resource at least one occurrence of draft tranche notes parameters.
-
Definition:
Synonym:
- global ultimate parent
Model-Generated Definition:
-
A kind of total controlling interest company.
-
Definition: an organization that is recognized as the ultimate parent of the company; this relationship may or may not be present, i.e. in the case of a company that has no parent
Synonym:
- GNMA Platinum pool
Model-Generated Definition:
-
A kind of agency mortgage pool.
-
Definition:
Synonym:
- GNMA-i pool
Model-Generated Definition:
-
A kind of agency mortgage pool.
-
Definition:
Synonym:
- GNMA-II pool
Model-Generated Definition:
-
A kind of agency mortgage pool.
-
Definition:
Synonym:
- goal
Model-Generated Definition:
-
Definition: a desired result that a person, organization or system envisions or plans, or to which it commits, in order to achieve a desired state
Synonym:
- good
Model-Generated Definition:
-
Definition: any tangible thing that is not money or real estate
Synonym:
- good faith estimate
Model-Generated Definition:
-
A kind of loan product representations.
-
Definition: GFE - representation by the lender on the costs and implications of settlement (early termination) of the loan.
Synonym:
- goods or services population
Model-Generated Definition:
-
A kind of statistical universe. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of (Unnamed Class).
-
Definition: a statistical universe consisting of specific goods and/or services designed for the purposes of supporting surveys such as those used as the basis for price indices
Synonym:
- government
Model-Generated Definition:
-
A kind of functional entity. A valid occurrence satisfies the following necessary conditions:
- has part at least one occurrence of branch of government.
- governs at least one occurrence of geopolitical entity.
- has part at least one occurrence of government department.
- has part at least one occurrence of government agency.
-
Definition: the system by which a state or community is controlled
Synonym:
- government agency
Model-Generated Definition:
-
A kind of government body. A valid occurrence satisfies the following necessary condition:
- is managed by at least one occurrence of government appointee.
-
Definition: a permanent or semi-permanent organization, often an appointed commission, in the machinery of government that is responsible for the oversight and administration of specific functions
Synonym:
- government appointee
Model-Generated Definition:
-
A kind of executive and government official. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: an individual appointed by government decree to lead, or participate in some capacity in a government body
Synonym:
- government body
Model-Generated Definition:
-
A kind of formal organization. A valid occurrence satisfies the following necessary condition:
- has objective at least one occurrence of public purpose.
-
Definition: a formal organization that is an agency, instrumentality, or other body of supranational, national, federal, state, or local government, including certain multijurisdictional agencies and departments that carry out the business of government
Synonym:
- government debt issuer
Model-Generated Definition:
-
A kind of issuer. A valid occurrence satisfies the following necessary condition:
- is played by at least one occurrence of polity.
-
Definition:
Synonym:
- government department
Model-Generated Definition:
-
A kind of government body. A valid occurrence satisfies the following necessary condition:
- is managed by at least one occurrence of government minister.
-
Definition: a specialized organization responsible for a sector of government public administration
Synonym:
- government guaranty
Model-Generated Definition:
-
A kind of guaranty. A valid occurrence may have the following properties:
- is guaranteed by at least one occurrence of (Unnamed Class).
-
Definition: a guaranty provided by a government entity, e.g. for a government-backed security
Synonym:
- government issued bond
Model-Generated Definition:
-
A kind of bond and government issued debt security.
-
Definition: a bond issued by some government on behalf of some polity, including sovereign and municipal bonds
Synonym:
- government issued debt security
Model-Generated Definition:
-
A kind of tradable debt instrument. A valid occurrence satisfies the following necessary condition:
- has issuer at least one occurrence of government debt issuer.
-
Definition: a debt security issued by some government on behalf of some polity, including sovereign and municipal debt
Synonym:
- government minister
Model-Generated Definition:
-
A kind of executive and government official.
-
Definition: a person appointed or elected to a high office in the government
Synonym:
- government mortgage agency
Model-Generated Definition:
-
A kind of functional entity. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of legal entity.
-
Definition: An agency set up by a government for the purpose of issuing mortgages.
Synonym:
- government official
Model-Generated Definition:
-
A kind of organization member and responsible party. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of legally competent natural person.
-
A valid occurrence may also have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a person elected or appointed to administer some aspect of a government
Synonym:
- Government Sponsored Loan
Model-Generated Definition:
-
A kind of mortgage loan purpose.
-
Definition:
Synonym:
- government-issued license
Model-Generated Definition:
-
A kind of legal document and license. A valid occurrence satisfies the following necessary condition:
- is issued by at least one occurrence of regulatory agency.
-
Definition: grant of permission needed to legally perform some task, provide some service, exercise a certain privilege, or pursue some business or occupation
Synonym:
- governmental constitution
Model-Generated Definition:
-
A kind of constitution.
-
Definition: a set of rules and principles that define the nature and extent of government
Synonym:
- grain commodity
Model-Generated Definition:
-
A kind of agricultural product.
-
Definition: A commodity which is a kind of grain, such as wheat.
Synonym:
- GRD-ATHIBOR-ATHIBOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GRD-ATHIBOR-ATHIBOR
Synonym:
- GRD-ATHIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GRD-ATHIBOR-Reference Banks
Synonym:
- GRD-ATHIBOR-Telerate
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GRD-ATHIBOR-Telerate
Synonym:
- GRD-ATHIMID-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GRD-ATHIMID-Reference Banks
Synonym:
- GRD-ATHIMID-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for GRD-ATHIMID-Reuters
Synonym:
- green bond
Model-Generated Definition:
-
A kind of bond.
-
Definition: A green bond is a tax-exempt bond issued by federally qualified organizations or by municipalities for the development of brownfield sites. Brownfield sites are areas of land that are underutilized, have abandoned buildings or are underdeveloped, often containing low levels of industrial pollution.
Synonym:
- gross domestic product
Model-Generated Definition:
-
A kind of economic indicator.
-
Definition: an economic indicator representing the broadest measure of aggregate economic activity, measuring the total unduplicated market value of all final goods and services produced within a statistical area in a period
Synonym:
- gross income
Model-Generated Definition:
-
A kind of income.
-
Definition:
Synonym:
- gross of fee performance determination method
Model-Generated Definition:
-
A kind of performance determination method.
-
Definition: Performance determined gross of fee. Review: Is this mutually exclusive with the other listed method? It sounds like it is not.
Synonym:
- gross sales income
Model-Generated Definition:
-
A kind of gross income.
-
Definition:
Synonym:
- group
Model-Generated Definition:
-
A kind of collection. A valid occurrence may have the following properties:
- has member any number of occurrences of autonomous agent.
-
Definition: a collection of autonomous entities
Synonym:
- guarantee providing member
Model-Generated Definition:
-
A kind of organization member. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of independent party.
-
A valid occurrence may also have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: an entity that has issued some guarantee for a body incorporated by the issuance of guarantees
Synonym:
- guaranteed loan
Model-Generated Definition:
-
A kind of secured loan. A valid occurrence satisfies the following necessary conditions:
- guaranteed by at least one occurrence of loan guarantor.
- how secured at least one occurrence of secured by guaranty.
-
Definition: Loan secured by guaranty.
Synonym:
- guarantor
Model-Generated Definition:
-
A kind of contract third party. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
- has identity any number of occurrences of legal person.
-
Definition: a party that guarantees, endorses, or provides indemnity for some obligation on behalf of some other party
Synonym:
- guaranty
Model-Generated Definition:
-
A kind of commitment. A valid occurrence may have the following properties:
- has priority level any number of occurrences of priority level.
- is guaranteed by any number of occurrences of guarantor.
- is guaranteed by any number of occurrences of guarantor.
- has guaranteed amount any number of occurrences of monetary amount.
- holds during any number of occurrences of date period.
- has expiration date any number of occurrences of date.
- has guaranteed amount any number of occurrences of monetary amount.
- has priority level any number of occurrences of priority level.
-
Definition: a commitment whereby something, such as a debt, cash flows on a debt instrument (e.g., interest payments), or performance of some obligation, is guaranteed if the person or organization with primary liability fails to perform
Synonym:
- H
-
- hard credit event
Model-Generated Definition:
-
A kind of credit event.
-
Definition: Hard default. This is defined by the event not being repairable.
Synonym:
- hedge fund
Model-Generated Definition:
-
A kind of fund.
-
Definition: Definition needed Review notes (EFAMA?) Also only closed ended according to regulations. This is not always a kind of closed fund.
Synonym:
- high price
Model-Generated Definition:
-
A kind of equity exchange published price. A valid occurrence may have the following properties:
- quote size any number of values of integer.
- price determination method any number of values of string.
- applicable period any number of occurrences of date period.
-
Definition: The highest valuation over the period specified. this can be regarded as a derived price. See also note in LowPrice Difference: different rules used. May be mased on trade OR quote price Analytic or Price?? this is a derived type but with a much simpler rule.
Synonym:
- historical information
Model-Generated Definition:
-
A kind of information.
-
Definition:
Synonym:
- historical language
Model-Generated Definition:
-
A kind of language.
-
Definition: a well-known prior version of a living or extinct language
Synonym:
- HKD-HIBOR-HIBOR-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for HKD-HIBOR-HIBOR-Bloomberg
Synonym:
- HKD-HIBOR-HIBOR=
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for HKD-HIBOR-HIBOR=
Synonym:
- HKD-HIBOR-HKAB
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for HKD-HIBOR-HKAB
Synonym:
- HKD-HIBOR-HKAB-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for HKD-HIBOR-HKAB-Bloomberg
Synonym:
- HKD-HIBOR-ISDC
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for HKD-HIBOR-ISDC
Synonym:
- HKD-HIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for HKD-HIBOR-Reference Banks
Synonym:
- HKD-HONIX-OIS-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for HKD-HONIX-OIS-COMPOUND
Synonym:
- HKD-ISDA-Swap Rate-11:00
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for HKD-ISDA-Swap Rate-11:00
Synonym:
- HKD-ISDA-Swap Rate-4:00
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for HKD-ISDA-Swap Rate-4:00
Synonym:
- HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR
Synonym:
- HKD-Quarterly-Annual Swap Rate-11:00-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for HKD-Quarterly-Annual Swap Rate-11:00-TRADITION
Synonym:
- HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR
Synonym:
- HKD-Quarterly-Annual Swap Rate-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for HKD-Quarterly-Annual Swap Rate-Reference Banks
Synonym:
- HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP
Synonym:
- HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP
Synonym:
- HKD-Quarterly-Quarterly Swap Rate-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for HKD-Quarterly-Quarterly Swap Rate-Reference Banks
Synonym:
- HMDA covered loan contract
Model-Generated Definition:
-
A kind of mortgage loan contract. A valid occurrence satisfies the following necessary conditions:
- is classified by at least one occurrence of how submitted.
- confers at least one occurrence of commitment to report.
-
Definition: a closed-end mortgage loan or open-end line of credit that is not an excluded transaction for HMDA reporting under US section 1003.3(c) of the Revised Home Mortgage Disclosure Act of 2015
Synonym:
- HMDA disposition
Model-Generated Definition:
-
A kind of classifier.
-
Definition: a type of action taken regarding an application for a HMDA covered loan
Synonym:
- HMDA pre-approval request
Model-Generated Definition:
-
A kind of pre-approval request.
-
Definition: a request for pre-approval of a home purchase loan up to a certain amount, and subject to certain non-credit related conditions
Synonym:
- HMDA report
Model-Generated Definition:
-
A kind of report. A valid occurrence satisfies the following necessary condition:
- is submitted to at least one occurrence of regulatory agency.
-
A valid occurrence may also have the following properties:
- is submitted by any number of occurrences of (Unnamed Class).
- has contact information any number of occurrences of organization contact information.
- has contact information any number of occurrences of individual contact information.
-
Definition: a report prepared to satisfy HMDA regulatory reporting requirements as described US section 1003.3(c) of the Revised Home Mortgage Disclosure Act of 2015
Synonym:
- holder disclosure
Model-Generated Definition:
-
A kind of holder initiated action.
-
Definition: An action by a holder to voluntarily disclose some information. Examples: ENRON Disclosure rules. This is an action by the Holder on discovery of their legal requirement. Is there an Issuer action If so there may be an Issuer action asking for such disclosure. Or this may not exist since at the time of the action the Issuer should know all this. Conclusion: From a CA viewpoint specifically, the Disclosure would be from the holder.
Synonym:
- holder disclosure message
Model-Generated Definition:
-
A kind of holder initiated instruction.
-
Definition: An action by a holder to voluntarily disclose some information.
Synonym:
- holder event
Model-Generated Definition:
-
A kind of corporate action.
-
Definition: A CAE event relating to actions on the part of the holder.
Synonym:
- holder initated action start
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- flow at least one occurrence of holder initiated action initiation.
-
Definition:
Synonym:
- holder initiated action
Model-Generated Definition:
-
A kind of corporate action.
-
Definition: Any action initiated by a Holder of a Security.
Synonym:
- holder initiated action end
Model-Generated Definition:
-
Definition:
Synonym:
- holder initiated action initiation
Model-Generated Definition:
-
Definition:
Synonym:
- holder initiated instruction
Model-Generated Definition:
-
A kind of instruction message. A valid occurrence satisfies the following necessary condition:
- conveys at least one occurrence of holder initiated action.
-
Definition: A message being an instruction by the holder of some security, made not in response to come choice offered by the issuer, but made on the holder's own initiative.
Synonym:
- holder meeting response
Model-Generated Definition:
-
Definition:
Synonym:
- holder response message
Model-Generated Definition:
-
A kind of instruction message. A valid occurrence satisfies the following necessary condition:
- conveys at least one occurrence of corporate action holder response.
-
Definition: A message conveying the Holder's choice in some Corporate Action.
Synonym:
- holder response to choice
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- gives rise to at least one occurrence of holder response message.
-
Definition: Instructions consequent upon notifications. Instruction messages - some of these are responses to notifications. May be MT 565 related - has consent Yes, consent No, no action, accept shares, accept cash and securities etc. There are also ones that can be initiated by holders (not in this process step) such as puts. These can be presented without a notification previously having been sense. These are the ones we deided not to classify as "Corporate Actions" as these can be initiated by the holder. As such these are an instruction rather than a notification.
Synonym:
- holders option call
Model-Generated Definition:
-
A kind of partial call allocation.
-
Definition:
Synonym:
- holding
Model-Generated Definition:
-
A kind of ownership. A valid occurrence satisfies the following necessary condition:
- has owned thing at least one occurrence of asset.
-
Definition: real or personal property (assets), including but not limited to financial assets, to which one holds title and of which one has possession
Synonym:
- holding company
Model-Generated Definition:
-
A kind of functional business entity.
-
Definition: a business (corporation, limited liability company, or limited partnership) that has been established to own stock in another company, typically to own enough voting shares to have some level of control over that company's policies and management
Synonym:
- home equity line of credit
Model-Generated Definition:
-
A kind of revolving line of credit.
-
Definition: A credit line on a house or other property, that can be drawn down and/or paid back by the borrower.
Synonym:
- home equity line of credit contract
Model-Generated Definition:
-
A kind of revolving credit contract. A valid occurrence satisfies the following necessary condition:
- sets out commitment to at least one occurrence of home equity line of credit tranche.
-
Definition: A credit line on a house or other property, that can be drawn down and/or paid back by the borrower.
Synonym:
- home equity line of credit pool
Model-Generated Definition:
-
A kind of loan pool. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of home equity line of credit pool constituent.
-
Definition:
Synonym:
- home equity line of credit pool constituent
Model-Generated Definition:
-
A kind of loan pool constituent.
-
Definition: A line of credit defined as a constituent of a Home Equity Line Of Credit Pool.
Synonym:
- home equity line of credit pool creation process
Model-Generated Definition:
-
A kind of retail asset pool creation process.
-
Definition:
Synonym:
- home equity line of credit tranche
Model-Generated Definition:
-
A kind of revolving line of credit tranche. A valid occurrence satisfies the following necessary condition:
- becomes revolving line of credit at least one occurrence of home equity line of credit.
-
Definition:
Synonym:
- home equity loan purpose
Model-Generated Definition:
-
A kind of loan purpose.
-
Definition:
Synonym:
- household
Model-Generated Definition:
-
A kind of institutional unit. A valid occurrence satisfies the following necessary condition:
- has member at least one occurrence of person.
-
A valid occurrence may also have the following properties:
- is located at at most one occurrence of housing unit.
-
Definition: an individual or small group of persons who occupy a housing unit (such as a house or apartment) as their usual place of residence, who pool some, or all, of their income and wealth and who consume certain types of goods and services collectively, mainly housing and food
Synonym:
- housing unit
Model-Generated Definition:
-
A kind of physical location. A valid occurrence may have the following properties:
- has address any number of occurrences of physical address.
-
Definition: a house, an apartment, a mobile home or trailer, a group of rooms, or a single room occupied as separate living quarters, or if vacant, intended for occupancy as separate living quarters
Synonym:
- how submitted
Model-Generated Definition:
-
A kind of classifier.
-
Definition: a category indicating whether the applicant or borrower submitted the application for the covered loan directly to the reporting financial institution
Synonym:
- HUF-BUBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for HUF-BUBOR-Reference Banks
Synonym:
- HUF-BUBOR-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for HUF-BUBOR-Reuters
Synonym:
- hybrid c d o
Model-Generated Definition:
-
A kind of c d o deal. A valid occurrence may have the following properties:
- is issue of any number of occurrences of cash c d o tranche or synthetic c d o tranche.
-
Definition: A CDO which combines features both of the cash and synthetic CDO. This is a CDO with tranches of cash and tranches of synthetic underlying assets. Further notes: So for example an issiue of $550 million may have $500 million in an asset pool and an additional $50 million created via a synthetic asset.
Synonym:
- I
-
- i c m a yield formula
Model-Generated Definition:
-
A kind of yield calculation formula.
-
Definition: The calculation method specified by ICMA (formerly ISMA) for determination of yield for fixed-rate bonds.
Synonym:
- i oette
Model-Generated Definition:
-
A kind of agency i o tranche.
-
Definition: REVIEW: Is this a kind of IO Tranche.
Synonym:
- i p o full prospectus
Model-Generated Definition:
-
A kind of security final prospectus.
-
Definition:
Synonym:
- i p o preliminary prospectus
Model-Generated Definition:
-
A kind of security draft prospectus. A valid occurrence satisfies the following necessary condition:
- becomes final at least one occurrence of i p o full prospectus.
-
Definition:
Synonym:
- i p o process
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- has date period at least one occurrence of date period.
-
Definition:
Synonym:
- i p o settlement details
Model-Generated Definition:
-
A kind of information.
-
Definition:
Synonym:
- i r option underlying
Model-Generated Definition:
-
A kind of option on futures underlying.
-
Definition: The underlying on a Commodities Option, which is the corresponding Commodity Future contract on the same exchange.
Synonym:
- i s o standard
Model-Generated Definition:
-
A kind of technical standard.
-
Definition: A standard published and mandated by the International Standards Organisation (ISO).
Synonym:
- identification scheme
Model-Generated Definition:
-
A kind of scheme and arrangement. A valid occurrence satisfies the following necessary condition:
- defines at least one occurrence of identifier.
-
A valid occurrence may also have the following properties:
- has member any number of occurrences of identifier.
-
Definition:
- system for allocating identifiers to objects
- a system for allocating identifiers to objects
Synonym:
- identifier (from package /Imported Ontologies/Identifiers and Indices Ontology/identifier)
Model-Generated Definition:
-
A kind of reference. A valid occurrence satisfies the following necessary conditions:
- identifies exactly one occurrence of any type.
- has definition exactly one occurrence of identification scheme.
-
Definition: sequence of characters, capable of uniquely identifying that with which it is associated, within a specified context
Synonym:
- identifier (from package /Imported Ontologies/Language Representation Ontology/identifier)
Model-Generated Definition:
-
A kind of identifier. A valid occurrence satisfies the following necessary conditions:
- identifies exactly one occurrence of any type.
- is member of exactly one occurrence of identification scheme.
-
A valid occurrence may also have the following properties:
-
Definition: a sequence of characters uniquely identifying something that it is associated with for some purpose and within a specified context
Synonym:
- identify conforming mortgage (from package /Imported Ontologies/AgencyMBSIssuance/identify conforming mortgage)
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:
- refers to at least one occurrence of mortgage loan.
-
Definition: Identify mortgage conforming to overall requirements for this issuer.
Synonym:
- identify conforming mortgage (from package /Imported Ontologies/PrivateLabelMBSIssuance/identify conforming mortgage)
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:
- refers to at least one occurrence of mortgage loan.
-
Definition:
Synonym:
- identify underwriter (from package /Imported Ontologies/PrivateLabelMBSIssuance/identify underwriter)
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:
- results in at least one occurrence of potential tranched issue underwriter.
-
Definition:
Synonym:
- identify underwriter (from package /Imported Ontologies/AgencyMBSIssuance/identify underwriter)
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:
- results in appointment of at least one occurrence of potential pass through issuance underwriter.
-
Definition:
Synonym:
- identity document
Model-Generated Definition:
-
A kind of legal document. A valid occurrence satisfies the following necessary conditions:
- has date of issuance exactly one occurrence of date.
- identifies at least one occurrence of person.
- has expiration date exactly one occurrence of date.
- is issued by exactly one occurrence of government.
-
A valid occurrence may also have the following properties:
- verifies date of birth any number of values of string.
- verifies place of birth any number of values of string.
- verifies address at most one occurrence of physical address.
-
Definition: any legal document which may be used to verify aspects of a person's identity
Synonym: identity card
- IDR-IDMA-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for IDR-IDMA-Bloomberg
Synonym:
- IDR-IDRFIX
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for IDR-IDRFIX
Synonym:
- IDR-JIBOR-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for IDR-JIBOR-Reuters
Synonym:
- IDR-SBI-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for IDR-SBI-Reuters
Synonym:
- IDR-Semi-Annual Swap Rate-11:00-BGCANTOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for IDR-Semi-Annual Swap Rate-11:00-BGCANTOR
Synonym:
- IDR-Semi-Annual Swap Rate-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for IDR-Semi-Annual Swap Rate-Reference Banks
Synonym:
- IDR-SOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for IDR-SOR-Reference Banks
Synonym:
- IDR-SOR-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for IDR-SOR-Reuters
Synonym:
- IDR-SOR-Telerate
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for IDR-SOR-Telerate
Synonym:
- illegal cartel
Model-Generated Definition:
-
A kind of illegal organization. A valid occurrence may have the following properties:
- has member any number of occurrences of formal organization.
-
Definition: A collection of companies that come together to manipulate the market in some way, e.g. price fixing
Synonym:
- illegal organization
Model-Generated Definition:
-
A kind of organization.
-
Definition: A kind of organization which has been set up specifically to perform illegal acts or has become such
Synonym:
- ILS-TELBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for ILS-TELBOR-Reference Banks
Synonym:
- ILS-TELBOR01-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for ILS-TELBOR01-Reuters
Synonym:
- impact
Model-Generated Definition:
-
A kind of consequence. A valid occurrence satisfies the following necessary condition:
- impacts upon at least one occurrence of business goal.
-
Definition:
Synonym:
- imperial weight measurement unit
Model-Generated Definition:
-
A kind of bullion measurement unit and unit of mass.
-
Definition:
Synonym:
- implied forward rate
Model-Generated Definition:
-
Definition:
Synonym:
- in assembly
Model-Generated Definition:
-
A kind of PoolLifecycleStateSelection.
-
Definition:
Synonym:
- in assembly agency mortgage pool
Model-Generated Definition:
-
A kind of agency mortgage pool. A valid occurrence satisfies the following necessary condition:
- lifecycle state at least one occurrence of in assembly.
-
Definition:
Synonym:
- in assembly debts pool
Model-Generated Definition:
-
A kind of pool of individual debts. A valid occurrence satisfies the following necessary conditions:
- lifecycle state at least one occurrence of in assembly.
- develops into at least one occurrence of completed debts pool.
-
Definition:
Synonym:
- in assembly mortgage pool
Model-Generated Definition:
-
A kind of non agency mortgage pool. A valid occurrence satisfies the following necessary condition:
- lifecycle state at least one occurrence of in assembly.
-
Definition:
Synonym:
- in default
Model-Generated Definition:
-
A kind of security credit status.
-
Definition: The issuer has failed to pay somthing that they are contractually obliged to pay.
Synonym:
- in default loan
Model-Generated Definition:
-
A kind of delinquent loan. A valid occurrence satisfies the following necessary condition:
- in default loan includes at least one occurrence of loan default proceeding status.
-
Definition: Formal notice served.
Synonym:
- in issuance
Model-Generated Definition:
-
A kind of PoolLifecycleStateSelection.
-
Definition:
Synonym:
- in issuance agency mortgage pool
Model-Generated Definition:
-
A kind of agency mortgage pool. A valid occurrence satisfies the following necessary condition:
- lifecycle state at least one occurrence of in issuance.
-
Definition:
Synonym:
- in issuance non agency mortgage pool
Model-Generated Definition:
-
A kind of non agency mortgage pool. A valid occurrence satisfies the following necessary condition:
- lifecycle state at least one occurrence of in issuance.
-
Definition:
Synonym:
- inactive
Model-Generated Definition:
-
A kind of security trading status.
-
Definition:
Synonym:
- incapacitated adult
Model-Generated Definition:
-
A kind of adult.
-
Definition: an adult who is legally identified as not having legal capacity, typically as a result of some inherent physical or mental incapacity or as a result of having contracted some illness which temporarily deprives them of such capacity
Synonym:
- income
Model-Generated Definition:
-
A kind of relative cashflow.
-
Definition:
Synonym:
- income accumulation
Model-Generated Definition:
-
A kind of fund unit distribution method.
-
Definition: Accrued income is not distributed and instead remains reflected within the unit/share price.
Synonym:
- income from operations
Model-Generated Definition:
-
A kind of net income.
-
Definition: Gross Profit
Synonym:
- IncomeVerificationMethodSelection
Model-Generated Definition:
-
Definition: Selection of possible methods by which borrower's income was determined.
Synonym:
- incorporation guarantee
Model-Generated Definition:
-
A kind of constitution. A valid occurrence satisfies the following necessary conditions:
- is provided by exactly one occurrence of any type.
- has notional amount exactly one occurrence of monetary amount.
-
Definition: A guarantee which is part of the means by which some incorporated entity is incorporated by guarantee.
Synonym:
- indenture
Model-Generated Definition:
-
A kind of securities issuance agreement and written contract.
-
Definition: A written contract, also known as a "Deed of Trust", under which bonds and debentures are issued, setting forth maturity date, interest rate, redemption rights, call privileges and other terms. Under the rules of the Trust Indenture Act of 1939, the contract is executed by the issuer and a trustee who acts on behalf of the bondholders.
Synonym:
- independent party
Model-Generated Definition:
-
A kind of autonomous agent. A valid occurrence may have the following properties:
- is a party to any number of occurrences of any type.
-
Definition: any person or organization
Synonym:
- independent thing
Model-Generated Definition:
-
Definition:
Synonym:
- index
Model-Generated Definition:
-
A kind of reference. A valid occurrence satisfies the following necessary conditions:
- is index to exactly one occurrence of any type.
- has definition exactly one occurrence of indexing scheme.
-
Definition: an indirect shortcut derived from and pointing into, a greater volume of values, data, information or knowledge
Synonym:
- index amortizing bond
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- has repayment terms at least one occurrence of index linked principal determination terms.
-
Definition:
Synonym:
- index based coupon bond
Model-Generated Definition:
-
A kind of variable coupon bond. A valid occurrence satisfies the following necessary conditions:
- has interest payment terms at least one occurrence of index linked coupon terms.
- has interest payment terms at least one occurrence of index linked coupon.
-
Definition: A security where the coupon payments fluctuate according to an "Index" in the sense of non Interest rate e.g. inflation rate, GDP.
Synonym:
- index future
Model-Generated Definition:
-
A kind of financial future. A valid occurrence may have the following properties:
-
Definition: A futures contract on a stock or financial index. For each index there may be a different multiple for determining the price of the futures contract.
Synonym:
- index future standardized terms set
Model-Generated Definition:
-
A kind of financial future standardized terms set. A valid occurrence may have the following properties:
-
Definition: A set of standard terms for index futures contracts, as set out by the derivatives exchange. Index Futures contracts issued by and traded on that exchange will take on these terms or override them.
Synonym:
- index linked coupon
Model-Generated Definition:
-
A kind of bond variable coupon.
-
Definition:
Synonym:
- index linked coupon terms
Model-Generated Definition:
-
A kind of bond variable coupon terms. A valid occurrence satisfies the following necessary condition:
- specifies base rate at least one occurrence of economic indicator.
-
Definition:
Synonym:
- index linked principal determination terms
Model-Generated Definition:
-
A kind of tradable debt instrument redemption provision. A valid occurrence satisfies the following necessary conditions:
- has expression at least one occurrence of principal payment calculation.
- specifies index parameter at least one occurrence of inflation rate.
-
Definition: Terms for payment of the principal. These link the principal amounts to some underlying index or interest rate.
Synonym:
- index linked security
Model-Generated Definition:
-
A kind of variable principal bond. A valid occurrence satisfies the following necessary condition:
- is based on at least one occurrence of market rate.
-
Definition: A bond in which payment of income on the principal is related to a specific price index, such as the Consumer Price Index.
Synonym:
- index option exercise terms set
Model-Generated Definition:
-
A kind of option instrument exercise terms. A valid occurrence satisfies the following necessary condition:
- delivery at least one occurrence of negotiable cash.
-
A valid occurrence may also have the following properties:
- strike spread any number of occurrences of percentage value.
-
Definition: Contractual terms defining when or under what circumstances an options instrument may be exercised.
Synonym:
- index or basket option entitlement
Model-Generated Definition:
-
A kind of equity option entitlement. A valid occurrence may have the following properties:
- multiplier any number of values of decimal.
-
Definition: The entitlements to the holder of a basket or index option, comprised in an option contract or transaction supplement.
Synonym:
- indexing scheme
Model-Generated Definition:
-
A kind of scheme. A valid occurrence satisfies the following necessary condition:
-
Definition: system for indexing values, data, information, or knowledge
Synonym:
- indication of interest
Model-Generated Definition:
-
A kind of information.
-
Definition:
Synonym:
- individual contact information
Model-Generated Definition:
-
A kind of contact information.
-
Definition: contact information for an individual
Synonym:
- individual credit rating
Model-Generated Definition:
-
A kind of credit rating.
-
Definition:
Synonym:
- individual investor
Model-Generated Definition:
-
A kind of investor. A valid occurrence may have the following properties:
- has identity any number of occurrences of person.
-
Definition: an investor that is a person, rather than an organization, who may or may not be considered a qualified investor from a legal perspective
Synonym:
- individual language
Model-Generated Definition:
-
A kind of language.
-
Definition: a language that can be distinguished from another language by some set of rules
Synonym:
- individual language identifier
Model-Generated Definition:
-
A kind of language identifier. A valid occurrence may have the following properties:
- denotes any number of occurrences of individual language.
- identifies any number of occurrences of individual language.
-
Definition: a language identifier whose scope is that of an individual (distinct) language
Synonym:
- individual person credit rating
Model-Generated Definition:
-
A kind of individual credit rating. A valid occurrence may have the following properties:
- borrower rating type selection any number of values of string.
- borrower rating score type selection any number of values of string.
- borrower rating score selection any number of values of string.
- borrower rating arrears selection any number of values of string.
- borrower rating credit selection any number of values of string.
- borrower rating credit amount any number of occurrences of monetary amount.
- borrower rating cured date any number of occurrences of date.
- borrower rating date any number of occurrences of date.
-
Definition: was Borrower Credit Rating
Synonym:
- individual tranche definitions
Model-Generated Definition:
-
A kind of security term sheet and tranched m b s issue prospectus part. A valid occurrence satisfies the following necessary conditions:
- defines terms at least one occurrence of coupon payment terms.
- defines terms at least one occurrence of bond amortization payment terms.
-
Definition: In reality there is one termsheet that has sets of information for the terms for each Tranche. This class of information identifies the terms of one tranche, but it does not exist as a separate document in its own right. Further Notes ? We may need to firm up the relationship between the individual tranche termsheet and the information about the relationships among these (some of which are quite complex) and the terms that are common to more than one tranche. In practice these may be separate sections of one document. Term origin:MBS PoC Reviews
Synonym:
- individual unilateral commitment
Model-Generated Definition:
-
A kind of unilateral commitment.
-
Definition: a commitment made by some party unilaterally to another specific party
Synonym:
- industrial bank
Model-Generated Definition:
-
A kind of bank.
-
Definition: a limited service financial institution that raises funds by selling certificates called 'investment shares' and by accepting deposits
Synonym:
- industrial products sector
Model-Generated Definition:
-
A kind of industry sector classifier.
-
Definition: a classifier for a sector of the economy used for price indices focused on major commodities sold by manufacturers in Canada
Synonym:
- industry association
Model-Generated Definition:
-
A kind of formal organization.
-
Definition: An organization which has membership drawn from members of some industry and acts to serve the interests of those members.
Synonym:
- industry model convention
Model-Generated Definition:
-
A kind of convention. A valid occurrence satisfies the following necessary condition:
- industry model convention defined by at least one occurrence of industry association.
-
Definition: Standard conventions which exist in the public domain but are not enshrined in an existing ISO Standard are defined in this model and published as such.
Synonym:
- industry sector classification scheme
Model-Generated Definition:
-
A kind of classification scheme. A valid occurrence satisfies the following necessary condition:
- defines at least one occurrence of industry sector classifier.
-
Definition: a system for allocating classifiers to organizations by industry sector
Synonym:
- industry sector classifier
Model-Generated Definition:
Equivalent to organization industry sector classification.
-
A kind of classifier. A valid occurrence satisfies the following necessary condition:
- has definition exactly one occurrence of industry sector classification scheme.
-
Definition:
- a standardized classification or delineation for an organization, or possibly for a security representing an interest in a given organization, per some scheme for such delineation, by industry
- The classification of an organization in terms of the industry sector in which it carries out business.
Synonym:
- inflation bond
Model-Generated Definition:
-
A kind of index linked security. A valid occurrence satisfies the following necessary conditions:
- has repayment terms at least one occurrence of inflation bond principal repayment terms.
- has interest payment terms at least one occurrence of inflation bond variable coupon terms.
- has interest payment terms at least one occurrence of inflation bond interest payment terms.
-
A valid occurrence may also have the following properties:
- has repayment terms at most one occurrence of index linked principal determination terms.
- specifies coupon any number of occurrences of inflation bond variable coupon.
-
Definition: A bond where the principal amount is linked to an index.
Synonym:
- inflation bond interest payment terms
Model-Generated Definition:
-
A kind of coupon payment terms. A valid occurrence may have the following properties:
- pays variable coupon any number of values of boolean.
-
Definition: Terms for the payment of interest on an Inflation Bond.
Synonym:
- inflation bond principal repayment terms
Model-Generated Definition:
-
A kind of index linked principal determination terms. A valid occurrence satisfies the following necessary condition:
- has expression at least one occurrence of inflation factor expression.
-
Definition: Terms specifying how the principal amount on an Inflation Bond is to be paid down. Further notes: This is typically but not necessarily with reference to the Inflation rate that is referred to for this bond. Further model action: identify and model terms for the case where the bond principal repayments are not pegged to an inflation rate.
Synonym:
- inflation bond variable coupon
Model-Generated Definition:
-
A kind of bond variable coupon.
-
Definition:
Synonym:
- inflation bond variable coupon terms
Model-Generated Definition:
-
A kind of bond variable coupon terms. A valid occurrence satisfies the following necessary condition:
- has expression at least one occurrence of inflation factor expression.
-
A valid occurrence may also have the following properties:
- specifies coupon at most one occurrence of inflation bond variable coupon.
-
Definition:
Synonym:
- inflation factor expression
Model-Generated Definition:
-
A kind of expression. A valid occurrence satisfies the following necessary condition:
- has argument at least one occurrence of inflation rate.
-
Definition: the expression used to calculate the outstanding principal of the bond due to changes in the inflation rate
Synonym:
- inflation index fall back bond
Model-Generated Definition:
-
A kind of parametric reference entity. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of inflation bond.
-
Definition: A fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8.
Synonym:
- inflation index underlying
Model-Generated Definition:
-
A kind of economic rate observable. A valid occurrence may have the following properties:
- specifies at most one occurrence of inflation index fall back bond.
- lag any number of occurrences of duration.
-
Definition:
Synonym:
- inflation leg
Model-Generated Definition:
-
A kind of swap leg.
-
Definition:
Synonym:
- inflation rate
Model-Generated Definition:
-
A kind of economic indicator and rate. A valid occurrence satisfies the following necessary conditions:
- has indicator value exactly one occurrence of ratio value.
- applies to exactly one occurrence of statistical area.
-
Definition: an economic indicator representing a change in prices of goods and services for a specified period, for a given statistical area
Synonym:
- inflation swap contract
Model-Generated Definition:
-
A kind of swap. A valid occurrence satisfies the following necessary condition:
- has underlier at least one occurrence of inflation index underlying.
-
A valid occurrence may also have the following properties:
- fallback bond applicable any number of values of boolean.
-
Definition: Draft definition: This is a swap instrument which makes reference to an inflation index.
Synonym:
- inflation swap transaction
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- has leg at least one occurrence of inflation leg.
- has leg at least one occurrence of fixed interest rate leg.
-
Definition: A transaction in which one leg is based on an inflation rate and the other leg is based on an interest rate (usually or always fixed interest).
Synonym:
- influence-based de facto control
Model-Generated Definition:
-
A kind of de facto control.
-
Definition: Some influence and control over some entity other than by means of investment in that entity.
Synonym:
- influence-based de facto controlling party
Model-Generated Definition:
-
A kind of de facto controlling interest party. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: A party which exercises some influence and control over the entity other than by means of investment.
Synonym:
- informal organization
Model-Generated Definition:
-
A kind of organization.
-
Definition: An organization which is not formally constituted in some way.
Synonym:
- information
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is about at least one occurrence of any type.
-
A valid occurrence may also have the following properties:
- information flow any number of occurrences of information.
- derived from any number of occurrences of any type.
- derived from any number of occurrences of any type.
-
Definition: Information in any of its forms.
Synonym:
- information action
Model-Generated Definition:
-
A kind of corporate action. A valid occurrence may have the following properties:
- effective date any number of occurrences of date.
-
Definition:
Synonym:
- information event
Model-Generated Definition:
-
A kind of corporate event.
-
Definition: A corporate event which is simply a notification about something. People may wish to respond
Synonym:
- information product
Model-Generated Definition:
-
A kind of product.
-
Definition: a product that is informational in nature, rather than physical
Synonym:
- information right
Model-Generated Definition:
-
A kind of borrower right.
-
Definition: The right to some information in some context, for example when purchasing some product. The right to full and fair disclosure of
Synonym:
- informative event
Model-Generated Definition:
-
A kind of occurrence kind.
-
Definition: An event which reflects some change in information about something.
Synonym:
- initial public offering process step
Model-Generated Definition:
-
A kind of occurrence kind. A valid occurrence satisfies the following necessary condition:
- applies to at least one occurrence of i p o process.
-
Definition:
Synonym:
- input producer price index
Model-Generated Definition:
-
A kind of producer price index.
-
Definition: an economic indicator representing a measure of the rate of change over time in the prices of inputs of goods and services purchased by the producer
Synonym:
- INR-BMK
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for INR-BMK
Synonym:
- INR-CMT
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for INR-CMT
Synonym:
- INR-FBIL-MIBOR-OIS-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for INR-FBIL-MIBOR-OIS-COMPOUND
Synonym:
- INR-INBMK-REUTERS
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for INR-INBMK-REUTERS
Synonym:
- INR-MIBOR-OIS-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for INR-MIBOR-OIS-COMPOUND
Synonym:
- INR-MIFOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for INR-MIFOR
Synonym:
- INR-MIOIS
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for INR-MIOIS
Synonym:
- INR-MITOR-OIS-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for INR-MITOR-OIS-COMPOUND
Synonym:
- INR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for INR-Reference Banks
Synonym:
- INR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for INR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon
Synonym:
- INR-Semi-Annual Swap Rate-11:30-BGCANTOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for INR-Semi-Annual Swap Rate-11:30-BGCANTOR
Synonym:
- INR-Semi-Annual Swap Rate-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for INR-Semi-Annual Swap Rate-Reference Banks
Synonym:
- installment default
Model-Generated Definition:
-
A kind of default event.
-
Definition: Non payment of a call by the beneficial owner, resulting in either a court action by the issuer or the sale of the securities to recover costs and/or a forfeit of partially paid securities. SWIFT = INDE
Synonym:
- instalment call
Model-Generated Definition:
-
Definition: Increase of share capital through additional payment on face value of partly-paid shares, with part payments in several instalments. SWIFT = PPMT
Synonym:
- instant
Model-Generated Definition:
-
A kind of temporal entity.
-
Definition:
Synonym:
- instant determination
Model-Generated Definition:
-
A kind of temporal entity determination.
-
Definition: The determination or adjustment of some instant according to some rule.
Synonym:
- instant specification
Model-Generated Definition:
-
A kind of temporal entity specification.
-
Definition:
Synonym:
- institution type
Model-Generated Definition:
-
A kind of industry sector classifier. A valid occurrence satisfies the following necessary condition:
- classifies at least one occurrence of (Unnamed Class).
-
Definition: a classifier of financial institutions as defined by the National Information Center (NIC) registry
Synonym:
- institutional investor
Model-Generated Definition:
-
A kind of investor.
-
Definition: an organization that trades large volumes of securities
Synonym:
- institutional person
Model-Generated Definition:
-
A kind of person.
-
Definition: a person that resides in an institution for some reason, due, for example, to hospitalization, rehabilitation, or incarceration
Synonym:
- institutional unit
Model-Generated Definition:
-
A kind of functional entity and party in role.
-
Definition: a party that is capable, in its own right, of owning assets, incurring liabilities, and engaging in economic activities and in transactions with other parties
Synonym:
- instruction message
Model-Generated Definition:
-
A kind of corporate event or action communication.
-
Definition: A message which embodies some instruction.
Synonym:
- instrument
Model-Generated Definition:
-
A kind of purposive thing.
-
Definition: Something which is used to further some purpose or to measure some variable in furtherance of some purpose. Explanatory Note: This may include more abstract or even relative or mediating things such as contracts, put to some purpose. For example, financial instruments. It also include physical measurement instruments (flow meters etc.) in industrial plant.
Synonym:
- instrument aggregate loan analytic
Model-Generated Definition:
-
A kind of financial instrument analytical parameter. A valid occurrence satisfies the following necessary condition:
- is aggregate of at least one occurrence of loan pool analytic.
-
Definition: Parameters that describe some feature of loan pools or mortgage pools, aggregated and defined at the level of the instrument (i.e. the tranche or class of security within the issue).
Synonym:
- instrument credit rating
Model-Generated Definition:
-
A kind of investment credit rating. A valid occurrence satisfies the following necessary condition:
- rates exactly one occurrence of financial instrument.
-
Definition: An Instrument Credit Rating, that is the creditworthiness of the investment as determined by a Ratings Agency.
Synonym:
- instrument internal rate of return
Model-Generated Definition:
-
A kind of internal rate of return.
-
Definition: The discount rate that results in a Net Present Value of zero for a series of future cash flows for the holder of the financial instrument.
Synonym:
- instrument of incorporation
Model-Generated Definition:
-
A kind of constitution. A valid occurrence satisfies the following necessary conditions:
- governs exactly one occurrence of company bylaw.
- is governed by exactly one occurrence of jurisdiction.
-
Definition: Some legal instrument by which some legal entity which is not a natural person is made to exist.
Synonym:
- instrument pool
Model-Generated Definition:
-
A kind of pool. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of financial instrument.
-
Definition: a pool consisting of financial instruments that may be included in the same investment vehicle
Synonym:
- instrument weighted average loan age
Model-Generated Definition:
-
A kind of instrument aggregate loan analytic. A valid occurrence satisfies the following necessary condition:
- aggregate of at least one occurrence of pool weighted average loan age.
-
A valid occurrence may also have the following properties:
- w a l a value any number of occurrences of duration.
-
Definition: A dollar-weighted average measuring the age of the individual loans in a mortgage pass-through or pooled security, such as Ginnie Mae or a Freddie Mac security. The WALA is measured as the time in months since the origination of the loans, with the weighting based on each loan's size in proportion to the aggregate total of the pool.
Synonym:
- instrument weighted average remaining maturity
Model-Generated Definition:
-
A kind of instrument aggregate loan analytic. A valid occurrence satisfies the following necessary condition:
- aggregate of at least one occurrence of pool weighted average remaining maturity.
-
Definition: The weighted average of the time until all maturities on loans in a mortgage-backed or asset backed security. The higher the weighted average to maturity of the loans, the longer the loans in the security have until maturity.
Synonym:
- instrumentality (from package /Imported Ontologies/RegulatoryRestrictions/instrumentality)
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- imposes any number of occurrences of restriction.
-
Definition: some law or contract which is instrumental in the existence of some recognized construct such as a restriction
Synonym:
- instrumentality (from package /Imported Ontologies/Government Entities Ontology/instrumentality)
Model-Generated Definition:
-
A kind of government body and legal entity. A valid occurrence satisfies the following necessary conditions:
- is an instrument of at least one occurrence of government.
- is mandated by at least one occurrence of statute law.
-
Definition: an organization that serves a public purpose and is closely tied to a government, but is not a government agency
Synonym:
- insurance company
Model-Generated Definition:
-
A kind of non-depository institution.
-
Definition: a non-depository institution whose primary and predominant business activity is the writing of insurance or the reinsuring of risks underwritten by insurance companies, and that provides compensation based on the happening of one or more contingencies
Synonym:
- insurance policy (from package /Imported Ontologies/Guaranty Ontology/insurance policy)
Model-Generated Definition:
-
A kind of contract document. A valid occurrence satisfies the following necessary conditions:
- has counterparty at least one occurrence of policyholder.
- is issued by at least one occurrence of insurer.
-
Definition: a contract document that (1) puts an indemnity cover into effect, (2) serves as a legal evidence of the insurance agreement, (3) sets out the exact terms on which the indemnity cover has been provided, and (4) states associated information such as the (a) specific risks and perils covered, (b) duration of coverage, (c) amount of premium, (d) mode of premium payment, and (e) deductibles, if any
Synonym:
- insurance policy (from package /Imported Ontologies/Documentation/insurance policy)
Model-Generated Definition:
-
A kind of formal document.
-
Definition: Some policy by which some party (directly or more usually through an intermediary who writes this policy) agrees to cover some risk as identified in this policy, on behalf of the holder of the policy. further Notes: Added specifically to cover financial instruments modeling of insurance backed Guaranty. This term would belong within a separate section of specialist insurance terms if there were such a section. Later notes: also relevant to Mortgage Indemnity Guaranty, taken out by Lender before pooling a mortgage into a security. This may even be what was intended by "Insurance Backed Guaranty" in the original FIBIM terms. To be determined at further review.
Synonym:
- insurance service
Model-Generated Definition:
-
A kind of financial service.
-
Definition: a financial service in which the insurer promises to provide compensation for specific potential future losses in exchange for a periodic payment
Synonym:
- insurance-backed guaranty
Model-Generated Definition:
-
A kind of guaranty. A valid occurrence satisfies the following necessary condition:
- is realized by at least one occurrence of insurance policy.
-
Definition: a guaranty that is realized as an insurance policy
Synonym:
- insurer
Model-Generated Definition:
-
A kind of contract originator and financial service provider.
-
Definition: a financial service provider that issues an insurance policy
Synonym:
- integer value
Model-Generated Definition:
-
A kind of numeric value.
-
Definition: An integer value is a numeric value with that represents an Integer using an xsd:integer. Note that this class is not intended to be used directly (in these cases use xsd:integer) but is intended to be subclassed with values with business semantic intent.
Synonym:
- interbank bid rate
Model-Generated Definition:
-
A kind of interbank rate.
-
Definition: an interbank rate that is the interest rate at which participating banks are willing to borrow deposits from other banks
Synonym:
- interbank mid rate
Model-Generated Definition:
-
A kind of interbank rate.
-
Definition: an interbank rate that represents the mid-point between bid and offer rates
Synonym:
- interbank offered rate
Model-Generated Definition:
-
A kind of interbank rate.
-
Definition: an interbank rate that is the interest rate at which participating banks lend money
Synonym:
- interbank rate
Model-Generated Definition:
-
A kind of reference interest rate. A valid occurrence may have the following properties:
- has tenor in days any number of values of integer.
- has tenor in months any number of values of integer.
-
Definition: a reference rate that is the rate of interest charged on short-term loans between banks
Synonym:
Model-Generated Definition:
-
A kind of interest rate authority. A valid occurrence satisfies the following necessary condition:
- convenes at least one occurrence of monetary authority.
-
A valid occurrence may also have the following properties:
- sets any number of occurrences of interbank rate.
-
Definition: an interest rate authority responsible for setting the interbank rate
Synonym:
- interest
Model-Generated Definition:
-
A kind of monetary amount. A valid occurrence satisfies the following necessary condition:
- is interest on at least one occurrence of debt.
-
A valid occurrence may also have the following properties:
- has interest rate any number of occurrences of interest rate.
- has date period any number of occurrences of date period.
-
Definition: the cost of using credit, or another's money, expressed as a rate per period of time, payable by a debtor to a creditor in consideration of the credit extended to the debtor
Synonym:
- interest payment
Model-Generated Definition:
-
A kind of payment or interest payment action.
-
Definition: Payment of Interest to the Holder. Further notes: Are there options on the Holder? Yes, you can opt to be paid in a certain currency. It is not always defined in the security terms. So if the Terms in the Security terms sheet gives you an option, there is a choice for the Holder at this point. Such choices would include: - Currency - Pay in Kind ("Spinoff" or PiK - see PiK corporate Action) Could be mandatory. If there were an option then the letter announcing it would require a response. This is usually stated in the message. Is there a message even if there is no option? Yes. Usually have to generate the events artificially as the Servicing organization. you can't rely on a feed or message coming in but because it is part of the security contract the above has to generate at the expected time, and arrange the payments. Q: That is the point at there was a choice you would expect to see a message, or end up still having to generate it but with the choices. A: The ones with Choices come as announcements and don't ave to be generated by the Service. Older definitin (re-scoped now: An Event in which a payment occurs. Anything can have a payment event. If a thing hits a pay date, whether it's voluntary or mandatory, that's a payment event. Divide into: Securities Cash Combination Payment or Distribution? Are these exclusive? Take an event that's always a combination of options, and an option is a combination of payouts. Generates transactions - determine what txns happen when a customer chooses that option. Distribution / delivery: generic concept Payment - implis cash distribution. So payment is specialization of distribution.
Synonym:
- interest payment action
Model-Generated Definition:
-
A kind of interest payment.
-
Definition: Regular interest payment, only in cash, distributed to holders of an interest bearing asset. According to the terms of the issue, a bondholder may be able to elect the currency interest is paid in.
Synonym:
- interest payment in kind
Model-Generated Definition:
-
A kind of interest payment action.
-
Definition: Interest payment, in any kind except cash, distributed to holders of an interest bearing asset. SWIFT = PINK
Synonym:
- interest payment terms
Model-Generated Definition:
-
A kind of debt terms. A valid occurrence satisfies the following necessary condition:
- governs payment of at least one occurrence of interest.
-
A valid occurrence may also have the following properties:
- allows auto-reinvestment any number of values of boolean.
- pro rated any number of values of boolean.
- has interest rate any number of occurrences of interest rate.
- has compounding frequency any number of occurrences of recurrence interval.
- has accrual basis any number of occurrences of day-count convention.
- has interest payment frequency any number of occurrences of recurrence interval.
- has initial interest payment date any number of occurrences of date.
- has initial interest accrual date any number of occurrences of date.
- has interest payment day any number of occurrences of day of the month.
-
Definition: contract terms for payment of interest on a debt
Synonym:
- interest payment with principal
Model-Generated Definition:
-
A kind of interest payment action.
-
Definition: A payment of a portion of the principal of an interest bearing asset, in addition to the interest payment. SWIFT = PRII
Synonym:
- interest rate
Model-Generated Definition:
-
A kind of monetary measure and rate. A valid occurrence may have the following properties:
- has quantity kind any number of occurrences of monetary measure.
-
Definition: an amount charged, expressed as a percentage of principal, by a lender to a borrower for the use of assets
Synonym:
- interest rate adjustment
Model-Generated Definition:
-
A kind of debt security action. A valid occurrence satisfies the following necessary condition:
- relates to at least one occurrence of variable coupon bond.
-
Definition: Scheduled change to the coupon rate for a floating or adjustable rate security.
Synonym:
- interest rate adjustment notification
Model-Generated Definition:
-
A kind of ex post notification.
-
Definition: Announcement of the current coupon rate for a floating or adjustable rate security.
Synonym:
Model-Generated Definition:
-
A kind of financial information publisher and financial service provider. A valid occurrence satisfies the following necessary condition:
- sets at least one occurrence of reference interest rate.
-
Definition: an authority responsible for the publication of some interest rate
Synonym:
- interest rate derivative instrument
Model-Generated Definition:
-
A kind of rate-based derivative instrument. A valid occurrence satisfies the following necessary condition:
- has underlier at least one occurrence of interest rate observable.
-
Definition: a rate-based derivative whose underlier is an interest rate
Synonym:
- interest rate future
Model-Generated Definition:
-
A kind of financial future.
-
Definition: An Interest Rate Future is a futures contract with an interest-bearing instrument as the underlying asset.
Synonym:
- interest rate future debt underlying
Model-Generated Definition:
-
A kind of underlying on future. A valid occurrence satisfies the following necessary condition:
- identity at least one occurrence of tradable debt instrument.
-
Definition: The debt instrument which is the underlying of an Interest Rate Future contract.
Synonym:
- interest rate future standardized terms set
Model-Generated Definition:
-
A kind of financial future standardized terms set.
-
Definition: A set of standard terms for interest rate futures contracts, as set out by the derivatives exchange. Interest Rate Futures contracts issued by and traded on that exchange will take on these terms or override them.
Synonym:
- interest rate observable
Model-Generated Definition:
-
A kind of rate-based observable. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of reference interest rate.
-
Definition: a rate-based observable that is specifically an interest rate
Synonym:
- interest rate option
Model-Generated Definition:
-
A kind of option contract on futures. A valid occurrence satisfies the following necessary condition:
- underlying at least one occurrence of i r option underlying.
-
Definition: An option on some underlying interest rate. If the option is exercised, delivery is in the frorm of the corresponding interest rate future.
Synonym:
- interest rate option strike terms set
Model-Generated Definition:
-
A kind of option exercise time terms. A valid occurrence satisfies the following necessary condition:
- includes specification term at least one occurrence of percentage strike price specification.
-
Definition: Terms for the exercise of the Interest Rate Option.
Synonym:
- interest rate stream event
Model-Generated Definition:
-
A kind of swap stream event.
-
Definition: an interest-rate specific event occurring with respect to one leg of a swap
Synonym:
- interest rate swap
Model-Generated Definition:
-
A kind of interest rate derivative instrument and swap. A valid occurrence satisfies the following necessary conditions:
- has leg exactly two occurrences of interest rate swap leg.
- exchanges exactly two occurrences of interest rate swap leg.
-
Definition: a swap in which the underlier for one or both legs is an interest rate
Synonym:
- interest rate swap leg
Model-Generated Definition:
-
A kind of swap leg. A valid occurrence satisfies the following necessary conditions:
- has interest rate at least one occurrence of interest rate.
- specifies at least one occurrence of swap stream interest payment.
- has business recurrence interval convention exactly one occurrence of day-count convention.
- has payment schedule at least one occurrence of swap stream interest payment schedule.
- specifies exactly one occurrence of currency.
- specifies at least one occurrence of swapstream interest calculation.
- specifies at least one occurrence of interest rate stream event.
-
A valid occurrence may also have the following properties:
- specifies any number of occurrences of notional step change event.
- has notional step schedule any number of occurrences of notional step schedule.
-
Definition: the components specifiying an interest rate stream, including both a parametric and cashflow representation for the stream of payments
Synonym: interest rate swap stream
- interest-only strip
Model-Generated Definition:
-
A kind of strip.
-
Definition: a strip that represents the non-principal portion of the monthly payments on the underlying debt instrument, such as a bond
Synonym: IO strip
- internal rate of return
Model-Generated Definition:
-
A kind of analytical information. A valid occurrence may have the following properties:
- irr has value any number of occurrences of timed percentage.
-
Definition: The discount rate that results in a Net Present Value of zero for a series of future cash flows.
Synonym:
- internal value determination
Model-Generated Definition:
-
Definition:
Synonym:
- internally determined price spread
Model-Generated Definition:
-
A kind of debt price spread.
-
Definition: The spread determined internally within the organisation from information available at their own trading desks. Further Notes Internal prices within a bank would be determined by surveying their own traders. So e.g. corporate desk trades these 30 bonds, get the daily spreads on those at the end of the day and calculate the price. The traders determine the pricing during the based on market movements. (this is all for OTC traded bonds, not exchange traded bonds).
Synonym:
- international bank account identifier
Model-Generated Definition:
-
A kind of bank account identifier. A valid occurrence satisfies the following necessary conditions:
- comprises exactly one occurrence of alpha-2 code.
- applies to exactly one occurrence of country.
- comprises exactly one occurrence of basic bank account identifier.
-
Definition: an identifier for a bank account that is an expanded version of the basic bank account number (BBAN), intended for use internationally
Synonym: international bank account number
- international depositary receipt
Model-Generated Definition:
-
A kind of equity instrument and exchange traded security. A valid occurrence satisfies the following necessary conditions:
- authorized under at least one occurrence of jurisdiction.
- has underlying at least one occurrence of publicly traded share.
- is issued by at least one occurrence of depositary receipt issuer.
-
A valid occurrence may also have the following properties:
- multiplier any number of values of integer.
- number of certificates issued any number of values of integer.
-
Definition: Certificate which represent ownership of an underlying Equity.
Synonym:
- international electronic funds transfer service
Model-Generated Definition:
-
A kind of electronic funds transfer service and foreign exchange service.
-
Definition: an electronic funds transfer (EFT) service involving the transfer of funds across national borders, that may also involve currency conversion
Synonym: international wire transfer
- International Money Market (IMM) Australian Dollar (AUD) trading date rule
Model-Generated Definition:
-
A kind of trading date rule.
-
Definition: a trading date rule defined as the last trading day of an Australian Stock Exchange (ASX) 90-Day Bank Accepted Futures and Options product, one Sydney business day preceding the second Friday of the relevant settlement month
Synonym:
- International Money Market (IMM) Canadian Dollar (CAD) trading date rule
Model-Generated Definition:
-
A kind of trading date rule.
-
Definition: a trading date rule defined as the last trading day / expiration day of the Canadian Derivatives Exchange (Bourse do Montreal Inc.), three month Bankers' Acceptance Futures (Ticker symbol BAX), the second London banking day prior to the third Wednesday of the contract month
Synonym:
- International Money Market (IMM) New Zealand Dollar (NZD) trading date rule
Model-Generated Definition:
-
A kind of trading date rule.
-
Definition: a trading date rule defined as the last trading day of an Australian Stock Exchange (ASX) New Zealand (NZ) 90-Day Bank Accepted Futures and Options product, the first Wednesday after the ninth day of the relevant settlement month
Synonym:
- International Money Market (IMM) settlement date rule
Model-Generated Definition:
-
A kind of settlement date rule.
-
Definition: a settlement date rule as defined in the International Money Market (IMM) settlement dates calendar
Synonym:
- international securities identification number
Model-Generated Definition:
-
A kind of security identifier. A valid occurrence may have the following properties:
- has part any number of occurrences of National Securities Identifying Number.
-
Definition: a security identifier that is defined as specified in ISO 6166, Securities and related financial instruments -- International securities identification numbering system (ISIN)
Synonym:
- international securities identification numbering scheme
Model-Generated Definition:
-
A kind of registration scheme and security identification scheme. A valid occurrence may have the following properties:
- defines any number of occurrences of international securities identification number.
-
Definition: a formal definition of the structure and application of a ISINs as defined in ISO 6166
Synonym:
- interpolated price
Model-Generated Definition:
-
A kind of derived price.
-
Definition: A price determined by interpolation between available price figures, using some algorithm or curve.
Synonym:
- interval
Model-Generated Definition:
-
Definition:
Synonym:
- intra day price
Model-Generated Definition:
-
A kind of security price.
-
Definition:
Synonym:
- introducing broker
Model-Generated Definition:
-
A kind of broker and non-depository institution.
-
Definition: an entity that solicits or accepts orders for futures or options contracts traded on or subject to the rules of an exchange; and does not accept any money, securities, or property (or extend credit in lieu thereof) to margin, guarantee, or secure any trades or contracts that result or may result
Synonym:
- inverse floater tranche
Model-Generated Definition:
-
A kind of floater tranche.
-
Definition:
Synonym:
- investment account
Model-Generated Definition:
-
A kind of investment or deposit account. A valid occurrence satisfies the following necessary conditions:
- is provided by at least one occurrence of financial institution.
- has party in role at least one occurrence of financial institution.
-
Definition: an account that provides a record of deposits of funds and/or securities held at a financial institution
Synonym:
- investment advisor
Model-Generated Definition:
-
A kind of funds processing party. A valid occurrence satisfies the following necessary condition:
- processing party has identity at least one occurrence of legal entity.
-
Definition: The party that provides investment guidance at a fee. Definition origin:EFAMA DD
Synonym:
- investment bank
Model-Generated Definition:
-
A kind of business and financial institution.
-
Definition: a financial service provider that performs a variety of services. Investment banks specialize in large and complex financial transactions such as underwriting, acting as an intermediary between a securities issuer and the investing public, facilitating mergers and other corporate reorganizations, and acting as a broker and/or financial adviser for institutional clients.
Synonym:
- investment company
Model-Generated Definition:
-
A kind of non-depository institution.
-
Definition: Any issuer which: (a) is or holds itself out as being engaged primarily, or proposes to engage primarily, in the business of investing, reinvesting, or trading in securities; (b) is engaged or proposes to engage in the business of issuing face-amount certificates of the installment type, or has been engaged in such business and has any such certificate outstanding; or (c) is engaged or proposes to engage in the business of investing, reinvesting, owning, holding, or trading in securities, and owns or proposes to acquire investment securities having a value exceeding 40 per centum of the value of such issuer's total assets (exclusive of Government securities and cash items) on an unconsolidated basis
Synonym:
- investment credit rating
Model-Generated Definition:
-
A kind of credit rating. A valid occurrence may have the following properties:
- watch outlook any number of occurrences of credit watch outlook.
- watch direction any number of occurrences of credit watch direction.
-
Definition: The creditworthiness of an investment as determined by a Ratings Agency. Further notes: Anything can be bought and sold can have a rating. Credit rating can be assigned to an instrument, an organization, even a person. The rating is assigned to any kind of instrument that the organization etc. issues. Use Wikipedia credit rating definition Long term, short term and generic ratings The rating differentiates between short and long term (not sure about generic). In all systems these are differentiated. This relates to how long the holder might hold the thing. Or does it? The agencies offer two different servies and you pay 2 different fees for short and long. ACTION: to find The codes themselves are different. So it's not AAA etc. for short term it's something else. so the thing we've been thinking about is actually long term ratings.
Synonym:
- investment equity
Model-Generated Definition:
-
A kind of owners' equity. A valid occurrence satisfies the following necessary condition:
- is equity held by at least one occurrence of investor.
-
Definition: equity that represents an ownership interest in some entity, but may or may not take the form of shareholders's equity
Synonym:
- investment firm
Model-Generated Definition:
-
A kind of credit institution or investment firm.
-
Definition: any legal person whose regular occupation or business is the provision of one or more investment services to third parties and/or the performance of one or more investment activities on a professional basis
Synonym:
- investment goal
Model-Generated Definition:
-
A kind of business goal.
-
Definition: A goal for which is to be achieved by investments within an investment institution.
Synonym:
- investment home loan
Model-Generated Definition:
-
A kind of mortgage loan.
-
Definition: A loan for a second or subsequent property which is taken out for investment purposes.
Synonym:
- investment home loan contract
Model-Generated Definition:
-
A kind of mortgage loan contract.
-
Definition: A loan for a second or subsequent property which is taken out for investment purposes.
Synonym:
- investment management
Model-Generated Definition:
-
A kind of financial industry context.
-
Definition:
Synonym:
- Investment Mortgage
Model-Generated Definition:
-
A kind of mortgage loan purpose.
-
Definition:
Synonym:
- investment or deposit account
Model-Generated Definition:
-
A kind of financial service account.
-
Definition: an account associated with a product or service that requires the account holder to provide funds for management by the account provider
Synonym:
- investment portfolio
Model-Generated Definition:
-
A kind of account. A valid occurrence satisfies the following necessary conditions:
- strategy at least one occurrence of investment strategy.
- has constituent at least one occurrence of asset.
-
Definition: An account containing a number of financial instruments along with cash positions in one or more currencies.
Synonym:
- investment service
Model-Generated Definition:
-
A kind of financial service.
-
Definition: a financial service designed to assist investors in using capital to create more money, either through income-producing vehicles or through more risk-oriented ventures to result in capital gains, including but not limited to providing investment advice, asset and portfolio management, brokerage services, and so forth
Synonym:
- investment strategy
Model-Generated Definition:
-
A kind of business strategy. A valid occurrence satisfies the following necessary condition:
- to fulfil at least one occurrence of investment goal.
-
Definition: A plan, method, or series of maneuvers or stratagems for obtaining a specific investment goal.
Synonym:
- investment-based de facto control
Model-Generated Definition:
-
A kind of de facto control. A valid occurrence may have the following properties:
- is based on investment equity any number of occurrences of investment equity.
-
Definition: Control which arises through some investment in some entity, other than as the holding of constitutional equity (shares etc.) in that entity.
Synonym:
- investment-based de facto controlling interest party
Model-Generated Definition:
-
A kind of de facto controlling interest party and investor. A valid occurrence may have the following properties:
- holds some means of any number of occurrences of investment-based de facto control.
-
Definition: A party which exercises some degree of de facto control based on some investment which they hold in the entity.
Synonym:
- investor (from package /Imported Ontologies/PrivateLabelMBSIssuance/investor)
Model-Generated Definition:
-
Definition:
Synonym:
- investor (from package /Imported Ontologies/Ownership Parties Ontology/investor)
Model-Generated Definition:
-
A kind of entity owner. A valid occurrence satisfies the following necessary condition:
- holds equity in at least one occurrence of investment equity.
-
Definition: a party that owns some stake in some organization by way of investment
Synonym:
- investor contract
Model-Generated Definition:
-
A kind of written contract. A valid occurrence satisfies the following necessary condition:
- defines terms for at least one occurrence of investment equity.
-
Definition: Contract setting out the terms under which some investor invests in the entity and setting out the rights which are conferred on that investor.
Synonym:
- investors' domicile restriction
Model-Generated Definition:
-
A kind of legal holding restriction.
-
Definition: a legal holding restriction that specifies where holders of a security may be domiciled
Synonym:
- ISK-REIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for ISK-REIBOR-Reference Banks
Synonym:
- ISK-REIBOR-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for ISK-REIBOR-Reuters
Synonym:
- issuance agent
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is agent in at least one occurrence of securities underwriting issuance process.
-
Definition:
Synonym:
- issuance closing
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence may have the following properties:
- actual closing date any number of occurrences of date.
-
Definition: The process of crediting the DTC participant account on settlement date with the position for the new issue. The overall closing process includes the exchange of funds that happens outside of DTC.
Synonym:
- issuance crediting participant
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is crediting participant at least one occurrence of securities underwriting issuance process.
-
Definition:
Synonym:
- issuance financial advisor
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- advises at least one occurrence of securities underwriting issuance process.
-
Definition:
Synonym:
- issuance printer
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- prints at least one occurrence of securities underwriting issuance process.
-
Definition:
Synonym:
- issuance process activity (from package /Imported Ontologies/IssuanceProcess/issuance process activity)
Model-Generated Definition:
-
Definition:
Synonym:
- issuance process activity (from package /Imported Ontologies/DebtIssuance/issuance process activity)
Model-Generated Definition:
-
Definition: An activity within the process of securities issuance.
Synonym:
- issuance process participant
Model-Generated Definition:
-
A kind of process participant.
-
Definition:
Synonym:
- issuance programme
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is collection of at least one occurrence of offer issue.
-
Definition: A series of issuances over time.
Synonym:
- issuance settlement
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence may have the following properties:
- issuance settlement date any number of occurrences of date.
-
Definition:
Synonym:
- issuance trust agreement
Model-Generated Definition:
-
A kind of securities issuance agreement and written contract.
-
Definition:
Synonym:
- issue credit rating
Model-Generated Definition:
-
A kind of investment credit rating.
-
Definition: The creditworthiness of the overall issue as determined by a Ratings Agency.
Synonym:
- issue over allotment terms
Model-Generated Definition:
-
A kind of offering document terms. A valid occurrence may have the following properties:
- maximum over allotment shares any number of values of integer.
- over allotment available any number of values of boolean.
- over allotment expiry period days any number of values of integer.
- maximum over allotment percentage any number of occurrences of percentage value.
- maximum over allotment amount at most one occurrence of monetary amount.
-
Definition: Terms for Change to an Issue Amount. A provision in an underwriting agreement, which allows members of the underwriting syndicate to purchase additional shares at the original price.
Synonym:
- issue payment schedule
Model-Generated Definition:
-
A kind of payment schedule and regular schedule.
-
Definition: Schedule for partial payments of an issue.
Synonym:
- issue resolution
Model-Generated Definition:
-
A kind of Concept. A valid occurrence may have the following properties:
- affects model element any number of values of any type.
- is identified by any number of values of string.
- has issue reference any number of values of anyURI.
- has description any number of values of string.
- is reflected in any number of occurrences of specification version.
-
Definition: An Issue is a report made to OMG of an error in an OMG Specification. An F/RTF Report lists the issues and comments received by the F/RTF against a specification, and the resolution, if any, for each comment (referred to by its Issue Number).
For resolutions that involve changes to the models (machine readable artifacts) corresponding to the specification, an individual of type IssueResolution should be included in the administrative metadata for the version of the specification to which it applies, for each issue resolved, linking to the appropriate issue page in the OMG JIRA system where further information about the issue and how it was dealt with can be found.
Synonym:
- issue subscription information
Model-Generated Definition:
-
A kind of traded instrument issuance process information. A valid occurrence may have the following properties:
- minimum issue subscription any number of occurrences of securities quantity.
- subscription period any number of occurrences of date period.
-
Definition: Information relating to the subscription of the issue.
Synonym:
- issued (from package /Imported Ontologies/SecurityTradingStatuses/issued)
Model-Generated Definition:
-
A kind of security lifecycle status.
-
Definition: The security has been issued into the secondary market.
Synonym:
- issued (from package /Imported Ontologies/DebtIssuance/issued)
Model-Generated Definition:
-
A kind of PoolLifecycleStateSelection.
-
Definition:
Synonym:
- issued and securitized agency mortage pool
Model-Generated Definition:
-
A kind of agency mortgage pool. A valid occurrence satisfies the following necessary condition:
- lifecycle state at least one occurrence of issued.
-
Definition: An agency mortgage pool which has been securitized as part of an agency Mortgage Backed Security.
Synonym:
- issued and securitized non agency mortgage pool
Model-Generated Definition:
-
A kind of non agency mortgage pool. A valid occurrence satisfies the following necessary condition:
- lifecycle state at least one occurrence of issued.
-
Definition: A non agency mortgage pool which has been securitized as part of a tranched Mortgage Backed Security.
Synonym:
- issued and securitized pool of individual debts
Model-Generated Definition:
-
A kind of pool of individual debts. A valid occurrence satisfies the following necessary condition:
- lifecycle state at least one occurrence of issued.
-
Definition: A pool of individual debts (such as loans or mortgages) which is securitized as part of the issue of some security.
Synonym:
- issued capital
Model-Generated Definition:
-
A kind of paid-in capital.
-
Definition: externally-held equity that may be transferred from one party to another
Synonym:
- issued debt
Model-Generated Definition:
-
A kind of debt. A valid occurrence may have the following properties:
- has debt amount any number of occurrences of monetary amount.
- is conferred by any number of occurrences of debt instrument.
-
Definition: debt that is set out by the borrower in some form of financial security in which the lender is the holder or counterparty of that security
Synonym:
- issued equity
Model-Generated Definition:
-
A kind of paid-in capital.
-
Definition: externally-held stockholders equity that may be transferred from one party to another
Synonym:
- issued security issue information
Model-Generated Definition:
-
A kind of information. A valid occurrence satisfies the following necessary condition:
- relates to security at least one occurrence of security.
-
A valid occurrence may also have the following properties:
- series any number of values of string.
- registered with regulator any number of values of boolean.
- issue nominal number of units any number of values of integer.
- defined as security any number of values of boolean.
- issue price any number of occurrences of price.
- first trade date any number of occurrences of date.
- has partially paid issuance schedule any number of occurrences of issue payment schedule.
- first trade settlement date any number of occurrences of date.
- actual closing date any number of occurrences of date.
- announcement date any number of occurrences of date.
- has partially paid issuance schedule any number of occurrences of issue payment schedule.
-
Definition: Information about the Issuance of a Security, which is maintained throughout the life of the Security.
Synonym:
- issuer
Model-Generated Definition:
-
A kind of contract originator. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of legal person.
-
A valid occurrence may also have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: any party who issues (or proposes to issue, in a formal filing) any financial instrument, where a party can be a natural person, company, government, or political subdivision, agency, or instrumentality of a government
Synonym:
- issuer corporate action
Model-Generated Definition:
-
A kind of corporate action. A valid occurrence satisfies the following necessary condition:
- announced by at least one occurrence of issuer corporate action announcer.
-
A valid occurrence may also have the following properties:
- mandatory any number of values of boolean.
- holder has choices any number of values of boolean.
-
Definition: Some corporate action initiated by the issuer of the Security. This is an action which is compulsory on the issuer of the security.
Synonym:
- issuer corporate action announcer
Model-Generated Definition:
-
A kind of corporate action announcer.
-
Definition: The announcer of an event which is also the issuer of the security that the event is about.
Synonym:
- issuer corporate action notification message
Model-Generated Definition:
-
A kind of notification message. A valid occurrence satisfies the following necessary condition:
- has subject at least one occurrence of issuer corporate action.
-
Definition: Notification of an action by the issuer of the security.
Synonym:
- issuer counsel
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is issuer counsel at least one occurrence of securities underwriting issuance process.
-
Definition:
Synonym:
- issuer credit rating
Model-Generated Definition:
-
A kind of investment credit rating.
-
Definition:
Synonym:
- issuer formal offer
Model-Generated Definition:
-
A kind of issuer corporate action.
-
Definition: An action in which the issuer of the security makes a formal offer.
Synonym:
- issuer formal offer notification
Model-Generated Definition:
-
A kind of issuer corporate action notification message.
-
Definition: Notification of some formal offer by the issuer of the security.
Synonym:
- issuer identification number
Model-Generated Definition:
-
A kind of financial service provider identifier and registry identifier. A valid occurrence satisfies the following necessary condition:
- identifies exactly one occurrence of financial institution.
-
Definition: a numbering system that allows a credit, debit, or other card to be identified as having been issued by a particular financial institution
Synonym:
- issuers option call
Model-Generated Definition:
-
A kind of partial call allocation.
-
Definition:
Synonym:
- J
-
- japanese compound yield calculation method
Model-Generated Definition:
-
A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:
- has rounding direction at least one occurrence of down.
-
Definition: No definition in selection list.
Synonym:
- japanese simple yield calculation method
Model-Generated Definition:
-
A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:
- has rounding direction at least one occurrence of down.
-
Definition: No definition.Term put here from memory. 02 Dec changed from Japanese Yield to Japanese Simple Yield. note hat Japanese Compound yield also here (from FIBIM or anothe rlist, added 25 nov with the rest).
Synonym:
- Japanese yen LIBOR
Model-Generated Definition:
-
A kind of London Interbank Offered Rate.
-
Definition: a London interbank offered rate with a reference currency in Japanese yen
Synonym:
- joint borrower
Model-Generated Definition:
-
A kind of loan borrower.
-
Definition: Any additional borrower(s) whose name(s) appear on loan documents and whose income and credit history are used to qualify for the loan. Under this arrangement, all parties involved have an obligation to repay the loan. For mortgages, the names of applicable joint borrowers also appear on the property's title.
Synonym:
- joint controlling party
Model-Generated Definition:
-
A kind of entity controlling party. A valid occurrence may have the following properties:
- has identity any number of occurrences of controlling alliance.
-
Definition: Some group of entities which collectively are able to direct the affairs of some business organization
Synonym:
- joint guaranty
Model-Generated Definition:
-
A kind of guaranty. A valid occurrence satisfies the following necessary condition:
- is guaranteed by exactly two occurrences of guarantor.
-
Definition: a guaranty provided by two or more parties, jointly and severally
Synonym:
- joint stock company
Model-Generated Definition:
-
A kind of stock corporation.
-
Definition: 1. In the UK, the original (17th century) name for a corporation in which the liability of the owners is limited to the nominal value of the stock (shares) held by them.
2. In the US, a corporation with unlimited liability for the shareholders. Investors in a US joint stock company receive stock (shares) which can be transferred, and can elect a board of directors, but are jointly-and-severally liable for companys debts and obligations. A US joint stock company cannot hold title to a real property.Synonym:
- joint venture
Model-Generated Definition:
-
A kind of legal entity.
-
Definition: a legal entity that is a formal venture between two or more business entities
Synonym:
- joint venture partner
Model-Generated Definition:
-
A kind of entity controlling party.
-
Definition: a party in the role of joint venture partner to some venture
Synonym:
- JPY USD-Basis Swaps-11:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY USD-Basis Swaps-11:00-ICAP
Synonym:
- JPY-Annual Swap Rate-11:00-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-Annual Swap Rate-11:00-TRADITION
Synonym:
- JPY-Annual Swap Rate-3:00-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-Annual Swap Rate-3:00-TRADITION
Synonym:
- JPY-BBSF-Bloomberg-10:00
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-BBSF-Bloomberg-10:00
Synonym:
- JPY-BBSF-Bloomberg-15:00
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-BBSF-Bloomberg-15:00
Synonym:
- JPY-ISDA-Swap Rate-10:00
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-ISDA-Swap Rate-10:00
Synonym:
- JPY-ISDA-Swap Rate-15:00
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-ISDA-Swap Rate-15:00
Synonym:
- JPY-LIBOR-BBA
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-LIBOR-BBA
Synonym:
- JPY-LIBOR-BBA-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-LIBOR-BBA-Bloomberg
Synonym:
- JPY-LIBOR-FRASETT
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-LIBOR-FRASETT
Synonym:
- JPY-LIBOR-ISDA
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-LIBOR-ISDA
Synonym:
- JPY-LIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-LIBOR-Reference Banks
Synonym:
- JPY-LTPR-MHCB
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-LTPR-MHCB
Synonym:
- JPY-LTPR-TBC
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-LTPR-TBC
Synonym:
- JPY-MUTANCALL-TONAR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-MUTANCALL-TONAR
Synonym:
- JPY-OIS-11:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-OIS-11:00-ICAP
Synonym:
- JPY-OIS-11:00-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-OIS-11:00-TRADITION
Synonym:
- JPY-OIS-3:00-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-OIS-3:00-TRADITION
Synonym:
- JPY-Quoting Banks-LIBOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-Quoting Banks-LIBOR
Synonym:
- JPY-STPR-Quoting Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-STPR-Quoting Banks
Synonym:
- JPY-TIBOR-17096
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-TIBOR-17096
Synonym:
- JPY-TIBOR-17097
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-TIBOR-17097
Synonym:
- JPY-TIBOR-DTIBOR01
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-TIBOR-DTIBOR01
Synonym:
- JPY-TIBOR-TIBM
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-TIBOR-TIBM
Synonym:
- JPY-TIBOR-TIBM (10 Banks)
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-TIBOR-TIBM (10 Banks)
Synonym:
- JPY-TIBOR-TIBM (5 Banks)
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-TIBOR-TIBM (5 Banks)
Synonym:
- JPY-TIBOR-TIBM (All Banks)
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-TIBOR-TIBM (All Banks)
Synonym:
- JPY-TIBOR-TIBM (All Banks)-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-TIBOR-TIBM (All Banks)-Bloomberg
Synonym:
- JPY-TIBOR-TIBM-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-TIBOR-TIBM-Reference Banks
Synonym:
- JPY-TIBOR-ZTIBOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-TIBOR-ZTIBOR
Synonym:
- JPY-TONA-OIS-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-TONA-OIS-COMPOUND
Synonym:
- JPY-TSR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-TSR-Reference Banks
Synonym:
- JPY-TSR-Reuters-10:00
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-TSR-Reuters-10:00
Synonym:
- JPY-TSR-Reuters-15:00
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-TSR-Reuters-15:00
Synonym:
- JPY-TSR-Telerate-10:00
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-TSR-Telerate-10:00
Synonym:
- JPY-TSR-Telerate-15:00
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for JPY-TSR-Telerate-15:00
Synonym:
- judiciary
Model-Generated Definition:
-
A kind of branch of government. A valid occurrence satisfies the following necessary condition:
- has part at least one occurrence of court of law.
-
Definition: a branch of government that comprises the system of courts that interprets and applies the law in the name of the supranational, national, federal, or regional government, depending on its jurisdiction
Synonym:
- jump z trigger event
Model-Generated Definition:
-
A kind of trigger event.
-
Definition: The event which triggers the Jump Z
Synonym:
- jump z trigger event reversal
Model-Generated Definition:
-
A kind of trigger event. A valid occurrence satisfies the following necessary condition:
- specifies reverse trigger at least one occurrence of jump z trigger event.
-
Definition: The reversal of the event which triggers the Jump Z
Synonym:
- juridical person
- jurisdiction
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- has reach at least one occurrence of geographic region.
- is governed by at least one occurrence of legal system.
-
Definition: the limits or territory within which authority may be exercised; the power, right, or authority to interpret and apply the law
Synonym:
- jurisdiction strategy
Model-Generated Definition:
-
A kind of fund portfolio investment limitations. A valid occurrence satisfies the following necessary condition:
- identifies at least one occurrence of jurisdiction.
-
Definition: Strategy which is jurisdiction based.
Synonym:
- K
-
- kassa
Model-Generated Definition:
-
A kind of closing price determination method.
-
Definition: Official declared price.
Synonym:
- key rate duration
Model-Generated Definition:
-
A kind of duration analytic.
-
Definition:
Synonym:
- kind of geographic region
Model-Generated Definition:
-
A kind of arrangement. A valid occurrence may have the following properties:
- classifies any number of occurrences of geographic region.
-
Definition: a classification scheme for geographic regions, including but not limited to subdivisions of a geopolitical entity, (noting that there may be more than one kind for a given country or other entity)
Synonym:
- knock in
Model-Generated Definition:
-
A kind of option feature.
-
Definition: An option which comes into existence if the knock-in event happens. It works exactly the reverse of a knock-out. In a knock-in, an option comes into existence if a certain level is hit.
Synonym:
- knock out
Model-Generated Definition:
-
A kind of option feature.
-
Definition: An option which ceases to exist if the knock-out event occurs. A knock out happens when a particular level is hit (like the Swiss franc touching the level of 1.10 against the dollar), when the option ceases to exist.
Synonym:
- known calendar duration
Model-Generated Definition:
-
A kind of known duration. A valid occurrence satisfies the following necessary condition:
- described in calendar terms by at least one occurrence of duration description in calendar temporal unit.
-
Definition: A duration defined as a known number of calendar days.
Synonym:
- known date
Model-Generated Definition:
-
A kind of date and known temporal thing. A valid occurrence satisfies the following necessary condition:
- occursOnDate at least one occurrence of date.
-
Definition: A date which is explicitly known i.e. a calendar date.
Synonym:
- known date duration
Model-Generated Definition:
-
A kind of known calendar duration. A valid occurrence satisfies the following necessary condition:
- described in calendar terms by at least one occurrence of duration description in calendar days.
-
Definition:
Synonym:
- known date offset
Model-Generated Definition:
-
A kind of known time offset. A valid occurrence satisfies the following necessary condition:
- length at least one occurrence of known calendar duration.
-
Definition:
Synonym:
- known duration
Model-Generated Definition:
-
A kind of duration and known temporal thing. A valid occurrence satisfies the following necessary condition:
- described by at least one occurrence of duration description.
-
Definition: The specification of a period of time. This is denominated in time units but is not a Date Time and so is not defined using "Time" or "Date". Instead it uses Temporal Units
Synonym:
- known temporal entity
Model-Generated Definition:
-
A kind of known temporal thing and temporal entity. A valid occurrence satisfies the following necessary condition:
- described by at least one occurrence of temporal entity description.
-
Definition:
Synonym:
- known temporal thing
Model-Generated Definition:
-
A kind of temporal thing. A valid occurrence satisfies the following necessary condition:
- described by at least one occurrence of temporal measure.
-
Definition:
Synonym:
- known time offset
Model-Generated Definition:
-
A kind of known temporal thing and time offset. A valid occurrence satisfies the following necessary condition:
- length at least one occurrence of known duration.
-
Definition:
Synonym:
- KRW-Bond-3222
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for KRW-Bond-3222
Synonym:
- KRW-CD-3220
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for KRW-CD-3220
Synonym:
- KRW-CD-KSDA-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for KRW-CD-KSDA-Bloomberg
Synonym:
- KRW-Quarterly Annual Swap Rate-3:30-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for KRW-Quarterly Annual Swap Rate-3:30-ICAP
Synonym:
- L
-
- labor productivity, based on gross output
Model-Generated Definition:
-
A kind of productivity.
-
Definition: a ratio of a quantity index of gross output to a quantity index of labor input
Synonym:
- labor productivity, based on value added
Model-Generated Definition:
-
A kind of productivity.
-
Definition: a ratio of a quantity index of value added to a quantity index of labor input
Synonym:
- land parcel
Model-Generated Definition:
-
A kind of geophysical location.
-
Definition: Some parcel or subdivision of land.
Synonym:
- language
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- has earlier form any number of occurrences of language.
-
Definition: a systematic use of sounds, characters, symbols or signs to communicate meaning
Synonym:
- language family
Model-Generated Definition:
-
A kind of language group.
-
Definition: a group of individual languages related to each other through common ancestry
Synonym:
- language group
Model-Generated Definition:
-
A kind of collection.
-
Definition: a collection of two or more individual languages, treated as a group for some purpose
Synonym:
- language identifier
Model-Generated Definition:
-
A kind of code element and identifier. A valid occurrence may have the following properties:
- denotes any number of occurrences of language.
- identifies any number of occurrences of language.
-
Definition: a string of characters that uniquely identifies a linguistic entity
Synonym:
- language variant
Model-Generated Definition:
-
A kind of individual language.
-
Definition: a variation of an individual language that is sufficiently unique that it can be identified and named
Synonym:
- language variation
Model-Generated Definition:
-
Definition: continuous change within and between individual languages
Synonym:
- last price
Model-Generated Definition:
-
A kind of equity exchange published price. A valid occurrence may have the following properties:
- traded any number of values of boolean.
- valuation date and time any number of occurrences of date time.
-
Definition: The last (or most recent) valuation. This is an actual trade price not a derived price MDDL
Synonym:
- last regular coupon date
Model-Generated Definition:
-
A kind of explicit date.
-
Definition: The scheduled date of the last regular coupon payment, that is the last of the payments that are made according to a regular repeating series of coupon periods, before any non standard (long or short) last coupon period in the schedule.
Synonym:
- law
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- constrains any number of occurrences of autonomous agent.
- is in force in any number of occurrences of any type.
-
Definition: a system of rules and guidelines which are enforced through social institutions to govern behavior
Synonym:
- lead manager
Model-Generated Definition:
-
A kind of responsible party.
-
Definition: the party that organizes the potential lenders into a syndicate and arranges the details of the or any potential loan
Synonym:
- ledger account
Model-Generated Definition:
-
A kind of account. A valid occurrence satisfies the following necessary conditions:
- has balance at least one occurrence of ledger balance.
- prepared for at least one occurrence of accounting party.
-
Definition:
Synonym:
- ledger balance
Model-Generated Definition:
-
A kind of balance.
-
Definition:
Synonym:
- legal agent
Model-Generated Definition:
-
A kind of agent in role. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: any party that has been legally empowered to act on behalf of another party
Synonym:
- legal capacity
Model-Generated Definition:
-
A kind of legal construct. A valid occurrence may have the following properties:
- is capacity of any number of occurrences of autonomous agent.
-
Definition: the capability to carry out certain actions or to have certain rights together with the resources to do so
Synonym:
- legal construct
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- is conferred by any number of occurrences of law, contract, or constitution.
- is conferred on any number of occurrences of autonomous agent.
-
Definition: something which is conferred by way of law or contract, such as a right
Synonym:
- legal document
Model-Generated Definition:
-
A kind of document.
-
Definition: a written or printed paper that bears the original, official, or legal form of something and can be used to furnish decisive evidence or information
Synonym:
- legal entity
- legal entity identifier
Model-Generated Definition:
-
A kind of organization identifier. A valid occurrence satisfies the following necessary conditions:
- identifies exactly one occurrence of legal person.
- has definition at least one occurrence of legal entity identifier scheme.
-
Definition: an organization identifier that uniquely identifies a legal person as defined in ISO 17442
Synonym:
- legal entity identifier registry
Model-Generated Definition:
-
A kind of business registry. A valid occurrence satisfies the following necessary condition:
- has registry entry at least one occurrence of legal entity identifier registry entry.
-
A valid occurrence may also have the following properties:
- is managed by at most one occurrence of local operating unit.
-
Definition: a registry for registering and maintaining information about business entities for a particular jurisdiction
Synonym:
- legal entity identifier registry entry
Model-Generated Definition:
-
A kind of business registry entry. A valid occurrence satisfies the following necessary conditions:
- has validation level at least one occurrence of entity validation level.
- comprises at least one occurrence of legal entity identifier.
- has registration status at least one occurrence of registration status.
-
A valid occurrence may also have the following properties:
- has validation authority any number of occurrences of business registration authority.
-
Definition: an entry in a legal entity identifier registry that conforms to ISO 17442 and the Global Legal Entity Identifier Foundation (GLEIF) Common Data Format (CDF)
Synonym:
- legal entity identifier scheme
Model-Generated Definition:
-
A kind of organization identification scheme. A valid occurrence satisfies the following necessary condition:
- defines at least one occurrence of legal entity identifier.
-
Definition: a scheme that specifies the elements of an unambiguous legal entity identifier (LEI) scheme to identify the legal entities relevant to any financial transaction
Synonym:
- legal holding restriction
Model-Generated Definition:
-
A kind of securities restriction.
-
Definition: a security restriction applicable to holding the security
Synonym:
- legal obligation
Model-Generated Definition:
-
A kind of contingent obligation. A valid occurrence satisfies the following necessary condition:
- is mandated by at least one occurrence of statute law.
-
Definition: an obligation or duty that is enforceable by a court
Synonym:
- legal person
Model-Generated Definition:
-
A kind of autonomous agent. A valid occurrence satisfies the following necessary conditions:
- is recognized in at least one occurrence of jurisdiction.
- has capacity at least one occurrence of liability capacity.
-
A valid occurrence may also have the following properties:
- designates signatory any number of occurrences of signatory.
- is identified by any number of occurrences of legal entity identifier.
-
Definition: any entity which can incur legal obligation and can be sued at law
Synonym:
- legal proceeding
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- is against at least one occurrence of legal person.
- takes place under at least one occurrence of jurisdiction.
-
Definition:
Synonym:
- legal proceeding status
Model-Generated Definition:
-
A kind of status. A valid occurrence satisfies the following necessary condition:
- is status of at least one occurrence of legal proceeding.
-
A valid occurrence may also have the following properties:
- status any number of occurrences of legal proceedings status selection.
-
Definition: The status of some legal proceeding at some point in time.
Synonym:
- legal proceedings status selection
Model-Generated Definition:
-
Definition: The status of any legal proceedings.
Synonym:
- legal requirement
Model-Generated Definition:
-
A kind of requirement. A valid occurrence satisfies the following necessary condition:
- is mandated by at least one occurrence of statute law.
-
Definition: A requirement driven by legal instruments, that is a requirement which is defined in and mandated by some body of statute law.
Synonym:
- legal restriction (from package /Imported Ontologies/RegulatoryRestrictions/legal restriction)
Model-Generated Definition:
-
A kind of restriction. A valid occurrence satisfies the following necessary condition:
- legally imposed by at least one occurrence of statute law.
-
Definition: A Restriction defined in a body of Law.
Synonym:
- legal restriction (from package /Imported Ontologies/Securities Restrictions Ontology/legal restriction)
Model-Generated Definition:
-
A kind of securities restriction. A valid occurrence may have the following properties:
- is governed by any number of occurrences of law or securities regulation.
- is mandated by any number of occurrences of law or securities regulation.
-
Definition: a securities restriction that is mandated by law or regulation
Synonym:
- legal right
Model-Generated Definition:
-
A kind of contingent right. A valid occurrence satisfies the following necessary condition:
- is conferred by at least one occurrence of statute law.
-
Definition: a contingent right or privilege that, if challenged, would be supported in court as a claim that is recognizable and enforceable in law, statutes, regulations, or other legislative actions
Synonym:
- legal swap option
Model-Generated Definition:
-
A kind of contractual option. A valid occurrence may have the following properties:
- is right to any number of occurrences of any type.
-
Definition: The option, that is the right but not the obligation, to enter into a Swap transaction at some time in the future under terms defined in the Swaption contract.
Synonym:
- legal system
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is governed by at least one occurrence of governmental constitution.
-
A valid occurrence may also have the following properties:
- applies in any number of occurrences of jurisdiction.
-
Definition: Legal regimen of a country consisting of (1) a written or oral constitution, (2) primary legislation (statutes) enacted by the legislative body established by the constitution, (3) subsidiary legislation (bylaws) made by person or bodies authorized by the primary legislation to do so, (4) customs applied by the courts on the basis of traditional practices, and (5) principles or practices of civil, common, Roman, or other code of law.
Synonym:
- legally capable adult
Model-Generated Definition:
-
A kind of adult.
-
Definition: a person who has attained the age of majority as defined by given jurisdiction and is allowed to conduct a business or any other occupation on his or her own behalf or for their own account
Synonym:
- legally capable person
Model-Generated Definition:
-
A kind of person.
-
Definition: a person who is allowed to conduct a business or any other occupation on his or her own behalf or for their own account
Synonym:
- legally competent natural person
Model-Generated Definition:
Equivalent to natural person.
-
Definition:
- a person who is considered competent, under the circumstances, to enter into a contract, conduct business, or participate in other activities that generally require the mental ability to understand problems and make decisions on his or her own behalf
- A person of maturity who in the eyes of the law is able to assume obligations
Synonym:
Model-Generated Definition:
-
A kind of controlling party. A valid occurrence may have the following properties:
- has identity any number of occurrences of legal person.
- has delegated control of itself any number of occurrences of legal person.
- has vested in it any number of occurrences of delegated legal authority.
-
Definition: a party having some legal control of some entity
Synonym:
- legally incorporated partnership
Model-Generated Definition:
-
A kind of partnership. A valid occurrence may have the following properties:
- has member at least two occurrences of (Unnamed Class).
-
Definition: Any partnership which is defined as a legal person within a given jurisdiction, for example a limited liability partnership (if that is a legal person).
Synonym:
- legally incorporated partnership member
Model-Generated Definition:
-
A kind of partner.
-
Definition: a party that is a member or partner in a legally incorporated partnership such as an LLC or LLP
Synonym:
- legislature
Model-Generated Definition:
-
A kind of branch of government.
-
Definition: the law-making body of a political unit, usually a national government, that has power to enact, amend, and repeal public policy
Synonym:
- legitimate organization
Model-Generated Definition:
-
A kind of organization.
-
Definition: An organization that exists to serve some lawful purpose
Synonym:
- LEI eligible entity
Model-Generated Definition:
-
A kind of legal person.
-
Definition: a legal person that qualifies to be assigned a legal entity identifier
Synonym:
- LEI registered entity
Model-Generated Definition:
-
A kind of legal person. A valid occurrence satisfies the following necessary condition:
- is identified by at least one occurrence of legal entity identifier.
-
Definition: a legal person that has registered for and is identified by a legal entity identifier
Synonym:
- lender
Model-Generated Definition:
-
A kind of contract party and creditor. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party that extends credit or money to a borrower with the expectation of being repaid, usually with interest
Synonym:
- lender lien position
Model-Generated Definition:
-
A kind of classifier.
-
Definition: a category indicating whether the lender has the primary lien position
Synonym:
- lender right
Model-Generated Definition:
-
Definition: Rights on the lender to protect them against loss. furthe rNtoes: Logically, considering the two parties, they both have protecxtion mechanisms. so while the lender has protecxtion mechanisms through mortgage insurance, and the consumer has protextion mechanisms such as good faith estimates. also the agencies (see Consumer Protection Agency), an instance of which is the CFPB in the US (just set up). Lender rights are: - expressed in the Contract Consumer protection develops becaues the contract is written by the potential Lender. So the rights are introcued to rectify the imbalance between the two parties. Same goes for insurance. consumer protection laws (governe dby the relevant consumer protection agency. So the lender protexts itself as it writes th contract AND does the things it needs to do to protext itself, but on the approval process, and with later instruments such as insurance. Interestingly., it is the Borrower who pays for this by paying for credit reports etc. So the borrower protects itself by other mechanisms. Caveat emptor - displaced by regulation (the buyer is protected by regulation). Uberimae Fidae - in the utmost good faith. Mortgage Insurance is an additional means of mitigating the risk, that the lended may have., so if the information assessed is not accurate, or if the borrower's situation changes for the worse. then the risk rating may go down. So the Mortgage Insurance is a further strategy which mitigates any shortfall in the Lender Righrs that you may have - ie someone guarantees. In the US you can also avoid that by having paid a deposit. PIMI: Principal, Interst and Morgage Insurance. So the Borrower pays towards the MI, esxcept if they have paid a given amount as deposit. there are 2 types of MI: 1. protects the lender in the event of borrower degault 2. Insurance for "Incapacity to pay the mortage" (these can be bought off the shelf - can combine health, unemployment etc.). - this is the Borrower mitigating their own risk. Prevents foreclosure. Similar to general sickness etc. Where the lender charges for MI, the cost is passed onto the Borrower. e.g. if there is a % valuation (e.g. 70% in Aus, 80% in US for example) then no insurance is required.
Synonym:
- lending goal
Model-Generated Definition:
-
A kind of investment goal.
-
Definition: Reasons for extending loans and credit, i.e. the organisation has a goal to create capital growth by extending credit or making loans.
Synonym:
- Length
Model-Generated Definition:
-
A kind of Dimension.
-
Definition:
Synonym:
- letter of credit
Model-Generated Definition:
-
A kind of collateral. A valid occurrence satisfies the following necessary condition:
- is issued by at least one occurrence of party in role.
-
Definition: a letter from a bank or other creditworthy institution guaranteeing that a buyer's payment to a seller will be received on time and for the correct amount
Synonym:
- letter of credit guaranty
Model-Generated Definition:
-
A kind of collateralized guaranty. A valid occurrence satisfies the following necessary condition:
- is realized by at least one occurrence of letter of credit.
-
Definition: a guaranty that takes the form of a letter of credit, i.e., a document issued by a bank guaranteeing the payment up to a stated amount for a specified period
Synonym:
- liability
Model-Generated Definition:
-
Definition:
Synonym:
- liability apportionment terms set
Model-Generated Definition:
-
A kind of contractual commitment.
-
Definition: terms defining the apportionment of liabilities accrued by some formal business organization.
Synonym:
- liability capacity
Model-Generated Definition:
-
A kind of legal capacity.
-
Definition: the ability to be sued at law
Synonym:
- LIBOR overnight rate
Model-Generated Definition:
-
A kind of London Interbank Offered Rate and overnight rate.
-
Definition: a London interbank offered rate that is also an overnight rate, i.e., whose tenor is one day
Synonym:
- license
Model-Generated Definition:
-
A kind of legal document. A valid occurrence satisfies the following necessary conditions:
- is issued by at least one occurrence of licensor.
- has party in role at least one occurrence of licensee.
- holds during exactly one occurrence of date period.
- confers at least one occurrence of legal capacity.
-
Definition: grant of permission needed to do something
Synonym:
- license identifier
Model-Generated Definition:
-
A kind of identifier. A valid occurrence satisfies the following necessary condition:
- identifies exactly one occurrence of license.
-
Definition: an identifier associated with a license
Synonym:
- licensed agent
Model-Generated Definition:
-
A kind of legal agent, licensee, and responsible party.
-
Definition: any individual who is licensed to perform a legally binding function, and who has been legally empowered to act on behalf of another party
Synonym:
- LicenseDocument
Model-Generated Definition:
-
Definition:
Synonym:
- licensee
Model-Generated Definition:
-
A kind of party in role. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party to whom a license has been granted
Synonym:
- licensor
Model-Generated Definition:
-
A kind of party in role. A valid occurrence satisfies the following necessary conditions:
-
A valid occurrence may also have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party who grants a license
Synonym:
- life analytic
Model-Generated Definition:
-
A kind of debt instrument analytical parameter.
-
Definition: Some measure of the life of a security, other than the actual time to maturity itself. This is a derived figure, based on certain parameters as appropriate to that type of instrument, to give a figure that is equivalent to and similar to the basic maturity of the instrument, for the purposes of analysing that security.
Synonym:
- lifecycle
Model-Generated Definition:
-
A kind of arrangement. A valid occurrence satisfies the following necessary conditions:
- defines at least one occurrence of lifecycle stage.
- has stage at least one occurrence of lifecycle stage.
- is lifecycle of at least one occurrence of any type.
-
Definition: an arrangement that compares the cyclical nature of families, organizations, processes, products, marketing, and order management, portfolio management or other systems with the cradle to grave life stages (birth, growth, maturity, decay, and death) of living organisms
Synonym:
- lifecycle event
Model-Generated Definition:
-
A kind of occurrence kind. A valid occurrence satisfies the following necessary condition:
- applies to at least one occurrence of lifecycle stage.
-
Definition: a kind of event that occurs during one or more stages of a lifecycle
Synonym:
- lifecycle event occurrence
Model-Generated Definition:
-
A kind of occurrence. A valid occurrence satisfies the following necessary conditions:
- applies to at least one occurrence of lifecycle stage occurrence.
- exemplifies exactly one occurrence of lifecycle event.
-
Definition: a realization of an event in a stage of a lifecycle
Synonym:
- lifecycle occurrence
Model-Generated Definition:
-
A kind of occurrence. A valid occurrence satisfies the following necessary conditions:
- has stage at least one occurrence of lifecycle stage occurrence.
- exemplifies exactly one occurrence of lifecycle.
-
Definition: a realization of a lifecycle
Synonym:
- lifecycle stage
Model-Generated Definition:
-
A kind of classifier. A valid occurrence satisfies the following necessary conditions:
- has definition at least one occurrence of lifecycle.
- is stage of at least one occurrence of lifecycle.
- comprises at least one occurrence of lifecycle event.
-
Definition: a phase in a lifecycle
Synonym:
- lifecycle stage occurrence
Model-Generated Definition:
-
A kind of occurrence. A valid occurrence satisfies the following necessary conditions:
- exemplifies exactly one occurrence of lifecycle stage.
- comprises at least one occurrence of lifecycle event occurrence.
- is stage of at least one occurrence of lifecycle occurrence.
-
Definition: a realization of a phase in a given lifecycle
Synonym:
- limited controlling party
Model-Generated Definition:
-
A kind of entity controlling party.
-
Definition: Some individual entity which is able to direct the affairs of some business organization to a specific degree.
Synonym:
- limited de facto control
Model-Generated Definition:
-
A kind of de facto control.
-
Definition: The ability to direct the affairs of some entity within prescribed limits. Those limits are described in terms of activities which the entity holding such control may cause the controlled entity to carry out.
Synonym:
- limited guaranty
Model-Generated Definition:
-
A kind of guaranty. A valid occurrence may have the following properties:
- has limited guaranty amount any number of occurrences of monetary amount.
-
Definition: A guaranty which is given up to a given amount or proportion of the loan. Generally specified as a monetary amount and is specified by the lender, so the bank may say 75% of valuation and they only have 60% of valuation available, to an additional limited guaranty would cover the missing 15% up to the point where the primary borrower's equity would meet the standard conditions of the loan. At that point the limited guaranty ceases.
Synonym:
- limited partner
Model-Generated Definition:
-
A kind of partner. A valid occurrence satisfies the following necessary condition:
- holds equity in at least one occurrence of limited partner equity.
-
Definition: a partner whose liabilities are limited to the extent of their equity holding or guarantees
Synonym:
- limited partner equity
Model-Generated Definition:
-
A kind of partnership equity.
-
Definition: equity in a partnership held by limited partners; this is not accompanied by any liability capability on the part of the holders of this equity.
Synonym:
- limited partnership unit
Model-Generated Definition:
-
A kind of share. A valid occurrence satisfies the following necessary conditions:
- has counterparty at least one occurrence of (Unnamed Class).
- defines terms for at least one occurrence of limited partnership unit restriction.
-
Definition: a share in a limited partnership
Synonym:
- limited partnership unit restriction
Model-Generated Definition:
-
A kind of contractual restriction.
-
Definition: a restriction on ownership or transfer of the units
Synonym:
- limited tax general obligation bond
Model-Generated Definition:
-
A kind of general obligation municipal bond.
-
Definition: A limited-tax general obligation pledge asks the issuing local government to raise property taxes if necessary to meet existing debt service obligations. However, this increase is bounded by a statutory limit. With limited-tax general obligation pledges, governments can still use a part of already-levied property taxes, use another stream of income, or raise property taxes to an amount equating to existing debt service payments to answer its debt obligations.
