This ontology represents the ACTUS contract terms that comprise the ACTUS data dictionary as a controlled vocabulary and maps it to FIBO, providing the corresponding semantics and enabling integration of knowledge graphs based on FIBO with the ACTUS system.
Copyright (c) 2026 ACTUS Financial Research Foundation Copyright (c) 2026 EDM Association dba EDM Council, Inc. Copyright (c) 2026 Object Management Group Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the 'Software'), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. THE SOFTWARE IS PROVIDED 'AS IS', WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. See https://opensource.org/licenses/MIT.
Copyright (c) 2026 ACTUS Financial Research Foundation
Copyright (c) 2026 EDM Association dba EDM Council, Inc.
Copyright (c) 2026 Object Management Group
code element for one of a set of conventions that ACTUS supports
convention that a scheduled date will be calculated from a formula, coupon schedule, or tenor first, then if it falls on a non-business date will be adjusted to the first following day that is a business day
convention that a scheduled date will be calculated from a formula, coupon schedule, or tenor first, then if it falls on a non-business date will be shifted to the first following day that is a business day unless that day falls in the next calendar month, in which case that date will be the first preceding day that is a calendar date
convention that a scheduled date will be calculated from a formula, coupon schedule, or tenor first, then if it falls on a non-business date will be shifted to the first preceding day that is a business day unless that day falls in the prior calendar month, in which case that date will be the first subsequent day that is a calendar date
convention that a scheduled date will be calculated from a formula, coupon schedule, or tenor first, then if it falls on a non-business date will be adjusted to the first preceding day that is a business day
convention for no shift, indicating that there is no date change with respect to the business day
convention that a non-business date will be shifted to the first following day that is a business day, follwed by calculating the scheduled date from a formula, coupon schedule, or tenor
convention that a non-business date will be shifted to the first following day that is a business day unless that day falls in the next calendar month, in which case that date will be the first preceding day that is a calendar date, followed by calculating the scheduled date from a formula, coupon schedule, or tenor
convention that a non-business date will be shifted to the first preceding day that is a business day unless that day falls in the prior calendar month, in which case that date will be the first subsequent day that is a calendar date, followed by calculating the scheduled date from a formula, coupon schedule, or tenor
convention that a non-business date will be shifted to the first preceding day that is a business day, follwed by calculating the scheduled date from a formula, coupon schedule, or tenor
calendar code indicating that only week days are considered
calendar code indicating that there is no specific calendar, other than the default for the venue/location
code for a calendar that applies to a particular contract
CNTRL defines which position the CRID (the identifier for the creator of the data about the contract, i.e., the record for the contract, which currently must be a contract party, not a third party, such as a regulator, but not necessarily the originator) takes in a contract. For example, whether the contract is an asset or liability, a long or short position for the CRID. Note that this may change as ACTUS evolves beyond the current known implementations and libraries for processing the contract. Most contracts are simple on or off balance sheet positions which are assets, liabilities. Such contracts can also play a secondary role as a collateral. The attribute is highly significant since it determines the direction of all cash flows. The exact meaning is given with each CT in the ACTUS High Level Specification document.
classifier for various roles that are relevant to how the contract is processed by a particular contract party
Contract creator holds the right to buy the underlying / exercise the option.
Contract creator and counterparty agree on netting payment obligations of underlying instruments in case of default.
Contract represents a collateral to an underlying instrument.
This is missing from the JSON representation of the data dictionary.
Contract creator plays the role of guarantor with respect to the contract.
Not currently represented in the JSON version of the dictionary terms.
indicates that the contract creator holds a long position in the contract
Contract creator plays the role of obligor with respect to the contract.
This is missing from the online data dictionary, merged with PFL and thus ambiguous.
This is split into two terms in the JSON version, which we followed herein. It is ambiguous in the online data dictionary.
This is missing from the online data dictionary, merged with RFL and thus ambiguous.
Contract creator receives the fixed leg.
Contract creator receives the first leg.
Contract creator takes the asset or lender side.
Contract creator takes the liability or borrower side.
Contract creator holds the obligation to sell the underlying / deliver the option.
indicates that the contract creator holds a short position in the contract
This is missing from the online data dictionary.