Synonym:
- line item
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- has at least one occurrence of (Unnamed Class).
- has cost at least one occurrence of monetary amount.
-
A valid occurrence may also have the following properties:
- has unit cost any number of occurrences of monetary amount.
-
Definition: a description of a product or service including its unit cost, number of units and total cost
Synonym:
- linear payout commitment
Model-Generated Definition:
-
A kind of option payout commitment.
-
Definition: The commitment to pay out on a straight vanilla option.
Synonym:
- linear payout terms
Model-Generated Definition:
-
A kind of option payout terms. A valid occurrence satisfies the following necessary condition:
- sets out at least one occurrence of linear payout commitment.
-
Definition: Terms governing the payment commitment on a vanilla option.
Synonym:
- liquidation event
Model-Generated Definition:
-
A kind of information event.
-
Definition: Liquidating dividend/Liquidation consist of a distribution of cash, assets, or both. Debt may be paid in order of priority based on preferred claims to assets specified by the security. SWIFT = LIQU
Synonym:
- liquidity
Model-Generated Definition:
-
A kind of asset. A valid occurrence satisfies the following necessary condition:
- denominated in at least one occurrence of currency.
-
Definition: Precise definition needed for liquidity, and check that it is modeled accordingly.
Synonym:
- List
Model-Generated Definition:
-
Definition:
Synonym:
- listed bond
Model-Generated Definition:
-
A kind of bond and exchange traded security. A valid occurrence satisfies the following necessary condition:
- is listed via at least one occurrence of bond listing.
-
Definition: A security that is a bond and is traded on an exchange.
Synonym:
- listed securities composite market
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- composite trading market consists of any number of occurrences of any type.
-
Definition: A Market defined as being a number of exchanges or trading venues in a particular marketplace or area.
Synonym:
- listed security
Model-Generated Definition:
-
A kind of registered security. A valid occurrence satisfies the following necessary conditions:
- has currency at least one occurrence of currency.
- has listing date exactly one occurrence of date.
- is listed via at least one occurrence of security listing.
-
A valid occurrence may also have the following properties:
- is traded on any number of occurrences of securities exchange.
-
Definition: a registered security listed on a specific exchange
Synonym:
- listed security identifier
Model-Generated Definition:
-
A kind of security identifier. A valid occurrence satisfies the following necessary conditions:
- is registered by at least one occurrence of securities exchange.
- is registered in at least one occurrence of exchange-specific securities registry.
- identifies exactly one occurrence of listed security.
-
A valid occurrence may also have the following properties:
- has definition any number of occurrences of exchange-specific security identification scheme.
-
Definition: a security identifier issued in the public domain and referred to in listings and other relevant publications
Synonym:
- listing status delisting message
Model-Generated Definition:
-
A kind of corporate event or action communication.
-
Definition: Security is no longer able to comply with the listing requirements of a stock exchange and is removed from official board quotation.
Synonym:
- listino
Model-Generated Definition:
-
A kind of closing price determination method.
-
Definition: only associated with a closing price
Synonym:
- litigation capacity
Model-Generated Definition:
-
A kind of legal capacity.
-
Definition: the legal capacity to pursue a litigation action in law
Synonym:
- living language
Model-Generated Definition:
-
A kind of language.
-
Definition: an individual language or variant in use today by some speech community
Synonym:
- loan age
Model-Generated Definition:
-
Definition: The age of the loan.
Synonym:
- loan applicant
Model-Generated Definition:
-
A kind of applicant. A valid occurrence satisfies the following necessary condition:
- may become at least one occurrence of loan borrower.
-
Definition:
Synonym:
- loan application
Model-Generated Definition:
-
A kind of application and application information. A valid occurrence satisfies the following necessary conditions:
- comprises at least one occurrence of total debt expense ratio.
- comprises at least one occurrence of combined loan to value ratio percent.
- comprises at least one occurrence of borrower monthly income.
- comprises at least one occurrence of all borrowers monthly income.
-
A valid occurrence may also have the following properties:
- intended loan purpose any number of values of string.
-
Definition: a request by a potential borrower to a potential lender to borrow money containing information used to decide whether to grant the loan
Synonym:
- loan application at agreement stage
Model-Generated Definition:
-
A kind of loan application status.
-
Definition:
Synonym:
- loan application at disbursement stage
Model-Generated Definition:
-
A kind of loan application status.
-
Definition:
Synonym:
- loan application borrower assessment information
Model-Generated Definition:
-
A kind of information. A valid occurrence satisfies the following necessary conditions:
- is about at least one occurrence of loan application.
- appraised by at least one occurrence of loan appraiser.
- is about borrower at least one occurrence of loan borrower.
- includes at least one occurrence of personal assessment facts at approval.
- refers to value of at least one occurrence of individual credit rating.
-
A valid occurrence may also have the following properties:
- domicile any number of values of string.
- original loan d t i any number of values of decimal.
- borrower credit rating at approval any number of values of string.
- repossession history any number of values of boolean.
- income verification method any number of occurrences of IncomeVerificationMethodSelection.
- assessment date any number of occurrences of date.
- gross income any number of occurrences of monetary amount.
-
Definition: Information about the borrower in relation to the loan. Specifically this is a bundle of information whose purpose is to identify the borrower and to assess their ability to pay (credit worthiness etc.)
Synonym:
- loan application phase
Model-Generated Definition:
-
A kind of phase.
-
Definition:
Synonym:
- loan application status
Model-Generated Definition:
-
A kind of status.
-
Definition:
Synonym:
- loan appraiser
Model-Generated Definition:
-
A kind of loan third party.
-
Definition: That party which appraises the borrower for the purposes of the loan.
Synonym:
- loan arrears status
Model-Generated Definition:
-
A kind of loan payment status and loan snapshot or status. A valid occurrence may have the following properties:
- loan interest only temporary provision any number of values of boolean.
- delinquent any number of values of boolean.
- loan litigation under way any number of values of boolean.
- loan status arrears balance any number of occurrences of monetary amount.
- loan status performance arrangement date any number of occurrences of date.
- loan status arrears duration any number of occurrences of duration.
-
Definition: Arrears describes the whole period where a loan is either delinquent or in default. [mixed bag of types of Status] formerly Loan Status. Now: The status of arrears performance at any given time in the life of the loan (e.g. present, series of dated past values).
Synonym:
- loan at application stage
Model-Generated Definition:
-
A kind of loan application status.
-
Definition:
Synonym:
- loan balance
Model-Generated Definition:
-
A kind of dated balance. A valid occurrence may have the following properties:
- pool membership selection any number of values of string.
- loan balance as at any number of occurrences of date.
- loan balance any number of occurrences of monetary amount.
-
Definition: The outstanding balance on a loan at a particular point in time.
Synonym:
- loan balance determination
Model-Generated Definition:
-
Definition:
Synonym:
- loan balance record
Model-Generated Definition:
-
Definition:
Synonym:
- loan borrower
Model-Generated Definition:
-
A kind of borrower, contract counterparty, and loan party. A valid occurrence satisfies the following necessary conditions:
- borrows at least one occurrence of loan drawdown.
- borrower identity at least one occurrence of legal person.
-
A valid occurrence may also have the following properties:
- assessment date any number of values of any type.
- accepts any number of occurrences of loan borrower commitment.
-
Definition: The Borrower of the Loan. This is the party which draws down the offered credit in the form of a loan under conditions agreed in the Loan Contract to which the Borrower is party.
Synonym:
- loan borrower commitment
Model-Generated Definition:
-
A kind of contractual commitment. A valid occurrence satisfies the following necessary condition:
- issued as at least one occurrence of loan drawdown.
-
A valid occurrence may also have the following properties:
- accepted by at most one occurrence of loan borrower.
-
Definition: The commitment of a given borrower to be a borrower and to repay this loan.
Synonym:
- loan collateral
Model-Generated Definition:
-
A kind of collateral. A valid occurrence satisfies the following necessary conditions:
- pledged by at least one occurrence of collateral provider.
- is collateralization of at least one occurrence of collateralized secured loan.
-
A valid occurrence may also have the following properties:
- collateral type any number of values of any type.
- collateral value any number of occurrences of monetary amount.
-
Definition: Assets pledged to a lender until a loan is repaid. Further notes: This provides one means by which some extension of finance (such as a loan, debt or equity issue) is under-written. PoC equivalent term definition and note: Collateral is property collateral or additional collateral associated with a loan or mortgage loan (PoC data note) There are foreign key attributes of collateral coupling it to collateral provider and to loan.
Synonym:
- loan collateral agreement
Model-Generated Definition:
-
A kind of written contract.
-
Definition: Contract in which the borrower of a collateralized securied loan agrees the terms on which the collateral is made available to the Lender.
Synonym:
- loan conditions
Model-Generated Definition:
-
A kind of debt terms.
-
Definition: Conditions which must be met by the Borrower during the course of the loan. Breach of these conditions will have predetermined consequences.
Synonym:
- loan contract
Model-Generated Definition:
-
A kind of credit agreement, debt instrument, mutual contractual agreement, and written contract. A valid occurrence satisfies the following necessary conditions:
- has scheduled maturity date exactly one occurrence of explicit date.
- confers at least one occurrence of commitment to fund.
- has first rate change term at least one occurrence of explicit duration.
- has duration to maturity at least one occurrence of explicit duration.
- has total points and fees at least one occurrence of monetary amount.
- has borrower at least one occurrence of borrower.
- is classified by at least one occurrence of lender lien position.
- has monetary amount at least one occurrence of monetary amount.
- is classified by at least one occurrence of loan market category.
- has lender at least one occurrence of lender.
- realizes at least one occurrence of loan offer.
- has at least one occurrence of credit risk assessment.
- has prepayment penalty term at least one occurrence of explicit duration.
- has total closing costs at least one occurrence of monetary amount.
-
A valid occurrence may also have the following properties:
- assumable any number of values of boolean.
- a r m convertible any number of values of boolean.
- escrow applicable any number of values of boolean.
- loan periodic payment type any number of values of any type.
- loan amortization payments number any number of values of decimal.
- loan retained amount date any number of values of any type.
- loan further advances allowed any number of values of boolean.
- has originator company at least one occurrence of (Unnamed Class).
- has any number of occurrences of guaranty.
- confers any number of occurrences of commitment to repay.
- has originator person at least one occurrence of (Unnamed Class).
- has interest rate any number of occurrences of interest rate.
- is identified by any number of occurrences of universal loan identifier.
- comprises any number of occurrences of security agreement.
- confers any number of occurrences of commitment to pay.
-
Definition: an agreement whereby one party extends money or credit to another party with the agreement that the borrowed money will be repaid according to specific terms
Synonym:
- loan default proceeding
Model-Generated Definition:
-
A kind of legal proceeding and value changing activity. A valid occurrence may have the following properties:
- loan default proceeding type any number of occurrences of default proceeding type selection.
- loan default proceeding amount any number of occurrences of monetary amount.
-
Definition: [no definition] Further Review This is typically part of mortgagte servicing. THere would typically be a whole department dealing with this. Dealing with default, helping borrowers make payment Collections Default admin Foreclosure Reselling All dealt with by several sub departments. This requires subject matter experts in this area. 1. scoping Identify default as a possible state. This hands off to other business processes. Once you get into the default scenario we are talking about a proces that is going to fall into place over a period of time. The bank works out what to do with the default scenario, e.g. whether it restructures, forecloses, seeks restitution from the security (collateral). It does nto help us to understand the structure of the loan, rather tha consequences of the loan. If we were to further explore the default detail we would bring in other SMEs. And we would have to model a process flow. 1.1 impact on the pool of an MBS Loan Default Proceeding (special ase of legal thing) is an aspect of Default Management / Administratoin. there is also the State of the Loan. Sale / something / fulfilment / fiunduing / approved = servicing mode. Something happens (non payment) => Default Grace Period followed by negotiation. Some threshold whereby after a given amount of delinquency it needs to go into some other process moving towards foreclosure. Do State Diagram. Stages of loan.
Synonym:
- loan default proceeding status
Model-Generated Definition:
-
A kind of legal proceeding status. A valid occurrence satisfies the following necessary condition:
- is status of at least one occurrence of loan default proceeding.
-
Definition: The status of loan default legal proceeding at some point in time.
Synonym:
- loan determiner
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- determines at least one occurrence of loan rate determination.
-
Definition:
Synonym:
- loan drawdown
Model-Generated Definition:
-
A kind of debt. A valid occurrence satisfies the following necessary conditions:
- serviced by at least one occurrence of loan servicer.
- has time to maturity exactly one occurrence of explicit duration.
- drawn down by at least one occurrence of loan borrower.
- has borrower at least one occurrence of borrower.
- originated by at least one occurrence of loan originator.
- has lender at least one occurrence of lender.
- has loan third party at least one occurrence of loan third party.
- has contractual element at least one occurrence of debt terms.
-
A valid occurrence may also have the following properties:
- recourse loan any number of values of boolean.
- loan guarantor type any number of values of any type.
- buydown exists any number of values of boolean.
- draw down date any number of values of any type.
- loan purpose any number of values of any type.
- secured any number of values of boolean.
- subsidy period end date any number of values of any type.
- loan original advance date any number of values of any type.
- loan origination channel type any number of values of any type.
- has loan phase any number of occurrences of loan phase.
- loan subsidy amount at most one occurrence of monetary amount.
- guaranteed by any number of occurrences of loan guarantor.
- is collateralized by any number of occurrences of collateral.
- loan denomination currency any number of occurrences of currency.
- loan identifier any number of occurrences of loan identifier.
- loan guarantee insured point any number of occurrences of percentage value.
-
Definition: An amount of money, drawn down by one party (the borrower) from a credit tranche made available by another party (the lender) at a specific point in time. Formal terms for the loan are defined in a Loan Contract.
Synonym:
- loan early prepayment hard penalty terms
Model-Generated Definition:
-
A kind of loan early prepayment terms. A valid occurrence may have the following properties:
- applicable to same lender refinance any number of values of boolean.
-
Definition: Early repayment penalty in the event of the loan being paid off without any refinancing with the same lender.
Synonym:
- loan early prepayment soft penalty terms
Model-Generated Definition:
-
A kind of loan early prepayment terms. A valid occurrence may have the following properties:
- applicable to same lender refinance any number of values of boolean.
-
Definition: Early repayment penalty in the event of the loan being paid off in order to refinance with the same lender.
Synonym:
- loan early prepayment terms
Model-Generated Definition:
-
A kind of loan prepayment terms set. A valid occurrence may have the following properties:
- prepayment penalty waiver any number of values of boolean.
- applicable to same lender refinance any number of values of boolean.
- early prepayment penalty any number of occurrences of monetary amount.
- prepayment penalty period any number of occurrences of duration.
-
Definition: Terms governing the prepayment in full of a loan early in the life of that loan.
Synonym:
- loan fixed interest payment terms
Model-Generated Definition:
-
A kind of loan interest payment terms.
-
Definition:
Synonym:
- loan floating interest payment terms set
Model-Generated Definition:
-
A kind of loan interest payment terms. A valid occurrence satisfies the following necessary condition:
- has base rate at least one occurrence of reference interest rate.
-
A valid occurrence may also have the following properties:
- spread any number of occurrences of percentage value.
-
Definition:
Synonym:
- loan guarantor
Model-Generated Definition:
-
A kind of guarantor and loan third party. A valid occurrence may have the following properties:
- m i g applicable any number of values of boolean.
-
Definition: Guarantor, that is the party which provides some guaranty for the loan.
Synonym:
- loan guaranty
Model-Generated Definition:
-
A kind of guaranty. A valid occurrence satisfies the following necessary condition:
- is guaranteed by at least one occurrence of loan guarantor.
-
Definition: A guaranty given by some party in respect of some loan.
Synonym:
- loan identification scheme
Model-Generated Definition:
-
A kind of identification scheme.
-
Definition: A scheme for formal identification of loans. Further notes: May be a published, public scheme or an internal scheme. MAy not be a database-specific key.
Synonym:
- loan identifier
Model-Generated Definition:
-
A kind of identifier.
-
Definition: A formal identification code allocated to loans.
Synonym:
- loan interest payment commitment
Model-Generated Definition:
-
A kind of loan borrower commitment. A valid occurrence satisfies the following necessary condition:
- governed by at least one occurrence of loan interest payment terms.
-
Definition: A commitment by the borrower of a loan to pay interest on that loan or on amounts of that loan.
Synonym:
- loan interest payment terms
Model-Generated Definition:
-
A kind of interest payment terms. A valid occurrence satisfies the following necessary condition:
- has base rate at least one occurrence of reference interest rate.
-
A valid occurrence may also have the following properties:
- renegotiable any number of values of boolean.
- loan interest rate type any number of values of any type.
- loan interest payment frequency any number of occurrences of recurrence interval.
- loan interest reset interval any number of occurrences of duration.
- loan interest rate cap at most one occurrence of percentage value.
-
Definition: Contractual terms governing the payment of interest on the loan.
Synonym:
- loan interest rate
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is about at least one occurrence of loan drawdown.
-
A valid occurrence may also have the following properties:
- loan interest margin rate any number of occurrences of percentage value.
- loan interest rate any number of occurrences of percentage value.
-
Definition: This is also a timed variable with a present value and a time series of past values. What is it? A record of the rates that may have been charged in a variable rate loan. Therefore, this variable is the "Interest Rate" of the loan. It is a "Dated Parameter" - dates are taken care of in the upper mode of Variable Parameters.
Synonym:
- loan lender
Model-Generated Definition:
-
A kind of contract principal, lender, and loan party.
-
Definition:
Synonym:
- loan lifecycle status
Model-Generated Definition:
-
A kind of status. A valid occurrence may have the following properties:
- has loan application status any number of occurrences of loan application status.
-
Definition:
Synonym:
- loan m i g provider party
Model-Generated Definition:
-
A kind of guarantor and loan third party.
-
Definition: Mortgage Indemnity Guaranty (MIG) provider. Further notes: SME Review notes 16 Sept: Guaranty - mortgage insurance e.g. insure up to 80% exposure. When you get into indemnification, then for instance if the product doesn't meet the investor's requirement such that if it doesn't get paid then the lender steps in and takes the hit for the loan - this is usually a precondition for securitizing (issuing) the loan in a pool. If the loan is not going to be sold on the secondary market there would be no need to indemnify that loan so this term would not apply. Indemnification is insurance for the investor, while the lender is the one providing that indemnification.
Synonym:
- loan market category
Model-Generated Definition:
-
A kind of industry sector classifier.
-
Definition: a category indicating the market domain in which the loan product is offered
Synonym:
- loan offer
Model-Generated Definition:
-
A kind of offering. A valid occurrence satisfies the following necessary condition:
- applies to at least one occurrence of loan product.
-
A valid occurrence may also have the following properties:
-
Definition: a generic loan product offered to the public, or a specific offer tailored to particular circumstances aimed at one potential borrower
Synonym:
- loan ongoing prepayment terms
Model-Generated Definition:
-
A kind of loan prepayment terms set. A valid occurrence may have the following properties:
- prepayment penalty interest any number of occurrences of percentage value.
- penalty interest applied to any number of occurrences of penalty interest balance applicability.
- prepayment threshold any number of occurrences of percentage value.
-
Definition: Terms governing prepayments of the principal on a loan by the borrower throughout the life of the loan.
Synonym:
- loan or credit account
Model-Generated Definition:
-
A kind of financial service account.
-
Definition: an account associated with a service in which the account holder receives funds from the account provider under certain terms and conditions for repayment
Synonym:
- loan originator
Model-Generated Definition:
-
A kind of loan third party. A valid occurrence may have the following properties:
- may become any number of occurrences of loan lender.
- may become any number of occurrences of loan lender.
-
Definition: The party which finds the lender for the loan, for the borrower.
Synonym:
- loan paid in full
Model-Generated Definition:
-
A kind of loan phase.
-
Definition:
Synonym:
- loan participation note facility
Model-Generated Definition:
-
A kind of credit facility tranche. A valid occurrence satisfies the following necessary conditions:
- has syndicate member at least one occurrence of loan participation note syndicate member.
- has responsible party at least one occurrence of lead manager.
-
Definition: A facility formed as part of a LPN which can be drawn down by the borrower.
Synonym:
- loan participation note syndicate member
Model-Generated Definition:
-
A kind of party in role.
-
Definition:
Synonym:
- loan party
Model-Generated Definition:
-
A kind of party in role.
-
Definition: A Party to the Loan.
Synonym:
- loan payment
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- payment identifier any number of values of string.
- payment amount any number of occurrences of monetary amount.
- allocation to fees any number of occurrences of monetary amount.
- allocation to interest any number of occurrences of monetary amount.
- loan payment information date any number of occurrences of date.
- allocation to principal any number of occurrences of monetary amount.
-
Definition: Add in here the terms on payment history related terms which are in the "Loan Contract" set.
Synonym:
- loan payment schedule
Model-Generated Definition:
-
Definition: The schedule for payments made by the borrower.
Synonym:
- loan payment status
Model-Generated Definition:
-
A kind of status. A valid occurrence may have the following properties:
- delinquent any number of values of boolean.
-
Definition:
Synonym:
- loan performance status
Model-Generated Definition:
-
A kind of loan snapshot or status. A valid occurrence may have the following properties:
- loan performance status any number of occurrences of loan performance status selection.
-
Definition: The current performance of the loan, as one of a list of possible statuses.
Synonym:
- loan performance status selection
Model-Generated Definition:
-
Definition:
Synonym:
- loan phase
Model-Generated Definition:
-
A kind of phase.
-
Definition:
Synonym:
- loan pool
Model-Generated Definition:
-
A kind of pool of individual debts. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of loan pool constituent.
-
A valid occurrence may also have the following properties:
- pool has loan type any number of occurrences of loan purpose.
-
Definition: A number of loans, combined into a single pool and used as an asset.
Synonym:
- loan pool analytic
Model-Generated Definition:
-
A kind of debt pool analytical parameter.
-
Definition: A measure of some aspect of a pool of loans.
Synonym:
- loan pool constituent
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- balance at inclusion date any number of occurrences of monetary amount.
- is constituent of at most one occurrence of loan pool.
-
Definition: A loan constituent of a Loan Pool.
Synonym:
- loan pool creation process
Model-Generated Definition:
-
A kind of retail asset pool creation process.
-
Definition:
Synonym:
- loan pool prepayment model
Model-Generated Definition:
-
A kind of analytics calculation model. A valid occurrence satisfies the following necessary condition:
- includes at least one occurrence of loan prepayment formula.
-
Definition: Model of the prepayments of loans in a pool of individual loans, such as a mortgage pool or loan pool.
Synonym:
- loan precedent conditions
Model-Generated Definition:
-
A kind of credit agremeent terms set.
-
Definition: Conditions which must be met before a loan may be approved.
Synonym:
- loan prepayment formula
Model-Generated Definition:
-
A kind of formula.
-
Definition: The formula which embodies the model for loan pool prepayment speed.
Synonym:
- loan prepayment status
Model-Generated Definition:
-
A kind of loan snapshot or status. A valid occurrence may have the following properties:
- information date any number of occurrences of date.
- loan prepayment penalties cumulative paid amount any number of occurrences of monetary amount.
- cumulative prepaid amount any number of occurrences of monetary amount.
- loan last prepayment amount any number of occurrences of monetary amount.
-
Definition: Information about prepayments of the loan, at a given point in time.
Synonym:
- loan prepayment terms set
Model-Generated Definition:
-
A kind of loan principal repayment terms.
-
Definition: Terms governing prepayments of the principal on a loan by the borrower.
Synonym:
- loan principal repayment commitment
Model-Generated Definition:
-
A kind of loan borrower commitment. A valid occurrence satisfies the following necessary condition:
- governed by at least one occurrence of loan principal repayment terms.
-
Definition: A commitment by a borrower to repay the principal on a loan under the terms described.
Synonym:
- loan principal repayment terms
Model-Generated Definition:
-
A kind of principal repayment terms. A valid occurrence may have the following properties:
-
Definition: Terms governing the repayment of principal of the loan.
Synonym:
- loan product
Model-Generated Definition:
-
A kind of financial product.
-
Definition: a type of loan that a borrower may acquire from a lending institution with specific characteristics and terms
Synonym:
- loan product disclosure right
Model-Generated Definition:
-
A kind of product disclosure right.
-
Definition: Right to fair representation of the facts about Loan products before entrering into agreements for same.
Synonym:
- loan product representations
Model-Generated Definition:
-
A kind of representation. A valid occurrence satisfies the following necessary condition:
- is about at least one occurrence of loan product.
-
Definition: Representations about the loan product and the appropriateness of this for the borrower.
Synonym:
- loan property collateral
Model-Generated Definition:
-
A kind of loan collateral. A valid occurrence satisfies the following necessary conditions:
- is collateralized by at least one occurrence of property asset.
- represents lien on at least one occurrence of real estate.
- is lien on at least one occurrence of mortgage loan.
-
A valid occurrence may also have the following properties:
- property collateral lien seniority any number of values of any type.
- property collateral v p o declassification date any number of values of any type.
- property collateral transferable any number of values of boolean.
- property collateral d s c rate any number of occurrences of percentage value.
- has valuation any number of occurrences of property collateral valuation.
-
Definition: Property Assets pledged to a lender until a loan is repaid. Further notes: This provides one means by which some extension of finance (such as a loan, debt or equity issue) is under-written.
Synonym:
- loan purpose
Model-Generated Definition:
-
A kind of purpose.
-
Definition: A selection of different types of loan purpose, being the purpose for which and manner in which loan (credit) draw-down amounts are to be used. This shows the purpose for which credit is to be used, and implies certain kinds of fact that relate to that specific type of loan e.g. mortgages. These are also identified as tranche types in tranches of a credit facility.
Synonym:
- loan rate determination
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- gives rise to at least one occurrence of loan interest rate.
-
Definition:
Synonym:
- loan regulatory requirement
Model-Generated Definition:
-
A kind of regulatory requirement. A valid occurrence satisfies the following necessary conditions:
- administered by at least one occurrence of regulatory agency.
- is mandated by at least one occurrence of consumer credit protection law.
- regulates at least one occurrence of loan drawdown.
-
A valid occurrence may also have the following properties:
- requirement section and paragraph any number of values of string.
- requirement act reference any number of values of string.
-
Definition: A regulatory requirement defined in regulations by a comsumer credit act or other legislation.
Synonym:
- loan retained amount
Model-Generated Definition:
-
A kind of monetary amount. A valid occurrence may have the following properties:
- retained until any number of occurrences of date.
-
Definition: Retained amount, an amount the Issuer will be obliged to fund to the borrower at a later date, for example construction deposit.
Synonym:
- loan securitization method
Model-Generated Definition:
-
A kind of method.
-
Definition:
Synonym:
- loan servicer
Model-Generated Definition:
-
A kind of loan third party.
-
Definition: The party which is the Loan Servicer. Further notes: The Loan Servicer may be the original lender or it may be someone else. For instance, if the bank is sold by Bank A, it may be given to some third party for servicing. Servicing is either done by the original lender or by someone else. Idea: Look at a data model from one of the main agencies. See Fannie Mae enterprise common data model. In progress. More precise definition needed for what it is to service a loan, i.e. what activities this party participates in and what facts apply. Some of these are defined in the facts which are emerging from these reviews. There seem to be several functions which may or may not be combined.
Synonym:
- loan snapshot or status
Model-Generated Definition:
-
A kind of status. A valid occurrence may have the following properties:
- loan debt to income ratio any number of values of decimal.
- current loan rate any number of occurrences of percentage value.
- information date any number of occurrences of date.
-
Definition: Information applicable to a loan at a given date.
Synonym:
- loan standardization documentation
Model-Generated Definition:
-
A kind of written information. A valid occurrence may have the following properties:
- risk level any number of occurrences of LoanDocumentRiskLevel.
- doc type any number of occurrences of LoanStandarizationDocumentType.
-
Definition: Very specific categorization of documentation obtained by the lender at the time of origination to qualify a borrower. Documentation Types vary from lender to lender and need to be completely understood. takes a code list in the data world see eg S&P codes of these. not exhaustive? example tax returns etc. categorize as hi low or medium type of doc risk there are also 'no doc' mtges
Synonym:
- loan status
Model-Generated Definition:
-
A kind of status.
-
Definition: Statuses which occur for a period of time, relating to a loan.
Synonym:
- loan termination provisions
Model-Generated Definition:
-
A kind of termination provisions. A valid occurrence may have the following properties:
- grace period any number of occurrences of date period.
-
Definition:
Synonym:
- loan third party
Model-Generated Definition:
-
A kind of contract third party and loan party.
-
Definition: A party which, by virtue of being a third party to the Loan Contract, performs some role directly in relation to the Loan.
Synonym:
- loan to value ratio
Model-Generated Definition:
-
Definition:
Synonym:
- loan variable interest payment terms
Model-Generated Definition:
-
A kind of loan interest payment terms. A valid occurrence may have the following properties:
- renegotiable any number of values of boolean.
-
Definition:
Synonym:
- LoanDocumentRiskLevel
Model-Generated Definition:
-
Definition:
Synonym:
- LoanStandarizationDocumentType
Model-Generated Definition:
-
Definition: Financial Institution defined categorization of documentation type. This is interpreted from information provided by the seller on both the data file and in their underwriting quidelines. See attached Translation tables. needs work These are (from CDDOCTYPE enumeration in MAT-CODES): Unknown Other Full Full or Alternate Alternative Lite Low - ACTION make sure this isn't Risk Level in other list Limited Reduced Partial Streamline No Documentation No Ratio No Income Verifier No Income Qualifier Stated Documentation ACTION: Make sure these are all mutually exclusive, then implement as selection list entries.
Synonym:
- local firm
Model-Generated Definition:
-
A kind of brokerage firm and credit institution or investment firm.
-
Definition: a firm dealing for its own account on markets in financial futures or options or other derivatives and on cash markets for the sole purpose of hedging positions on derivatives markets, or dealing for the accounts of other members of those markets and being guaranteed by clearing members of the same markets, where responsibility for ensuring the performance of contracts entered into by such a firm is assumed by clearing members of the same markets
Synonym:
- local operating unit
Model-Generated Definition:
-
A kind of business registration authority. A valid occurrence satisfies the following necessary conditions:
- issues at least one occurrence of legal entity identifier.
- manages at least one occurrence of legal entity identifier registry.
- registers at least one occurrence of legal entity identifier.
-
Definition: a registration authority that issues legal entity identifiers and is authorized by the Global LEI Foundation to do so
Synonym:
- local operating unit identifier
Model-Generated Definition:
-
A kind of code element and organization identifier. A valid occurrence satisfies the following necessary condition:
- identifies exactly one occurrence of local operating unit.
-
Definition: an identifier that uniquely identifies a local operating unit (LOU), issued by the Global Legal Entity Identifier Foundation (GLEIF)
Synonym:
- locally defined credit basket
Model-Generated Definition:
-
A kind of basket.
-
Definition: A basket of securities and/or reference entities monitored for credit purposes.
Synonym:
- locally derived price
Model-Generated Definition:
-
A kind of derived price.
-
Definition: A price derived locally from information supplied by a market data vendor such as an end of day spread.
Synonym:
- location
Model-Generated Definition:
-
Definition:
- Anything that can be defined as the answer to a question of the form, Where is...?
- a place or position in time and/or space, including virtual place
Synonym:
- London Interbank Offered Rate
Model-Generated Definition:
-
A kind of interbank offered rate.
-
Definition: a benchmark interbank offered rate that the most creditworthy international banks charge each other for large, short-term loans
Synonym:
- long term debt
Model-Generated Definition:
-
A kind of debt.
-
Definition:
Synonym:
- long term equity option
Model-Generated Definition:
-
A kind of equity option. A valid occurrence satisfies the following necessary condition:
- has contract duration at least one occurrence of duration.
-
Definition: An option whose contract expires at a date longer than one year. Also known as long-term equity anticipation securities (LEAPS). From Investopedia: These options are called long-term equity anticipation securities (LEAPS). By providing opportunities to control and manage risk or even to speculate, LEAPS are virtually identical to regular options. LEAPS, however, provide these opportunities for much longer periods of time. Although they are not available on all stocks, LEAPS are available on most widely held issues.
Synonym:
- lookback formula expression
Model-Generated Definition:
-
A kind of formula expression.
-
Definition: An expression of a lookback formula
Synonym:
- lookback observable value
Model-Generated Definition:
-
A kind of past value.
-
Definition:
Synonym:
- lookback observable value at maturity
Model-Generated Definition:
-
A kind of lookback observable value.
-
Definition:
Synonym:
- lookback observable value during lookback period
Model-Generated Definition:
-
A kind of lookback observable value.
-
Definition:
Synonym:
- lookback strike observable
Model-Generated Definition:
-
A kind of observable underlier. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of timed parameter.
-
Definition: The agreed parameter which is used in the formula for fixed OR floating lookback.
Synonym:
- lookback strike terms
Model-Generated Definition:
-
A kind of option strike terms. A valid occurrence satisfies the following necessary condition:
- has schedule at least one occurrence of floating lookback strike schedule.
-
A valid occurrence may also have the following properties:
- lookback period any number of occurrences of date period.
-
Definition: Strike terms in which the value of some observed variable (the underlying) is looked back at during some period, typically a period ending in the maturity of the Option, and the payoff is determined by comparing the agreed strike with the value of this variable.
Synonym:
- loss given default
Model-Generated Definition:
-
A kind of impact.
-
Definition: The loss given some default.
Synonym:
- lottery call
Model-Generated Definition:
-
A kind of partial call allocation.
-
Definition:
Synonym:
- low price
Model-Generated Definition:
-
A kind of equity exchange published price. A valid occurrence may have the following properties:
- traded any number of values of boolean.
- price determination method any number of values of string.
- quote size any number of values of integer.
- applicable period any number of occurrences of date period.
-
Definition: The lowest valuation over the period specified. Possibly but not necessarily based on a trade. Determined by the trading venue as to whether it's based on a trade or an offer. this can be regarded as a derived price. Price is based on a riule whil will cause one to pick a certain price type.
Synonym:
- M
-
- m b s deal
Model-Generated Definition:
-
A kind of pool backed securities deal. A valid occurrence satisfies the following necessary condition:
- has underlying at least one occurrence of securitized mortgage pool.
-
A valid occurrence may also have the following properties:
- pass through any number of values of boolean.
-
Definition: The issue of a series of Mortgage Backed Security certificates.
Synonym:
- m b s deal prospectus
Model-Generated Definition:
-
A kind of pool backed deal prospectus.
-
Definition: Prospectus describing the terms of the issue and each of the instruments included in the mortgage backed security issue. Term origin:SMER
Synonym:
- m b s factor
Model-Generated Definition:
-
Definition:
Synonym:
- m b s instrument slice
Model-Generated Definition:
-
A kind of security holding. A valid occurrence satisfies the following necessary condition:
- takes form of at least one occurrence of (Unnamed Class).
-
Definition: A holding of an individual slice or slices of a tranche.
Synonym:
- m b s issuer
Model-Generated Definition:
-
A kind of pool backed security issuer.
-
Definition: The issuer of a Mortgage Backed Security.
Synonym:
- m b s pool
Model-Generated Definition:
-
A kind of cash structured finance instrument pool.
-
Definition: A pool investment consisting of a collection of MBS instruments.
Synonym:
- m b s securitization end
Model-Generated Definition:
-
Definition:
Synonym:
- m b s securitization process
Model-Generated Definition:
-
A kind of pool backed security securitization process.
-
Definition:
Synonym:
- m b s securitization start
Model-Generated Definition:
-
Definition:
Synonym:
- m b s tranche note
Model-Generated Definition:
-
A kind of security note. A valid occurrence may have the following properties:
- denomination any number of occurrences of monetary amount.
-
Definition: An individual note of a tranche.
Synonym:
- m t n registration
Model-Generated Definition:
-
A kind of registration. A valid occurrence satisfies the following necessary condition:
- is about at least one occurrence of medium term note issuance programme.
-
Definition:
Synonym:
- MacCaulays Duration Analytic
Model-Generated Definition:
-
A kind of duration analytic. A valid occurrence satisfies the following necessary condition:
- makes reference to at least one occurrence of instrument internal rate of return.
-
A valid occurrence may also have the following properties:
- mac caulays duration has value any number of occurrences of timed duration specification.
-
Definition:
Synonym:
- macrolanguage
Model-Generated Definition:
-
A kind of language.
-
Definition: a language that may be viewed in some circumstances as an individual language, but actually represents two or more individual languages
Synonym:
- macrolanguage identifier
Model-Generated Definition:
-
A kind of language identifier. A valid occurrence may have the following properties:
- identifies any number of occurrences of macrolanguage.
- denotes any number of occurrences of macrolanguage.
-
Definition: a language identifier whose scope is that of a macrolanguage
Synonym:
- major swap participant
Model-Generated Definition:
-
A kind of non-depository institution.
-
Definition: a financial service provider that maintains a substantial position in swaps for any of the major swap categories, excluding positions held for hedging or mitigating commercial risk and positions maintained by an employee benefit plan for the primary purpose of hedging or mitigating any risk directly associated with the operation of the plan
Synonym:
- majority controlling party
Model-Generated Definition:
-
A kind of entity controlling party.
-
Definition: an entity controlling party that possesses, either directly or indirectly, the power to direct or cause the direction of the management and policies of a legal person, whether through the ownership of a majority of voting securities, by contract, or otherwise
Synonym:
- make securities availabe in market
Model-Generated Definition:
-
A kind of issuance process activity.
-
Definition:
Synonym:
- make securities available in market
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary conditions:
- is issue of at least one occurrence of tranched m b s deal.
- requires at least one occurrence of tranched m b s deal prospectus.
-
Definition: What happens here? e.g. notices / marketing (phone calls) Structured Finance: There's not really notices in the newspaper, it's a very small market and it's all based on relationships so there's no public notice. So you would get an email from the sales person at the bank who has just closed the deal and is now selling these (this bank is the broker/dealer who bought it?) There's not really much of a secondary market - the initial investors would often hold on to these. There is something around Bloomberg - you can go there and see what's available, if someone has a number of notes from a iven tranche, that they are willing to sell. So there's no transpoarency (!!) Sales would be OTC but less transparent e.g. if you look up a normal OTC stock, you would be able to see more of this information, than in these (non Agency) MBS issues and other SF. DOES THIS APPLY IN ALL MBS??.
Synonym:
- make whole call
Model-Generated Definition:
-
A kind of entire call. A valid occurrence may have the following properties:
- make whole treasury item any number of values of string.
- make whole call basis point spread any number of occurrences of percentage value.
-
Definition:
Synonym:
- make whole feature
Model-Generated Definition:
-
A kind of call feature.
-
Definition: a call provision allowing the issuer to pay off remaining debt early
Synonym: make whole provision
- managed c d o
Model-Generated Definition:
-
A kind of c d o deal. A valid occurrence satisfies the following necessary conditions:
- has constituent at least one occurrence of managed c d o portfolio.
- management style at least one occurrence of managed management style.
- has constituent at least one occurrence of m b s instrument slice.
-
Definition: A CDO where the reference assets are bought (the portfolio is ramped up) and then the CDO manager may alter the portfolio as they see fit.
Synonym:
- managed c d o portfolio
Model-Generated Definition:
-
A kind of c d o portfolio.
-
Definition: A portfolio where the reference assets of the CDO are bought (the portfolio is ramped up) and then the CDO manager may alter the portfolio as they see fit.
Synonym:
- managed interest rate
Model-Generated Definition:
-
A kind of variable interest rate. A valid occurrence satisfies the following necessary condition:
- is managed by at least one occurrence of financial service provider.
-
Definition: a variable interest rate charged by a financial institution for borrowing that is not prescribed as a margin over base rate but is set from time to time by the institution
Synonym:
- managed investment
Model-Generated Definition:
-
A kind of pooled fund. A valid occurrence satisfies the following necessary conditions:
- is managed by at least one occurrence of financial institution.
- represents an interest in at least one occurrence of instrument pool.
-
Definition: an investment pool that is controlled by a professional investment manager who invests the pool in various financial instruments and assets that align with their investment objectives and is overseen by a board of directors
Synonym:
- managed management style
Model-Generated Definition:
-
A kind of c d o management style.
-
Definition:
Synonym:
- management action
Model-Generated Definition:
-
A kind of issuer corporate action.
-
Definition: An event relating to the management of a company or other concern.
Synonym:
- management company
Model-Generated Definition:
-
A kind of investment company.
-
Definition: Any investment company that sells and manages a portfolio of securities other than a face-amount certificate company or unit investment fund.
Synonym:
- mandatory cash dividend event
Model-Generated Definition:
-
A kind of cash dividend event. A valid occurrence may have the following properties:
-
Definition: Cash dividend with no option.
Synonym:
- mandatory cash dividend notification
Model-Generated Definition:
-
A kind of cash dividend notification.
-
Definition:
Synonym:
- mandatory corporate action
Model-Generated Definition:
-
A kind of issuer corporate action.
-
Definition: An event where there are no choice on the part of the Holder.
Synonym:
- mandatory corporate event process
Model-Generated Definition:
-
A kind of corporate event process. A valid occurrence satisfies the following necessary condition:
- has start at least one occurrence of mandatory event start.
-
Definition: Mandatory corporate event: Action requires an action by the shareholder Corporate action event initiated by the corporation. Participation by shareholders is mandatory (for those relating to shares).
Synonym:
- mandatory event end
Model-Generated Definition:
-
Definition:
Synonym:
- mandatory event start
Model-Generated Definition:
-
Definition:
Synonym:
- mandatory put event
Model-Generated Definition:
-
A kind of mandatory corporate action and put action.
-
Definition:
Synonym:
- mandatory sinking fund description
Model-Generated Definition:
-
A kind of bond amortization payment terms. A valid occurrence satisfies the following necessary condition:
- has schedule at least one occurrence of mandatory sinking fund schedule.
-
A valid occurrence may also have the following properties:
- super sinker any number of values of boolean.
-
Definition: Terms relating to a Mandatory Sinking Fund call of the issue.
Synonym:
- mandatory sinking fund schedule
Model-Generated Definition:
-
A kind of call schedule.
-
Definition: A full schedule of dates and payments for a Mandatory Sinking Fund style of Call.
Synonym:
- mandatory with choice corporate action
Model-Generated Definition:
-
A kind of mandatory corporate action.
-
Definition: An event which is going to happen but there are choices to be made by the Holder.
Synonym:
- manufactured home legal classification
Model-Generated Definition:
-
A kind of classifier.
-
Definition: a category indicating whether the covered loan is secured by a manufactured home only or with land as well
Synonym:
- margin
Model-Generated Definition:
-
A kind of variable.
-
Definition: a variable that is added to a specified index rate to determine the fully indexed interest rate charged to a borrower on a credit balance
Synonym: spread
- margin account
Model-Generated Definition:
-
A kind of account.
-
Definition: Account held at a Derivatives Exchange by a participant in that exchange.
Synonym:
- marine finance
Model-Generated Definition:
-
A kind of loan drawdown. A valid occurrence may have the following properties:
- moored at any number of values of string.
- residential any number of values of boolean.
- boat held as chattel any number of values of boolean.
- percentage advanced any number of occurrences of percentage value.
-
Definition: A loan for the purchase of a boat or other vessel.
Synonym:
- marine finance contract
Model-Generated Definition:
-
A kind of loan contract. A valid occurrence satisfies the following necessary condition:
- sets out terms for at least one occurrence of marine finance.
-
Definition: Contract embodying the terms under which a loan is advanced for marine finance.
Synonym:
- market
Model-Generated Definition:
-
A kind of venue.
-
Definition: a market is a venue that allows buyers and sellers of goods, commodities, services, etc. to conduct business, including markets where securities may be traded
Synonym:
- market basket
Model-Generated Definition:
-
A kind of basket. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of basket Of indices constituent.
-
Definition: a basket made up of market indices
Synonym:
- market data
Model-Generated Definition:
-
A kind of financial market information.
-
Definition: Data about financial instruments, that is published and may be used to support decision making or processing of financial instruments. Definition source: own definition.
Synonym:
- market data provider
Model-Generated Definition:
-
A kind of financial information publisher. A valid occurrence satisfies the following necessary condition:
- publishes at least one occurrence of market rate.
-
Definition: a publisher that publishes data about the financial markets
Synonym:
- market data provision
Model-Generated Definition:
-
A kind of pre trade.
-
Definition:
Synonym:
- market identifier
Model-Generated Definition:
-
A kind of identifier. A valid occurrence satisfies the following necessary condition:
- identifies exactly one occurrence of exchange.
-
A valid occurrence may also have the following properties:
- has operating or segment indicator any number of values of string.
-
Definition: an identifier and code that specifies a universal method of identifying exchanges, trading platforms and regulated or non-regulated markets as sources of prices and related information in order to facilitate automated processing, i.e., stock exchanges, regulated markets, e.g., Electronic Trading Platforms (ECN), and unregulated markets, e.g., Automated Trading Systems (ATS)
Synonym: Market Identifier Code
- market identifier code registry entry
Model-Generated Definition:
-
A kind of registry entry. A valid occurrence satisfies the following necessary conditions:
- comprises at least one occurrence of market identifier.
- has market identifier code status exactly one occurrence of market indicator code status.
-
Definition: an entry in a market identifier code registry that conforms to ISO 10383
Synonym:
- market indicator code status
Model-Generated Definition:
-
A kind of lifecycle stage.
-
Definition: a lifecycle stage indicating the status of the MIC code, as specified by the registration authority
Synonym:
- market investment goal
Model-Generated Definition:
-
A kind of investment goal.
-
Definition: A business goal driving investment activities as distinct from day to day commercial trading activities.
Synonym:
- market issue
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:
- has resource at least one occurrence of pass through m b s draft prospectus.
-
Definition:
Synonym:
- market issue to primary investors
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:
- has resource at least one occurrence of tranched offering memorandum.
-
Definition:
Synonym:
- market opening price
Model-Generated Definition:
-
A kind of market price. A valid occurrence may have the following properties:
- trading session any number of occurrences of exchange trading session.
- opening price type any number of occurrences of market opening price type.
-
Definition: The market opening price is the price a broker or someone would refer to at the start of trading.
Synonym:
- market opening price type
Model-Generated Definition:
-
A kind of method.
-
Definition:
Synonym:
- market price
Model-Generated Definition:
-
A kind of share price. A valid occurrence satisfies the following necessary condition:
- refers to market at least one occurrence of composite market.
-
A valid occurrence may also have the following properties:
- attribution any number of occurrences of any type.
-
Definition: A price determined about a trading market as a whole.
Synonym:
- market rate
Model-Generated Definition:
-
A kind of published financial information and rate.
-
Definition: a rate that measures market trends for a set of instruments (S&P500, NASDAQ composite, 30 day CD) or that describes the economic climate for an industry (Dow Jones Industrial Average (DJIA), H&Q Growth Technologies) and/or political region (LIBOR, Prime)
Synonym: benchmark
- market segment-level market
Model-Generated Definition:
-
A kind of exchange. A valid occurrence satisfies the following necessary condition:
- is constituent of exactly one occurrence of operating-level market.
-
A valid occurrence may also have the following properties:
- is identified by any number of occurrences of market segment-level market identifier.
-
Definition: an exchange/market/trade reporting facility that specializes in one or more specific instruments or that is regulated uniquely from the operating-level market that manages it
Synonym:
- market segment-level market identifier
Model-Generated Definition:
-
A kind of market identifier.
-
Definition: a market identifier that identifies a section of an exchange/market/trade reporting facility that specializes in one or more specific instruments or that is regulated differently
Synonym:
- market spread
Model-Generated Definition:
-
A kind of statistical measure. A valid occurrence satisfies the following necessary condition:
- has argument exactly two occurrences of market rate.
-
Definition: a statistical measure providing the difference (or spread) between two market rates
Synonym:
- market transaction
Model-Generated Definition:
-
A kind of economic transaction. A valid occurrence satisfies the following necessary conditions:
- payment terms at least one occurrence of market transaction payment terms.
- counterparty at least one occurrence of transaction counterparty.
- consideration at least one occurrence of economic resource.
- principal at least one occurrence of transaction principal.
-
Definition: Any transaction which defines a supply of some negotiable item in return for some Consideration. The Market Transaction has a Principal and a Counterparty, i.e. it is not symmetrical.
Synonym:
- market transaction invoicing terms
Model-Generated Definition:
-
A kind of economic contract commitment.
-
Definition:
Synonym:
- market transaction payment terms
Model-Generated Definition:
-
A kind of economic contract commitment. A valid occurrence satisfies the following necessary condition:
- governs at least one occurrence of payment process.
-
Definition:
Synonym:
- market value c d o
Model-Generated Definition:
-
A kind of c d o deal. A valid occurrence satisfies the following necessary condition:
- structure at least one occurrence of market value structure.
-
Definition:
Synonym:
- market value structure
Model-Generated Definition:
-
A kind of c d o cashflow treatment structure.
-
Definition:
Synonym:
Model-Generated Definition:
-
A kind of initial public offering process step.
-
Definition:
Synonym:
- Mass
Model-Generated Definition:
-
A kind of Dimension.
-
Definition:
Synonym:
- master agreement
Model-Generated Definition:
-
A kind of written contract. A valid occurrence satisfies the following necessary conditions:
- governs at least one occurrence of contractual relationship.
- mandates at least one occurrence of master agreement obligation.
-
Definition: A legal contract which is deemed to apply to a number of future activities between the parties thereto and having force over future agreements or contracts to be brought into effect between those parties.
Synonym:
- master agreement account change notification obligation
Model-Generated Definition:
-
A kind of master agreement change notification obligation. A valid occurrence may have the following properties:
- change of account details allowed any number of values of boolean.
-
Definition: The obligtation to notify the counterparty to this agreement, of any changes in account details.
Synonym:
- master agreement change notification obligation
Model-Generated Definition:
-
A kind of master agreement obligation. A valid occurrence may have the following properties:
- required days notice any number of values of integer.
-
Definition: The obligtaion to notify the counterparty to this agreement, of any changes in details.
Synonym:
- master agreement conditions precedent
Model-Generated Definition:
-
A kind of conditions precedent and master agreement element. A valid occurrence satisfies the following necessary condition:
- is predicated on at least one occurrence of (Unnamed Class).
-
A valid occurrence may also have the following properties:
- in default any number of values of boolean.
- potential default any number of values of boolean.
- transaction early termination date any number of values of boolean.
- ongoing default any number of values of boolean.
-
Definition: Conditions precedent on payment or delivery on a transaction transacted under this Master Agreement.
Synonym:
- master agreement contractual commitment
Model-Generated Definition:
-
A kind of contractual commitment and master agreement element.
-
Definition:
Synonym:
- master agreement early termination provisions
Model-Generated Definition:
-
A kind of master agreement termination provision. A valid occurrence satisfies the following necessary condition:
- defines terms for at least one occurrence of master agreement early termination right.
-
A valid occurrence may also have the following properties:
- effect of designation any number of values of string.
- payment date calculation requirement any number of values of string.
- statement calculation requirements any number of values of string.
-
Definition: Terms and Conditions around early termination of the Master Agreement.
Synonym:
- master agreement early termination right
Model-Generated Definition:
-
A kind of contractual right.
-
Definition: a contractual right of a party to the master agreement to terminate the agreement early
Synonym:
- master agreement element
Model-Generated Definition:
-
A kind of contractual element.
-
Definition: a contract element specific to a master agreement governing derivatives transactions between contract parties
Synonym:
- master agreement obligation
Model-Generated Definition:
-
A kind of contractual obligation.
-
Definition: obligation set out in some master agreement
Synonym:
- master agreement obligations terms
Model-Generated Definition:
-
A kind of master agreement contractual commitment. A valid occurrence satisfies the following necessary condition:
- defines terms for at least one occurrence of master agreement obligation.
-
Definition: contract terms setting out the obligations on a party to the agreement
Synonym:
- master agreement representation
Model-Generated Definition:
-
A kind of contractual element and representations section.
-
Definition: a representation made by one of the parties included in the master agreement
Synonym:
- master agreement right to termination following default event
Model-Generated Definition:
-
A kind of master agreement early termination right. A valid occurrence satisfies the following necessary conditions:
- invoked in event of at least one occurrence of credit event.
- specifies at least one occurrence of non-defaulting party.
- specifies at least one occurrence of defaulting party.
-
Definition: the right to terminate a master agreement following an event of default
Synonym:
- master agreement right to termination following termination event
Model-Generated Definition:
-
A kind of master agreement early termination right. A valid occurrence satisfies the following necessary condition:
- invoked in event of at least one occurrence of master agreement termination event.
-
Definition: the right to terminate the agreement following some termination-triggering event
Synonym:
- master agreement termination event
Model-Generated Definition:
-
A kind of occurrence kind.
-
Definition: "Termination Event" means an Illegality, a Tax Event or a Tax Event Upon Merger or, if specified to be applicable, a Credit Event Upon Merger or an Additional Termination Event.
Synonym:
- master agreement termination provision
Model-Generated Definition:
-
A kind of master agreement element and termination provisions. A valid occurrence satisfies the following necessary condition:
- describes treatment of at least one occurrence of master agreement termination event.
-
Definition: a provision in the master agreement, setting out the conditions, consequences etc. of termination of the agreement
Synonym:
- master confirmation valuation time terms set
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- has valuation time of day any number of occurrences of date time.
-
Definition: Formal terms specifying the time for Valuation of Equity Underlying.
Synonym:
- master credit facility
Model-Generated Definition:
-
A kind of collection. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of credit facility.
-
Definition: A pool of credit facilities is combined into a Master Credit Facility for more efficient management of credit.
Synonym:
- material amount
Model-Generated Definition:
-
A kind of numeric amount. A valid occurrence satisfies the following necessary conditions:
- may be expressed as at least one occurrence of measure.
- has base unit at least one occurrence of Unit.
- is amount of at least one occurrence of continuous physical stuff.
-
Definition: A qualified amount of some continuous substance or some thing measured in units. Material Amount is always qualified by some unit in which the substance is measured.
Synonym:
- mathematical curve
Model-Generated Definition:
-
A kind of mathematical surface.
-
Definition:
Synonym:
- mathematical expression
Model-Generated Definition:
-
A kind of mathematical thing.
-
Definition: Some expression of some mathematical quantity or quantities.
Synonym:
- mathematical model
Model-Generated Definition:
-
A kind of mathematical expression.
-
Definition: A model for determining one or more parameters or the behaviour of parameters with respect to one another.
Synonym:
- mathematical quantity
Model-Generated Definition:
-
A kind of parametric thing.
-
Definition: Some mathematical quantity which is to be expressed in some way. This is not itself an expression.
Synonym:
- mathematical surface
Model-Generated Definition:
-
A kind of mathematical model.
-
Definition:
Synonym:
- mathematical thing
Model-Generated Definition:
-
Definition: A Mathematical Thing is something in the universe of mathematics. That is, something that is a parameter (mathematical quantity) or something that is used to express that parameter, such as a value or components of a formula.
Synonym:
- maturity equivalent p s a
Model-Generated Definition:
-
A kind of prepayment speed.
-
Definition: Prepayment speed that results in the same average life as that computed for the Collateralized Mortgage Obligation (CMO), Asset Backed Securities (ABS) or Mortgage Backed Securities (MBS) using the Maturity Prepay Model.
Synonym:
- maturity extension (from package /Imported Ontologies/Credit Events Ontology/maturity extension)
Model-Generated Definition:
-
A kind of obligation credit event.
-
Definition: The fact that the underlier fails to make principal payments as expected. Further notes: A credit event. REVIEW: The definition from FpML appears to be a variant on that for Failure To Pay Principal. The definition given here is the definition of a failure to pay principal but the FpML definition for Failure to pay Principal is more detailed. This definition alone does not justify an extension of the maturity. FpML full definition: 'A credit event. Results from the fact that the underlier fails to make principal payments as expected.'
Synonym:
- maturity extension (from package /Imported Ontologies/CorporateActionsEvents/maturity extension)
Model-Generated Definition:
-
A kind of bond action.
-
Definition: As stipulated in a bond's Terms and Conditions, the issuer or the bondholder may prolong the maturity date of a bond. After extension, the security may differ from original issue (new rate or maturity date). May be subject to bondholder's approval.
Synonym:
- maturity extension notification
Model-Generated Definition:
-
A kind of notification message.
-
Definition: Notification of an extension to the maturity date of a bond by the issuer, in line with existing terms and conditions.
Synonym:
- maturity level
Model-Generated Definition:
-
A kind of Concept.
-
Definition: Level of development in some lifecycle that an artifact has reached
Synonym:
- mean
Model-Generated Definition:
-
A kind of expression, quantity value, and statistical measure. A valid occurrence satisfies the following necessary condition:
- has observed value at least one occurrence of structured collection.
-
Definition: the most common measure of central tendency, the average of a set of numbers
Synonym:
- first (raw) moment
- expected value
- mean price determination
Model-Generated Definition:
-
A kind of closing price determination method.
-
Definition: Exchange closing price may take an average (mean) price.
Synonym:
- measurable asset
Model-Generated Definition:
-
A kind of asset. A valid occurrence satisfies the following necessary condition:
- measured in at least one occurrence of currency.
-
Definition: Some asset which is or may be measured monearality in some currency. Editorial Note: This class introduced because the original FIBO model has a property "measured in" (with range of Currency) which is not in FIBO-FND v1.0 and because this lets us use the parent class to define anything as an asset if it is owned whether or not it is measured monetarily. Applications of the concept of Asset to accouting, book-keeping etc where it is measured should use this now term in place of the parent term "Asset". Note also that the moved property "measured in" is an object property, having a range of Currency.
Synonym:
- Measurable Quantity
Model-Generated Definition:
-
Definition:
Synonym:
- measure (from package /Imported Ontologies/Analytics Ontology/measure)
Model-Generated Definition:
-
A kind of reference. A valid occurrence may have the following properties:
- has measurement period in months any number of values of integer.
- has measurement date any number of values of dateValue.
- is a measure of any number of occurrences of any type.
-
Definition: an amount or degree of something; the dimensions, capacity, or amount of something ascertained by measuring
Synonym:
- measure (from package /Imported Ontologies/Amounts/measure)
Model-Generated Definition:
-
A kind of mathematical thing. A valid occurrence satisfies the following necessary conditions:
- is measured in at least one occurrence of Unit.
- reciprocal at least one occurrence of measure.
-
Definition:
Synonym:
- measured thing
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- has numerically measurable property at least one occurrence of timed parameter.
-
Definition: Any Independent Thing. This is included as a separate term only so that we can refer to the trivial fact that all Independent Things have any number of properties, without cluttering the Independent Thing itself. This is for the modeling of reference entities. Note that the measurable quantity should be replaced with the actual parent property in all cases. DO NOT USE THIS TERM ELSEWHERE
Synonym:
- Measured Value
Model-Generated Definition:
-
A kind of quantity value.
-
Definition:
Synonym:
- measurement instrument
Model-Generated Definition:
-
A kind of instrument. A valid occurrence satisfies the following necessary condition:
- has purpose at least one occurrence of measurement purpose.
-
Definition: An instrument whose purpose is to measure some variable, for example in some physical process.
Synonym:
- Measurement Procedure
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- results in any number of occurrences of Unitary Value.
-
Definition:
Synonym:
- measurement purpose
Model-Generated Definition:
-
A kind of purpose.
-
Definition: The purpose of measuring things.
Synonym:
- measurement unit
Model-Generated Definition:
Equivalent to Unit.
-
A kind of quantity. A valid occurrence satisfies the following necessary condition:
- has definition at least one occurrence of system of units.
-
Definition: a quantity, defined and adopted by convention, with which any other quantity of the same kind can be compared to express the ratio of the two quantities as a number
Synonym:
- meat commodity
Model-Generated Definition:
-
A kind of agricultural product.
-
Definition: A commodity which is a kind of meat, such as pork bellies.
Synonym:
- median
Model-Generated Definition:
-
A kind of expression, quantity value, and statistical measure. A valid occurrence satisfies the following necessary condition:
- has observed value at least one occurrence of structured collection.
-
Definition: the value separating the higher half of a data sample, a population, or a probability distribution, from the lower half
Synonym:
- median absolute deviation
Model-Generated Definition:
-
A kind of dispersion. A valid occurrence satisfies the following necessary condition:
- has argument at least one occurrence of median.
-
Definition: the median of the absolute deviations from the data's median
Synonym:
- medium term note
Model-Generated Definition:
-
A kind of bond.
-
Definition: A Medium Term Note is a Negotiable debt instrument offered under a program agreement through one or more dealers upon request of the Issuer. The Program defines the terms and conditions of the notes. An MTN issue is defined by the fact that the registration doesn't have a pre-defined maturity.
Synonym:
- medium term note issuance programme
Model-Generated Definition:
-
A kind of bond issuance programme. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of medium term note offering.
-
Definition: a program of offerings of medium term notes; a set of issues where the maturity is defined after the rest of the terms have been registered with some authority; these are registered up front so that then the company wants to borrow more money they don't have to go through the registration period but have the facility up front to issue another security.
Synonym:
- medium term note offering
Model-Generated Definition:
-
A kind of bond offering.
-
Definition:
Synonym:
- meeting
Model-Generated Definition:
-
A kind of management action.
-
Definition: A Management Event in which stakeholders meet one another either face to face or through some electronic or voice medium, in order to process some management activity (the Agenda).
Synonym:
- meeting process end
Model-Generated Definition:
-
Definition:
Synonym:
- meeting process start
Model-Generated Definition:
-
Definition:
Synonym:
- memorandum
Model-Generated Definition:
-
A kind of written communication. A valid occurrence satisfies the following necessary conditions:
- from at least one occurrence of organization.
- to at least one occurrence of autonomous agent.
-
Definition: A semi-formal communication from one party to one or more other parties, communicating some information to them and identifying the fact that this has been communicated.
Synonym:
- merchant
Model-Generated Definition:
-
A kind of business. A valid occurrence satisfies the following necessary condition:
- is characterized by at least one occurrence of commerce.
-
Definition: a business entity engaged in a trading activity
Synonym:
- merchant service
Model-Generated Definition:
-
A kind of financial service.
-
Definition: a financial service provided by a financial institution to a merchant or other business, including but not limited to managing financial transactions via a secure channel
Synonym:
- message
Model-Generated Definition:
-
A kind of information. A valid occurrence satisfies the following necessary condition:
- has subject at least one occurrence of any type.
-
Definition: Some message communicating something from some party to some other party.
Synonym:
- method
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- is way of doing any number of occurrences of any type.
-
Definition: A way in which something is done.
Synonym:
- metric weight measurement unit
Model-Generated Definition:
-
A kind of bullion measurement unit and unit of mass.
-
Definition:
Synonym:
- metropolitan statistical area
Model-Generated Definition:
-
A kind of statistical area.
-
Definition: one or more adjacent counties or county equivalents that have at least one urban core area of at least 50,000 population, plus adjacent territory that has a high degree of social and economic integration with the core as measured by commuting ties
Synonym:
- mezzanine c d o tranche
Model-Generated Definition:
-
A kind of c d o note. A valid occurrence satisfies the following necessary condition:
- rated at issue at least one occurrence of tranche rating at issue.
-
A valid occurrence may also have the following properties:
- seniority any number of values of any type.
-
Definition: The tranche between senior and subordinated. Mezzanine tranches of a CDO issue are typically rated B to BBB.
Synonym:
- mezzanine m b s tranche
Model-Generated Definition:
-
A kind of tranched m b s instrument. A valid occurrence satisfies the following necessary condition:
- senior to at least one occurrence of subordinated m b s tranche.
-
Definition: Specific kinds of tranche are modeled for example and investigation only and have been removed from the diagrams. These will be removed from the final model.
Synonym:
- micropolitan statistical area
Model-Generated Definition:
-
A kind of statistical area.
-
Definition: one or more adjacent counties or county equivalents that have at least one urban core area of at least 10,000 population but less than 50,000, plus adjacent territory that has a high degree of social and economic integration with the core as measured by commuting ties
Synonym:
- mid price
Model-Generated Definition:
-
A kind of equity exchange published price and price analytic. A valid occurrence satisfies the following necessary conditions:
- refers to at least one occurrence of offer price.
- refers to at least one occurrence of bid price.
-
Definition: Mid (arithmetic mean) between Bid and Offer (Ask) price. Referred to in Europe not in US. e.g. LSE published a Mid price. Always an exchange that publishes. Question from editor: Can a Mid Price ever be an allotted price? Suspect not. Same question for Dealt Price.
Synonym:
- military person
Model-Generated Definition:
-
A kind of legally competent natural person.
-
Definition: a person that is a member of the active duty military
Synonym:
- MIME MediaType
Model-Generated Definition:
-
A kind of Concept.
-
Definition: MIME media type as defined by the IANA standard
Synonym:
- minimum margin
Model-Generated Definition:
-
A kind of futures trading margin.
-
Definition: The lowest amount an account can reach before needing to be replenished.
Synonym:
- minor
Model-Generated Definition:
-
A kind of person.
-
Definition: a person under a certain age, usually the age of majority in a given jurisdiction, which legally demarcates childhood from adulthood
Synonym:
- mixed basket
Model-Generated Definition:
-
A kind of basket. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of (Unnamed Class).
-
Definition: a basket that has a mix of constituents, including securities and indices
Synonym:
- modified duration analytic
Model-Generated Definition:
-
A kind of duration analytic. A valid occurrence satisfies the following necessary condition:
- refers to at least one occurrence of MacCaulays Duration Analytic.
-
A valid occurrence may also have the following properties:
- modified duration value any number of occurrences of duration.
-
Definition: The percentage price change of a security for a given change in yield. The higher the modified duration of a security, the higher its risk. Ad/ModDuration = [duration / {1 + (IRR/M)}]; where IRR is the internal rate of return and M is the number of compounding periods per year.
Synonym:
- modify convention roll rule
Model-Generated Definition:
-
A kind of date determination reference rule. A valid occurrence may have the following properties:
- rule direction any number of occurrences of DateRollRuleDirection.
-
Definition: A rule to apply when the Date Rool Rule results in a specified date falling on a working date in the month or year following the date which was returned before the Date Roll Rule was applied.
Synonym:
- module
Model-Generated Definition:
-
A kind of Concept. A valid occurrence may have the following properties:
- module short title any number of values of any type.
- module name any number of values of any type.
- module abbreviation or acronym any number of values of any type.
- module version any number of values of any type.
- module abstract any number of values of any type.
-
Definition: Modularization of any engineering model involves principles of the model driven architecture methodology (MDA), including but not limited to separation of concerns, coherence, and establishing clear logical boundaries in order to increase reusability and maintainability.
A module should be designed to reflect these principles, including a small number of models that have well-defined relationships with one another, that form a coherent and cohesive whole for some purpose, and that have clear boundaries or interfaces to other external modules.Synonym:
- monetary amount
Model-Generated Definition:
-
A kind of monetary measure. A valid occurrence satisfies the following necessary condition:
- has currency exactly one occurrence of currency.
-
Definition: the measure which is an amount of money specified in monetary units
Synonym:
Model-Generated Definition:
-
A kind of regulatory agency. A valid occurrence satisfies the following necessary condition:
- regulates supply of at least one occurrence of currency.
-
Definition: a regulatory agency that controls the monetary policy, regulation and supply of money in some country or group of countries
Synonym:
- monetary measure
Model-Generated Definition:
-
A kind of measure.
-
Definition: some measure of some sum of money
Synonym:
- monetary price
Model-Generated Definition:
-
A kind of monetary amount and price.
-
Definition: a price that that is expressed as a monetary amount
Synonym:
- Monetary Reference
Model-Generated Definition:
-
A kind of Quantity Reference. A valid occurrence may have the following properties:
- takes reference form any number of occurrences of currency.
-
Definition:
Synonym:
- Monetary Valuation Procedure
Model-Generated Definition:
-
A kind of Measurement Procedure. A valid occurrence may have the following properties:
- results in measured value any number of occurrences of Measured Value.
-
Definition:
Synonym:
- money market future
Model-Generated Definition:
-
A kind of interest rate future.
-
Definition: A future instrument where the underlying is a money market instrument.
Synonym:
- money market future standardized terms set
Model-Generated Definition:
-
A kind of interest rate future standardized terms set.
-
Definition: A set of standard terms for money market futures contracts, as set out by the derivatives exchange. Money Market Futures contracts issued by and traded on that exchange will take on these terms or override them.
Synonym:
- money market future underlying
Model-Generated Definition:
-
A kind of interest rate future debt underlying. A valid occurrence satisfies the following necessary condition:
- identity at least one occurrence of money market instrument.
-
Definition: The money market instrument which is the underlying of a Money Market Futures contract.
Synonym:
- money market instrument
Model-Generated Definition:
-
A kind of tradable debt instrument.
-
Definition: a short-term debt security that gives the owner the unconditional right to receive a stated, fixed sum of money on a specified date
Synonym:
- money weighted rate of return performance determination method
Model-Generated Definition:
-
A kind of performance determination method.
-
Definition: Money weighted rate of return.
Synonym:
- MoneyAmount
See amount of money.
- month
Model-Generated Definition:
-
A kind of calendar temporal unit.
-
Definition: A Julian calendar month
Synonym:
- mortgage backed security instrument
Model-Generated Definition:
-
A kind of pool backed security instrument. A valid occurrence satisfies the following necessary conditions:
- has instrument analytic at least one occurrence of mortgage instrument weighted average remaining maturity.
- defines terms for at least one occurrence of mortgage debt.
- issued by at least one occurrence of m b s issuer.
-
A valid occurrence may also have the following properties:
- has note any number of occurrences of security note.
-
Definition:
Synonym:
- mortgage borrower
Model-Generated Definition:
-
Definition:
Synonym:
- mortgage collateral
Model-Generated Definition:
-
A kind of collateral.
-
Definition: Mortgage Debt Assets pledged to a lender until a loan is repaid. Further notes: This provides one means by which some extension of finance (such as a loan, debt or equity issue) is under-written.
Synonym:
- mortgage debt
Model-Generated Definition:
-
A kind of collateralized debt.
-
Definition: Mortgage debt issued under a Mortgage Backed Security.
Synonym:
- mortgage indemnity guaranty
Model-Generated Definition:
-
A kind of guaranty. A valid occurrence satisfies the following necessary conditions:
- is realized by at least one occurrence of mortgage indemnity insurance policy.
- is guaranteed by at least one occurrence of loan m i g provider party.
-
Definition: Mortgage Indemnity Guaranty (MIG).
Synonym:
- mortgage indemnity insurance policy
Model-Generated Definition:
-
A kind of insurance policy.
-
Definition: The physical policy for the Mortgage Indemnity Guaranty.
Synonym:
- mortgage instrument weighted average remaining maturity
Model-Generated Definition:
-
A kind of instrument weighted average remaining maturity. A valid occurrence may have the following properties:
- w a r m value any number of occurrences of duration.
-
Definition: The weighted average of the time until all maturities on mortgages in a mortgage-backed security (MBS). The higher the weighted average to maturity, the longer the mortgages in the security have until maturity.
Synonym:
- mortgage lender
Model-Generated Definition:
-
Definition:
Synonym:
- mortgage lending
Model-Generated Definition:
-
A kind of property related activity. A valid occurrence satisfies the following necessary condition:
- determines at least one occurrence of original l t v.
-
Definition:
Synonym:
- mortgage loan
Model-Generated Definition:
-
A kind of collateralized secured loan. A valid occurrence satisfies the following necessary conditions:
- has m i g provider at least one occurrence of loan m i g provider party.
- has party at least one occurrence of loan servicer.
- has borrowing party at least one occurrence of mortgage borrower.
- has lending party at least one occurrence of mortgage lender.
-
Definition: A loan securitized against some real estate.
Synonym:
- mortgage loan application
Model-Generated Definition:
-
A kind of loan application. A valid occurrence satisfies the following necessary conditions:
- may become at least one occurrence of mortgage loan.
- appraised by at least one occurrence of mortgage loan appraiser.
-
Definition:
Synonym:
- mortgage loan appraiser
Model-Generated Definition:
-
A kind of loan appraiser.
-
Definition: That party which appraises the borrower for the purposes of the loan.
Synonym:
- mortgage loan borrower assessment information
Model-Generated Definition:
-
A kind of loan application borrower assessment information. A valid occurrence satisfies the following necessary conditions:
- appraised by at least one occurrence of mortgage loan appraiser.
- is about at least one occurrence of mortgage loan application.
-
A valid occurrence may also have the following properties:
- first time buyer any number of values of boolean.
-
Definition:
Synonym:
- mortgage loan borrower information
Model-Generated Definition:
-
A kind of loan application borrower assessment information. A valid occurrence may have the following properties:
-
Definition:
Synonym:
- mortgage loan contract
Model-Generated Definition:
-
A kind of closed end loan contract and loan contract. A valid occurrence satisfies the following necessary condition:
- has closing date at least one occurrence of date.
-
A valid occurrence may also have the following properties:
- assumes any number of occurrences of mortgage loan contract.
- comprises at least one occurrence of (Unnamed Class).
-
Definition: a loan contract that is secured by real property
Synonym:
- mortgage loan purpose
Model-Generated Definition:
-
A kind of classifier and loan purpose.
-
Definition: the purpose for which mortgage loan proceeds will be used, such as real property purchase, dwelling construction, or loan refinancing
Synonym:
- mortgage pool
Model-Generated Definition:
-
A kind of loan pool. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of mortgage pool constituent.
-
Definition: A number of mortgages combined into a single pool and used as an asset.
Synonym:
- mortgage pool constituent
Model-Generated Definition:
-
A kind of loan pool constituent.
-
Definition: Amortgage defined as a constituent of a Mortgage Pool.
Synonym:
- mortgage product
Model-Generated Definition:
-
A kind of loan product. A valid occurrence satisfies the following necessary conditions:
- specifies at least one occurrence of loan property collateral.
- is template for at least one occurrence of mortgage loan contract.
- is embodied in at least one occurrence of mortgage loan contract.
-
Definition:
Synonym:
- motorhome loan purpose
Model-Generated Definition:
-
A kind of loan purpose.
-
Definition:
Synonym:
- Multi Dimensional Property
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- is defined under any number of occurrences of Coherent System Of Units.
-
Definition:
Synonym:
- multilateral trading facility
Model-Generated Definition:
-
A kind of exchange. A valid occurrence may have the following properties:
- is managed by any number of occurrences of financial service provider.
-
Definition: a trading system that facilitates the exchange of financial instruments between multiple parties
Synonym:
- muni debt offering
Model-Generated Definition:
-
A kind of debt offering. A valid occurrence may have the following properties:
- sale method any number of values of string.
-
Definition: The process step of offering a Municipal Debt security for issue.
Synonym:
- muni issuance process participant
Model-Generated Definition:
-
A kind of issuance process participant. A valid occurrence may have the following properties:
- participates in any number of occurrences of securities underwriting issuance process.
-
Definition:
Synonym:
- muni issue underwriter
Model-Generated Definition:
-
A kind of security underwriter.
-
Definition: The party which agrees to buy any certificates that are not bought by investors Term origin:DTCC
Synonym:
- municipal bond
Model-Generated Definition:
-
A kind of government issued bond and municipal security. A valid occurrence may have the following properties:
- legal opinion any number of values of boolean.
- is bank qualified any number of values of boolean.
- has municipal bond capital type any number of occurrences of municipal bond capital type.
- has municipal trustee any number of occurrences of municipal trustee.
- has formal award date any number of occurrences of date.
- has municipal bond refund terms any number of occurrences of municipal bond refund terms.
- has verbal award date any number of occurrences of date.
-
Definition: A debt security issued by or on behalf of a state or its political subdivision, or an agency or instrumentality of a state, its political subdivision, or a municipal corporation. Municipal bonds, for example, may be issued by states, cities, counties, special tax districts or special agencies or authorities of state or local governments.
Synonym:
- municipal bond capital type
Model-Generated Definition:
-
Definition: the allocation of municipal bond proceeds
Synonym:
- municipal bond refund terms
Model-Generated Definition:
-
Definition: terms related to the refunding process of municipal securities
Synonym:
- municipal debt funds usage
Model-Generated Definition:
-
Definition: official statement identifying the application of funds in connection with a new issue of municipal securities
Synonym:
- municipal debt issuer
Model-Generated Definition:
-
A kind of government debt issuer. A valid occurrence satisfies the following necessary condition:
- is played by at least one occurrence of municipal entity.
-
Definition: A Municipality, acting in the capacity of an Issuer. The Issuer of a Municipal Debt is a Municipality, which is identified as a State Actor governing on the part of a Municipal Area or City. This is equivalent to a Legal Entity.
Synonym:
- municipal debt obligor
Model-Generated Definition:
-
A kind of contract third party.
-
Definition: A party having a financial obligation or arrangement to make the payment of all or part of debt service on municipal securities. The obligor is often the issuer but may be a conduit borrower of municipal securities proceeds.
Synonym:
- municipal debt remarketing agent
Model-Generated Definition:
-
A kind of contract third party.
-
Definition: The municipal securities dealer responsible for reselling to investors securities (such as variable rate demand obligations and other tender option bonds) that have been tendered for purchase by their owner. The remarketing agent also typically is responsible for resetting the interest rate for a variable rate issue and may act as tender agent
Synonym:
- municipal entity
Model-Generated Definition:
-
A kind of polity. A valid occurrence satisfies the following necessary conditions:
- has sovereignty over at least one occurrence of municipality.
- is represented by at least one occurrence of municipal government.
-
Definition: a polity that typically represents a city, township, or other administrative subdivision having corporate status and powers of self-government or jurisdiction
Synonym: municipality
- municipal government
Model-Generated Definition:
-
A kind of government. A valid occurrence satisfies the following necessary condition:
- governs at least one occurrence of municipality.
-
Definition: the government of a municipality
Synonym:
- municipal note
Model-Generated Definition:
-
A kind of municipal security.
-
Definition: A short-term obligation of an issuer to repay a specified principal amount on a certain date, together with interest at a stated rate, usually payable from a defined source of anticipated revenues. Notes usually mature in one year or less, although notes of longer maturities are also issued.
Synonym:
- municipal security
Model-Generated Definition:
-
A kind of government issued debt security. A valid occurrence satisfies the following necessary condition:
- has issuer at least one occurrence of municipal debt issuer.
-
A valid occurrence may also have the following properties:
- has municipal debt obligor any number of occurrences of municipal debt obligor.
- has remarketing agent any number of occurrences of municipal debt remarketing agent.
- has municipal use any number of occurrences of municipal debt funds usage.
-
Definition: Municipal Securities is a general term referring to a bond, note, warrant, certificate of participation or other obligation issued by a state or local government or their agencies or authorities (such as cities, towns, villages, counties or special districts or authorities). A prime feature of most municipal securities is that interest or other investment earnings on them are generally excluded from gross income of the bondholder for federal income tax purposes. Some municipal securities are subject to federal income tax, although the issuers or bondholders may receive other federal tax advantages for certain types of taxable municipal securities. Some examples include Build America Bonds, municipal fund securities and direct pay subsidy bonds.
Synonym:
- municipal trustee
Model-Generated Definition:
-
A kind of contract third party.
-
Definition: A financial institution with trust powers, designated by the issuer or borrower, that acts, pursuant to a bond contract, in a fiduciary capacity for the benefit of the bondholders in enforcing the terms of the bond contract. In many cases, the trustee also acts as custodian, paying agent, registrar and/or transfer agent for the bonds
Synonym:
- municipality
Model-Generated Definition:
-
A kind of geopolitical entity.
-
Definition: an urban administrative division having corporate status and usually powers of self-government or jurisdiction
Synonym:
- mutual agreement
Model-Generated Definition:
-
A kind of agreement. A valid occurrence satisfies the following necessary condition:
- confers at least one occurrence of mutual commitment.
-
Definition: an agreement between two or more specific named parties. The rights and obligations pertaining to either party cannot be transferred to another party without prior agreement
Synonym:
- mutual commitment
Model-Generated Definition:
-
A kind of commitment.
-
Definition: A commitment between two or more parties
Synonym:
- mutual contractual agreement
Model-Generated Definition:
-
A kind of contract and mutual agreement.
-
Definition: a contract between two or more specific named parties; the rights and obligations pertaining to either party cannot be transferred to another party without prior written permission or a change to the contract itself
Synonym: bilateral contract
- mutual savings bank
Model-Generated Definition:
-
A kind of savings bank.
-
Definition: a financial institution that accepts deposits primarily from individuals and places a large portion of its funds into mortgage loans
Synonym:
- MXN-TIIE-Banxico
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for MXN-TIIE-Banxico
Synonym:
- MXN-TIIE-Banxico-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for MXN-TIIE-Banxico-Bloomberg
Synonym:
- MXN-TIIE-Banxico-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for MXN-TIIE-Banxico-Reference Banks
Synonym:
- MYR-KLIBOR-BNM
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for MYR-KLIBOR-BNM
Synonym:
- MYR-KLIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for MYR-KLIBOR-Reference Banks
Synonym:
- MYR-Quarterly Swap Rate-11:00-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for MYR-Quarterly Swap Rate-11:00-TRADITION
Synonym:
- MYR-Quarterly Swap Rate-TRADITION-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for MYR-Quarterly Swap Rate-TRADITION-Reference Banks
Synonym:
- N
-
- name
Model-Generated Definition:
-
A kind of information. A valid occurrence may have the following properties:
- name written as any number of values of string.
-
Definition: Some text or sounds by which an autonomous entity may be known and which is used to refer to it.
Synonym:
- national bank
Model-Generated Definition:
-
A kind of commercial bank, Federal Reserve System (FRS) member bank, and U.S. bank.
-
Definition: a commercial bank whose charter is approved by the Office of the Comptroller of the Currency (OCC) rather than by a state banking department
Synonym:
- national government
Model-Generated Definition:
-
A kind of government. A valid occurrence satisfies the following necessary condition:
-
Definition: a government and the politicians that that run a country as a whole (as opposed to local government)
Synonym:
- national identification number
Model-Generated Definition:
-
A kind of identifier. A valid occurrence satisfies the following necessary conditions:
- identifies exactly one occurrence of person.
- is issued by exactly one occurrence of government.
-
Definition: a number or text which appears on an identity document issued by a country or jurisdiction
Synonym: national identity number
- National Information Center (NIC) registry entry
Model-Generated Definition:
-
A kind of registry entry. A valid occurrence satisfies the following necessary conditions:
- comprises at least one occurrence of Research, Statistics, Supervision and Regulation, and Discount and Credit identifier.
- specifies at least one occurrence of institution type.
-
A valid occurrence may also have the following properties:
- applies to any number of occurrences of financial service provider.
-
Definition: an entry in the the National Information Center (NIC) repository, a repository of financial data and institution characteristics collected by the Federal Reserve System
Synonym:
- national numbering agency
Model-Generated Definition:
-
A kind of registration authority. A valid occurrence satisfies the following necessary condition:
- manages exactly one occurrence of National Securities Identifying Number registry.
-
A valid occurrence may also have the following properties:
- registers any number of occurrences of National Securities Identifying Number.
- issues any number of occurrences of National Securities Identifying Number.
- has coverage area any number of occurrences of geopolitical entity.
-
Definition: a registration authority responsible for issuing and managing National Securities Identifying Numbers for securities in accordance with the ISO 6166 standard in some jurisdiction (typically that of a country)
Synonym:
- national numbering agency registry entry
Model-Generated Definition:
-
A kind of registry entry. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of National Securities Identifying Number.
-
A valid occurrence may also have the following properties:
- applies to any number of occurrences of security.
- is constituent of any number of occurrences of National Securities Identifying Number registry.
-
Definition: an entry in a National Securities Identifying Number registry
Synonym:
- National Securities Identifying Number
Model-Generated Definition:
-
A kind of security identifier. A valid occurrence satisfies the following necessary conditions:
- identifies exactly one occurrence of security.
- is registered by at least one occurrence of national numbering agency.
-
A valid occurrence may also have the following properties:
- has definition any number of occurrences of national security identification scheme.
- is a part of any number of occurrences of international securities identification number.
-
Definition: a generic, nine-digit alpha numeric code which identifies a fungible security, assigned by a national numbering agency under the ISO 6166 standard
Synonym:
- National Securities Identifying Number registry
Model-Generated Definition:
-
A kind of registry. A valid occurrence satisfies the following necessary conditions:
- is characterized by exactly one occurrence of national security identification scheme.
- is managed by exactly one occurrence of national numbering agency.
-
A valid occurrence may also have the following properties:
- has registry entry any number of occurrences of national numbering agency registry entry.
-
Definition: a registry used by a national numbering agency to manage the financial instrument identifiers and related information that it registers
Synonym:
- national security identification scheme
Model-Generated Definition:
-
A kind of registration scheme and security identification scheme. A valid occurrence satisfies the following necessary condition:
- applies to at least one occurrence of geopolitical entity.
-
A valid occurrence may also have the following properties:
- defines any number of occurrences of National Securities Identifying Number.
-
Definition: a security identification scheme, defining the format and structure of a National Securities Identifying Number (NSIN), published nationally on behalf of a country
Synonym:
- Nationwide Mortgage Licensing System and Registry Identifier
Model-Generated Definition:
-
A kind of license identifier.
-
Definition: the number permanently assigned by the Nationwide Mortgage Licensing System and Registry (NMLS) for each company, branch, and individual that maintains a single account on NMLS.
Synonym:
- native yield
Model-Generated Definition:
-
A kind of relatively defined debt instrument yield. A valid occurrence satisfies the following necessary condition:
- determined using at least one occurrence of native yield calculation method.
-
Definition: The yield of the security as determined using the Yield Calculation Method that is the default for the market that the security is traded in.
Synonym:
- native yield calculation method
Model-Generated Definition:
-
A kind of relative yield calculation method. A valid occurrence satisfies the following necessary condition:
- is default method for at least one occurrence of tradable debt instrument.
-
Definition: The convention used in the marketplace for that security.
Synonym:
- natural language
Model-Generated Definition:
-
A kind of language.
-
Definition: a language used in human communications that is not artificial in nature
Synonym:
- natural person
- natural person limited partner
Model-Generated Definition:
-
A kind of limited partner. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of legally competent natural person.
-
Definition: a limited partner in a partnership who is a natural person
Synonym:
- negative amortization
Model-Generated Definition:
-
A kind of amortization.
-
Definition: amortization in which the payments made do not cover the interest due
Synonym:
- negative pledge
Model-Generated Definition:
-
A kind of guaranty.
-
Definition: a guaranty whereby the issuer will not pledge any assets if doing so would result in less security for lender(s) or investor(s)
Synonym:
- negotiable cash
Model-Generated Definition:
-
A kind of economic resource. A valid occurrence satisfies the following necessary condition:
- is quantity of at least one occurrence of cash.
-
A valid occurrence may also have the following properties:
- denomination any number of occurrences of currency.
-
Definition:
Synonym:
- negotiable commodity
Model-Generated Definition:
-
A kind of commodity.
-
Definition: a commodity that can be bought or sold in some marketplace
Synonym:
- negotiable security
Model-Generated Definition:
-
A kind of security and transferable contract.
-
Definition: a security that can be transferred or delivered to another party
Synonym:
- negotiated sale method
Model-Generated Definition:
-
A kind of security offering sale method.
-
Definition: No definition
Synonym:
- neighborhood
Model-Generated Definition:
-
A kind of geophysical location.
-
Definition: Some residential area.
Synonym:
- neighborhood subdivision
Model-Generated Definition:
-
A kind of geophysical location.
-
Definition: A block or subdivision within some residential area, commonly designated sa such for the purposes of addressing and containing within it some streets and / or residential blocks.
Synonym:
- net asset value
Model-Generated Definition:
-
A kind of fund price. A valid occurrence may have the following properties:
- valuation time any number of values of dateTime.
- declaration time any number of values of dateTime.
-
Definition:
Synonym:
- net asset value calculation method
Model-Generated Definition:
-
A kind of method. A valid occurrence satisfies the following necessary condition:
- is calculated in at least one occurrence of currency.
-
A valid occurrence may also have the following properties:
- declaration channel any number of values of string.
- valuation frequency textual description any number of values of string.
- historic pricing indicator any number of values of boolean.
- valuation frequency any number of occurrences of recurrence interval.
-
Definition: Parameters for the calculation of the net asset value for an investment fund/fund class.
Synonym:
- net balance sheet income
Model-Generated Definition:
-
A kind of net income.
-
Definition:
Synonym:
- net income
Model-Generated Definition:
-
A kind of income.
-
Definition:
Synonym:
- net sales income
Model-Generated Definition:
-
A kind of net income.
-
Definition: Profit
Synonym:
- netting terms
Model-Generated Definition:
-
A kind of master agreement contractual commitment. A valid occurrence satisfies the following necessary condition:
- defines terms for at least one occurrence of obligation in respect of netting.
-
A valid occurrence may also have the following properties:
- cross transaction netting election any number of values of boolean.
- automatic netting applicable any number of values of boolean.
-
Definition: Terms setting out how Netting may or may not take place and the Obligations on each party in respect of that Netting.
Synonym:
- network location
Model-Generated Definition:
-
A kind of virtual location. A valid occurrence satisfies the following necessary condition:
- is identified by exactly one occurrence of address.
-
Definition: a virtual location that may be identified by a network address (an identifier for a node or interface)
Synonym:
- new housing sector
Model-Generated Definition:
-
A kind of industry sector classifier.
-
Definition: a classifier for a sector of the economy used for price indices focused on contractors' selling prices of new residential houses, where detailed specifications pertaining to each house remain the same between two consecutive periods
Synonym:
- new money purpose
Model-Generated Definition:
-
A kind of debt issuance purpose.
-
Definition: securities issued to raise funds for a new project or purpose
Synonym:
- next call
Model-Generated Definition:
-
A kind of call event. A valid occurrence satisfies the following necessary condition:
- has date at least one occurrence of next call date.
-
Definition: The next call of the issue, as at the current time.
Synonym:
- next call date
Model-Generated Definition:
-
A kind of date.
-
Definition: The next date on which the issue can be called, from the present date.
Synonym:
- next put
Model-Generated Definition:
-
A kind of put event.
-
Definition: The next available put date for the issue, as at the current time.
Synonym:
- NOK-NIBOR-NIBR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for NOK-NIBOR-NIBR
Synonym:
- NOK-NIBOR-NIBR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for NOK-NIBOR-NIBR-Reference Banks
Synonym:
- NOK-NIBOR-OIBOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for NOK-NIBOR-OIBOR
Synonym:
- NOK-NIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for NOK-NIBOR-Reference Banks
Synonym:
- non agency i o tranche
Model-Generated Definition:
-
A kind of tranched m b s instrument.
-
Definition: Interest Only tranche, meaning that this tranche will only pay interest.
Synonym:
- non agency jump tranche
Model-Generated Definition:
-
A kind of tranched m b s instrument. A valid occurrence satisfies the following necessary condition:
- specifies trigger at least one occurrence of jump z trigger event.
-
Definition: A tranche where if there is some sort of trigger event reached then the holders of the tranche will begin to receive payments.
Synonym:
- non agency jump z tranche
Model-Generated Definition:
-
A kind of non agency jump tranche and non agency z tranche.
-
Definition: A Jump Z tranche is like a Z tranche but if there is some sort of trigger event reached then the holders of the Jump Z tranche will begin to receive payments. Regular non-Sticky Jump Z tranches maintain their changed status only while the trigger event is in effect, and revert to their old payment status once the trigger event has passed.
Synonym:
- non agency m b s issuer
Model-Generated Definition:
-
A kind of m b s issuer.
-
Definition: A party which is a non agency issuer of MBS securities. The identity of this party may be a bank or a specialist (non agency) mortgage company. Term origin:MBS PoC Reviews
Synonym:
- non agency mortgage pool
Model-Generated Definition:
-
A kind of mortgage pool.
-
Definition:
Synonym:
- non agency p o tranche
Model-Generated Definition:
-
A kind of tranched m b s instrument.
-
Definition: Principal Only tranche. This tranche will only pay principal.
Synonym:
- non agency pool creation end
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- flow at least one occurrence of m b s securitization start.
-
Definition:
Synonym:
- non agency pool creation process
Model-Generated Definition:
-
A kind of retail asset pool creation process.
-
Definition:
Synonym:
- non agency pool creation start
Model-Generated Definition:
-
Definition:
Synonym:
- non agency regular jump z tranche
Model-Generated Definition:
-
A kind of non agency jump z tranche. A valid occurrence satisfies the following necessary condition:
- reverts at least one occurrence of jump z trigger event reversal.
-
Definition: Regular non-Sticky Jump Z tranches maintain their changed status only while the trigger event is in effect, and revert to their old payment status once the trigger event has passed.
Synonym:
- non agency sticky jump z tranche
Model-Generated Definition:
-
A kind of non agency jump z tranche.
-
Definition: "Sticky" Jump Z tranches maintain the payment priority of a Jump Z tranche until they are retired.
Synonym:
- non agency z tranche
Model-Generated Definition:
-
A kind of tranched m b s instrument.
-
Definition: A tranche that does not receive payments while other tranches remain.
Synonym:
- non European Economic Area branch
Model-Generated Definition:
-
A kind of credit institution.
-
Definition: a branch of a credit institution whose Head Office is in a third country
Synonym: non-EEA branch
- non issuer corporate action announcer
Model-Generated Definition:
-
A kind of corporate action announcer.
-
Definition: The announcer of an event which is not the issuer of the security that the event is about.
Synonym:
- non payment
Model-Generated Definition:
-
A kind of value changing activity. A valid occurrence satisfies the following necessary condition:
-
Definition:
Synonym:
- non specific address text
Model-Generated Definition:
-
A kind of postal address element. A valid occurrence may have the following properties:
- non specific address text any number of values of string.
-
Definition:
Synonym:
- non value changing activity
Model-Generated Definition:
-
Definition:
Synonym:
- non-binding terms
Model-Generated Definition:
-
A kind of contractual commitment.
-
Definition: contractual commitments that do not have binding legal standing on the issuer or holder
Synonym:
- non-binding terms set
Model-Generated Definition:
-
A kind of contract terms set.
-
Definition: terms that do not have binding legal standing on the issuer or holder
Synonym:
Model-Generated Definition:
-
A kind of preferred share.
-
Definition: a preferred share whose dividend payments are not carried forward
Synonym:
- non-defaulting party
Model-Generated Definition:
-
A kind of contract party.
-
Definition:
Synonym:
- non-depository institution
Model-Generated Definition:
-
A kind of business and financial institution.
-
Definition: any financial institution that acts as the middleman between two parties in a financial transaction, and that does not provide traditional depository services, such as brokerage firms, insurance companies, investment companies, etc.
Synonym:
- non-depository trust company
Model-Generated Definition:
-
A kind of non-depository institution.
-
Definition: a trust company that accepts and executes trusts, but does not issue currency; non-depository trust companies can either be Federal Reserve Members or Federal Reserve Non-members
Synonym:
- non-executive board member
Model-Generated Definition:
-
A kind of board member.
-
Definition: Some person performing the role of a Board Member of a company, and having no executive responsibilities towards the running of the company.
Synonym: outside director
- non-governmental organization
Model-Generated Definition:
-
A kind of not for profit organization. A valid occurrence satisfies the following necessary condition:
- has objective at least one occurrence of public purpose.
-
Definition: a not for profit organization that is a citizen-based group that functions independently of government
Synonym:
- non-incorporated partnership
Model-Generated Definition:
-
A kind of partnership with general partners.
-
Definition: a partnership in which the partners are jointly and severally liable for liabilities incurred by the entity
Synonym:
- non-negotiable security
Model-Generated Definition:
-
A kind of security.
-
Definition: a security that is not transferable to another party
Synonym:
Model-Generated Definition:
-
A kind of preferred share.
-
Definition: a preferred share that is not a participating preferred share
Synonym:
- non-physical underlier
Model-Generated Definition:
-
A kind of underlier. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of (Unnamed Class).
-
Definition: an underlier that does not represent a deliverable asset
Synonym: observable underlier
- non-rolling date
Model-Generated Definition:
-
A kind of explicit date.
-
Definition: an explicit date that equates to a calendar date with no adjustments and with no reference to any date specification
Synonym:
- non-tradable debt instrument
Model-Generated Definition:
-
A kind of debt instrument and mutual contractual agreement. A valid occurrence satisfies the following necessary conditions:
- has relative price at redemption at least one occurrence of relative price.
- has relative price at issue at least one occurrence of relative price.
-
A valid occurrence may also have the following properties:
- has redemption terms any number of occurrences of non-tradable debt redemption terms.
-
Definition: a debt instrument that may not be bought or sold
Synonym:
- non-tradable debt redemption terms
Model-Generated Definition:
-
A kind of redemption provision.
-
Definition: terms for repayment of principal on debt instruments that are not traded securities, such as over the counter, bilateral paper
Synonym:
- non-transaction deposit account
Model-Generated Definition:
-
A kind of deposit account.
-
Definition: any deposit account that is not explicitly considered a transaction account
Synonym:
- non-wholly owned subsidiary
Model-Generated Definition:
-
A kind of subsidiary.
-
Definition: a subsidiary which is not a wholly owned subsidiary
Synonym:
- North American Industry Classification System code
Model-Generated Definition:
-
A kind of code element and industry sector classifier. A valid occurrence satisfies the following necessary conditions:
- has definition exactly one occurrence of North American Industry Classification System scheme.
- classifies at least one occurrence of formal organization.
-
Definition: the North American Industry Classification System (NAICS) code representing an industry
Synonym:
- North American Industry Classification System scheme
Model-Generated Definition:
-
A kind of code set and industry sector classification scheme. A valid occurrence satisfies the following necessary condition:
- defines at least one occurrence of North American Industry Classification System code.
-
Definition: the scheme defining the North American Industry Classification System (NAICS) Codes
Synonym:
- nostro account
Model-Generated Definition:
-
A kind of nostro or vostro. A valid occurrence satisfies the following necessary conditions:
- is view on at least one occurrence of account.
- has party balance at least one occurrence of nostro balance.
- nostro account has perspective at least one occurrence of account holder.
-
Definition:
Synonym:
- nostro balance
Model-Generated Definition:
-
A kind of balance.
-
Definition:
Synonym:
- nostro or vostro
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- has party balance any number of occurrences of balance.
- is view on any number of occurrences of account.
-
Definition:
Synonym:
- not for profit corporation
Model-Generated Definition:
-
A kind of corporation and not for profit organization.
-
Definition: a corporation approved by its jurisdictional oversight and taxing authorities as operating for educational, charitable, social, religious, civic or humanitarian purposes
Synonym: non-profit corporation
- not for profit objective
Model-Generated Definition:
-
A kind of objective.
-
Definition: an objective that reflects the charitable, educational, religious, humanitarian, public services, or other not for profit goals of an organization
Synonym: nonprofit objective
- not for profit organization
Model-Generated Definition:
-
A kind of formal organization. A valid occurrence satisfies the following necessary condition:
- has objective at least one occurrence of not for profit objective.
-
Definition: an organization that uses its surplus revenues to further achieve its purpose or mission, rather than distributing its surplus income to the organization's owners (directors, investors, or equivalents) as profit or dividends
Synonym: non-profit organization
- not yet issued
Model-Generated Definition:
-
A kind of PoolLifecycleStateSelection.
-
Definition:
Synonym:
- not yet issued agency mortgage pool
Model-Generated Definition:
-
A kind of agency mortgage pool. A valid occurrence satisfies the following necessary condition:
- lifecycle state at least one occurrence of not yet issued.
-
Definition:
Synonym:
- not yet issued debts pool
Model-Generated Definition:
-
A kind of pool of individual debts. A valid occurrence satisfies the following necessary conditions:
- lifecycle state at least one occurrence of not yet issued.
- develops into at least one occurrence of in assembly debts pool.
-
Definition:
Synonym:
- not yet issued non agency mortgage pool
Model-Generated Definition:
-
A kind of non agency mortgage pool. A valid occurrence satisfies the following necessary condition:
- lifecycle state at least one occurrence of not yet issued.
-
Definition:
Synonym:
- note fund unit
Model-Generated Definition:
-
A kind of fund unit.
-
Definition: Need a legal definition - to follow. This is one of the mechanisms by which an investor may hold an interest in a fund, but is not a Bond or a Share.
Synonym:
- note stake in fund
Model-Generated Definition:
-
A kind of stake in fund. A valid occurrence satisfies the following necessary condition:
- defines relationship with at least one occurrence of fund legal form.
-
Definition: A stake held in a fund by way of a note.
Synonym:
- notice
Model-Generated Definition:
-
A kind of written communication. A valid occurrence satisfies the following necessary condition:
- on the part of at least one occurrence of formal organization.
-
Definition: Some formal written communication, notifying some party or parties about some fact or occurrence.
Synonym:
- notice of allocation
Model-Generated Definition:
-
A kind of initial public offering process step.
-
Definition:
Synonym:
- notification event
Model-Generated Definition:
-
Definition: A notification to the shareholders that therre is a corporate action out there. This is distinct from the CA itself. not the same as Event Announcement. There are steps between when the announcement happens and the rest Announcement: at the level of sub custodians. then you gether the people who are affected by the event that's to come. Then you send the announcement - a notification to the holder, informing them of the options that are available to them. If it's mandatory these distinctions still happen, but there is no choice. So still announcement is made, then when it effects people you send out notificaiton and collect responses. "EVENT": two aspects: The event itself Events within the Corporat eAction, e.g. notification, deadline when a responses is due by, payment dates, Define as: lifecycle of the Corporate Action. Sometimes have to re-notify, there may be changes in the life oc the "Corporate Event". So the Corporate Event is a sequence of events.
Synonym:
- notification message
Model-Generated Definition:
-
A kind of corporate event or action communication. A valid occurrence may have the following properties:
- requires response any number of values of boolean.
-
Definition: Notification of an event.
Synonym:
- notification provision
Model-Generated Definition:
-
A kind of tradable debt instrument redemption provision. A valid occurrence may have the following properties:
- has date period any number of occurrences of date period.
-
Definition: a provision of a redemption feature defining notification requirements
Synonym:
- notifying party
Model-Generated Definition:
-
A kind of party in role. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of (Unnamed Class).
-
Definition: The party which is able to issue formal notices indicating that a Credit Event has taken place, by means of a credit event notice.
Synonym:
- notional financial marketplace
Model-Generated Definition:
-
A kind of exchange and notional place.
-
Definition: a place which is identified as a financial market but which is not a physical place such as a country or region. This may be a conceptual place such as the Eurobond market or the Global market.
Synonym:
- notional place
Model-Generated Definition:
-
A kind of location.
-
Definition: an abstract place; one of many commonly understood concepts such as domestic, Eurozone etc.
Synonym:
- notional step amount
Model-Generated Definition:
-
A kind of monetary amount. A valid occurrence satisfies the following necessary condition:
- has notional amount at least one occurrence of monetary amount.
-
Definition: the amount of money that is subtracted from the notional on each step date
Synonym:
- notional step change event
Model-Generated Definition:
-
A kind of interest rate stream event. A valid occurrence satisfies the following necessary condition:
- has date at least one occurrence of calculated date.
-
Definition: an event on which a step change in the notional amount of the swap stream occurs
Synonym:
- notional step percentage amount
Model-Generated Definition:
-
A kind of monetary measure and rate.
-
Definition: the percentage amount by which the notional changes on each step date
Synonym:
- notional step period length
Model-Generated Definition:
-
A kind of recurrence interval.
-
Definition: a recurrence interval indicating the frequency with which step changes occur, which is a multiple of the calculation period in the calculation schedule
Synonym:
- notional step schedule
Model-Generated Definition:
-
A kind of parametric schedule. A valid occurrence satisfies the following necessary conditions:
- refers to at least one occurrence of swap stream interest calculation schedule.
- specifies at least one occurrence of notional step amount.
-
Definition: schedule of changes in the notional amount on which interest is paid, comprising the regular sequence of step events
Synonym:
- novated option contract
Model-Generated Definition:
-
A kind of exchange traded option contract. A valid occurrence satisfies the following necessary condition:
- ha principal at least one occurrence of novated option contract principal.
-
Definition: An Option Contract after the stage where a Derivatives Exchange has novated this contract and become the principal to it, for purposes of clearing and settlement. The Clearing House novates both contract. So when you are on the floor (as a Broker), you trade with another Broker. Then you take it to th eRing, and present it to the Ring. So you write a contract and give it to the ringleader, who then books it. So the party you dealt with deals with the exahcnge, and you deal with the exchange. THen there are two contracts for one deal. So the answer here is that there are two novated contracts for one Options deal. Difference: If not open outcry? In OO the deal is done and given to the ringleader, who represents the Cleaing house. When it's not open outcry, the clearing house gets the deal, books the deal, and margins it. So you don't know as much about the deal and process. This eliminiates stickiness of a market that has credit. Similar to what occurs in share markets, where clearing takes place, e.g. when someone defaults on delivery. Clearing House simply closes out the contract.
Synonym:
- novated option contract principal
Model-Generated Definition:
-
A kind of traded option principal. A valid occurrence satisfies the following necessary condition:
- identity at least one occurrence of (Unnamed Class).
-
Definition:
Synonym:
- numbering agency
Model-Generated Definition:
-
A kind of securities issuance process actor. A valid occurrence satisfies the following necessary conditions:
- allocates identifier at least one occurrence of allocate primary identifier.
- allocates identifier at least one occurrence of allocate primary identifier.
-
Definition: The agency which will provide the primary securitiy identifier for the security. Term origin:MBS PoC Reviews
Synonym:
- numeric amount
Model-Generated Definition:
-
A kind of quantitative amount. A valid occurrence satisfies the following necessary condition:
- is quantity of at least one occurrence of discrete physical thing.
-
A valid occurrence may also have the following properties:
-
Definition: An amount of some discrete thing Note: does not require units as the individual things are counted. Tech note: in other (data) standards this stands alongside (material) Amount rather than above it see e.g. CCTS, ISO 20022 v1.5
Synonym:
- numeric index
Model-Generated Definition:
-
A kind of expression, quantity value, and statistical measure. A valid occurrence satisfies the following necessary conditions:
- has base period exactly one occurrence of explicit date period.
- has reporting period exactly one occurrence of explicit date period.
-
Definition: the change in some aggregate relative to the value of the aggregate at a reference period
Synonym:
- numeric rating score
Model-Generated Definition:
-
A kind of rating score.
-
Definition: rating score that is a simple number on some scale, such as a credit rating for an individual
Synonym:
- numeric ratio value
Model-Generated Definition:
-
A kind of numeric value.
-
Definition: A numeric value representing a ratio between two other numeric values.
Synonym:
- numeric value
Model-Generated Definition:
-
A kind of single value.
-
Definition: A numeric value is a single value intended to represent any number without restriction as to precision, scale or representation. The number or expression is contained in the hasValue property.
Synonym:
- numerical parameter
Model-Generated Definition:
-
A kind of mathematical quantity. A valid occurrence satisfies the following necessary conditions:
- takes value at least one occurrence of value.
- applies to at least one occurrence of any type.
-
Definition: Anything which is defined as a parameter of something, and takes a numerical value.
Synonym:
- numerical variable
Model-Generated Definition:
-
A kind of numerical parameter.
-
Definition: Some numerical variable.
Synonym:
- NZD-BBR-BID
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for NZD-BBR-BID
Synonym:
- NZD-BBR-FRA
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for NZD-BBR-FRA
Synonym:
- NZD-BBR-ISDC
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for NZD-BBR-ISDC
Synonym:
- NZD-BBR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for NZD-BBR-Reference Banks
Synonym:
- NZD-BBR-Telerate
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for NZD-BBR-Telerate
Synonym:
- NZD-NZIONA-OIS-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for NZD-NZIONA-OIS-COMPOUND
Synonym:
- NZD-Semi-Annual Swap Rate-11:00-BGCANTOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for NZD-Semi-Annual Swap Rate-11:00-BGCANTOR
Synonym:
- NZD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for NZD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks
Synonym:
- NZD-Swap Rate-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for NZD-Swap Rate-ICAP
Synonym:
- NZD-Swap Rate-ICAP-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for NZD-Swap Rate-ICAP-Reference Banks
Synonym:
- O
-
- o s p
Model-Generated Definition:
-
A kind of valuation time type.
-
Definition:
Synonym:
- o t c bond market price
Model-Generated Definition:
-
A kind of debt security price and security market price. A valid occurrence satisfies the following necessary condition:
- o t c bond market price has pricing source at least one occurrence of debt securities market maker.
-
A valid occurrence may also have the following properties:
- otc bond market price has value any number of occurrences of timed percentage.
-
Definition: The price determined for the marketplace for a bond which is traded over the counter.
Synonym:
- o t c bond option
Model-Generated Definition:
-
A kind of debt derivative contract and o t c option contract. A valid occurrence satisfies the following necessary conditions:
- o t c bond option has underlying at least one occurrence of bond underlying.
- defines optional bond option underlying transaction at least one occurrence of bond option underlying transaction.
-
Definition: Definition needed.
Synonym:
- o t c contract on future
Model-Generated Definition:
-
A kind of o t c option contract. A valid occurrence satisfies the following necessary condition:
- has underlying at least one occurrence of futures contract underlying.
-
Definition: An option contract with an underlying futures contract.
Synonym:
- o t c currency option
Model-Generated Definition:
-
A kind of foreign exchange derivative contract and o t c option contract. A valid occurrence may have the following properties:
- buying currency any number of occurrences of currency.
- selling currency any number of occurrences of currency.
-
Definition: A contract that grants the holder the right, but not the obligation, to buy or sell currency at a specified exchange rate during a specified period of time.
Synonym:
- o t c fx product
Model-Generated Definition:
-
A kind of OTC product.
-
Definition: An OTC Product for foreign exchange, whereby two or more currencies are transacted.
Synonym:
- o t c index option
Model-Generated Definition:
-
A kind of o t c option contract.
-
Definition: An option whose underlying security is an index. If exercised, settlement is made by cash payment, since physical delivery is not possible.
Synonym:
- o t c interest rate cap option contract
Model-Generated Definition:
-
A kind of option strip contract.
-
Definition: A strip of options in which interest payable in each period is either the Observable (Underlying) rate or the Strike rate, at the holder's discretion, and in which the Strike rate represents a rate above which the holder can elect not to pay.
Synonym:
- o t c interest rate floor option contract
Model-Generated Definition:
-
A kind of option strip contract. A valid occurrence may have the following properties:
- has strike effect any number of occurrences of floor determination.
-
Definition:
Synonym:
- o t c interest rate option
Model-Generated Definition:
-
A kind of o t c option contract. A valid occurrence satisfies the following necessary condition:
- has strike terms at least one occurrence of interest rate option strike terms set.
-
Definition: An option that tracks the cap and floor of an underlying interest rate.
Synonym:
- o t c option contract
Model-Generated Definition:
-
A kind of option and over-the-counter (OTC) instrument. A valid occurrence may have the following properties:
- number of options any number of values of decimal.
- effective date any number of occurrences of date.
-
Definition: Exotic options traded on the over-the-counter market, where participants can choose the characteristics of the options traded.
Synonym:
- objective
Model-Generated Definition:
-
Definition: a statement of a quantitative, measurable result that a person, organization, or system seeks to attain in order to achieve its goals
Synonym:
- obligation acceleration
Model-Generated Definition:
-
A kind of credit default swap credit event. A valid occurrence may have the following properties:
- default requirement any number of occurrences of monetary amount.
-
Definition: One or more of the obligations have been declared due and payable before they would otherwise have been due and payable as a result of, or on the basis of, the occurrence of a default, event of default or other similar condition or event other than failure to pay
Synonym:
- obligation credit event
Model-Generated Definition:
-
A kind of credit event. A valid occurrence satisfies the following necessary condition:
- pertains to at least one occurrence of credit agreement.
-
Definition: An event which relates specifically to an individual security issued by the Reference Entity (the Reference Obligation).
Synonym:
- obligation default
Model-Generated Definition:
-
A kind of credit default swap credit event. A valid occurrence may have the following properties:
- default requirement any number of occurrences of monetary amount.
-
Definition: One or more of the obligations have become capable of being declared due and payable before they would otherwise have been due and payable as a result of, or on the basis of, the occurrence of a default, event of default or other similar condition or event other than failure to pay.
Synonym:
- obligation in respect of netting
Model-Generated Definition:
-
A kind of master agreement obligation. A valid occurrence satisfies the following necessary condition:
- may be varied by one at least one occurrence of over-the-counter (OTC) transaction confirmation.
-
A valid occurrence may also have the following properties:
- discharged by netting any number of values of boolean.
-
Definition: Some obligation on one or other party in respect of any netting up of amounts due under a combination of transactions transacted under this Master Agreement.
Synonym:
- obligee
Model-Generated Definition:
-
A kind of party in role. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party to whom some commitment or obligation is owed, either legally or per the terms of an agreement
Synonym:
- obligor (from package /Imported Ontologies/MuniIssuance/obligor)
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- obligor to at least one occurrence of securities underwriting issuance process.
-
Definition:
Synonym:
- obligor (from package /Imported Ontologies/Agreements Ontology/obligor)
Model-Generated Definition:
-
A kind of party in role. A valid occurrence satisfies the following necessary condition:
- has obligation at least one occurrence of commitment.
-
A valid occurrence may also have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party that is bound legally or by agreement to repay a debt, make a payment, do something, or refrain from doing something
Synonym:
- obligated party
- obligator
- observable best value
Model-Generated Definition:
-
A kind of observable value. A valid occurrence satisfies the following necessary conditions:
- is of at least one occurrence of lookback strike observable.
- has identity at least one occurrence of lookback observable value during lookback period.
-
Definition:
Synonym:
- observable final value
Model-Generated Definition:
-
A kind of observable value. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of lookback observable value at maturity.
-
Definition:
Synonym:
- observable underlier
Model-Generated Definition:
-
A kind of underlier.
-
Definition: An underlying observable which is in numeric form and does not represent a deliverable asset.
Synonym:
- observable value
Model-Generated Definition:
-
A kind of monetary amount and quantity value.
-
Definition: a value for something that can be observed in the marketplace
Synonym:
- occurrence
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- exemplifies exactly one occurrence of occurrence kind.
-
A valid occurrence may also have the following properties:
- is located at any number of occurrences of location.
-
Definition: An Occurrence is a happening of an OccurrenceKind. Each Occurrence has a DateTimeStamp, which identifies when the Occurrence happened, and a Location (possibly virtual), that identifies where the Occurrence happened.
Synonym:
- occurrence based date
Model-Generated Definition:
-
A kind of calculated date. A valid occurrence satisfies the following necessary condition:
- is triggered by exactly one occurrence of occurrence kind.
-
Definition: An OccurrenceBaseDate is a CalculatedDate that is defined with respect to the Occurrence of some OccurrenceKind. The 'hasDateValue' property of an OccurrenceBasedDate is not set until the Occurrence happens. The 'triggeredBy' property relates an OccurrenceBasedDate to the OccurrenceKind that gives the meaning of the OccurrenceBasedDate.
Synonym:
- occurrence kind
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- is exemplified by any number of occurrences of occurrence.
-
Definition: instances of OccurrenceKind are types of events, each having a description
Synonym:
- odd lot offer
Model-Generated Definition:
-
A kind of issuer corporate action. A valid occurrence satisfies the following necessary condition:
- available response at least one occurrence of odd lot sale.
-
Definition: Offer by issuer to allow holders of an odd lot of a security to order a commission-free transaction at market price, to sell the odd lot, or to buy an amount of shares which will bring the position to a round lot (board lot). SWIFT = ODLT
Synonym:
- odd lot offer message
Model-Generated Definition:
-
A kind of notification message.
-
Definition:
Synonym:
- odd lot sale
Model-Generated Definition:
-
A kind of corporate action holder response.
-
Definition: Sale of odd-lot back to the issuing company.
Synonym:
- odd lot sale instruction
Model-Generated Definition:
-
A kind of holder response message. A valid occurrence satisfies the following necessary condition:
- conveys at least one occurrence of odd lot sale.
-
Definition: Notification of holder choice to sell odd-lot back to the issuing company.
Synonym:
- off-the-shelf product
Model-Generated Definition:
-
A kind of product.
-
Definition: a product that is readily available from merchandise in stock, or can be quickly and easily configured to order, not specially designed or custom-made
Synonym:
- commercially available off-the-shelf product
- commercial off-the-shelf product
- offer issue
Model-Generated Definition:
-
A kind of agreement and offering. A valid occurrence satisfies the following necessary conditions:
- has governing jurisdiction at least one occurrence of jurisdiction.
- is issued by at least one occurrence of (Unnamed Class).
- is evidenced by at least one occurrence of offering document.
- has offering price exactly one occurrence of monetary price.
- applies to at least one occurrence of security.
-
A valid occurrence may also have the following properties:
- issue offering units any number of values of integer.
- series any number of values of string.
- has party in role any number of occurrences of third-party agent.
- is underwritten by any number of occurrences of security underwriter.
-
Definition: An Issue of one or more securities of the same type, as all or part of an Offering of securities to the market.
Synonym:
- offer price (from package /Imported Ontologies/EquityPricing/offer price)
Model-Generated Definition:
-
A kind of quote price. A valid occurrence may have the following properties:
- size any number of occurrences of timed numeric amount.
-
Definition:
Synonym:
- offer price (from package /Imported Ontologies/FundsTemporal/offer price)
Model-Generated Definition:
-
A kind of fund price.
-
Definition:
Synonym:
- offeree
Model-Generated Definition:
-
A kind of party in role. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party that receives an offer from something from someone (i.e., an offerer) based on the terms of the offering
Synonym:
- offering (from package /Imported Ontologies/IssuanceProcess/offering)
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary conditions:
- has distribution type at least one occurrence of security offering distribution method.
- gives rise to at least one occurrence of issued security issue information.
- required to make eligible at least one occurrence of offering document.
- has sale method at least one occurrence of security offering sale method.
-
A valid occurrence may also have the following properties:
- legal description any number of values of string.
- expected closing date any number of occurrences of date.
- offering type any number of occurrences of security offering type.
- formal award date and time any number of occurrences of date time.
- first trade date and time any number of occurrences of date time.
-
Definition: The process step of offering a security for issue. This is the making available of a new securities issue through an underwriting.
Synonym:
- offering (from package /Imported Ontologies/Financial Products and Services Ontology/offering)
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- applies to at least one occurrence of any type.
- has party in role at least one occurrence of offeror.
- is issued by at least one occurrence of offeror.
- has party in role at least one occurrence of offeree.
-
A valid occurrence may also have the following properties:
- is offering of any number of occurrences of any type.
-
Definition: an expression of interest in providing something to someone that is contigent upon acceptance, forbearance, or some other consideration, as desired by the offeree(s)
Synonym:
- offering document
Model-Generated Definition:
-
A kind of legal document and publication. A valid occurrence satisfies the following necessary conditions:
- has date of issuance exactly one occurrence of date.
- is evidence for exactly one occurrence of offer issue.
- has expiration date exactly one occurrence of date.
- applies to at least one occurrence of security.
-
A valid occurrence may also have the following properties:
- is final version any number of values of boolean.
- document type any number of values of string.
-
Definition: a legal document that states the objectives, risks and terms of an investment
Synonym:
- offering document information
Model-Generated Definition:
-
A kind of document information. A valid occurrence satisfies the following necessary condition:
- pertains to at least one occurrence of offering document.
-
Definition: Information pertaining to the Offering Document but not forming part of it.
Synonym:
- offering document terms
Model-Generated Definition:
-
Definition: Terms which are contained in the identified Offering Document and are considered legally binding within the Issuance and Offering process, if they exist.
Synonym:
- offering memorandum
Model-Generated Definition:
-
A kind of securities issue memorandum.
-
Definition:
Synonym:
- offering statement
Model-Generated Definition:
-
A kind of offering document.
-
Definition: an offering memorandum that conforms to Regulation A, Offering Statement, of the Securities Act of 1933
Synonym:
- offeror
Model-Generated Definition:
-
A kind of party in role. A valid occurrence satisfies the following necessary condition:
-
A valid occurrence may also have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party that proposes to make something available to someone (i.e., an offeree) based on the terms of the offering
Synonym:
- official closing price
Model-Generated Definition:
-
A kind of equity exchange published price. A valid occurrence satisfies the following necessary condition:
- has closing price determination method at least one occurrence of closing price determination method.
-
A valid occurrence may also have the following properties:
- price determination convention notes any number of values of string.
- closing price value any number of occurrences of monetary amount.
- trading date any number of occurrences of date.
- price determination method any number of occurrences of closing price determination method.
-
Definition: The price at close of trading on a given trading day on an exchange.
Synonym:
- oil commodity
Model-Generated Definition:
-
A kind of energy commodity. A valid occurrence may have the following properties:
-
Definition: Oil as a commodity.
Synonym:
- oil delivery
Model-Generated Definition:
-
A kind of energy physical delivery.
-
Definition: Delivery of oil.
Synonym:
- oil grade
Model-Generated Definition:
-
Definition: The grade of oil which is defined as this oil commodity.
Synonym:
- on watch outlook
Model-Generated Definition:
-
A kind of credit watch outlook.
-
Definition:
Synonym:
- open end loan contract
Model-Generated Definition:
-
A kind of loan contract. A valid occurrence may have the following properties:
- hasCreditLimit any number of occurrences of monetary amount.
-
Definition: a loan contract for a line of credit where a borrower may take money and pay it back up to an agreed limit, and interest is charged only on the amount that remains, which may be paid off at any time within the period of the line.
Synonym:
- open ended or closed
Model-Generated Definition:
-
Definition:
Synonym:
- open outcry price determination method
Model-Generated Definition:
-
A kind of derivatives price determination method.
-
Definition: Method of trading on a commodity exchange. The term derives from the fact that traders must shout out their buy or sell orders. When a trader shouts he wants to sell at a particular price and someone else shouts he wants to buy at that price the two traders have made a contract that will be recorded.
Synonym:
- open time
Model-Generated Definition:
-
A kind of valuation time type.
-
Definition:
Synonym:
- operating business address relation
Model-Generated Definition:
-
A kind of business site.
-
Definition:
Synonym:
- operating expense
Model-Generated Definition:
-
A kind of expenditure.
-
Definition: Operating Overheads
Synonym:
- operating-level market
Model-Generated Definition:
-
A kind of exchange. A valid occurrence satisfies the following necessary condition:
- is identified by at least one occurrence of operating-level market identifier.
-
Definition: an exchange/market/trade/reporting facility that operates in a specific market/country
Synonym:
- operating-level market identifier
Model-Generated Definition:
-
A kind of market identifier.
-
Definition: a market identifier that identifies an entity operating an exchange/market/trade/reporting facility that operates in a specific market/country
Synonym:
- operational requirement
Model-Generated Definition:
-
A kind of business requirement.
-
Definition:
Synonym:
- operational risk
Model-Generated Definition:
-
A kind of risk. A valid occurrence satisfies the following necessary condition:
- impact at least one occurrence of operational risk consequence.
-
Definition:
Synonym:
- operational risk consequence
Model-Generated Definition:
-
A kind of impact. A valid occurrence satisfies the following necessary condition:
- impacts upon at least one occurrence of corporate goal.
-
Definition:
Synonym:
- operational rule
Model-Generated Definition:
-
A kind of business rule.
-
Definition:
Synonym:
- operator
Model-Generated Definition:
-
Definition:
Synonym:
- option
Model-Generated Definition:
-
A kind of derivative instrument and securities transaction contract.
-
Definition: A financial derivative which represents a contract sold by one party (option writer) to another party (option holder). The contract offers the buyer the right, but not the obligation, to buy (call) or sell (put) a security or other financial asset at an agreed-upon price (the strike price) during a certain period of time or on a specific date (exercise date).
Synonym:
- option barrier feature event
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- relates to at least one occurrence of market rate.
- has direction at least one occurrence of up or down.
-
A valid occurrence may also have the following properties:
-
Definition: An event which defines when an option feature comes into effect.
Synonym:
- option barrier feature terms
Model-Generated Definition:
-
A kind of option exercise time terms. A valid occurrence satisfies the following necessary conditions:
- specifies at least one occurrence of option barrier feature event.
- specifies at least one occurrence of option feature.
- sets out at least one occurrence of early exercise commitment.
-
Definition: Formal terms setting out when and under what circumstances the option contract is deemed to be in force. This takes the form of an event and the relationship between the event and the applicability of the option.
Synonym:
- option binary payout terms
Model-Generated Definition:
-
A kind of option payout terms. A valid occurrence satisfies the following necessary condition:
- sets out at least one occurrence of binary payout commitment.
-
Definition: Terms governing a binary payout commitment.
Synonym:
- option buyer
Model-Generated Definition:
-
A kind of contract counterparty and option party.
-
Definition:
Synonym:
- option buyer commitment
Model-Generated Definition:
-
A kind of contractual economic commitment. A valid occurrence satisfies the following necessary condition:
- made by at least one occurrence of option underlying buyer.
-
Definition: Commitments, if any, on the part of the holder (buyer) of the Option.
Synonym:
- option call transaction
Model-Generated Definition:
-
A kind of optional underlying transaction. A valid occurrence satisfies the following necessary conditions:
- makes at least one occurrence of settlement terms.
- receives at least one occurrence of forward delivery terms.
-
Definition: A transaction which is defined in an options contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the purchase of the underlying or some cash equivalent thereof, as defined in the option contract.
Synonym:
- option closing price
Model-Generated Definition:
-
A kind of exchange options price.
-
Definition:
Synonym:
- option conditional payout terms
Model-Generated Definition:
-
A kind of option payout terms. A valid occurrence satisfies the following necessary condition:
- sets out at least one occurrence of conditional payout commitment.
-
Definition: Terms governing a conditional payment commitment on an option.
Synonym:
- option contract on futures
Model-Generated Definition:
-
A kind of exchange traded option contract. A valid occurrence satisfies the following necessary conditions:
- underlying at least one occurrence of option on futures underlying.
- has exercise terms at least one occurrence of future options exercise terms set.
-
Definition: Future options are the most common type of equity derivative. They provide the right, but not the obligation to trade a quantity of futures instruments at a set price at a future time.
Synonym:
- option contract terms
Model-Generated Definition:
-
A kind of economic contract commitment.
-
Definition:
Synonym:
- option daily settlement price
Model-Generated Definition:
-
A kind of security price. A valid occurrence satisfies the following necessary condition:
- set by at least one occurrence of (Unnamed Class).
-
Definition: The official price at the end of a trading session. This price is established by The Options Clearing Corporation and is used to determine changes in account equity, margin requirements, and for other purposes.
Synonym:
- option exercise time terms
Model-Generated Definition:
-
A kind of option contract terms. A valid occurrence satisfies the following necessary condition:
- specifies at least one occurrence of exercise terms.
-
Definition:
Synonym:
- option feature
Model-Generated Definition:
-
A kind of method.
-
Definition: Types of feature for an option. This itemizes whether the option comes into force (Knock In) or ceases being in force (Knock Out) when the stated event occurs.
Synonym:
- option guarantor
Model-Generated Definition:
-
A kind of guarantor. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of (Unnamed Class).
-
Definition: The Guarantor of an options security. This is the party that agreed to make good any losses incurred by the holder in the event of a default by the issuer.
Synonym:
- option instrument exercise terms
Model-Generated Definition:
-
A kind of exercise terms. A valid occurrence satisfies the following necessary condition:
- delivery at least one occurrence of financial instrument.
-
A valid occurrence may also have the following properties:
- strike price any number of values of decimal.
-
Definition: Contractual terms defining when or under what circumstances an options instrument may be exercised.
Synonym:
- option intrinsic value
Model-Generated Definition:
-
A kind of value in use.
-
Definition: Intrinsic Value (Calls): When the underlying security's price is higher than the strike price a call option is said to be "in-the-money." Intrinsic Value (Puts): If the underlying security's price is less than the strike price, a put option is "in-the-money." Only in-the-money options have intrinsic value, representing the difference between the current price of the underlying security and the option's exercise price, or strike price.
Synonym:
- option on futures underlying
Model-Generated Definition:
-
A kind of underlying on option. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of future instrument.
-
Definition: The underlying of a traded Futures Option, which is a traded Futures contract, generally on the same derivatives exchange.
Synonym:
- option party
Model-Generated Definition:
-
A kind of derivative contract party.
-
Definition:
Synonym:
- option payout commitment
Model-Generated Definition:
-
A kind of option writer commitment. A valid occurrence satisfies the following necessary condition:
- entered into by at least one occurrence of option writing party.
-
Definition: Commitment by the issuer to pay out on an option should the holder choose to exercise this.
Synonym:
- option payout terms
Model-Generated Definition:
-
A kind of option contract terms and parametric cashflow terms. A valid occurrence satisfies the following necessary condition:
- sets out at least one occurrence of option payout commitment.
-
Definition: Terms governing the payout on an option. These formally define the commitment(s) entered into by the writing party to the option.
Synonym:
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- expressed as at least one occurrence of option premium expression.
- has receiver at least one occurrence of premium receiver.
- has payment date at least one occurrence of date.
- has payer at least one occurrence of premium payer.
-
A valid occurrence may also have the following properties:
- payment amount any number of occurrences of monetary amount.
- has premium type any number of occurrences of option premium payment arrangement.
-
Definition: The amount paid for an option.
Synonym:
Model-Generated Definition:
-
Definition: The formal expression of the Option Premium.
Synonym:
Model-Generated Definition:
-
A kind of option premium variability.
-
Definition:
Synonym:
Model-Generated Definition:
-
A kind of method.
-
Definition: Premium Type for Forward Start Equity Options.
Synonym:
Model-Generated Definition:
-
A kind of option premium payment arrangement.
-
Definition:
Synonym:
Model-Generated Definition:
-
A kind of option premium payment arrangement.
-
Definition:
Synonym:
Model-Generated Definition:
-
A kind of option premium variability.
-
Definition:
Synonym:
- option put transaction
Model-Generated Definition:
-
A kind of optional underlying transaction. A valid occurrence satisfies the following necessary conditions:
- makes at least one occurrence of forward delivery terms.
- receives at least one occurrence of settlement terms.
-
Definition:
Synonym:
- option strike reset schedule
Model-Generated Definition:
-
Definition:
Synonym:
- option strike terms
Model-Generated Definition:
-
A kind of option contract terms. A valid occurrence may have the following properties:
- strike currency any number of occurrences of currency.
-
Definition: Contractual terms setting out the price or level at which the option is to be struck. FpML strike: 'Defines whether it is a price or level at which the option has been, or will be, struck.'
Synonym:
- option strip contract
Model-Generated Definition:
-
A kind of over-the-counter (OTC) instrument. A valid occurrence satisfies the following necessary condition:
- has reset schedule at least one occurrence of option strip reset schedule.
-
A valid occurrence may also have the following properties:
- has strike effect any number of occurrences of cap or floor determination.
- settlement date offset any number of occurrences of duration.
- exercise date offset any number of occurrences of duration.
- interest accrual date offset any number of occurrences of duration.
-
Definition: A strip or sequential set of options with periodic reset dates, such that each period between resets behaves like an individual option (known as a Caplet or Floorlet).
Synonym:
- option strip reset schedule
Model-Generated Definition:
-
A kind of schedule.
-
Definition: Schedule of dates on which the Option Strip rate is determined and reset.
Synonym:
- option theoretical value
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- defined by at least one occurrence of price volatility specification.
-
Definition: Theoretical value looks at variability of the price. The longer until exercise the more this will vary. the more likely it is to finish in the money, the more I am likely to pay for it. But meanwhile, I also have to look at the current value - the amount I would pay for the thing. Any change would be a cost to me.
Synonym:
- option theoretical value specification
Model-Generated Definition:
-
A kind of price volatility specification.
-
Definition:
Synonym:
- option time value
Model-Generated Definition:
-
A kind of value in exchange.
-
Definition: Prior to expiration, any premium in excess of intrinsic value is called time value. Time value is also known as the amount an investor is willing to pay for an option above its intrinsic value, in the hope that at some time prior to expiration its value will increase because of a favorable change in the price of the underlying security. The longer the amount of time for market conditions to work to an investor's benefit, the greater the time value.
Synonym:
- option transaction party
Model-Generated Definition:
-
A kind of option party and transaction party.
-
Definition: The party to an Option transaction.
Synonym:
- option type
Model-Generated Definition:
-
A kind of method.
-
Definition:
Synonym:
- option underlying buyer
Model-Generated Definition:
-
A kind of option transaction party.
-
Definition: The buyer of the underlying in an Option Transaction.
Synonym:
- option underlying seller
Model-Generated Definition:
-
A kind of option transaction party.
-
Definition:
Synonym:
- option valuation terms
Model-Generated Definition:
-
A kind of option contract terms. A valid occurrence satisfies the following necessary condition:
- has valuation date at least one occurrence of date.
-
Definition:
Synonym:
- option volatility
Model-Generated Definition:
-
A kind of volatility.
-
Definition: A measure of the fluctuation in the market price of the underlying security. Mathematically, volatility is the annualized standard deviation of returns. More generally: A measure of stock price fluctuation. Mathematically the volatility is the annualized standard deviation of a stock's daily price changes
Synonym:
- option writer commitment
Model-Generated Definition:
-
A kind of contractual economic commitment.
-
Definition: Commitment on the part of the writer (issuing party) of the Option.
Synonym:
- option writing party
Model-Generated Definition:
-
A kind of contract principal and option party.
-
Definition: The writing party of an OTC Option, i.e. the seller of a contract. This is the party that grants the rights defined by this instrument and in return receives a payment for it.
Synonym:
- optional cash dividend event
Model-Generated Definition:
-
A kind of cash dividend event. A valid occurrence may have the following properties:
-
Definition: Cash dividend with currency options. This is a dividend payment where payment is mandatorily in the form of Cash. The choice is what currency the cash is to be received in.
Synonym:
- optional cash dividend notification
Model-Generated Definition:
-
A kind of cash dividend notification.
-
Definition:
Synonym:
- optional put
Model-Generated Definition:
-
A kind of put action and voluntary corporate action.
-
Definition:
Synonym:
- optional underlying transaction
Model-Generated Definition:
-
A kind of forward transaction. A valid occurrence satisfies the following necessary conditions:
- has transaction party at least one occurrence of option transaction party.
- embodies at least one occurrence of option.
-
Definition: A transaction which is defined in an options contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the purchase or sale of the deliverable underlying as defined in the option contract, or some cash equivalent thereof. Further notes: This is not any different from any other kind of derivatives transaction. The Transaction is still defined as the purchase and sale of the underlying even if it is cash settled. It is defined as the swap of the fixed price for the current market price. Would define a reference price for the current market price if it's not a physical settlement. Would for example define the use of a calculation agent. Scenarios: 1. Agree to cash settle even though the underlying is a deliverable 2. Agree to settle cash because it's difficult to get hold of the underlying 3. The underlying is by its nature not deliverable 4. Fx where the deliverable is a currency to cash delivery is synonymous with delivery of the underlying asset, so the underlying observable and the underlying deliverable are the same actual thing. How this is modeled: Cash "Settlement" (means cash delivery) is where you take cash instad of delivery of the underlying deliverable. Whatever is going to be delivered there is going to be a reverse transaction at the going market rate. That also covers the use of an index or basket as the underlying. Examples of this: IR Swap - not an Option.
Synonym:
- options clearing entity
Model-Generated Definition:
-
A kind of legal entity.
-
Definition: An entity which is responsible for clearing transactions for put and call options on common stocks and other equity issues, stock indexes, foreign currencies, interest rate composites and single-stock futures.
Synonym:
- options exchange adjustment method
Model-Generated Definition:
-
A kind of forward contract adjustment method.
-
Definition: The trade will be adjusted according to ... exchange on which the options (??) are listed
Synonym:
- options exchange participant
Model-Generated Definition:
-
A kind of party in role.
-
Definition:
Synonym:
- options greek
Model-Generated Definition:
-
A kind of financial instrument analytical parameter.
-
Definition: One of a set of measures about an option which is used to analyze the value or performance of that instrument.
Synonym:
- options listing
Model-Generated Definition:
-
A kind of derivatives listing.
-
Definition: A listing of an options instrument on a derivatives exchange. The listing is a product of the individual exchange.
Synonym:
- options theta
Model-Generated Definition:
-
A kind of options greek. A valid occurrence satisfies the following necessary condition:
- refers to at least one occurrence of option theoretical value.
-
Definition: A measure of the rate of change in an option's theoretical value for a one-unit change in time to the option's expiration date. Action: add terms that define or influence this.
Synonym:
- options vega
Model-Generated Definition:
-
A kind of options greek. A valid occurrence satisfies the following necessary condition:
- refers to at least one occurrence of option theoretical value.
-
Definition: A measure of the rate of change in an option's theoretical value for a one-unit change in the volatility assumption. Action: add terms that define or influence this.
Synonym:
- OptionTypeSelection
Model-Generated Definition:
-
Definition: Whether it is a call option (right to purchase a specific underlying asset) or a put option (right to sell a specific underlying asset).
Synonym:
- opton adjusted yield
Model-Generated Definition:
-
A kind of debt instrument yield.
-
Definition: NB specified as a spread. synonym: OAS Based on different Int Rate paths. There are different OAS models just like there are different Yield methods. Also would make reference to the Yield Curve - but these are parameters that go into that model. Limit this model at the point where it distinguishes the difference between things - we are not in a position to mathematically model the things themselves, just capture the basic facts.
Synonym:
- Ordered Collection
Model-Generated Definition:
-
A kind of Collection. A valid occurrence may have the following properties:
- has member list any number of occurrences of List.
-
Definition: An ordered collection of concepts, where both the grouping and the ordering are meaningful.
Synonym:
- ordinance
Model-Generated Definition:
-
A kind of law.
-
Definition: An authoritative rule or law; a decree or command; a public injunction or regulation, such as a city ordinance against excessive horn blowing. (Source: Dictionary.com)
Synonym:
Model-Generated Definition:
-
A kind of dividend.
-
Definition: a dividend that is taxed as ordinary income on receipt by a shareholder
Synonym:
- ordinary general meeting
Model-Generated Definition:
-
A kind of meeting.
-
Definition: Ordinary General Meeting SWIFT = OMET
Synonym:
- ordinary loan purpose
Model-Generated Definition:
-
A kind of loan purpose.
-
Definition:
Synonym:
Model-Generated Definition:
-
A kind of yield. A valid occurrence satisfies the following necessary condition:
- derived from outlay at least one occurrence of (Unnamed Class).
-
A valid occurrence may also have the following properties:
- yield value any number of occurrences of timed percentage.
- yield type any number of occurrences of yield calculation method.
-
Definition: The return on an equity instrument investment.
Synonym:
Model-Generated Definition:
-
A kind of voting right.
-
Definition: voting right conferred on holders of common shares, as defined by the issuer
Synonym:
- organization (from package /Imported Ontologies/Specification Metadata (SM) Vocabulary/organization)
Model-Generated Definition:
-
A kind of Concept.
-
Definition: an entity, such as an institution or an association, that has a collective goal and is linked to an external environment
Synonym:
- organization (from package /Imported Ontologies/Organizations Ontology/organization)
Model-Generated Definition:
-
A kind of autonomous agent and independent party. A valid occurrence satisfies the following necessary condition:
-
A valid occurrence may also have the following properties:
- has member any number of occurrences of autonomous agent.
- has part any number of occurrences of organization.
- has address any number of occurrences of physical address.
-
Definition: a unique framework of authority within which a person or persons act, or are designated to act, towards some purpose, such as to meet a need or pursue collective goals on a continuing basis
Synonym:
- organization contact information
Model-Generated Definition:
-
A kind of contact information.
-
Definition: contact information for an organization
Synonym:
- organization context
Model-Generated Definition:
-
A kind of relationship context.
-
Definition:
Synonym:
- organization covering agreement
Model-Generated Definition:
-
A kind of written contract.
-
Definition: A formal agreement between the principals in a formal organization which covers the relationship between the principals, and between the principals and the entity.
Synonym:
- organization credit rating
Model-Generated Definition:
-
A kind of individual credit rating. A valid occurrence satisfies the following necessary condition:
- rates exactly one occurrence of formal organization.
-
Definition: The credit rating of the organization. That is the creditworthiness of the organization as determined by a ratings agency. If the organization is the issuer of a security then this becomes the issuer rating for that security.
Synonym:
- organization identification scheme
Model-Generated Definition:
-
A kind of identification scheme. A valid occurrence may have the following properties:
- defines any number of occurrences of organization identifier.
-
Definition: an identification scheme dedicated to the unique identification of organizations
Synonym:
- organization identifier
Model-Generated Definition:
-
A kind of identifier. A valid occurrence satisfies the following necessary conditions:
- is issued by exactly one occurrence of (Unnamed Class).
- identifies exactly one occurrence of organization.
- has definition exactly one occurrence of organization identification scheme.
-
Definition: an identifier assigned to an organization within an organization identification scheme, and unique within that scheme
Synonym:
- organization industry sector classification
- organization member
Model-Generated Definition:
-
A kind of party in role. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: identifies that which has a membership role in some organization
Synonym:
- organization modification event
Model-Generated Definition:
-
A kind of corporate modification event.
-
Definition:
Synonym:
- organization name change
Model-Generated Definition:
-
A kind of organization modification event.
-
Definition: The issuing company changes it's name. Event shows the change from old name to new name and may involve surrendering physical shares with the old name to the registrar. SWIFT = NAME
Synonym:
- organization part identifier
Model-Generated Definition:
-
A kind of identifier. A valid occurrence satisfies the following necessary condition:
- identifies exactly one occurrence of organizational sub-unit.
-
Definition: an identifier allocated to a particular organizational sub-unit
Synonym: organization sub-unit identifier
- organization strategy
Model-Generated Definition:
-
A kind of fund portfolio investment limitations. A valid occurrence satisfies the following necessary condition:
- defined in relation to at least one occurrence of corporation.
-
A valid occurrence may also have the following properties:
- include related firms any number of values of boolean.
- blacklisted any number of values of boolean.
- additional restrictions any number of values of string.
-
Definition: Strategy which is organization based.
Synonym:
- organizational sub-unit
Model-Generated Definition:
-
A kind of formal organization. A valid occurrence may have the following properties:
- is sub-unit of any number of occurrences of organization.
- is a part of any number of occurrences of organization.
-
Definition: any department, service, or other entity within a larger formal organization that only has full recognition within the context of that formal organization, but requires identification for some purpose
Synonym: organization part
- organized trading facility
Model-Generated Definition:
-
A kind of exchange. A valid occurrence satisfies the following necessary condition:
- is governed by at least one occurrence of jurisdiction.
-
A valid occurrence may also have the following properties:
- is managed by any number of occurrences of financial service provider.
-
Definition: a multi-lateral system which is not an RM or an MTF and in which multiple third-party buying and selling interests in bonds, structured finance products, emission allowances or derivatives are able to interact in the system in a way that results in a contract in accordance with the provisions of Title II of MiFID II
Synonym:
- original balance applicability
Model-Generated Definition:
-
A kind of penalty interest balance applicability.
-
Definition:
Synonym:
- original l t v
Model-Generated Definition:
-
A kind of loan to value ratio. A valid occurrence may have the following properties:
- valuation date any number of values of any type.
-
Definition:
Synonym:
- orthography
Model-Generated Definition:
-
A kind of collection.
-
Definition: a set of conventions and rules for representing language in written form
Synonym:
- OTC derivative transaction
Model-Generated Definition:
-
A kind of over-the-counter (OTC) transaction. A valid occurrence satisfies the following necessary condition:
- embodies at least one occurrence of over-the-counter (OTC) derivative contract.
-
Definition: a derivative transaction that is struck over the counter between two parties
Synonym:
- OTC product
Model-Generated Definition:
-
A kind of financial product.
-
Definition: an over-the-counter derivative, made up of one or more transactions, with a corresponding contract or contracts
Synonym:
- other amounts obligation
Model-Generated Definition:
-
A kind of master agreement obligation. A valid occurrence may have the following properties:
- compensate other party any number of values of boolean.
-
Definition: Obligation in regard to other defaults on obligations. Example Contract Text: "If, prior to the occurrence or effective designation of an Early Termination Date in respect of the relevant Transaction, a party defaults in the performance of any obligation required to be settled by delivery, it will compensate the other party on demand if and to the extent provided for in the relevant Confirmation or elsewhere in this Agreement. "
Synonym:
- other income
Model-Generated Definition:
-
A kind of gross income.
-
Definition:
Synonym:
- other investment fund information
Model-Generated Definition:
-
A kind of information.
-
Definition: Things which are not part of the prospectus but are important if you want to understand the fund.
Synonym:
- outlay
Model-Generated Definition:
-
A kind of expenditure.
-
Definition: Cash spent on something.
Synonym:
- output producer price index
Model-Generated Definition:
-
A kind of producer price index.
-
Definition: an economic indicator representing a measure of the rate of change over time in the prices of products sold as they leave the producer
Synonym:
- over fifty percent controlling interest company
Model-Generated Definition:
-
A kind of voting shareholding company.
-
Definition: a voting shareholding company that owns more than fifty (50) percent of the voting shares in another company
Synonym:
- over-the-counter (OTC) derivative contract
Model-Generated Definition:
-
A kind of derivative instrument and over-the-counter (OTC) instrument. A valid occurrence satisfies the following necessary condition:
- governs at least one occurrence of OTC derivative transaction.
-
Definition: an over-the-counter agreement that is also a derivative instrument
Synonym:
- over-the-counter (OTC) instrument
Model-Generated Definition:
-
A kind of financial instrument and mutual contractual agreement.
-
Definition: a financial instrument and bilateral contract that is not listed or traded on an organized exchange
Synonym:
- over-the-counter (OTC) settlement terms
Model-Generated Definition:
-
A kind of settlement terms.
-
Definition: settlement terms specific to an over-the-counter agreement
Synonym:
- over-the-counter (OTC) transaction
Model-Generated Definition:
-
A kind of securities transaction. A valid occurrence satisfies the following necessary condition:
- applies to at least one occurrence of over-the-counter (OTC) instrument.
-
Definition: an over-the-counter transaction to exchange an instrument for some consideration
Synonym:
- over-the-counter (OTC) transaction confirmation
Model-Generated Definition:
-
A kind of transaction confirmation and written contract. A valid occurrence satisfies the following necessary conditions:
- supersedes at least one occurrence of over-the-counter (OTC) instrument.
- has contract party at least one occurrence of over-the-counter (OTC) transaction party.
-
A valid occurrence may also have the following properties:
- governs any number of occurrences of over-the-counter (OTC) transaction.
-
Definition: a formal confirmation document that codifies the terms and conditions of the transaction between the parties
Synonym:
- over-the-counter (OTC) transaction party
Model-Generated Definition:
-
A kind of contract party. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of legal person.
-
A valid occurrence may also have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party to an over-the-counter agreement
Synonym:
- overdraft facility purpose
Model-Generated Definition:
-
A kind of loan purpose.
-
Definition:
Synonym:
- overnight rate
Model-Generated Definition:
-
A kind of reference interest rate.
-
Definition: a reference rate that is an interest rate at which a depository institution lends funds to another depository institution (short-term), or the interest rate the central bank charges a financial institution to borrow money overnight
Synonym:
- owner
Model-Generated Definition:
-
A kind of party in role. A valid occurrence may have the following properties:
- is an owning party in role any number of occurrences of ownership.
- is played by at least one occurrence of (Unnamed Class).
-
Definition: A party in the ownership role; one that owns something. The thing owned is an Asset to that Party.
Synonym:
- owners' equity
Model-Generated Definition:
-
A kind of equity and expression. A valid occurrence satisfies the following necessary conditions:
- has argument at least one occurrence of paid-in capital.
- has argument at least one occurrence of retained earnings.
- represents an interest in exactly one occurrence of formal organization.
-
Definition: portion of an organization belonging to the owners, represented by capital investments and accumulated earnings less any dividends or other financial obligations
Synonym:
- ownership
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- has owned thing at least one occurrence of thing in role.
- has owning party at least one occurrence of party in role.
-
A valid occurrence may also have the following properties:
- holds during any number of occurrences of date period.
-
Definition: Ownership is the context in which some Party is said to own some Independent Thing. The Party is defined as such due to its being the owning party to that Thing.
Synonym:
- ownership and control
Model-Generated Definition:
-
Definition: The intersection of ownership and control reflects the unique case where an independent party both owns and controls another independent thing.
Synonym:
- ownership interest type
Model-Generated Definition:
-
A kind of classifier.
-
Definition: a category indicating the nature of the applicant's or borrower's ownership or leasehold interest in the land where the manufactured home is located.
Synonym:
- P
-
- p a c p o tranche
Model-Generated Definition:
-
A kind of agency p o tranche and planned amortization class bond.
-
Definition: Planned Amortization Class principal only tranche.
Synonym:
- p a c tranche amortization schedule
Model-Generated Definition:
-
A kind of redemption schedule.
-
Definition:
Synonym:
- p a c- z tranche
Model-Generated Definition:
-
A kind of agency z tranche and planned amortization class bond.
-
Definition: Planned Amortization Class tranche which is also a Z tranche, that is Definition needed.
Synonym:
- p a c-1 class
Model-Generated Definition:
-
A kind of planned amortization class bond. A valid occurrence may have the following properties:
- takes prepayment after any number of occurrences of p a c-2 class.
- takes prepayment after any number of occurrences of p a c-2 class.
-
Definition: Planned Amortization Class tranche. PAC-1 is the most senior Planned Amortization Class tranche.
Synonym:
- p a c-2 class
Model-Generated Definition:
-
A kind of planned amortization class bond. A valid occurrence may have the following properties:
- takes prepayment after any number of occurrences of p a c-3 class.
- takes prepayment after any number of occurrences of p a c-3 class.
-
Definition: Planned Amortization Class tranche. PAC-2 refers to a support tranche that is given a scheduled payment structure like a PAC bond.
Synonym:
- p a c-3 class
Model-Generated Definition:
-
A kind of planned amortization class bond.
-
Definition: Planned Amortization Class tranche. Additional support tranche with scheduled payments.
Synonym:
- p o box number
Model-Generated Definition:
-
A kind of postal address element. A valid occurrence satisfies the following necessary condition:
- identifies post box at least one occurrence of post box.
-
A valid occurrence may also have the following properties:
- box number any number of values of string.
-
Definition:
Synonym:
- p v b p
Model-Generated Definition:
-
A kind of debt instrument analytical parameter. A valid occurrence satisfies the following necessary condition:
- defined in relation to at least one occurrence of debt instrument yield.
-
A valid occurrence may also have the following properties:
- value any number of occurrences of timed percentage.
-
Definition: Sensitivity of the price for one basis point change in yield, defined as the difference in price given 1 bp change in yield.
Synonym:
- packaged product
Model-Generated Definition:
-
A kind of contractual product and financial product. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of (Unnamed Class).
-
A valid occurrence may also have the following properties:
- is included in any number of occurrences of financial product catalog.
-
Definition: a financial product that acts as a container, or wrapper, for one or more financial instruments, including other financial products
Synonym:
- paid-in capital
Model-Generated Definition:
-
A kind of capital.
-
Definition: assets received from investors in exchange for an ownership interest
Synonym:
- parametric cashflow terms
Model-Generated Definition:
-
A kind of cashflow terms. A valid occurrence satisfies the following necessary condition:
- has formula at least one occurrence of cashflow formula.
-
Definition: terms for a set of cashflows defined according to a mathematical formula
Synonym:
- parametric reference entity
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- takes reference parameter at least one occurrence of timed parameter.
-
Definition: An entity, the value of some property of which is used in calculations for some purpose.
Synonym:
- parametric schedule
Model-Generated Definition:
-
A kind of regular schedule. A valid occurrence satisfies the following necessary condition:
- has recurrence start date at least one occurrence of periodic scheduled event date.
-
Definition: a regular, parameterized schedule typically used for the calculation of payments for coupons, dividends, and interest
Synonym:
- parametric thing
Model-Generated Definition:
-
A kind of mathematical thing.
-
Definition:
Synonym:
- partial amortization
Model-Generated Definition:
-
A kind of amortization.
-
Definition: amortization in which the very last payment the last payment due may be a large balloon payment of all remaining principal and interest
Synonym:
- partial call
Model-Generated Definition:
-
A kind of call event. A valid occurrence satisfies the following necessary condition:
- has call redemption type at least one occurrence of partial call allocation.
-
Definition: a call of part of the issue
Synonym:
- partial call action
Model-Generated Definition:
-
A kind of call action.
-
Definition:
Synonym:
- partial call allocation
Model-Generated Definition:
-
A kind of convention. A valid occurrence may have the following properties:
- has percentage any number of occurrences of percentage value.
-
Definition:
Synonym:
- partial call feature
Model-Generated Definition:
-
A kind of call feature.
-
Definition: These are terms whereby the issuer can recall part of the issue on scheduled dates but there is no specific amount defined for those dates. Consenus:Yes
Synonym:
- partial calls estimation model
Model-Generated Definition:
-
A kind of analytics calculation model.
-
Definition: A model of how the early partial calls are estimated.
Synonym:
- partial defeasance action
Model-Generated Definition:
-
A kind of information action.
-
Definition: The setting aside by a borrower of cash or bonds sufficient to service the borrower's debt.
Synonym:
- partial exercise event
Model-Generated Definition:
-
A kind of exercise action.
-
Definition:
Synonym:
- partially paid issuance schedule
Model-Generated Definition:
-
A kind of issue payment schedule and regular schedule. A valid occurrence satisfies the following necessary condition:
- expression at least one occurrence of monetary measure.
-
Definition: A Schedule for partial payments of an issue.
Synonym:
Model-Generated Definition:
-
A kind of preferred share. A valid occurrence may have the following properties:
- pays any number of occurrences of ordinary dividend.
-
Definition: a preferred share that, in addition to paying a stipulated dividend, gives the holder the right to participate with common share holders in additional distributions of earnings under specified conditions
Synonym:
- participation note
Model-Generated Definition:
-
A kind of derivative instrument and tradable debt instrument. A valid occurrence satisfies the following necessary condition:
- has underlier at least one occurrence of tradable debt instrument.
-
Definition: a tradable debt instrument issued by an entity for sale in a jurisdiction other than the one in which the entity is registered, and based on the holding by that entity of underlying securities issued in the jurisdiction in which that entity is registered
Synonym:
- particular quantity
Model-Generated Definition:
-
A kind of measure.
-
Definition: a property that is of an individual thing and is quantifiable as an instance of some quantity kind
Synonym:
- partner
Model-Generated Definition:
-
A kind of constitutional owner and organization member. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of legal person.
-
A valid occurrence may also have the following properties:
- is played by at least one occurrence of (Unnamed Class).
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a member of a partnership
Synonym:
- partnership
Model-Generated Definition:
-
A kind of legal entity. A valid occurrence satisfies the following necessary conditions:
- has equity at least one occurrence of partnership equity.
- is governed by at least one occurrence of partnership agreement.
-
A valid occurrence may also have the following properties:
- has member at least two occurrences of (Unnamed Class).
- has objective any number of occurrences of profit objective.
-
Definition: venture in which two or more legal entities carry out some business activities under a common identity
Synonym:
- partnership agreement
Model-Generated Definition:
-
A kind of organization covering agreement. A valid occurrence satisfies the following necessary conditions:
- has contractual element at least one occurrence of liability apportionment terms set.
- has contractual element at least one occurrence of equity apportionment terms set.
- has party in role at least one occurrence of partner.
-
Definition: a document setting up a partnership, giving the details of the business and the amount each partner is contributing to it.
Synonym: articles of partnership
- partnership equity
Model-Generated Definition:
-
A kind of owners' equity. A valid occurrence satisfies the following necessary condition:
- represents an interest in at least one occurrence of partnership.
-
Definition: equity in some partnership
Synonym:
- partnership incorporated by equity
Model-Generated Definition:
-
A kind of partnership with limited partners.
-
Definition: a partnership incorporated via the issuance of equity, with limited partners (i.e., partners whose liability is limited) that are necessarily not natural persons (i.e., cannot be individuals)
Synonym:
- partnership incorporated through agreement
Model-Generated Definition:
-
A kind of body incorporated through agreement and partnership.
-
Definition: a partnership which has legal personhood, but for which there is not some issuance of limited partner equity
Synonym:
- partnership with corporate limited partners
Model-Generated Definition:
-
A kind of partnership with limited partners. A valid occurrence may have the following properties:
- has member at least one occurrence of (Unnamed Class).
-
Definition: A partnership with limited partners (partners whose liability is limited) and where those partners are necessarily non natural persons (i.e. cannot be individuals).
Synonym:
- partnership with general and limited partners
Model-Generated Definition:
-
Definition: a partnership having both limited partners and general partners
Synonym:
- partnership with general partners
Model-Generated Definition:
-
A kind of partnership. A valid occurrence may have the following properties:
- has member at least two occurrences of (Unnamed Class).
-
Definition: a partnership that has two or more general partners
Synonym:
- partnership with general partners with limited liability
Model-Generated Definition:
-
A kind of partnership with general partners.
-
Definition: a partnership that has general partners, whose general partners have limited liability
Synonym:
- partnership with limited partners
Model-Generated Definition:
-
A kind of partnership. A valid occurrence may have the following properties:
- has member at least one occurrence of (Unnamed Class).
-
Definition: a partnership having limited partners, that is partners whose liabilities are limited to the extent of their equity or guarantees
Synonym:
- partnership with natural person limited partners
Model-Generated Definition:
-
A kind of partnership with limited partners. A valid occurrence may have the following properties:
- has member at least one occurrence of (Unnamed Class).
-
Definition: a partnership with limited partners (partners whose liability is limited) and where those partners are necessarily natural persons (i.e. cannot be corporates)
Synonym:
- partnership with only limited partners
Model-Generated Definition:
-
A kind of partnership with limited partners.
-
Definition: a partnership having limited partners but no general partners
Synonym:
- party holding some option for control
Model-Generated Definition:
-
A kind of controlling interest party. A valid occurrence satisfies the following necessary condition:
- holds some means of at least one occurrence of de jure controlling interest.
-
Definition: Some party holding the option to exercise some de jure controlling interest
Synonym:
- party in role
Model-Generated Definition:
-
A kind of agent in role. A valid occurrence satisfies the following necessary conditions:
- has commencement date exactly one occurrence of date.
- has identity exactly one occurrence of independent party.
-
Definition: a relative concept that ties an independent party to a specific role they are standing in in which they play some part i.e. are party to
Synonym:
- pass through issuance end
Model-Generated Definition:
-
Definition:
Synonym:
- pass through issuance start
Model-Generated Definition:
-
Definition:
Synonym:
- pass through issue prospectus part
Model-Generated Definition:
-
A kind of prospectus part.
-
Definition: A part or section of a prospectus for a pass through MBS issue. Term origin:MBS PoC Reviews
Synonym:
- pass through m b s deal
Model-Generated Definition:
-
A kind of m b s deal. A valid occurrence satisfies the following necessary condition:
- is also at least one occurrence of agency m b s deal.
-
A valid occurrence may also have the following properties:
- pass through any number of values of boolean.
-
Definition: An issue of Mortgage Backed Security instruments in which payments on the pool are passed through to investors
Synonym:
- pass through m b s deal prospectus
Model-Generated Definition:
-
A kind of m b s deal prospectus.
-
Definition: The written prospectus for an agency, pass through issue of Mortgage Backed Securities
Synonym:
- pass through m b s draft prospectus
Model-Generated Definition:
-
A kind of security draft prospectus. A valid occurrence satisfies the following necessary condition:
- becomes final at least one occurrence of pass through m b s final prospectus.
-
Definition: The draft prospectus for a pass through Mortgage Backed Securities issue, as determined by the issuing agency prior to marketing the issue. Certain terms in the draft prospectus will be finalized later in the issuance process to become the actual Prospectus. Term origin:MBS PoC Reviews
Synonym:
- pass through m b s final prospectus
Model-Generated Definition:
-
A kind of m b s deal prospectus.
-
Definition: Term origin:MBS PoC Reviews
Synonym:
- pass through m b s final termsheet
Model-Generated Definition:
-
A kind of pass through issue prospectus part and security term sheet. A valid occurrence satisfies the following necessary conditions:
- defines terms at least one occurrence of bond amortization payment terms.
- defines terms at least one occurrence of coupon payment terms.
-
Definition: The final termsheet for the pass through MBS issue. This defines the terms for the MBS contract itself. Term origin:MBS PoC Reviews
Synonym:
- pass through m b s instrument
Model-Generated Definition:
-
A kind of mortgage backed security instrument. A valid occurrence satisfies the following necessary condition:
- has note at least one occurrence of pass through m b s instrument note.
-
A valid occurrence may also have the following properties:
- pass through any number of values of boolean.
-
Definition: A security in which the cash flows from the underlying asset pool are passed through to the investor by way of redemption payments.
Synonym:
- pass through m b s instrument note
Model-Generated Definition:
-
A kind of security note. A valid occurrence may have the following properties:
- denomination any number of occurrences of monetary amount.
-
Definition: An individual note of a pass through instrument.
Synonym:
- pass through m b s issue underwriter
Model-Generated Definition:
-
A kind of security underwriter.
-
Definition: The party which agrees to buy any certificates that are not bought by investors Term origin:MBS PoC Reviews
Synonym:
- pass through m b s securitization process
Model-Generated Definition:
-
A kind of m b s securitization process. A valid occurrence satisfies the following necessary conditions:
- has start at least one occurrence of pass through issuance start.
- has end at least one occurrence of pass through issuance end.
-
Definition:
Synonym:
- pass through offering memorandum
Model-Generated Definition:
-
A kind of memorandum. A valid occurrence satisfies the following necessary condition:
- includes details about at least one occurrence of pass through m b s final termsheet.
-
Definition: The offering memorandum for a pass through MBS issue, setting out basic information about a future issue, for the information of prospective investors and their agents. Term origin:MBS PoC Reviews
Synonym:
- pass-through pool
Model-Generated Definition:
-
A kind of mortgage pool.
-
Definition:
Synonym:
- passport
Model-Generated Definition:
-
A kind of identity document.
-
Definition: a document, issued by a national government, which certifies the identity and nationality of its holder for the purpose of international travel
Synonym:
- past
Model-Generated Definition:
-
A kind of Tense.
-
Definition:
Synonym:
- past status
Model-Generated Definition:
-
A kind of status and status code value. A valid occurrence satisfies the following necessary condition:
- status has tense at least one occurrence of past.
-
A valid occurrence may also have the following properties:
- status date any number of occurrences of date.
-
Definition:
Synonym:
- past value
Model-Generated Definition:
-
A kind of timed value. A valid occurrence satisfies the following necessary condition:
-
A valid occurrence may also have the following properties:
- value time any number of occurrences of date time.
-
Definition: The value is determined at some point in the past.
Synonym:
- payee
Model-Generated Definition:
-
A kind of obligee. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party to whom a debt should be paid, or to whose order a bill of exchange, note, or check is made payable, or who receives or will receive a payment from a payer in partial or complete fulfillment of an obligation
Synonym:
- payer
Model-Generated Definition:
-
A kind of obligor. A valid occurrence may have the following properties:
- has obligation any number of occurrences of payment obligation.
- has obligation any number of occurrences of payment obligation.
-
Definition: a party who pays a bill or fees, or who makes payments to a payee in partial or complete fulfillment of an obligation
Synonym:
- paying agent (from package /Imported Ontologies/MuniIssuance/paying agent)
Model-Generated Definition:
-
A kind of issuance agent. A valid occurrence satisfies the following necessary condition:
- facilitates payment at least one occurrence of securities underwriting issuance process.
-
Definition:
Synonym:
- paying agent (from package /Imported Ontologies/MortgageBackedSecurities/paying agent)
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- responsible for at least one occurrence of payment.
-
Definition:
Synonym:
- payment
Model-Generated Definition:
-
A kind of occurrence and value changing activity. A valid occurrence satisfies the following necessary conditions:
- fulfills obligation exactly one occurrence of payment obligation.
- has party in role at least one occurrence of payee.
- has party in role at least one occurrence of payer.
-
A valid occurrence may also have the following properties:
- has payment amount any number of occurrences of monetary amount.
- has payment amount any number of occurrences of monetary amount.
-
Definition: delivery of money in fulfillment of an obligation, such as to satisfy a claim or debt
Synonym:
- payment arrangement terms
Model-Generated Definition:
-
A kind of loan principal repayment terms. A valid occurrence may have the following properties:
- pre arranged payment fee any number of occurrences of monetary amount.
-
Definition: Terms covering other arrangements for payments such as paying scheduled payments early to be applied on the scheduled payment dates.
Synonym:
- payment event
Model-Generated Definition:
-
A kind of transaction event. A valid occurrence satisfies the following necessary conditions:
- applies to exactly one occurrence of payment obligation.
- involves exactly one occurrence of payment.
-
Definition: an event that involves delivery of money in fulfillment of an obligation
Synonym:
- payment history
Model-Generated Definition:
-
A kind of record. A valid occurrence satisfies the following necessary conditions:
- has member at least one occurrence of payment.
- has outstanding amount at least one occurrence of monetary amount.
-
Definition: a record of actual payments of principal, interest, and other related amounts made by a borrower to a lender or servicer in order to fulfill their re-payment obligation
Synonym:
- payment institution
Model-Generated Definition:
-
A kind of credit institution or investment firm. A valid occurrence satisfies the following necessary condition:
- provides at least one occurrence of payment service.
-
Definition: a legal person that has been granted authorisation in accordance with Article 10 to provide and execute payment services throughout the European community
Synonym:
- payment obligation (from package /Imported Ontologies/Derivatives Master Agreements Ontology/payment obligation)
Model-Generated Definition:
-
A kind of master agreement obligation. A valid occurrence may have the following properties:
- currency specific methods any number of values of any type.
- freely transferable funds any number of values of boolean.
- payment place specification any number of occurrences of payment place specification method.
-
Definition: Obligation to make payments on transactions transacted under the Master Agreement, as specified in any Confirmation made by that party.
Synonym:
- payment obligation (from package /Imported Ontologies/Payments and Schedules Ontology/payment obligation)
Model-Generated Definition:
-
A kind of commitment and duty. A valid occurrence may have the following properties:
- is conferred by any number of occurrences of contract.
- is obligation of any number of occurrences of payer.
- is obligation of any number of occurrences of payer.
-
Definition: a legally enforceable duty to pay a sum of money, or agree to do something (or not to do something), according to the terms stated in a contract
Synonym:
- payment obligation as delivery
Model-Generated Definition:
-
A kind of payment obligation. A valid occurrence may have the following properties:
- payment in kind delivery obligation any number of values of string.
-
Definition: Obligation for payment in settlement of a transaction when this payment takes the form of delivery of some payment in kind.
Synonym:
- payment or interest payment action
Model-Generated Definition:
-
A kind of issuer corporate action.
-
Definition: The payment of some mandatory payment as defined in the contractual terms of the security, such as interst payment of amortization. this is income generated to the HOlder because of the security contract.
Synonym:
- payment place specification method
Model-Generated Definition:
-
A kind of method.
-
Definition: Selection of possible places to be specified for the payments in a Master Agreement.
Synonym:
- payment place specified either in master agreement or confirmation
Model-Generated Definition:
-
A kind of payment place specification method.
-
Definition:
Synonym:
- payment place specified in confirmation message
Model-Generated Definition:
-
A kind of payment place specification method.
-
Definition:
Synonym:
- payment place specified in master agreement
Model-Generated Definition:
-
A kind of payment place specification method.
-
Definition:
Synonym:
- payment process
Model-Generated Definition:
-
Definition:
Synonym:
- payment schedule (from package /Imported Ontologies/Payments and Schedules Ontology/payment schedule)
Model-Generated Definition:
-
A kind of schedule. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of payment.
-
Definition: schedule for delivery of money in fulfillment of an obligation, such as a coupon payment schedule, loan payment schedule, interest payment schedule
Synonym:
- payment schedule (from package /Imported Ontologies/Loan Generic Ontology/payment schedule)
Model-Generated Definition:
-
A kind of schedule. A valid occurrence satisfies the following necessary condition:
- has member at least one occurrence of scheduled payment.
-
Definition: a Schedule of amounts of principal and interest that are due over the term of the loan in order to fully pay off the obligation
Synonym:
- payment service
Model-Generated Definition:
-
A kind of merchant service. A valid occurrence satisfies the following necessary condition:
- involves at least one occurrence of payment obligation.
-
Definition: a financial service that involves acceptance of electronic payments by a variety of payment methods including credit card, bank-based payments such as direct debit, bank transfer, and real-time bank transfer based on online banking
Synonym:
- payment speed
Model-Generated Definition:
-
A kind of rate. A valid occurrence satisfies the following necessary condition:
- is rate of at least one occurrence of currency.
-
Definition:
Synonym:
- payoff assets list
Model-Generated Definition:
-
A kind of asset underlier.
-
Definition: The list of n assets which are used to determine a best or worst value in determining conditinal payoff commitments.
Synonym:
- payoff commitment reference asset
Model-Generated Definition:
-
Definition:
Synonym:
- payout option terms
Model-Generated Definition:
-
Definition:
Synonym:
- payroll service
Model-Generated Definition:
-
A kind of financial service.
-
Definition: a financial service, typically provided to small businesses that are not large enough to have an internal finance organization, that involves managing payment of wages to employees
Synonym:
- penalty interest balance applicability
Model-Generated Definition:
-
A kind of method.
-
Definition: Selection of types of balance to which pre-payment interest penalties may be applied.
Synonym:
- percentage c a v
Model-Generated Definition:
-
A kind of rate basis type.
-
Definition: Percentage specified as percent of CAV (Cumulative Average Value)
Synonym:
- percentage monetary amount
Model-Generated Definition:
-
A kind of monetary measure and rate.
-
Definition: a measure of some amount of money expressed as a percentage of some other amount, some notional amount or some concrete money amount
Synonym:
- percentage par
Model-Generated Definition:
-
A kind of rate basis type.
-
Definition: Figure specified as a percentage of Par Value
Synonym:
- percentage strike price specification
Model-Generated Definition:
-
A kind of strike price specification. A valid occurrence may have the following properties:
- strike price percentage any number of occurrences of percentage value.
-
Definition:
Synonym:
- percentage value
Model-Generated Definition:
-
A kind of numeric ratio value.
-
Definition: A percentage value is a numeric value representing a rate, number, or amount in each hundred.
Synonym:
- perception of risk
Model-Generated Definition:
-
Definition:
Synonym:
- performance determination method
Model-Generated Definition:
-
A kind of method. A valid occurrence may have the following properties:
- performance determination timeframe any number of occurrences of date period.
-
Definition: A method for performance determination (e.g. Time weighted and money weighted, annualized, gross of fee) along with the time frame in which this is determined. PLUS Performances NamePeriod
Synonym:
- periodic date series
Model-Generated Definition:
-
A kind of periodic time series. A valid occurrence satisfies the following necessary conditions:
- has beginning at least one occurrence of date.
- has series end at least one occurrence of date.
- has period duration at least one occurrence of known calendar duration.
-
Definition: A series of dates at regular intervals.
Synonym:
- periodic scheduled event date
Model-Generated Definition:
-
A kind of date.
-
Definition: the date on which a schedule event occurs in some parametric schedule
Synonym:
- periodic time series
Model-Generated Definition:
-
A kind of temporal thing. A valid occurrence satisfies the following necessary condition:
-
Definition:
Synonym:
- perpetual bond
Model-Generated Definition:
-
A kind of bond.
-
Definition: a bond that has no maturity date, i.e., one that pays interest in perpetuity
Synonym:
- perpetual floating rate note
Model-Generated Definition:
-
A kind of floating rate note.
-
Definition: A Floating Rate Note in which ... information to follow.
Synonym:
- person
Model-Generated Definition:
-
A kind of autonomous agent and independent party. A valid occurrence satisfies the following necessary conditions:
- has date of birth exactly one occurrence of date.
- has place of birth exactly one occurrence of physical location.
-
A valid occurrence may also have the following properties:
- has middle name or initial any number of values of string.
- has given name any number of values of string.
- has first name any number of values of string.
- has last name any number of values of string.
- has surname any number of values of string.
- has maiden name any number of values of string.
- has full legal name any number of values of string.
- has gender any number of values of string.
- has family name any number of values of string.
- has address any number of occurrences of physical address.
- has citizenship any number of occurrences of country.
-
Definition: a person; any member of the species homo sapiens
Synonym: natural person
- personal assessment facts at approval
Model-Generated Definition:
-
A kind of personal dated facts. A valid occurrence satisfies the following necessary condition:
- domiciled at least one occurrence of jurisdiction.
-
Definition: Pertinent economic facts about an individual person at the time a given loan was approved.
Synonym:
- personal consumption expenditures
Model-Generated Definition:
-
A kind of economic indicator.
-
Definition: an economic indicator representing a measure of the value of the goods and services purchased by, or on the behalf of, 'persons'
Synonym:
- personal dated facts
Model-Generated Definition:
-
A kind of borrower ongoing dated facts and information. A valid occurrence satisfies the following necessary condition:
- includes at least one occurrence of arrears payment history.
-
A valid occurrence may also have the following properties:
- repossession history any number of values of boolean.
- history 6 plus m arrears payments any number of values of string.
- history 1-6 m arrears payments any number of values of string.
- relates employment status any number of occurrences of employment status.
- gross income any number of occurrences of monetary amount.
-
Definition: Facts about a natural person. These are facts that are true as at a given time.
Synonym:
- personal loan
Model-Generated Definition:
-
A kind of loan drawdown. A valid occurrence satisfies the following necessary condition:
- drawn down by at least one occurrence of personal loan borrower.
-
Definition: Consumer Loan: The recipient (borrower) is an end consumer. Types: Home Mortgage
Synonym:
- personal loan borrower
Model-Generated Definition:
-
A kind of loan borrower. A valid occurrence satisfies the following necessary condition:
- borrower identity at least one occurrence of legally competent natural person.
-
Definition:
Synonym:
- personal loan borrower assessment information
Model-Generated Definition:
-
A kind of loan application borrower assessment information. A valid occurrence satisfies the following necessary conditions:
- is about borrower at least one occurrence of personal loan borrower.
- obtained from at least one occurrence of person.
-
A valid occurrence may also have the following properties:
- reference contact information any number of values of string.
- residency period any number of occurrences of duration.
- income verification method any number of occurrences of IncomeVerificationMethodSelection.
- records employment status as any number of occurrences of employment status.
-
Definition:
Synonym:
- personal loan contract
Model-Generated Definition:
-
A kind of loan contract. A valid occurrence satisfies the following necessary conditions:
- has borrower at least one occurrence of personal loan borrower.
- sets out terms for at least one occurrence of personal loan.
-
Definition: The contract for a loan which is advanced to an individual human beings or two more individual human beings in their personal capacities.
Synonym:
- personal mortgage loan borrower assessment information
Model-Generated Definition:
-
A kind of mortgage loan borrower assessment information and personal loan borrower assessment information.
-
Definition:
Synonym:
- phase
Model-Generated Definition:
-
A kind of time sensitive information.
-
Definition:
Synonym:
- phone number
Model-Generated Definition:
-
A kind of virtual address.
-
Definition: a virtual address for communication via phone
Synonym:
- PHP-PHIREF-BAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for PHP-PHIREF-BAP
Synonym:
- PHP-PHIREF-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for PHP-PHIREF-Bloomberg
Synonym:
- PHP-PHIREF-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for PHP-PHIREF-Reference Banks
Synonym:
- PHP-Semi-Annual Swap Rate-11:00-BGCANTOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for PHP-Semi-Annual Swap Rate-11:00-BGCANTOR
Synonym:
- PHP-Semi-Annual Swap Rate-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for PHP-Semi-Annual Swap Rate-Reference Banks
Synonym:
- physical address
Model-Generated Definition:
-
A kind of address. A valid occurrence satisfies the following necessary condition:
- is index to exactly one occurrence of physical location.
-
A valid occurrence may also have the following properties:
- has postal code any number of values of any type.
- has address line 3 any number of values of any type.
- has address line 2 any number of values of any type.
- has address line 1 any number of values of any type.
- has address line 4 any number of values of any type.
- has address number within building any number of values of any type.
- has address number any number of values of any type.
-
Definition: a physical address where communications can be addressed, papers served or representatives located for any kind of organization or person
Synonym:
- physical asset
Model-Generated Definition:
-
A kind of measurable asset. A valid occurrence satisfies the following necessary condition:
- physical asset takes form at least one occurrence of discrete physical thing.
-
Definition: A Physical Thing held by some party and having some value.
Synonym:
- physical item
Model-Generated Definition:
-
Definition: Something you can touch.
Synonym:
- physical location
Model-Generated Definition:
-
A kind of location.
-
Definition: A location in physical space
Synonym:
- physical site
Model-Generated Definition:
-
A kind of site. A valid occurrence satisfies the following necessary conditions:
- is located at exactly one occurrence of physical location.
- has identity exactly one occurrence of address.
-
Definition: A physical site is a an actual location that situates something, typically a structure or building, archeological dig, landing location for an aircraft or spacecraft, etc. From biology, this could also be the site of a wound, and active site, and so forth. A physical site has certain characteristics that contribute to the context it provides, including area, shape, accessibility, and in the case of a geographic site, landforms, soil and ground conditions, climate, and so forth.
Synonym:
- place of incorporation change
Model-Generated Definition:
-
A kind of organization modification event.
-
Definition: Changes in the state of incorporation for US companies and changes in the place of incorporation for foreign companies. Where shares need to be registered following the incorporation change, the holder(s) may have to elect the registrar. SWIFT = PLAC
Synonym:
- placement agreement
Model-Generated Definition:
-
A kind of securities issuance agreement and written contract.
-
Definition:
Synonym:
- planned amortization class bond
Model-Generated Definition:
-
A kind of agency c m o. A valid occurrence satisfies the following necessary condition:
- specifies at least one occurrence of p a c tranche amortization schedule.
-
A valid occurrence may also have the following properties:
- supported by any number of occurrences of planned amortization class bond.
- supported by any number of occurrences of planned amortization class bond.
- provides prepayment support for any number of occurrences of planned amortization class bond.
- maximum prepayment speed any number of occurrences of payment speed.
- provides prepayment support for any number of occurrences of planned amortization class bond.
-
Definition: Planned Amortization Class tranche.This is a tranche where the principal payment must follow a certain schedule.
Synonym:
- PLN-POLONIA-OIS-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for PLN-POLONIA-OIS-COMPOUND
Synonym:
- PLN-WIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for PLN-WIBOR-Reference Banks
Synonym:
- PLN-WIBOR-WIBO
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for PLN-WIBOR-WIBO
Synonym:
- PLZ-WIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for PLZ-WIBOR-Reference Banks
Synonym:
- PLZ-WIBOR-WIBO
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for PLZ-WIBOR-WIBO
Synonym:
- point of purchase survey
Model-Generated Definition:
-
A kind of statistical program.
-
Definition: a program conducted on a regular basis that provides information on purchases of various items and services by consumers
Synonym:
- policy
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- constrains at least one occurrence of strategy.
- sets at least one occurrence of restriction.
-
Definition: A high-level overall plan embracing the general goals and acceptable procedures especially of a governmental body Further notes: A policy defines the requirements and constraints for a strategy in which some entity pursues some goals.
Synonym:
- policyholder
Model-Generated Definition:
-
A kind of contract counterparty.
-
Definition: a counterparty to and typically owner of an insurance policy; an insured party
Synonym:
- polity
Model-Generated Definition:
-
A kind of government body and legal person. A valid occurrence satisfies the following necessary conditions:
- has sovereignty over at least one occurrence of geopolitical entity.
- is represented by at least one occurrence of government.
-
A valid occurrence may also have the following properties:
- has shared sovereignty over any number of occurrences of any type.
- has partial sovereignty over any number of occurrences of any type.
- has full sovereignty over any number of occurrences of any type.
-
Definition: a legal person that is a supranational entity, crown, state, or subordinate civil authority, such as a province, prefecture, county, municipality, city, or district representing the people of that entity
Synonym:
- pool
Model-Generated Definition:
-
A kind of collection. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of pool constituent.
-
Definition: a combination of resources for a common purpose or benefit
Synonym:
- pool analytical parameter
Model-Generated Definition:
-
A kind of analytical information.
-
Definition: Paramater that describes some aspect of the behaviour of some kind of pool.
Synonym:
- pool backed deal prospectus
Model-Generated Definition:
-
A kind of prospectus.
-
Definition: Prospectus describing the terms of the issue and each of the instruments included in the pool backed security issue. Term origin:SMER
Synonym:
- pool backed securities deal
Model-Generated Definition:
-
A kind of debt offering. A valid occurrence satisfies the following necessary conditions:
- has issuer at least one occurrence of pool backed security issuer.
- has underlying at least one occurrence of issued and securitized pool of individual debts.
-
A valid occurrence may also have the following properties:
- deal amount any number of occurrences of monetary amount.
-
Definition: The issue of a series of Pool Backed Security certificates. These are (at least in this context) securities issued backed by a pool of individual loans, mortgages or other individual loan products.
Synonym:
- pool backed security instrument
Model-Generated Definition:
-
A kind of cash structured finance instrument. A valid occurrence satisfies the following necessary conditions:
- is tranche of at least one occurrence of pool of individual debts.
- defines terms for at least one occurrence of collateralized debt.
- issued by at least one occurrence of pool backed security issuer.
-
Definition: A type of bond or note which derives its cashflow from some underlying pool of debt in which loans or mortgage advanced to borrowers are pooled together for the purposes of creating this type of security. Further notes: This is distinguished from CDO instruments which have an underlying pool of debt securities, as distinct from an underlying pool of loan products such as mortgages, credit cards or loans.
Synonym:
- pool backed security issuer
Model-Generated Definition:
-
A kind of issuer. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of corporation.
-
Definition: The issuer of a Pool Backed Security. This may be an Asset Backed Security, Mortgage Backed Security or CDO.
Synonym:
- pool backed security securitization process
Model-Generated Definition:
-
A kind of debt securitization process.
-
Definition:
Synonym:
- pool backed security securitization process actor
Model-Generated Definition:
-
A kind of securitization process actor. A valid occurrence may have the following properties:
- assesses any number of occurrences of issuance process activity.
-
Definition:
Synonym:
- pool conformance criteria
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- defines criteria for at least one occurrence of not yet issued agency mortgage pool.
-
A valid occurrence may also have the following properties:
- maximum loan balance any number of occurrences of numeric amount.
- minimum rating any number of occurrences of investment credit rating.
-
Definition:
Synonym:
- pool constituent
Model-Generated Definition:
-
A kind of thing in role. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: something that is a component of a pool
Synonym:
- pool equity
Model-Generated Definition:
-
A kind of equity. A valid occurrence satisfies the following necessary condition:
- represents an interest in at least one occurrence of pool.
-
Definition: a share or proportion of the capital gains in some pool investment such as a fund or a debt asset pool
Synonym:
- pool factor
Model-Generated Definition:
-
A kind of reference factor. A valid occurrence may have the following properties:
- decimal places any number of values of integer.
- factor value any number of occurrences of timed percentage.
-
Definition: How much of the original pool is still outstanding. This is a number below one. Expressed as percentage.
Synonym:
- pool of individual debts
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- backs at least one occurrence of pool backed security instrument.
- has analytic at least one occurrence of loan pool analytic.
- develops into at least one occurrence of pool of individual debts.
-
A valid occurrence may also have the following properties:
- lifecycle state any number of occurrences of PoolLifecycleStateSelection.
-
Definition:
Synonym:
- pool paydown rate
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- derived from at least one occurrence of pool factor.
-
Definition: The rate at which the pool is paying down. This is based on observed factor. CPR, SMM, etc. etc. Measured differently for different kinds of security. CBO might have a prepayment rate for example if the underlying bond is callable. with a non agency mortgge dela, defualts will effect this. so for instance there is principal is no lnger inthe pool because the mortgagee defaults. With agency these are not taken out in the case of default but for non agency these mortgages are removed from the pool if and when a mortgagee defualts.
Synonym:
- pool ready for issue
Model-Generated Definition:
-
Definition:
Synonym:
- pool trustee
Model-Generated Definition:
-
A kind of party in role. A valid occurrence satisfies the following necessary condition:
- may become at least one occurrence of tranched m b s issue underwriter.
-
Definition:
Synonym:
- pool weighted average loan age
Model-Generated Definition:
-
A kind of loan pool analytic. A valid occurrence satisfies the following necessary condition:
- derived from at least one occurrence of loan age.
-
Definition: A dollar-weighted average measuring the age of the individual loans in a mortgage pass-through or pooled security, such as Ginnie Mae or a Freddie Mac security. The WALA is measured as the time in months since the origination of the loans, with the weighting based on each loan's size in proportion to the aggregate total of the pool.
Synonym:
- pool weighted average remaining maturity
Model-Generated Definition:
-
A kind of loan pool analytic. A valid occurrence may have the following properties:
- derived from at least one occurrence of (Unnamed Class).
-
Definition: The weighted average of the time until all maturities on loans in a pool. The higher the weighted average to maturity of the loans, the longer the loans in the pool have until maturity. REVIEW: Adapted from instrument specific definition from Investopedia. Review of 23 September identified that certain figures exist for pool and for instrument, whereas Investopedia definition was for Instrument (tranche, class etc.).
Synonym:
- pooled fund
Model-Generated Definition:
-
A kind of pool. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of amount of money.
-
Definition: a pool of funds that a group of investors combines for common benefit
Synonym:
- PoolLifecycleStateSelection
Model-Generated Definition:
-
A kind of phase.
-
Definition:
Synonym:
- populated place
Model-Generated Definition:
-
A kind of physical location.
-
Definition: a community in which people live or have lived, without being specific as to size, population or importance
Synonym:
- population not in the labor force
Model-Generated Definition:
-
A kind of civilian non-institutional population.
-
Definition: a subset of the civilian, noninstitutional population, that is considered neither employed nor unemployed by the reporting agency during the reporting period
Synonym:
- portfolio
Model-Generated Definition:
-
A kind of collection. A valid occurrence satisfies the following necessary conditions:
- is managed by at least one occurrence of (Unnamed Class).
- comprises at least one occurrence of portfolio holding.
-
A valid occurrence may also have the following properties:
- is held by any number of occurrences of investor, security holder, or financial service provider.
-
Definition: a collection of investments (financial assets) such as stocks, bonds and cash equivalents, as well as mutual funds
Synonym:
- portfolio benchmark
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- applies to at least one occurrence of fund portfolio.
- defines benchmark at least one occurrence of market rate.
-
A valid occurrence may also have the following properties:
- description any number of values of string.
- minimum deviation any number of occurrences of percentage value.
- benchmark weight any number of occurrences of percentage value.
- maximum deviation any number of occurrences of percentage value.
-
Definition: Security or other price against which the performance of the portfolio is evaluated.
Synonym:
- portfolio holding
Model-Generated Definition:
-
A kind of financial asset. A valid occurrence satisfies the following necessary condition:
- is a part of at least one occurrence of portfolio.
-
A valid occurrence may also have the following properties:
- is held by any number of occurrences of investor, security holder, or financial service provider.
-
Definition: the contents of holding of one or more portfolios of investments held by an individual investor or entity
Synonym:
- portfolio investment strategy
Model-Generated Definition:
-
A kind of investment strategy. A valid occurrence satisfies the following necessary condition:
- includes at least one occurrence of fund portfolio investment limitations.
-
A valid occurrence may also have the following properties:
- investment focus any number of values of string.
-
Definition: The manner in which the portfolio manager tries to reach the funds objectives.
Synonym:
- portfolio management
Model-Generated Definition:
-
A kind of investment management.
-
Definition:
Synonym:
- portfolio manager
Model-Generated Definition:
-
A kind of organization member. A valid occurrence satisfies the following necessary condition:
- manages at least one occurrence of fund portfolio.
-
A valid occurrence may also have the following properties:
- is played by at least one occurrence of (Unnamed Class).
- has contact details any number of occurrences of any type.
-
Definition: person or entity responsible for day to day investment decisions for a fund or asset
Synonym:
- position
Model-Generated Definition:
-
A kind of holding. A valid occurrence satisfies the following necessary condition:
- has owned thing exactly one occurrence of asset.
-
Definition: an investor's stake, i.e., a holding, in a particular asset (such as an individual security)
Synonym:
- post box
Model-Generated Definition:
-
A kind of physical location.
-
Definition: A PO Box.
Synonym:
- post code area
Model-Generated Definition:
-
A kind of geophysical location and physical location.
-
Definition: a physical area uniquely identified by some postal code
Synonym:
- post merger securities exchange
Model-Generated Definition:
-
A kind of issuer corporate action. A valid occurrence satisfies the following necessary conditions:
- exchanges into at least one occurrence of security.
- exchanges from at least one occurrence of security.
-
A valid occurrence may also have the following properties:
- defines additional any number of occurrences of negotiable cash.
- defines additional any number of occurrences of negotiable cash.
-
Definition: Mandatory or voluntary exchange of an outstanding securities as the result of two or more companies combining assets. Cash payments may accompany share exchange.
Synonym:
- post merger securities exchange notification
Model-Generated Definition:
-
A kind of issuer corporate action notification message.
-
Definition: Notification of mandatory or voluntary exchange of outstanding securities as the result of two or more companies combining assets.
Synonym:
- postal address
Model-Generated Definition:
-
A kind of physical address.
-
Definition: a physical address where postal communications can be addressed, for any kind of organization or person
Synonym:
- postal address element
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- identifies physical address component at least one occurrence of (Unnamed Class).
-
Definition: Text which is part of some Postal Address. Editorial Note: This is labeled as Address Element but is specific to Postal Addresses. The more general term for elements of any type of address is Address Component. This also covers e.g. network addresses, URIs.
Synonym:
- postal code
Model-Generated Definition:
-
A kind of postal address element. A valid occurrence satisfies the following necessary condition:
- identifies post code area at least one occurrence of post code area.
-
A valid occurrence may also have the following properties:
- postal code any number of values of string.
-
Definition:
Synonym:
Model-Generated Definition:
-
A kind of option premium pre or post type.
-
Definition:
Synonym:
- potential agency m b s issuer
Model-Generated Definition:
-
A kind of pool backed security securitization process actor. A valid occurrence satisfies the following necessary conditions:
- finalizes at least one occurrence of finalize pool content.
- validates at least one occurrence of validate conformance.
- identifies at least one occurrence of identify conforming mortgage.
- assesses at least one occurrence of assess pool suitablility for issuance.
- purchases at least one occurrence of acquire mortgage.
- adds at least one occurrence of add mortgage to pool.
- assesses at least one occurrence of classify mortgage.
-
Definition: The entity which will become the issuing party for the pass through MBS Issue. This entity is the principal actor in most of the activities involved in the issue. Term origin:MBS PoC Reviews
Synonym:
- potential issuer
Model-Generated Definition:
-
A kind of securities issuance process actor. A valid occurrence satisfies the following necessary condition:
- is potential issuer at least one occurrence of securities issuance process.
-
Definition:
Synonym:
- potential m b s investor
Model-Generated Definition:
-
Definition:
Synonym:
- potential muni underwriter
Model-Generated Definition:
-
A kind of potential underwriter. A valid occurrence satisfies the following necessary condition:
- underwrites at least one occurrence of securities underwriting issuance process.
-
Definition: An intermediary between an issuer of a security and the investing public. An underwriter can either be DTC Participant or Correspondent who would clear the underwriting deal using the Crediting Participant.
Synonym:
- potential non agency m b s issuer
Model-Generated Definition:
-
A kind of pool backed security securitization process actor. A valid occurrence satisfies the following necessary conditions:
- assesses at least one occurrence of assess pool suitability for issuance.
- assesses at least one occurrence of assess ratings.
-
Definition: The entity which will become the issuing party for the Tranched MBS Issue. This entity is the principal actor in most of the activities involved in the issue. Term origin:MBS PoC Reviews
Synonym:
- potential pass through issuance underwriter
Model-Generated Definition:
-
A kind of potential underwriter.
-
Definition: The entity which will become the underwriter for the pass through MBS issue. Term origin:MBS PoC Reviews
Synonym:
Model-Generated Definition:
-
A kind of potential underwriter.
-
Definition:
Synonym:
- potential tranched issue underwriter
Model-Generated Definition:
-
A kind of potential underwriter.
-
Definition: The entity which will become the underwriter for the tranched MBS issue. Term origin:MBS PoC Reviews
Synonym:
- potential underwriter
Model-Generated Definition:
-
A kind of securities issuance process actor.
-
Definition: The entity which will become the underwriter for an issue. Term origin:MBS PoC Reviews
Synonym:
- pound sterling LIBOR
Model-Generated Definition:
-
A kind of London Interbank Offered Rate.
-
Definition: a London interbank offered rate with a reference currency in Pounds Sterling
Synonym:
- power of attorney
Model-Generated Definition:
-
A kind of legal capacity. A valid occurrence satisfies the following necessary condition:
- is conferred on at least one occurrence of legally competent natural person.
-
A valid occurrence may also have the following properties:
- has effective date any number of occurrences of date.
-
Definition: legal authorization given by one party (the principal) to another (the agent or attorney-in-fact) to perform certain acts on the principal's behalf
Synonym:
- pre approval contract
Model-Generated Definition:
-
A kind of written contract. A valid occurrence satisfies the following necessary conditions:
- has interest rate at least one occurrence of interest rate.
- has approved amount at least one occurrence of monetary amount.
-
Definition: a written commitment to lend when specified conditions are met, e.g. finding suitable property, and unchanged creditworthiness
Synonym:
- pre trade
Model-Generated Definition:
-
A kind of investment management.
-
Definition:
Synonym:
- pre-approval request
Model-Generated Definition:
-
A kind of request. A valid occurrence satisfies the following necessary conditions:
- has requested amount at least one occurrence of monetary amount.
- has borrower at least one occurrence of borrower.
-
Definition: a request from a potential borrower that a lender commit to pre-approving the borrower for a loan of up to a specified amount of money
Synonym:
Model-Generated Definition:
-
A kind of contractual right.
-
Definition: the rights of various parties in respect of the assets of some entity in the event of that entity being wound up
Synonym:
- precious metal
Model-Generated Definition:
-
A kind of negotiable commodity.
-
Definition: a metal that is considered to be rare and/or have a high economic value
Synonym:
- precious metal identifier
Model-Generated Definition:
-
A kind of code element and identifier. A valid occurrence satisfies the following necessary conditions:
- identifies at least one occurrence of precious metal.
- denotes at least one occurrence of precious metal.
-
Definition: the trigraph representing the precious metal
Synonym:
- preference
Model-Generated Definition:
-
Definition:
Synonym:
Model-Generated Definition:
-
A kind of share. A valid occurrence satisfies the following necessary conditions:
- has coupon at least one occurrence of (Unnamed Class).
- is senior to at least one occurrence of common share.
-
A valid occurrence may also have the following properties:
- confers any number of occurrences of extraordinary voting right.
-
Definition: a share that pays dividends at a specified rate and has preference over common shares in the payment of dividends and liquidation of corporate assets
Synonym: preference share
Model-Generated Definition:
-
A kind of commitment. A valid occurrence may have the following properties:
- has schedule at most one occurrence of dividend or share coupon schedule.
- has dividend rate at most one occurrence of percentage monetary amount.
- has grace period at most one occurrence of duration.
- has distribution method at most one occurrence of dividend distribution method.
- has payment amount at most one occurrence of monetary amount.
-
Definition: a commitment to distribute a portion of earnings to shareholders, similar to a dividend but often with a fixed payment amount and schedule
Synonym:
Model-Generated Definition:
-
A kind of fund share class unit.
-
Definition:
Synonym:
Model-Generated Definition:
-
A kind of option party. A valid occurrence satisfies the following necessary condition:
- is usually at least one occurrence of option buyer.
-
Definition: The party responsible for making the payment of an Equity Option Premium.
Synonym:
Model-Generated Definition:
-
A kind of option premium expression. A valid occurrence may have the following properties:
- percentage of notional any number of occurrences of percentage value.
-
Definition: The expression of the premium as a percentage of the notional value of the transaction.
Synonym:
Model-Generated Definition:
-
A kind of option premium expression. A valid occurrence may have the following properties:
- price per option any number of occurrences of monetary amount.
-
Definition: The expression of the premium as a function of the number of options.
Synonym:
Model-Generated Definition:
-
A kind of option party.
-
Definition: The party that receives the payments of an Equity Option Premium. FpML: 'A reference to the party that receives the payments corresponding to this structure.'
Synonym:
Model-Generated Definition:
-
A kind of option premium pre or post type.
-
Definition:
Synonym:
- prepayment
Model-Generated Definition:
-
A kind of payment.
-
Definition:
Synonym:
- prepayment speed
Model-Generated Definition:
-
A kind of loan pool analytic. A valid occurrence satisfies the following necessary condition:
- determined by at least one occurrence of loan pool prepayment model.
-
A valid occurrence may also have the following properties:
- prepayment speed value any number of occurrences of dated percentage.
-
Definition: The rate at which the pool is paying down.
Synonym:
- prescriptive event
Model-Generated Definition:
-
A kind of occurrence kind.
-
Definition: an event related to the imposition or enforcement of a rule, method, formula, etc.
Synonym:
- present
Model-Generated Definition:
-
A kind of Tense.
-
Definition:
Synonym:
- pretrade quotes
Model-Generated Definition:
-
A kind of pre trade.
-
Definition:
Synonym:
- pretrade reference data provision
Model-Generated Definition:
-
A kind of pre trade.
-
Definition:
Synonym:
- price (from package /Imported Ontologies/AccountsMain/price)
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- purports to reflect at least one occurrence of (Unnamed Class).
- is of at least one occurrence of economic resource.
- reflects value at least one occurrence of economic value.
-
Definition: Some monetary value ascribed to something, as being a measure of its value or perceived value.
Synonym:
- price (from package /Imported Ontologies/Currency Amount Ontology/price)
Model-Generated Definition:
-
A kind of quantity value.
-
Definition: an amount of money, goods, or services requested, expected, required, or given in exchange for something else
Synonym:
- price analytic
Model-Generated Definition:
-
A kind of financial instrument analytical parameter and market data. A valid occurrence satisfies the following necessary condition:
- derived from at least one occurrence of price.
-
Definition: Information that is about prices, rather than actually being a price.
Synonym:
- price barter specification
Model-Generated Definition:
-
A kind of price exchange specification. A valid occurrence may have the following properties:
- numerator quantity any number of occurrences of timed numeric amount.
- denominator quantity any number of occurrences of timed numeric amount.
-
Definition: The specification of the price of some item in terms of the number of some other (non currency) items of value that may exchanged for some quantity of the item so prices.
Synonym:
- price determination method
Model-Generated Definition:
-
A kind of variable determination method.
-
Definition: The way in which the price of something is determined or is to be determined.
Synonym:
- price exchange specification
Model-Generated Definition:
-
A kind of price specification and timed parameter. A valid occurrence satisfies the following necessary conditions:
- numerator refers to at least one occurrence of economic resource.
- denominator refers to at least one occurrence of economic resource.
-
Definition: The specification of a price in terms of the exchange of some quantity of some item of value in return for some quantity of the item so priced. That is, a simple price or exchange ratio which specifies the amount of an asset that will be exchanged for another asset;
Synonym:
- price interpolation specification
Model-Generated Definition:
-
A kind of price parameter specification. A valid occurrence satisfies the following necessary condition:
- interpolated between exactly two occurrences of traded security published price.
-
Definition: A price which is an interpolation between two publicly available prices fo rths instrument.
Synonym:
- price model specification
Model-Generated Definition:
-
A kind of price parameter specification. A valid occurrence satisfies the following necessary condition:
- uses at least one occurrence of pricing model.
-
Definition: The specification of a price using a model.
Synonym:
- price parameter specification
Model-Generated Definition:
-
A kind of formula argument and price specification. A valid occurrence satisfies the following necessary condition:
- specifies use of at least one occurrence of timed parameter.
-
Definition: The specification of a price as a quote of the primary parameter passed into an algorithm used to calculate the Present Value of the relevant Asset.
Synonym:
- price rate spread specification
Model-Generated Definition:
-
A kind of price spread specification.
-
Definition: The specification of a price in terms of the difference between that price as a percentage, and some publicly available rate at that same point in time, such as the interest rate on a Treasury Note or an inter-bank rate (IBOR).
Synonym:
- price ratio specification
Model-Generated Definition:
-
A kind of price exchange specification. A valid occurrence may have the following properties:
- numerator any number of occurrences of timed percentage.
- denominator any number of occurrences of percentage value.
-
Definition: The specification of a price in terms of some ratio to the face value of the item, expressed as a percentage. Security price per Hundred.
Synonym:
- price specification
Model-Generated Definition:
-
Definition: The specification of a price, that is some formal and actionable definition of the value in exchange of some item.
Synonym:
- price spread
Model-Generated Definition:
-
A kind of spread. A valid occurrence may have the following properties:
- is between any number of occurrences of monetary price.
-
Definition: The difference between two prices.
Synonym:
- price spread specification
Model-Generated Definition:
-
A kind of price parameter specification. A valid occurrence satisfies the following necessary condition:
- specifies use of at least one occurrence of spread.
-
A valid occurrence may also have the following properties:
- value any number of occurrences of timed percentage.
-
Definition: The specification of a price in terms of the difference between that price and some other paramater at that same point in time.
Synonym:
- price structure
Model-Generated Definition:
-
A kind of dated structured collection. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of quoted price.
-
Definition: a structured collection of quoted prices, such as market prices for some index or security, such that volatility may be constructed for the structure
Synonym:
- price value
Model-Generated Definition:
-
Definition: Value given to a price. FIBIM
Synonym:
- price volatility
Model-Generated Definition:
-
A kind of volatility. A valid occurrence satisfies the following necessary condition:
- has argument at least one occurrence of price structure.
-
Definition: a statistical measure of the rate of change in pricing for a given security or market index
Synonym:
- price volatility specification
Model-Generated Definition:
-
A kind of price parameter specification. A valid occurrence may have the following properties:
- value any number of occurrences of timed percentage.
-
Definition: The specification of an option price in terms of its volatility, that being a measure of the variability of the price of the transaction over which the beneficiary of the option has control.
Synonym:
- price yield spread specification
Model-Generated Definition:
-
A kind of price spread specification. A valid occurrence satisfies the following necessary condition:
- determined relative to at least one occurrence of market rate.
-
Definition: The specification of a price in terms of the difference between the yield that an investor requires for an investment and the published yield on some reference instrument at that same point in time, such as a Treasury Note.
Synonym:
- pricing model
Model-Generated Definition:
-
A kind of mathematical model. A valid occurrence may have the following properties:
- model description any number of values of string.
-
Definition: The model used in the Price Model Specification.
Synonym:
- primary borrower
Model-Generated Definition:
-
A kind of loan borrower.
-
Definition:
Synonym:
- primary business address relation
Model-Generated Definition:
-
A kind of business site.
-
Definition:
Synonym:
- primary federal regulator
Model-Generated Definition:
-
A kind of regulatory agency. A valid occurrence may have the following properties:
- is played by exactly one occurrence of (Unnamed Class).
-
Definition: the primary federal regulator for an institution as defined by the National Information Center (NIC) registry
Synonym:
- primary identifier issuer
Model-Generated Definition:
-
A kind of contract third party.
-
Definition: The party which formally issues the primary security identifier to the security. Term origin:MBS PoC Reviews
Synonym:
- primary investor
Model-Generated Definition:
-
Definition: A party which becomes the primary investor in the issue, by purchasing some of the tranches of the issue. Term origin:MBS PoC Reviews
Synonym:
- primary market
Model-Generated Definition:
-
A kind of financial industry context.
-
Definition: Issuance and primary market trading of new Traded Financial Instruments
Synonym:
- primary market closing
Model-Generated Definition:
-
A kind of primary market.
-
Definition:
Synonym:
- primary market indications of interest
Model-Generated Definition:
-
A kind of pre trade.
-
Definition:
Synonym:
- primary security offering distribution
Model-Generated Definition:
-
A kind of security offering distribution method.
-
Definition: The original sale of a company's securities, in which the proceeds from the sale are received directly by the company.
Synonym:
- principal
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is principal of at least one occurrence of debt.
-
Definition: with respect to a debt: the value of an obligation, such as a bond or loan, raised and that must be repaid at maturity; for investments: the original amount of money invested, separate from any associated interest, dividends or capital gains
Synonym:
- principal payment calculation
Model-Generated Definition:
-
A kind of expression. A valid occurrence satisfies the following necessary condition:
- has argument at least one occurrence of principal.
-
Definition: a formula for calculation of principal payments for certain kinds of bonds
Synonym:
- principal repayment terms
Model-Generated Definition:
-
A kind of debt terms. A valid occurrence satisfies the following necessary condition:
- governs payment of at least one occurrence of principal.
-
A valid occurrence may also have the following properties:
- has principal repayment date any number of occurrences of date.
- has principal payment frequency any number of occurrences of recurrence interval.
- has principal payment day any number of occurrences of day of the month.
- has an extension provision at most one occurrence of extension provision.
- has initial principal payment date any number of occurrences of date.
-
Definition: contract terms that specify requirements for repayment of the principal
Synonym:
- principal underwriter
Model-Generated Definition:
-
A kind of underwriter.
-
Definition: Principal underwriter of or for any investment company other than a closed-end company, or of any security issued by such a company, means any underwriter who as principal purchases from such company, or pursuant to contract has the right (whether absolute or conditional) from time to time to purchase from such company, any such security for distribution, or who as agent for such company sells or has the right to sell any such security to a dealer or to the public or both, but does not include a dealer who purchases from such company through a principal underwriter acting as agent for such company. Principal underwriter of or for a closed-end company or any issuer which is not an investment company, or of any security issued by such a company or issuer, means any underwriter who, in connection with a primary distribution of securities, (a) is in privity of contract with the issuer or an affiliated person of the issuer; (b) acting alone or in concert with one or more other persons, initiates or directs the formation of an underwriting syndicate; or (c) is allowed a rate of gross commission, spread, or other profit greater than the rate allowed another underwriter participating in the distribution.
Synonym:
- principal-only strip
Model-Generated Definition:
-
A kind of strip.
-
Definition: a strip that represents the principal portion of the monthly payments on the underlying debt instrument, such as a bond
Synonym:
- priority issue
Model-Generated Definition:
-
Definition: Form of open or public offer where priority is given to existing shareholders due to limited amount of securities available in the offer. Shareholders can buy a type of security during a short period of time.
Synonym:
- priority level
Model-Generated Definition:
-
A kind of contractual element.
-
Definition: the level of priority that guaranty has in the context of the contract, for example for a credit enhancement priority
Synonym:
- private company with limited liability
Model-Generated Definition:
-
A kind of business entity and legal entity.
-
Definition: a hybrid business entity having certain characteristics of both a corporation and a partnership or sole proprietorship (depending on how many owners there are).
Synonym:
- private equity holding
Model-Generated Definition:
-
A kind of portfolio holding. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of privately held share.
-
Definition: A holding of private equity.
Synonym:
- private label m b s deal
Model-Generated Definition:
-
A kind of m b s deal.
-
Definition:
Synonym:
- private offering
Model-Generated Definition:
-
A kind of offer issue. A valid occurrence satisfies the following necessary condition:
- is evidenced by at least one occurrence of private placement memorandum.
-
Definition: an offering of securities made privately to a limited number of qualified potential investors
Synonym: private placement
- private placement
Model-Generated Definition:
-
A kind of securities issuance process.
-
Definition:
Synonym:
- private placement memorandum
Model-Generated Definition:
-
A kind of offering document.
-
Definition: a legal document stating the objectives, risks and terms of investment involved with a private placement
Synonym: offering memorandum
- privately held company
Model-Generated Definition:
-
A kind of stock corporation.
-
Definition: A firm whose issued shares are all held by a family or a small group of investors and, therefore, cannot be bought by the public.
Synonym:
- closed corporation
- privately held corporation
Model-Generated Definition:
-
A kind of share.
-
Definition: a share in a security that signifies ownership in an entity that is not publicly traded
Synonym:
- pro rata call
Model-Generated Definition:
-
A kind of partial call allocation.
-
Definition:
Synonym:
- probability
Model-Generated Definition:
-
A kind of numerical parameter. A valid occurrence may have the following properties:
- percentage probability any number of occurrences of percentage value.
-
Definition:
Synonym:
- probability distribution
Model-Generated Definition:
-
A kind of mathematical model.
-
Definition:
Synonym:
- probability of default
Model-Generated Definition:
-
A kind of probability.
-
Definition: The probability of some default on some obligation.
Synonym:
- process participant
Model-Generated Definition:
-
Definition:
Synonym:
- producer
Model-Generated Definition:
-
A kind of party in role. A valid occurrence satisfies the following necessary condition:
-
Definition: the manufacturer of a product, also called maker
Synonym:
- producer price index
Model-Generated Definition:
-
A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:
- applies to at least one occurrence of (Unnamed Class).
- has argument exactly one occurrence of (Unnamed Class).
- has indicator value exactly one occurrence of numeric index.
- has argument at least one occurrence of fixed basket.
-
Definition: an economic indicator representing a measure of the rate of change over time in the prices of goods and services bought and sold by producers
Synonym:
- product
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is produced by at least one occurrence of producer.
-
A valid occurrence may also have the following properties:
- has lifecycle any number of occurrences of product lifecycle.
- is supplied by any number of occurrences of supplier.
- is characterized by any number of occurrences of catalog.
-
Definition: A commercially distributed good that is (1) tangible property, (2) the output or result of a fabrication, manufacturing, or production process, or (3) something that passes through a distribution channel before being consumed or used.
Synonym:
- product disclosure requirement
Model-Generated Definition:
-
A kind of disclosure requirement. A valid occurrence satisfies the following necessary conditions:
- governs at least one occurrence of good faith estimate.
- governs at least one occurrence of loan product representations.
-
Definition: A requirement governing what representations can be made about a product, as it affects the consumer.
Synonym:
- product disclosure right
Model-Generated Definition:
-
A kind of information right.
-
Definition: The right to information about products at the point of purchasing these.
Synonym:
- product identifier
Model-Generated Definition:
-
A kind of identifier. A valid occurrence satisfies the following necessary condition:
- identifies exactly one occurrence of product.
-
Definition: an identifier for a product
Synonym:
- product lifecycle
Model-Generated Definition:
-
A kind of lifecycle. A valid occurrence satisfies the following necessary conditions:
- has stage at least one occurrence of product lifecycle stage.
- is lifecycle of at least one occurrence of product.
- defines at least one occurrence of product lifecycle stage.
-
Definition: a lifecycle specific to a product or product family
Synonym:
- product lifecycle event
Model-Generated Definition:
-
A kind of lifecycle event. A valid occurrence satisfies the following necessary condition:
- applies to at least one occurrence of product lifecycle stage.
-
Definition: a kind of event that occurs during one or more stages of a product lifecycle
Synonym:
- product lifecycle event occurrence
Model-Generated Definition:
-
A kind of lifecycle event occurrence. A valid occurrence satisfies the following necessary conditions:
- exemplifies exactly one occurrence of product lifecycle event.
- applies to at least one occurrence of product lifecycle stage occurrence.
-
Definition: an occurrence of an event that occurs during a specific stage of a specific product lifecycle
Synonym:
- product lifecycle occurrence
Model-Generated Definition:
-
A kind of lifecycle occurrence. A valid occurrence satisfies the following necessary conditions:
- exemplifies exactly one occurrence of product lifecycle.
- has stage at least one occurrence of product lifecycle stage occurrence.
-
Definition: a realization of a product lifecycle
Synonym:
- product lifecycle stage
Model-Generated Definition:
-
A kind of lifecycle stage. A valid occurrence satisfies the following necessary conditions:
- has definition at least one occurrence of product lifecycle.
- comprises at least one occurrence of product lifecycle event.
- is stage of at least one occurrence of product lifecycle.
- classifies at least one occurrence of product.
-
Definition: a phase in a product lifecycle
Synonym:
- product lifecycle stage occurrence
Model-Generated Definition:
-
A kind of lifecycle stage occurrence. A valid occurrence satisfies the following necessary conditions:
- exemplifies exactly one occurrence of product lifecycle stage.
- comprises at least one occurrence of product lifecycle event occurrence.