Contract represents the underlying to a composed contract. Role of the underlying is derived from the parent.
Contract represents the underlying to a composed contract. Role of the underlying is derived from the parent. When considered a standalone contract the underlying's creator takes the liability side.
Contract represents the underlying to a composed contract. Role of the underlying is derived from the parent. When considered a standalone contract the underlying's creator takes the asset side.
code denoting a term describing an aspect of one or more ACTUS contract type(s)
This Date is used to calculate the annuity amounts for ANN and ANX NGX CT's. Needs only to be set in case where the contract balloon at MD and MD is less than AD.
For array-type rate reset schedules, this attributes defines the meaning of ARRATE.
Indicates whether a certain PRNXT element in ARPRNX increases the principal (NT) or decreases it. Applies only for ANX, NAX, LAX Maturity CTs. For all other Maturity CTs the first principal payment is always in the opposite direction of all other (following) payments.
Array Cycle Anchor Date Of Interest Payment
Array Cycle Anchor Date Of Principal Redemption
For array-type rate reset schedules, this attribute represents either an interest rate (corresponding to IPNR) or a spread (corresponding to RRSP). Which case applies depends on the attribute ARFIXVAR: if ARFIXVAR=FIX then it represents the new IPNR and if ARFIXVAR=VAR then the applicable RRSP.
Initializes the value of Boundary Crossed Flag state variable at statusDate
BDC's are linked to a calendar. Calendars have working and non-working days. A BDC value other than N means that cash flows cannot fall on non-working days, they must be shifted to the next business day (following) or the previous on (preceding). These two simple rules get refined twofold: - Following modified (preceding): Same like following (preceding), however if a cash flow gets shifted into a new month, then it is shifted to preceding (following) business day. - Shift/calculate (SC) and calculate/shift (CS). Accrual, principal, and possibly other calculations are affected by this choice. In the case of SC first the dates are shifted and after the shift cash flows are calculated. In the case of CS it is the other way round. Attention: Does not affect non-cyclical dates such as PRD, MD, TD, IPCED since they can be set to the correct date directly.
Boundary direction specifies the direction of motion in the underlying asset's price which will be considered a valid crossing of the boundary and trigger the boundary effect changing which, if any, of the boundary legs is active.
This term specifies which leg - if any- becomes the active subcontract when the underlying asset's price crosses the specified boundary value in the specified direction triggerring a boundary crossing event.
Specifies which leg - if any - is the active contract in effect when the boundary controlled switch contract starts.
The first Boundary monitoring event occurs on this date
The frequency with which boundary monitoring events occur. It defines how often the system checks to test whether the market value of the underlying asset has crossed the boundary in the specified direction triggerring a boundary crossing event.
Boundary value in a barrier options contract, when reached, triggers the boundary effect specified e.g. Knock-In or Knock-out
This date signifies the origination of the contract where an agreement between the customer and the bank has been settled. From this date on, the institution will have a (market) risk position for financial contracts. This is even the case when IED is in future.
Defines which percentage of the exposure is covered
Defines which value of the exposure is covered: - NO: Nominal Value - NI: Nominal plus Interest - MV: Market Value
The type of credit events covered e.g. in credit enhancement or credit default swap contracts. Only the defined credit event types may trigger the protection.
Unique identifier of a contract. If the system is used on a single firm level, an internal unique ID can be generated. If used on a national or globally level, a globally unique ID is required.
If defined, gives the total amount that can be drawn from a credit line. The remaining amount that can still be drawn is given by CLA-NT. For ANN, NAM, the credit line can only be drawn prior to PRANX-1PRCL. For CRL, the remaining amount that can still be drawn is given by CLA-Sum(NT of attached contracts).
Calendar defines the non-working days which affect the dates of contract events (CDE's) in combination with EOMC and BDC. Custom calendars can be added as additional enum options.
CPID identifies the counterparty to the CRID in this contract. CPID is ideally the official LEI which can be a firm, a government body, even a single person etc. However, this can also refer to a annonymous group in which case this information is not to be disclosed. CPID may also refer to a group taking a joint risk or more generally, CPID is the main counterparty, against which the contract has been settled.