- is stage of at least one occurrence of product lifecycle occurrence.
-
Definition: an instance of a phase in an occurrence of a given product lifecycle
Synonym:
- product requirement
Model-Generated Definition:
-
A kind of business requirement.
-
Definition:
Synonym:
- productivity
Model-Generated Definition:
-
A kind of economic indicator and expression. A valid occurrence satisfies the following necessary condition:
- has indicator value exactly one occurrence of ratio value.
-
Definition: an economic indicator representing a ratio of a volume measure of output to a volume measure of input use
Synonym:
- profit objective
Model-Generated Definition:
-
A kind of business objective.
-
Definition: an objective that reflects pursuit of a financial benefit that may be realized when the amount of revenue gained from a business activity exceeds the expenses, costs and taxes needed to sustain that activity
Synonym:
- for profit objective
- profit motive
- project goal
Model-Generated Definition:
-
A kind of goal.
-
Definition: Some stated goal of a project as set out in the project planning documentation.
Synonym:
- project risk
Model-Generated Definition:
-
A kind of risk. A valid occurrence satisfies the following necessary condition:
- impact at least one occurrence of project risk consequence.
-
Definition:
Synonym:
- project risk consequence
Model-Generated Definition:
-
A kind of impact. A valid occurrence satisfies the following necessary condition:
- impacts upon at least one occurrence of project goal.
-
Definition:
Synonym:
- projected value
Model-Generated Definition:
-
A kind of value. A valid occurrence satisfies the following necessary conditions:
- tense at least one occurrence of future.
- projected value determined by at least one occurrence of (Unnamed Class).
-
A valid occurrence may also have the following properties:
- projected date any number of occurrences of date.
-
Definition: The value is some projected future value.
Synonym:
- promised cash flow asset
Model-Generated Definition:
-
A kind of asset. A valid occurrence may have the following properties:
- description any number of values of string.
-
Definition: An asset which takes the form of some promised future cashflow. This may be securitized.
Synonym:
- promissory note
Model-Generated Definition:
-
A kind of unilateral contract and written contract.
-
Definition: a promissory note is a written, signed, unconditional, and unsecured promise by one party (the maker or promisor) to another (the payee or promisee) that commits the maker to pay a specified sum on demand, or on a fixed or a determinable date
Synonym:
- property asset
Model-Generated Definition:
-
A kind of physical asset. A valid occurrence satisfies the following necessary condition:
- property asset takes form at least one occurrence of real estate.
-
Definition: A physical property (building) regarded as an asset.
Synonym:
- property buyer
Model-Generated Definition:
-
A kind of buyer. A valid occurrence satisfies the following necessary condition:
- is buyer at least one occurrence of property purchase and sale.
-
Definition:
Synonym:
- property collateral valuation
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is provided by at least one occurrence of a v m provider.
-
A valid occurrence may also have the following properties:
- property l t v_rt any number of values of decimal.
- property a v m confidence interval_cd any number of values of string.
- property lenders valuation_at any number of values of string.
- property lenders valuation_dt any number of occurrences of date.
- property lenders valuation type any number of occurrences of property lenders valuation type selection.
- is of any number of occurrences of loan property collateral.
-
Definition: A valuation of the collateral Real Property to support the Property collateral Arrangement
Synonym:
- property inspection
Model-Generated Definition:
-
A kind of occurrence. A valid occurrence satisfies the following necessary conditions:
- is inspection of at least one occurrence of real estate.
- is performed by at least one occurrence of independent party.
-
Definition: the act of analyzing one or more aspects of a real property for independent assessment of status or deficiency
Synonym:
- property lenders valuation type selection
Model-Generated Definition:
-
Definition:
Synonym:
- property owner
Model-Generated Definition:
-
A kind of owner.
-
Definition:
Synonym:
- property purchase and sale
Model-Generated Definition:
-
A kind of property related activity. A valid occurrence satisfies the following necessary conditions:
- results in at least one occurrence of purchase price.
- has date at least one occurrence of date of purchase.
-
Definition: The sale and purchase of real estate.
Synonym:
Model-Generated Definition:
-
Definition: not sure if this is useful as a common class. Used for grouping of new activity terms around mortgage lending and propery purchase for now
Synonym:
- property usage
Model-Generated Definition:
-
A kind of classifier.
-
Definition: a category indicating the manner in which the borrower intends to utilize the property
Synonym:
- property valuation
Model-Generated Definition:
-
A kind of property related activity. A valid occurrence satisfies the following necessary condition:
- results in at least one occurrence of property valuation historical information.
-
Definition: The activity whereby some real estats is valued by some agent, for some purpose (for example, for the purpose of granting or denoying a loan).
Synonym:
- property valuation historical information
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is of at least one occurrence of real estate.
-
A valid occurrence may also have the following properties:
- valuation date any number of occurrences of date.
- value any number of occurrences of monetary amount.
-
Definition: Valuation of the property at some point in time.
Synonym:
- property valuer
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- carries out at least one occurrence of property valuation.
-
Definition: The party which carries out the valluation of the property for the purpose of a mortgage loan. Further notes: Also: See Event State Analysis at Fannie Mae, for core processes, as partof the enterprise data architecture transformation, e.g. ESA for single family and multi family loans.
Synonym:
- proprietary security identification scheme
Model-Generated Definition:
-
A kind of security identification scheme. A valid occurrence may have the following properties:
- defines any number of occurrences of proprietary security identifier.
-
Definition: a security identification scheme published by a data provider or other commercial entity
Synonym:
- proprietary security identifier
Model-Generated Definition:
-
A kind of security identifier. A valid occurrence satisfies the following necessary condition:
- identifies exactly one occurrence of security.
-
A valid occurrence may also have the following properties:
- has definition any number of occurrences of proprietary security identification scheme.
-
Definition: an identifier supplied by a commercial data provider or government, such as a RIC code
Synonym:
- prospectus (from package /Imported Ontologies/Securities Issuance Ontology/prospectus)
Model-Generated Definition:
-
A kind of offering document.
-
Definition: a formal, written offering document to sell securities that provides the facts an investor needs to make an informed investment decision
Synonym:
- prospectus (from package /Imported Ontologies/Documentation/prospectus)
Model-Generated Definition:
-
A kind of formal document.
-
Definition: A document which at one and the same time describes some future potential investment and sets out the legal terms which will form part of the contract which embodies that investment, should the recipient choose to invest as described in the prospectus. Term origin:SR Modeling
Synonym:
- prospectus part
Model-Generated Definition:
-
A kind of provisional terms description.
-
Definition: A part or section of a prospectus for a securities issue.
Synonym:
- prospectus terms set
Model-Generated Definition:
-
A kind of provisional terms description. A valid occurrence satisfies the following necessary condition:
- becomes on issue at least one occurrence of securities contract terms.
-
Definition: A set of terms in a Prospectus which on issue will become the binding Contractual Terms of the Security. For example, Call Terms, Interest Payment Terms.
Synonym:
- protection buyer
Model-Generated Definition:
-
A kind of credit default swap party. A valid occurrence satisfies the following necessary condition:
- becomes party at least one occurrence of deliverable obligation seller.
-
Definition: The party which buys protection against a default on the Reference Obligation, from the Protection Seller.
Synonym:
- protection seller
Model-Generated Definition:
-
A kind of credit default swap party. A valid occurrence satisfies the following necessary condition:
- becomes party at least one occurrence of deliverable obligation buyer.
-
Definition: The party which sells protection against a default on the Reference Obligation, to the Protection Buyer. This party commits to purchase the Refernce Obligation or some agreed alternative (the Deliverable Obligation), or settle for an equivalent amount in cash, in the event that the Credit Event defined in the contract takes place.
Synonym:
- provisional terms description
Model-Generated Definition:
-
A kind of written information. A valid occurrence may have the following properties:
- becomes on issue any number of occurrences of securities contract terms.
-
Definition:
Synonym:
- public offering
Model-Generated Definition:
-
A kind of offer issue. A valid occurrence satisfies the following necessary condition:
- is evidenced by at least one occurrence of prospectus.
-
Definition: an offering of securities for sale to the investment public, after compliance with registration requirements of the relevant regulatory authorities
Synonym:
- public purpose
Model-Generated Definition:
-
A kind of objective.
-
Definition: an objective that reflects values generally thought to be shared by and that is intended to benefit the populace as a whole
Synonym: public interest
- public record
Model-Generated Definition:
-
A kind of record. A valid occurrence satisfies the following necessary condition:
- is classified by at least one occurrence of public record category.
-
A valid occurrence may also have the following properties:
- is evidenced by any number of occurrences of legal document.
- refers to any number of occurrences of account.
-
Definition: a record about an action involving a party that is publicly available from court or other government agencies
Synonym:
- public record category
Model-Generated Definition:
-
A kind of classifier.
-
Definition: a particular classification of public record, e.g. tax lien, wage garnishment, foreclosure
Synonym:
Model-Generated Definition:
-
A kind of shareholder.
-
Definition: a shareholder that holds publicly issued shares in a listed company
Synonym:
- publication
Model-Generated Definition:
-
A kind of document. A valid occurrence may have the following properties:
- is published by any number of occurrences of independent party.
- has publisher any number of occurrences of publisher.
-
Definition: anything made public by print (such as a newspaper, magazine, pamphlet, letter, telegram, via computer modem or program, or in a poster, brochure or pamphlet), orally, or by broadcast (radio, television)
Synonym:
- publicly held company
Model-Generated Definition:
-
A kind of stock corporation.
-
Definition: a company whose shares are traded and held publicly
Synonym:
- publicly issued debt
Model-Generated Definition:
-
A kind of issued debt. A valid occurrence may have the following properties:
- has pool number any number of values of integer.
- is conferred by any number of occurrences of tradable debt instrument.
-
Definition: an issued debt in the form of a tradable debt instrument (security)
Synonym:
Model-Generated Definition:
-
A kind of exchange traded security and share. A valid occurrence may have the following properties:
- has floating supply any number of values of nonNegativeInteger.
-
Definition: a publicly traded security that signifies ownership in a corporation and represents a claim on part of the corporation's assets and earnings.
Synonym:
- publish initial prospectus
Model-Generated Definition:
-
A kind of initial public offering process step.
-
Definition:
Synonym:
- published end of day price
Model-Generated Definition:
-
A kind of debt published point in time price.
-
Definition: A price published by a market data vendor at the end of the trading day.
Synonym:
- published financial information
Model-Generated Definition:
-
A kind of publication. A valid occurrence may have the following properties:
- has publisher any number of occurrences of financial information publisher.
-
Definition: published information made available by a financial information publisher
Synonym:
- published future value
Model-Generated Definition:
-
Definition: A value defined in advance in a schedule, as part of the bond terms in the prospectus. an example of this is a stepped coupon in a bond.
Synonym:
- published information
Model-Generated Definition:
-
A kind of information. A valid occurrence satisfies the following necessary conditions:
- is published by at least one occurrence of publisher.
- is about at least one occurrence of any type.
-
Definition: Information put into the public domain by some party or sold at a profit.
Synonym:
- published price
Model-Generated Definition:
-
A kind of market data and timed parameter.
-
Definition: The price of some financial instrument on some market, published by some agent, in some suitable format.
Synonym:
- published price as rate spread
Model-Generated Definition:
-
A kind of debt published point in time price.
-
Definition: A debt instrument price quoted or defined in terms of a spread of that instrument's price with reference to some reference rate. The reference rate may be either a market interest rate such as an IBOR or the rate of interest on some reference instrument.
Synonym:
- published price as treasury rate spread
Model-Generated Definition:
-
A kind of published price as rate spread. A valid occurrence satisfies the following necessary condition:
- relative to at least one occurrence of treasury bill reference rate.
-
Definition:
Synonym:
- published sinking fund amortization terms description
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- has schedule at least one occurrence of redemption schedule.
-
A valid occurrence may also have the following properties:
-
Definition: Terms for the paydown of principal in a sinking fund type of amortizing security.
Synonym:
- publisher (from package /Imported Ontologies/Publishers Ontology/publisher)
Model-Generated Definition:
-
A kind of party in role. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of independent party.
-
A valid occurrence may also have the following properties:
- publishes any number of occurrences of publication.
-
Definition: a party responsible for the printing or distribution of digital or printed information
Synonym:
- publisher (from package /Imported Ontologies/Publications/publisher)
Model-Generated Definition:
-
A kind of agent in role. A valid occurrence satisfies the following necessary condition:
- publisher identity at least one occurrence of formal organization.
-
A valid occurrence may also have the following properties:
- brand name any number of values of string.
- publishes any number of occurrences of published information.
-
Definition: An organization (such as a publishing house) which makes information. available.
Synonym:
- publishing house (from package /Imported Ontologies/Publications/publishing house)
Model-Generated Definition:
-
A kind of formal organization.
-
Definition: Some business entity which specializes in publishing information.
Synonym:
- publishing house (from package /Imported Ontologies/Publishers Ontology/publishing house)
Model-Generated Definition:
-
A kind of functional business entity. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of formal organization.
-
Definition: some organization whose principal role is to publish information
Synonym:
- Purchase
Model-Generated Definition:
-
A kind of mortgage loan purpose.
-
Definition:
Synonym:
- purchase mortgage into pool
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary conditions:
- is purchase of at least one occurrence of mortgage loan.
- adds to at least one occurrence of in assembly mortgage pool.
-
Definition:
Synonym:
- purchase price (from package /Imported Ontologies/LoansEvents/purchase price)
Model-Generated Definition:
-
A kind of monetary price. A valid occurrence may have the following properties:
- purchase date any number of occurrences of date.
-
Definition:
Synonym:
- purchase price (from package /Imported Ontologies/EquitiesIPOIssuance/purchase price)
Model-Generated Definition:
-
A kind of monetary price.
-
Definition:
Synonym:
- purchase right
Model-Generated Definition:
-
A kind of stockholders rights instrument.
-
Definition: Anti-takeover device that gives a prospective acquiree’s shareholders the right to buy usually shares of the firm or shares of anyone who acquires the firm at a deep discount to their fair market value.
Synonym:
- purchase unallocated stock
Model-Generated Definition:
-
A kind of initial public offering process step.
-
Definition:
Synonym:
- purpose
Model-Generated Definition:
-
Definition: The context in which some thing is, may be or is planned to be put to some use by someone.
Synonym:
- purposive amount
Model-Generated Definition:
-
A kind of purposive thing. A valid occurrence satisfies the following necessary conditions:
- has purpose at least one occurrence of purpose.
- is application of at least one occurrence of quantified resource.
-
Definition: An amount of something defined in terms of its usefulness for some purpose. Scope Note: Includes investment capital (an amount of capital intended or used for investment), and amounts of raw material used or to be used in e.g. manufacture of something.
Synonym:
- purposive thing
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- is application of at least one occurrence of any type.
- has purpose at least one occurrence of purpose.
-
Definition: Something described in terms of its purpose or potential purpose. Editorial Note: That which fulfils this role is generally taken to be some kind of Independent Thing However it is conceivable that the existence of some relative thing, for example an asset, may itself be put to a purpose over and above the role or context already defined for it, and wholly dependent on it being that relative thing and not siply a thing in itself. therefore the identity relationship is modeled with a range of Thing, but is modeled as a separate relationship to that of Relative Thing in order to make this conclusion explicit. This relationship need not be used in operational application ontologies as it adds no new logical assertion.
Synonym:
- put action
Model-Generated Definition:
-
A kind of exercise action and holder initiated action.
-
Definition: The putting of some debt security back to its issuer by the holder
Synonym:
- put event
Model-Generated Definition:
-
A kind of redemption event.
-
Definition: an event associated with the put schedule for a debt instrument, i.e., an event involving the 'put', or surrender of the instrument by the holder
Synonym:
- put feature
Model-Generated Definition:
-
A kind of tradable debt instrument redemption provision. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of put schedule.
-
A valid occurrence may also have the following properties:
- mandatory put any number of values of boolean.
- right to retain any number of values of boolean.
- has estate or death put feature any number of values of boolean.
- has notification provision any number of occurrences of put notification provision.
-
Definition: a redemption provision giving the holder the right, but not the obligation, to sell a specified amount of the debt instrument (i.e., redeem it), prior to maturity
Synonym: put provision
- put notification provision
Model-Generated Definition:
-
A kind of notification provision. A valid occurrence may have the following properties:
- has date period any number of occurrences of put window.
-
Definition: a provision of a put feature defining notification requirements
Synonym:
- put option buyer
Model-Generated Definition:
-
A kind of option buyer.
-
Definition: The Party which is the buyer of the Put Option. This party has the option but not the obligation to transact as the Seller of the Option Underlying.
Synonym:
- put option contract
Model-Generated Definition:
-
A kind of option. A valid occurrence satisfies the following necessary conditions:
- has buyer at least one occurrence of put option buyer.
- has seller at least one occurrence of put option writing party.
- has option type at least one occurrence of put option type.
-
Definition:
Synonym:
- put option type
Model-Generated Definition:
-
A kind of option type.
-
Definition:
Synonym:
- put option writing party
Model-Generated Definition:
-
A kind of option writing party.
-
Definition: The Party which is the writer of the Put Option. This party has the obligation to transact as the Buyer of the Option Underlying.
Synonym:
Model-Generated Definition:
-
A kind of monetary price.
-
Definition: an amount over par that a debt instrument holder must pay to sell the security early
Synonym:
- put price
Model-Generated Definition:
-
A kind of monetary price.
-
Definition: price at which a debt instrument with a put feature may be sold by the holder
Synonym:
- put schedule
Model-Generated Definition:
-
A kind of schedule. A valid occurrence satisfies the following necessary conditions:
- comprises at least one occurrence of put event.
- comprises at least one occurrence of (Unnamed Class).
-
Definition: a schedule that defines the events associated with the put feature of a debt instrument, i.e, the dates on which the debt instrument may be sold at what price by the holder
Synonym:
- put window
Model-Generated Definition:
-
A kind of date period.
-
Definition: an explicit period of time prior to a put date during which holder or agent must give notice to an issuer
Synonym:
- Q
-
Model-Generated Definition:
-
A kind of dividend.
-
Definition: a dividend that falls under capital gains tax rates that are lower than the income tax rates on unqualified, or ordinary, dividends
Synonym:
- qualified investor restriction
Model-Generated Definition:
-
A kind of legal holding restriction. A valid occurrence may have the following properties:
- has holding period any number of occurrences of date period.
-
Definition: a legal holding restriction specifying that only qualified investors may hold the security, optionally for a defined holding period (if this is not defined then the period is indefinite)
Synonym:
- quantified raw material
Model-Generated Definition:
-
A kind of quantified resource. A valid occurrence satisfies the following necessary condition:
- quantified raw material takes material form at least one occurrence of material amount.
-
Definition: Some measured or quantified amount of some raw material. Scope Note: This is a kind of economic resource i.e. it may be bought or sold or exchanged, or put to work in some process.
Synonym:
- quantified resource
Model-Generated Definition:
-
A kind of economic resource. A valid occurrence satisfies the following necessary condition:
- takes material form at least one occurrence of numeric amount.
-
Definition: An amount of something which is defined in terms of its use for some purpose.
Synonym:
- quantitative amount
Model-Generated Definition:
-
Definition: A measured amount of anything (material or time). This is an actual quantity of something rather than the abstract concept of the amount that something is of. Hence it is concrete not abstract.
Synonym:
- quantity
Model-Generated Definition:
-
A kind of measure. A valid occurrence satisfies the following necessary condition:
- has quantity kind at least one occurrence of quantity kind.
-
Definition: a property of a phenomenon, body, or substance, to which a number can be assigned with respect to a reference
Synonym:
- quantity kind
Model-Generated Definition:
-
A kind of classifier.
-
Definition: a categorization type for 'quantity' that characterizes quantities as being mutually comparable
Synonym:
- Quantity Reference
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- takes reference form any number of occurrences of Quantity Referent.
-
Definition:
Synonym:
- Quantity Referent
Model-Generated Definition:
-
Definition:
Synonym:
- quantity value
Model-Generated Definition:
-
A kind of measure. A valid occurrence satisfies the following necessary condition:
- has measurement unit exactly one occurrence of measurement unit.
-
Definition: number and measurement unit together giving magnitude of a quantity
Synonym:
- quote price
Model-Generated Definition:
-
A kind of share price. A valid occurrence satisfies the following necessary condition:
- has origin at least one occurrence of composite market.
-
A valid occurrence may also have the following properties:
-
Definition: A price quoted for the purchase or sale of a security.
Synonym:
- quoted exchange rate
Model-Generated Definition:
-
A kind of exchange rate and market rate. A valid occurrence satisfies the following necessary condition:
- has quote currency exactly one occurrence of currency.
-
A valid occurrence may also have the following properties:
- has quotation settlement basis in days any number of values of decimal.
- has quotation block amount basis any number of occurrences of monetary amount.
- has quotation settlement basis any number of occurrences of duration.
-
Definition: an exchange rate quoted at a specific point in time, for a given block amount of currency as quoted against another (base) currency
Synonym:
- quoted price
Model-Generated Definition:
-
A kind of monetary price and published financial information.
-
Definition: a monetary price quoted by some publisher on a given date
Synonym:
- R
-
- r e a claim
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is imbalance in at least one occurrence of legal construct.
-
Definition: Some imbalance, at a given point in time, between the respective rights and obligations of two parties with respect to one another.
Synonym:
- r e a transaction obligation
Model-Generated Definition:
-
A kind of contingent obligation.
-
Definition:
Synonym:
- r e a transaction right
Model-Generated Definition:
-
A kind of contingent right.
-
Definition:
Synonym:
- race
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- classifies at least one occurrence of legally competent natural person.
- has broader transitive at least one occurrence of race.
-
Definition: a category based on a person's physical characteristics, such as bone structure and skin, hair, or eye color
Synonym:
- rate (from package /Imported Ontologies/Quantities and Units Ontology/rate)
Model-Generated Definition:
-
A kind of quantity.
-
Definition: a quantity measured with respect to some other quantity
Synonym:
- rate (from package /Imported Ontologies/Math/rate)
Model-Generated Definition:
-
A kind of numerical parameter. A valid occurrence satisfies the following necessary conditions:
- is over at least one occurrence of temporal unit.
- is rate of at least one occurrence of value.
-
Definition: The rate of change of some measurable parameter over some period of time.
Synonym:
- rate basis type
Model-Generated Definition:
-
A kind of convention.
-
Definition: The type of basis for a percentage quoted figure, as used in specifying Bond Call percentage amounts. REVIEW: Does this same meaningful term have wider applicability?
Synonym:
- rate-based derivative instrument
Model-Generated Definition:
-
A kind of derivative instrument. A valid occurrence satisfies the following necessary condition:
- has underlier at least one occurrence of rate-based observable.
-
Definition: a derivative instrument whose underlier is a non-physical observable rate
Synonym:
- rate-based observable
Model-Generated Definition:
-
A kind of non-physical underlier and observable value. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of (Unnamed Class).
-
Definition: a non-physical observable value, such as an interest rate, market rate, economic indicator, statistical measure calculated over some collection of indices, or some other rate that is readily observable in the world
Synonym:
- rating
Model-Generated Definition:
-
A kind of classifier. A valid occurrence satisfies the following necessary conditions:
- rates exactly one occurrence of any type.
- has rating score at least one occurrence of rating score.
- is issued by exactly one occurrence of rating party.
-
A valid occurrence may also have the following properties:
- holds during at most one occurrence of date period.
- has effective date at most one occurrence of date.
-
Definition: standing of something at a particular time as indicated by one or more rating scores with respect to some scale according to some rating party
Synonym:
- rating agency
Model-Generated Definition:
-
A kind of rating issuer and rating party. A valid occurrence satisfies the following necessary conditions:
- provides at least one occurrence of rating service.
- has identity at least one occurrence of formal organization.
-
Definition: rating issuer and party responsible for managing one or more rating schemes and publishing ratings based on those schemes
Synonym:
- rating assessment activity
Model-Generated Definition:
-
A kind of assessment activity. A valid occurrence satisfies the following necessary conditions:
- is provided by at least one occurrence of rating party.
- has output at least one occurrence of rating.
-
A valid occurrence may also have the following properties:
- has output any number of occurrences of rating report.
-
Definition: assessment resulting in a grade or score and potentially a report describing the score and the process used to determine that score
Synonym:
- rating assessment event
Model-Generated Definition:
-
A kind of assessment event. A valid occurrence satisfies the following necessary conditions:
- exemplifies exactly one occurrence of rating assessment activity.
- has output at least one occurrence of rating.
- is provided by at least one occurrence of rating party.
-
A valid occurrence may also have the following properties:
- has output any number of occurrences of rating report.
-
Definition: individual assessment resulting in a grade or score and potentially a report describing the score
Synonym:
- rating issuer
Model-Generated Definition:
-
A kind of service provider. A valid occurrence satisfies the following necessary condition:
- manages at least one occurrence of rating scale.
-
Definition: service provider responsible for managing one or more rating schemes and potentially publishing ratings based on those schemes
Synonym:
- rating party
Model-Generated Definition:
-
A kind of party in role. A valid occurrence satisfies the following necessary conditions:
- uses at least one occurrence of rating scale.
- issues at least one occurrence of rating.
-
Definition: party that assigns a value to something according to some rating scale
Synonym:
- rating report
Model-Generated Definition:
-
A kind of report. A valid occurrence satisfies the following necessary conditions:
- is about at least one occurrence of rating assessment event.
- reports on at least one occurrence of rating.
-
Definition: report describing the outcome of an assessment
Synonym:
- rating scale
Model-Generated Definition:
-
A kind of classification scheme. A valid occurrence satisfies the following necessary conditions:
- defines at least one occurrence of rating score.
- is managed by exactly one occurrence of rating issuer.
-
Definition: system for assigning a value to something according to some scale with respect to quality, a standard, or ranking
Synonym:
- rating score
Model-Generated Definition:
-
A kind of classifier. A valid occurrence satisfies the following necessary condition:
- has definition exactly one occurrence of rating scale.
-
A valid occurrence may also have the following properties:
- has measure within scale any number of values of decimal.
-
Definition: grade, classification, or ranking of for something in accordance with some rating scale
Synonym:
- rating score code
Model-Generated Definition:
-
A kind of code element and rating score.
-
Definition: rating score that is a qualitative code in some coding scheme, such as a triple-A (i.e., AAA) or 5-star rating for something
Synonym:
- rating service
Model-Generated Definition:
-
A kind of service. A valid occurrence satisfies the following necessary conditions:
- is provided by at least one occurrence of rating party.
- uses at least one occurrence of rating scale.
-
Definition: service that assigns a value to something according to some rating scale
Synonym:
- ratings agency
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- allocates ratings at least one occurrence of allocate ratings.
-
Definition:
Synonym:
- ratings suitable for issue
Model-Generated Definition:
-
Definition:
Synonym:
- ratio
Model-Generated Definition:
-
A kind of expression and statistical measure.
-
Definition: a proportional relationship between two different numbers or quantities, or in mathematics a quotient of two numbers or expressions, arrived at by dividing one by the other
Synonym:
- ratio expression
Model-Generated Definition:
-
A kind of quantity and ratio. A valid occurrence satisfies the following necessary conditions:
- has argument exactly two occurrences of expression.
- evaluates at least one occurrence of ratio value.
-
Definition: a proportional relationship specifically between two different quantities or expressions, arrived at by dividing one by the other
Synonym:
- Ratio System Of Quantities
Model-Generated Definition:
-
A kind of system of quantities.
-
Definition:
Synonym:
- ratio value
Model-Generated Definition:
-
A kind of quantity value and ratio. A valid occurrence satisfies the following necessary conditions:
- has argument exactly two occurrences of quantity value.
- is evaluated by at least one occurrence of ratio expression.
-
Definition: a proportional relationship specifically between two different quantity values that gives rise to a datum of a specific quantity type
Synonym:
- raw material
Model-Generated Definition:
-
A kind of purposive amount. A valid occurrence satisfies the following necessary condition:
- raw material is application of at least one occurrence of quantified raw material.
-
Definition: An amount of some material intended to be used for some purpose e.g. in manufacture, refinery. Scope Note: This is out of scope for financial services applications (unless it is needed for various loan purposes). This may be implemented in manufacturing models to define various manufacturing and refinement purposes, but at this level it is more general than any one of those.
Synonym:
- raw materials sector
Model-Generated Definition:
-
A kind of industry sector classifier.
-
Definition: a classifier used for price indices related to raw materials purchased by industries in Canada for further processing
Synonym:
- real estate
Model-Generated Definition:
-
A kind of location and physical location. A valid occurrence may have the following properties:
- leasehold any number of values of boolean.
- has any number of occurrences of postal address.
- has estimated value any number of occurrences of monetary amount.
- has any number of occurrences of real property appraisal.
-
Definition: land plus anything permanently fixed to it, including buildings, sheds and other items attached to the structure
Synonym:
- real property appraisal
Model-Generated Definition:
-
A kind of valuation. A valid occurrence satisfies the following necessary conditions:
- has appraiser at least one occurrence of independent party.
- has appraised value at least one occurrence of monetary amount.
- has date at least one occurrence of date.
- has senior appraiser at least one occurrence of independent party.
- has appraisal management company at least one occurrence of independent party.
-
A valid occurrence may also have the following properties:
- has input any number of occurrences of property inspection.
-
Definition: an act of real estate valuation that determines the amount of money a real estate property is worth.
Synonym:
- realized variable leg
Model-Generated Definition:
-
A kind of swap leg. A valid occurrence satisfies the following necessary condition:
- defined as at least one occurrence of realized variable swap side terms.
-
Definition: Leg which relates to some statistical measure of performance of the underlying.
Synonym:
- realized variable swap side terms
Model-Generated Definition:
-
A kind of swap terms.
-
Definition: Terms for legs which relate to some statistical measure of performance of the underlying.
Synonym:
- receive applications
Model-Generated Definition:
-
A kind of initial public offering process step.
-
Definition:
Synonym:
- receiver
Model-Generated Definition:
-
A kind of de jure controlling interest party. A valid occurrence satisfies the following necessary condition:
- holds some means of at least one occurrence of court appointed control.
-
Definition: A party appointed by some court for the purposes of winding up the affairs of some entity which is no longer solvent.
Synonym:
- record
Model-Generated Definition:
-
A kind of collection.
-
Definition: a memorialization and objective evidence of activities performed, events occurred, results achieved, or statements made, regardless of its characteristics, media, physical form, or the manner in which it is recorded or stored
Synonym:
- recurrence interval
Model-Generated Definition:
-
A kind of time interval.
-
Definition: a time interval that is consistent between elements of a regular schedule
Synonym: frequency
- redemption
Model-Generated Definition:
-
Definition: Repayment in full of a debt security, investment trust or a preferred stock issue, at stated maturity. SWIFT = REDM
Synonym:
- redemption event
Model-Generated Definition:
-
A kind of prescriptive event.
-
Definition: a prescriptive event involving the return of an investor's principal in a fixed-income security, such as a preferred stock or bond, or the sale of units in a mutual fund
Synonym:
- redemption payment
Model-Generated Definition:
-
A kind of payment event and redemption event. A valid occurrence may have the following properties:
- redemption amount any number of occurrences of monetary amount.
-
Definition:
Synonym:
- redemption price
Model-Generated Definition:
-
A kind of fund price.
-
Definition:
Synonym:
- redemption provision
Model-Generated Definition:
-
A kind of principal repayment terms. A valid occurrence may have the following properties:
- allows payment in kind any number of values of boolean.
-
Definition: a contract provision enabling the issuer (writer) to regain possession through repayment of some stipulated price
Synonym:
- redemption schedule
Model-Generated Definition:
-
A kind of schedule. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of redemption event.
-
Definition:
Synonym:
- refer to fund order desk
Model-Generated Definition:
-
A kind of fund redemption restriction.
-
Definition: Restriction requiring an investor to refer to the fund order desk prior to redeeming a fund.
Synonym:
- reference
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- characterizes any number of occurrences of any type.
- defines any number of occurrences of any type.
- classifies any number of occurrences of any type.
- denotes any number of occurrences of any type.
- evaluates any number of occurrences of any type.
-
Definition: a concept that refers to (or stands in for) another concept
Synonym:
- reference debt instrument
Model-Generated Definition:
-
A kind of parametric reference entity. A valid occurrence satisfies the following necessary condition:
- has reference rate at least one occurrence of debt instrument reference rate.
-
Definition: A debt instrument in the role of a reference instrument. Some property of the instrument is used in calculations, for example the interest or the yield of the instrument.
Synonym:
- reference document
Model-Generated Definition:
-
A kind of document.
-
Definition: a document that provides pertinent details for consultation about a subject
Synonym:
- reference factor
Model-Generated Definition:
-
A kind of timed parameter. A valid occurrence may have the following properties:
- reference factor has value any number of occurrences of timed value.
-
Definition: Some factor which is referred to in calculations and which is itself calculated in order to perform those calculations.
Synonym:
- reference index
Model-Generated Definition:
-
A kind of market rate and statistical measure. A valid occurrence satisfies the following necessary conditions:
- is based on at least one occurrence of (Unnamed Class).
- has reporting period exactly one occurrence of explicit date period.
- has index value at least one occurrence of monetary price.
-
A valid occurrence may also have the following properties:
- has release date any number of occurrences of date.
- has periodicity any number of occurrences of recurrence interval.
-
Definition: a market rate that measures change in the values of some basket of securities or other indices, such as economic indices over time
Synonym:
- reference interest rate
Model-Generated Definition:
-
A kind of interest rate and market rate. A valid occurrence may have the following properties:
- has tenor any number of occurrences of duration.
- has reference currency any number of occurrences of currency.
- has reference currency any number of occurrences of currency.
-
Definition: a market rate that is a rate of interest paid by or agreed among some bank or set of banks
Synonym:
- Reference Material
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- may be treated as any number of occurrences of Unit.
-
Definition:
Synonym:
- reference sovereign bill
Model-Generated Definition:
-
A kind of reference debt instrument. A valid occurrence satisfies the following necessary condition:
- has reference rate at least one occurrence of treasury bill reference rate.
-
Definition: A Treasury Note or other sovereign debt the interest of which is used as a reference rate.
Synonym:
- referent
Model-Generated Definition:
-
Definition: the concept that another concept stands for or refers to
Synonym:
- refunding purpose
Model-Generated Definition:
-
A kind of debt issuance purpose.
-
Definition: a procedure whereby an issuer refinances outstanding bonds by issuing new bonds
Synonym:
- reg b
Model-Generated Definition:
-
Definition: US regulation concerning "Equal credit opportunity act" Electronic delivery of disclosures
Synonym:
- reg z
Model-Generated Definition:
-
A kind of product disclosure requirement.
-
Definition: US Fed regulation "Truth in Lending Act" uniform standards for electronic delivery of disclosures
Synonym:
- region
Model-Generated Definition:
-
A kind of geographical area.
-
Definition: Some area of land, either within a country or state or encompassing several countries and states, and referred to as a Region for some purpose or other.
Synonym:
- regional government
Model-Generated Definition:
-
A kind of government. A valid occurrence satisfies the following necessary condition:
- governs at least one occurrence of geopolitical entity.
-
Definition: an administrative body for a small geographic area, such as a county, smaller town, or other similar community
Synonym: local government
- regional sovereignty
Model-Generated Definition:
-
A kind of polity. A valid occurrence satisfies the following necessary conditions:
- is represented by exactly one occurrence of regional government.
- has shared sovereignty over at least one occurrence of geopolitical entity.
-
Definition: the legal person that corresponds to an administrative division, administrative unit, administrative entity or country subdivision (or, sometimes, geopolitical division or subnational entity), that has the capacity to incur debt, issue contracts, and enter into relations with other similar entities
Synonym:
- register security (from package /Imported Ontologies/AgencyMBSIssuance/register security)
Model-Generated Definition:
-
A kind of issuance process activity.
-
Definition:
Synonym:
- register security (from package /Imported Ontologies/PrivateLabelMBSIssuance/register security)
Model-Generated Definition:
-
A kind of issuance process activity.
-
Definition: After the deal is closed the security is formally registered with some registraton authority This is the "official" bit - there is not a separate "Issue" activity which is official ?????
Synonym:
Model-Generated Definition:
-
A kind of initial public offering process step. A valid occurrence satisfies the following necessary condition:
- is provided by at least one occurrence of securities exchange.
-
Definition:
Synonym:
- registered address
Model-Generated Definition:
-
A kind of physical address and registration address.
-
Definition: a physical address used by an entity for registration purposes and where legal papers may be served
Synonym: legal address
- registered address site
Model-Generated Definition:
-
A kind of physical site.
-
Definition: An official Registered Address of a company, as registered with the appropriate Companies Registry for the jurisdiction in which the company is registered, and at which legal proceedings may be served upon the entity.
Synonym:
- registered agent
Model-Generated Definition:
-
A kind of contract party and legal agent. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a legal agent designated by another party (person or organization), to represent and acts on their behalf under a formal agency agreement
Synonym:
- statutory agent
- resident agent
- registered multilateral trading facility
Model-Generated Definition:
-
A kind of multilateral trading facility. A valid occurrence satisfies the following necessary conditions:
- is managed by at least one occurrence of financial service provider.
- is governed by at least one occurrence of jurisdiction.
- is registered by at least one occurrence of registration authority.
-
Definition: a multilateral system operated by an investment firm or market operator, which brings together multiple third-party buying and selling interests in financial instruments in the system, in accordance with non-discretionary rules, in a way that results in a contract in accordance with the provisions of Title II of the MiFID II
Synonym:
- registered security
Model-Generated Definition:
-
A kind of security. A valid occurrence satisfies the following necessary conditions:
- may be traded in at least one occurrence of exchange.
- is registered by exactly one occurrence of registration authority.
-
Definition: a security that is registered with some registration authority and that may be traded in some trading venue (market)
Synonym:
- registered security issuance process
Model-Generated Definition:
-
A kind of securities issuance process. A valid occurrence satisfies the following necessary condition:
- includes step at least one occurrence of registration.
-
Definition:
Synonym:
Model-Generated Definition:
-
A kind of shareholder.
-
Definition: a shareholder that is registered on the shareholder registry for a company
Synonym:
- registrar
Model-Generated Definition:
-
A kind of party in role. A valid occurrence satisfies the following necessary condition:
- registers at least one occurrence of any type.
-
A valid occurrence may also have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party that has the capacity to act as a representative of a registration authority to provide registration services, including official record keeping
Synonym:
- registration
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:
- registered under at least one occurrence of jurisdiction.
-
Definition:
Synonym:
- registration address
Model-Generated Definition:
-
A kind of physical address.
-
Definition: an address for an organization used to register that organization in any registry, such as its legal address, headquarters address, a local address used to obtain a license or pay taxes in some jurisdiction, etc.
Synonym:
Model-Generated Definition:
-
A kind of service provider. A valid occurrence satisfies the following necessary conditions:
- has identity exactly one occurrence of legal entity.
- is registration authority for at least one occurrence of any type.
-
A valid occurrence may also have the following properties:
- provides any number of occurrences of registration service.
- manages any number of occurrences of registry.
- registers any number of occurrences of any type.
-
Definition: a formally constituted organization and legal entity that is responsible for maintaining a registry and provides registration services
Synonym:
Model-Generated Definition:
-
A kind of code element and identifier. A valid occurrence satisfies the following necessary condition:
- identifies exactly one occurrence of business registry.
-
Definition: an identifier that uniquely identifies a business registry, and is associated with a registration authority and jurisdiction, issued by the Global Legal Entity Identifier Foundation (GLEIF)
Synonym:
- registration capacity
Model-Generated Definition:
-
A kind of legal capacity.
-
Definition: the capacity of some natural person to formally register information in a registry on behalf of some registration authority
Synonym:
- registration identifier
Model-Generated Definition:
-
A kind of organization identifier. A valid occurrence satisfies the following necessary conditions:
- identifies exactly one occurrence of formal organization.
- has definition at least one occurrence of registration identifier scheme.
-
A valid occurrence may also have the following properties:
- is governed by any number of occurrences of jurisdiction.
-
Definition: an identifier that is officially allocated to an organization at the time of registration, typically in a jurisdiction in which said organization is organized or registered and used in that jurisdiction to identify the organization
Synonym:
- registration identifier scheme
Model-Generated Definition:
-
A kind of organization identification scheme. A valid occurrence satisfies the following necessary condition:
- defines at least one occurrence of registration identifier.
-
Definition: the scheme that defines the registration identifier per the issuing registration authority
Synonym:
- registration information
Model-Generated Definition:
-
A kind of traded instrument issuance process information. A valid occurrence may have the following properties:
- registered with regulator any number of values of boolean.
-
Definition: Information relating to the registration of a registered security.
Synonym:
- registration scheme
Model-Generated Definition:
-
A kind of identification scheme. A valid occurrence satisfies the following necessary condition:
- defines at least one occurrence of registry identifier.
-
Definition: a scheme for organizing information and allocating identifiers to items in a registry
Synonym:
- registration service
Model-Generated Definition:
-
A kind of service. A valid occurrence satisfies the following necessary condition:
- is provided by at least one occurrence of (Unnamed Class).
-
Definition: service provided to individuals and/or organizations to register items in a registry
Synonym:
- registration statement document
Model-Generated Definition:
-
A kind of information.
-
Definition:
Synonym:
- registration status
Model-Generated Definition:
-
A kind of lifecycle stage.
-
Definition: a lifecycle stage indicating the status of a given registration of something, such as a business or legal entity, as specified by the registration authority
Synonym:
- registry
Model-Generated Definition:
-
A kind of collection. A valid occurrence satisfies the following necessary conditions:
- has registry entry at least one occurrence of registry entry.
- is managed by at least one occurrence of (Unnamed Class).
-
A valid occurrence may also have the following properties:
- has registry name any number of values of any type.
-
Definition: a system, typically an information system, that records the registration of items
Synonym:
- registry entry
Model-Generated Definition:
-
A kind of reference. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of registry identifier.
-
A valid occurrence may also have the following properties:
- is included in any number of occurrences of registry.
-
Definition: an entry in a registry that specifies something about the thing that is registered
Synonym:
- registry identifier
Model-Generated Definition:
-
A kind of identifier. A valid occurrence satisfies the following necessary condition:
- is registered in at least one occurrence of registry.
-
A valid occurrence may also have the following properties:
- is index to at most one occurrence of registry.
-
Definition: an identifier associated with an entry in a registry, i.e., one that provides an index to the registry for the identified item
Synonym:
- regular call
Model-Generated Definition:
-
A kind of entire call.
-
Definition:
Synonym:
- regular coupon schedule
Model-Generated Definition:
-
A kind of coupon schedule and regular schedule.
-
Definition: a schedule including an initial and/or final stub period and an interval of regular coupon payment dates
Synonym:
- regular floater tranche
Model-Generated Definition:
-
A kind of floater tranche.
-
Definition: A floater tranche is a tranche that is keyed to an index and a spread. The spread is added to the index.
Synonym:
- regular schedule
Model-Generated Definition:
-
A kind of schedule. A valid occurrence satisfies the following necessary conditions:
- has recurrence interval at least one occurrence of recurrence interval.
- has recurrence start date at least one occurrence of date.
-
A valid occurrence may also have the following properties:
- has initial stub any number of occurrences of schedule stub.
- has final stub any number of occurrences of schedule stub.
- has business day adjustment at most one occurrence of business day adjustment.
-
Definition: a schedule whose time intervals recur regularly
Synonym:
- regulated commodity
Model-Generated Definition:
-
A kind of commodity. A valid occurrence satisfies the following necessary condition:
- is governed by at least one occurrence of jurisdiction.
-
A valid occurrence may also have the following properties:
- is regulated by any number of occurrences of regulatory agency.
-
Definition: a commodity under the jurisdiction of the regulatory agency, such as the Commodities Futures Trading Commission (CFTF), which includes any commodity traded in an organized contracts market
Synonym:
- regulated market
Model-Generated Definition:
-
A kind of exchange. A valid occurrence satisfies the following necessary conditions:
- is regulated by at least one occurrence of regulatory agency.
- is governed by at least one occurrence of jurisdiction.
-
Definition: a medium for the exchange of goods or services over which a government body exerts a level of control. This control may require market participants to comply with environmental standards, product-safety specifications, information disclosure requirements and so on.
Synonym:
- regulation
Model-Generated Definition:
-
A kind of legal construct. A valid occurrence satisfies the following necessary conditions:
- has definition at least one occurrence of law.
- is issued by exactly one occurrence of regulatory agency.
-
Definition: a rule used to carry out a law
Synonym:
- regulation identification scheme
Model-Generated Definition:
-
A kind of identification scheme. A valid occurrence satisfies the following necessary condition:
- defines at least one occurrence of regulation identifier.
-
Definition: a scheme for organizing information and allocating identifiers to regulations
Synonym:
- regulation identifier
Model-Generated Definition:
-
A kind of identifier. A valid occurrence satisfies the following necessary condition:
- identifies exactly one occurrence of regulation.
-
Definition: an identifier associated with a regulation
Synonym:
- Regulation S
Model-Generated Definition:
-
A kind of investors' domicile restriction, qualified investor restriction, and securities regulation.
-
Definition: a securities regulation defining an exemption through which corporations can issue unregistered securities to qualified foreign investors and foreign institutions
Synonym:
- regulatory agency
Model-Generated Definition:
-
A kind of service provider. A valid occurrence satisfies the following necessary conditions:
- provides at least one occurrence of regulatory service.
- has identity exactly one occurrence of formal organization.
- has jurisdiction at least one occurrence of jurisdiction.
-
A valid occurrence may also have the following properties:
- issues any number of occurrences of government-issued license.
- regulates any number of occurrences of any type.
-
Definition: a public authority or government agency responsible for exercising autonomous authority over something in a regulatory or supervisory capacity
Synonym:
- regulatory body
- regulator
- regulatory authority
- regulatory call
Model-Generated Definition:
-
A kind of entire call.
-
Definition:
Synonym:
- regulatory capacity
Model-Generated Definition:
-
A kind of legal capacity.
-
Definition: the capacity of some natural person to regulate some industry, organization, or product by virtue of some certification program on behalf of some regulatory agency
Synonym:
- regulatory operational requirement
Model-Generated Definition:
-
A kind of regulatory requirement.
-
Definition:
Synonym:
- regulatory registration requirement
Model-Generated Definition:
-
A kind of regulatory requirement.
-
Definition:
Synonym:
- regulatory report
Model-Generated Definition:
-
A kind of report. A valid occurrence satisfies the following necessary condition:
- is governed by at least one occurrence of (Unnamed Class).
-
Definition: a report required to support operational transparency that demonstrates compliance with some specification, law, policy, restriction, or other rule specified by a regulatory agency
Synonym:
- regulatory reporting requirement
Model-Generated Definition:
-
A kind of regulatory requirement.
-
Definition:
Synonym:
- regulatory requirement
Model-Generated Definition:
-
A kind of legal requirement.
-
Definition: A requirement of some sort by which something is to be regulated.
Synonym:
- regulatory rule
Model-Generated Definition:
-
A kind of business rule. A valid occurrence satisfies the following necessary conditions:
- may drive at least one occurrence of operational rule.
- formalizes at least one occurrence of regulatory requirement.
-
Definition: A rule which has compliance mandates backed by some Government, with associated lenalties.
Synonym:
- regulatory service
Model-Generated Definition:
-
A kind of service. A valid occurrence satisfies the following necessary condition:
- is provided by at least one occurrence of regulatory agency.
-
Definition: a service provided by a regulatory agency, which may include, but not be limited to, examination, monitoring, supervision, testing, or other capabilities required to ensure the integrity, fairness, safety, or other capacity of a given industry, organization, or product
Synonym:
- relation
Model-Generated Definition:
-
Definition:
Synonym:
- relationship context
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- has party in role at least one occurrence of party in role.
-
Definition: Any context in which Parties are defined.
Synonym:
- relationship manager
Model-Generated Definition:
-
A kind of responsible party. A valid occurrence satisfies the following necessary condition:
-
Definition: a responsible party who manages the client's account (or portfolio of accounts) and oversees their relationship with the service provider
Synonym: account manager
- relationship period qualifier
Model-Generated Definition:
-
A kind of classifier.
-
Definition: a classifier that qualifies something about the reporting period specified, such as that the date period reflects an accounting or document filing period
Synonym:
- relationship qualifier
Model-Generated Definition:
-
A kind of classifier.
-
Definition: a classifier that qualifies something about the relationship between consolidated entities during the reporting period, such as the accounting framework used
Synonym:
- relationship record
Model-Generated Definition:
-
A kind of record. A valid occurrence satisfies the following necessary condition:
- records exactly one occurrence of entity ownership.
-
A valid occurrence may also have the following properties:
- is qualified by any number of occurrences of relationship qualifier.
-
Definition: a record describing relationships between legal entities
Synonym:
- relationship status
Model-Generated Definition:
-
A kind of classifier.
-
Definition: a classifier that specifies the status of the relationship between consolidated entities during the reporting period (active or inactive)
Synonym:
- relative cashflow
Model-Generated Definition:
-
Definition: A cash flow as seen from the perspective of a given balance sheet or by a given entity, that is a flow of funds into or or out of that balance sheet or on the part of that entity.
Synonym:
- relative date (from package /Imported Ontologies/Time/relative date)
Model-Generated Definition:
-
A kind of relative time and specified date. A valid occurrence satisfies the following necessary condition:
- relative to at least one occurrence of date.
-
A valid occurrence may also have the following properties:
- date offset any number of values of integer.
- date offset day type any number of occurrences of day type.
-
Definition: A date defined in relation to some other date.
Synonym:
- relative date (from package /Imported Ontologies/Financial Dates Ontology/relative date)
Model-Generated Definition:
-
A kind of calculated date. A valid occurrence satisfies the following necessary condition:
- is relative to exactly one occurrence of date.
-
Definition: a calculated date that is some duration before or after another date
Synonym:
- relative date period
Model-Generated Definition:
-
A kind of date period and relative time. A valid occurrence satisfies the following necessary condition:
- relative to at least one occurrence of date.
-
Definition:
Synonym:
- relative price
Model-Generated Definition:
-
A kind of monetary price.
-
Definition: a relative price with respect to either a stated or market value for a debt instrument at some point in time, defined as par, premium, or discount
Synonym:
- relative time
Model-Generated Definition:
-
A kind of temporal thing. A valid occurrence satisfies the following necessary condition:
- relative to at least one occurrence of instant.
-
Definition: Time defined in relation to some other time.
Synonym:
- relative yield calculation method
Model-Generated Definition:
-
Definition:
Synonym:
- relatively defined debt instrument yield
Model-Generated Definition:
-
A kind of debt instrument yield. A valid occurrence may have the following properties:
- determined using any number of occurrences of relative yield calculation method.
-
Definition:
Synonym:
- religious corporation
Model-Generated Definition:
-
A kind of not for profit corporation. A valid occurrence satisfies the following necessary condition:
- has objective at least one occurrence of religious objective.
-
Definition: a not for profit organization whose objective is specific to some fundamental set of beliefs and practices generally agreed upon by a number of people, and that is incorporated under the law
Synonym:
- religious objective
Model-Generated Definition:
-
A kind of not for profit objective.
-
Definition: a not for profit objective that reflects the religious goals of an organization
Synonym:
- remainder group
Model-Generated Definition:
-
A kind of language group.
-
Definition: a group of languages that explicitly excludes certain individual languages
Synonym:
- remarketing agent
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- facililtates remarketing at least one occurrence of securities underwriting issuance process.
-
Definition:
Synonym:
- remarketing agreement initiated
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- relates to at least one occurrence of perpetual floating rate note.
-
Definition: Event in which a remarketing agreement is initiated for a Perpetual Floating Rate Note, following the collapse of such note.
Synonym:
- remarketing purpose
Model-Generated Definition:
-
A kind of debt issuance purpose.
-
Definition: the process of reselling securities to the public that have been tendered for purchase by the previous owners thereof
Synonym:
- remittance report
Model-Generated Definition:
-
A kind of report document.
-
Definition: Report containing a specific and limited set of information about the Deal. Term origin:MBS PoC Reviews
Synonym:
- Remortgage
Model-Generated Definition:
-
A kind of mortgage loan purpose.
-
Definition:
Synonym:
- Remortgage On Different Terms
Model-Generated Definition:
-
A kind of Remortgage.
-
Definition:
Synonym:
- Remortgage With Equity Release
Model-Generated Definition:
-
A kind of Remortgage.
-
Definition:
Synonym:
- Renovation
Model-Generated Definition:
-
A kind of mortgage loan purpose.
-
Definition:
Synonym:
- repaid loan
Model-Generated Definition:
-
A kind of loan drawdown. A valid occurrence satisfies the following necessary condition:
- has loan phase at least one occurrence of loan paid in full.
-
A valid occurrence may also have the following properties:
- repayment date any number of occurrences of date.
-
Definition:
Synonym:
- repayment phase
Model-Generated Definition:
-
A kind of loan phase.
-
Definition:
Synonym:
- REPOFUNDS RATE-FRANCE-OIS-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for REPOFUNDS RATE-FRANCE-OIS-COMPOUND
Synonym:
- REPOFUNDS RATE-GERMANY-OIS-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for REPOFUNDS RATE-GERMANY-OIS-COMPOUND
Synonym:
- REPOFUNDS RATE-ITALY-OIS-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for REPOFUNDS RATE-ITALY-OIS-COMPOUND
Synonym:
- report
Model-Generated Definition:
-
A kind of document. A valid occurrence satisfies the following necessary conditions:
- is provided by at least one occurrence of reporting party.
- is reported to at least one occurrence of party in role.
- has date of issuance at least one occurrence of date.
-
A valid occurrence may also have the following properties:
- is submitted by any number of occurrences of submitter.
- reports on any number of occurrences of any type.
- has reporting period any number of occurrences of date period.
- is submitted to any number of occurrences of party in role.
-
Definition:
- a document organized in a narrative, graphic, or tabular form, prepared on ad hoc, periodic, recurring, regular, or as required basis
- a document organized in a narrative, graphic, or tabular form, prepared on ad hoc, periodic, recurring, regular, or as required basis
Synonym:
- report document
Model-Generated Definition:
-
A kind of document. A valid occurrence satisfies the following necessary condition:
- report author business organization at least one occurrence of autonomous agent.
-
Definition:
Synonym:
- reporting accountant
Model-Generated Definition:
-
A kind of party in role.
-
Definition:
Synonym:
- reporting frequency policy
Model-Generated Definition:
-
A kind of reporting policy.
-
Definition: Frequency with which financial reports will be presented.
Synonym:
- reporting party
Model-Generated Definition:
-
A kind of party in role. A valid occurrence satisfies the following necessary condition:
-
Definition:
- a party providing a report, typically in response to some contractual, legal, regulatory or other business requirement
- a party providing a report, typically in response to some contractual, legal, regulatory or other business requirement
Synonym:
- reporting policy
Model-Generated Definition:
-
A kind of policy.
-
Definition: A policy relating to the provision of reports,
Synonym:
- repossession history
Model-Generated Definition:
-
Definition: Information about an entity which has a history of repossessions, about those repossessions.
Synonym:
- representation
Model-Generated Definition:
-
Definition:
Synonym:
- representations section
Model-Generated Definition:
-
A kind of contract part.
-
Definition: Section containing statements held out by one party to the other as being true and correct at the time of the Agreement. A representation, as contained in this section of a contract, is a statement by one other party asserting that some given state of the world exists.
Synonym:
- repudiation or moratorium
Model-Generated Definition:
-
A kind of entity credit event. A valid occurrence may have the following properties:
- default requirement any number of occurrences of monetary amount.
-
Definition: The reference entity, or a governmental authority, either refuses to recognise or challenges the validity of one or more obligations of the reference entity, or imposes a moratorium thereby postponing payments on one or more of the obligations of the reference entity.
Synonym:
- repurchase agreement
Model-Generated Definition:
-
A kind of money market instrument and mutual contractual agreement. A valid occurrence may have the following properties:
- has duration at most one occurrence of duration.
-
Definition: an agreement between two parties whereby one party lends the other a security at a specified price with a commitment to take the security back at a later date for another specified price
Synonym:
- reputation
Model-Generated Definition:
-
A kind of business goal.
-
Definition: The goal of a business to maintain or enhance its reputation.
Synonym:
- request (from package /Imported Ontologies/Messaging/request)
Model-Generated Definition:
-
A kind of information. A valid occurrence satisfies the following necessary condition:
- requested by at least one occurrence of requesting party.
-
Definition: A request by some party to some other party for some thing or service.
Synonym:
- request (from package /Imported Ontologies/Communication Ontology/request)
Model-Generated Definition:
-
A kind of occurrence. A valid occurrence satisfies the following necessary conditions:
- is from at least one occurrence of autonomous agent.
- is request for at least one occurrence of any type.
- is to at least one occurrence of autonomous agent.
-
Definition: an occurrence whereby an agent asks another agent for something or to do something
Synonym:
- requesting party
Model-Generated Definition:
-
A kind of party in role.
-
Definition: The party making some request.
Synonym:
- requirement
Model-Generated Definition:
-
Definition: Something that must be done or refrained from
Synonym:
- Research, Statistics, Supervision and Regulation, and Discount and Credit identifier
Model-Generated Definition:
-
A kind of financial service provider identifier and registry identifier.
-
Definition: a unique identifier assigned by the Federal Reserve to financial institutions
Synonym:
- resetable strike terms
Model-Generated Definition:
-
A kind of option strike terms. A valid occurrence satisfies the following necessary condition:
- has reset schedule at least one occurrence of option strike reset schedule.
-
Definition:
Synonym:
- residential houseboat loan purpose
Model-Generated Definition:
-
A kind of loan purpose.
-
Definition:
Synonym:
- residential m b s
Model-Generated Definition:
-
A kind of mortgage backed security instrument. A valid occurrence may have the following properties:
-
Definition: Residential Mortgage-Backed Securities, which are trust certificates (bonds) backed by a pool of residential mortgage loans.
Synonym:
- residual tranche
Model-Generated Definition:
-
A kind of tranched m b s instrument.
-
Definition: Unknown Further notes: Verify whether Residual Tranche and Support Tranche are meant to be in the same list of types as PAC etc. i.e. can a tranche not be PAC and Residual? this looks suspicioulsy like two semantics.
Synonym:
- responsible party
Model-Generated Definition:
-
A kind of party in role. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
- has identity any number of occurrences of legally competent natural person.
-
Definition: a person acting in a role that has some formal responsibility, such as a fiduciary responsibility, a signatory, an examiner or registrar, etc.
Synonym:
Model-Generated Definition:
-
A kind of voting right.
-
Definition: a voting right that has certain limitations associated with it
Synonym:
- restriction
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- restricts at least one occurrence of any type.
-
A valid occurrence may also have the following properties:
- imposed by any number of occurrences of instrumentality.
- restricts activity any number of occurrences of any type.
-
Definition: Anything which prevents something being done which might otherwise be done. The Restriction is defined relative to the thing which might otherwise be done, which may be an activity of some sort. It is therefore a Relative Thing, with a property identifying that act or event.
Synonym:
- Restriction 144A
Model-Generated Definition:
-
A kind of legal restriction. A valid occurrence may have the following properties:
- has holding period any number of occurrences of date period.
-
Definition: a Securities & Exchange Commission rule modifying a two-year holding period requirement on privately placed securities to permit qualified institutional buyers to trade these positions among themselves
Synonym:
- restructuring
Model-Generated Definition:
-
A kind of entity credit event. A valid occurrence may have the following properties:
- multiple holder obligation any number of values of boolean.
- applicable any number of values of boolean.
- multiple credit event any number of values of boolean.
- has restructuring type code any number of occurrences of restructuring type code.
- has restructuring type code any number of occurrences of restructuring type code.
- default requirement any number of occurrences of monetary amount.
-
Definition: A restructuring is an event that materially impacts the reference entity's obligations, such as an interest rate reduction, principal reduction, deferral of interest or principal, change in priority ranking, or change in currency or composition of payment.
Synonym:
- restructuring type code
Model-Generated Definition:
-
A kind of code element. A valid occurrence satisfies the following necessary condition:
- has definition at least one occurrence of restructuring type scheme.
-
Definition: A textual code identifying the type of restructuring event in relation to some restructuring type scheme. This is information about the event rather than an aspect of the event itself, and is commonly identified in messages.
Synonym:
- restructuring type scheme
Model-Generated Definition:
-
A kind of code set. A valid occurrence may have the following properties:
- has scheme reference any number of values of anyURI.
-
Definition: The scheme which defines the restructuring type in a Restructuring credit event.
Synonym:
- retail asset pool creation process
Model-Generated Definition:
-
A kind of asset pool creation process. A valid occurrence satisfies the following necessary conditions:
- followed by at least one occurrence of pool backed security securitization process.
- is creation of at least one occurrence of pool of individual debts.
-
Definition: The process by which pools of assets are created. These may then be used in the issue of securities based on those asset pools as underlying.
Synonym:
- retained earnings
Model-Generated Definition:
-
A kind of equity.
-
Definition: net profits kept to accumulate in a business after dividends are paid
Synonym:
- retained income
Model-Generated Definition:
-
A kind of income.
-
Definition:
Synonym:
- return leg
Model-Generated Definition:
-
A kind of swap leg. A valid occurrence satisfies the following necessary condition:
- embodies at least one occurrence of asset return commitment.
-
Definition:
Synonym:
- return swap contract
Model-Generated Definition:
-
A kind of asset derivative contract and swap.
-
Definition:
Synonym:
- return swap transaction
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- has return leg any number of occurrences of return leg.
- has funding leg any number of occurrences of any type.
-
Definition: The transaction of a total Return Swap. This is the transaction in which the return on some asset is exchanged for some agreed payment or series of payments.
Synonym:
- revaluation
Model-Generated Definition:
-
A kind of transaction business event. A valid occurrence satisfies the following necessary condition:
- triggers at least one occurrence of accounts ledger entry.
-
Definition:
Synonym:
- revenue bond
Model-Generated Definition:
-
A kind of municipal bond.
-
Definition: A revenue bond is a municipal bond supported by the revenue from a specific project, such as a toll bridge, highway or local stadium. Revenue bonds are municipal bonds that finance income-producing projects and are secured by a specified revenue source. Typically, revenue bonds can be issued by any government agency or fund that is managed in the manner of a business, such as entities having both operating revenues and expenses.
Synonym:
- reverse mortgage
Model-Generated Definition:
-
A kind of mortgage loan.
-
Definition: Designed for senior citizens who want to borrow against the equity of house. The house has been paid for. How is it different?: Scenario based. If you have someone who is asset rich but cash poor then a traditional view of the mortgage wqould say yoiu must have th ecash to repay the loan, which would not apply in this case: we actually don't anticipate that you would repay it, maybe not even regular amounts on the loan, but when the loan expires, e.g. when you die, we will recover on the asset in the normal course of events. Not seen as a default but is an expectation that we will recover our funds. See Wikipedia. AKA Lifetime morgtage, seniores (age xxx or older) to release the home equity.
Synonym:
- reverse mortgage loan contract
Model-Generated Definition:
-
A kind of mortgage loan contract. A valid occurrence satisfies the following necessary condition:
- hasCreditLimit at least one occurrence of monetary amount.
-
Definition: a mortgage contract that pays out money to the borrower against a set principal limit that is based on the value of existing equity in the underlying collateral.
Synonym:
- reverse stock split
Model-Generated Definition:
-
A kind of advice of a possible action and share action. A valid occurrence satisfies the following necessary condition:
- relates to at least one occurrence of share.
-
Definition:
Synonym:
- revolving credit contract
Model-Generated Definition:
-
A kind of credit facility agreement. A valid occurrence satisfies the following necessary condition:
- sets out commitment to at least one occurrence of revolving line of credit tranche.
-
A valid occurrence may also have the following properties:
- maximum allowed balance any number of occurrences of monetary amount.
-
Definition: Contract which embodies and defines the terms and conditions for a credit line based on some collaterial, which can be drawn down and/or paid back by the borrower.
Synonym:
- revolving line of credit
Model-Generated Definition:
-
A kind of debt. A valid occurrence satisfies the following necessary condition:
- is collateralized by at least one occurrence of loan collateral.
-
A valid occurrence may also have the following properties:
- maximum anticipated balance any number of occurrences of monetary amount.
-
Definition: A credit line based on some collateral, that can be drawn down and/or paid back by the borrower.
Synonym:
- revolving line of credit tranche
Model-Generated Definition:
-
A kind of committed credit facility tranche. A valid occurrence satisfies the following necessary condition:
- becomes revolving line of credit at least one occurrence of revolving line of credit.
-
Definition: A contractually committed line of credit which is issued as a revolving line of credit which can be drawn upon and has collateral
Synonym:
- riferimento
Model-Generated Definition:
-
A kind of closing price determination method.
-
Definition: Meaning not known
Synonym:
- right of credit record correction
Model-Generated Definition:
-
A kind of credit reference agency requirements.
-
Definition: The right to have a credit record corrected.
Synonym:
- Right To Buy
Model-Generated Definition:
-
A kind of mortgage loan purpose.
-
Definition:
Synonym:
- rights distribution
Model-Generated Definition:
-
A kind of rights issue. A valid occurrence satisfies the following necessary condition:
- relates to at least one occurrence of share.
-
A valid occurrence may also have the following properties:
- subscription price any number of occurrences of monetary amount.
- oversubscription amount at most one occurrence of monetary amount.
-
Definition: The distribution of rights to shareholders, in proportion to their equity holding.
Synonym:
- rights distribution notification
Model-Generated Definition:
-
A kind of rights issue notification.
-
Definition: Notification of the distribution of rights to shareholders, in proportion to their equity holding.
Synonym:
- rights exercise event
Model-Generated Definition:
-
A kind of holder event.
-
Definition: Exercising the right to purchase the shares. Furhter Notes: This is an action on the part of the holder. SWIFT: Call/exercise on nil-paid securities/rights resulting from a rights distribution (RHDI) (To be used for the second event in case rights issue is dealt with in 2 events, first event being the RHDI).
Synonym:
- rights issue
Model-Generated Definition:
-
A kind of capitalization issue. A valid occurrence satisfies the following necessary condition:
- is distribution of at least one occurrence of subscription right.
-
Definition: Some issue of rights to holders.
Synonym:
- rights issue notification
Model-Generated Definition:
-
A kind of capitalization issue notification.
-
Definition: Notification of some issue of rights to holders.
Synonym:
- risk
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- is risk of at least one occurrence of risk state transition.
- impact at least one occurrence of impact.
- probability at least one occurrence of probability.
-
Definition:
Synonym:
- risk level
Model-Generated Definition:
-
Definition:
Synonym:
- risk mitigation requirement
Model-Generated Definition:
-
A kind of business requirement.
-
Definition:
Synonym:
- risk state transition
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- event has consequence at least one occurrence of consequence.
-
Definition:
Synonym:
- role
Model-Generated Definition:
-
Definition: A role is a set of connected behaviours, rights, obligations, beliefs, and norms as conceptualised by actors in the context of some situation.
Synonym:
- roll back
Model-Generated Definition:
-
A kind of DateRollRuleDirection.
-
Definition:
Synonym:
- roll forward
Model-Generated Definition:
-
A kind of DateRollRuleDirection.
-
Definition:
Synonym:
- RON-Annual Swap Rate-11:00-BGCANTOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for RON-Annual Swap Rate-11:00-BGCANTOR
Synonym:
- RON-Annual Swap Rate-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for RON-Annual Swap Rate-Reference Banks
Synonym:
- RON-RBOR-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for RON-RBOR-Reuters
Synonym:
- routing transit number
Model-Generated Definition:
-
A kind of financial service provider identifier and registry identifier.
-
Definition: a unique nine digit identifier, used in the United States, to identify a banking or other financial institution to clear funds or process checks; the routing transit number, as it appears on a check, specifically denotes the banking institution that holds the account in which funds from the check are to be drawn.
Synonym:
- RUB-Annual Swap Rate-11:00-BGCANTOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for RUB-Annual Swap Rate-11:00-BGCANTOR
Synonym:
- RUB-Annual Swap Rate-12:45-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for RUB-Annual Swap Rate-12:45-TRADITION
Synonym:
- RUB-Annual Swap Rate-4:15-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for RUB-Annual Swap Rate-4:15-TRADITION
Synonym:
- RUB-Annual Swap Rate-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for RUB-Annual Swap Rate-Reference Banks
Synonym:
- RUB-Annual Swap Rate-TRADITION-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for RUB-Annual Swap Rate-TRADITION-Reference Banks
Synonym:
- RUB-MOSPRIME-NFEA
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for RUB-MOSPRIME-NFEA
Synonym:
- RUB-MOSPRIME-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for RUB-MOSPRIME-Reference Banks
Synonym:
- RUB-RUONIA-OIS-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for RUB-RUONIA-OIS-COMPOUND
Synonym:
- rule
Model-Generated Definition:
-
Definition: A Rule is any statement which determines how something must be. It is defined in relation to that something (which may be an event or a parameter), and with some reference to the way in which that Rule is defined, e.g. whether it forms part of some legally binding contract, is defined by physics and so on.
Synonym:
- rule code
Model-Generated Definition:
-
A kind of code element. A valid occurrence satisfies the following necessary condition:
- stands for at least one occurrence of rule.
-
Definition:
Synonym:
- rule scheme
Model-Generated Definition:
-
A kind of code set. A valid occurrence satisfies the following necessary condition:
-
Definition:
Synonym:
- rule-determined date
Model-Generated Definition:
-
A kind of calculated date.
-
Definition: a date determined by the application of some rule
Synonym:
- russian yield calculation method
Model-Generated Definition:
-
A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:
- uses formula at least one occurrence of russian yield formula.
-
Definition: The method used in determining Yield in the Russian markets. This is based on an effective yield with fundamentally different math. To give an example of the use of a different "yield type", we have Russia, which trades based on an effective yield. The price-yield math is fundamentally different. Notes Origin:Fidessa Uses a trade space and effective yield formula. MAy have same day types but different math.
Synonym:
- russian yield formula
Model-Generated Definition:
-
A kind of yield calculation formula.
-
Definition: This is based on a different Effective Yield than on another market.
Synonym:
- S
-
- s i c a f
Model-Generated Definition:
-
A kind of functional business entity.
-
Definition: A French fund vehicle type. Designation and definition needed.
Synonym:
- s i c a v
Model-Generated Definition:
-
A kind of functional business entity.
-
Definition: Societe Collective a Capital Variable
Synonym:
- s p v purpose
Model-Generated Definition:
-
A kind of purpose.
-
Definition: The reason for the creation of a Special Purpose Vehicle.
Synonym:
- sale method
Model-Generated Definition:
-
A kind of method.
-
Definition: The means by which something is sold.
Synonym:
- sales finance company
Model-Generated Definition:
-
A kind of finance company.
-
Definition: a finance company that purchases retail and wholesale paper from automobile and other consumer and commercial goods dealers
Synonym: acceptance company
- sampling variance
Model-Generated Definition:
-
A kind of variance.
-
Definition: a measure of the extent to which the estimate of a characteristic from different possible samples of the same size and the same design differ from one another
Synonym:
- SAR-SRIOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SAR-SRIOR-Reference Banks
Synonym:
- SAR-SRIOR-SUAA
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SAR-SRIOR-SUAA
Synonym:
- savings and loan association
Model-Generated Definition:
-
A kind of thrift institution.
-
Definition: a financial institution that accepts deposits primarily from individuals and channels its funds primarily into residential mortgage loans
Synonym:
- savings and loan holding company
Model-Generated Definition:
-
A kind of financial service provider.
-
Definition: a company that directly or indirectly controls a savings association or another savings and loan holding company, and explicitly excludes any company that is also a bank holding company
Synonym:
- savings association
Model-Generated Definition:
-
A kind of depository institution.
-
Definition: A savings association is defined as: (a) any Federal savings association, where a Federal savings association means any Federal savings association or Federal savings bank which is chartered under section 1464 of the Federal Deposit Insurance Act; (b) any State savings association, where a State savings association means any building and loan association, savings and loan association, or homestead association; or any cooperative bank (other than a cooperative bank which is a State bank as defined in subsection (a)(2)) of the Federal Deposit Insurance Act, which is organized and operating according to the laws of the State (as defined in subsection (a)(3)) in which it is chartered or organized; and (c) any corporation (other than a bank) that the Board of Directors and the Comptroller of the Currency jointly determine to be operating in substantially the same manner as a savings association.
Synonym:
- savings bank
Model-Generated Definition:
-
A kind of thrift institution.
-
Definition: a banking institution organized to encourage thrift by paying interest dividends on savings; savings banks can have state and federal affiliations, for example, State Savings Banks and Federal Savings Banks
Synonym:
- SBA pool
Model-Generated Definition:
-
A kind of mortgage pool.
-
Definition:
Synonym:
- schedule
Model-Generated Definition:
-
A kind of collection. A valid occurrence satisfies the following necessary condition:
- has overall period exactly one occurrence of date period.
-
Definition: a collection of events or things that will be done and the dates and/or times when they will be done
Synonym:
- schedule stub
Model-Generated Definition:
-
A kind of collection. A valid occurrence satisfies the following necessary condition:
- has date period exactly one occurrence of date period.
-
Definition: a date period before the start of the recurring part of a schedule or after the end of the recurring part, which may be associated with a specific occurrence kind
Synonym:
- scheduled calculation period end event
Model-Generated Definition:
-
A kind of occurrence kind.
-
Definition: the end date of a specific calculation period
Synonym:
- scheduled calculation period start event
Model-Generated Definition:
-
A kind of occurrence kind.
-
Definition: the start of a specific calculation period
Synonym:
- scheduled payment
Model-Generated Definition:
-
A kind of ad hoc schedule entry and payment obligation. A valid occurrence satisfies the following necessary conditions:
- has payment amount at least one occurrence of monetary amount.
- has scheduled unpaid balance at least one occurrence of monetary amount.
-
Definition: a scheduled payment occurrence that is part of a payment schedule covering the term of the loan
Synonym:
- scheduled trading day type
Model-Generated Definition:
-
A kind of day type.
-
Definition: When calculating the number of days between two dates the count includes only scheduled trading days.
Synonym:
- scheme
Model-Generated Definition:
-
A kind of arrangement. A valid occurrence may have the following properties:
- defines any number of occurrences of any type.
-
Definition: a structure or means of organizing information such as a schema, numbering system, organization scheme, measurement system, taxonomy, or language for organizing information
Synonym:
- scrip dividend
Model-Generated Definition:
-
A kind of dividend distribution.
-
Definition: Dividend paid in the form of scrip (temporary certificate) which represents the company's promise to pay a cash dividend. Occurs when earnings are sufficient but issuer wishes to conserve cash holdings. Shareholders are not offered a choice.
Synonym:
- scrip dividend notification
Model-Generated Definition:
-
A kind of dividend distribution notification.
-
Definition:
Synonym:
- script
Model-Generated Definition:
-
A kind of collection.
-
Definition: a set of graphic characters used to represent one or more languages in writing
Synonym:
- second home loan
Model-Generated Definition:
-
A kind of mortgage loan.
-
Definition: A loan which may be used for a vacation home or second home used for personal reasons.
Synonym:
- second home loan contract
Model-Generated Definition:
-
A kind of mortgage loan contract.
-
Definition:
Synonym:
- secondary borrower
Model-Generated Definition:
-
A kind of loan borrower.
-
Definition:
Synonym:
- secondary market bond dealing
Model-Generated Definition:
-
A kind of securities trading. A valid occurrence satisfies the following necessary condition:
- context at least one occurrence of secondary market trading context.
-
Definition:
Synonym:
- secondary market trading context
Model-Generated Definition:
-
A kind of financial industry context.
-
Definition:
Synonym:
- secondary security offering distribution
Model-Generated Definition:
-
A kind of security offering distribution method.
-
Definition: An Offering of a security which has been previously issued.
Synonym:
- sector strategy
Model-Generated Definition:
-
A kind of fund portfolio investment limitations.
-
Definition: Strategy which is sector based.
Synonym:
- secured by collateral
Model-Generated Definition:
-
A kind of loan securitization method.
-
Definition:
Synonym:
- secured by guaranty
Model-Generated Definition:
-
A kind of loan securitization method.
-
Definition:
Synonym:
- secured loan
Model-Generated Definition:
-
A kind of loan drawdown. A valid occurrence may have the following properties:
- how secured any number of occurrences of loan securitization method.
-
Definition: A loan which is secured by some security in the form either of collateral or of guaranty.
Synonym:
- secured loan contract
Model-Generated Definition:
-
A kind of loan contract. A valid occurrence satisfies the following necessary condition:
- has part at least one occurrence of security agreement.
-
Definition: a loan contract that is secured by some collateral
Synonym:
- securities basket constituent
Model-Generated Definition:
-
A kind of basket constituent. A valid occurrence may have the following properties:
- has identity any number of occurrences of security.
-
Definition: a security identified as a component of a basket of securities
Synonym:
- securities combination or detachment
Model-Generated Definition:
-
A kind of security action. A valid occurrence satisfies the following necessary condition:
- relates to at least two occurrences of security.
-
Definition: An event in which a security is split into separate securities or separate seucrities are combined into one security. Includes splits, detachments, attachments and so on.
Synonym:
- securities contract terms
Model-Generated Definition:
-
A kind of contractual commitment. A valid occurrence satisfies the following necessary condition:
- applies to at least one occurrence of security.
-
Definition: one or more contractual commitments that are specific to financial instruments that can be bought or sold and may or may not be negotiable
Synonym:
- securities custody
Model-Generated Definition:
-
A kind of financial industry context.
-
Definition:
Synonym:
- securities disbursement response message
Model-Generated Definition:
-
A kind of disbursement response message.
-
Definition: Notification of response opting to take the securities offered.
Synonym:
- securities exchange
Model-Generated Definition:
-
A kind of exchange, facility, and financial service provider. A valid occurrence satisfies the following necessary conditions:
- provisions at least one occurrence of exchange and listing service.
- provisions at least one occurrence of securities exchange.
- is identified by exactly one occurrence of market identifier.
- provides at least one occurrence of exchange and listing service.
-
Definition: an organized, national exchange where securities, options, and futures contracts may be traded by members for their own accounts and for the accounts of their customers
Synonym:
- securities issuance
Model-Generated Definition:
-
A kind of s p v purpose.
-
Definition: The SPV is set up to issue securities.
Synonym:
- securities issuance agreement
Model-Generated Definition:
-
A kind of written contract.
-
Definition: A formal agreement, deed or contract in respect of some intended securities issuance.
Synonym:
- securities issuance communication
Model-Generated Definition:
-
A kind of written communication.
-
Definition: A notice, statement, declaration, memorandum or other formal written communication in respect of some securities issue, sent out by or on behalf of the issuers of some intended securities issue.
Synonym:
- securities issuance context
Model-Generated Definition:
-
A kind of primary market. A valid occurrence satisfies the following necessary condition:
- refers to issuance of at least one occurrence of security.
-
Definition:
Synonym:
- securities issuance notice of sale
Model-Generated Definition:
-
A kind of notice and securities issuance communication.
-
Definition:
Synonym:
- securities issuance official statement
Model-Generated Definition:
-
A kind of formal statement and securities issuance communication.
-
Definition:
Synonym:
- securities issuance process
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- produces at least one occurrence of traded instrument issuance process information.
- subscriber at least one occurrence of subscriber.
- has potential issuer at least one occurrence of potential issuer.
- has issuance guarantor at least one occurrence of security issuance guarantor.
-
Definition: The process by which a financial security is issued.
Synonym:
- securities issuance process actor
Model-Generated Definition:
-
Definition:
Synonym:
- securities issuance s p v
Model-Generated Definition:
-
A kind of special purpose vehicle. A valid occurrence satisfies the following necessary conditions:
- is set up for at least one occurrence of securities issuance.
- comprises at least one occurrence of securitized debt pool.
-
Definition: An SPV set up specifically to issue securities.
Synonym:
- securities issue memorandum
Model-Generated Definition:
-
A kind of memorandum and securities issuance communication.
-
Definition: A formal memorandum in respect of some securities issuance.
Synonym:
- securities pool
Model-Generated Definition:
-
A kind of instrument pool. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of securities pool constituent.
-
Definition: a pool of securities organized for the purpose of issuing notes against those securities
Synonym:
- securities pool constituent
Model-Generated Definition:
-
A kind of pool constituent and security. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a security that is included in a securities pool
Synonym:
- securities post trade
Model-Generated Definition:
-
A kind of financial industry context.
-
Definition:
Synonym:
- securities post trade position management
Model-Generated Definition:
-
A kind of securities post trade.
-
Definition:
Synonym:
- securities quantity
Model-Generated Definition:
-
A kind of numeric amount. A valid occurrence satisfies the following necessary condition:
- is quantity of at least one occurrence of security.
-
Definition:
Synonym:
- securities regulation
Model-Generated Definition:
-
A kind of regulation. A valid occurrence may have the following properties:
- defines any number of occurrences of securities restriction.
- has governing jurisdiction any number of occurrences of jurisdiction.
- is in force in any number of occurrences of jurisdiction.
-
Definition: a regulation codified in law specific to securities and investments
Synonym:
- securities restriction
Model-Generated Definition:
-
A kind of legal construct. A valid occurrence may have the following properties:
- is mandated by any number of occurrences of contract, securities regulation, or law.
- has governing jurisdiction any number of occurrences of jurisdiction.
- applies to any number of occurrences of financial instrument or security listing.
- is in force in any number of occurrences of jurisdiction.
-
Definition: a legal restriction that is applicable to a financial instrument or security listing as mandated in a law or by contract
Synonym:
- securities trade
Model-Generated Definition:
-
A kind of financial industry context.
-
Definition:
Synonym:
- securities trade allocation
Model-Generated Definition:
-
A kind of securities post trade.
-
Definition:
Synonym:
- securities trade capture and validation
Model-Generated Definition:
-
A kind of securities post trade.
-
Definition:
Synonym:
- securities trade confirmation affirmation
Model-Generated Definition:
-
A kind of securities post trade.
-
Definition:
Synonym:
- securities trade date position reporting
Model-Generated Definition:
-
A kind of securities trade.
-
Definition:
Synonym:
- securities trade execution
Model-Generated Definition:
-
A kind of securities trade.
-
Definition:
Synonym:
- securities trade order routing
Model-Generated Definition:
-
A kind of securities trade.
-
Definition:
Synonym:
- securities trades matching
Model-Generated Definition:
-
A kind of securities post trade.
-
Definition: Matching of trade allegations to identify confirmed trades, on an Over the Counter market in Traded Securities.
Synonym:
- securities trades reporting
Model-Generated Definition:
-
A kind of securities post trade.
-
Definition:
Synonym:
- securities trading
Model-Generated Definition:
-
Definition:
Synonym:
- securities transaction
Model-Generated Definition:
-
A kind of trade. A valid occurrence satisfies the following necessary condition:
- applies to at least one occurrence of financial instrument.
-
Definition: a trade that represents the execution of an order to buy or sell a security
Synonym:
- securities transaction contract
Model-Generated Definition:
-
A kind of economic contract. A valid occurrence satisfies the following necessary condition:
- governs at least one occurrence of financial securities secondary market transaction.
-
Definition: The contract (written or implied) which governs the transaction of securities in the secondary Market.
Synonym:
- securities transaction counterparty
Model-Generated Definition:
-
A kind of transaction counterparty.
-
Definition:
Synonym:
- securities transaction identifier
Model-Generated Definition:
-
A kind of identifier. A valid occurrence satisfies the following necessary condition:
- identifies at least one occurrence of securities transaction.
-
Definition: an identifier for a securities transaction
Synonym:
- securities transaction option
Model-Generated Definition:
-
A kind of contractual option. A valid occurrence satisfies the following necessary conditions:
- accrues to at least one occurrence of option buyer.
- is right to at least one occurrence of optional underlying transaction.
-
Definition: The option itself, that is the right but not the obligation to proceed with a transaction at some time in the future under terms defined in the option contract. This option is held and exercised by the party to the contract which is defined as the option holder or option buyer.
Synonym:
- securities transaction principal
Model-Generated Definition:
-
A kind of transaction principal.
-
Definition:
Synonym:
- securities underwriting issuance
Model-Generated Definition:
-
A kind of securities issuance context. A valid occurrence satisfies the following necessary condition:
- refers to issuance of at least one occurrence of security.
-
Definition: Underwriting, as a method of Securities Issuance.
Synonym:
- securities underwriting issuance process
Model-Generated Definition:
-
A kind of securities issuance process. A valid occurrence satisfies the following necessary conditions:
- has agent at least one occurrence of issuance agent.
- has subscriber at least one occurrence of subscriber.
- has transfer agent at least one occurrence of transfer agent.
- has printer at least one occurrence of issuance printer.
- underwritten by at least one occurrence of potential muni underwriter.
- has obligor at least one occurrence of obligor.
- has trustee at least one occurrence of trustee.
- requested by at least one occurrence of underwriting issuance requestor.
- has remarketing agent at least one occurrence of remarketing agent.
- has servicer at least one occurrence of servicer.
- has financial advisor at least one occurrence of issuance financial advisor.
- produces at least one occurrence of underwriting process details.
- has issuer counsel at least one occurrence of issuer counsel.
- has paying agent at least one occurrence of paying agent.
-
Definition: The process by which debt instruments are offered to the market by a syndicate of underwriters who underwrite the issue.
Synonym:
- securitization process actor
Model-Generated Definition:
-
A kind of securities issuance process actor.
-
Definition:
Synonym:
- securitized debt pool
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- backs any number of occurrences of cash structured finance instrument.
-
Definition:
Synonym:
- securitized mortgage pool
Model-Generated Definition:
-
Definition: A mortgage pool which is securitized as part of the issue of some mortgage backed security.
Synonym:
- security
Model-Generated Definition:
-
A kind of financial instrument. A valid occurrence satisfies the following necessary condition:
- is legally recorded in exactly one occurrence of jurisdiction.
-
A valid occurrence may also have the following properties:
- may be traded in any number of occurrences of exchange.
-
Definition: a financial instrument that can be bought or sold
Synonym:
- security action
Model-Generated Definition:
-
A kind of issuer corporate action.
-
Definition: Some action taken with respect to some Security, by the Issuer of that security. THIS IS REDUNDANT
Synonym:
- security agreement
Model-Generated Definition:
-
A kind of written contract. A valid occurrence satisfies the following necessary conditions:
- is classified by at least one occurrence of lender lien position.
- is a part of at least one occurrence of loan contract.
-
A valid occurrence may also have the following properties:
- has at least one occurrence of (Unnamed Class).
-
Definition: an agreement between two trading parties that contains information about their relative duties and rights regarding the disposition of a specified asset that has been used as collateral
Synonym:
- security cash equivalent delivery
Model-Generated Definition:
-
A kind of security forward delivery.
-
Definition:
Synonym:
- security cashflow status
Model-Generated Definition:
-
A kind of status. A valid occurrence may have the following properties:
- accelerated principal payments expected any number of values of boolean.
- principal payments expected any number of values of boolean.
- interest payments expected any number of values of boolean.
-
Definition: The status of the cashflow due to the holder from the security.
Synonym:
- security credit status
Model-Generated Definition:
-
A kind of status. A valid occurrence satisfies the following necessary condition:
- is status of at least one occurrence of security.
-
Definition:
Synonym:
- security delivery response
Model-Generated Definition:
-
A kind of disbursement response.
-
Definition: Response is to take the securities
Synonym:
- security draft prospectus
Model-Generated Definition:
-
A kind of draft contract. A valid occurrence satisfies the following necessary conditions:
- has draft terms at least one occurrence of prospectus terms set.
- comes into effect as at least one occurrence of security.
- becomes final at least one occurrence of security final prospectus.
-
Definition: The draft prospectus for the issue, as determined prior to marketing the issue. Certain terms in the draft prospectus will be finalized later in the issuance process to become the actual Prospectus. Term origin:DTCC issuance Reviews
Synonym:
- security final prospectus
Model-Generated Definition:
-
A kind of prospectus. A valid occurrence satisfies the following necessary condition:
- has contractual element at least one occurrence of prospectus terms set.
-
Definition: The final Prospectus for an issue describes the Offer Issue, including facts about the issue itself such as closing dates, and known facts about the securities that will form part of that issue.
Synonym:
- security forward delivery
Model-Generated Definition:
-
A kind of forward delivery terms.
-
Definition: Forward delivery of an Asset (Equity or Debt) either in the form of the asset itself (the observable) or the cash equivalent.
Synonym:
- security holder
Model-Generated Definition:
-
A kind of transferable contract holder. A valid occurrence satisfies the following necessary condition:
- holds at least one occurrence of security holding.
-
Definition: a party that holds a transferable contract (security), and has the rights defined in that contract
Synonym: bearer
- security holding
Model-Generated Definition:
-
A kind of portfolio holding. A valid occurrence may have the following properties:
- has identity any number of occurrences of security.
- is held by any number of occurrences of security holder.
-
Definition: a (tradable) security held in a portfolio
Synonym:
- security identification scheme
Model-Generated Definition:
-
A kind of financial instrument identification scheme. A valid occurrence may have the following properties:
- defines any number of occurrences of security identifier.
-
Definition: a formal definition of the structure and application of a particular set of securities identifiers
Synonym:
- security identifier
Model-Generated Definition:
-
A kind of financial instrument identifier. A valid occurrence satisfies the following necessary conditions:
- identifies exactly one occurrence of security.
- has definition exactly one occurrence of security identification scheme.
-
Definition: any publicly available identifier that is used to identify a security
Synonym:
- security interest dated facts
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- appraised by at least one occurrence of loan servicer.
-
Definition:
Synonym:
- security issuance certificate
Model-Generated Definition:
-
A kind of certificate.
-
Definition: A formal agreement, deed or contract in respect of some intended securities issuance.
Synonym:
- security issuance guarantor
Model-Generated Definition:
-
A kind of securities issuance process actor. A valid occurrence satisfies the following necessary condition:
- is issuance guarantor at least one occurrence of securities issuance process.
-
Definition:
Synonym:
- security issue ordinance
Model-Generated Definition:
-
A kind of ordinance.
-
Definition:
Synonym:
- security issuer
Model-Generated Definition:
-
A kind of issuer. A valid occurrence satisfies the following necessary conditions:
- domicile at least one occurrence of country.
- issuer country of risk at least one occurrence of country.
- has identity at least one occurrence of legal entity.
-
A valid occurrence may also have the following properties:
- domiciled in state at most one occurrence of federal state.
-
Definition: A business entity offering securities for sale to investors.
Synonym:
- security lifecycle status
Model-Generated Definition:
-
A kind of status. A valid occurrence may have the following properties:
- status any number of occurrences of security lifecycle status.
-
Definition: The status of a security within its lifecycle.
Synonym:
- security listing
Model-Generated Definition:
-
A kind of capability, financial service, and registration service. A valid occurrence satisfies the following necessary conditions:
- lists exactly one occurrence of listed security.
- is provided by at least one occurrence of securities exchange.
-
A valid occurrence may also have the following properties:
- has restriction any number of occurrences of securities restriction.
-
Definition: a capability for listing a security provided by a securities trading facility
Synonym:
- security market price
Model-Generated Definition:
-
A kind of traded security published price.
-
Definition:
Synonym:
- security modification event
Model-Generated Definition:
-
A kind of corporate modification event.
-
Definition:
Synonym:
- security note
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- is slice of any number of occurrences of mortgage backed security instrument.
-
Definition: An individually denominated note within a security or tranche of a security, where this is issued in notes of different denominations.
Synonym:
- security offering distribution method
Model-Generated Definition:
-
A kind of distribution method.
-
Definition: The distribution type of a securities Offering.
Synonym:
- security offering sale method
Model-Generated Definition:
-
A kind of sale method.
-
Definition: Method for sale of a new security offering.
Synonym:
- security offering type
Model-Generated Definition:
-
A kind of method.
-
Definition: The way in which a Securities Issue is offered.
Synonym:
- security price
Model-Generated Definition:
-
A kind of monetary price.
-
Definition:
Synonym:
- security retirement
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is retirement of at least one occurrence of security.
-
Definition:
Synonym:
- security term sheet
Model-Generated Definition:
-
A kind of terms sheet. A valid occurrence satisfies the following necessary condition:
- has provisional terms at least one occurrence of terms sheet terms set.
-
A valid occurrence may also have the following properties:
- defines terms any number of occurrences of securities contract terms.
-
Definition: A set of written terms for a future financial security setting out legal or contractual rights, obligations and the like, but not (or not yet) forming part of a set of Contractual Terms of the security contract.
Synonym:
- security trading status
Model-Generated Definition:
-
A kind of status.
-
Definition: The status of the security in terms of whether it is trading or not, and any special considerations relating to trading.
Synonym:
- security underwriter (from package /Imported Ontologies/Securities Issuance Ontology/security underwriter)
Model-Generated Definition:
-
A kind of contract third party, third-party agent, and underwriter. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party that has purchased from an issuer with a view to, or sells for an issuer in connection with, the distribution of any security, or participates or has a direct or indirect participation in any such undertaking, or participates or has a participation in the direct or indirect underwriting of any such undertaking
Synonym:
- security underwriter (from package /Imported Ontologies/IssuanceProcessTerms/security underwriter)
Model-Generated Definition:
-
A kind of contract third party.
-
Definition:
Synonym:
- security underwriting arrangement
Model-Generated Definition:
-
A kind of underwriting arrangement. A valid occurrence satisfies the following necessary condition:
- has party in role at least one occurrence of security underwriter.
-
Definition: an underwriting arrangement between an organization (typically an investment bank) and a securities issuer that commits the underwriter to assuming risk involved in buying a new issue of securities from an issuing corporation or government entity and reselling it to the public, either directly or through dealers
Synonym:
- SEK-Annual Swap Rate
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SEK-Annual Swap Rate
Synonym:
- SEK-Annual Swap Rate-SESWFI
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SEK-Annual Swap Rate-SESWFI
Synonym:
- SEK-SIOR-OIS-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SEK-SIOR-OIS-COMPOUND
Synonym:
- SEK-STIBOR-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SEK-STIBOR-Bloomberg
Synonym:
- SEK-STIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SEK-STIBOR-Reference Banks
Synonym:
- SEK-STIBOR-SIDE
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SEK-STIBOR-SIDE
Synonym:
- self-regulating organization
Model-Generated Definition:
-
A kind of regulatory agency. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of non-governmental organization.
-
Definition: a non-governmental organization that has the power to create and exercise some degree of regulatory authority over an industry or profession in some country or group of countries
Synonym:
- seller
Model-Generated Definition:
-
A kind of party in role. A valid occurrence satisfies the following necessary condition:
-
A valid occurrence may also have the following properties:
-
Definition: a party that makes, offers or contracts to make a sale to an actual or potential buyer
Synonym: vendor
- semi annual reporting policy
Model-Generated Definition:
-
A kind of reporting frequency policy.
-
Definition: Reports are presented twice a year.
Synonym:
- senior c d o tranche
Model-Generated Definition:
-
A kind of c d o note. A valid occurrence satisfies the following necessary condition:
- rated at issue at least one occurrence of tranche rating at issue.
-
A valid occurrence may also have the following properties:
- seniority any number of values of any type.
-
Definition: The most senior tranche of the CDO issue. Typically rated A to AAA. If there are defaults or the CDO's collateral otherwise underperforms, scheduled payments to senior tranches take precedence over those of mezzanine tranches.
Synonym:
- senior m b s tranche
Model-Generated Definition:
-
A kind of tranched m b s instrument. A valid occurrence satisfies the following necessary condition:
- senior to at least one occurrence of mezzanine m b s tranche.
-
Definition: Specific kinds of tranche are modeled for example and investigation only and have been removed from the diagrams. These will be removed from the final model.
Synonym:
- serial number call
Model-Generated Definition:
-
A kind of partial call allocation.
-
Definition:
Synonym:
- series declaration
Model-Generated Definition:
-
A kind of declaration and securities issuance communication.
-
Definition:
Synonym:
- service
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- provides at least one occurrence of capability.
-
A valid occurrence may also have the following properties:
- is provisioned by any number of occurrences of service provider.
- is provided by any number of occurrences of service provider.
-
Definition: a type of economic activity that is intangible, is not stored and does not result in ownership; a service is consumed at the point of sale
Synonym:
- service agreement
Model-Generated Definition:
-
A kind of mutual contractual agreement and written contract. A valid occurrence satisfies the following necessary conditions:
- has contract party exactly one occurrence of service provider.
- governs at least one occurrence of service.
-
Definition: a written contract between a client and service provider whereby the service provider supplies some service in the form of time, effort, and/or expertise in exchange for compensation
Synonym: service contract
- service provider
Model-Generated Definition:
-
A kind of functional entity and thing in role. A valid occurrence satisfies the following necessary conditions:
- provisions at least one occurrence of service.
- provides at least one occurrence of service.
-
A valid occurrence may also have the following properties:
- provisions any number of occurrences of facility.
-
Definition: a party that provides and typically provisions professional services, such as consulting, financial, legal, real estate, education, communications, storage, or processing services, to other parties, typically defined in a service agreement
Synonym:
- servicer
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- services at least one occurrence of securities underwriting issuance process.
-
Definition:
Synonym:
- set of equity index constituents observable
Model-Generated Definition:
-
A kind of equity observable.
-
Definition: An observable (underlying) which is made up of a set of constituents of an index.
Synonym:
- set price
Model-Generated Definition:
-
A kind of initial public offering process step.
-
Definition:
Synonym:
- settlement (from package /Imported Ontologies/Settlement Ontology/settlement)
Model-Generated Definition:
-
A kind of occurrence kind.
-
Definition: the act of finalizing a transaction, concluding negotiations, finalizing accounting, exchanging consideration, and/or legally recording documents, as applicable, as a result of that transaction
Synonym:
- settlement (from package /Imported Ontologies/FinancialContextAndProcess/settlement)
Model-Generated Definition:
-
A kind of clearing and settlement, primary market closing, and when issued trading.
-
Definition: The process by which securities trades are settled.
Synonym:
- settlement convention
Model-Generated Definition:
-
A kind of convention.
-
Definition: a convention employed to determine the closing date (from the stated settlement date) in the process of settling a transaction on which securities or interests in securities are delivered, usually against (in simultaneous exchange for) payment of some consideration
Synonym:
- settlement date rule
Model-Generated Definition:
-
A kind of business recurrence interval convention.
-
Definition: a rule for determining dates by reference to some calendar or specification of settlement dates
Synonym:
Model-Generated Definition:
-
A kind of initial public offering process step.
-
Definition:
Synonym:
- settlement process
Model-Generated Definition:
-
Definition:
Synonym:
- settlement terms
Model-Generated Definition:
-
A kind of contractual commitment. A valid occurrence may have the following properties:
- is fully automated securities transfer applicable any number of values of boolean.
- is fractional eligible any number of values of boolean.
- allows contractual settlement any number of values of boolean.
- is interchangeable any number of values of boolean.
- has settlement date any number of occurrences of date.
-
Definition: contract terms that define the commitment to and mechanism for settling one or more sides of a transaction
Synonym:
- SGD-Semi-Annual Currency Basis Swap Rate-11:00-Tullett Prebon
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SGD-Semi-Annual Currency Basis Swap Rate-11:00-Tullett Prebon
Synonym:
- SGD-Semi-Annual Currency Basis Swap Rate-16:00-Tullett Prebon
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SGD-Semi-Annual Currency Basis Swap Rate-16:00-Tullett Prebon
Synonym:
- SGD-Semi-Annual Swap Rate-11.00-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SGD-Semi-Annual Swap Rate-11.00-TRADITION
Synonym:
- SGD-Semi-Annual Swap Rate-11:00-BGCANTOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SGD-Semi-Annual Swap Rate-11:00-BGCANTOR
Synonym:
- SGD-Semi-Annual Swap Rate-11:00-Tullett Prebon
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SGD-Semi-Annual Swap Rate-11:00-Tullett Prebon
Synonym:
- SGD-Semi-Annual Swap Rate-16:00-Tullett Prebon
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SGD-Semi-Annual Swap Rate-16:00-Tullett Prebon
Synonym:
- SGD-Semi-Annual Swap Rate-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SGD-Semi-Annual Swap Rate-ICAP
Synonym:
- SGD-Semi-Annual Swap Rate-ICAP-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SGD-Semi-Annual Swap Rate-ICAP-Reference Banks
Synonym:
- SGD-Semi-Annual Swap Rate-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SGD-Semi-Annual Swap Rate-Reference Banks
Synonym:
- SGD-Semi-Annual Swap Rate-TRADITION-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SGD-Semi-Annual Swap Rate-TRADITION-Reference Banks
Synonym:
- SGD-SIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SGD-SIBOR-Reference Banks
Synonym:
- SGD-SIBOR-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SGD-SIBOR-Reuters
Synonym:
- SGD-SIBOR-Telerate
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SGD-SIBOR-Telerate
Synonym:
- SGD-SONAR-OIS-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SGD-SONAR-OIS-COMPOUND
Synonym:
- SGD-SONAR-OIS-VWAP-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SGD-SONAR-OIS-VWAP-COMPOUND
Synonym:
- SGD-SOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SGD-SOR-Reference Banks
Synonym:
- SGD-SOR-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SGD-SOR-Reuters
Synonym:
- SGD-SOR-Telerate
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SGD-SOR-Telerate
Synonym:
- SGD-SOR-VWAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SGD-SOR-VWAP
Synonym:
- SGD-SOR-VWAP-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SGD-SOR-VWAP-Reference Banks
Synonym:
Model-Generated Definition:
-
A kind of equity instrument. A valid occurrence satisfies the following necessary conditions:
- confers at least one occurrence of voting right.
- confers ownership of at least one occurrence of shareholders' equity.
-
Definition: a financial instrument that signifies a unit of equity ownership in a corporation, or a unit of ownership in a mutual fund, or interest in a general or limited partnership, or a unit of ownership in a structured product, such as a real estate investment trust
Synonym:
Model-Generated Definition:
-
A kind of security action.
-
Definition: Some action relating to equity shares. Add: relationship to Share
Synonym:
Model-Generated Definition:
-
A kind of issuer formal offer.
-
Definition: Issuer bid; Reduction of circulation shares; Reverse Rights. Offer by Issuing company to existing shareholders to repurchase the company's own shares or other securities convertible into shares.
Synonym:
Model-Generated Definition:
-
A kind of issuer formal offer notification.
-
Definition: Notification of an offer by the issuing company to existing shareholders to repurchase the company's own shares or other securities convertible into shares.
Synonym:
Model-Generated Definition:
-
A kind of equity option entitlement. A valid occurrence may have the following properties:
- number of shares any number of values of decimal.
-
Definition: The entitlements to the holder of a single share option, comprised in an option contract or transaction supplement.
Synonym:
Model-Generated Definition:
-
A kind of equity option o t c contract. A valid occurrence satisfies the following necessary condition:
- underlying at least one occurrence of single share observable.
-
A valid occurrence may also have the following properties:
- shares per option any number of values of integer.
- extraordinary events treatment any number of values of any type.
-
Definition: An option in which the underlyer is a single publicly issued and traded share.
Synonym:
Model-Generated Definition:
-
A kind of equity option exercise terms set. A valid occurrence satisfies the following necessary condition:
- includes specification at least one occurrence of absolute price strike specification.
-
Definition: The strike price is the price per share specified or otherwise determined in the transaction. This can be expressed either as a percentage of notional amount or as an absolute value. FpML equityStrike (complex type): A type for defining the strike price for an equity option. The strike price is either: (i) in respect of an index option transaction, the level of the relevant index specified or otherwise determined in the transaction; or (ii) in respect of a share option transaction, the price per share specified or otherwise determined in the transaction. This can be expressed either as a percentage of notional amount or as an absolute value.
Synonym:
Model-Generated Definition:
-
A kind of exchange traded security price. A valid occurrence may have the following properties:
- traded any number of values of boolean.
- precision any number of values of integer.
- share price value any number of occurrences of timed monetary amount.
- price date volume any number of occurrences of timed numeric amount.
- how quoted any number of occurrences of equity price quotation method.
- quote lot size any number of occurrences of timed numeric amount.
-
Definition: The amount of money that is paid or could be paid for a share.
Synonym:
Model-Generated Definition:
-
A kind of price analytic and price spread. A valid occurrence may have the following properties:
- is between any number of occurrences of share price.
-
Definition: Bid offer spread applies to any traded instrument.
Synonym:
Model-Generated Definition:
-
A kind of information.
-
Definition:
Synonym:
Model-Generated Definition:
-
A kind of security underwriter.
-
Definition: The party which agrees to buy any certificates that are not bought by investors Term origin:SR Modeling
Synonym:
Model-Generated Definition:
-
A kind of issuer corporate action.
-
Definition: Event in which there is some change to the value of Shares.
Synonym:
Model-Generated Definition:
-
A kind of issuer corporate action notification message. A valid occurrence may have the following properties:
- requires response any number of values of boolean.
-
Definition: Notification of a change in the face value of a share.
Synonym:
Model-Generated Definition:
-
A kind of share value change action.
-
Definition: Reduction of the share capital and face value of a single share. The number of the circulating shares remains unchanged. May include a capital pay-out to shareholder.
Synonym:
Model-Generated Definition:
-
A kind of share value change notification.
-
Definition: Notification of a reduction of the share capital and face value of a single share.
Synonym:
Model-Generated Definition:
-
A kind of share value change action.
-
Definition: Increase of the share capital. The face value of the single share is changed without modification of the number of shares in circulation. May include a capital payout to shareholder.
Synonym:
Model-Generated Definition:
-
A kind of share value change notification.
-
Definition: Notification of an increase of the share capital. The face value of the single share is changed without modification of the number of shares in circulation.
Synonym:
Model-Generated Definition:
-
A kind of constitutional owner and transferable contract holder.
-
Definition: an individual, group, or organization that owns one or more shares in a corporation or mutual fund, or an interest in a general or limited partnership, or a unit of ownership in a structured product, such as a real estate investment trust, and in whose name the share is issued
Synonym: stockholder
Model-Generated Definition:
Equivalent to stockholders' equity.