This identifies the legal entity creating the contract record. The counterparty of the contract is tracked in CPID. CRID is ideally the official LEI which can be a firm, a government body, even a single person etc. However, this can also refer to a annonymous group in which case this information is not to be disclosed. CRID may also refer to a group taking a joint risk.
The ContractType is the most important information. It defines the cash flow generating pattern of a contract. The ContractType information in combination with a given state of the risk factors will produce a deterministic sequence of cash flows which are the basis of any financial analysis.
Lending agreements with fixed periodic payments consisting of an interest and principal portion. The periodic payments are adjusted for variable rate instruments such that maturity remains fixed.
An agreement of paying the differential (cap or floor) of a reference rate versus a fixed rate.
A collateral securing the scheduled payment obligations of an underlying instrument
A guarantee / letter of credit by a third party on the scheduled payment obligations of an underlying instrument
Loans that are rolled over as long as they are not called. Once called it has to be paid back after the stipulated notice period.
An agreement of exchanging an underlying instrument against a fixed price in the future.
An agreement of swapping two cash flows in different currencies at a future point in time.
Lending agreements with fixed principal repayment amounts and variable interest payments.
Lending agreements with exotic repayment schedules.
Different types of options on buying an underlying instrument at a fixed price in the future.
Lending agreements with full amortization at maturity.
An agreement of swapping two legs such as fixed against variable or currency 1 against currency 2 etc.
Interest paying cash accounts (current / savings / etc.).
A structure identifying individual or sets of underlying contracts. E.g. for FUTUR, this structure identifies the single underlying contract, for SWAPS, the FirstLeg and SecondLeg are identified, or for CEG, CEC the structure identifies Covered and Covering contracts.
The currency of the cash flows of the second leg (if not defined, main currency applies)
The currency in which cash flows are settled. This currency can be different from the currency (CUR) in which cash flows or the contract, respectively, is denominated in which case the respective FX-rate applies at settlement time. If no settlement currency is defined the cash flows are settled in the currency in which they are denominated.
If real payment happens after scheduled payment date plus DLP, then the counterparty is in technical default. This means that the creditor legally has the right to declare default of the debtor.
Rate at which Delinquency Payments accrue on NT (in addition to the interest rate) during the DelinquencyPeriod
Indicates whether the contract is settled in cash or physical delivery. In case of physical delivery, the underlying contract and associated (future) cash flows are effectively exchanged. In case of cash settlement, the current market value of the underlying contract determines the cash flow exchanged.
Date from which the dividend payment date schedule is calculated according to the cycle length. The first dividend payment event takes place on this anchor.
Defines in combination with DVANX the payment points of dividends. The dividend payment schedule will start at DVANX and end at MaximumProjectionPeriod (cf. sheet Modeling Parameters).
In case contract is traded between DVEX and next DV payment date (i.e. PRD>DVEX & PRD<next DV payment date), then the old holder of the contract (previous to the trade) receives the next DV payment. In other words, the next DV payment is cancelled for the new (after the trade) holder of the contract.
Defines the next dividend payment (amount) whereas the date of dividend payment is defined through the DVANX/DVCL pair. If DVCL is defined, then this amount will be used as dividend payment for each future dividend payment date.
When computing schedules a special problem arises if an anchor date is at the end of a month and a cycle of monthly or quarterly is applied (yearly in the case of leap years only). How do we have to interpret an anchor date April 30 plus 1M cycles? In case where EOM is selected, it will jump to the 31st of May, then June 30, July 31 and so on. If SM is selected, it will jump to the 30st always with of course an exception in February. This logic applies for all months having 30 or less days and an anchor date at the last day. Month with 31 days will at any rate jump to the last of the month if anchor date is on the last day.
Date from which the fee payment date schedule is calculated according to the cycle length. The first fee payment event takes place on this anchor.
Basis, on which Fee is calculated. For FEB='A', FER is interpreted as an absolute amount to be paid at every FP event and for FEB='N', FER represents a rate at which FP amounts accrue on the basis of the contract's NT.
Defines in combination with FEANX the payment points of fees
Rate of Fee which is a percentage of the underlying or FER is an absolute amount. For all contracts where FEB does not apply (cf. business rules), FER is interpreted as an absolute amount.
If real payment happens after scheduled payment date plus GRP, then the payment is in delay.
Date of the initial cash flow for Maturity and Non-Maturity CT's. It also coincides with the beginning of interest accrual calculation.
Accrued interest as per SD. In case of NULL, this value will be recalculated using IPANX, IPCL and IPNR information. Can be used to represent irregular next IP payments.
Date from which the interest payment date schedule is calculated according to the cycle length. The first interest payment event takes place on this anchor.
This is important for amortizing instruments. The basis of interest calculation is normally the notional outstanding amount as per SD. This is considered the fair basis and in many countries the only legal basis. If NULL or NTSD is selected, this is the case. Alternative bases (normally in order to favor the lending institution) are found. In the extreme case the original balance (PCDD=NT+PDCDD) never gets adjusted. In this case PCDD must be chosen. An intermediate case exist wherre balances do get adjusted, however with lags. In this case NTL mut be selected and anchor dates and cycles must be set.
This is the amount used for the calculation of interest. Calculation base per SD.
Date from which the interest calculation base date schedule is calculated according to the cycle length. The first interest calculation base event takes place on this anchor.
Cycle Anchor Date Of Interest Calculation Base
Concerning the format see PRCL. Defines the subsequent adjustment points to NT of the interest payment calculation base.
If IPCED is set, then interest is not paid or received but added to the balance (NT) until IPCED. If IPCED does not coincide with an IP cycle, one additional interest payment gets calculated at IPCED and capitalized. Thereafter normal interest payments occur.
Cycle according to which the interest payment date schedule will be calculated. In case IPCL is not set, then there will only be an interest payment event at MD (and possibly at IPANX if set). The interval will be adjusted yet by EOMC and BDC.
Method defining how days are counted between two dates. This finally defines the year fraction in accrual calculations.
The nominal interest rate which will be used to calculate accruals and the next interest payment at the next IP date. NT multiplied with IPNR is the base for the interest payment calculation. The relevant time period is a function of IPDC. If the contract is variable (RRANX set) this field is periodically updated per SD. In the case of plan vanilla interest rate swaps (IRSPV) this defines the rate of fixed leg.
The nominal interest rate which will be used to calculate accruals and the next interest payment at the next IP date on the second leg (the one not mentioned in CNTRL) of a plain vanilla swap. The relevant time period is a function of IPDC. It is periodically updated per SD.
Usually, interest is paid at the end of each IPCL which corresponds to a IPPNT value of E which is also the default. If interest payment occurs at the beginning of the cycle, the value is B.
Marks the contractual end of the lifecycle of a CT. Generally, date of the last cash flows. This includes normally a principal and an interest payment. Some Maturity CTs as perpetuals (PBN) do not have such a date. For variable amortizing contracts of the ANN CT, this date might be less than the scheduled end of the contract (which is deduced from the periodic payment amount PRNXT). In this case it balloons.
Is pointing to the market value at SD (MarketObject). Unique codes for market objects must be used.
Defines the notional amount which can be withdrawn before XDN without penalty
Date from which the margin call date schedule is calculated according to the cycle length. The first margin call event takes place on this anchor.
Defines together with MRANX the points where margins can be called.
Indicates wheter CRID takes a clearing house function or not. In other word, whether CRID receive margins (MRIM, MRVM).
Margin to cover losses which may be incurred as a result of market fluctuations. Upon contract closing or maturity, the MRIM is reimbursed.
Defines the lower bound of the Maintenance Margin. If MRVM falls below MRMML, then capital must be added to reach the original MRIM.
Defines the upper bound of the Maintenance Margin. If MRVM falls above MRMMU, then capital is refunded to reach the original MRIM.
MRVM reflects the accrued but not yet paid margin as per SD. Open traded positions are revalued by the exchange at the end of every trading day using mark-to-market valuation. Often clearing members do not credit or debit their clients daily with MRVM, but rather use a Maintenance Margin. If the balance falls outside MRMML (and MRMMU), then capital must be added (is refunded) to reach the original margin amount MRIM. We can also say that MVO+MRVM is equal to the reference value as per last margin update.