-
Definition:
- equity that is manifested in the form of one or more shares in an entity, fund or structured product
- equity held in a concern by stockholders
Synonym:
Model-Generated Definition:
-
A kind of financial asset. A valid occurrence may have the following properties:
- is equity held by any number of occurrences of shareholder.
-
Definition: Legal power of stockholders (shareholders) varies in proportion to their shareholdings. Typically, ten percent and below stockholding provides no protection. Fifteen percent stockholding may give the power to petition courts against changing the shares class rights. Up to 49.9 percent stockholding normally gives power to demand calling of an extraordinary general meeting. Fifty percent and over stockholding gives power to fire a director and force out minority stockholders by acquiring their shares as per the rules of the firm. Holder of 75 percent of the stock has the power to change the articles and memorandum of association and the firms name, reduce the share capital, allow the firm to buy its own shares from other stockholders, and to shut down the business. One hundred percent stockholding of course gives total power under the corporate legislation.
Synonym:
Model-Generated Definition:
-
Definition: The distribution of shares in response to the exercise of some rights.
Synonym:
Model-Generated Definition:
-
A kind of dividend distribution.
-
Definition: This corporate event pays shareholders an amount in cash issued from the shares premium reserve. It is similar to a dividend but with different tax implications. SWIFT = SHPR
Synonym:
Model-Generated Definition:
-
A kind of dividend distribution notification.
-
Definition:
Synonym:
- short sale locate
Model-Generated Definition:
-
A kind of pre trade.
-
Definition:
Synonym:
- short term credit rating
Model-Generated Definition:
-
A kind of investment credit rating.
-
Definition: A short term rating is a probability factor of an individual going into default within a year. This is in contrast to long-term rating which is evaluated over a long timeframe.
Synonym:
- short term debt
Model-Generated Definition:
-
A kind of debt.
-
Definition:
Synonym:
- sigma value of holdings
Model-Generated Definition:
-
Definition:
Synonym:
- signatory
Model-Generated Definition:
-
A kind of party in role. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of legally competent natural person.
-
A valid occurrence may also have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: Some agent who has the capacity to sign contracts on the part of some legal person
Synonym:
- signatory capacity
Model-Generated Definition:
-
A kind of legal capacity.
-
Definition: the capacity of some natural person to sign agreements on the part of some organization or legal person
Synonym:
- significant controlling interest party
Model-Generated Definition:
-
A kind of de jure controlling interest party.
-
Definition: A person which owns a significant voting stake in this entity of between some lower significant threshold and 50 percent, but not 50 percent or more.
Synonym:
Model-Generated Definition:
-
Definition: a company that owns a significant voting stake in another company
Synonym:
- simple return stream
Model-Generated Definition:
-
A kind of asset return stream.
-
Definition: A leg defining the returns on an underlying instrument, namely the interest payments on a debt instrument or the dividends on an equity.
Synonym:
- simple yield calculation method
Model-Generated Definition:
-
A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:
- uses price at least one occurrence of dirty price.
-
Definition: The annual rate of return expressed as a percentage. This is the return divided by the outlay and multiplied by 100 to express the figure as a percentage.
Synonym:
- single coupon type
Model-Generated Definition:
-
A kind of coupon payment terms.
-
Definition: A set of coupon terms which remain the same through the life of the Bond. This is the default and is the case when there is not a Step Coupon or Conditional Coupon.
Synonym:
- single currency interest rate swap
Model-Generated Definition:
-
A kind of interest rate swap. A valid occurrence satisfies the following necessary condition:
-
Definition: an interest rate swap in which the two streams of interest payments are in the same currency
Synonym:
- single settlement swap
Model-Generated Definition:
-
A kind of swap.
-
Definition: A Swap Transaction which relates to some statistical measure of performance of the underlying.
Synonym:
Model-Generated Definition:
-
A kind of equity observable.
-
Definition:
Synonym:
- single stock option
Model-Generated Definition:
-
A kind of equity option.
-
Definition: Option instrument based on a single equity security (share) underlying.
Synonym:
- single value
Model-Generated Definition:
-
A kind of value. A valid occurrence may have the following properties:
- has value any number of values of any type.
-
Definition: A single value is a Value with exactly one distinguished "hasValue" property that represents the primary data element of that value. Other properties of a SingleValue may be defined to qualify hasValue, such as a unit, namespace or defining authority.
Synonym:
- site
Model-Generated Definition:
-
A kind of thing in role. A valid occurrence satisfies the following necessary condition:
- is located at exactly one occurrence of location.
-
A valid occurrence may also have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: A site is a place, setting, or context in which something is situated.
Synonym:
- SKK-BRIBOR-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SKK-BRIBOR-Bloomberg
Synonym:
- SKK-BRIBOR-BRBO
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SKK-BRIBOR-BRBO
Synonym:
- SKK-BRIBOR-NBSK07
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SKK-BRIBOR-NBSK07
Synonym:
- SKK-BRIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for SKK-BRIBOR-Reference Banks
Synonym:
- soft credit event
Model-Generated Definition:
-
A kind of credit event.
-
Definition: Soft default. This is defined by the event being repairable.
Synonym:
- sole controlling party
Model-Generated Definition:
-
A kind of entity controlling party.
-
Definition: an individual entity that directs the affairs of some formal business organization
Synonym:
- sole proprietor
Model-Generated Definition:
-
A kind of owner. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of legally competent natural person.
-
A valid occurrence may also have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party that owns a business, has the rights to all profits from that business and is considered a single entity (unincorporated) together with that business for tax and liability purposes
Synonym:
- sole owner
- sole trader
- sole proprietorship
Model-Generated Definition:
-
A kind of business entity and formal organization. A valid occurrence satisfies the following necessary conditions:
- is owned and controlled by exactly one occurrence of legally competent natural person.
- has capacity at least one occurrence of liability capacity.
-
Definition:
- an unincorporated business owned by a single person
- an unincorporated business owned by a single person
Synonym:
- sovereign bond
Model-Generated Definition:
-
A kind of full faith and credit bond, government issued bond, and sovereign debt instrument.
-
Definition:
Synonym:
- sovereign debt instrument
Model-Generated Definition:
-
A kind of government issued debt security. A valid occurrence satisfies the following necessary condition:
- has issuer at least one occurrence of sovereign debt issuer.
-
Definition:
Synonym:
- sovereign debt issuer
Model-Generated Definition:
-
A kind of government debt issuer. A valid occurrence satisfies the following necessary condition:
- is played by at least one occurrence of sovereign state.
-
Definition: A national Government, acting in the capacity of an Issuer.
Synonym:
- sovereign state
Model-Generated Definition:
-
A kind of polity. A valid occurrence satisfies the following necessary conditions:
- has full sovereignty over at least one occurrence of country.
- is represented by at least one occurrence of national government.
-
Definition: a nonphysical juridical entity that is represented by one centralized government that has sovereignty over a geographic area
Synonym:
- sovereign wealth fund
Model-Generated Definition:
-
A kind of functional business entity.
-
Definition: Government investment fund funded by foreign currency reserves. Review: Also include things like International Monetary Fund. Are these a Legal Entity? See also Funds model. Move the question about Sovereign Wealth Funds to the Funds model. Looking at definitions (e.g. Wikipedia) it's a state owned investment fund. The legal entity owner is a government (or in fact a State, which is governed by a Government).
Synonym:
- spanish yield calculation method
Model-Generated Definition:
-
A kind of yield calculation method.
-
Definition: The method used in determining annual yield in Spanish corporate bonds.
Synonym:
- special assessment bond
Model-Generated Definition:
-
A kind of municipal bond.
-
Definition: An obligation payable from revenues of a special assessment. A special assessment is a charge imposed against a property in a particular locality because that property receives a special benefit by virtue of some public improvement, separate and apart from the general benefit accruing to the public at large. Special assessments may be apportioned according to the value of the benefit received, rather than merely the cost of the improvement.
Synonym:
- special call
Model-Generated Definition:
-
A kind of entire call.
-
Definition:
Synonym:
- special dividend leg term
Model-Generated Definition:
-
Definition: Special dividends and memorial dividends which are applicable. FpML: 'If present and true, then special dividends and memorial dividends are applicable.' Note that "if true" (a yes/no term) and "if present" (this term, which is the presence of the thing) are two separate meanings. FpML implies the truth of the Yes/No fact by the presence or absence of this term. However, although FpML definition says "if present and true", the term is just a "boolean" ie a YTes/no applicability term. Not sure where the special dividends themselves are defined.
Synonym:
- special obligation bond
Model-Generated Definition:
-
A kind of municipal bond.
-
Definition: A bond secured by a limited revenue source or promise to pay.
Synonym:
- special purpose code
Model-Generated Definition:
-
A kind of language identifier. A valid occurrence may have the following properties:
- identifies any number of occurrences of special purpose language concept.
- denotes any number of occurrences of special purpose language concept.
-
Definition: a language identifier whose scope is that of a special purpose language construct
Synonym:
- special purpose language concept
Model-Generated Definition:
-
A kind of language.
-
Definition: a language concept introduced in ISO 639-3 to satisfy special-purpose requirements, typically to support application constraints
Synonym:
- special purpose vehicle
Model-Generated Definition:
-
A kind of functional business entity. A valid occurrence satisfies the following necessary conditions:
- s p v holds pool at least one occurrence of pool.
- is set up for at least one occurrence of s p v purpose.
- constituted as at least one occurrence of legal entity.
- sponsored by at least one occurrence of legal person.
-
A valid occurrence may also have the following properties:
- intended liquidation date any number of occurrences of date.
-
Definition: A Special Purpose Vehicle (SPV) set up specifically to issue a security or securities. It is set up by a company or a group of companies for some purpose such as to create instruments that are off the company's balance sheet or to issue Participation Notes for investors in another jurisdiction. The SPV is formed for a specific reason and exists for a specific period of time and is then disbanded. Further notes: Special Purpose Vehicles are also referred to as bankruptcy remote entities, as they isolate financial risk. For Participation Notes: slightly different purpose but the same kind of vehicle. The only investment made by the SPV is that they buy in the stock. These are the same kind of entity in all of the contexts in which they exist.
Synonym:
- special tax bond
Model-Generated Definition:
-
A kind of municipal bond.
-
Definition: A bond secured by revenues derived from one or more designated taxes other than ad valorem taxes. For example, bonds for a particular purpose might be supported by sales, cigarette, fuel or business license taxes.
Synonym:
- specialist mortgage issuer
Model-Generated Definition:
-
A kind of functional business entity.
-
Definition: A business organization that specialises in and exists for the issuance of mortgages to the general public.
Synonym:
- specification
Model-Generated Definition:
-
A kind of Concept. A valid occurrence may have the following properties:
- topic area any number of values of any type.
- specification abstract any number of values of any type.
- responsible task force any number of values of any type.
- normative reference any number of occurrences of specification.
- related specification any number of occurrences of specification.
- formal version any number of values of any type.
- technology area any number of values of any type.
- informative reference any number of occurrences of specification.
- short name for the specification or module any number of values of any type.
- specification URL any number of values of any type.
- specification name or title any number of values of any type.
- specification abbreviation or acronym any number of values of any type.
- submitter any number of values of any type.
- keyword any number of values of any type.
- has specification version any number of occurrences of specification version.
-
Definition: an explicit set of requirements to be satisfied by a material, product, or service
Synonym:
- specification family
Model-Generated Definition:
-
A kind of Concept. A valid occurrence may have the following properties:
- specification family URL any number of values of any type.
- specification family title any number of values of any type.
- specification family abbreviation or acronym any number of values of any type.
- family abstract any number of values of any type.
-
Definition: a family of specifications, such as the OMG's Financial Industry Business Ontology (FIBO) or the Information Exchange Framework (IEF)
Synonym:
- specification version
Model-Generated Definition:
-
A kind of Concept. A valid occurrence satisfies the following necessary condition:
- is version of exactly one occurrence of specification.
-
A valid occurrence may also have the following properties:
- prior specification version any number of values of any type.
- this version any number of values of any type.
- publication date any number of values of any type.
- task force report any number of values of any type.
- specification version status any number of values of any type.
- specification version URL any number of values of any type.
- addressForComments any number of values of any type.
- reflects any number of occurrences of issue resolution.
-
Definition: a formal revision of a given specification, produced through the efforts of a finalization or revision task force
Synonym:
- specified date (from package /Imported Ontologies/Financial Dates Ontology/specified date)
Model-Generated Definition:
-
A kind of calculated date. A valid occurrence may have the following properties:
- has date specification any number of values of string.
-
Definition: a calculated date that is defined by a rule, which is captured as a string by the 'hasDateSpecification' property
Synonym:
- specified date (from package /Imported Ontologies/Time/specified date)
Model-Generated Definition:
-
A kind of date and specified temporal thing.
-
Definition: A date which is unknown in terms of not having a specific calendar date attached to it, but known in the sense of being specified unambiguously by some specification.
Synonym:
- specified temporal entity
Model-Generated Definition:
-
A kind of specified temporal thing and temporal entity. A valid occurrence satisfies the following necessary condition:
- specification at least one occurrence of temporal entity specification.
-
Definition:
Synonym:
- specified temporal thing
Model-Generated Definition:
-
A kind of temporal thing. A valid occurrence satisfies the following necessary condition:
- specification at least one occurrence of temporal thing specification.
-
Definition:
Synonym:
- spin off
Model-Generated Definition:
-
Definition: Demerger; Distribution; Unbundling. A distribution of subsidiary stock to the shareholders of the parent company without a surrender of shares. Spin-off represents a form of divestiture resulting in an independent company.
Synonym:
- spoken language
Model-Generated Definition:
-
A kind of language.
-
Definition: an individual language or language variant that is articulated through speech (oral or vocal) sounds
Synonym:
- sponsor
Model-Generated Definition:
-
A kind of party in role. A valid occurrence satisfies the following necessary condition:
- may be at least one occurrence of corporate broker.
-
Definition:
Synonym:
- spot cash settlement terms
Model-Generated Definition:
-
A kind of settlement terms. A valid occurrence satisfies the following necessary conditions:
- has receiver at least one occurrence of spot receiver.
- has payer at least one occurrence of spot payer.
-
A valid occurrence may also have the following properties:
- payment type any number of values of string.
- settlement information any number of values of string.
- settlement amount any number of occurrences of monetary amount.
-
Definition:
Synonym:
- spot contract
Model-Generated Definition:
-
A kind of economic contract. A valid occurrence satisfies the following necessary condition:
- has contractual element at least one occurrence of spot cash settlement terms.
-
Definition: A contract relating to a transaction which is for immediate settlement. Further notes: A spot transaction simply means a transaction in which some goods or currency are exchanged for some other goods or currency, with no future delivery provision. A Spot contract is the usually unwritten contract which by definition underlies that kind of transaction. Spot means for immediate settlement. Immediate here means the minimum number of days that are possible. This includes general retail transactions as well as the specialixed types of spot transactiojn foud in the financial services and treasury trading contexts, such as Fx Spots (a sub type of this) and commodity spot transactions. However the settlement date is still some time in the future. Also given different time zones, the settlement would be at some time in the future anyway Formerly a financial e.g. currency Spot would have been 2 (working) days settlement for example. Canadian v USD would be 1 day. Follows a settlement convention from the relevant market. Action: Add reference to Settlement Convention for the given market.
Synonym:
- spot payer
Model-Generated Definition:
-
A kind of payer.
-
Definition:
Synonym:
- spot receiver
Model-Generated Definition:
-
A kind of payee.
-
Definition:
Synonym:
- spot transaction
Model-Generated Definition:
-
A kind of contractual transaction. A valid occurrence satisfies the following necessary conditions:
- has implied contract at least one occurrence of spot contract.
- subject at least one occurrence of negotiable cash.
-
Definition:
Synonym:
- spread
Model-Generated Definition:
-
A kind of difference and timed parameter. A valid occurrence satisfies the following necessary condition:
- takes values over time at least one occurrence of timed value.
-
Definition: The difference between two parameters that may vary over time, such as prices or rates.
Synonym:
- spread curve
Model-Generated Definition:
-
A kind of mathematical curve.
-
Definition:
Synonym:
- stable outlook
Model-Generated Definition:
-
A kind of credit watch outlook.
-
Definition:
Synonym:
- stake in fund
Model-Generated Definition:
-
A kind of position. A valid occurrence satisfies the following necessary conditions:
- gives ownership of at least one occurrence of fund.
- identified as at least one occurrence of fund unit.
- defines relationship with at least one occurrence of fund legal form.
-
Definition: The holding of some portion in a fund, by some party. This stake will generally tak ethe form of some sort of unit in that fund.
Synonym:
- standard deviation
Model-Generated Definition:
-
A kind of dispersion. A valid occurrence satisfies the following necessary condition:
- has argument at least one occurrence of (Unnamed Class).
-
Definition: the square root of variance, standard deviation, measures the spread or dispersion around the mean of a data set
Synonym:
- standard industrial classification code
Model-Generated Definition:
-
A kind of code element and industry sector classifier. A valid occurrence satisfies the following necessary conditions:
- classifies at least one occurrence of formal organization.
- has definition exactly one occurrence of standard industrial classification scheme.
-
Definition: the SIC code representing an industry
Synonym:
- standard industrial classification scheme
Model-Generated Definition:
-
A kind of code set and industry sector classification scheme. A valid occurrence satisfies the following necessary condition:
- defines at least one occurrence of standard industrial classification code.
-
Definition: the scheme defining the Standard Industrial Classification (SIC) Code List
Synonym:
- standard variant
Model-Generated Definition:
-
A kind of language variant.
-
Definition: a language variant with a high degree of status and normalization, typically used in public discourse, centers of government and commerce
Synonym:
- standardized commodity future terms set
Model-Generated Definition:
-
A kind of standardized futures terms. A valid occurrence satisfies the following necessary condition:
- becomes terms of at least one occurrence of commodity future.
-
A valid occurrence may also have the following properties:
- unit of measure any number of values of string.
- lot size any number of values of decimal.
-
Definition: Standard terms for a commodity futures contract, determined in advance by the exchange. These will become terms of an individual futures contract.
Synonym:
- standardized currency option terms
Model-Generated Definition:
-
A kind of standardized options terms. A valid occurrence satisfies the following necessary condition:
- becomes terms of at least one occurrence of foreign currency option.
-
A valid occurrence may also have the following properties:
- contract size any number of occurrences of monetary amount.
-
Definition: Standard terms for a currency optioon contract, determined in advance by the exchange. These will become terms of an individual currency option contract. These may be varied or overridden for individual contracts.
Synonym:
- standardized equity option terms
Model-Generated Definition:
-
A kind of standardized options terms. A valid occurrence satisfies the following necessary condition:
- becomes terms of at least one occurrence of equity option.
-
A valid occurrence may also have the following properties:
- contract size any number of values of integer.
-
Definition: Standard terms for an equity option contract, determined in advance by the exchange. These will become terms of an individual equity option contract. These may be varied or overridden for individual contracts.
Synonym:
- standardized exercise terms
Model-Generated Definition:
-
A kind of exercise terms and standardized options terms. A valid occurrence satisfies the following necessary conditions:
- becomes part of at least one occurrence of option instrument exercise terms.
- specifies at least one occurrence of financial instrument.
-
Definition: Standard exercise terms for an option contract, determined in advance by the exchange. These will become exercise terms of an individual option contract. These may be varied or overridden for individual contracts.
Synonym:
- standardized futures listing terms set
Model-Generated Definition:
-
A kind of published information. A valid occurrence satisfies the following necessary conditions:
- become features of at least one occurrence of futures listing.
- defined by at least one occurrence of derivatives exchange.
-
A valid occurrence may also have the following properties:
- margin call applicable any number of values of boolean.
-
Definition: Standard terms set out by the exchange which will apply to any listing of a futures contract on this exchange.
Synonym:
- standardized futures option terms
Model-Generated Definition:
-
A kind of standardized options terms. A valid occurrence satisfies the following necessary condition:
- becomes terms of at least one occurrence of option contract on futures.
-
A valid occurrence may also have the following properties:
- contract size any number of values of integer.
-
Definition: Standard terms for a futures options contract, determined in advance by the exchange. These will become terms of an individual futures option contract. These may be varied or overridden for individual contracts.
Synonym:
- standardized futures terms
Model-Generated Definition:
-
A kind of standardized terms set. A valid occurrence satisfies the following necessary conditions:
- specifies delivery method at least one occurrence of derivatives delivery type.
- pricing to be determined by at least one occurrence of derivatives price determination method.
- becomes terms of at least one occurrence of future instrument.
- defined by at least one occurrence of derivatives exchange.
-
A valid occurrence may also have the following properties:
- contract size any number of values of integer.
- tick value any number of occurrences of monetary amount.
- tick size any number of occurrences of monetary amount.
-
Definition: A set of standard terms for futures contracts, as set out by the derivatives exchange. Futures contracts issued by and traded on that exchange will take on these terms or override them.
Synonym:
- standardized index option terms
Model-Generated Definition:
-
A kind of standardized options terms. A valid occurrence satisfies the following necessary condition:
- becomes terms of at least one occurrence of exchange traded equity index option.
-
A valid occurrence may also have the following properties:
- index multiplier any number of values of decimal.
-
Definition: Standard terms for an index option contract, determined in advance by the exchange. These will become terms of an individual index option contract. These may be varied or overridden for individual contracts.
Synonym:
- standardized options terms
Model-Generated Definition:
-
A kind of standardized terms. A valid occurrence satisfies the following necessary conditions:
- pricing to be determined by at least one occurrence of derivatives price determination method.
- becomes terms of at least one occurrence of exchange traded option contract.
- defined by at least one occurrence of (Unnamed Class).
-
A valid occurrence may also have the following properties:
- contract size any number of values of integer.
- includes feature at most two occurrences of option barrier feature terms.
- option type any number of occurrences of OptionTypeSelection.
-
Definition: A standardized set of terms for an options contract. These are defined by a securities exchange or an options clearing entity. Options contracts issued by the exchange may embody these terms or have equivalent terms which override these.
Synonym:
- standardized terms
Model-Generated Definition:
Equivalent to standardized terms set.
-
A kind of contractual commitment.
-
Definition:
- a set of standardized terms, published by some body, and capable of being incorporated into a contract by agreement
- a set of standardized terms, published by some body, and capable of being incorporated into a contract by agreement
Synonym:
- standardized terms set
See standardized terms.
- standards body
Model-Generated Definition:
-
A kind of formal organization.
-
Definition: An organization dedicated exclusively to the propagation of standards.
Synonym:
- standards setter
Model-Generated Definition:
-
A kind of publisher. A valid occurrence satisfies the following necessary condition:
- standards setter identity at least one occurrence of formal organization.
-
A valid occurrence may also have the following properties:
- body acronym any number of values of string.
-
Definition: An agent which acts to set standards such as message standards, programming standards and so on. This may in principal be any kind of business entity.
Synonym:
- state-chartered bank
Model-Generated Definition:
-
A kind of commercial bank and U.S. bank.
-
Definition: a commercial bank whose charter is approved by a state banking department
Synonym:
- static c d o
Model-Generated Definition:
-
A kind of c d o deal. A valid occurrence satisfies the following necessary condition:
- management style at least one occurrence of static management style.
-
Definition: A CDO where collateral is fixed through the life of the CDO. The reference assets are bought and then are kept untouched for the term of the product.
Synonym:
- static c d o portfolio
Model-Generated Definition:
-
A kind of c d o portfolio.
-
Definition: A portfolio where collateral of the CDO is fixed through the life of the CDO. The reference assets are bought and then are kept untouched for the term of the product.
Synonym:
- static management style
Model-Generated Definition:
-
A kind of c d o management style.
-
Definition:
Synonym:
- statistical area
Model-Generated Definition:
-
A kind of geographic region and physical location. A valid occurrence satisfies the following necessary conditions:
- is identified by at least one occurrence of statistical area identifier.
- is governed by at least one occurrence of government body.
-
Definition: a physical location that is defined per a nationally consistent program for designating geographic regions for the purposes of tabulating and presenting statistical data
Synonym:
- statistical area identifier
Model-Generated Definition:
-
A kind of identifier. A valid occurrence satisfies the following necessary condition:
- identifies exactly one occurrence of statistical area.
-
Definition: an identifier for a physical location that is defined per a nationally consistent program for designating geographic regions for the purposes of tabulating and presenting statistical data
Synonym:
- statistical information publisher
Model-Generated Definition:
-
A kind of publisher. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of formal organization.
-
Definition: a publisher that publishes statistical information
Synonym:
- statistical measure
Model-Generated Definition:
-
A kind of measure. A valid occurrence may have the following properties:
- has applicable period start any number of values of dateTime.
- is calculated via methodology any number of values of string.
- has applicable period end any number of values of dateTime.
- for calendar year any number of occurrences of explicit date period.
- has applicable date period any number of occurrences of date period.
-
Definition: A summary (means, mode, total, index, etc.) of the individual quantitative variable values for the statistical units in a specific group (study domains).
Synonym:
- statistical population
Model-Generated Definition:
-
A kind of finite population and statistical universe. A valid occurrence satisfies the following necessary conditions:
- is characterized by at least one occurrence of statistical area.
- is characterized by at least one occurrence of explicit date period.
-
Definition: a statistical universe filtered by time and region
Synonym:
- statistical program
Model-Generated Definition:
-
A kind of publication. A valid occurrence satisfies the following necessary conditions:
- has coverage area at least one occurrence of statistical area.
- specifies at least one occurrence of statistical universe.
-
A valid occurrence may also have the following properties:
- has reporting period any number of occurrences of explicit date period.
- has reference period any number of occurrences of business recurrence interval.
-
Definition: a publication program that presents a detailed investigation and analysis of a subject or situation involving one or more studies or surveys
Synonym:
- statistical swap contract
Model-Generated Definition:
-
A kind of swap.
-
Definition:
Synonym:
- statistical universe
Model-Generated Definition:
-
A kind of collection. A valid occurrence satisfies the following necessary condition:
- has context at least one occurrence of statistical program.
-
Definition: a collection representing the total membership, or 'universe', of people, resources, products, services, events, or entities of interest for some question, experiment, survey or statistical program
Synonym:
- status
Model-Generated Definition:
-
A kind of time sensitive information. A valid occurrence satisfies the following necessary condition:
- is of at least one occurrence of any type.
-
A valid occurrence may also have the following properties:
- status has tense any number of occurrences of Tense.
-
Definition: The standing of some thing within some lifecycle or process.
Synonym:
- status code value
Model-Generated Definition:
-
Definition: The value of the status of something that is set in terms of a list of selectable values taken from a list, which may take different values from that list at different times.
Synonym:
- statute law
Model-Generated Definition:
-
A kind of law. A valid occurrence satisfies the following necessary condition:
- is in force in at least one occurrence of jurisdiction.
-
Definition: written law (as opposed to oral or customary law) set down by a legislature or by a legislator (in the case of an absolute monarchy)
Synonym:
- statutory body
Model-Generated Definition:
-
A kind of legal entity.
-
Definition: a body set up by a government to consider evidence and make judgements in some field of activity
Synonym:
- statutory responsibility
Model-Generated Definition:
-
A kind of duty. A valid occurrence satisfies the following necessary condition:
- is mandated by at least one occurrence of statute law.
-
Definition: an obligation which is defined under some body of law (statute)
Synonym:
- step event
Model-Generated Definition:
-
A kind of prescriptive event. A valid occurrence satisfies the following necessary condition:
- defines terms for at least one occurrence of bond fixed coupon terms.
-
Definition: an event whereby a set of fixed coupon terms comes into force as specified in a Step Schedule
Synonym:
- step schedule
Model-Generated Definition:
-
A kind of ad hoc schedule. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of step event.
-
Definition:
Synonym:
- step up bond
Model-Generated Definition:
-
A kind of bond. A valid occurrence satisfies the following necessary condition:
- has interest payment terms at least one occurrence of stepped coupon type.
-
Definition: a bond with a coupon that increases (steps up), usually at regular intervals, while the bond is outstanding
Synonym:
- stepped coupon type
Model-Generated Definition:
-
A kind of coupon payment terms. A valid occurrence satisfies the following necessary condition:
- has schedule at least one occurrence of step schedule.
-
Definition:
Synonym:
- stock amount
Model-Generated Definition:
-
A kind of material amount.
-
Definition:
Synonym:
- stock balance
Model-Generated Definition:
-
A kind of physical asset. A valid occurrence satisfies the following necessary conditions:
- is quantity of at least one occurrence of stock in trade.
- represents at least one occurrence of stock amount.
-
Definition: Balance of stock in trade.
Synonym:
- stock corporation
Model-Generated Definition:
-
A kind of corporation. A valid occurrence satisfies the following necessary conditions:
- has issued capital exactly one occurrence of monetary amount.
- has nominal capital exactly one occurrence of monetary amount.
- has date of incorporation exactly one occurrence of date.
-
A valid occurrence may also have the following properties:
- has controlling interest party any number of occurrences of voting shareholder.
- has date of registration any number of occurrences of date.
- has significant controlling interest party any number of occurrences of significant shareholding company.
- issues equity any number of occurrences of issued equity.
-
Definition: a corporation that has shareholders (stockholders), each of whom receives a portion of the ownership of the corporation through shares of stock
Synonym:
- stock dividend
Model-Generated Definition:
-
A kind of dividend distribution.
-
Definition: Dividend paid to shareholders in the form of shares of stock in the issuing company or in another company. Shareholder must take stock and is not offered a choice in the form of distribution.
Synonym:
- stock dividend notification
Model-Generated Definition:
-
A kind of dividend distribution notification.
-
Definition:
Synonym:
- stock in trade
Model-Generated Definition:
-
A kind of asset.
-
Definition:
Synonym:
- stock option exercise terms set
Model-Generated Definition:
-
A kind of option instrument exercise terms. A valid occurrence satisfies the following necessary condition:
- delivery at least one occurrence of publicly traded share.
-
A valid occurrence may also have the following properties:
- strike price any number of occurrences of price.
-
Definition: Contractual terms defining when or under what circumstances a single stock options instrument may be exercised.
Synonym:
- stock split
Model-Generated Definition:
-
A kind of advice of a possible action and share action. A valid occurrence satisfies the following necessary condition:
- relates to at least one occurrence of share.
-
Definition: The increase in a company's number of outstanding shares of stock without any change in the shareholder's equity or the aggregate market value at the time of the split.
Synonym:
- stock volatillity
Model-Generated Definition:
-
A kind of volatility.
-
Definition: A measure of stock price fluctuation. Mathematically the volatility is the annualized standard deviation of a stock's daily price changes.
Synonym:
- stockholders rights instrument
Model-Generated Definition:
-
A kind of entitlement. A valid occurrence satisfies the following necessary conditions:
- gives the right to buy at least one occurrence of security.
- is held by at least one occurrence of security holder.
-
A valid occurrence may also have the following properties:
- oversubscribe option any number of values of boolean.
-
Definition: A security giving stockholders entitlement to purchase new securities issued by the corporation at a predetermined price (normally less than the current market price) in proportion to the number of securities already owned.
Synonym:
- stockholders' equity
See shareholders' equity.
- Stockholm interbank offered rate
Model-Generated Definition:
-
A kind of interbank offered rate. A valid occurrence may have the following properties:
- has publisher at least one occurrence of (Unnamed Class).
-
Definition: a daily interbank offered rate based on the interest rates at which banks offer to lend unsecured funds to other banks in the Swedish wholesale money market (or interbank market), without collateral, at different maturities; STIBOR is the average (with the exception of the highest and lowest quotes) of the interest rates listed at 11 a.m.
Synonym:
- strategy
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- has objective at least one occurrence of goal.
-
A valid occurrence may also have the following properties:
- involves any number of occurrences of any type.
-
Definition: A plan, method, or series of maneuvers or stratagems for obtaining a specific goal or result.
Synonym:
- street
Model-Generated Definition:
-
A kind of geophysical location. A valid occurrence satisfies the following necessary condition:
- street identified by at least one occurrence of street address text.
-
Definition: Some traversable strip of land or water containing along it some buildings or land.
Synonym:
- street address text
Model-Generated Definition:
-
A kind of postal address element. A valid occurrence satisfies the following necessary condition:
- identifies building at least one occurrence of building.
-
A valid occurrence may also have the following properties:
- street address any number of values of string.
-
Definition:
Synonym:
- strike formula
Model-Generated Definition:
-
A kind of cashflow formula.
-
Definition:
Synonym:
- strike price specification
Model-Generated Definition:
-
A kind of price specification.
-
Definition: The strike price for the option is the agreed price for the transaction if this takes place. Applies to all options types. Action: Make sure that's there for all Options types.
Synonym:
- strip
Model-Generated Definition:
-
A kind of tradable debt instrument.
-
Definition: a tradeable debt instrument created either through the process of removing coupons from a bond and then selling the separate parts as a zero coupon bond and an interest paying coupon bond or through taking the opposite position from some variant in the options market
Synonym: Separate Trading of Registered Interest and Principal of Securities
- strip bond
Model-Generated Definition:
-
A kind of principal-only strip and zero coupon bond. A valid occurrence satisfies the following necessary condition:
- is based on at least one occurrence of bond.
-
Definition: a bond created through the process of removing coupons from a bond and then selling the separate parts as a zero coupon bond and an interest paying coupon bond
Synonym:
- structured collection (from package /Imported Ontologies/Indicators Ontology/structured collection)
Model-Generated Definition:
-
A kind of collection.
-
Definition: a collection that has a clearly defined structure or organization
Synonym:
- structured collection (from package /Imported Ontologies/Arrangements Ontology/structured collection)
Model-Generated Definition:
-
A kind of collection.
-
Definition: a collection that has a clearly defined structure or organization
Synonym:
- structured finance instrument
Model-Generated Definition:
-
A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:
- may be at least one occurrence of amortizing bond.
- has underlying at least one occurrence of asset.
-
A valid occurrence may also have the following properties:
- has tranche type any number of occurrences of tranche type.
-
Definition: A security that has periodic principal payments with the amount of principal that is paid being dictated by a published factor.
Synonym:
- structured finance instrument pool
Model-Generated Definition:
-
Definition: A pool investment consisting of a collection of structured finance instruments.
Synonym:
- structured name
Model-Generated Definition:
-
A kind of name.
-
Definition: A name with additional details besides simply being a string of text. This may include multilingual support or structuring of name content (as seen for example in financial securities names).
Synonym:
- student borrower
Model-Generated Definition:
-
A kind of personal loan borrower.
-
Definition:
Synonym:
- student loan
Model-Generated Definition:
-
A kind of loan drawdown.
-
Definition: A loan provided for the purposes of education.
Synonym:
- student loan active status
Model-Generated Definition:
-
A kind of active loan status. A valid occurrence may have the following properties:
- student loan status any number of occurrences of student loan active status selection.
-
Definition: The status of the Student Loan at a given point in time, during the phase where it is active (the disbursement phase).
Synonym:
- student loan active status selection
Model-Generated Definition:
-
Definition:
Synonym:
- student loan contract
Model-Generated Definition:
-
A kind of loan contract. A valid occurrence satisfies the following necessary condition:
- sets out terms for at least one occurrence of student loan.
-
Definition: The contract for a Student Loan.
Synonym:
- student loan purpose
Model-Generated Definition:
-
A kind of loan purpose.
-
Definition:
Synonym:
- sub fund
Model-Generated Definition:
-
A kind of fund. A valid occurrence satisfies the following necessary condition:
- supervised by at least one occurrence of subfund supervisory authority.
-
A valid occurrence may also have the following properties:
- is sub fund any number of values of boolean.
- is sub fund of any number of occurrences of umbrella fund.
-
Definition: A set of share classes is a compartment of an umbrella fund. In this case, subfund is a synonym of investment fund and therefore has the same attributes as investment fund.
Synonym:
- sub fund manager
Model-Generated Definition:
-
A kind of fund manager.
-
Definition: A sub fund manager is ...
Synonym:
Model-Generated Definition:
-
A kind of fund supervisory authority.
-
Definition: The legal entity which supervises the fund or fund industry(for a subfund located in a different country)
Synonym:
- submitter
Model-Generated Definition:
-
A kind of party in role. A valid occurrence satisfies the following necessary condition:
-
Definition:
- a party presenting something, such as a regulatory report
- a party presenting something, such as a regulatory report
Synonym:
- subordinated c d o equity
Model-Generated Definition:
-
A kind of security. A valid occurrence may have the following properties:
- seniority any number of values of any type.
- confers ownership of any number of occurrences of any type.
-
Definition: The subordinated (also known as equity) CDO tranche is the most junior tranche in the CDO issue. If there are defaults or the CDO's collateral otherwise underperforms, scheduled payments to senior and mezzanine tranches take precedence over those to subordinated/equity tranches.
Synonym:
- subordinated m b s tranche
Model-Generated Definition:
-
A kind of tranched m b s instrument.
-
Definition: Specific kinds of tranche are modeled for example and investigation only and have been removed from the diagrams. These will be removed from the final model.
Synonym:
- subscriber
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- subscribes to at least one occurrence of securities underwriting issuance process.
-
Definition:
Synonym:
- subscription closing information
Model-Generated Definition:
-
A kind of traded instrument issuance process information. A valid occurrence satisfies the following necessary condition:
- applies to at least one occurrence of subscriber.
-
A valid occurrence may also have the following properties:
- subscription amount any number of values of integer.
- over alloted any number of values of boolean.
-
Definition:
Synonym:
- subscription right
Model-Generated Definition:
-
A kind of stockholders rights instrument. A valid occurrence satisfies the following necessary condition:
- gives right to buy at least one occurrence of share.
-
Definition: Privileges allotted to existing security holders, entitling them to subscribe to new securities at a price normally lower than the prevailing market price.
Synonym:
- subsidiary
Model-Generated Definition:
-
A kind of controlled company.
-
Definition: a company that is entirely or partially owned and entirely or partially controlled by another company
Synonym:
- suitable for issue
Model-Generated Definition:
-
Definition:
Synonym:
- suite
Model-Generated Definition:
-
A kind of building sub unit. A valid occurrence satisfies the following necessary condition:
- suite identified by at least one occurrence of building sub unit address fragment.
-
Definition: A subdivision of a building for which the purposes are not clearly defined or may be variable, generally consisting of a number of contiguous rooms on one or more floors.
Synonym:
- super floater tranche
Model-Generated Definition:
-
A kind of floater tranche.
-
Definition:
Synonym:
- super p o tranche
Model-Generated Definition:
-
A kind of agency p o tranche.
-
Definition: Principal Only tranche. This tranche will only pay principal. Not clear how this is distinct from generic PO.
Synonym:
- super senior c d o tranche
Model-Generated Definition:
-
A kind of c d o note. A valid occurrence may have the following properties:
- seniority any number of values of any type.
-
Definition: A tranche at the very top of a CDO Issue.
Synonym:
- supplier
Model-Generated Definition:
-
A kind of party in role. A valid occurrence satisfies the following necessary condition:
-
Definition: a party that supplies goods or services
Synonym:
- supply transaction
Model-Generated Definition:
-
A kind of market transaction. A valid occurrence satisfies the following necessary conditions:
- supply at least one occurrence of bundle of resources.
- vendor at least one occurrence of vendor.
- consideration at least one occurrence of negotiable cash.
- governed by terms at least one occurrence of supply transaction terms.
- customer at least one occurrence of customer.
-
Definition:
Synonym:
- supply transaction terms
Model-Generated Definition:
-
A kind of economic contract commitment.
-
Definition:
Synonym:
- support tranche
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- identity at least one occurrence of p a c-2 class.
-
Definition: A tranche which provides payment support to a PAC Tranche.
Synonym:
- supranational entity
Model-Generated Definition:
-
A kind of polity. A valid occurrence satisfies the following necessary conditions:
- has shared sovereignty over at least two occurrences of country.
- is represented by at least one occurrence of government body.
-
Definition: a governmental or non-governmental entity that is established by international law or treaty or incorporated at an international level
Synonym:
- swap
Model-Generated Definition:
-
A kind of derivative instrument. A valid occurrence satisfies the following necessary conditions:
- has contractual element at least one occurrence of swap terms.
- has contract party exactly two occurrences of swap party.
- exchanges exactly two occurrences of swap leg.
-
A valid occurrence may also have the following properties:
- may be traded in any number of occurrences of swap execution facility.
- has leg any number of occurrences of swap leg.
- is identified by any number of occurrences of unique swap identifier.
-
Definition: a derivative instrument that facilitates the exchange of financial instruments among the parties; the instruments can be almost anything, but most swaps involve cash flows (streams of payments or other commitments over time) based on a notional principal amount that both parties agree to
Synonym:
- swap confirmation
Model-Generated Definition:
-
A kind of swap lifecycle event, transaction confirmation, and written contract. A valid occurrence satisfies the following necessary condition:
- has contract party at least one occurrence of swap party.
-
A valid occurrence may also have the following properties:
- supersedes any number of occurrences of swap confirmation.
-
Definition: a formal confirmation that codifies the terms and conditions specific to a lifecycle event with respect to the overall transaction between the parties
Synonym:
- swap data repository
Model-Generated Definition:
-
A kind of financial service provider.
-
Definition: a financial service provider that provides a central facility for swap data reporting and recordkeeping
Synonym:
- swap dealer
Model-Generated Definition:
-
A kind of dealer and non-depository institution.
-
Definition: a financial service provider that holds itself out as a dealer in swaps; makes a market in swaps; regularly enters into swaps with counterparties as an ordinary course of business for its own account; or engages in any activity causing the person to be commonly known in the trade as a dealer or market maker in swaps
Synonym:
- swap execution facility
Model-Generated Definition:
-
A kind of exchange.
-
Definition: an exchange, trading system, or platform that enables many participants to execute or trade swaps
Synonym:
- swap leg
Model-Generated Definition:
-
A kind of cashflow terms and swap terms. A valid occurrence satisfies the following necessary conditions:
- has notional amount exactly one occurrence of monetary amount.
- has paying party exactly one occurrence of swap paying party.
- has receiving party exactly one occurrence of swap receiving party.
- has effective date exactly one occurrence of date.
-
A valid occurrence may also have the following properties:
- has termination date any number of occurrences of date.
-
Definition: terms defining and commitment to fulfill the future payment or cashflow requirements (e.g., interest payments, coupon payments, etc.) for one leg of a swap transaction
Synonym: swap stream terms
- swap lifecycle event
Model-Generated Definition:
-
A kind of transaction event. A valid occurrence satisfies the following necessary conditions:
- has party in role at least one occurrence of swap party.
- applies to at least one occurrence of swap.
- has swap identifier exactly one occurrence of unique swap identifier.
- is identified by exactly one occurrence of swap lifecycle event identifier.
-
Definition: an event that occurs during the lifecycle of a swap, where the overall set of events includes those specific to the issuer, front office, middle office, and/or back office processes
Synonym:
- swap lifecycle event identifier
Model-Generated Definition:
-
A kind of identifier. A valid occurrence satisfies the following necessary condition:
- identifies exactly one occurrence of swap lifecycle event.
-
Definition: an identifier that uniquely identifies a specific event in the lifecycle of a swap
Synonym:
- swap party
Model-Generated Definition:
-
A kind of derivative contract party. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a party to a swap and therefore a legal party to the contract that embodies that transaction
Synonym:
- swap paying party
Model-Generated Definition:
-
A kind of debtor, payer, and swap party.
-
Definition: a swap party responsible for making payments for a given leg of the transaction as defined in the contract
Synonym:
- swap receiving party
Model-Generated Definition:
-
A kind of creditor, payee, and swap party.
-
Definition: a swap party that receives payments for a given leg of the transaction as defined in the contract
Synonym:
- swap stream calculation relative date
Model-Generated Definition:
-
A kind of relative date. A valid occurrence satisfies the following necessary condition:
- is relative to at least one occurrence of swapstream interest rate reset schedule.
-
Definition: a calculation date that is relative to the rate reset schedule
Synonym:
- swap stream event
Model-Generated Definition:
-
A kind of payment event and swap lifecycle event.
-
Definition: a payment event (e.g., interest payment, coupon payment, etc.) against one leg of a swap stream
Synonym:
- swap stream interest calculation schedule
Model-Generated Definition:
-
A kind of parametric schedule.
-
Definition: a parametric schedule that represents the dates on which interest is calculated
Synonym:
- swap stream interest payment
Model-Generated Definition:
-
A kind of payment.
-
Definition: an event involving the payment of interest for a given swap leg
Synonym:
- swap stream interest payment schedule
Model-Generated Definition:
-
A kind of parametric schedule and payment schedule.
-
Definition: a parametric schedule that represents the dates on which interest is due to be paid
Synonym:
- swap stream interest rate reset
Model-Generated Definition:
-
A kind of interest rate stream event.
-
Definition: an event on which an interest rate for a given swap stream changes (resets)
Synonym:
- swap stream interest rate setting event
Model-Generated Definition:
-
A kind of interest rate stream event. A valid occurrence satisfies the following necessary condition:
- has date at least one occurrence of swap stream interest setting relative date.
-
Definition: an event on which an interest rate for a given swap stream is determined
Synonym:
- swap stream interest setting relative date
Model-Generated Definition:
-
A kind of relative date. A valid occurrence satisfies the following necessary condition:
- is relative to at least one occurrence of swap stream interest rate reset.
-
Definition: a date on which an interest rate is revised is that is relative to a rate reset event
Synonym:
- swap strike terms
Model-Generated Definition:
-
A kind of swap leg. A valid occurrence may have the following properties:
- strike any number of occurrences of monetary amount.
-
Definition: Formal terms defining the strike leg on a swap that has a strike leg.
Synonym:
- swap terms
Model-Generated Definition:
-
A kind of derivative transaction terms.
-
Definition: the legal contractual terms of a swap transaction
Synonym:
- swapstream interest calculation
Model-Generated Definition:
-
A kind of expression.
-
Definition: an expression that represents a calculation of interest
Synonym:
- swapstream interest rate reset schedule
Model-Generated Definition:
-
A kind of parametric schedule.
-
Definition: a parametric schedule of reset dates
Synonym:
- swaption contract
Model-Generated Definition:
-
A kind of derivative instrument and over-the-counter (OTC) instrument. A valid occurrence satisfies the following necessary conditions:
- confers at least one occurrence of legal swap option.
- has exercise procedure at least one occurrence of swaption exercise procedrure.
- has premium at least one occurrence of swaption premium.
-
Definition: Option taken on interest rate swaps. These are FX interest rate option.
Synonym:
- swaption exercise procedrure
Model-Generated Definition:
-
Definition: Procedure for the exercise of the Swaption.
Synonym:
Model-Generated Definition:
-
A valid occurrence may have the following properties:
- premium amount any number of occurrences of monetary amount.
- payment date any number of occurrences of date.
-
Definition:
Synonym:
- swaption transaction
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- embodies at least one occurrence of swaption contract.
-
Definition:
Synonym:
- swing
Model-Generated Definition:
-
Definition:
Synonym:
- swing price
Model-Generated Definition:
-
A kind of fund price.
-
Definition:
Synonym:
- Swiss franc LIBOR
Model-Generated Definition:
-
A kind of London Interbank Offered Rate.
-
Definition: a London interbank offered rate with a reference currency in Swiss francs
Synonym:
- syndicate member
Model-Generated Definition:
-
A kind of party in role.
-
Definition:
Synonym:
- syndicated loan participation note
Model-Generated Definition:
-
A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:
- defines terms for at least one occurrence of loan participation note facility.
- is issued by at least one occurrence of lead manager.
-
Definition: a fixed-income security that permits investors to buy portions of an outstanding loan or package of loans; LPN holders participate, on a pro rata basis, in collecting interest and principal payments. Banks or other financial institutions often enter into loan participation agreements with local businesses, and also offer loan participation notes as a type of short-term investment.
Synonym:
- synechdocal thing
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- has related party at least one occurrence of party in role.
- implies context at least one occurrence of relationship context.
-
Definition: Something which represents one kind of thing when things are asserted about it that really relate to another kind of thing
Synonym:
- synthetic amortizing security
Model-Generated Definition:
-
A kind of synthetic structured finance instrument.
-
Definition: Security constructed to emulate an amortizing security.
Synonym:
- synthetic balance sheet c d o
Model-Generated Definition:
-
A kind of balance sheet c d o and synthetic c d o. A valid occurrence satisfies the following necessary condition:
- issues at least one occurrence of synthetic c d o tranche.
-
Definition:
Synonym:
- synthetic c d o
Model-Generated Definition:
-
A kind of c d o deal. A valid occurrence satisfies the following necessary condition:
- issues at least one occurrence of synthetic c d o tranche.
-
Definition:
Synonym:
- synthetic c d o portfolio
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- notionally holds at least one occurrence of synthetic c d o portfolio constituent.
-
Definition:
Synonym:
- synthetic c d o portfolio constituent
Model-Generated Definition:
-
Definition: An instrument which is defined as a constituent of a synthetic pool of instruments. These are not holdings because they are not held, but in all other respects they are the constituents of the portfolio.
Synonym:
- synthetic c d o tranche
Model-Generated Definition:
-
A kind of c d o note. A valid occurrence satisfies the following necessary condition:
- is tranche of at least one occurrence of synthetic debt instrument pool.
-
A valid occurrence may also have the following properties:
- is cash any number of values of boolean.
- percentage of defaults this tranche any number of occurrences of percentage value.
- tranche type any number of occurrences of CDOTrancheSenioritySelection.
-
Definition:
Synonym:
- synthetic debt instrument pool
Model-Generated Definition:
-
A kind of abstract cashflow construct. A valid occurrence satisfies the following necessary conditions:
- makes reference to at least one occurrence of synthetic c d o portfolio.
- has underlying contract at least one occurrence of credit default swap contract.
- funded by at least one occurrence of synthetic debt instrument pool funding asset.
-
A valid occurrence may also have the following properties:
- simulates any number of occurrences of any type.
-
Definition: A cash flow structure which synthesizes the behavior of a portfolio of debt securities. For example a synthesized portfolio of CDO / Bonds / ABS using Total Returns Swaps and CDS. This does exist, it is just manufactured from different instruments.
Synonym:
- synthetic debt instrument pool funding asset
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- has investment grade at least one occurrence of instrument credit rating.
-
Definition: From April 28 review session: CDS mechanization: Q: Are the CDS taken out on the constituents of the (non owned) pool or on some other instrument? A: There is funding to underpin the pool. The funding may be high grade debt or may be low grade. There is an undedrlying source of funds. then you swap (using CDS) into other risks. so I might lend to a government institution, and then sell protection against a whole series of corporates. So I've taken the high quality portfolio and added other risks to it. Or the other way round. conclusions:
Synonym:
- synthetic debt s p v
Model-Generated Definition:
-
A kind of debt s p v. A valid occurrence satisfies the following necessary condition:
- holds at least one occurrence of synthetic debt instrument pool funding asset.
-
Definition: A Special Purpose Vehicle set up for the issuance of synthetics CDOs. This entity (like all SPVs) its itself registered as some kind of legal entity, distinct from the sponsoring organization. It becomes the Issuer of Synthetic CDO issues.
Synonym:
- synthetic pool asset
Model-Generated Definition:
-
A kind of abstract cashflow construct. A valid occurrence satisfies the following necessary condition:
- simulated by at least one occurrence of credit default swap contract.
-
A valid occurrence may also have the following properties:
- simulates any number of occurrences of any type.
-
Definition:
Synonym:
- synthetic structured finance instrument
Model-Generated Definition:
-
A kind of structured finance instrument. A valid occurrence satisfies the following necessary condition:
- has underlying at least one occurrence of synthetic pool asset.
-
Definition:
Synonym:
- system of quantities
Model-Generated Definition:
-
A kind of classification scheme. A valid occurrence satisfies the following necessary condition:
- defines at least one occurrence of base quantity.
-
A valid occurrence may also have the following properties:
- defines any number of occurrences of derived quantity.
-
Definition: set of quantities together with a set of non-contradictory equations relating those quantities
Synonym:
- system of units
Model-Generated Definition:
-
A kind of classification scheme. A valid occurrence satisfies the following necessary conditions:
- applies to exactly one occurrence of system of quantities.
- defines at least one occurrence of measurement unit.
-
Definition: a set of measurement units associated with a system of quantities, together with a set of rules that assign one measurement unit to be the base unit for each base quantity in the system of quantities and a set of rules for the derivation of other units from the base units
Synonym:
- system requirement
Model-Generated Definition:
-
A kind of product requirement.
-
Definition: A requirement to be met in some System.
Synonym:
- systematic internaliser
Model-Generated Definition:
-
A kind of exchange.
-
Definition: an investment firm that, on an organised, frequent, systematic and substantial basis, deals on its own account by executing client orders outside a regulated market, MTF or OTF without operating a multilateral system
Synonym:
- T
-
- t a c tranche
Model-Generated Definition:
-
A kind of agency c m o and tranched m b s instrument. A valid occurrence satisfies the following necessary condition:
- specifies at least one occurrence of t a c tranche amortization schedule.
-
A valid occurrence may also have the following properties:
- pricing speed any number of occurrences of payment speed.
-
Definition: Targeted Amortization Class. This is related to a PAC tranche and has a payment schedule geared towards a specified prepayment speed (called the pricing speed). Agency CMO
Synonym:
- t a c tranche amortization schedule
Model-Generated Definition:
-
A kind of redemption schedule.
-
Definition:
Synonym:
- take no action notification message
Model-Generated Definition:
-
A kind of holder response message. A valid occurrence satisfies the following necessary condition:
- conveys at least one occurrence of take no action response.
-
Definition: Notification of a Take No Action response. SWIFT: Term: NOAC Definition: "Take no action"
Synonym:
- take no action response
Model-Generated Definition:
-
A kind of corporate action holder response.
-
Definition: Take No Action. SWIFT: Term: NOAC Definition: "Take no action"
Synonym:
- tax allocation bond
Model-Generated Definition:
-
A kind of municipal bond.
-
Definition: A bond payable from the incremental increase in tax revenues realized from any increase in property value and other economic activity, often designed to capture the economic benefit resulting from a bond financing. Tax increment bonds, also known as tax allocation bonds, often are used to finance the redevelopment of blighted areas.
Synonym:
- tax expense
Model-Generated Definition:
-
A kind of expenditure.
-
Definition:
Synonym:
- tax jurisdiction
Model-Generated Definition:
-
A kind of jurisdiction.
-
Definition:
Synonym:
- tax law
Model-Generated Definition:
-
A kind of statute law. A valid occurrence satisfies the following necessary conditions:
- applicable in at least one occurrence of tax jurisdiction.
- lays down at least one occurrence of tax rule.
-
Definition: A law or body of law pertaining to the liability for and payment of tax by persons or legal entities which are subject to the jurisdiction covered by that law.
Synonym:
- tax reclaim activity
Model-Generated Definition:
-
Definition: We dont' have detailed information on what kinds of activities there are, but there may be a broad range of these. For instance, may be giving the issuer's location, or the rules for tax reclaims. Different rules exist. May set the rules on each action. For instance, It versus Fr, different rules. The CA notificaiton may be setting out the rules on each tax reclaim. Example: Aus: Issuer may make declaration to tax department, that securities are widely issued, this has some effect on withholding etc. Countries may have standing rules fo rreclaims, but may be special rules at an issue action level for large issue action. this would go out as a message (notification) using this message code. Similar to VAT in Canada - as an individual you pay VAT and reclaim it when you leave the country. Fill out a form etc. Then they send the VAT back. Conclusions: A general activity of Tax Reclaim - not formally modeled, just iterated here; notification which is the SWIFT message notoification type.
Synonym:
- tax reclaim activity message
Model-Generated Definition:
-
Definition: Message about some Tax Reclaim activity. SWIFT:"Event related to tax reclaim activities."
Synonym:
- tax rule
Model-Generated Definition:
-
A kind of rule. A valid occurrence satisfies the following necessary conditions:
- applicable in at least one occurrence of tax jurisdiction.
- sets out at least one occurrence of tax treatment.
- is laid down in at least one occurrence of tax law.
-
A valid occurrence may also have the following properties:
- description any number of values of string.
- rule name any number of values of string.
- effective period any number of occurrences of date period.
- rate any number of occurrences of percentage value.
-
Definition: The tax rule which is applied in determing the applicable tax.
Synonym:
- tax rule code
Model-Generated Definition:
-
A kind of rule code. A valid occurrence satisfies the following necessary conditions:
- stands for at least one occurrence of tax rule.
- has definition at least one occurrence of tax rule scheme.
-
Definition:
Synonym:
- tax rule scheme
Model-Generated Definition:
-
A kind of rule scheme. A valid occurrence satisfies the following necessary condition:
- defines at least one occurrence of tax rule code.
-
Definition: The scheme in which the tax rule is identified and defined.
Synonym:
- tax treatment
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- defined in at least one occurrence of tax rule.
-
Definition: Amount of money due to the government or tax authority, applicable to some thing or activity in some jurisdiction
Synonym:
- tax withholding grossup obligation
Model-Generated Definition:
-
A kind of tax withholding obligation. A valid occurrence may have the following properties:
-
Definition: Grossup Obligations in respect of Tax, that is an obligation to deduct or withhold tax in respect of payments made under transactions governed by the Master Agreement.
Synonym:
- tax withholding liability
Model-Generated Definition:
-
A kind of tax withholding obligation. A valid occurrence may have the following properties:
- includes penalty payments any number of values of boolean.
- payable by counterparty any number of values of boolean.
-
Definition: Obligation in respect of liability for tax. This defines whether or not the party which is required to deduct some tax payment and does not do so, is then entitled to receive the funds from the other party in the event that a liability for this tax is later assessed against the first party.
Synonym:
- tax withholding obligation
Model-Generated Definition:
-
A kind of master agreement obligation.
-
Definition: An obligation with regard to the payment of taxes.
Synonym:
- technical standard
Model-Generated Definition:
-
A kind of published information. A valid occurrence satisfies the following necessary conditions:
- standard set by at least one occurrence of standards body.
- has standard setter at least one occurrence of standards setter.
-
A valid occurrence may also have the following properties:
- acronym any number of values of string.
- standard name any number of values of string.
-
Definition: An established norm or requirement about technical systems; a published document formally setting out such established norm.
Synonym:
- temporal entity
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- temporal definition at least one occurrence of temporal entity definition.
- has beginning at least one occurrence of instant.
- has end at least one occurrence of instant.
-
Definition:
Synonym:
- temporal entity definition
Model-Generated Definition:
-
Definition: How a temporal entity is defined. This may be in terms of a simple definition (like a date), a specification that unambiguously specifies the temporal entity, or a method for determing a date, instant or interval such that it is not known now but can be determined at some future time. The different ways that an instant or interrval can be determined, are themselves different kinds of Thing (Measures, Specifications or Methods) and therefore this class of Thing is a union of those possible ways of specifiying a temporal entity, and not a kind of Thing in its own right.
Synonym:
- temporal entity description
Model-Generated Definition:
-
A kind of temporal measure.
-
Definition: A direct description of some temporal entity, for example a date or date time. These are defined as simple types of thing (such as date), without recourse to some specification external to or additional to the provision of simple types.
Synonym:
- temporal entity determination
Model-Generated Definition:
-
A kind of temporal thing determination method.
-
Definition: A Temporal Entity determination sets out how some Temporal Entity, currently unknown, is to be determined. For example, how a payment date or other event is to be determined at some point in the future, based on information prevailing at that future time.
Synonym:
- temporal entity specification
Model-Generated Definition:
-
A kind of temporal thing specification.
-
Definition: A Temporal Entity Specification specifies how some Temporal Entity (instant or intervl, e.g. Day or Period) actually is, other than by direct description.
Synonym:
- temporal measure
Model-Generated Definition:
-
A kind of measure.
-
Definition: A measure of description of time
Synonym:
- temporal measure definition
Model-Generated Definition:
-
Definition:
Synonym:
- temporal measure determination
Model-Generated Definition:
-
A kind of temporal thing determination method.
-
Definition:
Synonym:
- temporal thing
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- temporal definition at least one occurrence of temporal thing expression.
-
Definition:
Synonym:
- temporal thing determination method
Model-Generated Definition:
-
A kind of method.
-
Definition:
Synonym:
- temporal thing expression
Model-Generated Definition:
-
Definition:
Synonym:
- temporal thing specification
Model-Generated Definition:
-
Definition:
Synonym:
- temporal unit
Model-Generated Definition:
-
A kind of Unit.
-
Definition: Units in which Time and Date are measured, for example in defining Durations
Synonym:
- temporal value
Model-Generated Definition:
-
A kind of single value.
-
Definition: a single value representing some kind of time, including multiply occurring time values
Synonym:
- tender offer
Model-Generated Definition:
-
A kind of third party corporate action. A valid occurrence satisfies the following necessary condition:
- relates to at least one occurrence of share.
-
Definition: Offer made to shareholders, normally by a third party, requesting them to sell (tender) their shares for a specified price usually at a premium over prevailing market prices. Generally, the objective of a tender is to take control of the target company.
Synonym:
- tender offer notification
Model-Generated Definition:
-
A kind of third party formal offer notification.
-
Definition: Notification of an offer made to shareholders, normally by a third party, requesting them to sell (tender) their shares for a specified price usually at a premium over prevailing market prices.
Synonym:
- Tense
Model-Generated Definition:
-
Definition:
Synonym:
- term structure
Model-Generated Definition:
-
A kind of dated structured collection. A valid occurrence satisfies the following necessary condition:
- has constituent at least one occurrence of market rate.
-
Definition: a structured collection of rates, such as interest rates, or bond yields with different terms to maturity, such that a yield curve may be constructed for the structure
Synonym:
- termination provisions
Model-Generated Definition:
-
A kind of contractual element.
-
Definition: Formal terms setting out how the written contract may be terminated and what happens when it is.
Synonym:
- terminology code
Model-Generated Definition:
-
A kind of alpha-3 code and language identifier.
-
Definition: a language identifier whose scope is that of terminological codes
Synonym:
- terms sheet
Model-Generated Definition:
-
A kind of written information.
-
Definition: A set of written terms setting out legal or contractual rights, obligations and the like, but not (or not yet) forming part of a set of Contractual Terms.
Synonym:
- terms sheet terms set
Model-Generated Definition:
-
A kind of provisional terms description. A valid occurrence satisfies the following necessary condition:
- becomes on issue at least one occurrence of securities contract terms.
-
Definition:
Synonym:
- territory (from package /Imported Ontologies/Country and Subdivision Representation Ontology/territory)
Model-Generated Definition:
-
A kind of geopolitical entity.
-
Definition: a geopolitical entity, typically considered an area of special geopolitical interest, related to a country or other geopolitical entity
Synonym:
- territory (from package /Imported Ontologies/Geophysical/territory)
Model-Generated Definition:
-
A kind of geographical area.
-
Definition: A physical extent of land and water generally corresponding to the area claimed or governmed by some geopolitical entity. .
Synonym:
- text value
Model-Generated Definition:
-
A kind of single value.
-
Definition: A text value is a single value representing textural information represented as an xsd:string. Note that this class is not intended to be used directly (in these cases use xsd:string) but is intended to be subclassed with values with business semantic intent.
Synonym:
- THB-Semi-Annual Swap Rate-11:00-BGCANTOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for THB-Semi-Annual Swap Rate-11:00-BGCANTOR
Synonym:
- THB-Semi-Annual Swap Rate-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for THB-Semi-Annual Swap Rate-Reference Banks
Synonym:
- THB-SOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for THB-SOR-Reference Banks
Synonym:
- THB-SOR-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for THB-SOR-Reuters
Synonym:
- THB-SOR-Telerate
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for THB-SOR-Telerate
Synonym:
- THB-THBFIX-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for THB-THBFIX-Reference Banks
Synonym:
- THB-THBFIX-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for THB-THBFIX-Reuters
Synonym:
- thing in role
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- has identity exactly one occurrence of any type.
- has role at least one occurrence of role.
-
A valid occurrence may also have the following properties:
- is played by any number of occurrences of any type.
-
Definition: a thing-in-role is a relative concept that ties some thing to a role it plays in a given situational context
Synonym:
- third party action announcement
Model-Generated Definition:
-
Definition:
Synonym:
- third party action choice exists
Model-Generated Definition:
-
Definition:
Synonym:
- third party action choice offer
Model-Generated Definition:
-
Definition:
Synonym:
- third party action holder response to choice
Model-Generated Definition:
-
Definition:
Synonym:
- third party action notification
Model-Generated Definition:
-
Definition:
Synonym:
- third party corporate action
Model-Generated Definition:
-
A kind of corporate action. A valid occurrence satisfies the following necessary condition:
- announced by at least one occurrence of non issuer corporate action announcer.
-
Definition: Some action initiated by some third party to the security, i.e. not the issuer.
Synonym:
- third party corporate action end
Model-Generated Definition:
-
Definition:
Synonym:
- third party corporate action issuer message
Model-Generated Definition:
-
Definition: Message from security issuer, notifying holders of a third party action.
Synonym:
- third party corporate action notification message
Model-Generated Definition:
-
A kind of notification message.
-
Definition: Notification of a third party corporate action.
Synonym:
- third party corporate action originator message
Model-Generated Definition:
-
Definition: Message from a third party, notifying holders of a third party action.
Synonym:
- third party corporate action start
Model-Generated Definition:
-
Definition:
Synonym:
- third party formal offer notification
Model-Generated Definition:
-
Definition: Notification of some third party offer, to the shareholders.
Synonym:
- third party warrant issuer
Model-Generated Definition:
-
A kind of warrant issuer.
-
Definition:
Synonym:
- third-party agent
Model-Generated Definition:
-
A kind of legal agent, licensee, and service provider.
-
Definition: any service provider that is licensed to perform a legally binding function and has been legally empowered to act on behalf of another party
Synonym:
- thrift institution
Model-Generated Definition:
-
A kind of savings association.
-
Definition: an organization that primarily accepts savings account deposits and invests most of the proceeds in mortgages; savings banks and savings and loan associations and credit unions are examples of thrift institutions
Synonym:
- Time
Model-Generated Definition:
-
A kind of Dimension.
-
Definition:
Synonym:
- time based plot
Model-Generated Definition:
-
A kind of comparison. A valid occurrence may have the following properties:
- plotted between any number of occurrences of timed parameter.
-
Definition: A comparison among several parameters, one of which is time.
Synonym:
- time certificate of deposit account
Model-Generated Definition:
-
A kind of time deposit account. A valid occurrence satisfies the following necessary condition:
- is realized by at least one occurrence of certificate of deposit.
-
Definition: a time deposit account that allows deposits evidenced by a negotiable or nonnegotiable instrument, or a deposit in book entry form evidenced by a receipt or similar acknowledgement issued by the bank, that provides, on its face, that the amount of such deposit is payable to the bearer, to any specified person, or to the order of a specified person, as follows: (1) on a certain date not less than seven days after the date of deposit, (2) at the expiration of a specified period not less than seven days after the date of the deposit, or (3) upon written notice to the bank which is to be given not less than seven days before the date of withdrawal.
Synonym:
- time deposit account
Model-Generated Definition:
-
A kind of contractual product and non-transaction deposit account.
-
Definition: a deposit account that the depositor does not have a right, and is not permitted, to make withdrawals from within six days after the date of deposit unless the deposit is subject to an early withdrawal penalty of at least seven days' simple interest on amounts withdrawn within the first six days after deposit
Synonym:
- time deposit open account
Model-Generated Definition:
-
A kind of time deposit account.
-
Definition: a time deposit account that allows deposits (other than time certificates of deposit) for which there is in force a written contract with the depositor that neither the whole nor any part of such deposit may be withdrawn prior to (1) the date of maturity which shall be not less than seven days after the date of the deposit, or (2) the expiration of a specified period of written notice of not less than seven days.
Synonym:
- time direction
Model-Generated Definition:
-
Definition: an enumeration that indicates whether a calendar specified date is figured from the start or the end of a calendar period
Synonym:
- time instant
Model-Generated Definition:
-
Definition: a temporal entity that is a member of a time scale, with no extent or duration
Synonym:
- time point
- instant in time
- time interval
Model-Generated Definition:
-
Definition: a segment of the time axis, a location in time, with an extent or duration
Synonym:
- time of day
Model-Generated Definition:
-
A kind of relative time. A valid occurrence satisfies the following necessary condition:
- relative to at least one occurrence of date.
-
Definition:
Synonym:
- time offset
Model-Generated Definition:
-
A kind of temporal thing. A valid occurrence satisfies the following necessary condition:
-
Definition:
Synonym:
- time point value
Model-Generated Definition:
-
A kind of temporal value.
-
Definition: a single value representing a point in time, including multiply occurring points in time such as a day of a month
Synonym:
- time sensitive information
Model-Generated Definition:
-
A kind of information. A valid occurrence may have the following properties:
-
Definition:
Synonym:
- time weighted rate of return performance determination method
Model-Generated Definition:
-
A kind of performance determination method.
-
Definition: Time weighted rate of return.
Synonym:
- timed based surface
Model-Generated Definition:
-
A kind of mathematical surface.
-
Definition: A three way relationship between three variable parameters.
Synonym:
- timed duration specification
Model-Generated Definition:
-
A kind of duration description and timed value.
-
Definition: A period of time, determined at some point in time.
Synonym:
- timed monetary amount
Model-Generated Definition:
-
A kind of monetary amount and timed value. A valid occurrence may have the following properties:
-
Definition:
Synonym:
- timed numeric amount
Model-Generated Definition:
-
A kind of numeric amount. A valid occurrence satisfies the following necessary condition:
- has value at least one occurrence of timed value.
-
Definition:
Synonym:
- timed parameter
Model-Generated Definition:
-
A kind of numerical parameter. A valid occurrence satisfies the following necessary conditions:
- has value at least one occurrence of current value.
- takes values over time at least one occurrence of timed value.
- has projected value at least one occurrence of projected value.
- had value at least one occurrence of past value.
-
A valid occurrence may also have the following properties:
- is parameter of reference entity any number of occurrences of parametric reference entity.
- is parameter of any number of occurrences of measured thing.
-
Definition: A numerical parameter which may be expected to vary over time, and will therefore have values for different times past, persent and future.
Synonym:
- timed percentage
Model-Generated Definition:
-
A kind of timed value. A valid occurrence may have the following properties:
- value any number of occurrences of percentage value.
-
Definition:
Synonym:
- timed value
Model-Generated Definition:
-
A kind of value. A valid occurrence may have the following properties:
-
Definition: The value of a dated parameter, at a stated point in the past, present or future.
Synonym:
- tool
Model-Generated Definition:
-
A kind of purposive thing.
-
Definition: Some physical object which is put to some purpose.
Synonym:
- topographical location
Model-Generated Definition:
-
A kind of physical location.
-
Definition: Some physical two dimensional extent on the surface of some planet or natural satellite. Scope Note: The definition given in the FIBO Foundations specification for Physical Location defines some n- e.g. three dimensional space. This concept extends this to define a two dimensional extent on the Earth or other planets, moons etc. Scope Note: Potential specializations of this concept would include areographical locations (on Mars) and other planetographahical features. These are not in scope for FIBO but this abstraction has been included so that models which do explore that scope may be compatible with this model. Explanatory Note: Please refer to the discipline of topynymy for further details and possible extensions.
Synonym:
- total
Model-Generated Definition:
-
A kind of expression, quantity value, and statistical measure.
-
Definition: a sum of the values for some characteristic of all units
Synonym:
- total assets
Model-Generated Definition:
-
A kind of balance sheet total.
-
Definition:
Synonym:
- total controlling interest company
Model-Generated Definition:
-
A kind of over fifty percent controlling interest company and total owner.
-
Definition: an organization having 100 percent ownership one or more organizations it holds voting shares in
Synonym: parent company
- total debt expense ratio
Model-Generated Definition:
-
A kind of monetary measure and rate.
-
Definition: a portion of 100 that represents the ratio of all monthly debt payments of all the borrowers, including proposed housing expenses, to the income of the borrowers as relied upon to make a credit decision
Synonym: back end ratio
- total liabilities
Model-Generated Definition:
-
A kind of balance sheet total.
-
Definition:
Synonym:
- total owner
Model-Generated Definition:
-
A kind of constitutional owner.
-
Definition: Entity having 100 percent ownership in the entity so owned.
Synonym:
- total owners equity
Model-Generated Definition:
-
A kind of balance sheet total.
-
Definition:
Synonym:
- total return leg
Model-Generated Definition:
-
A kind of asset return stream. A valid occurrence may have the following properties:
- pricing source any number of values of any type.
-
Definition: A leg in which the total return on an asset is paid.
Synonym:
- total return swap contract
Model-Generated Definition:
-
A kind of return swap contract.
-
Definition:
Synonym:
- tradable debt instrument
Model-Generated Definition:
-
A kind of debt instrument and security. A valid occurrence may have the following properties:
- has guarantor any number of occurrences of guarantor.
- may be subordinated to at most one occurrence of tradable debt instrument.
-
Definition: a debt instrument that is also a security, i.e., that can be bought and sold by the holder
Synonym:
- tradable debt instrument redemption provision
Model-Generated Definition:
-
A kind of redemption provision. A valid occurrence may have the following properties:
- is extendable by issuer any number of values of boolean.
- is extendable by holder any number of values of boolean.
- has notification provision any number of occurrences of notification provision.
-
Definition: terms for the redemption of the debt represented by a debt security
Synonym:
- trade
Model-Generated Definition:
-
A kind of transaction event. A valid occurrence satisfies the following necessary conditions:
- is embodied in at least one occurrence of contract.
- involves at least one occurrence of (Unnamed Class).
-
A valid occurrence may also have the following properties:
- succeeds any number of occurrences of trade.
- is characterized by any number of occurrences of trade lifecycle.
- is identified by any number of occurrences of trade identifier.
- is facilitated by any number of occurrences of trader.
-
Definition: an agreement between parties participating in a voluntary action of buying and selling goods and services
Synonym:
- trade advertisements
Model-Generated Definition:
-
A kind of pre trade.
-
Definition:
Synonym:
- trade identifier
Model-Generated Definition:
-
A kind of identifier. A valid occurrence satisfies the following necessary condition:
- identifies exactly one occurrence of trade.
-
Definition: an identifier for a trade
Synonym:
- trade lifecycle
Model-Generated Definition:
-
A kind of lifecycle. A valid occurrence satisfies the following necessary conditions:
- has stage at least one occurrence of trade lifecycle stage.
- defines at least one occurrence of trade lifecycle stage.
- is lifecycle of at least one occurrence of trade.
-
Definition: a lifecycle that defines the evolution of a trade, from initiation through settlement
Synonym:
- trade lifecycle event
Model-Generated Definition:
-
A kind of lifecycle event. A valid occurrence satisfies the following necessary condition:
- applies to at least one occurrence of trade lifecycle stage.
-
A valid occurrence may also have the following properties:
- succeeds any number of occurrences of trade lifecycle event.
-
Definition: a kind of event that occurs during one or more stages of the lifecycle of a trade
Synonym:
- trade lifecycle event occurrence
Model-Generated Definition:
-
A kind of lifecycle event occurrence. A valid occurrence satisfies the following necessary conditions:
- applies to at least one occurrence of trade lifecycle stage occurrence.
- exemplifies exactly one occurrence of trade lifecycle event.
-
A valid occurrence may also have the following properties:
- succeeds any number of occurrences of trade lifecycle event occurrence.
-
Definition: an occurrence of an event that occurs during a specific stage of a specific trade lifecycle
Synonym:
- trade lifecycle occurrence
Model-Generated Definition:
-
A kind of lifecycle occurrence. A valid occurrence satisfies the following necessary conditions:
- exemplifies exactly one occurrence of trade lifecycle.
- has stage at least one occurrence of trade lifecycle stage occurrence.
-
Definition: a realization of a trade lifecycle
Synonym:
- trade lifecycle stage
Model-Generated Definition:
-
A kind of lifecycle stage. A valid occurrence satisfies the following necessary conditions:
- comprises at least one occurrence of trade lifecycle event.
- classifies at least one occurrence of trade.
- is stage of at least one occurrence of trade lifecycle.
- has definition at least one occurrence of trade lifecycle.
-
A valid occurrence may also have the following properties:
- succeeds any number of occurrences of trade lifecycle stage.
-
Definition: a phase in the lifecycle of a trade
Synonym:
- trade lifecycle stage occurrence
Model-Generated Definition:
-
A kind of lifecycle stage occurrence. A valid occurrence satisfies the following necessary conditions:
- is stage of at least one occurrence of trade lifecycle occurrence.
- comprises at least one occurrence of trade lifecycle event occurrence.
- exemplifies exactly one occurrence of trade lifecycle stage.
-
A valid occurrence may also have the following properties:
- succeeds any number of occurrences of trade lifecycle stage occurrence.
-
Definition: an instance of a phase in an occurrence of a given trade lifecycle
Synonym:
- traded instrument issuance process information
Model-Generated Definition:
-
A kind of information. A valid occurrence satisfies the following necessary condition:
- becomes part of at least one occurrence of issued security issue information.
-
A valid occurrence may also have the following properties:
- defined as security any number of values of boolean.
-
Definition: Information on one Security issue, arising from the Issuance Process. Note that one Issuance Process (Offering) may relate to more than on Issue, which itself may be the issue of more than one Traded Security.
Synonym:
- traded option principal
Model-Generated Definition:
-
A kind of option writing party. A valid occurrence satisfies the following necessary conditions:
- is a at least one occurrence of trading participant.
- becomes party at least one occurrence of novated option contract principal.
-
Definition: The principal to the Traded Option contract. THis is the party which gives the other party the right to take up the obligation, and which is obliged to honor that transaction if that option is taken up.
Synonym:
- traded options counterparty
Model-Generated Definition:
-
A kind of option buyer. A valid occurrence satisfies the following necessary condition:
- is a at least one occurrence of trading participant.
-
Definition:
Synonym:
- traded security lifecycle
Model-Generated Definition:
-
Definition:
Synonym:
- traded security published price
Model-Generated Definition:
-
A kind of published price.
-
Definition: The price of a tradable security.
Synonym:
- trader
Model-Generated Definition:
-
A kind of service provider. A valid occurrence satisfies the following necessary condition:
- facilitates at least one occurrence of trade.
-
A valid occurrence may also have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: an individual or organization or representative thereof that engages in the transfer of financial assets in any financial market on behalf of a client or the financial services provider
Synonym:
- trades reference data provision
Model-Generated Definition:
-
A kind of securities trade.
-
Definition:
Synonym:
- trading date rule
Model-Generated Definition:
-
A kind of business recurrence interval convention.
-
Definition: a rule for dates defined with reference to some trading date calendar published by some trading facility or authority, such as a stock exchange
Synonym:
- trading halted
Model-Generated Definition:
-
A kind of exchange security trading status.
-
Definition:
Synonym:
- trading participant
Model-Generated Definition:
-
A kind of options exchange participant. A valid occurrence satisfies the following necessary conditions:
- may be at least one occurrence of derivatives broker.
- can become at least one occurrence of clearing participant.
-
Definition:
Synonym:
- trading restriction
Model-Generated Definition:
-
A kind of securities restriction.
-
Definition: a restriction that limits trading in some manner, typically summarized on term sheets or in other documentation, including but not limited to restrictions on day trading
Synonym:
- trading status active message
Model-Generated Definition:
-
A kind of trading status message.
-
Definition: Trading in security has commenced or security has been re-activated after a supsension in trading.
Synonym:
- trading status message
Model-Generated Definition:
-
A kind of corporate event or action communication. A valid occurrence satisfies the following necessary conditions:
- is about at least one occurrence of security trading status.
- is about at least one occurrence of security.
-
Definition: A message about trading status.
Synonym:
- trading status suspended message
Model-Generated Definition:
-
A kind of trading status message.
-
Definition: Trading in the security has been suspended.
Synonym:
- traditional warrant
Model-Generated Definition:
-
A kind of company warrant.
-
Definition: Financial instruments which permit the holder to purchase or sell back to the issuer a specified amount of a share.
Synonym:
- tranche non payment
Model-Generated Definition:
-
A kind of non payment.
-
Definition: Failure of a tranche of a tranched security to pay out. This may or may not be interpreted as a credit event.
Synonym:
- tranche notes parameters
Model-Generated Definition:
-
A kind of tranched m b s issue prospectus part. A valid occurrence satisfies the following necessary condition:
- describes at least one occurrence of m b s tranche note.
-
A valid occurrence may also have the following properties:
- minimum denomination any number of occurrences of monetary amount.
- maximum amount at most one occurrence of monetary amount.
- denomination increment any number of occurrences of monetary amount.
-
Definition: One set of information defining the notes breakdown of one tranche. Covers denominations and amounts that you can byu of the instrument in this tranche. Q: Is this really defined in the prospectus? A: yes The prospectus lists the characteristics including e.g. "The notes will be sold in denominations of X AND Increuemtns of Y e.g. $250 000 incremented by $1000. Parameters include: Denominations Minimum amounts what else? Term origin:MBS PoC Reviews
Synonym:
- tranche rating at issue
Model-Generated Definition:
-
Definition: The rating at issue of a tranche of a security. Note this is under review
Synonym:
- tranche structure and termsheet
Model-Generated Definition:
-
A kind of tranched m b s issue prospectus part.
-
Definition: One sheet defining the MBS structure.
Synonym:
- tranche type
Model-Generated Definition:
-
Definition: the type of tranche in a tranched MBS security
Synonym:
- tranched draft prospectus
Model-Generated Definition:
-
A kind of security draft prospectus. A valid occurrence satisfies the following necessary condition:
- becomes final at least one occurrence of tranched m b s deal prospectus.
-
Definition: The draft prospectus for a tranched Mortgage Backed Securities issue, as determined by the issuing entity prior to marketing the issue. Certain terms in the draft prospectus will be finalized later in the issuance process to become the actual Prospectus. Term origin:MBS PoC Reviews
Synonym:
- tranched m b s deal
Model-Generated Definition:
-
A kind of m b s deal. A valid occurrence satisfies the following necessary condition:
- is also at least one occurrence of private label m b s deal.
-
A valid occurrence may also have the following properties:
- pass through any number of values of boolean.
-
Definition:
Synonym:
- tranched m b s deal prospectus
Model-Generated Definition:
-
A kind of m b s deal prospectus.
-
Definition:
Synonym:
- tranched m b s deal settlement
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- decomposes into at least one occurrence of tranched m b s primary deal transaction settlement process.
-
Definition:
Synonym:
- tranched m b s deal transaction
Model-Generated Definition:
-
A kind of financial primary market transaction. A valid occurrence satisfies the following necessary conditions:
- has counterparty at least one occurrence of primary investor.
- follows at least one occurrence of tranched m b s primary deal transaction settlement process.
-
A valid occurrence may also have the following properties:
- has principal party any number of occurrences of non agency m b s issuer.
-
Definition: The deal transaction by which the MBS Issue is issued to primary investors. Term origin:MBS PoC Reviews
Synonym:
- tranched m b s instrument
Model-Generated Definition:
-
A kind of mortgage backed security instrument. A valid occurrence satisfies the following necessary conditions:
- has note at least one occurrence of m b s tranche note.
- has potential event at least one occurrence of tranche non payment.
-
A valid occurrence may also have the following properties:
- pass through any number of values of boolean.
- provides credit support to any number of occurrences of tranched m b s instrument.
- provides credit support to any number of occurrences of tranched m b s instrument.
- cashflow precedence any number of occurrences of tranched m b s instrument.
- cashflow precedence any number of occurrences of tranched m b s instrument.
-
Definition:
Synonym:
- tranched m b s issue prospectus part
Model-Generated Definition:
-
A kind of prospectus part.
-
Definition: A part or section of a prospectus for a tranched mortgage backed securities issue. Term origin:MBS PoC Reviews
Synonym:
- tranched m b s issue underwriter
Model-Generated Definition:
-
A kind of security underwriter.
-
Definition: The party which agrees to buy any certificates that are not bought by investors Term origin:MBS PoC Reviews
Synonym:
- tranched m b s primary deal transaction settlement process
Model-Generated Definition:
-
A kind of settlement process.
-
Definition: The process by which the primary deal transaction is settled. Term origin:MBS PoC Reviews
Synonym:
- tranched m b s prospectus outline
Model-Generated Definition:
-
A kind of security draft prospectus. A valid occurrence satisfies the following necessary conditions:
- document becomes document at least one occurrence of tranched draft prospectus.
- has content at least one occurrence of draft tranche termsheet.
-
A valid occurrence may also have the following properties:
- has content any number of occurrences of draft tranche structure.
-
Definition: An outline of the tranched prospectus, provind an intial representation of the possible tranches and their features. Term origin:MBS PoC Reviews
Synonym:
- tranched m b s securitization process
Model-Generated Definition:
-
A kind of m b s securitization process.
-
Definition:
Synonym:
- tranched offering memorandum
Model-Generated Definition:
-
A kind of memorandum. A valid occurrence satisfies the following necessary conditions:
- includes details about at least one occurrence of individual tranche definitions.
- includes details about at least one occurrence of tranche structure and termsheet.
-
A valid occurrence may also have the following properties:
- may include details about at most one occurrence of draft tranche notes parameters.
-
Definition: The Offering Memorandum will include or attach the terms for two or more individual tranches that will make up the issue, and the structure of the tranches, including how they will relate to one another (priorities and so on). Term origin:MBS PoC Reviews
Synonym:
- transaction business event
Model-Generated Definition:
-
Definition: Occurrence in time that partners to a business transaction wish to monitor or control.
Synonym:
- transaction confirmation
Model-Generated Definition:
-
A kind of legal document. A valid occurrence satisfies the following necessary condition:
- is evidence for exactly one occurrence of transaction event.
-
Definition: written communication from a seller or service provider reciting the relevant details of a transaction
Synonym:
- transaction counterparty
Model-Generated Definition:
-
A kind of transaction party.
-
Definition:
Synonym:
- transaction deposit account
Model-Generated Definition:
-
A kind of deposit account.
-
Definition: a deposit or account from which the depositor or account holder is permitted to make transfers or withdrawals by negotiable or transferable instruments, payment orders of withdrawal, telephone transfers, or other similar devices for the purpose of making payments or transfers to third persons or others or from which the depositor may make third party payments at an automated teller machine (ATM), a remote service unit (RSU), or another electronic device, including by debit card
Synonym:
- transaction event (from package /Imported Ontologies/Products and Services Ontology/transaction event)
Model-Generated Definition:
-
A kind of occurrence kind. A valid occurrence may have the following properties:
- is evidenced by any number of occurrences of transaction confirmation.
-
Definition: any sale, assignment, lease, license, loan, advance, contribution, or other transfer of any interest in or right to use any property (tangible or intangible) or money, however that transaction is effected, and regardless of whether the terms of the transaction are formally documented
Synonym:
- transaction event (from package /Imported Ontologies/REATransactions/transaction event)
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- has end at least one occurrence of discharging event.
- has corresponding at least one occurrence of transaction event.
- embodies at least one occurrence of economic commitment.
- has start at least one occurrence of transaction undertaking.
-
A valid occurrence may also have the following properties:
- transaction event follows business process any number of occurrences of any type.
- has perspective any number of occurrences of transaction event aspect.
-
Definition: The event component of a transaction
Synonym:
- transaction event aspect
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- has corresponding alternative aspect at least one occurrence of transaction event aspect.
-
Definition: A transaction side as seen from the perspective of one of the parties to the transaction.
Synonym:
- transaction failure
Model-Generated Definition:
-
A kind of operational risk consequence.
-
Definition:
Synonym:
- transaction party
Model-Generated Definition:
-
A kind of party in role. A valid occurrence satisfies the following necessary condition:
- transacts with at least one occurrence of transaction party.
-
Definition: Some entity which takes part in some transaction by receiving and/or parting with some item of economic value or some payment or both.
Synonym:
- transaction principal
Model-Generated Definition:
-
A kind of transaction party. A valid occurrence satisfies the following necessary condition:
- transacts with at least one occurrence of transaction counterparty.
-
Definition:
Synonym:
- transaction processing goal
Model-Generated Definition:
-
A kind of investment goal.
-
Definition: The goal of processing transactions in which the organization is engaged, without error and within the stated time constraints.
Synonym:
- transaction undertaking
Model-Generated Definition:
-
A kind of undertaking event. A valid occurrence satisfies the following necessary condition:
- gives rise to at least one occurrence of economic commitment.
-
Definition: A contractually defined and established commitment to deliver some goods, perform some service or make some payment in cash or in kind.
Synonym:
- transcription
Model-Generated Definition:
-
Definition: the representation of speech or signing in written form
Synonym:
- transfer agent
Model-Generated Definition:
-
A kind of issuance agent. A valid occurrence satisfies the following necessary condition:
- facilitates transfer at least one occurrence of securities underwriting issuance process.
-
Definition:
Synonym:
- transferable contract
Model-Generated Definition:
-
A kind of written contract. A valid occurrence satisfies the following necessary conditions:
- has counterparty at least one occurrence of transferable contract holder.
- has principal at least one occurrence of contract originator.
- confers at least one occurrence of commitment at large.
-
Definition: a contract in which the rights and obligations of one party (the holder) may be transferred to another party, which thereby takes on the same rights and obligations with respect to the other party to the contract
Synonym:
- transferable contract holder
Model-Generated Definition:
-
A kind of contract counterparty.
-
Definition: a party that holds a transferable contract and enjoys the benefits defined in that contract while they hold it
Synonym:
- transliteration
Model-Generated Definition:
-
Definition: the conversion of text from one script to another without loss of information
Synonym:
- treasury bill
Model-Generated Definition:
-
A kind of money market instrument and sovereign debt instrument. A valid occurrence satisfies the following necessary condition:
- has interest rate at least one occurrence of reference interest rate.
-
Definition: a short-term debt obligation backed by the Treasury Department of the U.S. government with a maturity of less than one year, sold in denominations of $1,000 up to a maximum purchase of $5 million on noncompetitive bids
Synonym:
- treasury bill interest rate value
Model-Generated Definition:
-
A kind of timed value. A valid occurrence may have the following properties:
- interest rate any number of occurrences of percentage value.
-
Definition: The value of a government short term debt security, or treasury bill, at a given point in time.
Synonym:
- treasury bill reference rate
Model-Generated Definition:
-
A kind of debt instrument reference rate. A valid occurrence satisfies the following necessary condition:
- has interest rate value at least one occurrence of treasury bill interest rate value.
-
Definition: The parameter which is the interest rate payable by the T Bill at any point in time. This therefore takes a value at any given time and has historical values in the past.
Synonym:
- tribal area
Model-Generated Definition:
-
A kind of geopolitical entity.
-
Definition: a designation for an area of land managed by a group of indigenous people (tribe) rather than by the sovereign state or regional governmental entity in which the tribal area is geographically located
Synonym:
- tribal entity
Model-Generated Definition:
-
A kind of polity. A valid occurrence satisfies the following necessary conditions:
- has partial sovereignty over at least one occurrence of tribal area.
- is represented by at least one occurrence of tribal government.
-
Definition: a legal entity that represents fundamental unit of sovereign tribal (indigenous) government
Synonym:
- tribal government
Model-Generated Definition:
-
A kind of government. A valid occurrence satisfies the following necessary condition:
- governs at least one occurrence of tribal area.
-
Definition: a government representing a group of indigenous people that has legal authority to govern those people, including authority to legislate the existance of tribal entities
Synonym:
- trigger event
Model-Generated Definition:
-
Definition: Any event where some value passes some threashold. Or some other type of business event. This is not restricted to "trigger" in the sense of a value passing a threshold. Can also be an seen such as a CDO manager going into bankruptcy.
Synonym:
- troy ounces
Model-Generated Definition:
-
A kind of bullion measurement unit.
-
Definition:
Synonym:
- Troy Weight System Of Quantities
Model-Generated Definition:
-
A kind of system of quantities.
-
Definition:
Synonym:
- true p s objective
Model-Generated Definition:
-
A kind of c d o origination objective.
-
Definition:
Synonym:
- trust
Model-Generated Definition:
-
A kind of legal entity. A valid occurrence satisfies the following necessary conditions:
- has party in role at least one occurrence of trustor.
- has party in role at least one occurrence of trust beneficiary.
- is governed by exactly one occurrence of trust agreement.
- has party in role at least one occurrence of trustee.
-
Definition: A fiduciary relationship in which one party, known as a trustor, gives another party, the trustee, the right to hold title to property or assets for the benefit of a third party, the beneficiary.
Synonym:
- trust agreement
Model-Generated Definition:
-
A kind of organization covering agreement. A valid occurrence satisfies the following necessary conditions:
- has party in role at least one occurrence of trust beneficiary.
- has party in role at least one occurrence of trustor.
- has party in role at least one occurrence of trustee.
-
Definition: Formal agreement through which a trustor vests the ownership rights (title) to one or more assets to one or more trustees for conservation and protection on behalf of one or more beneficiaries of the trust. It normally states the (1) purpose for which the trust was established and fulfillment of which will terminate the trust, (2) details of the assets placed in the trust, (3) powers and limitations of the trustees, their reporting requirements, and other associated provisions, and (4) may also specify the trustees' compensation, if any. A trust agreement involving real estate requires its exact description and the trustor's express, written consent to create the trust to be valid. A will admitted to probate may also act like a trust agreement.
Synonym:
- trust deed
- trust document
- trust instrument
- trust beneficiary
Model-Generated Definition:
-
A kind of beneficiary. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: Person or organization for whose present or future interest (benefit) an annuity, assignment (such as a letter of credit), contract, insurance policy, judgment, promise, trust, will, etc., is made
Synonym:
- trust fund manager
Model-Generated Definition:
-
A kind of party in role. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
- has identity any number of occurrences of legal person.
-
Definition: A trust fund manager acts on behalf of the Trustee to manage the assets of the Trust.
Synonym:
- trust fund trust
Model-Generated Definition:
-
A kind of trust. A valid occurrence satisfies the following necessary condition:
- has party in role at least one occurrence of fund unit holder.
-
A valid occurrence may also have the following properties:
- is managed by any number of occurrences of trust fund manager.
-
Definition: A trust which forms the basis for a fund.
Synonym:
- trustee (from package /Imported Ontologies/MuniIssuance/trustee)
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is trustee at least one occurrence of securities underwriting issuance process.
-
Definition:
Synonym:
- trustee (from package /Imported Ontologies/MortgageBackedSecurities/trustee)
Model-Generated Definition:
-
A kind of party in role.
-
Definition: A party which has some role in relation to some financial investment (portfolio, issue etc.) which is formally defined as being a "Trustee" in that context.
Synonym:
- trustee (from package /Imported Ontologies/Trusts Ontology/trustee)
Model-Generated Definition:
-
A kind of organization member. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
- is played by at least one occurrence of (Unnamed Class).
- is played by at least one occurrence of (Unnamed Class).
- has identity any number of occurrences of legal person.
-
Definition: An individual or organization which holds or manages and invests assets for the benefit of another. The trustee is legally obliged to make all trust-related decisions with the beneficiary's interests in mind, and may be liable for damages in the event of not doing so. Trustees may be entitled to a payment for their services, if specified in the trust deed. In the specific case of the bond market, a trustee administers a bond issue for a borrower, and ensures that the issuer meets all the terms and conditions associated with the borrowing.
Synonym:
- trustee call
Model-Generated Definition:
-
A kind of entire call.
-
Definition:
Synonym:
- trustor
Model-Generated Definition:
-
A kind of organization member. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
- has identity any number of occurrences of independent party.
-
Definition: Entity that establishes a trust and place property under the protection and management of one or more trustees for the immediate or eventual benefit of ascertainable one or more beneficiaries. It is not always necessary to identify the trustor who may be also be a trustee and/or one of the beneficiaries. In legal parlance, a trustor is called a settlor in the UK and a grantor in the US, whereas in common usage he or she may also be called a creator, donor, initiator, owner, or Trust maker.
Synonym:
- settlor
- grantor
- TRY Annual Swap Rate-11:00-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for TRY Annual Swap Rate-11:00-TRADITION
Synonym:
- TRY-Annual Swap Rate-11:15-BGCANTOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for TRY-Annual Swap Rate-11:15-BGCANTOR
Synonym:
- TRY-Annual Swap Rate-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for TRY-Annual Swap Rate-Reference Banks
Synonym:
- TRY-Semi-Annual Swap Rate-TRADITION-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for TRY-Semi-Annual Swap Rate-TRADITION-Reference Banks
Synonym:
- TRY-TRYIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for TRY-TRYIBOR-Reference Banks
Synonym:
- TRY-TRYIBOR-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for TRY-TRYIBOR-Reuters
Synonym:
- TWD-Quarterly-Annual Swap Rate-11:00-BGCANTOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for TWD-Quarterly-Annual Swap Rate-11:00-BGCANTOR
Synonym:
- TWD-Quarterly-Annual Swap Rate-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for TWD-Quarterly-Annual Swap Rate-Reference Banks
Synonym:
- TWD-Reference Dealers
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for TWD-Reference Dealers
Synonym:
- TWD-Reuters-6165
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for TWD-Reuters-6165
Synonym:
- TWD-TAIBIR01
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for TWD-TAIBIR01
Synonym:
- TWD-TAIBIR02
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for TWD-TAIBIR02
Synonym:
- TWD-TAIBOR-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for TWD-TAIBOR-Bloomberg
Synonym:
- TWD-TAIBOR-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for TWD-TAIBOR-Reuters
Synonym:
- TWD-Telerate-6165
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for TWD-Telerate-6165
Synonym:
- TWD-TWCPBA
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for TWD-TWCPBA
Synonym:
- U
-
- u s corporate bond yield calculation method
Model-Generated Definition:
-
A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:
- uses formula at least one occurrence of i c m a yield formula.
-
Definition: This has 30/360 and semi-annual compounding.
Synonym:
- u s treasury yield calculation method
Model-Generated Definition:
-
A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:
- uses formula at least one occurrence of i c m a yield formula.
-
Definition:
Synonym:
- U.S. bank
Model-Generated Definition:
-
A kind of bank.
-
Definition: a bank that is licensed to conduct business in the United States
Synonym:
- U.S. bank holding company
Model-Generated Definition:
-
A kind of bank holding company.
-
Definition: a bank holding company that is licensed to conduct business in the United States and is regulated and supervised by the Federal Reserve in accordance with the Bank Holding Company Act of 1956
Synonym:
- U.S. credit union
Model-Generated Definition:
-
A kind of credit union and thrift institution. A valid occurrence satisfies the following necessary condition:
- has identity exactly one occurrence of not for profit corporation.
-
Definition: a cooperative association organized for the purpose of promoting thrift among its members and creating a source of credit for provident or productive purposes
Synonym:
- U.S. producer price index
Model-Generated Definition:
-
A kind of producer price index. A valid occurrence satisfies the following necessary condition:
- has publisher at least one occurrence of American statistics publisher.
-
Definition: an economic indicator representing a measure of the change over time in the selling prices received by domestic producers for their output
Synonym:
- ufficiale
Model-Generated Definition:
-
A kind of closing price determination method.
-
Definition: Meaning not known - Official price
Synonym:
- ultimate consumer
Model-Generated Definition:
-
A kind of consumer. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of person.
-
Definition: a person that is the ultimate user of a good, product or service
Synonym: consumer as defined by the Consumer Price Index (CPI)
- ultimate ownership
Model-Generated Definition:
-
A kind of entity ownership.
-
Definition: highest-level (top, end) ancestral ownership, evidenced by accounting consolidation, by some party of some other legal entity
Synonym:
- umbrella fund
Model-Generated Definition:
-
A kind of fund. A valid occurrence satisfies the following necessary condition:
- has sub fund at least one occurrence of sub fund.
-
Definition: Fund structure which has one or more investment pools.
Synonym:
- uncommitted credit facility
Model-Generated Definition:
-
A kind of credit facility.
-
Definition:
Synonym:
- uncommitted credit facility tranche
Model-Generated Definition:
-
A kind of credit facility tranche and uncommitted credit facility.
-
Definition:
Synonym:
- uncrossing price
Model-Generated Definition:
-
A kind of share price. A valid occurrence satisfies the following necessary condition:
- origin at least one occurrence of composite market.
-
A valid occurrence may also have the following properties:
- uncrossing volume any number of values of integer.
-
Definition: The indicative uncrossing price and corresponding uncrossing volume broadcast during auction calls and immediately following uncrossing.
Synonym:
- underlier
Model-Generated Definition:
-
A kind of thing in role. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of (Unnamed Class).
-
Definition: the financial instrument(s), index or parameter, or combination thereof, that form the basis for the derivative instrument
Synonym:
- underlying issuer
Model-Generated Definition:
-
A kind of warrant issuer.
-
Definition: A party which is the issuer of a Covered Warrant. This party is by definition the issuer of the underlying securities.
Synonym:
- underlying on future
Model-Generated Definition:
-
A kind of underlier.
-
Definition: The item (commodity, reference, index, instrument etc.) that determines the value of the Futures contract and in most cases forms the deliverable when the contract expires.
Synonym:
- underlying on option
Model-Generated Definition:
-
A kind of underlier. A valid occurrence satisfies the following necessary condition:
- has identity at least one occurrence of (Unnamed Class).
-
Definition: The instrument or parameter, or combinations thereof, that are used as the basis for the Option Instrument.
Synonym:
- underlying security delivery
Model-Generated Definition:
-
A kind of security forward delivery.
-
Definition:
Synonym:
- underlying valuation
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- undertaken by at least one occurrence of calculation agent.
-
Definition: The act of valuation of the underlying on some OTC Derivative.
Synonym:
- undertaking
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- is made as part of at least one occurrence of agreement.
- undertaken by at least one occurrence of undertaking party.
- gives rise to at least one occurrence of mutual commitment.
- is undertaking to at least one occurrence of contingent obligation.
- bestows at least one occurrence of contingent right.
-
Definition: Some undertaking to act.
Synonym:
- undertaking event
Model-Generated Definition:
-
A kind of transaction business event and undertaking. A valid occurrence satisfies the following necessary condition:
- triggers at least one occurrence of accounts ledger entry.
-
Definition: Something which occurs at a point in time, at which a party makes some commitment to some other party.
Synonym:
- undertaking party
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- is party to at least one occurrence of agreement.
-
Definition:
Synonym:
- underwriter
Model-Generated Definition:
-
A kind of financial service provider. A valid occurrence may have the following properties:
- is played by at least one occurrence of (Unnamed Class).
-
Definition: a financial service provider that evaluates and assumes another party's risk for a fee, such as a commission, premium, spread or interest
Synonym:
- underwriter takedown
Model-Generated Definition:
-
A kind of underwriting process details. A valid occurrence satisfies the following necessary condition:
- taken down by at least one occurrence of muni issue underwriter.
-
A valid occurrence may also have the following properties:
- underwriter takedown shares any number of values of integer.
-
Definition: Infomation on Takedown quantity of the security handled by the underwriter (that will be brought into DTC).
Synonym:
- underwriter takedown for debt
Model-Generated Definition:
-
A kind of underwriter takedown. A valid occurrence may have the following properties:
- underwriter takedown amount any number of occurrences of monetary amount.
-
Definition: information on takedown quantity of the debt security handled by the underwriter (that will be brought into DTC)
Synonym:
- underwriting
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary conditions:
- syndicate member at least one occurrence of syndicate member.
- share underwriter at least one occurrence of potential share underwriter.
-
Definition:
Synonym:
- underwriting arrangement
Model-Generated Definition:
-
A kind of mutual contractual agreement. A valid occurrence satisfies the following necessary condition:
- has party in role at least one occurrence of underwriter.
-
Definition: a contractual agreement between parties that commits the underwriter to assuming risk
Synonym:
- underwriting automation
Model-Generated Definition:
-
A kind of classifier.
-
Definition: a category indicating whether a loan was underwritten manually or using an automated underwriting system
Synonym:
- underwriting decision
Model-Generated Definition:
-
A kind of classifier.
-
Definition: a loan approval recommendation determined either manually or by an automated underwriting system
Synonym:
- underwriting issuance closing
Model-Generated Definition:
-
A kind of issuance closing. A valid occurrence satisfies the following necessary condition:
- refers to at least one occurrence of underwriter takedown.
-
Definition:
Synonym:
- underwriting issuance requestor
Model-Generated Definition:
-
A kind of potential issuer. A valid occurrence satisfies the following necessary condition:
- requests at least one occurrence of securities underwriting issuance process.
-
Definition:
Synonym:
- underwriting process activity
Model-Generated Definition:
-
A kind of issuance process activity.
-
Definition:
Synonym:
- underwriting process actor
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- underwriting process actor has identity at least one occurrence of (Unnamed Class).
-
Definition: any actor within the DTYCC Underwriting Process or any other Underwriting Process. Note: At present all these Actors (e.g. Underwriter) are defined simply as Process Actors and not as specializations of this type of Actor. Therefore this Actor is a Union of all of those.
Synonym:
- underwriting process details
Model-Generated Definition:
-
Definition: Information specific to the Underwriting of the Issue.
Synonym:
- unemployed population
Model-Generated Definition:
-
A kind of civilian labor force.
-
Definition: a subset of the civilian labor force that is considered to have had no employment but was available for work, except for temporary illness, and had made specific efforts to find employment sometime during a specified period, during the reporting period
Synonym:
- unemployment rate
Model-Generated Definition:
-
A kind of economic indicator, expression, and rate. A valid occurrence satisfies the following necessary conditions:
- has argument exactly one occurrence of unemployed population.
- has argument exactly one occurrence of civilian labor force.
- has indicator value exactly one occurrence of ratio value.
- applies to at least one occurrence of unemployed population.
-
Definition: an economic indicator representing the ratio of the unemployed population with respect to the civilian labor force of a given economy for some specified period
Synonym:
- unilateral commitment
Model-Generated Definition:
-
A kind of commitment.
-
Definition: A commitment made by one party without reference to the party to which the commitment is made.
Synonym:
- unilateral contract
Model-Generated Definition:
-
A kind of contract. A valid occurrence may have the following properties:
- confers any number of occurrences of unilateral commitment.
-
Definition: a contract in which only one party makes an express promise, or undertakes a performance without first securing a reciprocal agreement from the other party
Synonym:
- unique swap identifier
Model-Generated Definition:
-
A kind of financial instrument identifier. A valid occurrence satisfies the following necessary condition:
- identifies exactly one occurrence of swap.
-
Definition: a unique swap identifier (USI) is an identifier for a swap transaction, that is the CFTC term or Unique Transaction Identifier (UTI) which is the term used more globally is an identifier on the transaction level that stays unique throughout the life of a trade
Synonym:
- unique trade identifier
Model-Generated Definition:
-
A kind of trade identifier. A valid occurrence may have the following properties:
- has trade repository namespace any number of values of string.
- has trade repository transaction identifier any number of values of string.
-
Definition: a globally unique identifier for a trade, unique to the transaction known to and used by all relevant parties, as required by various regulatory agencies around the world
Synonym:
- unique transaction identifier
Model-Generated Definition:
-
A kind of trade identifier. A valid occurrence satisfies the following necessary condition:
- has generating entity identifier at least one occurrence of legal entity identifier.
-
Definition: a globally unique identifier for a reportable transaction, whose primary purpose is to uniquely identify individual OTC derivatives transactions in reports to trade repositories
Synonym:
- unit
Model-Generated Definition:
-
A kind of parametric thing.
-
Definition: A unit of measure ofa quantity, time or anything else which is measurable. NB don't confuse this with units in a Trust Fund!!
Synonym:
- Unit
See measurement unit.
- unit investment trust
Model-Generated Definition:
-
A kind of investment company.
-
Definition: an investment company which (a) is organized under a trust indenture, contract of custodianship or agency, or similar instrument, (b) does not have a board of directors, and (c) issues only redeemable securities, each of which represents an undivided interest in a unit of specified securities; but does not include a voting trust
Synonym: unit investment company
- unit issuer
Model-Generated Definition:
-
A kind of funds processing party. A valid occurrence satisfies the following necessary conditions:
- processing party has identity at least one occurrence of corporation.
- issues at least one occurrence of fund unit.
-
Definition: The party which issues the Fund Unit.
Synonym:
- unit of account
Model-Generated Definition:
-
A kind of monetary measure.
-
Definition: a nominal monetary unit of measure used to represent the real value (or cost) of any economic item; i.e. goods, services, assets, liabilities, income, expenses
Synonym:
- unit of account identifier
Model-Generated Definition:
-
A kind of code element and identifier. A valid occurrence satisfies the following necessary conditions:
- denotes at least one occurrence of unit of account.
- identifies at least one occurrence of unit of account.
-
Definition: the trigraph representing the unit of account
Synonym:
- unit of mass
Model-Generated Definition:
-
A kind of Unit.
-
Definition:
Synonym:
- unit price monetary specification
Model-Generated Definition:
-
A kind of price exchange specification. A valid occurrence may have the following properties:
- denominator any number of values of integer.
- numerator quantity any number of occurrences of timed monetary amount.
-
Definition: The specification of a price in terms of some monetary amount, that is a number and a currency unit, in exchange for one unit if the item so priced.
Synonym:
- Unitary Value
Model-Generated Definition:
-
Definition:
Synonym:
- universal loan identifier
Model-Generated Definition:
-
A kind of financial instrument identifier. A valid occurrence satisfies the following necessary conditions:
- comprises exactly one occurrence of legal entity identifier.
- identifies exactly one occurrence of loan contract.
-
Definition: a unique identifier given to unequivocally identify a specific mortgage loan.
Synonym:
- unlimited tax general obligation bond
Model-Generated Definition:
-
A kind of general obligation municipal bond.
-
Definition: An unlimited-tax general obligation pledge is similar to the limited-tax pledge. The only difference is that the local government is asked to increase property tax rates to necessary levels - up to a maximum of 100% - to cover delinquencies from taxpayers. Local residents must first agree to increase property taxes to necessary amounts required for the bonds.
Synonym:
- unlisted bond
Model-Generated Definition:
-
A kind of bond.
-
Definition: A bond that is traded over the counter rather than via an exchange or other listing facility.
Synonym: OTC Bond
- unsecured loan
Model-Generated Definition:
-
A kind of loan drawdown. A valid occurrence may have the following properties:
-
Definition:
Synonym:
- unsubscribed debt
Model-Generated Definition:
-
A kind of publicly issued debt.
-
Definition:
Synonym:
- up
Model-Generated Definition:
-
A kind of Direction.
-
Definition:
Synonym:
- up or down
Model-Generated Definition:
-
Definition:
Synonym:
- urban consumer price index
Model-Generated Definition:
-
A kind of consumer price index and expression. A valid occurrence satisfies the following necessary conditions:
- has publisher at least one occurrence of American statistics publisher.
- has argument exactly one occurrence of urban consumers universe.
- applies to at least one occurrence of urban consumers universe.
- has argument at least one occurrence of basket.
-
Definition: an economic indicator representing a measure of the average change over time in the prices paid by urban consumers for a market basket of consumer goods and services
Synonym:
- urban consumers universe
Model-Generated Definition:
-
A kind of civilian non-institutional population. A valid occurrence satisfies the following necessary conditions:
- has context at least one occurrence of consumer expenditure survey.
- has context at least one occurrence of point of purchase survey.
-
A valid occurrence may also have the following properties:
- has member at least one occurrence of (Unnamed Class).
-
Definition: a statistical universe for consumer expenditure surveys consisting of people within a household that make joint expenditure decisions
Synonym:
- US Dollar LIBOR
Model-Generated Definition:
-
A kind of London Interbank Offered Rate.
-
Definition: a London interbank offered rate with a reference currency in US Dollars
Synonym:
- US Treasury bill auction date rule
Model-Generated Definition:
-
A kind of auction date rule.
-
Definition: a rule for setting auction dates for US Treasury bills
Synonym:
- US Treasury bill date
Model-Generated Definition:
-
A kind of calculated date. A valid occurrence satisfies the following necessary condition:
- has business day adjustment exactly one occurrence of US Treasury bill auction date rule.
-
Definition: an auction date for US 13 week and 26 week Treasury bills
Synonym:
- USD-3M LIBOR SWAP-CME vs LCH-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-3M LIBOR SWAP-CME vs LCH-ICAP
Synonym:
- USD-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
Synonym:
- USD-6M LIBOR SWAP-CME vs LCH-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-6M LIBOR SWAP-CME vs LCH-ICAP
Synonym:
- USD-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
Synonym:
- USD-Annual Swap Rate-11:00-BGCANTOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-Annual Swap Rate-11:00-BGCANTOR
Synonym:
- USD-Annual Swap Rate-11:00-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-Annual Swap Rate-11:00-TRADITION
Synonym:
- USD-Annual Swap Rate-4:00-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-Annual Swap Rate-4:00-TRADITION
Synonym:
- USD-BA-H.15
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-BA-H.15
Synonym:
- USD-BA-Reference Dealers
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-BA-Reference Dealers
Synonym:
- USD-BMA Municipal Swap Index
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-BMA Municipal Swap Index
Synonym:
- USD-CD-H.15
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-CD-H.15
Synonym:
- USD-CD-Reference Dealers
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-CD-Reference Dealers
Synonym:
- USD-CMS-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-CMS-Reference Banks
Synonym:
- USD-CMS-Reference Banks-ICAP SwapPX
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-CMS-Reference Banks-ICAP SwapPX
Synonym:
- USD-CMS-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-CMS-Reuters
Synonym:
- USD-CMS-Telerate
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-CMS-Telerate
Synonym:
- USD-CMT-T7051
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-CMT-T7051
Synonym:
- USD-CMT-T7052
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-CMT-T7052
Synonym:
- USD-COF11-FHLBSF
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-COF11-FHLBSF
Synonym:
- USD-COF11-Reuters
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-COF11-Reuters
Synonym:
- USD-COF11-Telerate
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-COF11-Telerate
Synonym:
- USD-CP-H.15
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-CP-H.15
Synonym:
- USD-CP-Reference Dealers
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-CP-Reference Dealers
Synonym:
- USD-Federal Funds-H.15
Model-Generated Definition:
-
A kind of federal funds rate, floating interest rate, and reference interest rate.
-
Definition: the FpML floating interest index for USD-Federal Funds-H.15
Synonym:
- USD-Federal Funds-H.15-Bloomberg
Model-Generated Definition:
-
A kind of federal funds rate, floating interest rate, and reference interest rate.
-
Definition: the FpML floating interest index for USD-Federal Funds-H.15-Bloomberg
Synonym:
- USD-Federal Funds-H.15-OIS-COMPOUND
Model-Generated Definition:
-
A kind of federal funds rate, floating interest rate, and reference interest rate.
-
Definition: the FpML floating interest index for USD-Federal Funds-H.15-OIS-COMPOUND
Synonym:
- USD-Federal Funds-Reference Dealers
Model-Generated Definition:
-
A kind of federal funds rate, floating interest rate, and reference interest rate.
-
Definition: the FpML floating interest index for USD-Federal Funds-Reference Dealers
Synonym:
- USD-FFCB-DISCO
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-FFCB-DISCO
Synonym:
- USD-ISDA-Swap Rate
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-ISDA-Swap Rate
Synonym:
- USD-ISDA-Swap Rate-3:00
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-ISDA-Swap Rate-3:00
Synonym:
- USD-ISDAFIX3-Swap Rate
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-ISDAFIX3-Swap Rate
Synonym:
- USD-ISDAFIX3-Swap Rate-3:00
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-ISDAFIX3-Swap Rate-3:00
Synonym:
- USD-LIBOR-BBA
Model-Generated Definition:
-
A kind of floating interest rate, reference interest rate, and US Dollar LIBOR.
-
Definition: the FpML floating interest index for USD-LIBOR-BBA
Synonym:
- USD-LIBOR-BBA-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate, reference interest rate, and US Dollar LIBOR.
-
Definition: the FpML floating interest index for USD-LIBOR-BBA-Bloomberg
Synonym:
- USD-LIBOR-ISDA
Model-Generated Definition:
-
A kind of floating interest rate, reference interest rate, and US Dollar LIBOR.
-
Definition: the FpML floating interest index for USD-LIBOR-ISDA
Synonym:
- USD-LIBOR-LIBO
Model-Generated Definition:
-
A kind of floating interest rate, reference interest rate, and US Dollar LIBOR.
-
Definition: the FpML floating interest index for USD-LIBOR-LIBO
Synonym:
- USD-LIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate, reference interest rate, and US Dollar LIBOR.
-
Definition: the FpML floating interest index for USD-LIBOR-Reference Banks
Synonym:
- USD-Municipal Swap Libor Ratio-11:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-Municipal Swap Libor Ratio-11:00-ICAP
Synonym:
- USD-Municipal Swap Rate-11:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-Municipal Swap Rate-11:00-ICAP
Synonym:
- USD-OIS-11:00-BGCANTOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-OIS-11:00-BGCANTOR
Synonym:
- USD-OIS-11:00-LON-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-OIS-11:00-LON-ICAP
Synonym:
- USD-OIS-11:00-NY-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-OIS-11:00-NY-ICAP
Synonym:
- USD-OIS-11:00-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-OIS-11:00-TRADITION
Synonym:
- USD-OIS-3:00-BGCANTOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-OIS-3:00-BGCANTOR
Synonym:
- USD-OIS-3:00-NY-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-OIS-3:00-NY-ICAP
Synonym:
- USD-OIS-4:00-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-OIS-4:00-TRADITION
Synonym:
- USD-Overnight Bank Funding Rate
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-Overnight Bank Funding Rate
Synonym:
- USD-Prime-H.15
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-Prime-H.15
Synonym:
- USD-Prime-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-Prime-Reference Banks
Synonym:
- USD-S&P Index-High Grade
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-S&P Index-High Grade
Synonym:
- USD-SIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-SIBOR-Reference Banks
Synonym:
- USD-SIBOR-SIBO
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-SIBOR-SIBO
Synonym:
- USD-SIFMA Municipal Swap Index
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-SIFMA Municipal Swap Index
Synonym:
- USD-SOFR-COMPOUND
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-SOFR-COMPOUND
Synonym:
- USD-TBILL-H.15
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-TBILL-H.15
Synonym:
- USD-TBILL-H.15-Bloomberg
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-TBILL-H.15-Bloomberg
Synonym:
- USD-TBILL-Secondary Market
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-TBILL-Secondary Market
Synonym:
- USD-TIBOR-ISDC
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-TIBOR-ISDC
Synonym:
- USD-TIBOR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-TIBOR-Reference Banks
Synonym:
- USD-Treasury Rate-ICAP BrokerTec
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-Treasury Rate-ICAP BrokerTec
Synonym:
- USD-Treasury Rate-SwapMarker100
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-Treasury Rate-SwapMarker100
Synonym:
- USD-Treasury Rate-SwapMarker99
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-Treasury Rate-SwapMarker99
Synonym:
- USD-Treasury Rate-T19901
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-Treasury Rate-T19901
Synonym:
- USD-Treasury Rate-T500
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-Treasury Rate-T500
Synonym:
- USD-Treasury-19901-3:00-ICAP
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for USD-Treasury-19901-3:00-ICAP
Synonym:
- V
-
- v w a p
Model-Generated Definition:
-
A kind of equities statistical price and share price. A valid occurrence may have the following properties:
- v w a p value any number of occurrences of timed monetary amount.
-
Definition: Volume Weighted Average Price determined by multiplying each trade by its volume then dividing by the volume for the day. MDDL
Synonym:
- v w o p
Model-Generated Definition:
-
A kind of equities statistical price and share price. A valid occurrence may have the following properties:
- v w o p value any number of occurrences of timed monetary amount.
-
Definition: Volume Weighted Open Price determined by multiplying each trade by its volume then dividing by the volume over a certain period during the open. MDDL
Synonym:
- validate conformance
Model-Generated Definition:
-
A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:
- refers to at least one occurrence of pool conformance criteria.
-
Definition: The mortgage is automatically validated for conformance to the requirements of the pool in which it is to be included.
Synonym:
- valuation
Model-Generated Definition:
-
A kind of occurrence. A valid occurrence satisfies the following necessary condition:
- is evaluation of at least one occurrence of any type.
-
Definition: a measurement to assess the value of something expressed in some currency
Synonym:
- valuation time type
Model-Generated Definition:
-
A kind of date time.
-
Definition: The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.
Synonym:
- value (from package /Imported Ontologies/Math/value)
Model-Generated Definition:
-
A kind of mathematical expression. A valid occurrence satisfies the following necessary condition:
- denomination at least one occurrence of Unit.
-
A valid occurrence may also have the following properties:
- value expressed as any number of values of decimal.
-
Definition: Any value, stated as a number.
Synonym:
- value (from package /Imported Ontologies/Values Ontology/value)
Model-Generated Definition:
-
Definition: A Value is an immutable piece of information without a specific lifetime or identity independent of the properties that have such a value as their subject. Subtypes of Value are intended to include semantic, business relevant types that are not independent, mediating or relative things. Value is not intended to be used directly (a concept known as "abstract" in other languages such as UML), but is intended to have subclasses that are used in domain models.
All explicit triples which have a value instance as their subject (with the exception of annotations) are defined as part of the identity of the value instance. The set of such properties should be treated as immutable (not changed once the value is defined). All instances of Value with the same set of properties may be treated as equivalent. Note that while the above is not directly expressible in OWL, the above constraints and semantics of values are asserted by this specification.Synonym:
- value changing activity
Model-Generated Definition:
-
Definition: Some event or activity which changes the value of something. Examples: A value changing event can be for instance (in securities), a declaration of a dividend. This is an event which changes the value of something. CAE that are in FIBIM are value changing events. Changes to principal on any loan is a value changing event.
Synonym:
- value in exchange
Model-Generated Definition:
-
A kind of economic value.
-
Definition:
Synonym:
- value in use
Model-Generated Definition:
-
A kind of economic value.
-
Definition:
Synonym:
- value-added producer price index
Model-Generated Definition:
-
A kind of producer price index. A valid occurrence satisfies the following necessary conditions:
- has argument at least one occurrence of input producer price index.
- has argument at least one occurrence of output producer price index.
-
Definition: an economic indicator representing a weighted average of the input and output producer price indices
Synonym:
- variable
Model-Generated Definition:
-
A kind of reference.
-
Definition: a symbol that represents a parameter in a formula or expression
Synonym:
- variable coupon bond
Model-Generated Definition:
-
A kind of bond. A valid occurrence satisfies the following necessary condition:
- has interest payment terms at least one occurrence of bond variable coupon.
-
Definition: a bond that has a floating or variable interest rate, or coupon rate
Synonym:
- variable debt principal
Model-Generated Definition:
-
A kind of publicly issued debt. A valid occurrence may have the following properties:
- issued debt amount any number of occurrences of monetary amount.
-
Definition: An amount of issued debt principal which is defined in relation to some variable and so varies over time, as principal.
Synonym:
- variable determination method
Model-Generated Definition:
-
A kind of method.
-
Definition: The way in which some variable amount, quantity or value is determined or is to be determined.
Synonym:
- variable interest calculation formula
Model-Generated Definition:
-
A kind of fully-indexed interest rate.
-
Definition: Formula for the calculation of variable interest.
Synonym:
- variable interest expression
Model-Generated Definition:
-
A kind of expression. A valid occurrence satisfies the following necessary condition:
- has argument exactly one occurrence of fully-indexed interest rate.
-
A valid occurrence may also have the following properties:
- cap at most one occurrence of percentage value.
- floor at most one occurrence of percentage value.
-
Definition: an expression used to determine a variable interest payment amount
Synonym:
- variable interest rate
Model-Generated Definition:
-
A kind of interest rate.
-
Definition: an interest rate that is allowed to vary over the maturity of a loan or other debt instrument
Synonym: adjustable rate
Model-Generated Definition:
-
Definition: Formula for agreed determination of the variable premium.
Synonym:
- variable principal bond
Model-Generated Definition:
-
A kind of bond. A valid occurrence satisfies the following necessary condition:
- defines terms for at least one occurrence of variable debt principal.
-
Definition: A bond where the actual principal amount may vary, other than through paydown of the principal as amortization.
Synonym:
- variance
Model-Generated Definition:
-
A kind of dispersion. A valid occurrence satisfies the following necessary condition:
- has argument at least one occurrence of mean.
-
Definition: a measure of spread, calculated as the average squared deviation of each number from the mean of a data set
Synonym: second moment
- variance leg terms
Model-Generated Definition:
-
A kind of realized variable swap side terms. A valid occurrence satisfies the following necessary condition:
- has underlier at least one occurrence of equity index observable.
-
A valid occurrence may also have the following properties:
- realized variance amount any number of occurrences of monetary amount.
-
Definition: A return which is driven by a Variance Calculation. Variance of a single price (over time - how is this modeled? Is this the duration of the contract or some defined period or poeriods of time). The variance gets its time basis from the negotiated period in the contract, e.g. Variance over 3 months. Check: Is this always the duration of the contract or can it be for example a set of time scales (say monthly) ove the life of say a 6 month contract, and take an average?? This is logically possible but we don't know if this is what this is. FpML: A type describing return which is driven by a Variance Calculation. More notes 17 Mar Varianc v covariance Variance is a surrogate for option. Talks about random fluctuation in prices If you look at options theory (black scholes) then the price of an option is 1rily dependent in variation in the price. The more variable the more expensive ot maintain a portfolio that is indifferent to the next move in price. So this Variance Swap allows you to extract that option price (i.e. the variance as above) into the variability of the underlying price. So then the asset being traded is in fact the asset that the price references. context: This is all about controlling the price of an asset (from the point of view of the portfolio holder). similarly with the variance on an index you are picking up on the generic market stability. Recall that an index is controlling an underlying portfolio, but with the index you talk directly about the price (in an index swap), this gives you control of a portfolio that is represented by that index. Basket Swap is this - difference is agreed basket (Index, which has a publisher) versus Basket where the "index" (we don't call it that here) is a basket of securities.
Synonym:
- vendor
Model-Generated Definition:
-
A kind of transaction principal.
-
Definition:
Synonym:
- venue
Model-Generated Definition:
-
A kind of site. A valid occurrence satisfies the following necessary condition:
- has context at least one occurrence of any type.
-
Definition: A place where something happens, described in the context of the event or activity that occurs there
Synonym:
- verbal contract
Model-Generated Definition:
-
A kind of contract.
-
Definition: a contract that exists as a result of some verbal exchange
Synonym:
- virtual address
Model-Generated Definition:
-
A kind of address.
-
Definition: an address identifying a virtual, i.e. non-physical location
Synonym:
- virtual location
Model-Generated Definition:
-
A kind of location.
-
Definition: a place that is not located in any single physical location; a network location without geographic boundaries
Synonym:
- VND-Semi-Annual Swap Rate-11:00-BGCANTOR
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for VND-Semi-Annual Swap Rate-11:00-BGCANTOR
Synonym:
- VND-Semi-Annual Swap Rate-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for VND-Semi-Annual Swap Rate-Reference Banks
Synonym:
- volatility
Model-Generated Definition:
-
A kind of dispersion, expression, and statistical measure. A valid occurrence satisfies the following necessary conditions:
- has argument at least one occurrence of dated structured collection.
- has date period at least one occurrence of date period.
-
A valid occurrence may also have the following properties:
- is volatility of any number of occurrences of any type.
-
Definition: a statistical measure of the dispersion around the average of some random variable over some period of time
Synonym:
- voluntary corporate action
Model-Generated Definition:
-
A kind of issuer corporate action.
-
Definition: An event with some choice on the part of the Holder.
Synonym:
- voluntary corporate event process
Model-Generated Definition:
-
A kind of corporate event process.
-
Definition:
Synonym:
- voluntary distribution
Model-Generated Definition:
-
A kind of security action.
-
Definition: An action in which funds are distributed voluntarily by the issuer of a security.
Synonym:
- vostro account
Model-Generated Definition:
-
A kind of nostro or vostro. A valid occurrence satisfies the following necessary conditions:
- has party balance at least one occurrence of vostro balance.
- is view on at least one occurrence of account.
- vostro account has perspective at least one occurrence of account provider.
-
Definition: Your account with us.
Synonym:
- vostro balance
Model-Generated Definition:
-
A kind of balance.
-
Definition:
Synonym:
- vote against management
Model-Generated Definition:
-
A kind of voting response.
-
Definition: Vote against management.
Synonym:
- vote against management message
Model-Generated Definition:
-
A kind of voting response message.
-
Definition:
Synonym:
- voting no action
Model-Generated Definition:
-
A kind of voting response.
-
Definition: Option for the account owner not to take part in the event. SWIFT: NOAC
Synonym:
- voting no action message
Model-Generated Definition:
-
A kind of voting response message.
-
Definition:
Synonym:
- voting response
Model-Generated Definition:
-
A kind of corporate action holder response.
-
Definition: Some response to a voting activity.
Synonym:
- voting response message
Model-Generated Definition:
-
A kind of holder response message.
-
Definition:
Synonym:
- voting right
Model-Generated Definition:
-
A kind of contractual right. A valid occurrence satisfies the following necessary condition:
- is conferred by at least one occurrence of written contract.
-
A valid occurrence may also have the following properties:
- number of votes per share any number of values of decimal.
- has voting restriction any number of values of string.
-
Definition: a contractual right that specifies shareholder voting entitlements, such as to elect directors, elect outside auditors, and vote on matters of corporate policy
Synonym:
Model-Generated Definition:
-
A kind of de jure controlling interest party and shareholder. A valid occurrence satisfies the following necessary condition:
- holds some means of at least one occurrence of equity-based de jure control.
-
A valid occurrence may also have the following properties:
- elects any number of occurrences of board member.
-
Definition: a party owning voting shares in some company limited by the issue of shares
Synonym:
Model-Generated Definition:
-
A kind of shareholding. A valid occurrence may have the following properties:
- is equity held by any number of occurrences of voting shareholder.
-
Definition: a holding of some voting share
Synonym:
Model-Generated Definition:
-
A kind of voting shareholder. A valid occurrence may have the following properties:
- has identity any number of occurrences of legal entity.
-
Definition: a formal business organization that holds voting shares in some incorporated company
Synonym:
- W
-
- w a c bond coupon
Model-Generated Definition:
-
A kind of bond variable coupon.
-
Definition:
Synonym:
- wall street yield calculation method
Model-Generated Definition:
-
A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:
- uses formula at least one occurrence of i c m a yield formula.
-
Definition: No definition.Term put here from memory.
Synonym:
- warrant
Model-Generated Definition:
-
A kind of entitlement. A valid occurrence satisfies the following necessary conditions:
- has warrant underlying at least one occurrence of underlier.
- is issued by at least one occurrence of warrant issuer.
- has exercise terms at least one occurrence of warrant exercise terms set.
-
A valid occurrence may also have the following properties:
- put warrant any number of values of boolean.
- perpetual maturity any number of values of boolean.
-
Definition: Financial instruments which permit the holder to purchase or sell back to the issuer a specified amount of a financial instrument, commodity, currency or other during a specified period at a specified price.
Synonym:
- warrant exercise action
Model-Generated Definition:
-
A kind of security action.
-
Definition: Option offered to holders to buy (call warrant) or to sell (put warrant) a specific amount of stock, cash, or commodity, at a predetermined price, during a predetermined period of time (which usually corresponds to the life of the issue). Fiurther Notes: Note this is the issuer offering the holders the opportunity to do this exercise, it is not the exercise itself - misnamed in SWIFT. SWIFT = EXWA
Synonym:
- warrant exercise terms set
Model-Generated Definition:
-
A kind of exercise terms. A valid occurrence satisfies the following necessary condition:
- delivery at least one occurrence of financial instrument.
-
Definition: Terms setting out how a warrant instrument may be exercised. Further Notes Exercise terms as defined here also cover the automatic exercise of the warrant in the event of its expiry. These terms include the exercise style (FIBIM = OptionStyle type OptionStyleCode) and the delivery.
Synonym:
- warrant holder
Model-Generated Definition:
-
A kind of party holding some option for control.
-
Definition: A holder of some warrant which when exercised would confer upon that party some de jure controlling interest in some entity.
Synonym:
- warrant issuer
Model-Generated Definition:
-
A kind of issuer.
-
Definition: The issuer of a Warrant. This is defined in terms of what individual entity is the issuer and also what other roles they may or may not play for a specific type of warranty, specifically whether or not they are also the issuer of the underlying, if the underlying is a security.
Synonym:
- warrant listing
Model-Generated Definition:
-
A kind of security listing.
-
Definition: The listing of a warrant on a securities exchange. Action: confirm whether all the facts shown for listing of tradable securities generally, apply to the listing of a warrant. Also determine whether any of the terms in Listing need to be specialized or added to for Warrant Listing.
Synonym:
- warranties section
Model-Generated Definition:
-
A kind of contract part.
-
Definition: Section defining what is warranted by either party to the other. A warranty, as contained in this section of a contract, is a statement by one other party asserting that some given state of the world exists.
Synonym:
- wealth management service
Model-Generated Definition:
-
A kind of financial service.
-
Definition: a high-level financial service that combines financial and investment advice, accounting and tax services, retirement planning and legal or estate planning for one set fee
Synonym:
- web page
Model-Generated Definition:
-
A kind of document. A valid occurrence may have the following properties:
-
Definition: A document published on the World Wide Web and accessible via a Universal Resource Locator.
Synonym:
- week
Model-Generated Definition:
-
A kind of calendar temporal unit.
-
Definition:
Synonym:
- weekday
Model-Generated Definition:
-
A kind of temporal unit.
-
Definition: A day during the week, as a temporal unit.
Synonym:
- WeekDaySelection
Model-Generated Definition:
-
Definition:
Synonym:
- weighted average coupon
Model-Generated Definition:
-
A kind of instrument aggregate loan analytic. A valid occurrence may have the following properties:
- w a c has value any number of occurrences of timed percentage.
-
Definition: The weighted-average gross interest rates of the pool of mortgages that underlie a mortgage-backed security (MBS) at the time the securities were issued. A mortgage-backed security's current WAC can differ from its original WAC as the underlying mortgages pay down at different speeds. In the weighted-average calculation, the principal balance of each underlying mortgage is used as the weighting factor
Synonym:
- weighted average time to receipt of cashflows
Model-Generated Definition:
-
A kind of analytical information. A valid occurrence may have the following properties:
- has duration value any number of occurrences of dated duration specification.
-
Definition: The weighted average time to the receipt of cashflows for an instrument.
Synonym:
- when distributed
Model-Generated Definition:
-
A kind of security lifecycle status.
-
Definition: Used to refer to a security that trades after the date of issue but before the time at which the certificates are delivered
Synonym:
- when issued
Model-Generated Definition:
-
A kind of security lifecycle status.
-
Definition: When Issued or Gray Market trading is when a security is traded ahead of the date at which it is to be issued.
Synonym:
- when issued trading
Model-Generated Definition:
-
A kind of primary market.
-
Definition:
Synonym:
- when issued transaction
Model-Generated Definition:
-
A kind of financial securities secondary market transaction. A valid occurrence may have the following properties:
- offset for w i issue date any number of values of integer.
-
Definition: Trading in securities ahead of them being traded.
Synonym:
- wholly owned subsidiary
Model-Generated Definition:
-
A kind of subsidiary.
-
Definition: a subsidiary that is entirely owned and controlled by another company
Synonym:
- working capital purpose
Model-Generated Definition:
-
A kind of loan purpose.
-
Definition:
Synonym:
- worst call
Model-Generated Definition:
-
A valid occurrence satisfies the following necessary condition:
- determined to occur on at least one occurrence of worst call date.
-
Definition: The worst case of when the instrument might be called.
Synonym:
- worst call date
Model-Generated Definition:
-
A kind of determined temporal entity.
-
Definition: The worst date on which the instrument might be called.
Synonym:
- worst call date determination
Model-Generated Definition:
-
A kind of temporal entity determination. A valid occurrence may have the following properties:
- determination date any number of occurrences of date.
-
Definition: The determination of when the call identified as the Worst Call would take place. This consist of some means by which that date is determined and a date on which that date is deemed to be the Worst Call date.
Synonym:
- worthless
Model-Generated Definition:
-
A kind of status. A valid occurrence satisfies the following necessary condition:
-
A valid occurrence may also have the following properties:
-
Definition: Announcement by the regulator that the security has become worthless.
Synonym:
- worthless security booking out
Model-Generated Definition:
-
Definition: Booking out of some worthless security by the Issuer. SWIFT:"Booking out of valueless securities."
Synonym:
- writedown
Model-Generated Definition:
-
A kind of obligation credit event.
-
Definition: The fact that the underlier writes down its outstanding principal amount. Further notes: A credit event. FpML full definition: 'A credit event. Results from the fact that the underlier writes down its outstanding principal amount.'
Synonym:
- writing system
Model-Generated Definition:
-
A kind of arrangement. A valid occurrence satisfies the following necessary conditions:
- has at least one occurrence of script.
- has at least one occurrence of orthography.
-
Definition: a system for writing a language, including the requisite script and character set
Synonym:
- written communication
Model-Generated Definition:
-
A kind of written information.
-
Definition: Some formal written communication from some party to another party or parties or to the world at large, notifying them about some fact or occurrence.
Synonym:
- written contract
Model-Generated Definition:
-
A kind of contract. A valid occurrence satisfies the following necessary condition:
- is evidenced by at least one occurrence of contract document.
-
Definition: a formal contract that is written and signed by the parties thereto
Synonym:
- written information
Model-Generated Definition:
-
A kind of information. A valid occurrence satisfies the following necessary condition:
- originator at least one occurrence of autonomous agent.
-
Definition: Some information which is written in some format (physical or electronic) and is or may be communicated in some way.
Synonym:
- written language
Model-Generated Definition:
-
A kind of language.
-
Definition: the representation of a language via a writing system, with a relatively normalized orthography
Synonym:
- X
-
- x e t r a
Model-Generated Definition:
-
A kind of valuation time type.
-
Definition:
Synonym:
- Y
-
- year
Model-Generated Definition:
-
A kind of calendar temporal unit.
-
Definition: A Gregorian calendar year
Synonym:
- year based duration description
Model-Generated Definition:
-
A kind of duration description in calendar temporal unit. A valid occurrence satisfies the following necessary condition:
- described with reference to at least one occurrence of year.
-
Definition:
Synonym:
- yield
Model-Generated Definition:
-
A kind of timed parameter. A valid occurrence satisfies the following necessary conditions:
- based upon at least one occurrence of income.
- expressed in relation to at least one occurrence of known duration.
- derived from outlay at least one occurrence of outlay.
-
A valid occurrence may also have the following properties:
- yield has value any number of occurrences of timed percentage.
-
Definition: The yield of a financial instrument based on its current price is the return to the investor expressed as an annual percentage.
Synonym:
- yield calculation formula
Model-Generated Definition:
-
A kind of formula. A valid occurrence satisfies the following necessary condition:
- has subject at least one occurrence of debt instrument yield.
-
Definition: The formula used in determining the Yield.
Synonym:
- yield calculation method
Model-Generated Definition:
-
A kind of method. A valid occurrence satisfies the following necessary condition:
- uses formula at least one occurrence of yield calculation formula.
-
A valid occurrence may also have the following properties:
- rounding convention any number of values of string.
- day count basis any number of occurrences of day-count convention.
- compounding frequency any number of occurrences of frequency.
- has parameter any number of occurrences of timed parameter.
- has rounding direction any number of occurrences of Direction.
- has parameter any number of occurrences of timed parameter.
-
Definition: The method by which the yield is calculated. This includes a formula for calculation and a specific day count convention and compounding. You would apply this calculation method on top of the underlying terms and conditions, do for example the holiday calenders and so on, are used in these formulae. For final cash flow: Japanese yield will round down accrued interest. Add: The actual underlying math. Wall Street uses the same ICMA formula.
Synonym:
- yield spread
Model-Generated Definition:
-
A kind of spread. A valid occurrence satisfies the following necessary condition:
- has argument exactly two occurrences of yield.
-
Definition: the spread between the yields of two items
Synonym:
- yield to next put
Model-Generated Definition:
-
A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:
- has outlook period at least one occurrence of next put.
-
Definition:
Synonym:
- Z
-
- ZAR-DEPOSIT-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for ZAR-DEPOSIT-Reference Banks
Synonym:
- ZAR-DEPOSIT-SAFEX
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for ZAR-DEPOSIT-SAFEX
Synonym:
- ZAR-JIBAR-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for ZAR-JIBAR-Reference Banks
Synonym:
- ZAR-JIBAR-SAFEX
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for ZAR-JIBAR-SAFEX
Synonym:
- ZAR-PRIME-AVERAGE
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for ZAR-PRIME-AVERAGE
Synonym:
- ZAR-PRIME-AVERAGE-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for ZAR-PRIME-AVERAGE-Reference Banks
Synonym:
- ZAR-Quarterly Swap Rate-1:00-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for ZAR-Quarterly Swap Rate-1:00-TRADITION
Synonym:
- ZAR-Quarterly Swap Rate-5:30-TRADITION
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for ZAR-Quarterly Swap Rate-5:30-TRADITION
Synonym:
- ZAR-Quarterly Swap Rate-TRADITION-Reference Banks
Model-Generated Definition:
-
A kind of floating interest rate and reference interest rate.
-
Definition: the FpML floating interest index for ZAR-Quarterly Swap Rate-TRADITION-Reference Banks
Synonym:
- zero coupon and o i d bond call terms
Model-Generated Definition:
-
A kind of call feature. A valid occurrence satisfies the following necessary condition:
- comprises at least one occurrence of zero coupon bond call.
-
Definition: Terms defining the Call options for a Zero Coupon or OID Bond.
Synonym:
- zero coupon bond
Model-Generated Definition:
-
A kind of bond. A valid occurrence satisfies the following necessary conditions:
- has zero coupon terms at least one occurrence of zero coupon terms.
- has zero coupon call terms at least one occurrence of zero coupon and o i d bond call terms.
-
A valid occurrence may also have the following properties:
- has original issue discount amount any number of occurrences of monetary amount.
-
Definition: a bond that does not pay interest (a coupon) but is traded at a deep discount, rendering profit at maturity when the bond is redeemed for its full face value
Synonym: z-bond
- zero coupon bond call
Model-Generated Definition:
-
A kind of call event. A valid occurrence satisfies the following necessary condition:
- has call rate basis at least one occurrence of rate basis type.
-
Definition: Call of a Zero Coupon bond.
Synonym:
- zero coupon terms
Model-Generated Definition:
-
A kind of bond amortization payment terms. A valid occurrence may have the following properties:
- fixed coupon amount exactly zero occurrences of percentage value.
- coupon frequency for accrual calculations any number of occurrences of recurrence interval.
-
Definition: Terms for payment of Interest on a Bond, where this pays a zero rate of interest.
Synonym:
Properties
- A
-
- a r m convertible
-
A property that is used by the class loan contract.
Definition: Whether the Loan can be converted into an ARM.
Synonym:
- abbreviation
-
A property that can be used by any class.
Definition: An abbreviation is short form for a particular designation that can be substituted for the primary representation.
Synonym:
- about
-
A property that is used by the class document information.
Definition:
Synonym:
- absolute prepayment rate has value
-
A property that is used by the class absolute prepayment rate.
Definition: The value of the rate itself, at a given point in time, expressed as a percentage.
Synonym:
- abstract
-
A property that can be used by any class.
Definition:
Synonym:
- accelerated principal payments expected
-
A property that is used by the class security cashflow status.
Definition:
Synonym:
- accepted by
-
A property that is used by the class loan borrower commitment.
Definition:
Synonym:
- account has provider
-
A property that is used by the class account.
Definition:
Synonym:
- accounting year end date
-
A property that is used by the class fund reporting terms.
Definition: Last day of the accounting year for the fund.
Synonym:
- accrued interest amount has value
-
A property that is used by the class accrued interest amount.
Definition: The amount of accrued interest, at a point in time, expressed as a percentage/
Synonym:
- accrued interest applicable
-
A property that is used by the class credit default swap cash settlement.
Definition: Whether accrued interest is included.
Synonym:
- accrues to
-
A property that is used by the class securities transaction option.
Definition:
Synonym:
- acronym
-
A property that is used by the class technical standard.
Definition: The abbreviation by which the Standard is referred.
Synonym:
- actual closing date
-
A property that is used by the class issuance closing.
Definition: The date in which closing has been done for the underwriter of a security.
Synonym:
- actual closing date
-
A property that is used by the class issued security issue information.
Definition: The Closing Date for the Issue, recorded after the event.
Synonym:
- actual expression
-
A property that can be used by any class.
Definition: the calculation or expression used to determine the value of something
Synonym:
- adapted from
-
A property that can be used by any class.
Definition: the document from which a given term (or its definition) was adapted; the range for this annotation can be a string, URI, or BibliographicCitation
Synonym:
- additional restrictions
-
A property that is used by the class organization strategy.
Definition: Other restrictions or treatment information in respect of this strategy and the organization to which it refers.
Synonym:
- additional term
-
A property that is used by the class credit default swap contract.
Definition: Information conveying additional contractual terms for the contract.
Synonym:
- address fragment
-
A property that is used by the class building sub unit address fragment.
Definition:
Synonym:
- addressForComments
-
A property that is used by the class specification version.
Definition: a link to a mailing list or web page where questions, discussion, and issues can be raised
Synonym:
- adds
-
A property that is used by the class potential agency m b s issuer.
Definition:
Synonym:
- adds to
-
A property that is used by the class purchase mortgage into pool.
Definition:
Synonym:
- adds to pool
-
A property that is used by the class add mortgage to pool.
Definition:
Synonym:
- administered by
-
A property specializing fund has related party that is used by the class fund.
Definition:
Synonym:
- administered by
-
A property that is used by the class loan regulatory requirement.
Definition:
Synonym:
- advised by
-
A property specializing fund has related party that is used by the class fund.
Definition:
Synonym:
- advises
-
A property that is used by the class issuance financial advisor.
Definition:
Synonym:
- affects model element
-
A property that is used by the class issue resolution.
Definition:
Synonym:
- aggregate of
-
A property specializing is aggregate of that is used by the class instrument weighted average loan age.
Definition:
Synonym:
- aggregate of
-
A property specializing is aggregate of that is used by the class instrument weighted average remaining maturity.
Definition:
Synonym:
- allocates identifier
-
A property that is used by the class numbering agency.
Definition:
Synonym:
- allocates ratings
-
A property that is used by the class ratings agency.
Definition:
Synonym:
- allocation to fees
-
A property that is used by the class loan payment.
Definition: The amount of the payment which is allocated to other fees.
Synonym:
- allocation to interest
-
A property that is used by the class loan payment.
Definition: The amount allocated to Interest
Synonym:
- allocation to principal
-
A property that is used by the class loan payment.
Definition: The amount of the information allocated to Principal
Synonym:
- allotted
-
A property that is used by the class quote price.
Definition: Whether the Quote Price was allotted.
Synonym:
- allowed investor type
-
A property that is used by the class fund processing general terms.
Definition: Type of investor that can invest in the fund class.
Synonym:
- allows auto-reinvestment
-
A property that is used by the class interest payment terms.
Definition: indicates whether the security allows automatically re-investing the interest on that security towards purchasing additional shares or units of the same security
Synonym:
- allows contractual settlement
-
A property that is used by the class settlement terms.
Definition: indicates whether the market allows contractual settlement
Synonym:
- allows for option of
-
A property that is used by the class cash call option.
Definition:
Synonym:
- allows for option of
-
A property that is used by the class forward cash conditional delivery commitment.
Definition:
Synonym:
- allows payment in kind
-
A property that is used by the class redemption provision.
Definition: indicates whether the principal may be repaid in kind (i.e., replaced with another instrument) rather than in cash
Synonym:
- alternative label
-
A property that can be used by any class.
Definition: An alternative lexical label for a resource.
Synonym:
- amount
-
A property that can be used by any class.
Definition:
Synonym:
- amount
-
A property that can be used by any class.
Definition:
Synonym:
- amount
-
A property that is used by the class accounts ledger entry.
Definition:
Synonym:
- amount
-
A property that can be used by any class.
Definition:
Synonym:
- analyzes
-
A property specializing is about that is used by the class analytical information.
Definition:
Synonym:
- announced by
-
A property that is used by the class issuer corporate action.
Definition:
Synonym:
- announced by
-
A property that is used by the class third party corporate action.
Definition:
Synonym:
- announcement comments
-
A property that is used by the class announce securities issue.
Definition: Free form description of Purpose of Issue, Source of funds etc.
Synonym:
- announcement date
-
A property that is used by the class issued security issue information.
Definition: Date/time, as announced by the issuer, at which the securities were to be issued and subsequently were issued.
Synonym:
- announces issue of
-
A property that is used by the class announce securities issue.
Definition:
Synonym:
- annual coupon rate
-
A property that is used by the class coupon payment terms.
Definition: Original annual rate of interest payable to the lender as expressed as a percentage of principal as stated in the bond's offering documents.
Synonym:
- annual profit and loss
-
A property that is used by the class corporate dated facts.
Definition: Primary borrower underwritten gross income (not rent), as per most recent Profit and Loss posting.
Synonym:
- anticipated volatility
-
A property that is used by the class fund prospectus.
Definition:
Synonym:
- anticipates
-
A property that is used by the class fund prospectus.
Definition:
Synonym:
- applicable
-
A property that is used by the class restructuring.
Definition: Whether the restructuring provision is applicable.
Synonym:
- applicable
-
A property that is used by the class failure to pay.
Definition: Whether the failure to pay provision is applicable Further notes: FpML full definition: 'Indicates whether the failure to pay provision is applicable.'
Synonym:
- applicable in
-
A property that is used by the class tax law.
Definition:
Synonym:
- applicable period
-
A property that is used by the class low price.
Definition: The period to which the price applies.
Synonym:
- applicable period
-
A property that is used by the class equities statistical price.
Definition:
Synonym:
- applicable period
-
A property that can be used by any class.
Definition:
Synonym:
- applicable period
-
A property that is used by the class high price.
Definition: The period to which the price applies.
Synonym:
- applicable to same lender refinance
-
A property that is used by the class loan early prepayment terms.
Definition: Whether the penalty is specified as being for the loan being paid off in the event of a refinance with same lender.
Synonym:
- applicable to same lender refinance
-
A property that is used by the class loan early prepayment hard penalty terms.
Definition: Whether the penalty is specified as being for the loan being paid off in the event of a refinance with same lender. No = these terms relate to penalties where the loan is not so refinanced.
Synonym:
- applicable to same lender refinance
-
A property that is used by the class loan early prepayment soft penalty terms.
Definition: Whether the penalty is specified as being for the loan being paid off in the event of a refinance with same lender. Yes = these terms define the penalty payable when the debt is refinanced by arrangement with the same lender.
Synonym:
- applicable trading period
-
A property that is used by the class equity exchange published price.
Definition: Session that the exchange traded price refers to.
Synonym:
- applies to
-
A property that is used by the class funds tax.
Definition:
Synonym:
- applies to
-
A property that is used by the class subscription closing information.
Definition: The subscriber about whom this infomation applies.
Synonym:
- applies to
-
A property that is used by the class balance sheet entry.
Definition:
Synonym:
- applies to
-
A property specializing refers to that is used by the class reference.
Definition: a relation indicating something that is pertinent or relevant to the concept
Synonym:
- appraised by
-
A property that is used by the class borrower ongoing dated facts.
Definition:
Synonym:
- assessed against
-
A property specializing details that is used by the class fund portfolio.
Definition:
Synonym:
- assesses
-
A property that is used by the class pool backed security securitization process actor.
Definition:
Synonym:
- assessment date
-
A property that is used by the class borrower ongoing dated facts.
Definition: Date at which Borrower income, credit quality, verification, first time status etc were last assessed.
Synonym:
- assessment date
-
A property that is used by the class loan borrower.
Definition:
Synonym:
- assessment date
-
A property that is used by the class loan application borrower assessment information.
Definition: Date at which Borrower income, credit quality, verification, first time status etc were assessed.
Synonym:
- asset type
-
A property that is used by the class credit index.
Definition: The types of asset which make up the index. Further notes: There is a variety of indices build around different common creiteria, of which this is one. Variety: asset type (loan, bond, mortgage-backed, asset-backed).
Synonym:
- assets managed by
-
A property that is used by the class arbitrage synthetic c d o.
Definition:
Synonym:
- assumable
-
A property that is used by the class loan contract.
Definition: Whether another borrower may take ownership of the property and assume the payments on this loan.
Synonym:
- attribution
-
A property that is used by the class market price.
Definition:
Synonym:
- author
-
A property that can be used by any class.
Definition: Author identifies an individual or organization that originated the model or specification (range can be a dct:Agent or string).
Synonym:
- authorized country
-
A property that is used by the class fund processing general terms.
Definition: Country in which it is authorised to commercialise the fund.
Synonym:
- authorized under
-
A property specializing is legally recorded in that is used by the class international depositary receipt.
Definition:
Synonym:
- automatic netting applicable
-
A property that is used by the class netting terms.
Definition: Whether netting takes place automatically in respect of one transaction. Example text: "If on any date amounts would otherwise be payable:- (i) in the same currency; and (ii) in respect of the same Transaction, by each party to the other, then, on such date, each party’s obligation to make payment of any such amount will be automatically satisfied and discharged and, if the aggregate amount that would otherwise have been payable by one party exceeds the aggregate amount that would otherwise have been payable by the other party, replaced by an obligation upon the party by whom the larger aggregate amount would have been payable to pay to the other party the excess of the larger aggregate amount over the smaller aggregate amount. "
Synonym:
- available choices
-
A property specializing available response that is used by the class exercise exchange option.
Definition:
Synonym:
- available response
-
A property that is used by the class corporate action.
Definition:
Synonym:
- average life date at issue
-
A property that is used by the class average life at issue.
Definition: The date equivalent to the Average Life figure, as measured at Issue Date.
Synonym:
- average life value
-
A property that is used by the class average life at issue.
Definition: The value of the Average Life analytic at the time the security was issued.
Synonym:
- average life value
-
A property that is used by the class average life.
Definition: The value of the Average Life analytic at some time in the past or at the present. For MBS this would be expressed as a month eg 50 months.
Synonym:
- B
-
- back end load applicable
-
A property that is used by the class fund processing general terms.
Definition: Whether an exit charge, eg, CDSC, on redemption orders for this class can be applied.
Synonym:
- backs
-
A property that is used by the class securitized debt pool and has the inverse is tranche of.
Definition:
Synonym:
- balance
-
A property that is used by the class balance sheet balance.
Definition:
Synonym:
- balance
-
A property that can be used by any class.
Definition:
Synonym:
- balance at inclusion date
-
A property that is used by the class loan pool constituent.
Definition:
Synonym:
- baloon
-
A property that is used by the class loan principal repayment terms.
Definition: Whether the loan will or will not amortize the loan balance fully by the maturity date.
Synonym:
- base offset business days
-
A property that is used by the class f r n terms.
Definition: Number of days before the coupon refix date, when the value of the underlying base is to be taken from. Also known as Lookback.
Synonym:
- become features of
-
A property that is used by the class standardized futures listing terms set.
Definition:
Synonym:
- becomes constituent
-
A property that is used by the class c d o reference obligation.
Definition:
Synonym:
- becomes final
-
A property specializing becomes formalized as that is used by the class security draft prospectus.
Definition:
Synonym:
- becomes formalized as
-
A property specializing document becomes document that is used by the class draft document.
Definition:
Synonym:
- becomes on issue
-
A property that is used by the class provisional terms description.
Definition: An individual set of terms in a Terms Sheet may become a corresponding set of Terms in an Security. This would happen as part of the Issuance process.
Synonym:
- becomes part of
-
A property that is used by the class traded instrument issuance process information.
Definition:
Synonym:
- becomes revolving line of credit
-
A property specializing issued as that is used by the class revolving line of credit tranche.
Definition:
Synonym:
- becomes terms of
-
A property that is used by the class standardized options terms.
Definition:
Synonym:
- becomes terms of
-
A property that is used by the class standardized futures terms.
Definition:
Synonym:
- benchmark weight
-
A property that is used by the class portfolio benchmark.
Definition: Instrument weighting in the benchmark for the portfolio.
Synonym:
- best bid date time
-
A property that is used by the class best bid.
Definition: The date and time on which the best bid was made.
Synonym:
- best offer date time
-
A property that is used by the class best offer.
Definition: The date and time that the Best Offer was made
Synonym:
- bestows
-
A property that is used by the class undertaking.
Definition:
Synonym:
- blacklisted
-
A property that is used by the class organization strategy.
Definition: Whether or not the strategy in framed so as to include the referenced business entity as being blacklisted. If yes, the strategy prevents investment in securities issued by that organization.
Synonym:
- boat held as chattel
-
A property that is used by the class marine finance.
Definition: Whether the vessel is to be held in ownership as a form of chattel by the lender during the period of the loan.
Synonym:
- body acronym
-
A property that is used by the class standards setter.
Definition: The common acronym by which the standards body is referred in relation to the standards it sets e.g. FIX. Not necessarily the same as the legal name of the business entity that performs this role (e.g. FPL).
Synonym:
- borrower c c judgement date
-
A property that is used by the class county court judgment.
Definition: Undefined PoC SDM Notes: Date this CCJ or equivalent was registered against the associated borrower regardless of satisfied or not
Synonym:
- borrower c c judgement satisfaction
-
A property that is used by the class county court judgment.
Definition: Undefined PoC SDM Notes: Satisfaction codes: 1 = this borrower County Court judgment was satisfied at time of underwriting; 2 = this borrower County Court judgment was unsatisfied at time of underwriting; Required that number of satisfied and unsatisfied CCJ's for a borrower can be determined from this data.
Synonym:
- borrower c c judgement value amount
-
A property that is used by the class county court judgment.
Definition: Undefined PoC SDM Notes: Total value of CCJs or equivalent recorded against the primary borrower that were satisfied / unsatsified (at time of underwriting ) is computed by selecting the satisfaction code value of interest and aggregating against all borrower CC Judgements </p>
Synonym:
- borrower credit rating at approval
-
A property that is used by the class loan application borrower assessment information.
Definition: Borrower Credit Quality at the time of the loan approval.
Synonym:
- borrower identity
-
A property specializing has identity that is used by the class loan borrower.
Definition: The borrower of the loan is a legal entity of some type.
Synonym:
- borrower rating arrears selection
-
A property that is used by the class individual person credit rating.
Definition: Undefined PoC SDM Notes: BKR 1 - 10 Arrears code </p> <p> ArrearscodeaccordingtothecodingofBureauKredietRegistratie(Hollandonly) </p> <p> ( AO 34, RR 30 ) </p>
Synonym:
- borrower rating credit amount
-
A property that is used by the class individual person credit rating.
Definition: Undefined PoC SDM Notes: Credit agency rating of Amount of the credit (Holland only) </p> <p> (AO 35 , RR 31 ) </p>
Synonym:
- borrower rating credit selection
-
A property that is used by the class individual person credit rating.
Definition: Undefined PoC SDM Notes: BKR 1-10 Credit type </p> <p> CredittypeaccordingtothecodingofBureauKredietRegistratie(Hollandonly) </p> <p> (AO 33 - Agency Rating code , RR 29 ) </p>
Synonym:
- borrower rating cured date
-
A property that is used by the class individual person credit rating.
Definition: Undefined PoC SDM Notes: Is the coding with BKR cured? (Holland only) </p> <p> If the coding is cured, number of months since it is cured (Holland only) </p> <p> Represented as a non dirty date if cured </p><br /> <p> ( AO 36-37, RR 32- 33 ) year month date </p>
Synonym:
- borrower rating date
-
A property that is used by the class individual person credit rating.
Definition: Undefined PoC SDM Notes: The date of the bureau score for this borrower </p> <p> (AO 40. RR 36 ) </p>
Synonym:
- borrower rating score selection
-
A property that is used by the class individual person credit rating.
Definition: Undefined PoC SDM Notes: Bureau Score Value - Borrower's Score. </p> <p> >0 Regular Score<br /> -999 CAIS for mortgage not available<br /> -998 Notice of Correction or Notice of Dispute<br /> 0 Bankruptcy Restriction Order or Bankruptcy Restriction Undertaking </p> <p> (AO 41, RR 37 ) </p>
Synonym:
- borrower rating score type selection
-
A property that is used by the class individual person credit rating.
Definition: Undefined PoC SDM Notes: This is partially expressed by party id of the issuing agency </p> <p> But some of these scores are also methods ( internal / Other ) </p> <p> Who has provided the score. For continental Europe give name of provider. </p> <p> Callcredit (1)<br /> Experian (2)<br /> Equifax (3)<br /> Schufa (4)<br /> BKR (5)<br /> Internal Score (6)<br /> Other (7) </p> <p> ( AO 38 - originally Party id , RR 34 )<br /> No data (ND) </p>
Synonym:
- borrower rating type selection
-
A property that is used by the class individual person credit rating.
Definition: Undefined PoC SDM Notes: Bureau Score Type - Type of scorecard provided. </p> <p> Generation 8 B&F AAM - DCM (Experian) (1)<br /> Generation 8 B&F CRS - DCM (Experian) (2)<br /> Generation 7 Mortgage PD Score - DCM (Experian) (3)<br /> FSC109 - Risk Navigator (Equifax) (4)<br /> RNILF02 - Risk Navigator (Equifax) (5)<br /> RNISF02 - Risk Navigator (Equifax) (6)<br /> Internal Scorecard (7)<br /> Other (provide details) (8)<br /> No data (ND) </p> <p> ( AO 39, RR 35 ) </p>
Synonym:
- borrows
-
A property that is used by the class cosigner.
Definition:
Synonym:
- box number
-
A property that is used by the class p o box number.
Definition: The PO Box number expressed as text.
Synonym:
- brand name
-
A property that is used by the class publisher.
Definition: The name of marque by which the publisher is identified in its publications. This may or may not be identical to the legal name or the Trading As name, but represents a separate semantic. Usually to be found on book jackets, press releases etc.
Synonym:
- business agent has identity
-
A property that is used by the class business agent.
Definition: That which performs the role of the Business Agent in the specified context.
Synonym:
- buydown exists
-
A property that is used by the class loan drawdown.
Definition: Whether a third party (usually a builder) is making payments to subsize a borrower.
Synonym:
- buyer
-
A property that is used by the class foreign exchange (FX) option.
Definition:
Synonym:
- buyer currency
-
A property that is used by the class fx spot contract.
Definition: The buyer's currency as specified in the contract.
Synonym:
- buyer is party
-
A property that is used by the class fx option transaction.
Definition:
Synonym:
- buying currency
-
A property that is used by the class o t c currency option.
Definition: The currency in which the option is bought.
Synonym:
- buys
-
A property that is used by the class buyer.
Definition: links a party in the role of purchaser to something that they have purchased or plan to purchase
Synonym:
- buys from
-
A property that is used by the class buyer and has the inverse sells to.
Definition: links a party in the role of purchaser to a party from which they have made or are planning to make a purchase
Synonym:
- C
-
- calculation amount
-
A property that is used by the class credit protection contingent leg terms.
Definition: The notional amount of protection coverage.
Synonym:
- calculation following
-
A property that is used by the class debt instrument yield.
Definition:
Synonym:
- call conditions
-
A property that is used by the class call feature.
Definition: The conditions under which a bond can be called back by the issuer.
Synonym:
- can become
-
A property that is used by the class trading participant.
Definition:
Synonym:
- cap
-
A property that is used by the class variable interest expression.
Definition:
Synonym:
- capitalized interest
-
A property that is used by the class bond.
Definition: Whether the interest amount is capitalised until maturity date or paid out at each interest payment date.
Synonym:
- carries out
-
A property that is used by the class property valuer.
Definition:
Synonym:
- cash delivery
-
A property that is used by the class forward delivery terms.
Definition:
Synonym:
- cash delivery
-
A property that is used by the class cash closeout.
Definition:
Synonym:
- cash settled
-
A property that is used by the class commodity forward contract.
Definition: The contract is settled for cash i.e. closed out against a similar but reverse contact.
Synonym:
- cash settlement business days
-
A property that is used by the class credit default swap cash settlement.
Definition: The number of business days used in the determination of the cash settlement payment date.
Synonym:
- cashflow precedence
-
A property that is used by the class tranched m b s instrument and has the inverse provides credit support to.
Definition:
Synonym:
- category
-
A property that is used by the class auto loan a b s.
Definition: Auto-loans ABS are classified into three categories: prime, non-prime, and sub-prime.
Synonym:
- change note
-
A property that can be used by any class.
Definition: A note about a modification to a concept.
Synonym:
- change of account details allowed
-
A property that is used by the class master agreement account change notification obligation.
Definition: Whether the account details may be varied for individual transactions transacted under this Master Agreement.
Synonym:
- characterizes
-
A property specializing refers to that is used by the class reference.
Definition: a feature or quality that distinguishes something from something else
Synonym:
- classifies
-
A property specializing refers to that is used by the class reference and has the inverse is classified by.
Definition: arranges in classes; assigns to a category
Synonym:
- clause contains term
-
A property that is used by the class contract clause.
Definition: An individual term contained within the clause.
Synonym:
- clear funds required
-
A property that is used by the class fund units settlement terms convention.
Definition: Whether cleared funds may be required before a subscription order can be executed.
Synonym:
- closed end fund
-
A property that is used by the class fund.
Definition: Closed to new investments. So there are a fixed number of units. May be open or closed to new units being issued (whether or not the units can be traded).
Synonym:
- closed fund
-
A property that is used by the class fund.
Definition: Closed to new investors. So an existing investor can buy new shares.
Synonym:
- closed out by
-
A property that is used by the class cash closeout.
Definition:
Synonym:
- closing price value
-
A property that is used by the class bond exchange closing price.
Definition: The value of the price at closing, as a monetary amount (amount and currency).
Synonym:
- closing price value
-
A property that is used by the class official closing price.
Definition: The value of the price at closing, as a monetary amount (amount and currency).
Synonym:
- collateral type
-
A property that is used by the class loan collateral.
Definition: Type of additional collateral.
Synonym:
- collateral value
-
A property that is used by the class loan collateral.
Definition: Additional Collateral value - Value of additional collateral
Synonym:
- comes into effect as
-
A property that is used by the class draft contract.
Definition: Signing and bringing into effect of the Draft Contract to become a formal, written Contract.
Synonym:
- comment
-
A property that can be used by any class.
Definition:
Synonym:
- commitment based on
-
A property that is used by the class get commitment from investors.
Definition:
Synonym:
- commits to
-
A property that is used by the class forward cash delivery commitment.
Definition:
Synonym:
- commits to
-
A property that is used by the class broker dealer.
Definition:
Synonym:
- communicated by
-
A property that is used by the class event notification.
Definition:
Synonym:
- compensate other party
-
A property that is used by the class other amounts obligation.
Definition: Whether or not, under the stated circumstances, if a party defaults in the performance of any obligation required to be settled by delivery, it is obliged to compensate the other party on demand if and to the extent provided for in the relevant Confirmation or elsewhere in this Agreement.
Synonym:
- composite trading market consists of
-
A property that is used by the class listed securities composite market.
Definition:
Synonym:
- compounded
-
A property that can be used by any class.
Definition:
Synonym:
- compounding frequency
-
A property that is used by the class yield calculation method.
Definition:
Synonym:
- condition
-
A property that is used by the class coupon conditional term.
Definition: The condition under which the given coupon is payable. This is stated as text.
Synonym:
- confers control of
-
A property specializing has underlier that is used by the class contract for difference.
Definition:
Synonym:
- confers ownership of
-
A property that is used by the class fund share class unit.
Definition:
Synonym:
- confers ownership of
-
A property that is used by the class subordinated c d o equity.
Definition:
Synonym:
- consideration
-
A property specializing subject that is used by the class market transaction.
Definition:
Synonym:
- constant
-
A property that is used by the class formula argument.
Definition: A Constant used in the formula argument.
Synonym:
- constituted as
-
A property that is used by the class special purpose vehicle.
Definition: The Special Purpose Vehicle is constituted as some kind of Formal Organization.
Synonym:
- constrains
-
A property that is used by the class law.
Definition: forces, compels, or obliges
Synonym:
- constrains
-
A property that is used by the class policy.
Definition:
Synonym:
- content language
-
A property that can be used by any class.
Definition: a link to the core language and/or specification of the model/electronic file, for example, UML, OWL, SysML, BPMN, including linking to the version of the language in question
Synonym:
- content type
-
A property that can be used by any class.
Definition: indicates the content type, for example, MOF metamodel, UML profile, UML model, SBVR or RDF vocabulary, OWL or CL ontology
Synonym:
- contract multiplier
-
A property that is used by the class equity index option o t c contract.
Definition: The contract multiplier associated with the index option.
Synonym:
- contract size
-
A property that is used by the class standardized futures option terms.
Definition: The number of futures contracts traded under one Futures Option.
Synonym:
- contract size
-
A property that is used by the class standardized options terms.
Definition: Number of underlyers to be in a contract.
Synonym:
- contract size
-
A property that is used by the class standardized equity option terms.
Definition: The number of shares traded under one Option Contract.
Synonym:
- contract size
-
A property that is used by the class standardized futures terms.
Definition: The deliverable quantity of goods or commodities underlying the futures contract. This is denominated as a multiple of the lot size in the case of a commodity future. For financial futures this is the number of units of the underlying security.
Synonym:
- contract size
-
A property that is used by the class equity future standardized terms set.
Definition: The number of share units underlying the futures contract.
Synonym:
- contract size
-
A property that is used by the class future instrument.
Definition: The deliverable quantity of goods or commodities underlying the futures contract. This is denominated as a multiple of the lot size in the case of a commodity future. For financial futures this is the number of units of the underlying security.
Synonym:
- contract size
-
A property that is used by the class forward contract.
Definition: The deliverable quantity of goods or commodities underlying futures, forward and option contracts.
Synonym:
- contract size
-
A property that is used by the class exchange traded option contract.
Definition: Number of underlyers in this contract.
Synonym:
- contract size
-
A property that is used by the class standardized currency option terms.
Definition: The number of units of the currency traded under one Futures Contract.
Synonym:
- contract value
-
A property that is used by the class future instrument.
Definition: The deliverable value of goods, instruments or commodities underlying the futures contract.
Synonym:
- contractual economic agreement has party
-
A property that is used by the class contractual economic agreement.
Definition:
Synonym:
- contractual economic commitment described in
-
A property that is used by the class contractual economic commitment and has the inverse sets out contractual economic commitment.
Definition:
Synonym:
- contractual transaction party identity
-
A property that is used by the class contractual transaction party.
Definition: Transaction Party is identified as some form of Legal Entity in all cases.
Synonym:
- contractually determined with reference to
-
A property that is used by the class contractually determined date.
Definition:
Synonym:
- contractually imposed by
-
A property specializing imposed by that is used by the class contractual restriction.
Definition:
Synonym:
- contributor
-
A property that can be used by any class.
Definition:
Synonym:
- contributor
-
A property that can be used by any class.
Definition: an organization or individual that has made a significant contribution to the specification
Synonym:
- control by party
-
A property that is used by the class control and has the inverse is a controlling party in role.
Definition: indicates the party in a control relationship where a party controls a thing
Synonym:
- control date
-
A property that is used by the class control document.
Definition: The date at which the controlling aspect of the document takes effect, for example the valid date for a permit, the sign-off date for a written document that is required to proceed with a process or activity.
Synonym:
- conversion action available response take no action response
-
A property specializing available response that is used by the class conversion action.
Definition:
Synonym:
- conversion factor
-
A property that is used by the class bond future standardized terms set.
Definition: The conversion factor is the price of the delivered bond/note ($1 par value) to yield a fixed rate. The conversion factor is used to calculate a final delivery price.
Synonym:
- conversion factor
-
A property that is used by the class bond future.
Definition: The conversion factor is the price of the delivered bond/note ($1 par value) to yield a fixed rate. The conversion factor is used to calculate a final delivery price.
Synonym:
- convertible into
-
A property that is used by the class convertible bond.
Definition:
Synonym:
- conveys
-
A property that is used by the class holder initiated instruction.
Definition:
Synonym:
- conveys
-
A property that is used by the class holder response message.
Definition:
Synonym:
- conveys
-
A property that is used by the class disbursement response message.
Definition:
Synonym:
- copyright
-
A property that can be used by any class.
Definition: copyright statement for the specification version, content, or model/electronic file
Synonym:
- correlation amount
-
A property that is used by the class correlation leg terms.
Definition: The Equity Amount to which the Equity Payment Date relates in relation to each Equity Payment Date.
Synonym:
- counterparty
-
A property specializing has transaction party that is used by the class market transaction.
Definition:
Synonym:
- coupon frequency for accrual calculations
-
A property that is used by the class zero coupon terms.
Definition: The frequency to be used in the calculation of accruals. Supersedes the Coupon Payment Frequency.
Synonym:
- coupon payment currency
-
A property that is used by the class coupon payment terms.
Definition: indicates the currency in which interest payments are to be made
Synonym:
- coupon payment date
-
A property that is used by the class fund coupon policy.
Definition: The date at which the coupon is distributed to the bond unit holder.
Synonym:
- court name
-
A property that is used by the class county court.
Definition: The formal name of the court.
Synonym:
- covered by
-
A property that is used by the class collateralized secured loan.
Definition:
Synonym:
- creator
-
A property that can be used by any class.
Definition:
Synonym:
- cross transaction netting election
-
A property that is used by the class netting terms.
Definition: Whether either party may elect to carry out netting in respect of two or more transactions carried out under this Master Agreement.
Synonym:
- cumulative prepaid amount
-
A property that is used by the class loan prepayment status.
Definition: The cumulative amount that has been pre paid.
Synonym:
- currency
-
A property that is used by the class timed monetary amount.
Definition:
Synonym:
- currency specific methods
-
A property that is used by the class payment obligation.
Definition: Payment is to be in the manner customary for the currency in question. Example text: "... in the manner customary for payments in the required currency." It is not clear what if anything the alternative would be. Included as a "yes/no" term for completeness.
Synonym:
- current loan rate
-
A property that is used by the class loan snapshot or status.
Definition: The rate payable on the loan at this point in time.
Synonym:
- customer
-
A property specializing counterparty that is used by the class supply transaction.
Definition:
Synonym:
- D
-
- date
-
A property that can be used by any class.
Definition:
Synonym:
- date
-
A property that is used by the class date description.
Definition:
Synonym:
- date and time
-
A property that is used by the class date time description.
Definition:
Synonym:
- date of incorporation
-
A property that is used by the class corporate loan borrower assessment information.
Definition: The date of incorporation of the Corporation.
Synonym:
- date offset
-
A property that is used by the class relative date.
Definition: The offset applied to the date referred to, to define this date.
Synonym:
- date offset day type
-
A property that is used by the class relative date.
Definition:
Synonym:
- date trading from
-
A property that can be used by any class.
Definition: date on which the partnership started trading
Synonym:
- day count basis
-
A property that is used by the class yield calculation method.
Definition: The convention used to calculate the number of days in an interest payment period.
Synonym:
- days accrued
-
A property that is used by the class dirty price.
Definition: The number of days that interest has accrued, as reflected in the price.
Synonym:
- deal amount
-
A property that is used by the class pool backed securities deal.
Definition: The amount of the overall deal.
Synonym:
- dealing frequency description
-
A property that is used by the class fund processing terms.
Definition: Description of frequency at which the subscriptions and redemptions are done.
Synonym:
- dealt
-
A property that is used by the class quote price.
Definition: Whether the Quote Price was subsequently the price of a trade, i.e. the Trade Price.
Synonym:
- debt ranking
-
A property that is used by the class credit index reference constituent.
Definition: An indication of the ranking of this debt.
Synonym:
- decimal place rounding
-
A property that is used by the class fund processing terms.
Definition: Number of decimal places to which quantities of units/shares are rounded.
Synonym:
- decimal places
-
A property that is used by the class pool factor.
Definition: The number of decimal places used in the publication of the factor value.
Synonym:
- declaration channel
-
A property that is used by the class net asset value calculation method.
Definition: Means of the net asset value publication, eg, a newspaper.
Synonym:
- declaration time
-
A property that is used by the class net asset value.
Definition: Time of the net asset value publication. Further Notes REVIEW: time of day, year or what?
Synonym:
- declared cash dividend percentage
-
A property that is used by the class dividend stream.
Definition: The declared Cash Dividend Percentage. FpML: 'Declared Cash Dividend Percentage.' Not clear what this means. Action: Move to dated terms.
Synonym:
- declared cash equivalent dividend percentage
-
A property that is used by the class dividend stream.
Definition: The declared Cash Equivalent Dividend Percentage. FpML: 'Declared Cash Equivalent Dividend Percentage.' This means the equivalent cash value of a divdends paid in kind. Needs terms about how and where abnd by whom the price of those is defined. See "Underlying" relative term. Action: Move to dated terms.
Synonym:
- decomposes into
-
A property that is used by the class tranched m b s deal settlement.
Definition:
Synonym:
- decrease in
-
A property that is used by the class depreciation.
Definition:
Synonym:
- default interest applicable
-
A property that is used by the class default interest obligation.
Definition: Whether a party that defaults in the performance of any payment obligation will, to the extent permitted by law and this agreement be required to pay interest (before as well as after judgment) on the overdue amount to the other party on demand in the same currency as such overdue amount, for the period from (and including) the original due date for payment to (but excluding) the date of actual payment.
Synonym:
- default interest compounding basis
-
A property that is used by the class default interest obligation.
Definition: The basis upon which default interest is to be calculated, as a period of time (e.g. daily).
Synonym:
- default rate value
-
A property that is used by the class default rate.
Definition:
Synonym:
- default requirement
-
A property that is used by the class obligation default.
Definition: The threshold for Obligation Default
Synonym:
- default requirement
-
A property that is used by the class restructuring.
Definition: The threshold for Restructuring.
Synonym:
- default requirement
-
A property that is used by the class obligation acceleration.
Definition: The threshold for Obligation Acceleration
Synonym:
- default requirement
-
A property that is used by the class repudiation or moratorium.
Definition: The threshold for Repudiation/Moratorium.
Synonym:
- deferred
-
A property that is used by the class deferred loan.
Definition:
Synonym:
- defined as
-
A property that is used by the class credit protection commitment.
Definition:
Synonym:
- defined as
-
A property that is used by the class credit default swap contingent delivery side.
Definition:
Synonym:
- defined as
-
A property that is used by the class credit default swap fee payment commitment.
Definition:
Synonym:
- defined as
-
A property that is used by the class realized variable leg.
Definition:
Synonym:
- defined as
-
A property that is used by the class asset return commitment.
Definition:
Synonym:
- defined as security
-
A property that is used by the class issued security issue information.
Definition: Whether the Security is a Security as defined in relevant Act for the appropriate Jurisdiction.
Synonym:
- defined as security
-
A property that is used by the class traded instrument issuance process information.
Definition: Whether the Security is A Security as defined in Article 8 of the New York Uniform Commercial Code or the equivalent for other Jurisdictions. Known as Article 8 in the NY Jurisdiction.
Synonym:
- defined by
-
A property specializing is published by that is used by the class standardized options terms.
Definition:
Synonym:
- defined by
-
A property specializing is published by that is used by the class standardized futures listing terms set.
Definition:
Synonym:
- defined by
-
A property that is used by the class option theoretical value.
Definition:
Synonym:
- defined by
-
A property specializing is published by that is used by the class standardized futures terms.
Definition:
Synonym:
- defined in
-
A property that is used by the class tax treatment and has the inverse sets out.
Definition:
Synonym:
- defined in relation to
-
A property specializing makes reference to that is used by the class debt convexity analytic.
Definition:
Synonym:
- defined in relation to
-
A property specializing makes reference to that is used by the class p v b p.
Definition:
Synonym:
- defined in relation to
-
A property that is used by the class organization strategy.
Definition:
Synonym:
- defines
-
A property specializing represents that is used by the class reference and has the inverse has definition.
Definition: determines or identifies the essential qualities or meaning of, discovers and sets forth the meaning of, fixes or marks the limits of, demarcates
Synonym:
- defines additional
-
A property that is used by the class post merger securities exchange.
Definition:
Synonym:
- defines allocations
-
A property specializing sets that is used by the class fund portfolio investment policy.
Definition:
Synonym:
- defines benchmark
-
A property that is used by the class portfolio benchmark.
Definition:
Synonym:
- defines criteria for
-
A property that is used by the class pool conformance criteria.
Definition:
Synonym:
- defines main fund order desk account
-
A property that is used by the class fund processing terms.
Definition:
Synonym:
- defines optional bond option underlying transaction
-
A property specializing defines optional that is used by the class o t c bond option.
Definition:
Synonym:
- defines periodic payments
-
A property that is used by the class credit default swap fee leg stream.
Definition:
Synonym:
- defines principals
-
A property that is used by the class contract preamble.
Definition: The identification of parties to the contract as embodied in the preamble.
Synonym:
- defines relationship with
-
A property that is used by the class stake in fund.
Definition:
Synonym:
- defines terms
-
A property specializing is about that is used by the class security term sheet.
Definition:
Synonym:
- defines terms for
-
A property that is used by the class contract.
Definition: the contract sets out the terms for the something
Synonym:
- definition
-
A property that can be used by any class.
Definition: A statement or formal explanation of the meaning of a concept.
Synonym:
- definition origin
-
A property that can be used by any class.
Definition: Document from which a given definition was taken directly; the range for this annotation can be a string, URI, or BibliographicCitation
Synonym:
- delinquent
-
A property that is used by the class loan payment status.
Definition:
Synonym:
- delinquent
-
A property that is used by the class loan arrears status.
Definition:
Synonym:
- delisted
-
A property that is used by the class exchange security trading status.
Definition: Whether the security is currently delisted on that exchange or trading facility.
Synonym:
- deliver to
-
A property that is used by the class commodity physical delivery.
Definition:
Synonym:
- delivered by
-
A property that is used by the class county court judgment.
Definition:
Synonym:
- delivery
-
A property that is used by the class option instrument exercise terms.
Definition:
Synonym:
- delivery
-
A property that is used by the class warrant exercise terms set.
Definition:
Synonym:
- delivery amount
-
A property that is used by the class forward cash delivery.
Definition:
Synonym:
- delivery date
-
A property that is used by the class forward delivery terms.
Definition:
Synonym:
- delivery date
-
A property that is used by the class forward cash delivery.
Definition: FpML = valueDate Definition for 'valueDate' in FpML 'The date on which both currencies traded will settle.' Definition for 'currency1ValueDate' in FpML 'The date on which the currency1 amount will be settled. To be used in a split value date scenario.' Notes 20 Jan: single value date scenario adds nothing to the model. The "split value date" is when Payment Date and SettlementDate are different; otherwise they are the same. We don't need to model this.
Synonym:
- denominated in
-
A property that is used by the class liquidity.
Definition:
Synonym:
- denominated in
-
A property specializing is measured in that is used by the class duration description.
Definition:
Synonym:
- denomination
-
A property that is used by the class m b s tranche note.
Definition: The currency amount in which the Note is denominated, for example $500 notes.
Synonym:
- denomination
-
A property that is used by the class pass through m b s instrument note.
Definition: The currency amount in which the Note is denominated, for example $500 notes. This term added by symmettry with MBS Tranche Note. needs to be reviewed and validated.
Synonym:
- denomination
-
A property that is used by the class value.
Definition:
Synonym:
- denomination
-
A property that is used by the class fund.
Definition: Denomination Currency of the fund - Currency in which the fund unit is issued or redenominated and the currency of the NAV calculation.
Synonym:
- denomination
-
A property that is used by the class (Unnamed Class).
Definition: The currency in which the money is denominated.
Synonym:
- denomination
-
A property that is used by the class negotiable cash.
Definition: The currency in which the negotiable cash is denominated. This is the currency seen in the "Monetary Amount".
Synonym:
- denomination currency
-
A property that is used by the class fund unit.
Definition:
Synonym:
- denomination increment
-
A property that is used by the class tranche notes parameters.
Definition:
Synonym:
- denominator
-
A property that is used by the class unit price monetary specification.
Definition:
Synonym:
- denominator
-
A property that is used by the class price ratio specification.
Definition:
Synonym:
- denominator quantity
-
A property that is used by the class price barter specification.
Definition:
Synonym:
- denominator refers to
-
A property specializing is parameter of reference entity that is used by the class price exchange specification.
Definition:
Synonym:
- denotes
-
A property specializing represents that is used by the class reference and has the inverse has denotation.
Definition: serves as a linguistic expression of the notion of, signifies
Synonym:
- dependent on
-
A property that is used by the class contingent transaction commitment.
Definition:
Synonym:
- depends on
-
A property that can be used by any class.
Definition: a bibliographic reference for and/or URL of any electronic files or documents (e.g., document version URL if applicable) on which this specification or model depends; if the model contains multiple modules, then dependencies should reflect those of the model in question
Synonym:
- deprecated
-
A property that can be used by any class.
Definition:
Synonym:
- depth of order book
-
A property that is used by the class equity exchange published price.
Definition: The depth of the order book to which the price refers.
Synonym:
- derived from
-
A property that is used by the class analytical information.
Definition:
Synonym:
- derived from
-
A property that is used by the class information.
Definition: What the information derives from or refers to in order to be complete.
Synonym:
- derived from outlay
-
A property that is used by the class yield.
Definition:
Synonym:
- derived using
-
A property specializing derived from that is used by the class equivalent life analytic.
Definition:
Synonym:
- described as
-
A property specializing security issuer described as that is used by the class c d o issuing party.
Definition:
Synonym:
- described as
-
A property specializing security issuer described as that is used by the class a b s issuer.
Definition:
Synonym:
- described by
-
A property that is used by the class known temporal thing.
Definition:
Synonym:
- described in
-
A property that is used by the class fund.
Definition:
Synonym:
- described in calendar terms by
-
A property specializing described by that is used by the class known calendar duration.
Definition:
Synonym:
- described with reference to
-
A property specializing has calendar denomination that is used by the class year based duration description.
Definition:
Synonym:
- describes
-
A property specializing is about that is used by the class tranche notes parameters.
Definition:
Synonym:
- describes
-
A property specializing is about that is used by the class credit event notice.
Definition:
Synonym:
- describes
-
A property specializing is of that is used by the class worthless.
Definition:
Synonym:
- describes allotment of
-
A property specializing is about that is used by the class allotment information.
Definition:
Synonym:
- describes treatment of
-
A property that is used by the class master agreement termination provision.
Definition:
Synonym:
- description
-
A property that can be used by any class.
Definition:
Synonym:
- description
-
A property that is used by the class portfolio benchmark.
Definition: Description of the benchmark used to determine the performance of a portfolio.
Synonym:
- description
-
A property that is used by the class fund portfolio investment policy.
Definition: The manner in which the manager tries to reach the funds objectives
Synonym:
- description
-
A property that is used by the class promised cash flow asset.
Definition: a textual description of the cash flow used as an asset.
Synonym:
- description
-
A property that is used by the class tax rule.
Definition: Free text description of the tax rule.
Synonym:
- description
-
A property that is used by the class f r n date rule.
Definition: Textual description of the FRN Date Rule.
Synonym:
- designates signatory
-
A property specializing designates that is used by the class legal person.
Definition: designates a party able to sign contracts on the part of the legal person
Synonym:
- determination
-
A property that is used by the class determined temporal thing.
Definition:
Synonym:
- determination date
-
A property that is used by the class worst call date determination.
Definition: The date at which the identified call date is identified as being the "Worst" possible call date. Market conditions on that date make the call date in question the "Worst Call" at that time.
Synonym:
- determination date
-
A property that is used by the class fund unit performance.
Definition:
Synonym:
- determination date
-
A property that is used by the class fund price.
Definition: The date when the price is determined. and time.
Synonym:
- determination method
-
A property that is used by the class correlation leg terms.
Definition: The method according to which an amount or a date is determined.
Synonym:
- determination period
-
A property that is used by the class fund unit performance.
Definition: THe period for which the performance is determined
Synonym:
- determined by
-
A property specializing derived from that is used by the class absolute prepayment rate.
Definition:
Synonym:
- determined by
-
A property specializing derived from that is used by the class prepayment speed.
Definition:
Synonym:
- determined to occur on
-
A property specializing has date that is used by the class worst call.
Definition:
Synonym:
- determined using
-
A property that is used by the class relatively defined debt instrument yield.
Definition:
Synonym:
- determines
-
A property that is used by the class loan determiner.
Definition:
Synonym:
- determines
-
A property that is used by the class date determining agent.
Definition:
Synonym:
- determines
-
A property that is used by the class mortgage lending.
Definition:
Synonym:
- determines market price for debt
-
A property that is used by the class debt securities market maker and has the inverse o t c bond market price has pricing source.
Definition:
Synonym:
- develops into
-
A property that is used by the class pool of individual debts.
Definition:
Synonym:
- direct source
-
A property that can be used by any class.
Definition: reference used as a primary, direct source for content in developing this specification or model (range can be a string, URI, or BibliographicCitation)
Synonym:
- dirty price includes
-
A property that is used by the class dirty price.
Definition:
Synonym:
- disbursement date
-
A property that is used by the class disbursed loan.
Definition:
Synonym:
- discharged by netting
-
A property that is used by the class obligation in respect of netting.
Definition: The obligations for payment by either party is automatically discharged or satisfied in the event of other amounts being due on the same day and in the same currency. The Obligation in question is ether discharged completely or replaced with an obligation in respect of the outstanding difference, on the part of whichever party has a greater amount due to the other (a positive amount after netting) for that transaction on that date.
Synonym:
- dissemination decision date and time
-
A property that is used by the class dissemination.
Definition: Date and Time when the Dissemination Underwriter made the Decision about Dissemination.
Synonym:
- distributed by
-
A property specializing fund has related party that is used by the class fund.
Definition:
Synonym:
- distribution with reinvestment
-
A property that is used by the class fund unit distribution policy.
Definition: It is possible to hold shares for which the accrued income is distributed, but then reinvested automatically in additional units/shares allocated to the investor.
Synonym:
- dividend adjustment
-
A property that is used by the class equity forward contract.
Definition: One or more Dividend Adjustment Periods, which are used to calculate the Deviation between Expected Dividend and Actual Dividend in that Period.'
Synonym:
- dividend payment date
-
A property that is used by the class fund dividend policy.
Definition: Day and month on which the dividends would normally be paid.
Synonym:
- dividend payment frequency
-
A property that is used by the class fund dividend policy.
Definition: The frequency with which income is allocated (or deemed to be allocated) to investors (eg. six-monthly, yearly, etc).
Synonym:
- doc type
-
A property that is used by the class loan standardization documentation.
Definition:
Synonym:
- document becomes document
-
A property specializing information flow that is used by the class document.
Definition: A document may in the course of its life become another document, for example a draft becoming a later draft or becoming a formal document, or a new revision of a formally revision controlled document.
Synonym:
- document number
-
A property that can be used by any class.
Definition: OMG document number (for the document or file this metadata is associated with); note that a single OMG document number may be associated with many files, for example in the case of an archive containing all of the ontologies associated with a given FIBO specification
Synonym:
- document type
-
A property that is used by the class offering document.
Definition: The type of document that is required to be sent in an Offering to make the securities in the Offering eligible at DTC.
Synonym:
- document type
-
A property that can be used by any class.
Definition:
Synonym:
- domicile
-
A property that is used by the class security issuer.
Definition:
Synonym:
- domicile
-
A property that is used by the class loan application borrower assessment information.
Definition: this will really be a relationship fact. This is synonymous with Residence. synonym:Residency
Synonym:
- domicile
-
A property that is used by the class fund.
Definition: Country in which the investment fund is domiciled.
Synonym:
- domiciled
-
A property that is used by the class mortgage loan borrower information.
Definition: Whether borrower is a resident of the jurisdiction where the property is located. Corporate: Where registered / whether registered in this jurisdiction? Where it pays taxes. Review 07 April: notes for "Domicile" are about the new term "Domicile". Corporate can be "resident" in a location. can be regarded sa resident for tax purposes, which seems to be the thing we refer to as "Registration" (new term added today for Incorporated Company). So we have for example the Registered Address determines your residency? In the US most companies are incorporeated in Delaware because they have more lenient requirements. Place of Incorporation is usually their "Place of REsidence" but they may register in various states for various reasons, and in other foreign countries (except where this is a separate leagel entity presumably? MB). So: Is "Resident" the term we generally use for all legal entities or only for natural persons? Domicile is a better word, and is used in the context of corporations as well as natural persons. Examples: in Aus, someone nameless may have changed their place of residence due to issues around aspextos. Similar casinos incorporated in obscure countries.
Synonym:
- domiciled in state
-
A property specializing domicile that is used by the class security issuer.
Definition:
Synonym:
- draw down date
-
A property that is used by the class loan drawdown.
Definition: The date on which the funds are drawn down, that define the start of the loan.
Synonym:
- drawn down by
-
A property specializing has borrower that is used by the class loan drawdown.
Definition:
Synonym:
- dual fund
-
A property that is used by the class fund processing general terms.
Definition: Whether the fund has two prices.
Synonym:
- E
-
- early prepayment penalty
-
A property that is used by the class loan early prepayment terms.
Definition: The amount to be paid as a penalty in the event of early payment of the loan.
Synonym:
- economic agreement governs transaction
-
A property that is used by the class economic agreement and has the inverse transaction embodies economic agreement.
Definition: The transaction which is set out by this agreement.
Synonym:
- editor
-
A property that can be used by any class.
Definition: an editor of the specification, which may include the primary contact organization, or RTF/FTF co-chair (organization), depending on where the specification is in the process
Synonym:
- editorial note
-
A property that can be used by any class.
Definition: A note for an editor, translator or maintainer of the vocabulary.
Synonym:
- effect of designation
-
A property that is used by the class master agreement early termination provisions.
Definition: Description of the effect of designation of this right.
Synonym:
- effective date
-
A property that is used by the class credit default swap contract.
Definition: The effective starting date of the credit protection defined in the contract.
Synonym:
- effective date
-
A property that is used by the class o t c option contract.
Definition: The effective date for the option, that is the date from which the derivative contract is valid,
Synonym:
- effective date
-
A property that is used by the class information action.
Definition:
Synonym:
- effective period
-
A property that is used by the class tax rule.
Definition: Period during which the tax rule applies within the jurisdiction.
Synonym:
- electronic file name
-
A property that can be used by any class.
Definition: name of the electronic document or file this metadata is associated with
Synonym:
- embodies
-
A property that is used by the class fx forward transaction.
Definition:
Synonym:
- embodies
-
A property that is used by the class fx forward forward swap.
Definition:
Synonym:
- embodies
-
A property specializing transaction embodies economic agreement that is used by the class forward transaction.
Definition:
Synonym:
- embodies
-
A property specializing transaction embodies economic agreement that is used by the class swaption transaction.
Definition:
Synonym:
- embodies
-
A property specializing transaction embodies economic agreement that is used by the class financial securities secondary market transaction and has the inverse governs.
Definition:
Synonym:
- end of fiscal year
-
A property that is used by the class fund reporting terms.
Definition: Day and month on any given year at which the books are closed and profit and loss is determined.
Synonym:
- entered into by
-
A property that is used by the class option payout commitment.
Definition:
Synonym:
- equivalent life value
-
A property that is used by the class equivalent life analytic.
Definition: The Equivalent Life in years at the stated date.
Synonym:
- escrow applicable
-
A property that is used by the class credit default swap physical settlement.
Definition: Whether physical settlement must take place through the use of an escrow agent.
Synonym:
- escrow applicable
-
A property that is used by the class loan contract.
Definition: Whether the servicer is contractually responsible for maintaining an escrow against the account for payment of txes and insurance.
Synonym:
- establishes
-
A property specializing establishes contractual economic commitment that is used by the class forward contract.
Definition:
Synonym:
- establishes
-
A property specializing establishes contractual economic commitment that is used by the class forward contract.
Definition:
Synonym:
- establishes
-
A property that is used by the class fx call option contract.
Definition:
Synonym:
- establishes
-
A property that is used by the class fx spot contract.
Definition:
Synonym:
- establishes
-
A property specializing establishes contractual economic commitment that is used by the class credit default swap contract.
Definition:
Synonym:
- establishes
-
A property that is used by the class fx call option contract.
Definition:
Synonym:
- establishes contractual economic commitment
-
A property that is used by the class economic contract.
Definition: An economic contract sets up some commitment on the part of one or other party to the contract.
Synonym:
- evaluated by
-
A property specializing is published by that is used by the class debt independently evaluated price.
Definition:
Synonym:
- evaluates
-
A property specializing applies to that is used by the class reference and has the inverse is evaluated by.
Definition: assesses the nature, quality, or ability of someone or something
Synonym:
- even lot size
-
A property that is used by the class derivatives exchange.
Definition: Unit of trading in a commodity, established by an exchange, and to which official price quotations from that exchange apply.
Synonym:
- event has consequence
-
A property that is used by the class risk state transition.
Definition:
Synonym:
- ex coupon
-
A property that can be used by any class.
Definition:
Synonym:
- ex coupon date
-
A property that is used by the class fund coupon policy.
Definition: The date at which the coupon is substracted from the NAV
Synonym:
- ex div date
-
A property that is used by the class fund dividend policy.
Definition: The date at which the dividend is substracted from the NAV
Synonym:
- example
-
A property that can be used by any class.
Definition: An example of the use of a concept.
Synonym:
- exchange lookalike
-
A property that is used by the class equity option o t c contract.
Definition: Whether the corresponding transaction is to be treated as an 'exchange look-alike'. If Yes, then the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange
Synonym:
- exchange traded bond price has value
-
A property that is used by the class exchange traded bond price.
Definition: The percentage value of the price at a given point in time
Synonym:
- exchanged currency one
-
A property that is used by the class fx forward contract.
Definition: FpML has a term exchangedCurrency1 but this refers to the currency flow not the currency as in USD, CDN etc. FpML definition for exchangedCurrency1: 'This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.'
Synonym:
- exchanged currency two
-
A property that is used by the class fx forward contract.
Definition:
Synonym:
- exchanges from
-
A property that is used by the class post merger securities exchange.
Definition:
Synonym:
- exchanges into
-
A property that is used by the class post merger securities exchange.
Definition:
Synonym:
- excludes energy and food
-
A property that is used by the class consumer price index.
Definition: a predicate indicating whether the index excludes energy and food prices
Synonym:
- exemplifies
-
A property that is used by the class occurrence and has the inverse is exemplified by.
Definition: is a realization or example of
Synonym:
- exercise date offset
-
A property that is used by the class option strip contract.
Definition: The period in days between the Reset Date and the date on which the Option may be exercised.
Synonym:
- expected closing date
-
A property that is used by the class announcement.
Definition: The date on which the transfer of positions to underwriters is expected to take place. This date is provided by underwriters as part of an announcement.
Synonym:
- expected closing date
-
A property that is used by the class offering.
Definition: The date on which the transfer of positions to underwriters is expected to take place. This date is provided by underwriters as part of an announcement.
Synonym:
- expiry
-
A property that is used by the class foreign exchange (FX) option.
Definition: FpML 'The date and time in a location of the option expiry. In the case of american options this is the latest possible expiry date and time.'
Synonym:
- expiry
-
A property that is used by the class exchange traded option contract.
Definition: Legal expiry of the Contract.
Synonym:
- explanatory note
-
A property that can be used by any class.
Definition: a note that provides additional explanatory information about a given concept
Synonym:
- expressed as
-
A property that is used by the class exchange options price.
Definition:
Synonym:
- expressed as
-
A property that is used by the class option premium.
Definition:
Synonym:
- expressed as
-
A property that is used by the class absolate prepayment rate formula.
Definition: ABS = (100 * SMM)/100 + (SMM X (Age- 1)
Synonym:
- expressed numerically as
-
A property that is used by the class constant.
Definition:
Synonym:
- expression
-
A property that can be used by any class.
Definition:
Synonym:
- expression
-
A property that is used by the class partially paid issuance schedule.
Definition:
Synonym:
- extraordinary events treatment
-
A property that is used by the class share option o t c contract.
Definition: Events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
Synonym:
- F
-
- facililtates remarketing
-
A property that is used by the class remarketing agent.
Definition:
Synonym:
- facilitates payment
-
A property that is used by the class paying agent.
Definition:
Synonym:
- facilitates transfer
-
A property that is used by the class transfer agent.
Definition:
Synonym:
- factor value
-
A property that is used by the class pool factor.
Definition: The factor, expressed as a numeric amount in the past or present.
Synonym:
- fallback bond applicable
-
A property that is used by the class inflation swap contract.
Definition: The applicability of a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8. Yes implies a value of true.
Synonym:
- family abstract
-
A property that is used by the class specification family.
Definition: a short textual description of the family of specifications
Synonym:
- file version
-
A property that can be used by any class.
Definition: file version, if distinct from the specification or module version
Synonym:
- file-level abbreviation or acronym
-
A property that can be used by any class.
Definition: abbreviation or acronym for the file, such as a namespace prefix, if distinct from that of the specification
Synonym:
- file-level abstract
-
A property that can be used by any class.
Definition: a short textual description of the model or file
Synonym:
- finalizes
-
A property that is used by the class finalize pool content.
Definition:
Synonym:
- finalizes
-
A property that is used by the class potential agency m b s issuer.
Definition:
Synonym:
- first accounting year end date
-
A property that is used by the class fund reporting terms.
Definition: Last day of the first accounting year for the fund.
Synonym:
- first delivery date
-
A property that is used by the class future instrument.
Definition: The start date of the range of dates by which the underlying for a futures contract must be delivered in order for the terms of the contract to be fulfilled.
Synonym:
- first n a v calculation date
-
A property that is used by the class fund.
Definition: The first date of NAV calculation
Synonym:
- first notice date
-
A property that is used by the class future instrument.
Definition: The first date at which a delivery notice can be issued.
Synonym:
- first time buyer
-
A property that is used by the class mortgage loan borrower assessment information.
Definition: Whether the borrower is a first time buyer.
Synonym:
- first trade date
-
A property that is used by the class issued security issue information.
Definition: The date of the first trade of the security in the secondary market.
Synonym:
- first trade date and time
-
A property that is used by the class offering.
Definition: First Date and Time a trade may be executed for this security. All times in Eastern Time Zone only. NOTE: This is a date in the future tense at the time of the Offering.
Synonym:
- first trade settlement date
-
A property that is used by the class issued security issue information.
Definition: The date the Issuer and Underwriter exchange money for bonds.
Synonym:
- fixed coupon amount
-
A property specializing annual coupon rate that is used by the class bond fixed coupon terms.
Definition: Fixed interest payment amount due on each Interest Payment Date. This is derived from the Annual Coupon Rate.
Synonym:
- fixed strike
-
A property that is used by the class dividend leg dividend period.
Definition: The strike amount.
Synonym:
- fixed strike amount
-
A property that is used by the class fixed strike amount.
Definition:
Synonym:
- floating amount event
-
A property that is used by the class credit protection contingent leg terms.
Definition: Events which... [definition needed, the FpML text doesn't define it]
Synonym:
- floor
-
A property that is used by the class variable interest expression.
Definition:
Synonym:
- flow
-
A property that is used by the class holder initated action start.
Definition:
Synonym:
- flow
-
A property that is used by the class non agency pool creation end.
Definition:
Synonym:
- flow
-
A property that is used by the class agency mortgage pool creation end.
Definition:
Synonym:
- followed by
-
A property that is used by the class asset pool creation process.
Definition:
Synonym:
- follows
-
A property specializing transaction event follows business process that is used by the class financial primary market transaction.
Definition:
Synonym:
- for calendar year
-
A property that is used by the class statistical measure.
Definition: a predicate indicating the calendar year for which the statistical measure is applicable
Synonym:
- formal award date and time
-
A property that is used by the class offering.
Definition: Date and time the issuer formally accepts a bid for Competitive Issues or, the Date and Time the Bond Purchase Agreement is executed for Negotiated Issues. Time Zone: Include in date/time data or add a term for it?
Synonym:
- formal statement by
-
A property that is used by the class formal statement.
Definition:
Synonym:
- formal version
-
A property that is used by the class specification.
Definition: a link to the latest published formal specification (document)
Synonym:
- formalizes
-
A property that is used by the class regulatory rule.
Definition:
Synonym:
- format
-
A property that can be used by any class.
Definition:
Synonym:
- format
-
A property that can be used by any class.
Definition: serialization format for the file in terms of its MIME Type, such as xmi, rdf/xml, owl/xml, etc.
Synonym:
- formula text
-
A property that is used by the class allotment right formula.
Definition: The formula stated as text.
Synonym:
- forward
-
A property that is used by the class tax withholding grossup obligation.
Definition: If a party is required to deduct or withhold tax, whether that party is to promptly forward to the other party an official receipt (or a certified copy), or other documentation reasonably acceptable to that party, evidencing such payment to such authorities.
Synonym:
- forward price
-
A property that is used by the class forward delivery terms.
Definition: The forward price of the underlying.
Synonym:
- forward rate
-
A property that is used by the class f x forward outright contract.
Definition: The rate at which the seller currency is purchased in the buyer currency.
Synonym:
- freely transferable funds
-
A property that is used by the class payment obligation.
Definition:
Synonym:
- from
-
A property that is used by the class memorandum.
Definition:
Synonym:
- front end load applicable
-
A property that is used by the class fund subscription terms.
Definition: Whether a front end charge on subscription orders for this class can be applied.
Synonym:
- fulfills obligation
-
A property that is used by the class payment.
Definition: satisfies a requirement for payment of some claim, debt, or other obligation
Synonym:
- fund class type identifier
-
A property that is used by the class fund unit.
Definition: A textual identification of the class of fund units. This is used to uniquely identify a particular class of fund units, and thereby identify features of this type of unit within the fund.
Synonym:
- fund has related party
-
A property specializing has related party that is used by the class fund.
Definition:
Synonym:
- fund legally recorded in
-
A property that is used by the class fund.
Definition: Relationship note: This relationship has no obvious parent; it is similar to Security legally recorded in Jurisdiction, but that inherits from Contract jurisdiction whereas a Fund is a Pool not a Contract. So the meaning is not the same. Assign parent relationship in future if a more general one exists; at present there is none.
Synonym:
- fund structure
-
A property that is used by the class fund.
Definition: Structure of the subfund, eg, single fund, multi-class.
Synonym:
- funded by
-
A property that is used by the class synthetic debt instrument pool.
Definition:
Synonym:
- fx forward rate
-
A property that is used by the class fx forward contract.
Definition: 'The rate of exchange between the two currencies.'
Synonym:
- fx option premium
-
A property that is used by the class foreign exchange (FX) option.
Definition: FpML 'Premium amount or premium installment amount for an option.'
Synonym:
- fx spot rate
-
A property that is used by the class fx spot contract.
Definition: 'The rate of exchange between the two currencies.'
Synonym:
- G
-
- gives ownership of
-
A property that is used by the class stake in fund.
Definition:
Synonym:
- gives right to buy
-
A property specializing gives the right to buy that is used by the class subscription right.
Definition:
Synonym:
- gives rise to
-
A property that is used by the class loan rate determination.
Definition:
Synonym:
- gives rise to
-
A property that is used by the class undertaking.
Definition:
Synonym:
- gives rise to
-
A property that is used by the class holder response to choice.
Definition:
Synonym:
- gives the right to buy
-
A property specializing has underlier that is used by the class stockholders rights instrument.
Definition:
Synonym:
- goal
-
A property that is used by the class business agent context.
Definition:
Synonym:
- governed by
-
A property that is used by the class loan interest payment commitment.
Definition:
Synonym:
- governed by
-
A property that is used by the class loan principal repayment commitment.
Definition:
Synonym:
- governed by terms
-
A property specializing transacted under that is used by the class supply transaction.
Definition:
Synonym:
- governs
-
A property that is used by the class market transaction payment terms.
Definition:
Synonym:
- governs
-
A property specializing economic agreement governs transaction that is used by the class securities transaction contract and has the inverse embodies.
Definition:
Synonym:
- governs payment of
-
A property specializing governs that is used by the class debt terms.
Definition: links contractual terms embedded in a contract, such as interest or repayment terms to the element those terms apply to
Synonym:
- grace period
-
A property that is used by the class failure to pay.
Definition: The period of days after any due date that the reference entity has to fulfil its obligations before a failure to pay credit event is deemed to have occurred. Further notes: ISDA 2003 Term: Grace Period. Note this may be a period denominated in business days or calendar days - this is a qualifying fact about the referenced term "Date Period". FpML full definition: 'The number of calendar or business days after any due date that the reference entity has to fulfil its obligations before a failure to pay credit event is deemed to have occurred. ISDA 2003 Term: Grace Period.'
Synonym:
- grace period
-
A property that is used by the class loan termination provisions.
Definition: The period of time after any due date that the borrower has to fulfil its obligations before a a default (failure to pay) is deemed to have occurred.
Synonym:
- grace period extension applicable
-
A property that is used by the class failure to pay.
Definition: Whether the grace period extension provision is applicable. Further notes: Whether this is applicable or not would vary by jurisdiction. Would in fact be a clause in the Loan Contract. There may also be statutory clauses that would override those in a contract, for a given jurisidction. FpML full definition: 'Indicates whether the grace period extension provision is applicable.'
Synonym:
- gross income
-
A property that is used by the class personal dated facts.
Definition: Primary borrower underwritten personal gross income (not rent)
Synonym:
- gross income
-
A property that is used by the class loan application borrower assessment information.
Definition: Primary borrower underwritten gross income (not rent)
Synonym:
- H
-
- ha principal
-
A property specializing has principal that is used by the class novated option contract.
Definition:
Synonym:
- had value
-
A property specializing takes values over time that is used by the class timed parameter.
Definition:
Synonym:
- has accountant
-
A property specializing fund has related party that is used by the class fund.
Definition:
Synonym:
- has accounting information
-
A property that is used by the class fund.
Definition:
Synonym:
- has accounting reporting frequency
-
A property that is used by the class fund reporting terms.
Definition:
Synonym:
- has acquisition date
-
A property that can be used by any class.
Definition: links an asset or owner/controller/controllee to the date of acquisition
Synonym:
- has additional information
-
A property that is used by the class fund.
Definition:
Synonym:
- has additional redemption restrictions
-
A property that is used by the class fund redemption terms.
Definition:
Synonym:
- has address line 1
-
A property that is used by the class physical address.
Definition: the first line of the street address
Synonym:
- has address line 2
-
A property that is used by the class physical address.
Definition: the second line of the street address
Synonym:
- has address line 3
-
A property that is used by the class physical address.
Definition: the third line of the street address
Synonym:
- has address line 4
-
A property that is used by the class physical address.
Definition: the fourth line of the street address
Synonym:
- has address number
-
A property that is used by the class physical address.
Definition: an optional, additional structured version of an external house number, or range of numbers, contained in one of the address line elements
Synonym:
- has address number within building
-
A property that is used by the class physical address.
Definition: an optional, additional structured version of an internal location number, or range of numbers, contained in one of the address line elements
Synonym:
- has agent
-
A property that is used by the class securities underwriting issuance process.
Definition:
Synonym:
- has alias
-
A property specializing has name that can be used by any class.
Definition: Any other name by which an individual or organization is known
Synonym:
- has alternative language legal name
-
A property specializing has legal name that can be used by any class.
Definition: a registered legal name for the entity in an alternative language used in the legal jurisdiction in which the entity is registered
Synonym:
- has amount
-
A property specializing has numeric value that can be used by any class.
Definition: a total number or quantity
Synonym:
- has analytic
-
A property specializing details that is used by the class debt pool.
Definition:
Synonym:
- has annex
-
A property specializing has contractual element that is used by the class equity basket option o t c contract.
Definition:
Synonym:
- has applicable date period
-
A property specializing has date period that is used by the class statistical measure.
Definition: a predicate indicating the date period for which the statistical measure is applicable
Synonym:
- has applicable period
-
A property that is used by the class exchange traded bond price.
Definition:
Synonym:
- has applicable period end
-
A property specializing has date time value that is used by the class statistical measure.
Definition: a predicate indicating the end of the period for which the statistical measure is applicable
Synonym:
- has applicable period start
-
A property specializing has date time value that is used by the class statistical measure.
Definition: a predicate indicating the start of the period for which the statistical measure is applicable
Synonym:
- has argument
-
A property that is used by the class formula expression.
Definition:
Synonym:
- has auditor
-
A property specializing fund has related party that is used by the class fund.
Definition:
Synonym:
- has automatically transliterated legal name
-
A property specializing has transliterated legal name that can be used by any class.
Definition: an auto-generated ASCII-transliterated representation of the legal name for the entity
Synonym:
- has award date
-
A property specializing has date that is used by the class municipal bond.