Value as observed in the market at SD per unit. Incase of fixed income instruments it is a fraction.
The date of the (uncovered) payment event responsible for the current value of the Contract Performance attribute.
Current nominal value of the contract. For debt instrument this is the current remaining notional outstanding. NT is generally the basis on which interest payments are calculated. If IPCBS is set, IPCBS may introduce a different basis for interest payment calculation.
Notional amount of the second currency to be exchanged in an FXOUT CT.
Used for Basic Maturities (such as PAM, RGM, ANN, NGM and their Step-up versions) and American and Bermudan style options. - Basic Maturities: Within the group of these Maturities, it indicates the possibility of prepayments. Prepayment features are controlled by Behavior. - American and Bermudan style Options: Begin of exercise period.
Cycle according to which the option exercise date schedule will be calculated. OPCL can be NULL for American Options or Prepayment Optionality in which case the optionality period starts at OPANX and ends at OPXED (for american options) or MD (in case of prepayment optionality). The interval will be adjusted yet by EOMC and BDC.
Strike price of the option. Whether it is a call/put is determined by the attribute OPTP, i.e a call or a put (or a combination of call/put). This attribute is used for price related options such as options on bonds, stocks or FX. Interest rate related options (caps/floos) are handled within th RatReset group.
Defines whether the option is a call or put or a combination of it. This field has to be seen in combination with CNTRL where it is defined whether CRID is the buyer or the seller.
Final exercise date for American and Bermudan options, expiry date for European options.
Defines whether the option is European (exercised at a specific date), American (exercised during a span of time) or Bermudan (exercised at certain points during a span of time).
Total original premium or discount that has been set at CDD and will be added to the (notional) cash flow at IED (cash flow at IED = NT+PDIED, w.r.t. an RPA CT). Negative value for discount and positive for premium. Note, similar to interest the PDIED portion is part of P&L.
The price the counterparties agreed upon at which the underlying contract (of a FUTUR) is exchanged/settled at STD. Quoting is different for different types of underlyings: Fixed Income = in percentage, all others in nominal terms.
This attribute defines whether or not the right of prepayment exists and if yes, how prepayment affects the remaining principal redemption schedule of the contract
If real payment happens before scheduled payment date minus PPP, then it is considered a prepayment. Effect of prepayments are further described in PPEF and related fields.
Purchase price exchanged at PRD. PPRD represents a clean price (includes premium/discount but not IPAC).
Date from which the principal payment date schedule is calculated according to the cycle length. The first principal payment event takes place on this anchor.
Cycle Anchor Date Of Principal Redemption
Cycle according to which the interest payment date schedule will be calculated. In case PRCL is not set, then there will only be one principal payment event at MD (and possibly at PRANX if set). The interval will be adjusted yet by EOMC and BDC.
If a contract is bought after initiation (for example a bond on the secondary market) this date has to be set. It refers to the date at which the payment (of PPRD) and transfer of the security happens. In other words, PRD - if set - takes the role otherwise IED has from a cash flow perspective. Note, CPID of the CT is not the counterparty of the transaction.
Indicates the current contract performance status. Different states of the contract range from performing to default.
Amount of principal that will be paid during the redemption cycle at the next payment date. For amortizing contracts like ANN, NAM, ANX, and NAX this is the total periodic payment amount (sum of interest and principal).
Sellingprice exchanged at PTD PTDrepresents a clean price (includes premium/discount but not IPAC
Either the rate or the absolute amount of the prepayment.
Defines whether prepayment is linked to a penalty and of which kind.
This attribute relates either to physical contracts (COM) or underlyings of traded contracts. In case of physical contracts it holds the number of underlying units of the specific good (e.g. number of barrels of oil). In case of well defined traded contracts it holds the number of defined underlying instruments. Example: QT of STK CTs underlying a FUTUR indicates the number of those specific STK CTs which underlie the FUTUR.
Date from which the rate reset date schedule is calculated according to the cycle length. The first rate reset event takes place on this anchor.
Cycle according to which the rate reset date schedule will be calculated. In case RRCL is not set, then there will only be one rate reset event at RRANX given RRANX if set. The interval will be adjusted yet by EOMC and BDC.
Interest rate