Definition: Date on which bonds are awarded to the lead manager or syndicate on negotiated deals or the date of bidding on competitive deals.
Synonym:
- has balance
-
A property that is used by the class account.
Definition:
Synonym:
- has balloon payment
-
A property that can be used by any class.
Definition: whether the contractual terms include or would have included a balloon payment as defined in Regulation Z, 12 CFR 1026.18(s)(5)(i).
Synonym:
- has base money unit
-
A property specializing has that is used by the class amount of money.
Definition: the currency in which the money amount is denominated
Synonym:
- has base rate
-
A property that is used by the class loan floating interest payment terms set.
Definition:
Synonym:
- has base rate
-
A property that is used by the class loan interest payment terms.
Definition:
Synonym:
- has base unit
-
A property that is used by the class material amount.
Definition: That in which the material amount is measured.
Synonym:
- has beginning
-
A property that is used by the class temporal entity.
Definition:
Synonym:
- has beneficiary
-
A property specializing has counterparty that is used by the class credit support agreement.
Definition:
Synonym:
- has bond counsel
-
A property that is used by the class debt underwriting issuance process.
Definition:
Synonym:
- has bond maturity registrar
-
A property specializing has third party that is used by the class bond.
Definition: The person or entity responsible for maintaining records on behalf of the issuer that identify the owners of a registered bond issue.
Synonym:
- has borrowing party
-
A property that is used by the class mortgage loan.
Definition:
Synonym:
- has broader
-
A property specializing has broader transitive that is used by the class Concept and has the inverse has narrower.
Definition: Relates a concept to a concept that is more general in meaning.
Synonym:
- has broader match
-
A property specializing has broader and is in mapping relation with that is used by the class Concept and has the inverse has narrower match.
Definition: skos:broadMatch is used to state a hierarchical mapping link between two conceptual resources in different concept schemes.
Synonym:
- has broader transitive
-
A property specializing is in semantic relation with that is used by the class Concept.
Definition: skos:broaderTransitive is a transitive superproperty of skos:broader.
Synonym:
- has business day convention
-
A property specializing has that is used by the class business day adjustment.
Definition: identifies a convention regarding how a date should be handled when it falls on a day that is not a business day
Synonym:
- has business recurrence interval convention
-
A property specializing has that is used by the class business recurrence interval.
Definition: identifies a convention regarding how certain recurring dates should be handled with respect to a given schedule, such as the end of the month
Synonym:
- has buyer
-
A property that is used by the class credit default swap contingent transaction.
Definition:
Synonym:
- has buyer
-
A property specializing has counterparty that is used by the class forward contract.
Definition:
Synonym:
- has c d o origination objective
-
A property that is used by the class c d o deal.
Definition:
Synonym:
- has calculation agent
-
A property that is used by the class cash settled forward contract.
Definition:
Synonym:
- has calendar denomination
-
A property specializing denominated in that is used by the class duration description in calendar temporal unit.
Definition:
Synonym:
- has call rate basis
-
A property that is used by the class zero coupon bond call.
Definition: For each call event on the schedule: whether the rate is expressed as a % of Par or % of CAV. Zero coupon bonds and OID bonds are callable at an accreted value.
Synonym:
- has call redemption type
-
A property that is used by the class partial call.
Definition: Whether the call will be executed by Lottery or Pro-Rata.
Synonym:
- has call terms
-
A property specializing has repayment terms that is used by the class debt offering.
Definition: indicates the specific terms related to any inherent call feature as specified in the offering
Synonym:
- has citizenship
-
A property specializing has that is used by the class person.
Definition: links a person to their country of citizenship
Synonym:
- has city
-
A property that can be used by any class.
Definition: the name of the city
Synonym:
- has close match
-
A property specializing is in mapping relation with that is used by the class Concept.
Definition: skos:closeMatch is used to link two concepts that are sufficiently similar that they can be used interchangeably in some information retrieval applications. In order to avoid the possibility of "compound errors" when combining mappings across more than two concept schemes, skos:closeMatch is not declared to be a transitive property.
Synonym:
- has closing price determination method
-
A property that is used by the class exchange traded security price.
Definition: The method by which the closing price is defined.
Synonym:
- has collection size
-
A property that can be used by any class.
Definition: indicates the number of elements in a given collection
Synonym:
- has commencement date
-
A property specializing has start date that is used by the class party in role.
Definition: the date a party relationship comes into force
Synonym:
- has common name
-
A property specializing has name that can be used by any class.
Definition: a name by which something is frequently referred, without reference to any formal usage or structure
Synonym:
- has component
-
A property that is used by the class dividend stream.
Definition:
Synonym:
- has component
-
A property that is used by the class dividend stream.
Definition:
Synonym:
- has conditions
-
A property that is used by the class equity forward contract.
Definition:
Synonym:
- has constituent
-
A property specializing comprises that is used by the class collection.
Definition: an essential part, component, or element of some collection or set
Synonym:
- has contact details
-
A property that is used by the class portfolio manager.
Definition:
Synonym:
- has content
-
A property specializing hsa part that is used by the class tranched m b s prospectus outline.
Definition:
Synonym:
- has content
-
A property specializing hsa part that is used by the class tranched m b s prospectus outline.
Definition:
Synonym:
- has contract duration
-
A property that is used by the class exchange traded option contract.
Definition:
Synonym:
- has contract party
-
A property specializing has party in role that is used by the class contract.
Definition: has a party which is a signatory to the contract and to which is granted certain rights and obligations as defined in the contract and which concedes certain rights to and imposes certain obligations upon the other party as defined in the contract
Synonym:
- has contractual element
-
A property specializing comprises that is used by the class contract.
Definition: indicates an element, such as contractual definitions, terms describing commitments and the like, that forms part of a contract
Synonym:
- has convertible date
-
A property specializing has date that is used by the class bond conversion terms.
Definition: the date on which a bond can be converted into the specified equity security
Synonym:
- has corresponding
-
A property that is used by the class transaction event.
Definition:
Synonym:
- has corresponding alternative aspect
-
A property that is used by the class transaction event aspect.
Definition:
Synonym:
- has corresponding contract
-
A property that is used by the class fx option transaction.
Definition:
Synonym:
- has corresponding forward
-
A property specializing has corresponding transaction that is used by the class fx swap.
Definition:
Synonym:
- has corresponding spot
-
A property specializing has corresponding transaction that is used by the class fx swap.
Definition:
Synonym:
- has corresponding transaction
-
A property that is used by the class fx spot.
Definition:
Synonym:
- has count
-
A property that can be used by any class.
Definition: indicates the number of things in a collection, such as the number of entries in a RegularSchedule
Synonym:
- has counterparty
-
A property specializing has buyer that is used by the class exchange traded option contract.
Definition:
Synonym:
- has counterparty
-
A property specializing has contract party that is used by the class contract.
Definition: identifies a counterparty to a contract
Synonym:
- has counterparty
-
A property that is used by the class tranched m b s deal transaction.
Definition:
Synonym:
- has coupon
-
A property specializing has that is used by the class preferred share.
Definition: relates a preferred share to a dividend or coupon that applies to the share
Synonym:
- has currency name
-
A property specializing has name that is used by the class currency.
Definition: provides the full currency name, including diacritical marks
Synonym:
- has currency tag
-
A property specializing has tag that is used by the class currency identifier.
Definition: relates a unique three-character string to the identifier for a currency
Synonym:
- has data provider
-
A property specializing fund has related party that is used by the class fund.
Definition: has an organization which is the data provider and is legally responsible for the information provided
Synonym:
- has date of birth
-
A property specializing has date that is used by the class person.
Definition: links a person with their date of birth
Synonym:
- has date specification
-
A property that is used by the class specified date.
Definition: A rule that specifies how a SpecifiedDate is computed.
Synonym:
- has date time stamp value
-
A property that can be used by any class.
Definition: specifies an actual literal (explicit) date and time, including the time zone
Synonym:
- has date time value
-
A property that can be used by any class.
Definition: specifies an actual literal (explicit) date and time
Synonym:
- has date value
-
A property that can be used by any class.
Definition: specifies an actual literal (explicit) date captured in the format specified for xsd:date (i.e., ISO 8601 format), WITHOUT the time or timezone information; the semantics are identical to those of xsd:date
Synonym:
- has deal management style
-
A property that is used by the class c d o note.
Definition: Whether the CDO is static or managed. This refers to whether or not the CDO manager may make changes to the reference portfolio during the life of the security. Further notes: If it is static, collateral is fixed through the life of the CDO. The reference assets are bought and then are kept untouched for the term of the product.If it is managed, the reference assets are bought (the portfolio is ramped up) and then the CDO manager may alter the portfolio as they see fit.
Synonym:
- has debt issuance purpose
-
A property that is used by the class debt issuance process information.
Definition:
Synonym:
- has default lot size
-
A property specializing has numeric value that is used by the class debt instrument or debt offering.
Definition: indicates the default number of units of the security that may be held at any one time
Synonym:
- has default settlement convention
-
A property that is used by the class fund processing terms.
Definition:
Synonym:
- has degree of control
-
A property specializing has that is used by the class entity controlling party.
Definition: has degree of control, (partial, majority, or complete) either alone or with other parties, with respect to some activity
Synonym:
- has delegated control of
-
A property specializing is in control of thing that is used by the class legally delegated authority.
Definition: indicates a legal person that has delegated some authority or control to this party
Synonym:
- has delegated control of itself
-
A property specializing has delegated control of that is used by the class legally delegated authority.
Definition: indicates a legal person that has delegated some authority or control to this party, and as a result this party therefore has control over itself
Synonym:
- has delivery side
-
A property specializing has perspective that is used by the class credit default swap contingent transaction.
Definition:
Synonym:
- has depository
-
A property specializing fund has related party that is used by the class fund.
Definition:
Synonym:
- has description
-
A property that can be used by any class.
Definition: a textual description of something
Synonym:
- has description
-
A property that is used by the class issue resolution.
Definition:
Synonym:
- has details
-
A property that is used by the class fund unit.
Definition: Information on the net asset value calculation of the investment fund component.
Synonym:
- has direct ownership
-
A property that is used by the class business entity, not for profit organization, or legal entity and has the inverse has owned entity.
Definition: relates a formal organization to the context in which it is owned directly by another entity
Synonym:
- has direction
-
A property that is used by the class option barrier feature event.
Definition:
Synonym:
- has disposition date
-
A property that can be used by any class.
Definition: links something, such as an asset or its owner/controller/controllee to the date something was sold, transferred, destroyed, etc.
Synonym:
- has distributiojn policy
-
A property that is used by the class fund bond class unit.
Definition:
Synonym:
- has distribution method
-
A property specializing has that is used by the class dividend.
Definition: indicates the method by which dividend or coupon payments are to be distributed
Synonym:
- has distribution policy
-
A property that is used by the class fund unit distribution policy.
Definition: Income policy relating to a class type, ie, if income is paid out or retained in the fund.
Synonym:
- has distribution policy
-
A property that is used by the class fund share class unit.
Definition:
Synonym:
- has distribution policy
-
A property that is used by the class fund.
Definition: Income policy relating to a class type, ie, if income is paid out or retained in the fund.
Synonym:
- has dividend rate
-
A property specializing has that is used by the class preferred share coupon.
Definition: indicates a pre-arranged dividend rate
Synonym:
- has draft terms
-
A property that is used by the class security draft prospectus.
Definition:
Synonym:
- has duration of protection
-
A property specializing has term that is used by the class credit index.
Definition: indicates the lifespan of protection, from the release date to the scheduled maturity date for the index
Synonym:
- has duration to maturity
-
A property specializing has term that is used by the class offering or financial instrument.
Definition: indicates the lifespan of an instrument or offering, from the date of issuance to the scheduled maturity date
Synonym:
- has duration to maturity
-
A property specializing has duration that is used by the class debt instrument or debt offering.
Definition: indicates the lifespan of a tradable debt instrument, from the issue date to the scheduled maturity date
Synonym:
- has duration value
-
A property that is used by the class weighted average time to receipt of cashflows.
Definition:
Synonym:
- has duration value
-
A property that is used by the class duration.
Definition: specifies a literal (explicit) duration (amount of time) captured in the format specified for xsd:duration (i.e., ISO 8601 format); the semantics are identical to those of xsd:duration
Synonym:
- has earlier form
-
A property specializing has that is used by the class language.
Definition: relates a language to an earlier form (historically significant) of that same language
Synonym:
- has end
-
A property that is used by the class pass through m b s securitization process.
Definition:
Synonym:
- has end
-
A property that is used by the class agency mortgage pool creation process.
Definition:
Synonym:
- has end
-
A property that is used by the class temporal entity.
Definition:
Synonym:
- has English full name
-
A property specializing has English name that can be used by any class.
Definition: the full name, if different from the short form of the country name, in lower case
Synonym:
- has English name
-
A property specializing has name that can be used by any class.
Definition: associates a name in English with an individual concept
Synonym:
- has English short name
-
A property specializing has English name that can be used by any class.
Definition: the short form of the country name, in English
Synonym:
- has English short name in capitals
-
A property specializing has English name that can be used by any class.
Definition: the short form of the country name, in English (capitals)
Synonym:
- has entity expiration date
-
A property that can be used by any class.
Definition: the date on which an entity ceased to exist
Synonym:
- has estate or death put feature
-
A property specializing has redemption terms that is used by the class put feature.
Definition: indicates that a security is subject to redemption upon the passing of the holder
Synonym:
- has event date value
-
A property that can be used by any class.
Definition: identifies a date or date and time value associated with an event (occurrence)
Synonym:
- has exact match
-
A property specializing has close match that is used by the class Concept.
Definition: skos:exactMatch is used to link two concepts, indicating a high degree of confidence that the concepts can be used interchangeably across a wide range of information retrieval applications. skos:exactMatch is a transitive property, and is a sub-property of skos:closeMatch.
Synonym:
- has exchange acronym
-
A property specializing has alias that is used by the class exchange.
Definition: indicates an acronym for the exchange / institution
Synonym:
- has exchange name
-
A property specializing has legal name that is used by the class exchange.
Definition: indicates the name or description of the exchange / institution (which may be different from the name of the legal entity)
Synonym:
- has exercise procedure
-
A property that is used by the class swaption contract.
Definition:
Synonym:
- has exercise terms
-
A property specializing has contractual element that is used by the class exchange traded option contract.
Definition:
Synonym:
- has exercise terms
-
A property specializing has contractual element that is used by the class warrant.
Definition:
Synonym:
- has expected coupon
-
A property that is used by the class fund bond class unit.
Definition:
Synonym:
- has expected dividend
-
A property that is used by the class fund share class unit.
Definition:
Synonym:
- has expression
-
A property that is used by the class floating lookback strike formula.
Definition:
Synonym:
- has expression
-
A property that is used by the class formula.
Definition:
Synonym:
- has expression
-
A property that is used by the class fixed lookback strike formula.
Definition:
Synonym:
- has extendable period
-
A property specializing has date period that is used by the class extension provision.
Definition: indicates the date period during which an extension is allowable
Synonym:
- has factor
-
A property that is used by the class debt pool.
Definition:
Synonym:
- has family name
-
A property specializing has person name that is used by the class person.
Definition: the patronymic or family name of a person
Synonym:
- has feature
-
A property specializing has contractual element that is used by the class exchange traded option contract.
Definition:
Synonym:
- has fee leg
-
A property specializing has leg that is used by the class credit default swap transaction.
Definition:
Synonym:
- has final stub
-
A property specializing has stub that is used by the class regular schedule.
Definition: identifies any special period at the end of a regular schedule
Synonym:
- has financial advisor
-
A property that is used by the class securities underwriting issuance process.
Definition:
Synonym:
- has first coupon payment date
-
A property specializing has start date that is used by the class coupon payment terms.
Definition: the first date on which the issuer or its agent expects or commits to make a coupon payment
Synonym:
- has first name
-
A property specializing has person name that is used by the class person.
Definition: the given name or first name of a person, that is the name chosen for them at birth or changed by them subsequently from the name given at birth
Synonym:
- has floating rate spread
-
A property that can be used by any class.
Definition: defines the spread rate which can optionally be added to or subtracted from the floating rate
Synonym:
- has floating supply
-
A property specializing has amount that is used by the class publicly traded share.
Definition: indicates the number of shares outstanding and available for trading publicly
Synonym:
- has formal award date
-
A property specializing has award date and has date that is used by the class municipal bond.
Definition:
Synonym:
- has formal name
-
A property specializing has name that can be used by any class.
Definition: a name by which something is known for some official purpose or context, or which is structured in some way such as to always follow the same format regardless of usage
Synonym:
- has formula
-
A property that is used by the class fixed lookback strike terms.
Definition:
Synonym:
- has formula
-
A property that is used by the class floating lookback strike terms.
Definition:
Synonym:
- has French full name
-
A property specializing has French name that can be used by any class.
Definition: the full name, if different from the short form of the country name, in lower case
Synonym:
- has French name
-
A property specializing has name that can be used by any class.
Definition: associates a name in French with an individual concept
Synonym:
- has French short name
-
A property specializing has French name that can be used by any class.
Definition: the short form of the country name, in French
Synonym:
- has French short name in capitals
-
A property specializing has French name that can be used by any class.
Definition: the short form of the country name, in French (capitals)
Synonym:
- has full legal name
-
A property specializing has person name that is used by the class person.
Definition: the legally complete name of a person, as used in formal dealings of a legal or contractual nature
Synonym:
- has full sovereignty over
-
A property specializing has sovereignty over that is used by the class polity.
Definition: relates a polity to a geopolitical entity where the polity has absolute, supreme and ultimate dominion and authority of a political state subject to no higher power, expressed within its territory in full self-government and in complete freedom from any outside influence
Synonym:
- has fund identification
-
A property specializing is identified by that is used by the class fund.
Definition: Identification of the investment fund. Note this relationship has no parent, and is a sibling to the identifiaciton relationship for Incorporated Company. As BEI work progresses, these should both have a parent relationship for all legal entitity identification.
Synonym:
- has fund policy
-
A property specializing pursues policy that is used by the class fund.
Definition: Overall policy for amounts invested, limitations etc. Not the same as the detailed Portfolio policy.
Synonym:
- has fund processing terms
-
A property specializing has contractual element that is used by the class fund unit.
Definition:
Synonym:
- has funding leg
-
A property specializing has leg that is used by the class return swap transaction.
Definition:
Synonym:
- has funds tag
-
A property specializing has tag that is used by the class funds identifier.
Definition: relates a unique three-character string to the identifier for funds
Synonym:
- has funds type
-
A property that is used by the class funds.
Definition: indicates the type of funds, such as next day for US funds
Synonym:
- has gender
-
A property that is used by the class person.
Definition: links a particular gender value with a person
Synonym:
- has generating entity identifier
-
A property that is used by the class unique transaction identifier.
Definition: specifies an identifier for the entity that generated something
Synonym:
- has German name
-
A property specializing has name that can be used by any class.
Definition: associates a name in German with an individual concept
Synonym:
- has given name
-
A property specializing has person name that is used by the class person.
Definition: the given name or first name of a person, that is the name chosen for them at birth or changed by them subsequently from the name given at birth
Synonym:
- has governing jurisdiction
-
A property specializing is governed by that is used by the class contract.
Definition: the jurisdiction governing the contract, as agreed by all parties
Synonym:
- has grace period
-
A property specializing has duration that is used by the class preferred share coupon.
Definition: indicates a period of time after a coupon payment becomes due, before the issuer is subject to penalties
Synonym:
- has grade
-
A property that is used by the class oil commodity.
Definition: The grade of oil e.g. Brent Crude.
Synonym:
- has guaranteed amount
-
A property specializing has monetary amount that is used by the class guaranty.
Definition: relates the guaranty to the monetary amount guaranteed
Synonym:
- has holder
-
A property that is used by the class account.
Definition:
Synonym:
- has implied contract
-
A property specializing transaction embodies economic agreement that is used by the class spot transaction.
Definition:
Synonym:
- has index name
-
A property specializing has formal name that is used by the class credit index.
Definition: a formal name for the index
Synonym:
- has indigenous name
-
A property specializing has name that can be used by any class.
Definition: associates a local regional or cultural name with an individual concept
Synonym:
- has information about
-
A property that is used by the class funds processing passport.
Definition:
Synonym:
- has initial registration date
-
A property specializing has registration date that can be used by any class.
Definition: the date on which an identifier or other registered item was first registered
Synonym:
- has initial stub
-
A property specializing has stub that is used by the class regular schedule.
Definition: identifies any special period at the start of a regular schedule
Synonym:
- has instrument description
-
A property that is used by the class financial instrument or financial instrument short name.
Definition: relates a financial instrument or FISN to an ISO 18774-compliant instrument description, that is, a collection of characteristics and attributes defining a financial instrument with a maximum length up to 19 alphanumeric characters
Synonym:
- has intended risk level
-
A property that is used by the class fund investment objective.
Definition:
Synonym:
- has interest rate value
-
A property specializing takes values over time that is used by the class treasury bill reference rate.
Definition:
Synonym:
- has investment grade
-
A property that is used by the class synthetic debt instrument pool funding asset.
Definition:
Synonym:
- has issue date
-
A property that is used by the class fund unit.
Definition: Date of first NAV calculation and start of performance calculations (same as launch date)
Synonym:
- has issue reference
-
A property that is used by the class issue resolution.
Definition:
Synonym:
- has issuer
-
A property specializing issued by that is used by the class pool backed securities deal.
Definition:
Synonym:
- has issuer
-
A property specializing is issued by and has party in role that is used by the class financial instrument.
Definition: relates an instrument to the party that issued it
Synonym:
- has issuer counsel
-
A property that is used by the class securities underwriting issuance process.
Definition:
Synonym:
- has issuer identity
-
A property specializing has identity that is used by the class cash issuer.
Definition: The identity of the party which is the issuer of cash as promissory notes is a Central Bank.
Synonym:
- has issuer short name
-
A property specializing has formal name that is used by the class issuer or financial instrument short name.
Definition: relates a security issuer or FISN to an ISO 18774-compliant issuer short name, that is, an abbreviation of the official issuer name, limited to a maximum of 15 alphanumeric characters
Synonym:
- has last name
-
A property specializing has person name that is used by the class person.
Definition: the patronymic or family name of a person
Synonym:
- has latitude
-
A property that can be used by any class.
Definition: Latitude values indicate the angular distance between the Equator and points north or south of it on the surface of the Earth.
Synonym:
- has latitude
-
A property that can be used by any class.
Definition: the angle formed by the intersection of a line perpendicular to the Earth's surface at a point and the plane of the Equator
Synonym:
- has leg
-
A property specializing has contractual element that is used by the class swap.
Definition: relates a swap to the legs (swap streams) that comprise the swap
Synonym:
- has leg
-
A property that is used by the class fx option transaction.
Definition:
Synonym:
- has legal form
-
A property that is used by the class fund.
Definition:
Synonym:
- has legal form abbreviation
-
A property that can be used by any class.
Definition: The precise form of the incorporated company abbreviation as defined in the jurisdiction in which it is registered, for example LLC, LLP, Ltd, PLC, Corp.
Synonym:
- has legal form abbreviation
-
A property that can be used by any class.
Definition: the precise abbreviation for the entity legal form as defined in the jurisdiction in which it is registered, for example LLC, LLP, Ltd, PLC, Corp.
Synonym:
- has legal name
-
A property specializing has formal name that can be used by any class.
Definition: the name used to refer to an person or organization in legal communications
Synonym:
- has lending party
-
A property that is used by the class mortgage loan.
Definition:
Synonym:
- has limited guaranty amount
-
A property specializing has guaranteed amount that is used by the class limited guaranty.
Definition: The amount to which the guaranty is limited.
Synonym:
- has liquidity
-
A property that is used by the class fund portfolio.
Definition:
Synonym:
- has listing
-
A property that is used by the class future instrument.
Definition:
Synonym:
- has listing
-
A property that is used by the class exchange traded warrant.
Definition:
Synonym:
- has listing
-
A property that is used by the class exchange traded option contract.
Definition:
Synonym:
- has loan application status
-
A property that is used by the class loan lifecycle status.
Definition:
Synonym:
- has loan phase
-
A property that is used by the class loan drawdown.
Definition:
Synonym:
- has local jurisdiction
-
A property specializing has governing jurisdiction that is used by the class equity option o t c contract.
Definition:
Synonym:
- has local short name
-
A property specializing has name that can be used by any class.
Definition: the local, regional, cultural, or indigenous short form of the country name
Synonym:
- has location
-
A property that is used by the class built property.
Definition: The physical location of the built item or property.
Synonym:
- has longitude
-
A property that can be used by any class.
Definition: Lines of longitude, called meridians, run perpendicular to lines of latitude, and all pass through both poles. Longitude values indicate the angular distance between the Prime Meridian and points east or west of it on the surface of the Earth.
Synonym:
- has longitude
-
A property that can be used by any class.
Definition: the angle between a plane that passes through the point and the North and South poles, and a reference plane
Synonym:
- has m i g provider
-
A property that is used by the class mortgage loan.
Definition:
Synonym:
- has maiden name
-
A property specializing has person name that is used by the class person.
Definition: the patronymic or family name which a person was born with and which predates any changes of name due to marriage
Synonym:
- has mail routing
-
A property that can be used by any class.
Definition: an optional, free text address line to hold content from other address lines containing explicit routing information (this elements's presence indicates that this address is a routing / 'care of' address)
Synonym:
- has management company
-
A property specializing fund has related party that is used by the class fund.
Definition:
Synonym:
- has margin call
-
A property that is used by the class futures listing.
Definition: A broker's demand on an investor using margin to deposit additional money or securities so that the margin account is brought up to the minimum maintenance margin. This is sometimes called a 'fed call' or 'maintenance call'.
Synonym:
- has margin provision
-
A property that is used by the class futures listing.
Definition: An amount necessary to cover the purchase of the underlying security since delivery is mandatory, be it physical or cash. Failing to provide a sufficient provision will result in a margin call.
Synonym:
- has maturity level
-
A property that can be used by any class.
Definition: links something to its state with respect to a development lifecycle
Synonym:
- has maximum latitude
-
A property specializing has latitude that can be used by any class.
Definition: a maximum latitude with respect to a range
Synonym:
- has maximum longitude
-
A property specializing has longitude that can be used by any class.
Definition: a maximum longitude with respect to a range
Synonym:
- has measure within scale
-
A property that is used by the class rating score.
Definition: indicates a relative, numeric measure or ordering on a rating scale
Synonym:
- has measurement date
-
A property specializing has date value that is used by the class measure.
Definition: a predicate indicating the date on which the measure was taken
Synonym:
- has measurement period in months
-
A property that is used by the class measure.
Definition: a predicate indicating the coverage period for which the measure is applicable expressed in months
Synonym:
- has measurement unit
-
A property specializing has that is used by the class quantity value.
Definition: a quantity value is expressed in terms of a particular measurement unit
Synonym:
- has member
-
A property that is used by the class Collection.
Definition: Relates a collection to one of its members.
Synonym:
- has member list
-
A property that is used by the class Ordered Collection.
Definition: Relates an ordered collection to the RDF list containing its members.
Synonym:
- has method of adjustment
-
A property that is used by the class equity forward contract.
Definition:
Synonym:
- has middle name or initial
-
A property specializing has person name that is used by the class person.
Definition: one or more additional names or initial letters for names that occur between a person's first and last name
Synonym:
- has milestone term
-
A property that is used by the class construction loan contract.
Definition:
Synonym:
- has minimum latitude
-
A property specializing has latitude that can be used by any class.
Definition: a minimum latitude with respect to a range
Synonym:
- has minimum legal working age
-
A property that can be used by any class.
Definition: a predicate indicating the legal working age (minimum), in years, of people that are counted as members of the working population
Synonym:
- has minimum longitude
-
A property specializing has longitude that can be used by any class.
Definition: a minimum longitude with respect to a range
Synonym:
- has minor unit
-
A property that can be used by any class.
Definition: relates a code for the minor unit of currency to the currency or fund
Synonym:
- has municipal bond capital type
-
A property that is used by the class municipal bond.
Definition:
Synonym:
- has municipal bond refund terms
-
A property that is used by the class municipal bond.
Definition: has terms governing the refunding process of municipal securities
Synonym:
- has municipal debt obligor
-
A property specializing has third party that is used by the class municipal security.
Definition:
Synonym:
- has municipal trustee
-
A property specializing has third party that is used by the class municipal bond.
Definition: The financial institution with trust powers, designated by the issuer or borrower, that acts, pursuant to a bond contract, in a fiduciary capacity for the benefit of the bondholders in enforcing the terms of the bond contract.
Synonym:
- has municipal use
-
A property that is used by the class municipal security.
Definition: the application of funds in connection with a new issue of municipal securities
Synonym:
- has name
-
A property that can be used by any class.
Definition: associates a name, reference name, or appellation with an individual concept
Synonym:
- has name
-
A property that can be used by any class.
Definition: associates a name, reference name, or appellation with an individual concept
Synonym:
- has narrower
-
A property specializing has narrower transitive that is used by the class Concept.
Definition: Relates a concept to a concept that is more specific in meaning.
Synonym:
- has narrower match
-
A property specializing is in mapping relation with and has narrower that is used by the class Concept.
Definition: skos:narrowMatch is used to state a hierarchical mapping link between two conceptual resources in different concept schemes.
Synonym:
- has narrower transitive
-
A property specializing is in semantic relation with that is used by the class Concept and has the inverse has broader transitive.
Definition: skos:narrowerTransitive is a transitive superproperty of skos:narrower.
Synonym:
- has nature of control
-
A property specializing has that is used by the class entity controlling party.
Definition: has nature or kind of control, de facto or limited de facto control
Synonym:
- has negative amortization
-
A property that can be used by any class.
Definition: whether the contractual terms include or would have included a contractual term that would cause the covered loan to be a negative amortization loan as defined in Regulation Z, 12 CFR 1026.18(s)(7)(v).
Synonym:
- has nominal number of units
-
A property specializing has amount that can be used by any class.
Definition: indicates the base (face value) number of units of something associated with some offering
Synonym:
- has non-binding terms
-
A property specializing has contractual element that is used by the class contract.
Definition: refers to terms that are included in the contract but are not considered binding
Synonym:
- has note
-
A property specializing has part that is used by the class mortgage backed security instrument and has the inverse is slice of.
Definition:
Synonym:
- has notification provision
-
A property specializing has contractual element that is used by the class tradable debt instrument redemption provision.
Definition: relates the redemption provision of a debt instrument to a notification provision (e.g., call or put notification)
Synonym:
- has number of affordable dwelling units
-
A property specializing has number of dwelling units that can be used by any class.
Definition: relates real estate to the number of dwelling units it contains that are income-restricted under Federal, State, or local affordable housing programs.
Synonym:
- has number of dwelling units
-
A property specializing has count that can be used by any class.
Definition: relates real estate to the number of dwelling units it contains
Synonym:
- has number of entries
-
A property specializing has count that can be used by any class.
Definition: a predicate indicated the number of elements in some document, table, or other resource (e.g., in a report, table)
Synonym:
- has numeric code
-
A property specializing has tag that can be used by any class.
Definition: relates a numeric code to the currency or fund
Synonym:
- has numeric region code
-
A property that can be used by any class.
Definition: a three-digit numeric code assigned to a region according to some code set
Synonym:
- has numeric value
-
A property that can be used by any class.
Definition: a number associated with a quantity value
Synonym:
- has numerically measurable property
-
A property that is used by the class measured thing.
Definition:
Synonym:
- has objective
-
A property that is used by the class strategy.
Definition:
Synonym:
- has obligation
-
A property specializing has that is used by the class payer and has the inverse is obligation of.
Definition: identifies a duty or obligation that a given party has taken on
Synonym:
- has obligation
-
A property specializing has that is used by the class obligor and has the inverse is obligation of.
Definition: identifies a duty or obligation that a given party has taken on
Synonym:
- has obligor
-
A property that is used by the class securities underwriting issuance process.
Definition:
Synonym:
- has observed date and time
-
A property that can be used by any class.
Definition: indicates a date and time for an observation captured in a collection constituent
Synonym:
- has offering units
-
A property specializing has amount that can be used by any class.
Definition: indicates the actual number of units of something, including any premium on the number of units, associated with some offering
Synonym:
- has operand
-
A property that is used by the class formula argument.
Definition:
Synonym:
- has operating or segment indicator
-
A property that is used by the class market identifier.
Definition: indicates whether the market identifier is for an operating exchange or market segment exchange
Synonym:
- has operator
-
A property that is used by the class formula argument.
Definition:
Synonym:
- has option guarantor
-
A property specializing has guarantor that is used by the class exchange traded option contract.
Definition:
Synonym:
- has option type election date
-
A property that is used by the class chooser option contract.
Definition: The date on which the holder of the Chooser option contract determines a choice of either a Call or a Put,
Synonym:
- has ordinal number
-
A property that can be used by any class.
Definition: An ordinal number meaning 1st, 2nd, 3rd, etc.
Synonym:
- has origin
-
A property specializing refers to market that is used by the class quote price.
Definition:
Synonym:
- has original issue discount
-
A property that is used by the class bond offering.
Definition: discount from par value at the time a bond or other debt instrument is issued
Synonym:
- has original issue discount amount
-
A property that is used by the class zero coupon bond.
Definition: the difference between the stated redemption price at maturity and the issue price
Synonym:
- has origination objective
-
A property that is used by the class c d o note.
Definition:
Synonym:
- has outlook period
-
A property that is used by the class debt instrument yield.
Definition:
Synonym:
- has overall period
-
A property specializing has date period that is used by the class schedule.
Definition: identifies a DatePeriod that includes all the Dates of a Schedule, including any ScheduleStubs
Synonym:
- has owned entity
-
A property specializing has that is used by the class entity ownership and has the inverse has direct ownership.
Definition: indicates a formal organization, including potentially a sole proprietorship, that is owned by a legal person
Synonym:
- has owned thing
-
A property that is used by the class ownership and has the inverse is an owned thing in role.
Definition: indicates the party in an ownership relationship where a party owns a thing
Synonym:
- has ownership percentage
-
A property specializing is quantified by that can be used by any class.
Definition: the percentage ownership interest in the owned entity owned by owning entity, if known
Synonym:
- has owning entity
-
A property specializing has that is used by the class entity ownership.
Definition: indicates a party that owns a formal organization
Synonym:
- has owning party
-
A property that is used by the class ownership and has the inverse is an owning party in role.
Definition: indicates the thing in an ownership relationship where a party owns a thing
Synonym:
- has parameter
-
A property that is used by the class yield calculation method.
Definition:
Synonym:
- has part
-
A property that is used by the class fx forward outright.
Definition:
Synonym:
- has part
-
A property that is used by the class fx forward outright.
Definition:
Synonym:
- has partial sovereignty over
-
A property specializing has sovereignty over that is used by the class polity.
Definition: relates a polity to a geopolitical entity where the polity exercises partial dominion and authority of a political state
Synonym:
- has partially paid issuance schedule
-
A property that is used by the class issued security issue information.
Definition: Partially paid issue: Schedule of partial payments and dates.
Synonym:
- has party
-
A property that is used by the class mortgage loan.
Definition:
Synonym:
- has party account holder
-
A property that is used by the class account servicing.
Definition:
Synonym:
- has party account provider
-
A property that is used by the class account servicing.
Definition:
Synonym:
- has party balance
-
A property that is used by the class nostro or vostro.
Definition:
Synonym:
- has payer
-
A property that is used by the class option premium.
Definition:
Synonym:
- has paying agent
-
A property that is used by the class securities underwriting issuance process.
Definition:
Synonym:
- has payment amount
-
A property specializing has monetary amount that is used by the class payment.
Definition: specifies the amount of money involved in a payment
Synonym:
- has payment date
-
A property that is used by the class option premium.
Definition: The payment date for the Option Premium.
Synonym:
- has percentage
-
A property that is used by the class partial call allocation.
Definition:
Synonym:
- has percentage control
-
A property that is used by the class degree of control.
Definition: indicates the percentage (out of 100) control that one party has over another
Synonym:
- has performance determination method
-
A property that is used by the class fund.
Definition:
Synonym:
- has period duration
-
A property that is used by the class periodic date series.
Definition:
Synonym:
- has person name
-
A property specializing has name that is used by the class person.
Definition: links any sort of name to an individual person
Synonym:
- has perspective
-
A property that is used by the class transaction event.
Definition:
Synonym:
- has place of birth
-
A property specializing has that is used by the class person.
Definition: links a person with their place of birth
Synonym:
- has policy terms
-
A property that is used by the class fund bond unit coupon.
Definition:
Synonym:
- has policy terms
-
A property that is used by the class fund share class unit dividend.
Definition: Terms for the expected distributions of dividends.
Synonym:
- has pool number
-
A property specializing has numeric value that is used by the class publicly issued debt.
Definition: indicates the pool number of the debt
Synonym:
- has population size
-
A property specializing has amount that can be used by any class.
Definition: a predicate indicating the number of elements in a given population
Synonym:
- has portfolio
-
A property that is used by the class fund.
Definition:
Synonym:
- has postal code
-
A property that is used by the class physical address.
Definition: the postal code of this address as specified by the local postal service
Synonym:
- has potential event
-
A property that is used by the class tranched m b s instrument.
Definition:
Synonym:
- has preferred transliterated legal name
-
A property specializing has transliterated legal name that can be used by any class.
Definition: a preferred ASCII-transliterated representation of the legal name for the entity
Synonym:
- has premium
-
A property that is used by the class swaption contract.
Definition:
Synonym:
- has premium type
-
A property that is used by the class option premium.
Definition: The type of premium payment. FpML: 'Premium type for a forward starting equity option.'
Synonym:
- has price determination method
-
A property that is used by the class exchange traded option contract.
Definition:
Synonym:
- has principal
-
A property specializing has seller that is used by the class exchange traded option contract.
Definition:
Synonym:
- has principal
-
A property specializing has contract party that is used by the class contract.
Definition: identifies the main or principal party to a contract
Synonym:
- has principal party
-
A property that is used by the class tranched m b s deal transaction.
Definition:
Synonym:
- has principal repayment date
-
A property specializing has end date that is used by the class principal repayment terms.
Definition: relates an instrument to the date by which the principal must be repaid in full
Synonym:
- has printer
-
A property that is used by the class securities underwriting issuance process.
Definition:
Synonym:
- has prior legal name
-
A property specializing was formerly known as and has legal name that can be used by any class.
Definition: a primary legal name that was used previously for the entity
Synonym:
- has priority level
-
A property specializing has that is used by the class guaranty.
Definition: relates a guaranty to some level of priority that guaranty has in the context of the contract, for example for a credit enhancement priority
Synonym:
- has projected value
-
A property specializing takes values over time that is used by the class timed parameter.
Definition:
Synonym:
- has provider
-
A property specializing has principal that is used by the class future instrument.
Definition:
Synonym:
- has provisional terms
-
A property that is used by the class security term sheet.
Definition:
Synonym:
- has published sinking fund amortization terms description
-
A property that is used by the class bond with published sinking fund.
Definition:
Synonym:
- has publisher
-
A property that is used by the class publication and has the inverse publishes.
Definition: some person or organization whose role it has been to publish this information
Synonym:
- has purpose
-
A property that is used by the class purposive thing.
Definition: The purpose for which the Purposive Thing is defined; the reason some thing, with some (usually independent) form, is defined as a Purposive Thing. The actual or intended usage to which the thing is put or may be put.
Synonym:
- has quantity kind
-
A property specializing has that is used by the class quantity.
Definition: a quantity is an instance of the category of quantity that is the quantity kind
Synonym:
- has quotation block amount basis
-
A property that is used by the class quoted exchange rate.
Definition: indicates the amount of the dealt currency which would be exchanged in a trade for which the stated spot rate applies
Synonym:
- has quotation date and time
-
A property specializing has observed date and time that can be used by any class.
Definition: indicates a quotation date and possibly a time for a given market rate, interest rate, indicator, or other quoted pricing information
Synonym:
- has quotation settlement basis
-
A property specializing has duration that is used by the class quoted exchange rate.
Definition: indicates the settlement period for a trade for which the stated spot rate applies
Synonym:
- has quotation settlement basis in days
-
A property that is used by the class quoted exchange rate.
Definition: the settlement period in days for a trade for which the stated spot rate applies
Synonym:
- has rate multiplier
-
A property that can be used by any class.
Definition: indicates a multiplier applied to the coupon before adding the floating rate spread
Synonym:
- has rate value
-
A property that can be used by any class.
Definition: has a value for a rate expressed as a number (may be a percentage or raw number)
Synonym:
- has rating score
-
A property specializing has that is used by the class rating.
Definition: indicates the grade or score associated with a rating with respect to a particular rating scale
Synonym:
- has reach
-
A property that is used by the class jurisdiction.
Definition: indicates the geopolitical unit (country, federal province or municipality) or geophysical extent in which the jurisdiction has effect
Synonym:
- has receiver
-
A property that is used by the class option premium.
Definition:
Synonym:
- has redemption terms
-
A property that can be used by any class.
Definition:
Synonym:
- has reference asset
-
A property that is used by the class asset return stream.
Definition:
Synonym:
- has reference currency
-
A property specializing has that is used by the class reference interest rate.
Definition: relates a reference rate to the currency it is based on
Synonym:
- has reference obligation
-
A property specializing has underlier that is used by the class credit default swap contract.
Definition:
Synonym:
- has reference rate
-
A property specializing takes reference parameter that is used by the class reference debt instrument.
Definition:
Synonym:
- has registration date
-
A property that can be used by any class.
Definition: the date or date and time on which something is recorded
Synonym:
- has registration status revision date
-
A property specializing has registration date that can be used by any class.
Definition: the date that the status of a specific registration in the registry was revised
Synonym:
- has registry entry
-
A property specializing comprises that is used by the class registry.
Definition: links a registry to entries that it contains
Synonym:
- has registry name
-
A property specializing has name that is used by the class registry.
Definition: a name for the registry, for example, for a business registry in which a business registration identifier for the legal entity is registered
Synonym:
- has related
-
A property specializing is in semantic relation with that is used by the class Concept.
Definition: Relates a concept to a concept with which there is an associative semantic relationship.
Synonym:
- has related fund terms
-
A property specializing has related terms that is used by the class fund.
Definition:
Synonym:
- has related match
-
A property specializing is in mapping relation with and has related that is used by the class Concept.
Definition: skos:relatedMatch is used to state an associative mapping link between two conceptual resources in different concept schemes.
Synonym:
- has related party
-
A property that is used by the class synechdocal thing.
Definition:
Synonym:
- has related terms
-
A property that is used by the class funds processing referent.
Definition:
Synonym:
- has relative duration
-
A property that can be used by any class.
Definition: a duration between two explicit dates
Synonym:
- has release date and time
-
A property that can be used by any class.
Definition: indicates a release date and possibly a time for a given indicator or report
Synonym:
- has relevant jurisdiction
-
A property specializing has governing jurisdiction that is used by the class equity option o t c contract.
Definition:
Synonym:
- has remarketing agent
-
A property that is used by the class securities underwriting issuance process.
Definition:
Synonym:
- has remarketing agent
-
A property specializing has third party that is used by the class municipal security.
Definition: The municipal securities dealer responsible for reselling to investors securities (such as variable rate demand obligations and other tender option bonds) that have been tendered for purchase by their owner.
Synonym:
- has remarks
-
A property that is used by the class geopolitical entity.
Definition: remarks, such as other widely-used country names, names of geographically separated territories covered by the coding system, and so forth
Synonym:
- has renewal date
-
A property specializing has registration date that can be used by any class.
Definition: the date by which a specific registration in the registry must be renewed or updated
Synonym:
- has reset schedule
-
A property that is used by the class option strip contract.
Definition:
Synonym:
- has reset schedule
-
A property that is used by the class resetable strike terms.
Definition:
Synonym:
- has resource
-
A property that is used by the class market issue.
Definition:
Synonym:
- has resource
-
A property that is used by the class get commitment from investors.
Definition:
Synonym:
- has resource
-
A property that is used by the class get commitment from investors.
Definition:
Synonym:
- has resource
-
A property that is used by the class market issue to primary investors.
Definition:
Synonym:
- has restructuring type code
-
A property that is used by the class restructuring.
Definition: has a code representing the kind of restructuring event in relation to some defined scheme of such
Synonym:
- has return leg
-
A property specializing has leg that is used by the class return swap transaction.
Definition:
Synonym:
- has role
-
A property specializing has that is used by the class thing in role.
Definition: provides a means for relating a person, organization, group, or other entity to a role that entity plays in some relationship and context
Synonym:
- has rounding direction
-
A property that is used by the class yield calculation method.
Definition: Whether the accrued interest is rounded up or down in this method.
Synonym:
- has sale method
-
A property that is used by the class offering.
Definition: Sale Method of the security.
Synonym:
- has schedule
-
A property that is used by the class lookback strike terms.
Definition:
Synonym:
- has scheduled maturity date
-
A property specializing has end date that is used by the class debt instrument or debt offering.
Definition: a specified date on which the principal amount of a note, draft, acceptance bond or other debt instrument is due to be repaid to the investor and interest payments stop
Synonym:
- has scheduled maturity date
-
A property specializing has end date that is used by the class offering or financial instrument.
Definition: indicates the date on which the principal amount of an instrument is due to be repaid to the investor and interest payments stop and/or the date on which the instrument may be redeemed
Synonym:
- has scheme reference
-
A property that is used by the class restructuring type scheme.
Definition: The reference by which the scheme is identified, as a URI.
Synonym:
- has seller
-
A property specializing has principal that is used by the class forward contract.
Definition:
Synonym:
- has seller
-
A property that is used by the class foreign exchange (FX) option.
Definition:
Synonym:
- has seller
-
A property that is used by the class credit default swap contingent transaction.
Definition:
Synonym:
- has series
-
A property that can be used by any class.
Definition: indicates the series identified by the issuer in the event that the instrument is issued in several series (also known as tranches)
Synonym:
- has series end
-
A property that is used by the class periodic date series.
Definition:
Synonym:
- has servicer
-
A property that is used by the class securities underwriting issuance process.
Definition:
Synonym:
- has settlement arrangement
-
A property that is used by the class future instrument.
Definition: The action by which an underlying commodity, security, cash value, or delivery instrument covering a contract is tendered and received by the contract holder.
Synonym:
- has settlement side
-
A property that is used by the class credit default swap contingent transaction.
Definition:
Synonym:
- has shared sovereignty over
-
A property specializing has sovereignty over that is used by the class polity.
Definition: relates a polity to a geopolitical entity where the polity exercises shared dominion and authority of a political state
Synonym:
- has side
-
A property that is used by the class fx spot transaction.
Definition:
Synonym:
- has some dividend periods
-
A property that is used by the class dividend leg dividend period.
Definition:
Synonym:
- has some role in
-
A property that is used by the class financial securities actor.
Definition:
Synonym:
- has sovereignty over
-
A property specializing has that is used by the class polity.
Definition: relates a polity to a geopolitical entity where the polity exercises dominion and authority of a political state
Synonym:
- has specification version
-
A property that is used by the class specification and has the inverse is version of.
Definition: relates a 'master' or umbrella specification to specific versions of that specification, created through a finalization or revision process
Synonym:
- has standard setter
-
A property specializing is published by that is used by the class technical standard.
Definition: The agency by which the standard is set.
Synonym:
- has start
-
A property that is used by the class agency mortgage pool creation process.
Definition:
Synonym:
- has start
-
A property that is used by the class mandatory corporate event process.
Definition:
Synonym:
- has start
-
A property that is used by the class pass through m b s securitization process.
Definition:
Synonym:
- has status
-
A property that is used by the class document.
Definition:
Synonym:
- has status
-
A property that is used by the class disbursed loan.
Definition:
Synonym:
- has strike effect
-
A property that is used by the class option strip contract.
Definition: Whether the Strike rate is to be subtracted from the Observable rate on the reset date, or whether the Observable rate is to be subtracted from the Strike rate, to determine the settlement amount.
Synonym:
- has structure type
-
A property that is used by the class c d o note.
Definition: The source of funds for the CDO. This is either cashflow or market value.
Synonym:
- has stub
-
A property specializing has that is used by the class regular schedule.
Definition: links an abbreviated period at the start or end of some schedule to the overall schedule
Synonym:
- has sub fund
-
A property specializing has part that is used by the class umbrella fund.
Definition:
Synonym:
- has subject
-
A property that is used by the class credit default swap contingent transaction.
Definition:
Synonym:
- has subject
-
A property specializing is about that is used by the class message.
Definition:
Synonym:
- has subject
-
A property that is used by the class formula.
Definition:
Synonym:
- has subregion
-
A property specializing has part that is used by the class geographic region and has the inverse is a subregion of.
Definition: relates a geographic region to another geographic region that is a designated subregion of it
Synonym:
- has subscriber
-
A property that is used by the class securities underwriting issuance process.
Definition:
Synonym:
- has subscription amount
-
A property specializing has amount that can be used by any class.
Definition: indicates a number of shares or units
Synonym:
- has subscription terms
-
A property specializing has related fund terms that is used by the class fund.
Definition:
Synonym:
- has surname
-
A property specializing has person name that is used by the class person.
Definition: the patronymic or family name of a person
Synonym:
- has syndicate member
-
A property that is used by the class loan participation note facility.
Definition:
Synonym:
- has tag
-
A property that can be used by any class.
Definition: has a unique combination of alphanumeric characters or binary representation corresponding to the identifier, code, or other element to which it applies
Synonym:
- has tenor in days
-
A property that is used by the class interbank rate.
Definition: a predicate indicating the length of time for which the interbank rate is quoted expressed as a number of days
Synonym:
- has tenor in months
-
A property that is used by the class interbank rate.
Definition: a predicate indicating the length of time for which the interbank rate is quoted, e.g., 3 months, 6 months expressed as a number of months
Synonym:
- has tense
-
A property that is used by the class time sensitive information.
Definition:
Synonym:
- has term for one coupon
-
A property that is used by the class conditional coupon type.
Definition:
Synonym:
- has terms
-
A property that is used by the class contractually defined numerical parameter.
Definition:
Synonym:
- has terms
-
A property specializing has that is used by the class contract.
Definition: identifies the written terms which define and describe the commitments, rights and obligations of the parties to the contract and set out commonly agreed definitions, calculations and the like, and which form part of the contract
Synonym:
- has terms
-
A property that is used by the class bond redemption payment.
Definition:
Synonym:
- has textual expression
-
A property that is used by the class formula.
Definition: The expression of the Formula in text. The arguments and parameters are also linked separately - there is no formal connection between the components of the Formula as modelled here and the textual expresion of it - these can either or both be expressed depending on the business information available.
Synonym:
- has third party
-
A property specializing has party in role that is used by the class contract.
Definition: identifies a party which is not signatory to the party but has some role in the overall context defined by the contract.
Synonym:
- has time to maturity
-
A property specializing has duration that is used by the class offering or financial instrument.
Definition: indicates the interval between the present date and the scheduled maturity date of an instrument or offering
Synonym:
- has time value
-
A property that can be used by any class.
Definition: specifies an actual literal (explicit) time, captured in the format specified for xsd:time (i.e., ISO 8601 format), WITHOUT the date or timezone information; the semantics are identical to those of xsd:time, which is not available for use in OWL
Synonym:
- has top concept
-
A property that is used by the class Concept Scheme and has the inverse is top concept in scheme.
Definition: Relates, by convention, a concept scheme to a concept which is topmost in the broader/narrower concept hierarchies for that scheme, providing an entry point to these hierarchies.
Synonym:
- has tradable unit
-
A property that is used by the class fund.
Definition:
Synonym:
- has trade repository namespace
-
A property that is used by the class unique trade identifier.
Definition: indicates the trade repository namespace component of a unique trade identifier
Synonym:
- has trade repository transaction identifier
-
A property specializing has tag that is used by the class unique trade identifier.
Definition: indicates the transaction identifier component of a unique trade identifier, which is unique at the repository level
Synonym:
- has trading or operational name
-
A property specializing has name that can be used by any class.
Definition: a 'trading as', 'brand name', 'doing business as', or 'operating under' name currently used by the entity in addition to, but not replacing, the (primary) legal, official registered name
Synonym:
- has tranche
-
A property that is used by the class c d o deal.
Definition:
Synonym:
- has tranche
-
A property that is used by the class c d o deal.
Definition:
Synonym:
- has tranche
-
A property that is used by the class c d o deal.
Definition:
Synonym:
- has tranche
-
A property specializing has part that is used by the class credit facility.
Definition:
Synonym:
- has tranche
-
A property that is used by the class c d o deal.
Definition:
Synonym:
- has tranche purpose
-
A property that is used by the class credit facility tranche.
Definition: The purpose for which the Tranche may exist. Notes 10 Feb: Question: What about a website that offers facilities for multiple purposes? Sometimes facility and purpose are not kept distinct. Differences: Retail lending - as modeled here commercial lending - see notes Purpose - Specific lenders e.g. Sallie Mae: Is it a loan or a credit facility? Is it structured similar to Construction / project loan? May look like multiple loans but these are fungible so it looks like one loan? Semantically: Facility v Loan? Student loan: usually for no more than one year. Would have multiple loans, so e.g. 2 or 3 semesters. School sets up number of disbursements so that tan equal amount goes at the start of a given semestrer. Next year you apply again for the loan AND before that you reassess the credit worthiness, so this means you are applying for a new Credit Facility Tranche as defined here. Always treated as a separate loan. School also has to certify that loan. See status - schol status, grace period status. Defer, small fixed, etc. versus full P&I which applies when they have left school May be 10 years or so. Would be separate loans, but pulled into one bull group, with one payment. May be a min payment amount to be applied abgainst each loan, say min $50 per payment, based upon the Program. Is the Program a facility?? Or should we regard it as a kind of pool of loans, with a single repayment schedule. Account? Consolidation. The individual doesn't have to see loads of statements.
Synonym:
- has tranche type
-
A property that is used by the class structured finance instrument.
Definition:
Synonym:
- has transaction component
-
A property that is used by the class economic transaction.
Definition:
Synonym:
- has transaction party
-
A property that is used by the class economic transaction.
Definition:
Synonym:
- has transfer agent
-
A property that is used by the class securities underwriting issuance process.
Definition:
Synonym:
- has transfer agent
-
A property specializing fund has related party that is used by the class fund.
Definition:
Synonym:
- has transliterated legal form abbreviation
-
A property that can be used by any class.
Definition: a transliterated (i.e., in Latin or Romanized ASCII) representation of the abbreviation for the entity legal form
Synonym:
- has transliterated legal name
-
A property specializing has legal name and has transliterated name that can be used by any class.
Definition: an optional ASCII-transliterated (i.e. Latin- or Romanized) representation of the legal name for the entity
Synonym:
- has transliterated name
-
A property specializing has name that can be used by any class.
Definition: a transliterated (i.e., in Latin or Romanized ASCII) representation of a name for the entity
Synonym:
- has trustee
-
A property that is used by the class securities underwriting issuance process.
Definition:
Synonym:
- has underlying
-
A property that is used by the class o t c contract on future.
Definition:
Synonym:
- has underlying
-
A property that is used by the class pool backed securities deal.
Definition:
Synonym:
- has underlying
-
A property that is used by the class international depositary receipt.
Definition:
Synonym:
- has underlying
-
A property that is used by the class equity option.
Definition:
Synonym:
- has underlying
-
A property that is used by the class structured finance instrument.
Definition:
Synonym:
- has underlying assets
-
A property that is used by the class cash asset backed security instrument.
Definition: The ABS has an underlying pool asset which is either a loan pool or a credit card pool. This is actually defined as being any kind of pool asset that is not a mortgage pool, so any other types of pool should be added. This is more satisfactory that modeling it with a "not" relationship to Mortgage Pool, though that may be more correct.
Synonym:
- has underlying cashflow
-
A property specializing has underlying assets that is used by the class esoteric a b s.
Definition:
Synonym:
- has underlying contract
-
A property that is used by the class synthetic debt instrument pool.
Definition: The underlying CDS which is created to mechanise the cash flows in the synthetic portfolio.
Synonym:
- has underlying pool
-
A property that is used by the class c d o deal.
Definition:
Synonym:
- has underlying pool
-
A property that is used by the class agency c m o.
Definition:
Synonym:
- has unique identifier
-
A property that can be used by any class.
Definition: has some textual or numeric information which when taken in combination with some associated scheme is unique to the thing and may be used to distinguish it from other things of the same or different type
Synonym:
- has unit issuer
-
A property specializing fund has related party that is used by the class fund.
Definition:
Synonym:
- has universe size
-
A property specializing has amount that can be used by any class.
Definition: a predicate indicating the number of elements in a given universe
Synonym:
- has URL
-
A property that can be used by any class.
Definition: links something to a web resource that specifies its location on a computer network and a method for retrieving it
Synonym:
- has URL
-
A property that is used by the class web page.
Definition: The URL of the web page.
Synonym:
- has validation date
-
A property specializing has registration date that can be used by any class.
Definition: the date that a specific registration in the registry was most recently reviewed and validated
Synonym:
- has valuation
-
A property that is used by the class loan property collateral.
Definition:
Synonym:
- has valuation date
-
A property that is used by the class option valuation terms.
Definition:
Synonym:
- has valuation terms
-
A property specializing has contractual element that is used by the class forward contract.
Definition:
Synonym:
- has valuation time of day
-
A property specializing has date time that is used by the class master confirmation valuation time terms set.
Definition:
Synonym:
- has valuation timing
-
A property that is used by the class forward valuation terms set.
Definition:
Synonym:
- has value
-
A property specializing takes values over time that is used by the class timed parameter.
Definition:
Synonym:
- has value
-
A property that is used by the class single value.
Definition: hasValue is a datatype property of a single value that represents the primary primitive data of that single value. The range of hasValue is unrestricted as it is intended to be restricted in subtypes of SingleValue for a particular purpose with a particular data type.
Synonym:
- has value
-
A property that is used by the class numeric amount.
Definition: The amount of whatever this is a quantity of.
Synonym:
- has value expressed in
-
A property that is used by the class financial instrument.
Definition: relates an instrument to the currency its value is typically expressed in
Synonym:
- has vector
-
A property that is used by the class Dimension.
Definition:
Synonym:
- has verbal award date
-
A property specializing has award date that is used by the class municipal bond.
Definition: has a date on which ...
Synonym:
- has vested in it
-
A property specializing has capacity that is used by the class legally delegated authority.
Definition: indicates the delegated legal authority that is vested in the controlling party
Synonym:
- has voting restriction
-
A property that is used by the class voting right.
Definition: specifies restrictions on voting rights, if any
Synonym:
- has warrant underlying
-
A property specializing has underlier that is used by the class warrant.
Definition:
Synonym:
- has website
-
A property specializing has URL that can be used by any class.
Definition: a website associated with something, including but not limited to an organization
Synonym:
- has zero coupon call terms
-
A property that is used by the class zero coupon bond.
Definition:
Synonym:
- has zero coupon terms
-
A property specializing has interest payment terms that is used by the class zero coupon bond.
Definition:
Synonym:
- hasVersion
-
A property that can be used by any class.
Definition:
Synonym:
- held by
-
A property that is used by the class futures trading margin.
Definition:
Synonym:
- hidden label
-
A property that can be used by any class.
Definition: A lexical label for a resource that should be hidden when generating visual displays of the resource, but should still be accessible to free text search operations.
Synonym:
- historic pricing indicator
-
A property that is used by the class net asset value calculation method.
Definition: Indicates whether the price is historic or forward.
Synonym:
- history 1-6 m arrears payments
-
A property that is used by the class personal dated facts.
Definition: History - use timed status values and timed status information entity which has present and past values.
Synonym:
- history 6 plus m arrears payments
-
A property that is used by the class personal dated facts.
Definition: As above History of payments missed on previous mortgage(s) with months > 6M in arrears </p> <p> RR has count of payments missed - but the form here with associated dates will mean that entered data remains valid over time dirty data </p> <p> History of (non) payments6+ months in arrears on preceding mortgages </p> <p> Data form is a list with dates and indicated event ( OK / arrears 6+ Mo ) </p> <p> (AO 24, RR 40 ) </p>
Synonym:
- history note
-
A property that can be used by any class.
Definition: A note about the past state/use/meaning of a concept.
Synonym:
- holder has choices
-
A property that is used by the class issuer corporate action.
Definition:
Synonym:
- holder may reinvest
-
A property that is used by the class distributing share class.
Definition: Whether or not the holder may reinvest dividends in the fund.
Synonym:
- holding transferable
-
A property that is used by the class fund processing general terms.
Definition: Whether registered investors are able to transfer some or all of their holdings to third parties.
Synonym:
- holds
-
A property that is used by the class synthetic debt s p v.
Definition:
Synonym:
- holds
-
A property that is used by the class funds s p v.
Definition: The Funds Special Purpose Vehicle holds this Fund.
Synonym:
- holds some means of
-
A property that is used by the class controlling interest party.
Definition: Some means of control held by the party.
Synonym:
- how quoted
-
A property that is used by the class share price.
Definition: How the price is quoted e.g. decimal or fraction.
Synonym:
- how secured
-
A property that is used by the class secured loan.
Definition:
Synonym:
- hsa part
-
A property that is used by the class draft document.
Definition:
Synonym:
- I
-
- identified as
-
A property that is used by the class stake in fund.
Definition:
Synonym:
- identified as
-
A property specializing has identity that is used by the class control document.
Definition:
Synonym:
- identified as
-
A property specializing has identity that is used by the class fund legal form.
Definition:
Synonym:
- identified as
-
A property that is used by the class depositary receipt issuer.
Definition:
Synonym:
- identifier
-
A property that can be used by any class.
Definition:
Synonym:
- identifies
-
A property that is used by the class jurisdiction strategy.
Definition: Jurisdiction (country, county, state, province, city) of the investment.
Synonym:
- identifies
-
A property that is used by the class potential agency m b s issuer.
Definition:
Synonym:
- identifies asset types by
-
A property that is used by the class asset class strategy.
Definition:
Synonym:
- identifies building
-
A property specializing identifies physical address component that is used by the class street address text.
Definition:
Synonym:
- identifies building sub unit
-
A property specializing identifies physical address component that is used by the class building sub unit address fragment.
Definition:
Synonym:
- identifies physical address component
-
A property specializing is index to that is used by the class postal address element and has the inverse physical address component identified by.
Definition:
Synonym:
- identifies post box
-
A property specializing identifies physical address component that is used by the class p o box number.
Definition:
Synonym:
- identifies post code area
-
A property specializing identifies physical address component that is used by the class postal code.
Definition:
Synonym:
- identity
-
A property that is used by the class futures trading account provider.
Definition:
Synonym:
- identity
-
A property that is used by the class futures contract underlying.
Definition:
Synonym:
- identity
-
A property that is used by the class futures commodity underlying.
Definition:
Synonym:
- identity
-
A property that is used by the class support tranche.
Definition:
Synonym:
- identity
-
A property that is used by the class novated option contract principal.
Definition:
Synonym:
- identity
-
A property that is used by the class interest rate future debt underlying.
Definition:
Synonym:
- identity
-
A property that is used by the class equity future share underlying.
Definition:
Synonym:
- impact
-
A property that is used by the class risk.
Definition:
Synonym:
- impact
-
A property that is used by the class credit risk.
Definition:
Synonym:
- impact
-
A property that is used by the class financial transaction risk.
Definition:
Synonym:
- impacts upon
-
A property that is used by the class impact.
Definition:
Synonym:
- implements fund policy
-
A property specializing implements policy that is used by the class fund portfolio.
Definition:
Synonym:
- implements policy
-
A property that is used by the class business function referent.
Definition:
Synonym:
- implies context
-
A property that is used by the class synechdocal thing.
Definition:
Synonym:
- imposed by
-
A property that is used by the class restriction and has the inverse imposes.
Definition:
Synonym:
- imposes
-
A property that is used by the class instrumentality and has the inverse imposed by.
Definition: some instrumentality such as a contract or law imposes a restriction on some entity in regard to some subject matter
Synonym:
- in default
-
A property that is used by the class disbursed loan.
Definition: Whether the loan is in default.
Synonym:
- in default
-
A property that is used by the class master agreement conditions precedent.
Definition: The condition that some default has occurred in respect to the other party. Further notes: Conditions precedent typically include that no default has occurred, so this is typically or always "no". Sample text (of which this term is a part): " the condition precedent that no Event of Default or Potential Event of Default with respect to the other party has occurred and is continuing, "
Synonym:
- in default loan includes
-
A property that is used by the class in default loan.
Definition: The status of any legal proceedings, as a part of this status information at a given point in time.
Synonym:
- inception date
-
A property that is used by the class fund.
Definition: Authorization date in the country of origin.
Synonym:
- inception date
-
A property that is used by the class fund share class unit.
Definition: Authorization date in the country of origin. Further Notes See definition in Inception Date for Fund. Separate fact exists here. Same definition used. EFAMA Review notes: Inception Date exists as soon as there is a prospectus, so it is a fact about a Share Class even if the share class is never formally issued or offered to the public. Legal structure exists even if something is not launched. Editor question: Review stated this was a fact about Share Class; confirm this fact does not apply to Bond and Note units, or was the term Share Class being used to mean all three? Meanwhile I have put the term "Issue Date" as a fact about all Fund Unit, as this is given a sa separate term in the EFAMA DD spreadsheet. MAy come clearer in the next version of that.
Synonym:
- include related firms
-
A property that is used by the class organization strategy.
Definition: Whether or not the strategy includes firms which are related in some way to the referenced organization.
Synonym:
- includes
-
A property specializing has part that is used by the class borrower ongoing dated facts.
Definition:
Synonym:
- includes
-
A property that is used by the class analytics calculation model.
Definition:
Synonym:
- includes
-
A property that is used by the class portfolio investment strategy.
Definition:
Synonym:
- includes details about
-
A property that is used by the class tranched offering memorandum.
Definition:
Synonym:
- includes details about
-
A property that is used by the class tranched offering memorandum.
Definition:
Synonym:
- includes feature
-
A property that is used by the class standardized options terms.
Definition:
Synonym:
- includes penalty payments
-
A property that is used by the class tax withholding liability.
Definition: Whether liability on the part of the counterparty (the party which is not assessed as being liable for the relevant tax) includes liability for penalties in respect of the late or non payment of that tax by the party so assessed.
Synonym:
- includes specification
-
A property specializing includes specification term that is used by the class equity index option strike terms set.
Definition:
Synonym:
- includes specification
-
A property specializing includes specification term that is used by the class share option strike terms set.
Definition:
Synonym:
- includes specification term
-
A property that is used by the class fixed strike terms.
Definition:
Synonym:
- includes step
-
A property that is used by the class registered security issuance process.
Definition:
Synonym:
- inclusion
-
A property that is used by the class fund portfolio investment limitations.
Definition: Whether the referred strategy is included. No means this description refers to the exclusion of what is described, from the portfolio.
Synonym:
- income verification method
-
A property that is used by the class loan application borrower assessment information.
Definition: REVIEW Is there something like this for corporates? Credit Review Check would apply to corporates as well as persons. This is not so miuch income but their credit record. There could be both.
Synonym:
- income verification method
-
A property that is used by the class personal loan borrower assessment information.
Definition: Income verification method for borrowers income.
Synonym:
- increase in
-
A property that is used by the class appreciation.
Definition:
Synonym:
- index constituent i d
-
A property specializing has tag that is used by the class credit index reference constituent.
Definition: An identifier for this constituent of this index, published by the index provider. Further notes: Example: Markit REDCODE reference entity ID
Synonym:
- index multiplier
-
A property that is used by the class standardized index option terms.
Definition: The multiple of the index traded under one Futures contract.
Synonym:
- index underlying identity
-
A property specializing has identity that is used by the class futures index underlying.
Definition:
Synonym:
- indicates number of shares
-
A property specializing has amount that is used by the class equity position.
Definition: indicates the number of shares associated with the position
Synonym:
- industry model convention defined by
-
A property that is used by the class industry model convention.
Definition: Some Industry Association which defines the convention.
Synonym:
- information date
-
A property that is used by the class current l t v.
Definition: The date at which this valuation was carried out.
Synonym:
- information date
-
A property that is used by the class loan snapshot or status.
Definition: The date on which these facts are or were applicable.
Synonym:
- information date
-
A property that is used by the class loan prepayment status.
Definition: The date on which this information applies.
Synonym:
- information flow
-
A property that is used by the class information.
Definition: Information Flow, whereby one piece of information becomes another. The information which the information becomes. Term origin:SR modeling
Synonym:
- informative reference
-
A property that is used by the class specification.
Definition: informative reference, standard, or document
Synonym:
- initial application form
-
A property that is used by the class fund subscription terms.
Definition: Physical application form for the initial subscription by the investor.
Synonym:
- initial payment
-
A property that is used by the class credit default swap fee leg stream.
Definition: A single fixed payment that is payable by the payer to the receiver on the initial payment date.
Synonym:
- initial points
-
A property that is used by the class credit default swap fee leg stream.
Definition: The up-front points expressed as a percentage of the notional.
Synonym:
- intended liquidation date
-
A property that is used by the class funds s p v.
Definition: Intended or scheduled fund closing date - date of final NAV.
Synonym:
- intended liquidation date
-
A property that is used by the class special purpose vehicle.
Definition: The date on which the SPV is scheduled to be disbanded and wound up.
Synonym:
- intended loan purpose
-
A property that is used by the class loan application.
Definition: The purpose to which the loaned funds are to be put.
Synonym:
- interest accrual date offset
-
A property that is used by the class option strip contract.
Definition: The period in days between each Reset Date and the commencement of accrual of interest for the next period.
Synonym:
- interest payments expected
-
A property that is used by the class security cashflow status.
Definition:
Synonym:
- interest rate
-
A property that is used by the class treasury bill interest rate value.
Definition: The rate of interest payable by the Treasury Bill at a stated time.
Synonym:
- investment focus
-
A property that is used by the class portfolio investment strategy.
Definition: The information about the area the fund is mostly invested into (for example stock market in Germany).
Synonym:
- invoked in event of
-
A property that is used by the class master agreement right to termination following termination event.
Definition:
Synonym:
- invoked in event of
-
A property that is used by the class master agreement right to termination following default event.
Definition:
Synonym:
- involves
-
A property that is used by the class strategy.
Definition:
Synonym:
- involves
-
A property that is used by the class business agent context.
Definition:
Synonym:
- irr has value
-
A property that is used by the class internal rate of return.
Definition: The value of the IRR at a given point in time, expressed as a percentage.
Synonym:
- is a
-
A property that is used by the class traded option principal.
Definition:
Synonym:
- is a
-
A property that is used by the class traded options counterparty.
Definition:
Synonym:
- is a controlled thing in role
-
A property that is used by the class controlled thing and has the inverse is in control of thing.
Definition: indicates the context of control in which the thing plays the role of being controlled
Synonym:
- is a controlling party in role
-
A property that is used by the class controlling party and has the inverse control by party.
Definition: indicates the context of control in which the party plays the role of controlling some thing
Synonym:
- is a measure of
-
A property specializing applies to that is used by the class measure.
Definition: a predicate indicating the concept being measured
Synonym:
- is a party to
-
A property that is used by the class independent party and has the inverse has party.
Definition: identifies an agreement, contract, policy, regulation, or other business transaction that an independent party is associated with
Synonym:
- is a subregion of
-
A property specializing is a part of that is used by the class geographic region and has the inverse has subregion.
Definition: relates a geographic region to another geographic region that it is a part of
Synonym:
- is about
-
A property specializing has subject that is used by the class trading status message.
Definition:
Synonym:
- is about
-
A property that is used by the class loan interest rate.
Definition:
Synonym:
- is about
-
A property that is used by the class borrower ongoing dated facts.
Definition:
Synonym:
- is about
-
A property that is used by the class information.
Definition: What the information is about
Synonym:
- is about
-
A property that is used by the class m t n registration.
Definition: The registration process for a MTN registers the program ahead of the issue of individual MTN securities.
Synonym:
- is about loan collateral
-
A property that is used by the class collateral dated facts.
Definition:
Synonym:
- is against
-
A property that is used by the class legal proceeding.
Definition:
Synonym:
- is agent in
-
A property that is used by the class issuance agent.
Definition:
Synonym:
- is aggregate of
-
A property that is used by the class instrument aggregate loan analytic.
Definition:
Synonym:
- is also
-
A property that is used by the class tranched m b s deal.
Definition:
Synonym:
- is also
-
A property that is used by the class pass through m b s deal.
Definition:
Synonym:
- is amortization of
-
A property that is used by the class amortization.
Definition: links the process of reduction of debt or other costs through periodic charges to the relevant asset or liability
Synonym:
- is amount of
-
A property specializing is quantity of that is used by the class material amount.
Definition: That which the Material Amount is an amount of.
Synonym:
- is an asset of
-
A property that is used by the class asset.
Definition: identifies the party that owns the asset
Synonym:
- is an instrument of
-
A property that is used by the class instrumentality.
Definition: relates an instrumentality of some government to the government that it supports
Synonym:
- is an owned thing in role
-
A property that is used by the class asset and has the inverse has owned thing.
Definition: indicates the context of ownership in which the thing plays the role of an asset
Synonym:
- is an owning party in role
-
A property that is used by the class owner and has the inverse has owning party.
Definition: indicates the context of ownership in which the party plays the role of owner
Synonym:
- is application of
-
A property that is used by the class purposive thing.
Definition: The actual form of the Purposive Thing; the thing which is defined according to its purpose and is employed for that purpose. Editorial Note: This would usually be some Independent Thing. However it is conceivable that the existence of some relative thing, For example an asset, may itself be put to a purpose over and above the role or context already defined for it, and wholly dependent on it being that relative thing and not simply a thing in itself. Therefore this identity relationship has a range of Thing, but is modeled as a sub property of "identity" to make this conclusion explicit. This relationship need not be used in operational application ontologies as it adds no new logical assertion.
Synonym:
- is assessment of
-
A property that is used by the class classify mortgage.
Definition:
Synonym:
- is assessment of
-
A property that is used by the class assess pool suitability for issuance.
Definition:
Synonym:
- is assignable
-
A property that is used by the class contract.
Definition: indicates whether the contract and the rights thereunder may be assigned by one of the signatories to some other party
Synonym:
- is balance of
-
A property that is used by the class balance.
Definition:
Synonym:
- is bank qualified
-
A property that is used by the class municipal bond.
Definition: Designation given to a public purpose bond offering by the issuer if it reasonably expects to issue in the calendar year of such offering no more than $10 million ($30 million for bonds issued in 2009-2010) of bonds of the type required to be included in making such calculation under section 265(b)(3) of the IRS tax code. When purchased by a commercial bank for its portfolio, the bank may deduct a portion of the interest cost of carry for the position. A bond that is bank qualified is also known as a “qualified tax-exempt obligation.
Synonym:
- is bank qualified
-
A property that is used by the class bond offering.
Definition: designation given to a public purpose bond offering by the issuer if it reasonably expects to issue in the calendar year of such offering no more than $10 million par amount of bonds of the type required to be included in making such calculation under the Internal Revenue Code. When purchased by a commercial bank for its portfolio, the bank may receive an 80% tax deduction for the interest cost of carry for the issue. A bond that is bank qualified is also known as a qualified tax-exempt obligation.
Synonym:
- is based on
-
A property that is used by the class index linked security.
Definition:
Synonym:
- is based on investment equity
-
A property specializing is conferred by that is used by the class investment-based de facto control.
Definition: indicates investment-based de facto control, which is is based on the holding of some investment equity by some party
Synonym:
- is between
-
A property that is used by the class comparison.
Definition:
Synonym:
- is between
-
A property that is used by the class price spread.
Definition:
Synonym:
- is between
-
A property that is used by the class share price spread.
Definition:
Synonym:
- is bond counsel
-
A property that is used by the class bond counsel.
Definition:
Synonym:
- is buyer
-
A property that is used by the class property buyer.
Definition:
Synonym:
- is calculated in
-
A property that is used by the class net asset value calculation method.
Definition:
Synonym:
- is calculated via methodology
-
A property that is used by the class statistical measure.
Definition: a high-level description of the approach taken to obtain the result
Synonym:
- is callable
-
A property that is used by the class debt instrument or debt offering.
Definition: indicates whether the issuer (writer) of the debt contract (the debtor) can call the debt prior to maturity
Synonym:
- is capacity of
-
A property specializing is conferred on that is used by the class legal capacity.
Definition: identifies an individual or organization on which a given legal capacity has been conferred
Synonym:
- is cash
-
A property that is used by the class synthetic c d o tranche.
Definition: Whether the CDO has an underlying pool of real assets. This is No: the CDO has a synthetic pool of underlying assets.
Synonym:
- is cash
-
A property that is used by the class cash c d o tranche.
Definition: Whether the CDO has an underlying pool of real assets. This is yes: the CDO has an underlying pool of real assets,
Synonym:
- is cash
-
A property that is used by the class c d o note.
Definition: Whether the CDO has an underlying pool of real assets. If yes, the CDO has an underlying pool of real assets. If no, the CDO has a synthetic pool of underlying assets.
Synonym:
- is collateralization of
-
A property that is used by the class collateral.
Definition: relates some collateral to a credit agreement or debt instrument for which the property has been pledged as security for the debt
Synonym:
- is collection of
-
A property that is used by the class issuance programme.
Definition:
Synonym:
- is compounded
-
A property that is used by the class debt instrument yield.
Definition: Definition needed Moved from Yield - assume this can only be about debt instrument or loan / debt yields i..e where the income relates to interest payments. .
Synonym:
- is constituted by
-
A property that is used by the class corporation.
Definition: the instrument by which an entity is incorporated
Synonym:
- is conversion from
-
A property that is used by the class conversion action.
Definition:
Synonym:
- is conversion to
-
A property that is used by the class conversion action.
Definition:
Synonym:
- is creation of
-
A property that is used by the class asset pool creation process.
Definition:
Synonym:
- is crediting participant
-
A property that is used by the class issuance crediting participant.
Definition:
Synonym:
- is default in
-
A property that is used by the class equivalent yield calculation method.
Definition:
Synonym:
- is default method for
-
A property that is used by the class native yield calculation method.
Definition:
Synonym:
- is deferred
-
A property that is used by the class disbursed loan.
Definition:
Synonym:
- is defined under
-
A property that is used by the class Multi Dimensional Property.
Definition:
Synonym:
- is defining of
-
A property that is used by the class define mortgage pool.
Definition:
Synonym:
- is delivery of bullion type
-
A property that is used by the class bullion physical delivery.
Definition: The type of bullion i.e. the metal which this bullion commodity is (Gold, Silver etc.).
Synonym:
- is distribution of
-
A property that is used by the class rights issue.
Definition:
Synonym:
- is domiciled in
-
A property that is used by the class formal organization.
Definition: the country in which the formal organization is officially domiciled
Synonym:
- is exchangeable
-
A property that is used by the class debt instrument or debt offering.
Definition: indicates whether the security can be exchanged for another security at the issuers discretion
Synonym:
- is exemplified by
-
A property that is used by the class occurrence kind and has the inverse exemplifies.
Definition: identifies examples of a given concept
Synonym:
- is extendable by holder
-
A property that is used by the class tradable debt instrument redemption provision.
Definition: indicates whether the expiration date or maturity date can be extended by the holder
Synonym:
- is extendable by issuer
-
A property that is used by the class tradable debt instrument redemption provision.
Definition: indicates whether the issuer has the option to extend the debt rather than refinancing
Synonym:
- is failure in force of
-
A property that is used by the class credit support default event.
Definition:
Synonym:
- is final version
-
A property that can be used by any class.
Definition:
Synonym:
- is final version
-
A property that is used by the class offering document.
Definition: The version of the document, i.e. whether it is a Draft or a Final version. Note: This is not the revision number, if that exists.
Synonym:
- is for
-
A property that is used by the class balance sheet entry.
Definition:
Synonym:
- is fractional eligible
-
A property that is used by the class settlement terms.
Definition: indicates whether the security can contain fractional share/amounts
Synonym:
- is fully automated securities transfer applicable
-
A property that is used by the class settlement terms.
Definition: indicates whether the security is to be held at the transfer agent as part of the FAST (Fully Automated Securities Transfer) program
Synonym:
- is guaranteed by
-
A property that is used by the class guaranty.
Definition: relates guaranty to the contract guarantor, i.e., to the legal person providing the guaranty
Synonym:
- is identified by
-
A property that is used by the class issue resolution.
Definition:
Synonym:
- is imbalance in
-
A property that is used by the class r e a claim.
Definition: The imbalance in Obligations or Rights (depending on the viewpoint from which it is described) between one party and another.
Synonym:
- is in control of thing
-
A property that is used by the class control and has the inverse is a controlled thing in role.
Definition: Indicates the thing in a control relationship where a party controls a thing
Synonym:
- is in force in
-
A property that is used by the class law.
Definition: identifies a jurisdiction or similar context in which some law (including by-law, company by-law and state law) has effect
Synonym:
- is in mapping relation with
-
A property specializing is in semantic relation with that is used by the class Concept.
Definition: Relates two concepts coming, by convention, from different schemes, and that have comparable meanings
Synonym:
- is in semantic relation with
-
A property that is used by the class Concept.
Definition: Links a concept to a concept related by meaning.
Synonym:
- is incorporated in
-
A property specializing is organized in that is used by the class corporation.
Definition: the legal jurisdiction under which the legal entity is incorporated
Synonym:
- is independent
-
A property that is used by the class geopolitical entity.
Definition: indicates whether a geopolitical entity stands alone or is part of another country
Synonym:
- is index to
-
A property specializing refers to that is used by the class index.
Definition: that to which the index refers
Synonym:
- is initially payable
-
A property that can be used by any class.
Definition: whether the obligation arising from the covered loan was, or in the case of an application, would have been initially payable to the financial institution.
Synonym:
- is interchangeable
-
A property that is used by the class settlement terms.
Definition: indicates whether or not the security is freely interchangeable with other securities of the same type
Synonym:
- is interest on
-
A property that is used by the class interest.
Definition: links a monetary amount that is the cost of using credit to the debt that it applies to
Synonym:
- is interest only
-
A property that can be used by any class.
Definition: whether the contractual terms include or would have included interest only payments as defined in Regulation Z, 12 CFR 1026.18(s)(7)(iv).
Synonym:
- is issuance guarantor
-
A property that is used by the class security issuance guarantor.
Definition:
Synonym:
- is issue of
-
A property that is used by the class bonus issue.
Definition:
Synonym:
- is issue of
-
A property that is used by the class make securities available in market.
Definition:
Synonym:
- is issued in
-
A property specializing is traded on that is used by the class exchange traded security.
Definition: identifies the exchange in which a security is issued
Synonym:
- is issuer counsel
-
A property that is used by the class issuer counsel.
Definition:
Synonym:
- is laid down in
-
A property that is used by the class tax rule and has the inverse lays down.
Definition:
Synonym:
- is legally recorded in
-
A property specializing has governing jurisdiction that is used by the class financial instrument.
Definition: jurisdiction (country, county, state, province, city) in which the financial instrument is legally recorded for regulatory and/or tax purposes
Synonym:
- is lifecycle of
-
A property specializing characterizes that is used by the class lifecycle and has the inverse has lifecycle.
Definition: relates a lifecycle to something it characterizes
Synonym:
- is listed via
-
A property that is used by the class listed security and has the inverse lists.
Definition: identifies the service responsible for listing the security
Synonym:
- is made as part of
-
A property that is used by the class undertaking.
Definition:
Synonym:
- is measured in
-
A property that is used by the class measure.
Definition: The unit of measure in which the Measure is formally expressed.
Synonym:
- is negotiable
-
A property that is used by the class financial instrument.
Definition: specifies whether a particular financial instrument is or is not negotiable
Synonym:
- is normative
-
A property that can be used by any class.
Definition: boolean value indicating whether or not the file is a normative component of a specification
Synonym:
- is not
-
A property that is used by the class non payment.
Definition:
Synonym:
- is not cleared in
-
A property that is used by the class Blue-Sky law.
Definition: identifies a country subdivision, such as a US state or territory, where an issue is NOT cleared under Blue Sky Restrictions
Synonym:
- is obligation of
-
A property specializing is conferred on that is used by the class payment obligation and has the inverse has obligation.
Definition: identifies a party that has incurred a given obligation
Synonym:
- is of
-
A property that is used by the class price.
Definition:
Synonym:
- is of
-
A property that is used by the class observable best value.
Definition:
Synonym:
- is of
-
A property specializing analyzes that is used by the class curve convexity.
Definition:
Synonym:
- is of
-
A property specializing is about that is used by the class status.
Definition: that of which the status represents some standing within some lifecycle or process which varies over time.
Synonym:
- is of bullion type
-
A property that is used by the class bullion.
Definition: The type of bullion i.e. the metal which this bullion commodity is (Gold, Silver etc.).
Synonym:
- is of curve between
-
A property that is used by the class curve convexity.
Definition:
Synonym:
- is offering of
-
A property that is used by the class offering and has the inverse has offering.
Definition: relates an offering to one or things that are the subject of the offer
Synonym:
- is open ended or closed
-
A property that is used by the class fund unit.
Definition: Whether the fund is open ended or closed.
Synonym:
- is organized in
-
A property specializing is recognized in that is used by the class legal entity.
Definition: indicates the juridiction whose laws a legal entity is organized under
Synonym:
- is over
-
A property that is used by the class rate.
Definition:
Synonym:
- is over-alloted
-
A property that can be used by any class.
Definition: indicates whether or not the subscription is over-subscribed
Synonym:
- is owed
-
A property that is used by the class creditor.
Definition: links a creditor to a debt that is owed to them
Synonym:
- is owed by
-
A property that is used by the class debt and has the inverse owes.
Definition: links a debt to the party that owes it
Synonym:
- is owed to
-
A property that is used by the class debt.
Definition: links a debt to the party to which it is owed
Synonym:
- is parameter of
-
A property that is used by the class timed parameter.
Definition:
Synonym:
- is parameter of reference entity
-
A property that is used by the class timed parameter.
Definition:
Synonym:
- is part of
-
A property that is used by the class accounts ledger entry.
Definition:
Synonym:
- is party to
-
A property that is used by the class undertaking party.
Definition:
Synonym:
- is played by
-
A property specializing has identity that is used by the class thing in role and has the inverse plays role.
Definition: indicates the independent thing, typically a person or organization filling a role
Synonym:
- is pool of
-
A property that is used by the class c l o.
Definition:
Synonym:
- is potential issuer
-
A property that is used by the class potential issuer.
Definition:
Synonym:
- is pre-approval requested
-
A property that can be used by any class.
Definition: whether a pre-approval has been requested, in conjunction with a loan application
Synonym:
- is premium on
-
A property that is used by the class currency forward rate.
Definition: an exchange rate expressed as a premium on the spot rate for the currency pair
Synonym:
- is principal of
-
A property that is used by the class principal.
Definition: links the value of a debt, excluding any interest or other costs of using credit to the debt that it applies to
Synonym:
- is produced by
-
A property specializing is provided by that is used by the class product and has the inverse produces.
Definition: identifies the producer that fabricates, manufactures or creates the product through some production process
Synonym:
- is published by
-
A property specializing is provided by that is used by the class published information.
Definition: The organization which makes this information available.
Synonym:
- is published by
-
A property that is used by the class publication.
Definition: identifies the independent party (i.e., the individual or organization) that disseminates the material
Synonym:
- is purchase of
-
A property that is used by the class purchase mortgage into pool.
Definition:
Synonym:
- is putable
-
A property that is used by the class debt instrument or debt offering.
Definition: indicates whether the holder has the right to ask for redemption of the security prior to final maturity
Synonym:
- is quantified by
-
A property that can be used by any class.
Definition: indicates that something is limited to or conditional due to some rate or other statistical value
Synonym:
- is quantity of
-
A property that is used by the class stock balance.
Definition:
Synonym:
- is quantity of
-
A property that is used by the class numeric amount.
Definition: That which the amount is an amount of.
Synonym:
- is r e m i c
-
A property that is used by the class debt s p v.
Definition: Whether the SPV is set up and registered as a Real Estate Mortgage Investment Conduit (REMIC). REMICs are a type of special purpose vehicle used for the pooling of mortgage loans and issuance of mortgage-backed securities. They are defined under the United States Internal Revenue Code (Tax Reform Act of 1986), and are the typical vehicle of choice for the securitization of residential mortgages in the US.
Synonym:
- is rate of
-
A property specializing takes value that is used by the class rate.
Definition:
Synonym:
- is rate of
-
A property that is used by the class payment speed.
Definition:
Synonym:
- is rate of change of
-
A property specializing analyzes that is used by the class debt convexity analytic.
Definition:
Synonym:
- is recognized in
-
A property that is used by the class agreement or legal person.
Definition: indicates the jurisdiction in which a legal person is considered competent to enter into a contract, conduct business, or participate in other activities, or in which an agreement may be acknowledged and possibly enforceable
Synonym:
- is reflected in
-
A property that is used by the class issue resolution and has the inverse reflects.
Definition:
Synonym:
- is registration authority for
-
A property that is used by the class registration authority.
Definition: indicates the thing (typically an identifier or code) that the registration authority has authority for
Synonym:
- is retirement of
-
A property that is used by the class security retirement.
Definition:
Synonym:
- is right to
-
A property that is used by the class securities transaction option.
Definition:
Synonym:
- is right to
-
A property that is used by the class legal swap option.
Definition:
Synonym:
- is risk of
-
A property that is used by the class risk.
Definition:
Synonym:
- is seasonally adjusted
-
A property that can be used by any class.
Definition: a predicate indicating whether some published formal method is applied that compensates for seasonal variations in the population or index value
Synonym:
- is self-maintained
-
A property that can be used by any class.
Definition: indicates whether the information about the entity is self-maintained or maintained by a third-party
Synonym:
- is set up for
-
A property that is used by the class special purpose vehicle.
Definition:
Synonym:
- is slice of
-
A property specializing is a part of that is used by the class security note and has the inverse has note.
Definition:
Synonym:
- is spread between
-
A property that is used by the class debt price spread.
Definition:
Synonym:
- is stage of
-
A property specializing is a part of that is used by the class lifecycle stage or lifecycle stage occurrence.
Definition: relates a stage in a product or trade lifecycle or process to the lifecycle or process that it is a stage of
Synonym:
- is status of
-
A property specializing is of that is used by the class security credit status.
Definition:
Synonym:
- is strippable
-
A property that is used by the class debt instrument or debt offering.
Definition: indicates whether or not the instrument can be stripped, so that interest and principal may be traded separately
Synonym:
- is sub fund
-
A property that is used by the class sub fund.
Definition: The investment fund is a subfund, when it is a compartment of an umbrella fund. In this case, subfund is a synonym of investment fund and therefore has the same attributes as investment fund.
Synonym:
- is sub fund of
-
A property specializing is a part of that is used by the class sub fund.
Definition:
Synonym:
- is sub-unit of
-
A property specializing is a part of that is used by the class organizational sub-unit.
Definition: relates a sub-unit of an organization to the larger entity, which may or may not be co-located with that entity
Synonym:
- is subordinated
-
A property that is used by the class debt instrument or debt offering.
Definition: indicates whether the security is a subordinated security, meaning that the security has a lower priority than another security so that when the assets are liquidated this one is not first in line
Synonym:
- is supplied by
-
A property specializing is provided by that is used by the class product and has the inverse supplies.
Definition: identifies the party (supplier, vendor, distributor, etc.) that makes a product available
Synonym:
- is tender in
-
A property that is used by the class currency.
Definition: a jurisdiction in which the currency is exchangeable for goods and services
Synonym:
- is top concept in scheme
-
A property specializing is in scheme that is used by the class Concept and has the inverse has top concept.
Definition: Relates a concept to the concept scheme that it is a top level concept of.
Synonym:
- is traded on
-
A property that is used by the class listed security.
Definition: identifies the trading facility on which the security is traded
Synonym:
- is tranche of
-
A property that is used by the class synthetic c d o tranche.
Definition:
Synonym:
- is tranche of
-
A property that is used by the class cash structured finance instrument and has the inverse backs.
Definition: The asset pool which is the underlying of a traditional or cash structured finance instrument. This is a real pool of real assets, as distinct from synthetic pools.
Synonym:
- is transferable
-
A property that is used by the class financial instrument.
Definition: specifies whether a particular financial instrument is or is not transferable
Synonym:
- is triggered by
-
A property that is used by the class occurrence based date.
Definition: An OccurrenceBasedDate is triggered by an Occurrence that exemplifies the OccurrenceKind.
Synonym:
- is trustee
-
A property that is used by the class trustee.
Definition:
Synonym:
- is undertaking to
-
A property that is used by the class undertaking.
Definition:
Synonym:
- is underwritten by
-
A property that is used by the class offer issue.
Definition: relates an offering to one or more underwriters involved in raising capital for or distributing the instruments that are the subject of the offering
Synonym:
- is unit holder
-
A property that is used by the class fund investor.
Definition:
Synonym:
- is usually
-
A property that is used by the class premium payer.
Definition:
Synonym:
- is value of
-
A property that is used by the class economic value.
Definition:
Synonym:
- is version of
-
A property that is used by the class specification version and has the inverse has specification version.
Definition: relates a given version of a specification to the 'master' or original specification that it modifies
Synonym:
- is view on
-
A property that is used by the class nostro or vostro.
Definition:
Synonym:
- is volatility of
-
A property specializing applies to that is used by the class volatility.
Definition: indicates something to which the volatility measure applies and of which it is a measure
Synonym:
- is way of doing
-
A property that is used by the class method.
Definition: What the Method is a means of carrying out.
Synonym:
- isDefinedBy
-
A property that can be used by any class.
Definition:
Synonym:
- isDefiningOf
-
A property that is used by the class define pool characteristics.
Definition:
Synonym:
- issuance settlement date
-
A property that is used by the class issuance settlement.
Definition: Settlement date for the initial Issuance transaction.
Synonym:
- issue nominal number of units
-
A property that is used by the class issued security issue information.
Definition: Total original quantity of securities issued.
Synonym:
- issue offering units
-
A property that is used by the class offer issue.
Definition: Quantity of all securities that is offered in an equity or Corporate Bond issue.
Synonym:
- issue price
-
A property that is used by the class fund unit.
Definition: The price at which the Fund Unit was first issued.
Synonym:
- issue price
-
A property that is used by the class issued security issue information.
Definition: Initial issue price of the security.
Synonym:
- issued
-
A property that can be used by any class.
Definition:
Synonym:
- issued as
-
A property that is used by the class credit facility tranche.
Definition:
Synonym:
- issued by
-
A property that is used by the class pool backed security instrument.
Definition:
Synonym:
- issued by
-
A property specializing has principal that is used by the class cash currency.
Definition: The issuer of the cash currency.
Synonym:
- issued by
-
A property that is used by the class certificate.
Definition:
Synonym:
- issued debt amount
-
A property that is used by the class variable debt principal.
Definition:
Synonym:
- issued to
-
A property that is used by the class certificate.
Definition:
Synonym:
- issuer country of risk
-
A property that is used by the class security issuer.
Definition:
Synonym:
- issues
-
A property that is used by the class cash c d o.
Definition:
Synonym:
- issues
-
A property that is used by the class synthetic c d o.
Definition:
Synonym:
- issues
-
A property that is used by the class unit issuer.
Definition:
Synonym:
- issues equity
-
A property that is used by the class stock corporation.
Definition: relates a stock corporation to the equity (in the form of shares) it issues through incorporation and subsequent corporate actions
Synonym:
- K
-
- keyword
-
A property that is used by the class specification.
Definition: keyword relevant to the specification
Synonym:
- L
-
- label
-
A property that can be used by any class.
Definition:
Synonym:
- lag
-
A property that is used by the class inflation index underlying.
Definition: Details needed. Inserted per telecon (Derivatives PoC) from Andrew Jacobs. Identify the corresponding term in FpML and use that here.
Synonym:
- last delivery date
-
A property that is used by the class future instrument.
Definition: The last date in the range of dates by which the underlying for a futures contract must be delivered in order for the terms of the contract to be fulfilled.
Synonym:
- last notice date
-
A property that is used by the class future instrument.
Definition: The last date at which a delivery notice can be issued.
Synonym:
- launch date
-
A property that is used by the class fund.
Definition: Date of first NAV calculation and start of performance calculations
Synonym:
- lays down
-
A property that is used by the class tax law and has the inverse is laid down in.
Definition:
Synonym:
- lead
-
A property that is used by the class appoint advisors.
Definition:
Synonym:
- leasehold
-
A property that is used by the class real estate.
Definition: Typically a leasehold is where the land is not owned by the borrower, rather it is leased from a third party for a term that exceeds the life of the mortgage.
Synonym:
- legal description
-
A property that is used by the class offering.
Definition: The legal description of the Offering, as existing in the Prospectus or Offering statement or another applicable document.
Synonym:
- legal name
-
A property that can be used by any class.
Definition:
Synonym:
- legal opinion
-
A property that is used by the class municipal bond.
Definition: Whether legal opinion exists for municipal securities.
Synonym:
- legally imposed by
-
A property specializing imposed by that is used by the class legal restriction.
Definition:
Synonym:
- length
-
A property that is used by the class known time offset.
Definition:
Synonym:
- length
-
A property that is used by the class interval.
Definition:
Synonym:
- license
-
A property that can be used by any class.
Definition:
Synonym:
- lifecycle state
-
A property that can be used by any class.
Definition:
Synonym:
- lifecycle state
-
A property that is used by the class pool of individual debts.
Definition: The state of the pool in terms of the lifecycle of that pool from not yet issued, through the issuance process, to securitized pool.
Synonym:
- lifecycle state
-
A property that can be used by any class.
Definition:
Synonym:
- limited shares are issued
-
A property that is used by the class fund share class unit.
Definition: Whether or not new shares can be issued in the fund. This is what makes it a closed end or open end fund.
Synonym:
- lists
-
A property that is used by the class security listing and has the inverse is listed via.
Definition: identifies a security that is listed by the listing service
Synonym:
- loan advance to date
-
A property that is used by the class construction loan snapshot.
Definition: The amount of principal advanced to date.
Synonym:
- loan amortization payments number
-
A property that is used by the class loan contract.
Definition: The number of payments contractually required at origination to repay the loan. For monthly paying loans this is the number of months from the contractual first payment date to the maturity date.
Synonym:
- loan application status
-
A property that can be used by any class.
Definition:
Synonym:
- loan balance
-
A property that is used by the class loan balance.
Definition: Current Balance of the loan at the stated date.
Synonym:
- loan balance as at
-
A property that is used by the class loan balance.
Definition: Date for which current loan balance is defined. Term reduntant since Dated Monetary Amount is a dated value and so has a date.
Synonym:
- loan debt to income ratio
-
A property that is used by the class loan snapshot or status.
Definition: The debt to income ratio of the borrower or borrowers.
Synonym:
- loan default proceeding amount
-
A property that is used by the class loan default proceeding.
Definition: Undefined PoC SDM Notes: Default or Foreclosure amount - Total default amount before the application of sale proceeds and recoveries. (AO 146, RR 135) Loan Default Proceeding_cd= (1) Default amount </p> <p> Sale price - Price achieved on sale of property ( AO 147, RR 137 ) Loan Default Proceeding_cd= (2) Property Sale </p> <p> Loss on Sale Total loss net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number (AO 148, RR 138 ) Loan Default Proceeding_cd = (3) Loss amount </p> <p> Cumulative Reocveries - ony relevant for cases with losses ( AO 149, RR 139 ) Loan Default Proceeding_cd = (4) Recoveries </p> <p> Professional Negligence Recoveries - Any amounts received in settlement or as a result of professional negligence claims against surveyors, solicitors etc. net of any fees / costs ( AO 150, RR 140 ) Loan Default Proceeding_cd = (5) Professional Negligence </p><br />
Synonym:
- loan default proceeding type
-
A property that is used by the class loan default proceeding.
Definition: The type of default proceeding.
Synonym:
- loan denomination currency
-
A property that is used by the class loan drawdown.
Definition: The currency in which the loan is denominated.
Synonym:
- loan further advances allowed
-
A property that is used by the class loan contract.
Definition: Whether the lender allows the borrower the possibility to have further advances i.e. advances above the original loan balance.
Synonym:
- loan guarantee insured point
-
A property that is used by the class loan drawdown.
Definition: Loan to Value percentage above which losses are insured.
Synonym:
- loan guarantor type
-
A property that is used by the class loan drawdown.
Definition: The type of guarantee provider, if applicable. Actiojn: Move down th eGuaranteed Loan.
Synonym:
- loan identifier
-
A property that is used by the class loan drawdown.
Definition: Unique identifier for the loan. Further notes: This is an information construct. It is internal rather than a publicly available ID (like ISIN) but is included since it is a fundamental "fact" about the loan regardless of the fact that it exists only as a data model construct. The loan ID should not change through the life of the transaction. Data model note (not applicable to semantic model): If the original loan ID cannot be maintained in this field enter the original ID followed by the new ID, comma delimited
Synonym:
- loan interest margin rate
-
A property that is used by the class loan interest rate.
Definition: Remove it. But add a fact about time history of amounts on those loans where the interest amount can be change by the lender. Undefined PoC SDM Notes: Currentinterestratemargin(forfixedrateloansthisisthesameasthecurrentinterestrate,forfloatingrateloans<br /> thisisthemarginover(orunderifinputasanegative)theindexrate. </p> <p> allows derivation of (93) Date interest rate next changes (e.g. discount margin changes, fixed period ends, loan re-fixed etc. this is not the next LIBOR reset date) </p> <p> using : (Loan Rate.)Loan Interest Margin_rt where (loan Rate.)LoanRate_dt > today AND < any other date in the set </p> <p> allows derivation of (94) The margin for the loan at the final step date </p> <p> using: (Loan Rate.)Loan Interest Margin_rt where where (Loan Rate.)LoanRate_dt > any other date in the set </p>
Synonym:
- loan interest only temporary provision
-
A property that is used by the class loan arrears status.
Definition: Whether payments currently pay interest due but no principal on the loan.
Synonym:
- loan interest payment frequency
-
A property that is used by the class loan interest payment terms.
Definition: Payment Frequency - Frequency of payments due, i.e. number of months between payments.
Synonym:
- loan interest rate
-
A property that is used by the class loan interest rate.
Definition: Undefined PoC SDM Notes: Requirement to derive (85) Current interest rate (%) is satisfied by: ( Loan Rate.) Loan Intrest_rt where ; (Loan Rate. )LoanRate_dt >= today AND > any other date in the set Requirement to derive (92) Next Interest Rate satisfied by: ( Loan Rate.) Loan Intrest_rt where (Loan Rate. )LoanRate_dt ; > today AND < any other date in the set
Synonym:
- loan interest rate cap
-
A property that is used by the class loan interest payment terms.
Definition: The cap on the interest rate chargeable, if there is one.
Synonym:
- loan interest rate type
-
A property that is used by the class loan interest payment terms.
Definition: Loan Interest Rate Type.
Synonym:
- loan interest reset interval
-
A property that is used by the class loan interest payment terms.
Definition: Interest Rate Reset interval - The interval in months at which the interest rate is adjusted (for floating loans)
Synonym:
- loan last prepayment amount
-
A property that is used by the class loan prepayment status.
Definition: Last pre-payment amount. This is the amount pre-paid most recently as at the Information Date.
Synonym:
- loan litigation under way
-
A property that is used by the class loan arrears status.
Definition: Whether Litigation proceedings are currently under way.
Synonym:
- loan original advance date
-
A property that is used by the class loan drawdown.
Definition: Loan origination date, that is the date of original loan advance.
Synonym:
- loan origination channel type
-
A property that is used by the class loan drawdown.
Definition: The type of bank, division or organization which was responsible for arranging the loan.
Synonym:
- loan payment information date
-
A property that is used by the class loan payment.
Definition: The actual date on which the payment was made.
Synonym:
- loan performance status
-
A property that is used by the class loan performance status.
Definition: The current performance of the loan, as one of a list of possible statuses. Relates to the performance in terms of whether the customer is paying in time or is in default, and more generally in terms of meeting their obligations in terms of principal or interest payment or any other obligations defined in the Loan Contract (agreement). Performing Arrears Default or Foreclosure Redeemed Repurchased by Seller Review notes Differs from Account Status which would be Open, Closed, etc. There may be other covenants that might need to be met for example in terms of credit rating. Student Loans addtional statuses In school [status of the student, that impacts the loan] Implication is that they don't have to pay it back while they are still in school. so this can impact the loan status but does not always Grace [no longer in school but there is a grace period before they have to go into repayment] This is a phase Repayment Repaid in full Student Loan phases include: Pre-disbursement - this crosses phase [others may exist] (no default or foreclose) Not the same as Origination or Application status. Then there are sub-statuses. E.g. in the "!Repayment" status, there may be a set of sub-statuses e.g. charge-off, settlement, resell. Similarly in the origination / application statuses, there are multiple sub statuses. Industry standards would have these terms, e.g. MISMP and others. See e.g. for electronic transmission of student loan data. See notes to be received. These were originally derived from the Sallie Mae statuses. Are very similar. (earlier IBM notes) RR 126 Date Last Current - If the borrower is in arrears, the date they were last current Loan Status.Loan Status_dt = where Loan Status.Loan Status Performance_cd ^= arrears RR 133 Date on which account redeemed Loan Status. Loan Status_dt = Where Loan Status.LOan Status Performance_cd = Redeemed
Synonym:
- loan periodic payment type
-
A property that is used by the class loan contract.
Definition: Periodic payment type. May combine interst and principal amounts. See selection of values. May also be principal interest and ESCROW.
Synonym:
- loan phase
-
A property that can be used by any class.
Definition:
Synonym:
- loan prepayment penalties cumulative paid amount
-
A property that is used by the class loan prepayment status.
Definition: Pre-Payment Penalties - Cumulative amount of pre-payment penalties paid to date
Synonym:
- loan purpose
-
A property that is used by the class loan drawdown.
Definition: The purpose for which the loan has been advanced.
Synonym:
- loan retained amount date
-
A property that is used by the class loan contract.
Definition: Date when the retained amount is to be drawn by.
Synonym:
- loan status
-
A property that is used by the class disbursed loan.
Definition:
Synonym:
- loan status arrears balance
-
A property that is used by the class loan arrears status.
Definition: Arrears Balance as at the Status Date.
Synonym:
- loan status arrears duration
-
A property that is used by the class loan arrears status.
Definition: The length of time that the loan has been in arrears.
Synonym:
- loan status performance arrangement date
-
A property that is used by the class loan arrears status.
Definition: The date when the borrower had an arrangement put in place to reduce the balance of any arrears whilst maintaining their current payment.
Synonym:
- loan subsidy amount
-
A property that is used by the class loan drawdown.
Definition: Loan Subsidy Received - Amount of subsidy received from government by borrower.
Synonym:
- lookback period
-
A property that is used by the class lookback strike terms.
Definition: The period in which the strike
Synonym:
- lot size
-
A property that is used by the class standardized commodity future terms set.
Definition: How many of the underlying commodity can be sold. The groupings of certain units of measure in the underlying commodity.
Synonym:
- lot size
-
A property that is used by the class commodity future.
Definition: How many of the underlying commodity can be sold. The groupings of certain units of measure in the underlying commodity.
Synonym:
- M
-
- m i g applicable
-
A property that is used by the class loan guarantor.
Definition: FNP flag yes/No is this gurantor a MIG ( Mortgage Indemnity Guarantee) or other
Synonym:
- mac caulays duration has value
-
A property that is used by the class MacCaulays Duration Analytic.
Definition: The MacCaulays Duration in Years.
Synonym:
- mac caulays duraton value
-
A property that can be used by any class.
Definition:
Synonym:
- made by
-
A property specializing requested by that is used by the class application information.
Definition:
Synonym:
- main fund order desk
-
A property that is used by the class fund processing terms.
Definition: Whether the fund order desk is the principal entity appointed by the fund to which orders should be submitted.
Synonym:
- make up for indemnifiable
-
A property that is used by the class tax withholding grossup obligation.
Definition: If a party ("X") is required to deduct or withhold tax, and if such Tax is an Indemnifiable Tax, whether X is to pay to the other party ("Y"), in addition to the payment to which Y is otherwise entitled under this Agreement, such additional amount as is necessary to ensure that the net amount actually received by Y (free and clear of Indemnifiable Taxes, whether assessed against X or Y) will equal the full amount Y would have received had no such deduction or withholding been required. However, X will not be required to pay any additional amount to Y to the extent that it would not be required to be paid but for:- (A) the failure by Y to comply with or perform any agreement contained in the provisions for furnishing specified information in this agreement; or (B) the failure of a representation made by Y pursuant to the Representation Section of the agreement to be accurate and true unless such failure would not have occurred but for (I) any action taken by a taxing authority, or brought in a court of competent jurisdiction, on or after the date on which a Transaction is entered into (regardless of whether such action is taken or brought with respect to a party to this Agreement) or (II) a Change in Tax Law. Further notes: The above is all definitional of this term.
Synonym:
- make whole call basis point spread
-
A property that is used by the class make whole call.
Definition:
Synonym:
- make whole treasury item
-
A property that is used by the class make whole call.
Definition:
Synonym:
- makes
-
A property that is used by the class option put transaction.
Definition:
Synonym:
- makes
-
A property that is used by the class option call transaction.
Definition:
Synonym:
- makes decision on
-
A property that is used by the class dissemination underwriter.
Definition:
Synonym:
- makes reference to
-
A property specializing analyzes that is used by the class duration analytic.
Definition:
Synonym:
- makes reference to
-
A property that is used by the class synthetic debt instrument pool.
Definition:
Synonym:
- makes reference to
-
A property specializing derived from that is used by the class analytical information.
Definition:
Synonym:
- managed by
-
A property that is used by the class c d o deal.
Definition:
Synonym:
- management style
-
A property that is used by the class c d o deal.
Definition: A CDO where the reference assets are bought (the portfolio is ramped up) and then the CDO manager may alter the portfolio as they see fit.
Synonym:
- manages
-
A property that is used by the class c d o portfolio manager.
Definition:
Synonym:
- mandates sinking fund as described in
-
A property specializing has repayment terms that is used by the class bond with mandatory sinking fund.
Definition:
Synonym:
- mandatory
-
A property that is used by the class optional cash dividend event.
Definition: Whether the action is mandatory on the Holder. This is "no" i.e. it is a voluntary event.
Synonym:
- mandatory
-
A property that is used by the class mandatory cash dividend event.
Definition: Whether the action is mandatory on the Holder. This is "yes" i.e. it is a mandatory event.
Synonym:
- mandatory
-
A property that is used by the class published sinking fund amortization terms description.
Definition: Whether the SF is mandatory or conditional on some event (No means conditional)
Synonym:
- mandatory
-
A property that is used by the class issuer corporate action.
Definition: Whether the action is mandatory on the Holder.
Synonym:
- mandatory
-
A property that is used by the class bonus rights issue.
Definition:
Synonym:
- mandatory put
-
A property that is used by the class put feature.
Definition: Whether the redemption prior to maturity date feature is Mandatory to the bond holder. If No, then this is optional.
Synonym:
- mandatory sinking fund
-
A property that is used by the class call feature.
Definition: Whether there is a Mandatory Sinking fund feature.
Synonym:
- margin call applicable
-
A property that is used by the class standardized futures listing terms set.
Definition: Whether or not a Margin Call may be applicable to the listing.
Synonym:
- market fixed rate
-
A property that is used by the class credit default swap fee leg stream.
Definition: The credit spread ("fair value") at which the trade was executed.
Synonym:
- master agreement currency
-
A property that is used by the class currency specification term.
Definition: The currency for payments under this Master Agreement. ISDA Master Agreement example text: Payment in the Contractual Currency. Each payment under this Agreement will be made in the relevant currency specified in this Agreement for that payment (the "Contractual Currency"). To the extent permitted by applicable law, any obligation to make payments under this Agreement in the Contractual Currency will not be discharged or satisfied by any tender in any currency other than the Contractual Currency, except to the extent such tender results in the actual receipt by the party to which payment is owed, acting in a reasonable manner and in good faith in converting the currency so tendered into the Contractual Currency, of the full amount in the Contractual Currency of all amounts payable in respect of this Agreement. If for any reason the amount in the Contractual Currency so received falls short of the amount in the Contractual Currency payable in respect of this Agreement, the party required to make the payment will, to the extent permitted by applicable law, immediately pay such additional amount in the Contractual Currency as may be necessary to compensate for the shortfall. If for any reason the amount in the Contractual Currency so received exceeds the amount in the Contractual Currency payable in respect of this Agreement, the party receiving the payment will refund promptly the amount of such excess.
Synonym:
- material dividends applicable
-
A property that is used by the class dividend stream.
Definition: Whether material non cash dividends are applicable.
Synonym:
- maximum allowed balance
-
A property that is used by the class revolving credit contract.
Definition: The maximum loan amount that is allowed to be outstanding as defined in this loan contract.
Synonym:
- maximum allowed balance
-
A property that is used by the class construction loan contract.
Definition: Maximum balance - For loans with flexible re-draw facilities, the maximum loan amount that could potentially be outstanding
Synonym:
- maximum amount
-
A property that is used by the class tranche notes parameters.
Definition: This has not been seen - incliuded as it's implicit but we might want to get rid of this. ACTION: Look at example prospectus document, mark up against this model; if this item is not seen, we could remove it
Synonym:
- maximum anticipated balance
-
A property that is used by the class revolving line of credit.
Definition: The maximum loan amount that could potentially be outstanding.
Synonym:
- maximum anticipated balance
-
A property that is used by the class construction loan credit facility tranche.
Definition: Maximum balance - For loans with flexible re-draw facilities, the maximum loan amount that could potentially be outstanding
Synonym:
- maximum deviation
-
A property that is used by the class portfolio benchmark.
Definition: Maximum allowable deviation from the benchmark.
Synonym:
- maximum investment amount
-
A property that is used by the class fund portfolio investment limitations.
Definition: Maximum amount that may be invested in the specified strategy.
Synonym:
- maximum investment percentage
-
A property that is used by the class fund portfolio investment limitations.
Definition: Maximum percentage that may be invested in the specified strategy.
Synonym:
- maximum loan balance
-
A property that is used by the class pool conformance criteria.
Definition:
Synonym:
- maximum over allotment amount
-
A property that is used by the class (Unnamed Class).
Definition: The maximum amount that is available as part of providing the over-allotment option.
Synonym:
- maximum over allotment percentage
-
A property that is used by the class issue over allotment terms.
Definition: The percentage that is available as part of providing the over-allotment option.
Synonym:
- maximum over allotment shares
-
A property that is used by the class issue over allotment terms.
Definition: The maximum amount of shares that are available as part of providing the over-allotment option.
Synonym:
- maximum prepayment speed
-
A property that is used by the class planned amortization class bond.
Definition: The prepayment range under which the PAC schedule must remain, in PSA.
Synonym:
- maximum purchasing fee
-
A property that is used by the class fund subscription terms.
Definition: Maximum percentage or fixed amount of money due when purchasing fund shares Definition origin:EFAMA DD
Synonym:
- maximum redemption amount
-
A property that is used by the class fund redemption terms.
Definition: Maximum quantity of securities, expressed as an amount that can be sold.
Synonym:
- maximum redemption fee
-
A property that is used by the class fund subscription terms.
Definition: Maximum percentage or fixed amount of money due when redeeming fund shares Definition origin:EFAMA DD
Synonym:
- maximum redemption percentage
-
A property that is used by the class fund redemption terms.
Definition: Maximum quantity of securities, expressed as a percentage that can be sold.
Synonym:
- maximum redemption units
-
A property that is used by the class fund redemption terms.
Definition: Maximum number of shares/units that may be redeemed on a single dealing day.
Synonym:
- may also be
-
A property that is used by the class fund administrator.
Definition: The unit issuer would be the fund administrator (except when it is a Bond).
Synonym:
- may be
-
A property that is used by the class structured finance instrument.
Definition:
Synonym:
- may be
-
A property that is used by the class cosigner.
Definition:
Synonym:
- may be
-
A property that is used by the class sponsor.
Definition:
Synonym:
- may be
-
A property that is used by the class deliverable obligation.
Definition:
Synonym:
- may be
-
A property that is used by the class trading participant.
Definition:
Synonym:
- may be
-
A property specializing identified as that is used by the class fund processing form.
Definition:
Synonym:
- may be defined in
-
A property that is used by the class funds processing passport.
Definition:
Synonym:
- may be expressed as
-
A property that is used by the class material amount.
Definition: A measure in which the material amount may be expressed.
Synonym:
- may be subordinated to
-
A property that is used by the class tradable debt instrument.
Definition: indicates the target security (i.e., the one in the range) has a higher priority than the security in question
Synonym:
- may be traded in
-
A property that is used by the class security.
Definition: optionally identifies one or more markets in which the security may be traded
Synonym:
- may be treated as
-
A property that is used by the class Reference Material.
Definition:
Synonym:
- may be varied by one
-
A property that is used by the class obligation in respect of netting.
Definition:
Synonym:
- may become
-
A property specializing becomes party that is used by the class loan originator.
Definition:
Synonym:
- may become
-
A property that is used by the class pool trustee.
Definition:
Synonym:
- may become
-
A property that is used by the class loan applicant.
Definition:
Synonym:
- may drive
-
A property that is used by the class regulatory rule.
Definition:
Synonym:
- may include details about
-
A property that is used by the class tranched offering memorandum.
Definition:
Synonym:
- may require
-
A property that is used by the class credit default swap physical settlement.
Definition:
Synonym:
- may specify
-
A property that is used by the class equity option o t c contract.
Definition:
Synonym:
- measured in
-
A property that is used by the class measurable asset.
Definition: The currency in which the asset is denominated, measured and / or reported. Explanatory Note: This property was introduced as part of accounting alignment to identify how an asset, when reported for accounting purposes, has some currency in which it may be measured.
Synonym:
- measurement unit
-
A property that is used by the class bullion.
Definition: The unit of measure which is used to measure this metal in the context of it being defined as a negotiable, bullion commodity.
Synonym:
- milestone description
-
A property that is used by the class construction loan milestone terms set.
Definition: A textual description of the point at which it is legally recognized that the construction milestone has been reached.
Synonym:
- milestone maximum drawdown amount
-
A property that is used by the class construction loan milestone terms set.
Definition: The maximum amount of the loan that can be drawn by the Borrower on completion of this Milestone.
Synonym:
- minimum denomination
-
A property that is used by the class tranche notes parameters.
Definition:
Synonym:
- minimum deviation
-
A property that is used by the class portfolio benchmark.
Definition: Minimum allowable deviation from the benchmark.
Synonym:
- minimum holding period
-
A property that is used by the class fund processing general terms.
Definition: Period, in days, during which the units/shares must be held following their issue before redemption will be permitted.
Synonym:
- minimum initial subscription amount
-
A property that is used by the class fund subscription terms.
Definition: Minimum initial subscription value.
Synonym:
- minimum initial subscription units
-
A property that is used by the class fund subscription terms.
Definition: Minimum initial number of units/shares that must be purchased.
Synonym:
- minimum investment amount
-
A property that is used by the class fund portfolio investment limitations.
Definition: Minimum amount that has to be invested in the specified strategy.
Synonym:
- minimum investment percentage
-
A property that is used by the class fund portfolio investment limitations.
Definition: Minimum percentage that has to be invested in the specified strategy.
Synonym:
- minimum issue subscription
-
A property that is used by the class issue subscription information.
Definition: Minimum or incremental denomination required for the transfer or change of ownership of a security.
Synonym:
- minimum lot size
-
A property that is used by the class exchange traded option contract.
Definition: The minimum number of options contracts that may be traded at any one time.
Synonym:
- minimum quotation amount
-
A property that is used by the class credit default swap cash settlement.
Definition: The minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained.
Synonym:
- minimum rating
-
A property that is used by the class pool conformance criteria.
Definition:
Synonym:
- minimum rating restriction
-
A property that is used by the class fund investment restrictions set.
Definition: The minimum rating of securities to be invested in.
Synonym:
- minimum remaining holding amount
-
A property that is used by the class fund processing general terms.
Definition: Minimum value of units/shares that must be retained to avoid automatic redemption.
Synonym:
- minimum remaining holding units
-
A property that is used by the class fund processing general terms.
Definition: Minimum number of units/shares that must be retained to avoid automatic redemption.
Synonym:
- minimum subscription amount
-
A property that is used by the class fund subscription terms.
Definition: Minimum subscription value for existing investors.
Synonym:
- minimum subscription units
-
A property that is used by the class fund subscription terms.
Definition: Minimum number of units/shares that must be purchased by existing investors.
Synonym:
- minQualifiedCardinality
-
A property that can be used by any class.
Definition:
Synonym:
- model description
-
A property that is used by the class pricing model.
Definition: A textual description and narrative of the model.
Synonym:
- modified
-
A property that can be used by any class.
Definition:
Synonym:
- modified
-
A property that is used by the class date roll rule.
Definition: Whether the Date Roll Rule includes a Modify Convention Roll Rule, defining treatment of non business days which result from the application of this rule to the date returned by the date specification or parametric schedule.
Synonym:
- modified by
-
A property that is used by the class date determination reference rule.
Definition: This is the top Relationship Fact in this hierarchy.
Synonym:
- modified by
-
A property that can be used by any class.
Definition: identifies the organization or person responsible for making a change to a model element in the body of an ontology
Synonym:
- modified duration value
-
A property that is used by the class modified duration analytic.
Definition: The Modified Duration in Years.
Synonym:
- modified equity delivery
-
A property that is used by the class credit default swap contract.
Definition: no-one knows what this means. Equity? It is not considered a default if the coupon on a Preferred Share is not paid. There are provisions in preference shares, since a company may be legally restrited from paying dividends other than from its reserves (e.g. in Aus law) so therefore this can't be a default. FpML: 'Value of this element set to \'true\' indicates that modified equity delivery is applicable.'
Synonym:
- modified on
-
A property that can be used by any class.
Definition: identifies the date a model element in the body of an ontology was changed
Synonym:
- module abbreviation or acronym
-
A property that is used by the class module.
Definition: abbreviation or acronym for the module, if distinct from that of the specification
Synonym:
- module abstract
-
A property that is used by the class module.
Definition: a short textual description of the module
Synonym:
- module name
-
A property that is used by the class module.
Definition: module name, if distinct from the specification title
Synonym:
- module short title
-
A property that is used by the class module.
Definition: a short title for the component or module
Synonym:
- module version
-
A property that is used by the class module.
Definition: module version, if distinct from the specification version
Synonym:
- moored at
-
A property that is used by the class marine finance.
Definition: Textual description (name etc.) of where the vessel is to be moored if it has a permanent mooring place.
Synonym:
- motivation
-
A property that is used by the class business agent.
Definition: The goal in furtherance of which the agent acts.
Synonym:
- multiple
-
A property that is used by the class index future standardized terms set.
Definition: The multiple for determining the price of the futures contract in relation to the underlying index rate.
Synonym:
- multiple
-
A property that is used by the class index future.
Definition: The multiple for determining the price of the futures contract in relation to the underlying index rate.
Synonym:
- multiple credit event
-
A property that is used by the class restructuring.
Definition: Section 3.9 of the ISDA 2003 Credit Derivatives Definitions shall apply.
Synonym:
- multiple holder obligation
-
A property that is used by the class restructuring.
Definition: A multiple holder obligation means an obligation that is held by more than three holders that are not affiliates of each other and where at least two thirds of the holders must agree to the event that constitutes the restructuring credit event.
Synonym:
- multiplier
-
A property that is used by the class index or basket option entitlement.
Definition: The contract multiplier associated with an index or basket option.
Synonym:
- multiplier
-
A property that is used by the class duration description.
Definition: The number of units as specified, that the duration consists of.
Synonym:
- multiplier
-
A property that is used by the class international depositary receipt.
Definition: The number of underlying shares (whether multiple or fractional) represented by a single Depositary Receipt.
Synonym:
- N
-
- naked
-
A property that is used by the class debenture.
Definition: Whether the debenture is unsecured (Naked = Yes) or is secured (Naked = No).
Synonym:
- name
-
A property that is used by the class fund portfolio investment policy.
Definition: Name given to the defined strategy.
Synonym:
- name
-
A property that is used by the class geographical feature.
Definition: The name of the geographical thing, as text.
Synonym:
- name
-
A property that is used by the class fund.
Definition: Name of the investment fund.
Synonym:
- name origin
-
A property that can be used by any class.
Definition: provides the means to document the name of the original term in the source referenced via termOrigin; the range for this annotation can be a string, URI, or BibliographicCitation
Synonym:
- name written as
-
A property that is used by the class name.
Definition: The textual string which forms the name. In the case of a human being, this primary name becomes the surname.
Synonym:
- narrative
-
A property that is used by the class accounts ledger entry.
Definition:
Synonym:
- nearest index provision
-
A property that is used by the class equity basket option o t c contract.
Definition: For an index option transaction, whether the Nearest Index Contract provision is applicable.
Synonym:
- net or gross of fees
-
A property that is used by the class fund unit performance.
Definition:
Synonym:
- non paid amount
-
A property that is used by the class current share status.
Definition: Nominal amount which is not paid at a given time
Synonym:
- non specific address text
-
A property that is used by the class non specific address text.
Definition:
Synonym:
- normative reference
-
A property that is used by the class specification.
Definition: a normative reference or standard for the specification
Synonym:
- nostro account has perspective
-
A property that is used by the class nostro account.
Definition:
Synonym:
- notation
-
A property that can be used by any class.
Definition: A notation, also known as classification code, is a string of characters such as "T58.5" or "303.4833" used to uniquely identify a concept within the scope of a given concept scheme.
Synonym:
- note
-
A property that can be used by any class.
Definition: A general note, for any purpose.
Synonym:
- notified by
-
A property that is used by the class credit default swap credit event.
Definition:
Synonym:
- notify
-
A property that is used by the class tax withholding grossup obligation.
Definition: If a party is required to deduct or withhold tax, whether obligation is to promptly notify the other party of Tax Withholding Grossup requirement.
Synonym:
- notional amount
-
A property that is used by the class (Unnamed Class).
Definition: The total value of a leveraged position's assets.
Synonym:
- notional amount
-
A property that is used by the class credit default swap contract.
Definition: The notional amount is the price at which the protection seller agrees to buy the bond in the event of a default.
Synonym:
- notional amount
-
A property that is used by the class equity option o t c contract.
Definition: 'The notional amount.' Further notes: Presumably all options have a notional amount. This is defined here for Eqiuty Option. FpML: 'The notional amount.'
Synonym:
- notionally holds
-
A property that is used by the class synthetic c d o portfolio.
Definition:
Synonym:
- novation allowable
-
A property that is used by the class equity option o t c contract.
Definition:
Synonym:
- novation required
-
A property that is used by the class equity option o t c contract.
Definition:
Synonym:
- number of certificates issued
-
A property that is used by the class international depositary receipt.
Definition: The number of certificates issued to the general public.
Synonym:
- number of days
-
A property that is used by the class duration description in calendar days.
Definition: The number of days in the period, expressed as a whole number.
Synonym:
- number of options
-
A property that is used by the class equity option o t c contract.
Definition: The price per equity security, index or basket observed on the trade or effective date. FpML: 'The price per asset, index or basket observed on the trade or effective date.'
Synonym:
- number of options
-
A property that is used by the class o t c option contract.
Definition: The price per asset, index or basket observed on the trade or effective date. FpML: 'The price per asset, index or basket observed on the trade or effective date.'
Synonym:
- number of securities
-
A property that is used by the class allotment right.
Definition: The number of securities based on the number of these instruments that the holder holds.
Synonym:
- number of securities determined by
-
A property specializing has contractual element that is used by the class allotment right.
Definition:
Synonym:
- number of shares
-
A property that is used by the class share option entitlement.
Definition: The number of shares per option comprised in the option. FpML: 'The number of shares per option comprised in the option transaction supplement.'
Synonym:
- number of shares
-
A property that is used by the class equities basket constituent.
Definition: The number of this share that makes up this component of the index.
Synonym:
- number of shares outstanding
-
A property that is used by the class current share status.
Definition: Number of shares outstanding at any given time.
Synonym:
- number of votes per share
-
A property specializing has amount that is used by the class voting right.
Definition: confers some number of votes per share on the holder, which may be zero, one, or more
Synonym:
- numerator
-
A property that is used by the class price ratio specification.
Definition: The value of the Price, stated as a percentage, at a given point in time.
Synonym:
- numerator quantity
-
A property that is used by the class unit price monetary specification.
Definition: The value of the price, stated as a monetary amount at a given point in time.
Synonym:
- numerator quantity
-
A property that is used by the class price barter specification.
Definition:
Synonym:
- numerator refers to
-
A property specializing is parameter of reference entity that is used by the class price exchange specification.
Definition:
Synonym:
- O
-
- o t c bond market price has pricing source
-
A property that is used by the class o t c bond market price and has the inverse determines market price for debt.
Definition:
Synonym:
- o t c bond option has underlying
-
A property that is used by the class o t c bond option.
Definition:
Synonym:
- obligor to
-
A property that is used by the class obligor.
Definition:
Synonym:
- occursOnDate
-
A property that is used by the class date.
Definition:
Synonym:
- offering type
-
A property that is used by the class offering.
Definition: The type of Offering.
Synonym:
- offset for w i issue date
-
A property that is used by the class when issued transaction.
Definition: Used to calculate actual settlement date from given WI issue date. If issue date is unknwn, this determines how many days form the issue date it's going to settle.
Synonym:
- on the part of
-
A property that is used by the class notice.
Definition: The legal entity by whom or on whose behalf the Notice is written.
Synonym:
- ongoing default
-
A property that is used by the class master agreement conditions precedent.
Definition: The condition that some default or potential default is ongoing in respect to the other party. Further notes: Conditions precedent typically include that no default is ongoing, so this is typically or always "no". Sample text (of which this term is a part): " the condition precedent that no Event of Default or Potential Event of Default with respect to the other party has occurred and is continuing, "
Synonym:
- open outcry
-
A property that is used by the class derivatives exchange.
Definition: Whether trading on the exchange is by way of open outcry in the form of physical interaction between participants. No means that trading is carried out electronically.
Synonym:
- opening price method
-
A property that is used by the class bond exchange opening price.
Definition: The method by which the Opening Price is determined for that exchange.
Synonym:
- opening price method
-
A property that is used by the class exchange opening price.
Definition: The method by which the Opening Price is determined for that exchange.
Synonym:
- opening price type
-
A property that is used by the class market opening price.
Definition: The type of price which is used and disseminated as the Opening Price on that particular market, for example the first trade price in that session or the closing price of the previous session.
Synonym:
- operates in country
-
A property specializing has country that is used by the class exchange.
Definition: indicates the country in which the exchange is registered and operates
Synonym:
- operates in municipality
-
A property that can be used by any class.
Definition:
Synonym:
- option type
-
A property that is used by the class standardized options terms.
Definition: Whether the option will be a call or a put option.
Synonym:
- option type
-
A property that is used by the class exchange traded option contract.
Definition: Whether the option is a call or a put option.
Synonym:
- origin
-
A property specializing refers to market that is used by the class uncrossing price.
Definition:
Synonym:
- original loan d t i
-
A property that is used by the class loan application borrower assessment information.
Definition: Original Debt to Income (DTI) ratio when the loan was advanced. For combined income.
Synonym:
- original notional
-
A property specializing has notional amount that is used by the class credit index.
Definition: the notional amount represented by the index when it is first constituted
Synonym:
- originator
-
A property that is used by the class written information.
Definition:
Synonym:
- otc bond market price has value
-
A property that is used by the class o t c bond market price.
Definition:
Synonym:
- outlines
-
A property that is used by the class fund prospectus and has the inverse stated in.
Definition:
Synonym:
- outstanding equity amount
-
A property that is used by the class current equity status.
Definition:
Synonym:
- over alloted
-
A property that is used by the class subscription closing information.
Definition: Whether the subscriber has been over-alloted the requested number of units. REVIEW: Not seen in data terms but implied elsewhere.
Synonym:
- over allotment available
-
A property that is used by the class issue over allotment terms.
Definition: Whether an over-allotment option is available for the security.
Synonym:
- over allotment expiry period days
-
A property that is used by the class issue over allotment terms.
Definition: Number of calendar days after the closing of initial offering for expiry of over-allotment option.
Synonym:
- overseen by
-
A property that is used by the class consumer credit requirement.
Definition:
Synonym:
- overseen by
-
A property that is used by the class c d o portfolio.
Definition:
Synonym:
- oversubscribe option
-
A property that is used by the class stockholders rights instrument.
Definition: Option whereby the holders of the rights instrument may get securities in the event that other right holders choose not to subscribe to theirs.
Synonym:
- oversubscription amount
-
A property that is used by the class rights distribution.
Definition: The amount of additional rights that may be purchased by the holder over and above the initial allocation. Further notes: In addition to a Subscription Price (see the Price term in the Subscription rights term), there is an additional privilege extended to the holders, to subscribe to additional shares. This also is in a certain proportion. This is to catch if not enough rights were subscribed, you may be left with some left over. These can then be given to the over-subscribers. Additional terms: if this exists there is a ratio for this as well. Notes Some people may pass up the right, and another person may pick this up through over-subscription. Therefore there is no oversubscription on a Bonus issue because people are getting it for free.
Synonym:
- owes
-
A property that is used by the class debtor and has the inverse is owed by.
Definition: links a party to a debt that they owe
Synonym:
- P
-
- participates in
-
A property that is used by the class muni issuance process participant.
Definition:
Synonym:
- pass through
-
A property that is used by the class tranched m b s instrument.
Definition: The cash flows from the underlying asset pool are not passed directly through to the investor by way of redemption payments but are used to fund cashflows that are defined specifically for the tranche.
Synonym:
- pass through
-
A property that is used by the class m b s deal.
Definition: Whether the cash flows from the underlying asset pool are passed through to the investor by way of redemption payments.
Synonym:
- pass through
-
A property that is used by the class tranched m b s deal.
Definition: Cash flows from the underlying asset pool are not passed through to the investor by way of redemption payments. Instead a tranched structure is used.
Synonym:
- pass through
-
A property that is used by the class pass through m b s deal.
Definition: Cash flows from the underlying asset pool are passed through to the investor by way of redemption payments.
Synonym:
- pass through
-
A property that is used by the class pass through m b s instrument.
Definition: The cash flows from the underlying asset pool are passed through to the holder of this instrument by way of redemption payments.
Synonym:
- pass through
-
A property that is used by the class cash structured finance instrument.
Definition: Whether the cash flows from the underlying asset pool are passed through to the investor by way of redemption payments.
Synonym:
- pay
-
A property that is used by the class tax withholding grossup obligation.
Definition: If a party "X" is required to deduct or withhold tax, whether Obligation is to pay to the relevant authorities the full amount required to be deducted or withheld (including the full amount required to be deducted or withheld from any additional amount paid by X to Y under this obligation promptly upon the earlier of determining that such deduction or withholding is required or receiving notice that such amount has been assessed against Y;
Synonym:
- payable by counterparty
-
A property that is used by the class tax withholding liability.
Definition: Whether the counterparty is obliged to promptly pay to the party which is assessed as being liable for the relevant tax, the amount of such liability.
Synonym:
- payment amount
-
A property that is used by the class option premium.
Definition: The monetary amount paid as the Premium.
Synonym:
- payment amount
-
A property that is used by the class loan payment.
Definition: The amount paid by the borrower at the information date.
Synonym:
- payment date
-
A property that is used by the class swaption premium.
Definition:
Synonym:
- payment date calculation requirement
-
A property that is used by the class master agreement early termination provisions.
Definition: Provisions for calculation of Payment dates in the event of this Early Termination.
Synonym:
- payment delay
-
A property that is used by the class credit default swap fee leg stream.
Definition: Whether payment delays are applicable to the fixed Amount.
Synonym:
- payment fee type
-
A property that is used by the class forward cash settlement terms set.
Definition: The type of fee or additional payment, e.g. brokerage, upfront fee etc.
Synonym:
- payment identifier
-
A property that is used by the class loan payment.
Definition: A unique identifier which identifies which scheduled payment this payment is made against.
Synonym:
- payment in kind delivery obligation
-
A property that is used by the class payment obligation as delivery.
Definition: Precise description of the form in which payment is to be made when payment is in kind.
Synonym:
- payment place specification
-
A property that is used by the class payment obligation.
Definition: The place for payments specified in this Master Agreement.
Synonym:
- payment requirement
-
A property that is used by the class failure to pay.
Definition: A threshold for the failure to pay credit event. Further notes: Market standard is USD 1,000,000 (JPY 100,000,000 for Japanese Yen trades) or its equivalent in the relevant obligation currency. This is applied on an aggregate basis across all Obligations of the Reference Entity. Intended to prevent technical/operational errors from triggering credit events. ISDA 2003 Term: Payment Requirement. FpML full definition: 'Specifies a threshold for the failure to pay credit event. Market standard is USD 1,000,000 (JPY 100,000,000 for Japanese Yen trades) or its equivalent in the relevant obligation currency. This is applied on an aggregate basis across all Obligations of the Reference Entity. Intended to prevent technical/operational errors from triggering credit events. ISDA 2003 Term: Payment Requirement.'
Synonym:
- payment terms
-
A property specializing transacted under that is used by the class market transaction.
Definition:
Synonym:
- payment type
-
A property that is used by the class forward cash delivery.
Definition: 'A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc. FpML does not define domain values for this element.'
Synonym:
- payment type
-
A property that is used by the class spot cash settlement terms.
Definition: FpML = paymentType 'A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc. FpML does not define domain values for this element.'
Synonym:
- payments missed in past six months
-
A property that is used by the class arrears payment history.
Definition: History of payments missed on previous mortgage in the prior 0-6 months (information as at underwriting).
Synonym:
- pays variable coupon
-
A property that is used by the class inflation bond interest payment terms.
Definition: Whether the interest payable on the Inflation Bond is variable with reference to the Factor. If Yes, then the terms include an Inflation Bond Variable Coupon. If No, then the terms may be any coupon or set of coupons, by inheritance of this fact from the parent class of Bond Coupon terms.
Synonym:
- penalty interest applied to
-
A property that is used by the class loan ongoing prepayment terms.
Definition: The balance to which the penalty interest is to be applied.
Synonym:
- percentage advanced
-
A property that is used by the class marine finance.
Definition: The percentage of the purchase price advanced as the loan.
Synonym:
- percentage invested
-
A property that is used by the class fund investment restrictions set.
Definition: The percentage of funds that is to be invested at any given time.
Synonym:
- percentage of defaults this tranche
-
A property that is used by the class synthetic c d o tranche.
Definition: The percentage of defaults which holders of this are exposed to, that is the percentage of defaults that this tranche represents. Further Notes Review session notes 21 April: The first, second and so on, to stop paying out when there is a default. In each case you get the first, second etc. x% of defaults. Base underlying may be high or low quality. Create the pool by buying or selling protection depending on hich way you want to go, e..g. have high quality funds, (borrowers), would sell protection. If low quality, would buy protection to improve quality. So risk is no longer bound to the funding. REVIEW: More likely this is a band of percentages (from and to); review and formalize. See also note on attachment and detachment points.
Synonym:
- percentage of notional
-
A property that is used by the class premium percentage of notional expression.
Definition: The amount of premium to be paid expressed as a percentage of the notional value of the transaction.
Synonym:
- percentage probability
-
A property that is used by the class probability.
Definition:
Synonym:
- performance determination timeframe
-
A property that is used by the class performance determination method.
Definition: The timeframe on which the performance is reported (e.g. 1month, 1 year, YTD).
Synonym:
- performance fee
-
A property that is used by the class fund subscription terms.
Definition: Fees paid for the achivements of predefined outperformance objectives Definition origin:EFAMA DD
Synonym:
- perpetual maturity
-
A property that is used by the class warrant.
Definition: Whether this is a perpetual warrant, in other words it has no expiry date.
Synonym:
- pertains to
-
A property that is used by the class offering document information.
Definition: The Offering Document that this information pertains to.
Synonym:
- pertains to
-
A property that is used by the class credit event.
Definition:
Synonym:
- pertains to by reference
-
A property specializing pertains to that is used by the class credit default swap credit event.
Definition:
Synonym:
- physical address component identified by
-
A property that is used by the class geophysical location, built property, country subdivision, country, or post box and has the inverse identifies physical address component.
Definition:
Synonym:
- physical asset takes form
-
A property that is used by the class physical asset.
Definition: The individual thing which itself makes up the Asset.
Synonym:
- physical document required
-
A property that is used by the class fund processing form.
Definition: Whether a phsyical form is required through the main fund order desk. Yes: A phsyical form is required through the main fund order desk. No: A phsyical form is not required through the main fund order desk.
Synonym:
- physical settlement period
-
A property that is used by the class credit default swap physical settlement.
Definition: The number of business days used in the determination of the physical settlement date. Further Notes The physical settlement date is this number of business days after all applicable conditions to settlement are satisfied. If a number of business days is not specified fallback provisions apply for determining the number of business days. If Section 8.5/8.6 of the 1999/2003 ISDA Definitions are to apply then it should be flagged that "Business Days Not Specified". If a specified number of business days are to apply these should be specified. If Section 8.5/8.6 of the 1999/2003 ISDA Definitions are to apply but capped at a maximum number of business days then the maximum number should be specified. ISDA 2003 Term: Physical Settlement Period Note that although this is described as a period, it is not a period of time from one date/time to another, but a duration i.e. a length of time (in business days). FpML: 'The number of business days used in the determination of the physical settlement date. The physical settlement date is this number of business days after all applicable conditions to settlement are satisfied. If a number of business days is not specified fallback provisions apply for determining the number of business days. If Section 8.5/8.6 of the 1999/2003 ISDA Definitions are to apply the businessDaysNotSpecified element should be included. If a specified number of business days are to apply these should be specified in the businessDays element. If Section 8.5/8.6 of the 1999/2003 ISDA Definitions are to apply but capped at a maximum number of business days then the maximum number should be specified in the maximumBusinessDays element. ISDA 2003 Term: Physical Settlement Period'
Synonym:
- pledged by
-
A property that is used by the class loan collateral.
Definition:
Synonym:
- plotted between
-
A property specializing is between that is used by the class time based plot.
Definition:
Synonym:
- point in time price has value
-
A property that is used by the class debt published point in time price.
Definition: Is normally be expressed in basis points, although the meaning of BP implies a percentage value. Change this to BP.
Synonym:
- pool has loan type
-
A property that is used by the class loan pool.
Definition: The type of loans that make up the pool.
Synonym:
- pool membership selection
-
A property that is used by the class loan balance.
Definition: Member loan Balance code indicates whether this is a "plain" balance (1) with no pool membership change associated with it NOTE: THis is an unreviewed and unchanged Data Model term. or alternatively whether it is a balanceassociated with this mortgage (2) entering or (3) leaving the mortgage pool, or whether (4) this is a balance of a mortgage not associated with any pool Will not be in Semantic Model. Would be separate classes with a time line component.
Synonym:
- postal code
-
A property that is used by the class postal code.
Definition:
Synonym:
- potential default
-
A property that is used by the class master agreement conditions precedent.
Definition: The condition that some potential default has occurred in respect to the other party. Further notes: Conditions precedent typically include that no potential default has occurred, so this is typically or always "no". Sample text (of which this term is a part): " the condition precedent that no Event of Default or Potential Event of Default with respect to the other party has occurred and is continuing, "
Synonym:
- pre arranged payment fee
-
A property that is used by the class payment arrangement terms.
Definition: The Handling Fee that would be payable in the event of the borrower wishing to make funds available early for application on the schedule due dates (so they are not principal prepayments).
Synonym:
- precision
-
A property that is used by the class share price.
Definition: The number of decimal places in the price.
Synonym:
- preferred label
-
A property that can be used by any class.
Definition: The preferred lexical label for a resource, in a given language.
Synonym:
- premium
-
A property specializing has monetary amount that is used by the class credit index.
Definition: a premium payable for a contract based on the index
Synonym:
- premium amount
-
A property that is used by the class swaption premium.
Definition:
Synonym:
- prepared for
-
A property that is used by the class ledger account.
Definition:
Synonym:
- prepayment penalty interest
-
A property that is used by the class loan ongoing prepayment terms.
Definition: Prepayment Penalty Interest.
Synonym:
- prepayment penalty period
-
A property that is used by the class loan early prepayment terms.
Definition: Period during which penalities are incurred for partial or full principal repayment prior to loan maturity. MISMO definition: "Information specific to calculation of penalities for partial or full principal repayment prior to loan maturity. " There is a penalty for this as well, perhaps as a monetary amount.
Synonym:
- prepayment penalty waiver
-
A property that is used by the class loan early prepayment terms.
Definition: Whether the Loan Contract includes a provision for the lender to waive the prepayment penalty at their discretion.
Synonym:
- prepayment speed value
-
A property that is used by the class prepayment speed.
Definition:
Synonym:
- prepayment threshold
-
A property that is used by the class loan ongoing prepayment terms.
Definition: Percentage amount of pre-payments allowed under the product per year. This is for mortgages that allow a certain threshold of pre-payments (ie 10%) before charges are incurred.
Synonym:
- price date volume
-
A property that is used by the class share price.
Definition: Number of units traded on the price date.
Synonym:
- price determination convention notes
-
A property that is used by the class bond exchange closing price.
Definition: Further free text notes on the way in which the closing price is determined.
Synonym:
- price determination convention notes
-
A property that is used by the class official closing price.
Definition: Further free text notes on the way in which the closing price is determined.
Synonym:
- price determination method
-
A property that can be used by any class.
Definition:
Synonym:
- price determination method
-
A property that is used by the class high price.
Definition: The method by which the High Price is determined on that exchange.
Synonym:
- price determination method
-
A property that is used by the class official closing price.
Definition: The method by which the closing price is defined.
Synonym:
- price determination method
-
A property that is used by the class exchange traded bond price.
Definition: The method by which the High or Low Price is determined on that exchange.
Synonym:
- price determination method
-
A property that is used by the class low price.
Definition: The method by which the Low Price is determined on that exchange.
Synonym:
- price is traded
-
A property that is used by the class exchange traded bond price.
Definition: The highest valuation over the period specified. Notes from Equity review, may apply to Debt also: this can be regarded as a derived price. See also note in LowPrice Difference: different rules used. May be based on trade OR quote price Analytic or Price?? this is a derived type but with a much simpler rule.
Synonym:
- price per option
-
A property that is used by the class premium price per option expression.
Definition: The amount of premium to be paid expressed as a monetary amount to be paid per option.
Synonym:
- price quoted ex dividend
-
A property that is used by the class debt instrument yield.
Definition: Whether or not the yield is based on a price which is quoted ex-dividend. When a bond is said to trade ex-dividend it means that there is a period of time prior to each coupon payment during which a bond purchaser does not receive custody of the next coupon. That payment is made to the previous bond holder and accrued interest is therefore negative during the ex-dividend period.
Synonym:
- price source
-
A property that is used by the class equity forward cash settlement.
Definition: The Price source to be used to determine the settlement price.
Synonym:
- price value
-
A property that is used by the class debt security price.
Definition: The price of the debt instrument expressed as a percentage of the par value of the instrument.
Synonym:
- pricing determined by
-
A property that is used by the class future instrument.
Definition:
Synonym:
- pricing source
-
A property that is used by the class total return leg.
Definition:
Synonym:
- pricing speed
-
A property that is used by the class t a c tranche.
Definition: The prepayment speed specified fo the TAC Tranche at the outset of the deal, in PSA.
Synonym:
- pricing to be determined by
-
A property that is used by the class standardized options terms.
Definition:
Synonym:
- pricing to be determined by
-
A property that is used by the class standardized futures terms.
Definition:
Synonym:
- prime
-
A property that is used by the class residential m b s.
Definition: Whether the mortage pool is identified as Prime or not.
Synonym:
- principal
-
A property specializing has transaction party that is used by the class market transaction.
Definition:
Synonym:
- principal payments expected
-
A property that is used by the class security cashflow status.
Definition:
Synonym:
- prints
-
A property that is used by the class issuance printer.
Definition:
Synonym:
- prior specification version
-
A property that is used by the class specification version.
Definition: a link to the immediately preceding OMG formal specification version
Synonym:
- prior version
-
A property that can be used by any class.
Definition: a link to the immediately preceding version at the file level
Synonym:
- pro rated
-
A property that is used by the class interest payment terms.
Definition: Whether the coupon is pro rated to the actual number of days in the payment period versus the number of payment periods.
Synonym:
- probability
-
A property that is used by the class risk.
Definition:
Synonym:
- processing country
-
A property that is used by the class fund processing terms.
Definition: Country in which the processing characteristic applies.
Synonym:
- processing party has identity
-
A property specializing has identity that is used by the class funds processing party.
Definition: The organization which plays the role of the funds processing party
Synonym:
- produces
-
A property specializing provides that is used by the class producer and has the inverse is produced by.
Definition: identifies the product that is fabricated, manufactured or created via some production process
Synonym:
- produces
-
A property that is used by the class securities issuance process.
Definition:
Synonym:
- produces
-
A property that is used by the class securities underwriting issuance process.
Definition:
Synonym:
- product group description
-
A property that is used by the class fund.
Definition: Company specific description of a group of funds.
Synonym:
- projected date
-
A property that is used by the class projected value.
Definition: The calendar date on which the value is project to apply.
Synonym:
- projected value determined by
-
A property that is used by the class projected value.
Definition:
Synonym:
- promoted by
-
A property specializing fund has related party that is used by the class fund.
Definition:
Synonym:
- property a v m confidence interval_cd
-
A property that is used by the class property collateral valuation.
Definition: <p> Confidence Interval for original AVM valuation -Confidence interval for original valuation if valuation method is AVM (RR 107 ) </p> <p> Confidence interval for current AVM valuation - List the AVM supplier's confidence value for the most recent valuation ( RR 113) </p> <p> Property AVM confidence interval cd ( AO 126 - 127) values to be defined </p>
Synonym:
- property asset takes form
-
A property specializing physical asset takes form that is used by the class property asset.
Definition: The physical form of the Property Asset is Real Estate, also known as Bricks and Mortar.
Synonym:
- property collateral d s c rate
-
A property that is used by the class loan property collateral.
Definition: Debt Service Coverage Rate (DSC)
Synonym:
- property collateral lien seniority
-
A property that is used by the class loan property collateral.
Definition: Seniority on liquidation of property.
Synonym:
- property collateral transferable
-
A property that is used by the class loan property collateral.
Definition: Is property Transferability limited? For Spanish VPO loans, whether the property transferability is limited.
Synonym:
- property collateral v p o declassification date
-
A property that is used by the class loan property collateral.
Definition: Time Until Declassification - For Spanish VPO loans, time (in months) until property will be declassified as VPO property Further notes: PoC SDM Data note: Converted to date for declassification to avoid dirty data (AO )
Synonym:
- property l t v_rt
-
A property that is used by the class property collateral valuation.
Definition: <p> OriginalLTV-Originator’soriginalunderwrittenLoanToValueratio(LTV).For2ndlienloansthisshouldbethe<br /> combinedortotalLTV. ( RR 103 ) </p> <p> Originator’s current Loan to Value ratio (LTV). For 2nd lien loans this should be the combined or total LTV (RR 109 ) </p> <p> Both supported as dated instances of a property Collateral valuation avoiding dirty data -Dt from ( AO 124, 125) </p><br />
Synonym:
- property lenders valuation type
-
A property that is used by the class property collateral valuation.
Definition: The type of valuation performed at origination.
Synonym:
- property lenders valuation_at
-
A property that is used by the class property collateral valuation.
Definition: <p> Original Valuation amount - Property value as of date of latest loan advance prior to a securitisation. Valuation amounts should be in the same currency as the loan (field 114) </p> <p> Current Valuation Amount - Most recent valuation amount (if e.g. at repossession there were multiple valuations, this should reflect the lowest). If no update, leave blank. Valuation amounts should be in the same currency as the loan (field 114) </p> <p> Property value at time of lastest loan advance - Property value at the time of the last advance. Valuation amounts should be in the same currency as the loan (field 114) </p> <p> (AO 119 - 121 ) </p><br />
Synonym:
- property lenders valuation_dt
-
A property that is used by the class property collateral valuation.
Definition: <p> Original valuation date - Date of latest property valuation at time of latest loan advance prior to a securitisation (RR 106) </p> <p> Current valuation date - The date of most recent valuation ( (RR 112 ) </p> <p> (AO 124-125) </p>
Synonym:
- protection seller payment
-
A property that is used by the class credit default swap fee leg stream.
Definition: A payment on a CDS trade where there is a payment from Seller to Buyer.
Synonym:
- provides analysis about
-
A property specializing is about that is used by the class financial instrument analytical parameter.
Definition:
Synonym:
- provides credit support to
-
A property specializing may be subordinated to that is used by the class tranched m b s instrument and has the inverse cashflow precedence.
Definition:
Synonym:
- provides depositary service for
-
A property that is used by the class fund depositary.
Definition:
Synonym:
- provides prepayment support
-
A property that is used by the class agency c m o.
Definition:
Synonym:
- provides prepayment support for
-
A property specializing provides prepayment support that is used by the class planned amortization class bond and has the inverse supported by.
Definition:
Synonym:
- provisions
-
A property specializing provides that is used by the class service provider and has the inverse is provisioned by.
Definition: customizes, provides, or outfits something required for use in delivering a service
Synonym:
- publication date
-
A property that is used by the class specification version.
Definition: the date this version of the specification was published
Synonym:
- published by
-
A property that is used by the class equity exchange published price.
Definition:
Synonym:
- publisher identity
-
A property specializing has identity that is used by the class publisher.
Definition: A publisher of information may be identified as any Business Entity, including for example specialized publishing house, ratings agency, standards body and so on.
Synonym:
- publishes
-
A property specializing provides that is used by the class publisher.
Definition:
Synonym:
- publishes
-
A property that is used by the class publisher and has the inverse has publisher.
Definition: prepares and issues material for public consumption
Synonym:
- purchase
-
A property that is used by the class acquire mortgage.
Definition:
Synonym:
- purchase date
-
A property that is used by the class purchase price.
Definition:
Synonym:
- purchases
-
A property that is used by the class potential agency m b s issuer.
Definition:
Synonym:
- purchasing fee
-
A property that is used by the class fund subscription terms.
Definition: Actual percentage or fixed amount of money due when purchasing fund shares Definition origin:EFAMA DD
Synonym:
- purports to reflect
-
A property specializing reflects value that is used by the class price.
Definition:
Synonym:
- pursues policy
-
A property that is used by the class business function referent.
Definition:
Synonym:
- put warrant
-
A property that is used by the class warrant.
Definition: If Yes, this warrant gives the holder the right to sell the underlying security back to the issuer at a predetermined price; if No, the warrant gives the holder the right to purchase the instrument at the predetermined price (a call warrant).
Synonym:
- Q
-
- qualifiedCardinality
-
A property that can be used by any class.
Definition:
Synonym:
- quantified raw material takes material form
-
A property that is used by the class quantified raw material.
Definition: The actual numerical amount of some material, that is represented as quantified raw material.
Synonym:
- quotation amount
-
A property that is used by the class credit default swap cash settlement.
Definition: An amount quoted, which is either an upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained, or the floating rate payer calculation amount.
Synonym:
- quotation method
-
A property that is used by the class credit default swap cash settlement.
Definition: The type of price quotations to be requested from dealers when determining the market value of the reference obligation for purposes of cash settlement.
Synonym:
- quotation style
-
A property that is used by the class credit default swap fee leg stream.
Definition: The type of quotation that was used between the trading desks in setting up the deal.
Synonym:
- quote lot size
-
A property that is used by the class share price.
Definition: The number of securities against which the price is quoted. This is usually the default lot size for a given exchange, but may be different.
Synonym:
- quote size
-
A property that is used by the class low price.
Definition: Low Price takes into account size of quote.
Synonym:
- quote size
-
A property that can be used by any class.
Definition:
Synonym:
- quote size
-
A property that is used by the class high price.
Definition: High Price takes into account size of quote.
Synonym:
- quoted ex dividend
-
A property that is used by the class debt security price.
Definition: Whether or not the price is quoted ex-dividend. When a bond is said to trade ex-dividend it means that there is a period of time prior to each coupon payment during which a bond purchaser does not receive custody of the next coupon. That payment is made to the previous bond holder and accrued interest is therefore negative during the ex-dividend period.
Synonym:
- quoted on
-
A property specializing is published by that is used by the class exchange traded security price.
Definition:
Synonym:
- R
-
- rate
-
A property that is used by the class tax rule.
Definition: Rate used for calculation of the tax.
Synonym:
- rate of return
-
A property that is used by the class asset return stream.
Definition: The terms of the initial price of the return type swap and of the subsequent valuations of the underlyer.
Synonym:
- rated at issue
-
A property that is used by the class mezzanine c d o tranche.
Definition:
Synonym:
- rated at issue
-
A property that is used by the class senior c d o tranche.
Definition:
Synonym:
- rates
-
A property specializing classifies that is used by the class rating and has the inverse has rating.
Definition: indicates the instrument, party or something else to which the rating applies
Synonym:
- ratio
-
A property that is used by the class covered warrant.
Definition: The ratio of warrant units to underlying security units for delivery when the warrant is exercised.
Synonym:
- raw material is application of
-
A property that is used by the class raw material.
Definition: The amount of material which is identified for the purpose, identified as a kind of economic resource.
Synonym:
- realized variance amount
-
A property that is used by the class variance leg terms.
Definition: The amount to which the Equity Payment Date relates, in relation to each Equity Payment Date.
Synonym:
- receives
-
A property that is used by the class option call transaction.
Definition:
Synonym:
- receives
-
A property that is used by the class option put transaction.
Definition:
Synonym:
- reciprocal
-
A property that is used by the class measure.
Definition: A measure stated in terms of the recpirocal of another measure.
Synonym:
- records employment status as
-
A property that is used by the class personal loan borrower assessment information.
Definition: The employment status of the person applying for the loan, e.g. employed, self-employed, unemployed.
Synonym:
- recourse loan
-
A property that is used by the class loan drawdown.
Definition: The only way you get the money back in the event of default is the security. Recourse is where you still have the opportunity to go back to the borrower for the rest of the money.
Synonym:
- redeemed equity amount
-
A property that is used by the class current equity status.
Definition:
Synonym:
- redemption amount
-
A property that is used by the class redemption payment.
Definition: The amount of the principal paid with this redemption payment.
Synonym:
- redemption cutoff date time
-
A property that is used by the class fund redemption terms.
Definition: Last date/time at which an order to redeem can be given.
Synonym:
- redemption cycle in business days
-
A property that is used by the class fund units settlement terms convention.
Definition: The last business day following the day on which a redemption order is priced (T) by which settlement will be due for orders placed with the main Fund Order Desk. Alternatively, if proceeds will be paid following receipt of written renunciation, the last business day following receipt of the relevant renunciation documentation by the main Fund Order Desk (R) by which the proceeds will be sent.
Synonym:
- redemption dealing frequency
-
A property that is used by the class fund redemption terms.
Definition: Frequency at which the redemptions are done.
Synonym:
- redemption fee
-
A property that is used by the class fund subscription terms.
Definition: Actual percentage or fixed amount of money due when redeeming fund shares Definition origin:EFAMA DD
Synonym:
- redemption form
-
A property that is used by the class fund redemption terms.
Definition: Physical written instruction/renunciation form for redemption of units/shares by the investor.
Synonym:
- redemption in amount allowed
-
A property that is used by the class fund redemption terms.
Definition: Whether redemptions in amount are allowed.
Synonym:
- redemption period
-
A property that is used by the class fund redemption terms.
Definition: Specific period, eg, for some guaranteed funds, during which the units/shares may be redeemed.
Synonym:
- reference
-
A property that is used by the class f r n date rule.
Definition: Textual reference to the document and section that contains the rule.
Synonym:
- reference
-
A property that is used by the class date determination.
Definition:
Synonym:
- reference contact information
-
A property that is used by the class personal loan borrower assessment information.
Definition: contact information on file for the references taken up on the potential borrower(s).
Synonym:
- reference factor has value
-
A property that is used by the class reference factor.
Definition:
Synonym:
- reference rate
-
A property that is used by the class commodity forward contract.
Definition: Is actually a price of something.
Synonym:
- references
-
A property that is used by the class better or worse of assets payout commitment.
Definition:
Synonym:
- references
-
A property that can be used by any class.
Definition:
Synonym:
- refers to
-
A property that is used by the class options theta.
Definition:
Synonym:
- refers to
-
A property that is used by the class mid price.
Definition:
Synonym:
- refers to
-
A property specializing is spread between that is used by the class debt margin spread.
Definition:
Synonym:
- refers to
-
A property that is used by the class equities statistical price.
Definition:
Synonym:
- refers to
-
A property that is used by the class mid price.
Definition:
Synonym:
- refers to
-
A property that is used by the class underwriting issuance closing.
Definition:
Synonym:
- refers to
-
A property that is used by the class modified duration analytic.
Definition:
Synonym:
- refers to
-
A property that is used by the class identify conforming mortgage.
Definition:
Synonym:
- refers to
-
A property that is used by the class identify conforming mortgage.
Definition:
Synonym:
- refers to
-
A property that is used by the class validate conformance.
Definition:
Synonym:
- refers to
-
A property specializing is spread between that is used by the class debt margin spread.
Definition:
Synonym:
- refers to
-
A property specializing is between that is used by the class bid ask spread.
Definition:
Synonym:
- refers to
-
A property that is used by the class equivalent life analytic.
Definition:
Synonym:
- refers to
-
A property specializing is between that is used by the class bid ask spread.
Definition:
Synonym:
- refers to
-
A property that is used by the class reference.
Definition: the relationship between a reference and the concept it stands for or refers to, i.e., the referent for that reference
Synonym:
- refers to
-
A property that is used by the class options vega.
Definition:
Synonym:
- refers to credit rating
-
A property that is used by the class algo debt credit spread.
Definition:
Synonym:
- refers to market
-
A property that is used by the class market price.
Definition:
Synonym:
- refers to value of
-
A property that is used by the class loan application borrower assessment information.
Definition:
Synonym:
- reflects
-
A property specializing purports to reflect that is used by the class e t option premium.
Definition:
Synonym:
- reflects
-
A property that is used by the class specification version and has the inverse is reflected in.
Definition:
Synonym:
- reflects value
-
A property that is used by the class price.
Definition:
Synonym:
- registered under
-
A property that is used by the class registration.
Definition:
Synonym:
- registered with regulator
-
A property that is used by the class issued security issue information.
Definition: Indicates if the security of the issue has been registered with the Regulator for the appropriate Jurisdiction, pursuant to the relevant Act.
Synonym:
- registered with regulator
-
A property that is used by the class registration information.
Definition: Whether the security of the issue has been registered with the appropriate regulator in its jurisdiction.
Synonym:
- registers
-
A property that is used by the class registrar or registration authority.
Definition: records something in a registry or archive
Synonym:
- registration date
-
A property that is used by the class fund.
Definition: The date at which the fund is legally approved in a country other than the country of origin.
Synonym:
- regulates
-
A property that is used by the class loan regulatory requirement.
Definition:
Synonym:
- regulates
-
A property that is used by the class regulatory agency.
Definition: has regulatory authority over or directs according to rule or law, typically an industry, organization, or product
Synonym:
- reinvestment frequency
-
A property that is used by the class fund reinvestment policy.
Definition: For units where there is Reinvestment distribution, the frequency with which the reinvestment takes place (this will be the same or less frequently than the Dividend Payment Frequency), otherwise this fact does not apply.
Synonym:
- related specification
-
A property that is used by the class specification.
Definition: specification or standard (range can be xsd:string, xsd:anyURI, or BibliographicCitation)
Synonym:
- relates employment status
-
A property that is used by the class personal dated facts.
Definition: Employment Status; Employment status of (the primary) applicant.
Synonym:
- relates to
-
A property that is used by the class tender offer.
Definition:
Synonym:
- relates to
-
A property that is used by the class securities combination or detachment.
Definition:
Synonym:
- relates to
-
A property that is used by the class remarketing agreement initiated.
Definition:
Synonym:
- relates to
-
A property that is used by the class coupon strip.
Definition:
Synonym:
- relates to
-
A property that is used by the class interest rate adjustment.
Definition:
Synonym:
- relates to
-
A property that is used by the class change in details notification.
Definition:
Synonym:
- relates to
-
A property that is used by the class stock split.
Definition:
Synonym:
- relates to
-
A property that is used by the class rights distribution.
Definition: The Rights Distribution relates to Share.
Synonym:
- relates to
-
A property that is used by the class change of security trading status event.
Definition:
Synonym:
- relates to
-
A property that is used by the class bonus issue.
Definition:
Synonym:
- relates to
-
A property that is used by the class debt redenomination.
Definition:
Synonym:
- relates to
-
A property that is used by the class exchange offer.
Definition:
Synonym:
- relates to
-
A property that is used by the class corporate action.
Definition: The business entity to which the corporate event relates. It is from this that the securities affected are determined.
Synonym:
- relates to
-
A property that is used by the class consent solicitation.
Definition:
Synonym:
- relates to
-
A property that is used by the class reverse stock split.
Definition:
Synonym:
- relates to
-
A property that is used by the class event announcement.
Definition:
Synonym:
- relates to
-
A property that is used by the class bond put redemption.
Definition:
Synonym:
- relates to
-
A property that is used by the class bond default event.
Definition:
Synonym:
- relates to security
-
A property specializing is about that is used by the class issued security issue information and has the inverse has issuance information.
Definition:
Synonym:
- relation
-
A property that is used by the class formula.
Definition: The Relation at the center of the Formula, usually "Equals".
Synonym:
- relative determination method
-
A property that is used by the class correlation leg terms.
Definition: 'A reference to a notional amount determination method defined elsewhere in this document.'
Synonym:
- relative to
-
A property that is used by the class relative time.
Definition:
Synonym:
- renegotiable
-
A property that is used by the class loan variable interest payment terms.
Definition:
Synonym:
- renegotiable
-
A property that is used by the class loan interest payment terms.
Definition: Whether the terms for payment of interest can be renegotiated during the life of the loan.
Synonym:
- repayment date
-
A property that is used by the class repaid loan.
Definition: The date the loan was deemed to be repaid.
Synonym:
- report author business organization
-
A property that is used by the class report document.
Definition:
Synonym:
- reports on
-
A property specializing is about that is used by the class report.
Definition: indicates a subject matter, observation(s), assessment(s), focus or other topic of a report
Synonym:
- repossession history
-
A property that is used by the class loan application borrower assessment information.
Definition: Whether the potential borrower has a history of repossession.
Synonym:
- repossession history
-
A property that is used by the class personal dated facts.
Definition: Whether there is a history of prior repossessions resulting from the borrower defaulting on a previous mortgage loan.
Synonym:
- repossession history
-
A property that is used by the class borrower ongoing dated facts.
Definition: If yes: Will be more facts to be determined.
Synonym:
- represents
-
A property that is used by the class stock balance.
Definition:
Synonym:
- represents
-
A property specializing refers to that is used by the class reference.
Definition: relates some textual or other symbol or some set of words to some concept that has the sense or meaning the representation is intended to convey
Synonym:
- represents amount of
-
A property that is used by the class cash balance.
Definition:
Synonym:
- represents an interest in
-
A property that is used by the class owners' equity.
Definition: indicates the entity, fund, or structured product that the equity represents an interest in
Synonym:
- represents lien on
-
A property that is used by the class loan property collateral.
Definition:
Synonym:
- represents monetary amount
-
A property that is used by the class cash balance.
Definition:
Synonym:
- requested by
-
A property that is used by the class securities underwriting issuance process.
Definition:
Synonym:
- requested by
-
A property that is used by the class request.
Definition:
Synonym:
- requests
-
A property that is used by the class underwriting issuance requestor.
Definition:
Synonym:
- required days notice
-
A property that is used by the class master agreement change notification obligation.
Definition: The number of days notice to be given for a change in the given kinds of details.
Synonym:
- required to make eligible
-
A property that is used by the class offering.
Definition:
Synonym:
- requirement act reference
-
A property that is used by the class loan regulatory requirement.
Definition:
Synonym:
- requirement section and paragraph
-
A property that is used by the class loan regulatory requirement.
Definition:
Synonym:
- requires
-
A property that is used by the class make securities available in market.
Definition:
Synonym:
- requires
-
A property that is used by the class draw up tranche termsheets.
Definition:
Synonym:
- requires response
-
A property that is used by the class share value change notification.
Definition:
Synonym:
- requires response
-
A property that is used by the class notification message.
Definition: Whether the notification refers to an event which requires a response from the holder of the security .
Synonym:
- reset date offset days
-
A property that is used by the class bond variable coupon terms.
Definition: Number of days from the Coupon Payment Date that the Coupon Rate is reset. Offset - Relative date e.g. 2 days before Rate rest may be the Fixing date. Payment is separate from this, so this is an Accrual term. Payment dates may also be specified relative to.
Synonym:
- residency period
-
A property that is used by the class personal loan borrower assessment information.
Definition: Period in which borrower is resident of the country - where the loan property is located.
Synonym:
- residential
-
A property that is used by the class marine finance.
Definition: Whether the boat is intended to be used and is legally able to be used as a place of residence.
Synonym:
- responsible for
-
A property that is used by the class paying agent.
Definition:
Synonym:
- responsible task force
-
A property that is used by the class specification.
Definition: task force or working group responsible for the original RFP/RFC and specification adoption
Synonym:
- restricts
-
A property that is used by the class restriction.
Definition:
Synonym:
- restricts activity
-
A property specializing restricts that is used by the class restriction.
Definition:
Synonym:
- results in
-
A property that is used by the class property purchase and sale.
Definition:
Synonym:
- results in
-
A property that is used by the class define notes parameters.
Definition:
Synonym:
- results in
-
A property that is used by the class finalize prospectus.
Definition:
Synonym:
- results in
-
A property that is used by the class property valuation.
Definition:
Synonym:
- results in
-
A property that is used by the class close deal.
Definition:
Synonym:
- results in
-
A property that is used by the class Measurement Procedure.
Definition:
Synonym:
- results in appointment of
-
A property that is used by the class identify underwriter.
Definition:
Synonym:
- results in measured value
-
A property that is used by the class Monetary Valuation Procedure.
Definition:
Synonym:
- results in publication of
-
A property that is used by the class close deal.
Definition:
Synonym:
- retained until
-
A property that is used by the class loan retained amount.
Definition: Date when the retained amount is to be drawn by.
Synonym:
- reverts
-
A property that is used by the class non agency regular jump z tranche.
Definition:
Synonym:
- reverts on
-
A property that is used by the class agency regular jump z.
Definition:
Synonym:
- revised by
-
A property that can be used by any class.
Definition: task force or working group responsible for this revision of the specification
Synonym:
- revolving
-
A property that is used by the class credit card pool.
Definition: Feature whereby the principal can go up or down. This means that the loan could pay down principal or add principal to it.
Synonym:
- right to retain
-
A property that is used by the class put feature.
Definition: indicates whether the holder has an option to retain the security in the event of an issuer exercising the put feature
Synonym:
- rights
-
A property that can be used by any class.
Definition:
Synonym:
- risk level
-
A property that is used by the class loan standardization documentation.
Definition:
Synonym:
- rolling frequency
-
A property that is used by the class contract for difference.
Definition: In principle they can be rolled on any agreed basis. Usually no firm idea on when the parties want to settle, will hold untilo they feel like terminating, nbut there's no reason why this might not be made weekly or monthly.
Synonym:
- rounding convention
-
A property that is used by the class yield calculation method.
Definition: The rounding convention used in the calculation method.
Synonym:
- rounding direction
-
A property that can be used by any class.
Definition:
Synonym:
- rule direction
-
A property that is used by the class modify convention roll rule.
Definition: The direction in which the rule is to be applied to the date returned by the Date Roll Rule.
Synonym:
- rule name
-
A property that is used by the class tax rule.
Definition: Common name of the Tax Rule
Synonym:
- S
-
- s p v holds pool
-
A property that is used by the class special purpose vehicle.
Definition: A Special Purpose Vehicle always holds some kind of pool. This may be a debt pool, an asset pool (fund) or some pool of securities from which it issues Participation Notes.
Synonym:
- sale method
-
A property that is used by the class muni debt offering.
Definition: Sale Method of the security.
Synonym:
- scheduled delivery date
-
A property that is used by the class delivery terms.
Definition:
Synonym:
- scheduled termination date
-
A property that is used by the class credit default swap contract.
Definition: The date at which the contract for credit protection is due to expire as agreed by both parties.
Synonym:
- scope note
-
A property that can be used by any class.
Definition: A note that helps to clarify the meaning and/or the use of a concept.
Synonym:
- section contains clause
-
A property that is used by the class contract section.
Definition: A clause contained in the contract section.
Synonym:
- sector
-
A property that is used by the class credit index.
Definition: the sector from which constituents of the index are all drawn
Synonym:
- secured
-
A property that is used by the class collateralized secured loan.
Definition:
Synonym:
- secured
-
A property that is used by the class loan drawdown.
Definition: Whether the loan is secured. Further Details: All loans are either secured or unsecured All secured loans are secured by some asset or some guaranty Guaranties have various forms. Guaranties have a guarantor. The guarantor may or may not elect to introduce some collateral of their own. Guarantor may or may not be Co-borrower.
Synonym:
- secured
-
A property that can be used by any class.
Definition:
Synonym:
- secured
-
A property that is used by the class unsecured loan.
Definition:
Synonym:
- security description
-
A property that is used by the class future instrument.
Definition: The name of the security that uniquely identifies it amongst all other securities.
Synonym:
- seeAlso
-
A property that can be used by any class.
Definition:
Synonym:
- seller
-
A property that is used by the class fx option transaction.
Definition:
Synonym:
- seller currency
-
A property that is used by the class fx spot contract.
Definition: The seller's currency as specified in the contract.
Synonym:
- selling currency
-
A property that is used by the class o t c currency option.
Definition: The currency in which the Option is sold.
Synonym:
- sells
-
A property that is used by the class seller.
Definition: links a party in the role of broker, dealer, vendor, or merchandiser to something that they make available for sale
Synonym:
- sells to
-
A property that is used by the class seller and has the inverse buys from.
Definition: links a party in the role of broker, dealer, vendor, or merchandiser to a purchaser or potential purchasing party
Synonym:
- senior to
-
A property specializing cashflow precedence that is used by the class (Unnamed Class).
Definition: Specific kinds of tranche are modeled for example and investigation only and have been removed from the diagrams. These will be removed from the final model.
Synonym:
- seniority
-
A property that is used by the class c d o note.
Definition: The seniority which defines this tranche. This is the precedence order for scheduled payments. Further notes: Tranches are categorized as senior, mezzanine, and subordinated/equity, according to their degree of credit risk. If there are defaults or the CDO's collateral otherwise underperforms, scheduled payments to senior tranches take precedence over those of mezzanine tranches, and scheduled payments to mezzanine tranches take precedence over those to subordinated/equity tranches. Senior and mezzanine tranches are typically rated, with the former receiving ratings of A to AAA and the latter receiving ratings of B to BBB. The ratings reflect both the credit quality of underlying collateral as well as how much protection a given tranch is afforded by tranches that are subordinate to it.
Synonym:
- seniority
-
A property that is used by the class subordinated c d o equity.
Definition: The seniority which defines this tranche. This is the precedence order for scheduled payments. This is subordinated (also known as equity) and is the most junior tranche in the CDO issue.
Synonym:
- seniority
-
A property that is used by the class mezzanine c d o tranche.
Definition: The seniority which defines this tranche. This is the precedence order for scheduled payments. This is Mezzanine, meaning the tranche between senior and subordinated.
Synonym:
- seniority
-
A property that is used by the class super senior c d o tranche.
Definition: The seniority which defines this tranche. This is the precedence order for scheduled payments. This is defined as Senior, i.e. this is the most senior tranche of the CDO issue.
Synonym:
- seniority
-
A property that is used by the class senior c d o tranche.
Definition: The seniority which defines this tranche. This is the precedence order for scheduled payments. This is defined as Senior, i.e. this is the most senior tranche of the CDO issue.
Synonym:
- series
-
A property that is used by the class issued security issue information.
Definition: Series identification for the individual Traded Financial Security.
Synonym:
- series
-
A property that is used by the class offer issue.
Definition: Uniquely identified collection of securities within an Issue with same Expected Closing Date. The text gives the Series Identifier within the Issuance process. There may be one or more Series within one Issue.
Synonym:
- served by
-
A property that is used by the class credit event notice.
Definition:
Synonym:
- services
-
A property that is used by the class servicer.
Definition:
Synonym:
- set by
-
A property specializing is published by that is used by the class option daily settlement price.
Definition:
Synonym:
- sets
-
A property that is used by the class policy.
Definition:
Synonym:
- sets out
-
A property that is used by the class date determination terms set.
Definition:
Synonym:
- sets out
-
A property specializing sets out contractual economic commitment that is used by the class option payout terms.
Definition:
Synonym:
- sets out
-
A property that is used by the class option barrier feature terms.
Definition:
Synonym:
- sets out
-
A property that is used by the class tax rule and has the inverse defined in.
Definition: The treatment of the financial instrument for taxation purposes. This is the most general form of tax treatment for financial instruments, including cash.
Synonym:
- sets out commitment to
-
A property that is used by the class credit facility agreement.
Definition:
Synonym:
- sets out contractual economic commitment
-
A property that is used by the class economic contract commitment and has the inverse contractual economic commitment described in.
Definition: The economic commitment set out in the terms to the contract which formalizes the agreement to the transaction.
Synonym:
- settlement amount
-
A property that is used by the class forward cash settlement terms set.
Definition:
Synonym:
- settlement amount
-
A property that is used by the class spot cash settlement terms.
Definition:
Synonym:
- settlement currency
-
A property that is used by the class credit default swap cash settlement.
Definition: The currency in which the deal is to be settled.
Synonym:
- settlement date
-
A property that is used by the class forward cash settlement terms set.
Definition: FpML = valueDate Definition for 'valueDate' in FpML 'The date on which both currencies traded will settle.' Definition for 'currency2ValueDate' in FpML 'The date on which the currency2 amount will be settled. To be used in a split value date scenario.' Notes 20 Jan: This is the scenario where "t" for one leg is different to "t" for the other leg.
Synonym:
- settlement date offset
-
A property that is used by the class option strip contract.
Definition: The period in days between each Reset Date and the corresponding Settlement Date.
Synonym:
- settlement information
-
A property that is used by the class spot cash settlement terms.
Definition: FpML settlementInformation (in payment) 'The information required to settle a currency payment that results from a trade.'
Synonym:
- settlement method election
-
A property that is used by the class equity forward cash settlement.
Definition: How the forward will be settled.
Synonym:
- settlement period in business days
-
A property that is used by the class fund units settlement terms convention.
Definition: The last business day following the day on which a subscription order is priced (T) by which settlement will be due for orders placed with the main Fund Order Desk, eg. T+3.
Synonym:
- share price value
-
A property that is used by the class share price.
Definition: Value of the price, as a monetary amount with a currency.
Synonym:
- share underwriter
-
A property that is used by the class underwriting.
Definition:
Synonym:
- shares per option
-
A property that is used by the class share option o t c contract.
Definition: The number of shares per option defined for the option contract.
Synonym:
- short name for the specification or module
-
A property that is used by the class specification.
Definition: a short, commonly used, or preferred name, for a given specification or module
Synonym:
- side
-
A property that is used by the class forward contract.
Definition:
Synonym:
- side
-
A property that is used by the class fx forward transaction.
Definition:
Synonym:
- side
-
A property that is used by the class fx forward transaction.
Definition:
Synonym:
- side
-
A property that is used by the class forward contract.
Definition:
Synonym:
- signature required
-
A property that is used by the class fund processing form.
Definition: Whether a phsyical form with the investor's written signature is required through the main fund order desk. Yes:A phsyical form with the investor's written signature is required through the main fund order desk.
Synonym:
- simulated by
-
A property that is used by the class synthetic pool asset.
Definition: The underlying CDS which is created to mechanise the cash flows in the synthetic portfolio.
Synonym:
- simulates
-
A property that is used by the class synthetic debt instrument pool.
Definition:
Synonym:
- simulates
-
A property that is used by the class synthetic pool asset.
Definition:
Synonym:
- single payment
-
A property that is used by the class credit default swap fee leg stream.
Definition: A single fixed amount that is payable by the buyer to the seller on the fixed rate payer payment date. The fixed amount to be paid is specified in terms of a known currency amount.
Synonym:
- sixty business day settlement cap
-
A property that is used by the class credit default swap physical settlement.
Definition: Whether the legal terms set forth in the following language are deemed part of the confirmation (the section references are to the 2003 ISDA Credit Derivatives Definitions): 'Notwithstanding Section 1.7 or any provisions of Sections 9.9 or 9.10 to the contrary, but without prejudice to Section 9.3 and (where applicable) Sections 9.4, 9.5 and 9.6, if the Termination Date has not occurred on or prior to the date that is 60 Business Days following the Physical Settlement Date, such 60th Business Day shall be deemed to be the Termination Date with respect to this Transaction except in relation to any portion of the Transaction (an "Affected Portion") in respect of which: (1) a valid notice of Buy-in Price has been delivered that is effective fewer than three Business Days prior to such 60th Business Day, in which case the Termination Date for that Affected Portion shall be the third Business Day following the date on which such notice is effective; or (2) Buyer has purchased but not Delivered Deliverable Obligations validly specified by Seller pursuant to Section 9.10(b), in which case the Termination Date for that Affected Portion shall be the tenth Business Day following the date on which Seller validly specified such Deliverable Obligations to Buyer.'
Synonym:
- size
-
A property that is used by the class offer price.
Definition: The size of the trade that the Offer Price refers to.
Synonym:
- size
-
A property that is used by the class bid price.
Definition: The size of the trade to which the Bid Price refers.
Synonym:
- source
-
A property that can be used by any class.
Definition:
Synonym:
- special dividend terms applicable
-
A property that is used by the class dividend stream.
Definition: Whether special dividends and memorial dividends are applicable. FpML: 'If present and true, then special dividends and memorial dividends are applicable.' Note that "if true" (a yes/no term) and "if present" (this term, which is the presence of the thing) are two separate meanings. FpML implies the truth of the Yes/No fact by the presence or absence of the corresponding dividend term.
Synonym:
- special record date
-
A property that is used by the class coupon payment terms.
Definition: The record date associated with an odd first interest payment date that occurs before the start of the normal accrual cycle.
Synonym:
- specification
-
A property that is used by the class specified temporal thing.
Definition:
Synonym:
- specification abbreviation or acronym
-
A property that is used by the class specification.
Definition: official abbreviation or acronym for the specification and related electronic files
Synonym:
- specification abstract
-
A property that is used by the class specification.
Definition: a short textual description for the specification
Synonym:
- specification family abbreviation or acronym
-
A property that is used by the class specification family.
Definition: abbreviation or acronym for the specification family
Synonym:
- specification family title
-
A property that is used by the class specification family.
Definition: specification family title (for example, Financial Industry Business Ontology)
Synonym:
- specification family URL
-
A property that is used by the class specification family.
Definition: URL where the specification family is published
Synonym:
- specification name or title
-
A property that is used by the class specification.
Definition: the full (complete) formal title of the specification, without abbreviations
Synonym:
- specification URL
-
A property that is used by the class specification.
Definition: URL for the specification directory on the OMG web site
Synonym:
- specification version status
-
A property that is used by the class specification version.
Definition: status of this version of the specification from a process perspective, including whether or not it has been formally adopted or superseded by a newer version
Synonym:
- specification version URL
-
A property that is used by the class specification version.
Definition: explicit URI where the specification version is published
Synonym:
- specified indebtedness
-
A property that is used by the class cross default provisions.
Definition: Any obligation (whether present or future, contingent or otherwise, as principal or surety or otherwise) in respect of borrowed money. May not include obligations in respect of deposits received in the ordinary course of a party’s banking business. FpML: In Schedule: "Specified Indebtedness" will have the meaning specified in Section 14 except that such term shall not include obligations in respect of deposits received in the ordinary course of a party’s banking business. Section 14: "Specified Indebtedness" means, subject to the Schedule, any obligation (whether present or future, contingent or otherwise, as principal or surety or otherwise) in respect of borrowed money. Modeling note: Could extend this to have a yes/no option on the exclusion described in the Schedule to the sample Master Agreement
Synonym:
- specifies
-
A property that is used by the class planned amortization class bond.
Definition:
Synonym:
- specifies
-
A property that is used by the class t a c tranche.
Definition:
Synonym:
- specifies
-
A property that is used by the class master agreement right to termination following default event.
Definition:
Synonym:
- specifies
-
A property that is used by the class credit protection contingent leg terms.
Definition:
Synonym:
- specifies
-
A property that is used by the class standardized exercise terms.
Definition:
Synonym:
- specifies
-
A property that is used by the class credit default swap physical settlement.
Definition:
Synonym:
- specifies
-
A property that is used by the class master agreement right to termination following default event.
Definition:
Synonym:
- specifies
-
A property that is used by the class credit protection contingent leg terms.
Definition:
Synonym:
- specifies
-
A property that is used by the class inflation index underlying.
Definition:
Synonym:
- specifies
-
A property that is used by the class forward valuation terms set.
Definition:
Synonym:
- specifies base rate
-
A property that is used by the class bond variable coupon terms.
Definition: The variable parameter specified in the variable terms, for the Base value in calculating variable interest rates. Note: this is also identified as the "Operand" for the Base part of the Formula which is included in these Terms.
Synonym:
- specifies composition of
-
A property that is used by the class equity basket option annex.
Definition:
Synonym:
- specifies conversion date
-
A property that is used by the class equity conversion terms.
Definition: indicates the date on which, or after which, conversion may occur
Synonym:
- specifies conversion into
-
A property that is used by the class conversion terms.
Definition: specifies a security that will replace a convertible security under the terms of the agreement
Synonym:
- specifies coupon
-
A property specializing defines terms for that is used by the class inflation bond.
Definition:
Synonym:
- specifies dealer
-
A property that is used by the class credit default swap cash settlement.
Definition:
Synonym:
- specifies index parameter
-
A property that is used by the class index linked principal determination terms.
Definition: The term specified in the formula for determination of principal paydown amounts.
Synonym:
- specifies obligation
-
A property that is used by the class credit protection contingent leg terms.
Definition:
Synonym:
- specifies reverse trigger
-
A property that is used by the class jump z trigger event reversal.
Definition:
Synonym:
- specifies trigger
-
A property that is used by the class non agency jump tranche.
Definition: The event which, when it takes place, causes the Jump Z holders to begin receiving payments.
Synonym:
- specifies trigger
-
A property that is used by the class agency jump tranche.
Definition:
Synonym:
- specifies use of
-
A property specializing has operand that is used by the class price parameter specification.
Definition:
Synonym:
- sponsored by
-
A property that is used by the class special purpose vehicle.
Definition: The entity which is the creator and servicer of the SPV. Notes: To protect investors from possible bankruptcy of the corporation, there are three legal safeguards: - Transfer of assets from the corporation is a non-recourse, true sale. - Investors receive a perfected interest in the assets' cash flows. - A non-consolidation legal opinion is obtained certifying that assets of the trust or special purpose vehicle cannot be consolidated with the corporation's assets in the event of bankruptcy.
Synonym:
- spread
-
A property that is used by the class loan floating interest payment terms set.
Definition: The percentage of interest added to the base rate.
Synonym:
- spread range
-
A property that is used by the class credit index.
Definition: the range of credit spread for the constituents of the index
Synonym:
- standard name
-
A property that is used by the class technical standard.
Definition: The full formal name of the standard.
Synonym:
- standard set by
-
A property that is used by the class technical standard.
Definition: A Standards Body which acts as the setter of the Standard.
Synonym:
- standards setter identity
-
A property specializing publisher identity that is used by the class standards setter.
Definition: The entity which performs the role of Standards Setter.
Synonym:
- stands for
-
A property that is used by the class rule code.
Definition:
Synonym:
- stated distribution fee
-
A property that is used by the class fund prospectus.
Definition:
Synonym:
- stated in
-
A property that is used by the class fund investment objective and has the inverse outlines.
Definition:
Synonym:
- stated investment aim
-
A property that is used by the class fund investment objective.
Definition: The stated aim of the Fund in words, e.g outperfom a given benchmark.
Synonym:
- stated management fee
-
A property that is used by the class fund prospectus.
Definition: The fee that is stated in the Prospectus as being what is to be charged for management. Further notes: Can be monetary amount or a percentage or a combination. Action: simple type is wrong.
Synonym:
- stated objective
-
A property that is used by the class fund prospectus.
Definition: The stated objective of the fund, in words.
Synonym:
- statement calculation requirements
-
A property that is used by the class master agreement early termination provisions.
Definition: Provisions for calculation of statements and statement amounts in the event of this Early Termination.
Synonym:
- status
-
A property that is used by the class legal proceeding status.
Definition: The status of the proceedings in question.
Synonym:
- status
-
A property that is used by the class security lifecycle status.
Definition:
Synonym:
- status date
-
A property that is used by the class past status.
Definition: Date at which the status of the security is taken.
Synonym:
- status has tense
-
A property specializing has tense that is used by the class status.
Definition:
Synonym:
- step
-
A property that is used by the class debt underwriting issuance process.
Definition:
Synonym:
- stipulates benchmark
-
A property that is used by the class fund investment policy.
Definition:
Synonym:
- strategy
-
A property that is used by the class investment portfolio.
Definition:
Synonym:
- street address
-
A property that is used by the class street address text.
Definition:
Synonym:
- strike
-
A property that is used by the class swap strike terms.
Definition: The strike amount defined for this leg.
Synonym:
- strike currency
-
A property that is used by the class option strike terms.
Definition: The currency in which the option strike is specified or denominated.
Synonym:
- strike determination date
-
A property that is used by the class fixed strike terms.
Definition: The date on which the strike is determined,
Synonym:
- strike price
-
A property that is used by the class option instrument exercise terms.
Definition: Predetermined price or spread at which the holder will have to buy or sell the underlying
Synonym:
- strike price
-
A property that is used by the class currency option exercise terms set.
Definition: Predetermined price at which the holder will have to buy or sell the underlying currency.
Synonym:
- strike price
-
A property that is used by the class stock option exercise terms set.
Definition: Predetermined price at which the holder will have to buy or sell the underlying instrument.
Synonym:
- strike price
-
A property that is used by the class future options exercise terms set.
Definition: Predetermined spread at which the holder will have to buy or sell the futures contract for the underlying.
Synonym:
- strike price absolute amount
-
A property that is used by the class absolute price strike specification.
Definition: The absolute monetary price at which the option has been struck.
Synonym:
- strike price percentage
-
A property that is used by the class percentage strike price specification.
Definition: The price or level expressed as a percentage of the forward starting spot price.
Synonym:
- strike rate
-
A property that is used by the class foreign exchange (FX) option.
Definition:
Synonym:
- strike spread
-
A property that is used by the class index option exercise terms set.
Definition: Predetermined spread at which the holder may exercise the contract.
Synonym:
- structure
-
A property that is used by the class c d o deal.
Definition: The source of funds for the CDO is market value. This means that principal and interest payments to investors come from both collateral cash flows as well as sales of collateral.
Synonym:
- student loan status
-
A property that is used by the class student loan active status.
Definition: The status of the Student Loan at a given point in time, during the phase where it is active (the disbursement phase).
Synonym:
- sub fund
-
A property that is used by the class fund.
Definition: Whether the investment fund is a subfund, when it is a compartment of an umbrella fund. If so, subfund is a synonym of investment fund and therefore has the same attributes as investment fund.
Synonym:
- subject
-
A property that can be used by any class.
Definition:
Synonym:
- subject
-
A property that is used by the class economic transaction.
Definition:
Synonym:
- subject takes form
-
A property that is used by the class formula subject.
Definition:
Synonym:
- subject to other provisions
-
A property that is used by the class delivery obligation.
Definition: Whether this Obligation is subject to other provisions in the Master Agreement.
Synonym:
- submits
-
A property specializing provides that is used by the class submitter and has the inverse is submitted by.
Definition: presents something (a proposal, application, report, or other document) for consideration or review
Synonym:
- submitter
-
A property that is used by the class specification.
Definition: a contributor that is an OMG member, identified member of the submission team, and filed the requisite LOI, responsible for the content of the specification or model
Synonym:
- subordinated to
-
A property specializing may be subordinated to that is used by the class cash asset backed security instrument.
Definition:
Synonym:
- subordinated to
-
A property specializing may be subordinated to that is used by the class c d o note.
Definition:
Synonym:
- subscription amount
-
A property that is used by the class subscription closing information.
Definition: Number of units of the issue that an individual subscriber is allocated.
Synonym:
- subscription cutoff date time
-
A property that is used by the class fund subscription terms.
Definition: Last date/time at which an order to subscribe can be given.
Synonym:
- subscription dealing frequency
-
A property that is used by the class fund subscription terms.
Definition: Frequency at which the subscriptions are done.
Synonym:
- subscription period
-
A property that is used by the class issue subscription information.
Definition: Period during which the security can be subscribed to.
Synonym:
- subscription period
-
A property that is used by the class fund subscription terms.
Definition: Specific period, eg, for some guaranteed funds, during which the units/shares may be subscribed to.
Synonym:
- subscription price
-
A property that is used by the class rights distribution.
Definition: The price at which the Subscription Rights instrument itself may be purchased.
Synonym:
- subscriptions in amount allowed
-
A property that is used by the class fund subscription terms.
Definition: Whether subscriptions in amount are allowed.
Synonym:
- subsequent application form
-
A property that is used by the class fund subscription terms.
Definition: Physical application form for subsequent investments by the same investor.
Synonym:
- subsidy period end date
-
A property that is used by the class loan drawdown.
Definition: Subsidy Period - date at which subsidy period ends
Synonym:
- substitution
-
A property that is used by the class credit default swap contract.
Definition: Whether it is possible to substitute other obligations in place of the specified Deliverable Obligation.
Synonym:
- subtracts
-
A property that is used by the class fixed lookback strike formula expression.
Definition:
Synonym:
- subtracts
-
A property that is used by the class floating lookback formula expression.
Definition:
Synonym:
- subtracts from
-
A property that is used by the class floating lookback formula expression.
Definition:
Synonym:
- subtracts from
-
A property that is used by the class fixed lookback strike formula expression.
Definition:
Synonym:
- super sinker
-
A property that is used by the class mandatory sinking fund description.
Definition: A colloquial term for a term maturity, usually from a single family mortgage revenue issue with several term maturities, that will be the first to be called from a sinking fund into which all proceeds from prepayments of mortgages financed by the issue are deposited. The maturity's priority status under the call provisions means that it is likely to be redeemed in its entirety well before the stated maturity date.
Synonym:
- supersedes
-
A property that is used by the class contract.
Definition: the or any earlier contract which this contract supersedes
Synonym:
- supervised by
-
A property that is used by the class fund.
Definition:
Synonym:
- supplies
-
A property specializing provides that is used by the class supplier and has the inverse is supplied by.
Definition: links a party in the role of outfitter, provisioner, distributor, etc. to something that they provide
Synonym:
- supply
-
A property specializing subject that is used by the class supply transaction.
Definition:
Synonym:
- supported by
-
A property that is used by the class planned amortization class bond and has the inverse provides prepayment support for.
Definition:
Synonym:
- switching chargeable
-
A property that is used by the class fund processing general terms.
Definition: Whether a switching charge for changing between sub-funds of the same umbrella can be applied.
Synonym:
- switching fee
-
A property that is used by the class fund subscription terms.
Definition: Actual percentage or fixed amount of money due when switching to another fund. Definition origin:EFAMA DD
Synonym:
- syndicate member
-
A property that is used by the class underwriting.
Definition:
Synonym:
- synonym
-
A property that can be used by any class.
Definition: describes the OWL logic of a class in natural language.
Synonym:
- synonym
-
A property that can be used by any class.
Definition: A synonym is another designation that can be substituted for the primary representation. It is a designation for the same concept.
Synonym:
- T
-
- t c m
-
A property that is used by the class credit index reference constituent.
Definition: a description of the reference instrument in TCM format (ticker-coupon-maturity)
Synonym:
- taken down by
-
A property that is used by the class underwriter takedown.
Definition:
Synonym:
- takes account of quote size
-
A property that is used by the class exchange traded bond price.
Definition: High or Low Price takes into account size of quote.
Synonym:
- takes form of
-
A property specializing comprises that is used by the class bricks and mortar holding.
Definition:
Synonym:
- takes into account
-
A property specializing makes reference to that is used by the class average life.
Definition:
Synonym:
- takes material form
-
A property that is used by the class economic resource.
Definition: The material form of the Economic Resource; that is the thing which is recognized as being an Economic Resource as defined here, Editorial Note: This would usually be some Independent Thing. However it is conceivable that the existence of some relative thing, for example an asset, may itself be regarded and defined as a resource, over and above the role or context already defined for it. Therefore this identity relationship has a range of Thing, but is modeled as a sub property of "identity" to make this conclusion explicit. Editorial Note: This is a relationship with the sense that some relative thing takes the form of something, but is distinct from the similar concept as applied to Asset, in which the thing which takes the form of some asset is owned by someone. Here it is a resource, irrespective of whether or by whom it is owned. Labeled as "takes material form" to disambiguate these two relationships.
Synonym:
- takes place under
-
A property that is used by the class legal proceeding.
Definition:
Synonym:
- takes prepayment after
-
A property specializing supported by that is used by the class p a c-1 class.
Definition:
Synonym:
- takes prepayment after
-
A property specializing supported by that is used by the class p a c-2 class.
Definition:
Synonym:
- takes reference form
-
A property that is used by the class Quantity Reference.
Definition:
Synonym:
- takes reference parameter
-
A property that is used by the class parametric reference entity.
Definition:
Synonym:
- takes value
-
A property that is used by the class numerical parameter.
Definition:
Synonym:
- takes values over time
-
A property specializing takes value that is used by the class timed parameter.
Definition:
Synonym:
- task force report
-
A property that is used by the class specification version.
Definition: a link to the FTF or RTF report, if applicable
Synonym:
- technology area
-
A property that is used by the class specification.
Definition: technology area relevant to the specification, for example, analysis and design, business process modeling, information exchange and interoperability, middleware, etc.
Synonym:
- temporal definition
-
A property that is used by the class temporal thing.
Definition:
Synonym:
- tense
-
A property that is used by the class timed value.
Definition: Whether the value is in the past, present or future tense. Note that different qualifying terms are required for each of these, so the specific sub-type should be referred to in all cases.
Synonym:
- tense
-
A property that can be used by any class.
Definition:
Synonym:
- term origin
-
A property that can be used by any class.
Definition: Document from which a given term was taken directly; the range for this annotation can be a string, URI, or BibliographicCitation
Synonym:
- terminates
-
A property that is used by the class discharging event.
Definition:
Synonym:
- termination provision
-
A property that is used by the class contract for difference.
Definition: Possibles: Rolled daily Expires on some day If something new happens - provisions for the kinds of event that can lead to termination (as per most type of contract generally).
Synonym:
- this version
-
A property that is used by the class specification version.
Definition: the version identifier for this version of the specification
Synonym:
- threshold
-
A property that is used by the class option barrier feature event.
Definition: The price or other variable (as a number) which has to be met for the event to be deemed to have occurred.
Synonym:
- threshold amount
-
A property that is used by the class cross default provisions.
Definition:
Synonym:
- tick size
-
A property that is used by the class future instrument.
Definition: The minimum value of the upward or downward movement of the price of the contract.
Synonym:
- tick size
-
A property that is used by the class standardized futures terms.
Definition: The minimum value of the upward or downward movement of the price of the contract.
Synonym:
- tick value
-
A property that is used by the class future instrument.
Definition: The minimum value of the upward or downward movement of the contract. This is the contract size multiplied by the tick size.
Synonym:
- tick value
-
A property that is used by the class standardized futures terms.
Definition: The minimum value of the upward or downward movement of the contract. This is the contract size multiplied by the tick size.
Synonym:
- ticker
-
A property that is used by the class credit index reference constituent.
Definition: a local ticker identifier for the index constituent
Synonym:
- title
-
A property that can be used by any class.
Definition:
Synonym:
- title
-
A property that is used by the class formal document.
Definition: The formal title of the Document.
Synonym:
- to
-
A property that is used by the class memorandum.
Definition:
Synonym:
- to fulfil
-
A property specializing has objective that is used by the class business strategy.
Definition:
Synonym:
- topic area
-
A property that is used by the class specification.
Definition: topic or area of interest that this particular specification relates to, for example, real time, robotics
Synonym:
- total physical quantity
-
A property that is used by the class bullion physical delivery.
Definition: The amount of the bullion to be delivered, expressed in the specified units.
Synonym:
- tracking error
-
A property that is used by the class fund investment restrictions set.
Definition: See RiskFactors narrative in EFAMA DD
Synonym:
- traded
-
A property that is used by the class share price.
Definition: Whether or not the price is that of a trade. If No, this is a quote price.
Synonym:
- traded
-
A property that is used by the class low price.
Definition: Always based on a trade not a quote.
Synonym:
- traded
-
A property that is used by the class last price.
Definition: Whether the Last Price was the subject of a trade or not. Yes means that the Last Price is the last price at which a trade was carried out.
Synonym:
- traded
-
A property that can be used by any class.
Definition:
Synonym:
- traded
-
A property that is used by the class quote price.
Definition: Whether or not the price is that of a trade. No = this is a quote price.
Synonym:
- trading date
-
A property that is used by the class equity exchange published price.
Definition: The trading date for which the price is published.
Synonym:
- trading date
-
A property that is used by the class bond exchange closing price.
Definition: The trading date for which this information is applicable.
Synonym:
- trading date
-
A property that is used by the class official closing price.
Definition: The trading date for which this information is applicable.
Synonym:
- trading session
-
A property that is used by the class market opening price.
Definition: Whether the price reflects the Open in post market session, pre market session or some trading period within the trading day.
Synonym:
- tranche
-
A property that is used by the class c d o note.
Definition: Security Tranche that this CDO note forms part of within the overall CDO Issue.
Synonym:
- tranche
-
A property that is used by the class cash asset backed security instrument.
Definition: Security Tranche that this ABS security forms part of.
Synonym:
- tranche type
-
A property that is used by the class synthetic c d o tranche.
Definition:
Synonym:
- transacted under
-
A property that is used by the class economic transaction.
Definition:
Synonym:
- transaction early termination date
-
A property that is used by the class master agreement conditions precedent.
Definition: The condition that some early termination date as been defined in respect to the transaction carried out under this Master Agreement. Further notes: note that this is in respect of a specific transaction transacted under the Master Agreement, so that the condition precedent for the obligation in respect of that specific transaction, is that this early transaction termation has not taken place in respect of this same transaction. Conditions precedent typically include this is not the case, so this is typically or always "no". Sample text: "the condition precedent that no Early Termination Date in respect of the relevant Transaction has occurred or been effectively designated."
Synonym:
- transaction embodies economic agreement
-
A property that is used by the class economic transaction and has the inverse economic agreement governs transaction.
Definition:
Synonym:
- transaction event follows business process
-
A property that is used by the class transaction event.
Definition:
Synonym:
- transacts
-
A property that is used by the class commodities spot contract.
Definition:
Synonym:
- transacts with
-
A property that is used by the class transaction party.
Definition:
Synonym:
- type
-
A property that can be used by any class.
Definition:
Synonym:
- type of securities
-
A property that is used by the class fund investment restrictions set.
Definition: The type of securities or other holdings that may be invested in.
Synonym:
- U
-
- uncrossing volume
-
A property that is used by the class uncrossing price.
Definition: The uncrossing volume broadcast during auction calls and immediately following uncrossing.
Synonym:
- underlying
-
A property that is used by the class foreign currency option.
Definition:
Synonym:
- underlying
-
A property that is used by the class equity option o t c contract.
Definition:
Synonym:
- underlying
-
A property that is used by the class option contract on futures.
Definition:
Synonym:
- underlying
-
A property that is used by the class exchange traded equity index option.
Definition:
Synonym:
- underlying bond price
-
A property that is used by the class bond option underlying transaction.
Definition: The price at which the bond is bought and sold in the underlying transaction.
Synonym:
- underlying identity
-
A property specializing has identity that is used by the class exchange rate underlying.
Definition:
Synonym:
- undertaken by
-
A property that is used by the class undertaking.
Definition:
Synonym:
- undertaken by
-
A property that is used by the class underlying valuation.
Definition:
Synonym:
- underwriter takedown amount
-
A property that is used by the class underwriter takedown for debt.
Definition: Takedown amount of the security handled by the underwriter(that will be brought into DTC).
Synonym:
- underwriter takedown shares
-
A property that is used by the class underwriter takedown.
Definition: Takedown quantity of the security handled by the underwriter (that will be brought into DTC).
Synonym:
- underwrites
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A property that is used by the class potential muni underwriter.
Definition:
Synonym:
- underwriting process actor has identity
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A property that is used by the class underwriting process actor.
Definition:
Synonym:
- underwritten by
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A property that is used by the class securities underwriting issuance process.
Definition:
Synonym:
- unit of measure
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A property that is used by the class standardized commodity future terms set.
Definition: The unit in which the underlying commodity is to be measured.
Synonym:
- unit of trading
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A property that is used by the class financial future.
Definition: How many of the underlying securities can be sold.
Synonym:
- unit of trading
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A property that is used by the class financial future standardized terms set.
Definition: The pre-determined unit in which financial futures will be traded on this exchange.
Synonym:
- up front fee
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A property that is used by the class credit index.
Definition: a fee payable by any party that wishes to participate in a contract based on the index after the start of its life
Synonym:
- URL for the document
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A property that can be used by any class.
Definition: document URL (for the specific document or model file this metadata is associated with)
Synonym:
- usage note
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A property that can be used by any class.
Definition: a note that provides information about how a given concept is used in the FIBO context
Synonym:
- used to determine
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A property that is used by the class debt price spread.
Definition:
Synonym:
- uses
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A property that is used by the class price model specification.
Definition:
Synonym:
- uses administrative language
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A property specializing uses that is used by the class geopolitical entity.
Definition: relates a country or geopolitical entity to an administrative language that entity uses for international communications
Synonym:
- uses formula
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A property that is used by the class yield calculation method.
Definition:
Synonym:
- uses price
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A property specializing has parameter that is used by the class simple yield calculation method.
Definition:
Synonym:
- V
-
- v w a p value
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A property that is used by the class v w a p.
Definition: The value of the VWAP.
Synonym:
- v w o p value
-
A property that is used by the class v w o p.
Definition: The value of the VWOP.
Synonym:
- validates
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A property that is used by the class potential agency m b s issuer.
Definition:
Synonym:
- valuation date
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A property that is used by the class property valuation historical information.
Definition:
Synonym:
- valuation date
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A property specializing has date that is used by the class credit default swap cash settlement.
Definition: The date (however specified) after conditions to settlement have been satisfied, when the calculation agent obtains a price quotation on the Reference Obligation for purposes of cash settlement.
Synonym:
- valuation date
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A property specializing has date that is used by the class forward valuation terms set.
Definition:
Synonym:
- valuation date
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A property that is used by the class original l t v.
Definition: The date the valuation was carried out. This is the date the valuaton was carried out as part of the original mortgage valuation.
Synonym:
- valuation date and time
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A property that is used by the class last price.
Definition: The date and time at which the Last Price was determined i.e. the time time and date of the offer or trade that the price relates to.
Synonym:
- valuation date and time
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A property that is used by the class bond exchange last price.
Definition: The date and time at which the Last Price was determined i.e. the time time and date of the offer or trade that the price relates to.
Synonym:
- valuation frequency
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A property that is used by the class net asset value calculation method.
Definition: Frequency of the net asset value calculation.
Synonym:
- valuation frequency textual description
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A property that is used by the class net asset value calculation method.
Definition: Description of the frequency of the net asset value calculation.
Synonym:
- valuation method
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A property that is used by the class credit default swap cash settlement.
Definition: The methodology for determining the final price of the reference obligation for purposes of cash settlement.
Synonym:
- valuation time
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A property that is used by the class net asset value.
Definition: Time of the price valuation for the investment fund/fund class.
Synonym:
- valuation time
-
A property specializing has date time that is used by the class credit default swap cash settlement.
Definition: The time of day in the specified business center when the calculation agent seeks quotations for an amount of the reference obligation for purposes of cash settlement.
Synonym:
- value
-
A property that can be used by any class.
Definition:
Synonym:
- value
-
A property that is used by the class price volatility specification.
Definition: The value of the volatillity, expressed as a percentage, at a given point in time.
Synonym:
- value
-
A property that is used by the class debt convexity analytic.
Definition: The numeric value of the Convexity.
Synonym:
- value
-
A property that is used by the class p v b p.
Definition: The value of the PVBP expressed as a price change, with price denominated in percentage.
Synonym:
- value
-
A property that is used by the class timed monetary amount.
Definition:
Synonym:
- value
-
A property that is used by the class dated balance.
Definition:
Synonym:
- value
-
A property that is used by the class price spread specification.
Definition: The value of the Spread, expressed in percentage terms, at a given point in time.
Synonym:
- value
-
A property that is used by the class property valuation historical information.
Definition:
Synonym:
- value
-
A property that is used by the class loan to value ratio.
Definition:
Synonym:
- value
-
A property that is used by the class timed percentage.
Definition:
Synonym:
- value at risk
-
A property that is used by the class fund investment restrictions set.
Definition: See RiskClassification_NameOf in EFAMA DD Applies to Fund not Portfolio.
Synonym:
- value expressed as
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A property that is used by the class value.
Definition: The numerical value of the Parameter.
Synonym:
- value time
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A property that is used by the class dated past value.
Definition:
Synonym:
- value time
-
A property that is used by the class past value.
Definition:
Synonym:
- vendor
-
A property specializing principal that is used by the class supply transaction.
Definition:
Synonym:
- verifies address
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A property specializing has address that is used by the class identity document.
Definition: verifies a person's address as recorded in an identity document
Synonym:
- verifies date of birth
-
A property that is used by the class identity document.
Definition: verifies the person's date of birth
Synonym:
- verifies place of birth
-
A property that is used by the class identity document.
Definition: verifies the person's place of birth
Synonym:
- version
-
A property that is used by the class formal controlled document.
Definition: The formal Revision of the document, as recorded on the document and on any relevant Revision Management System.
Synonym:
- versionInfo
-
A property that can be used by any class.
Definition:
Synonym:
- vostro account has perspective
-
A property that is used by the class vostro account.
Definition:
Synonym:
- W
-
- w a c has value
-
A property that is used by the class weighted average coupon.
Definition: The value of the Weighted Average Coupon at some point in the past or at the present time.
Synonym:
- w a c value
-
A property that can be used by any class.
Definition:
Synonym:
- w a l a value
-
A property that is used by the class instrument weighted average loan age.
Definition: The weighted average loan age, at some point in the past or present.
Synonym:
- w a r m value
-
A property that is used by the class mortgage instrument weighted average remaining maturity.
Definition: The amount of the WARM in the past or present.
Synonym:
- was formerly known as
-
A property specializing has name that can be used by any class.
Definition: a name by which something was known in the past
Synonym:
- watch direction
-
A property that is used by the class investment credit rating.
Definition: The direction in which the credit rating is expected to move, for something which has a credit rating on watch.
Synonym:
- watch outlook
-
A property that is used by the class investment credit rating.
Definition: The expected outlook for the rated entity.
Synonym:
- weight
-
A property that is used by the class credit index reference constituent.
Definition: a percentage weight of this constituent in relation to the index as a whole
Synonym:
- worthless
-
A property that is used by the class worthless.
Definition:
Synonym:
- Y
-
- yield has value
-
A property that is used by the class yield.
Definition: The value of the yield expressed as a percentage.
Synonym:
- yield type
-
A property that is used by the class ordinary share yield.
Definition:
Synonym:
- yield value
-
A property that is used by the class ordinary share yield.
Definition:
Synonym: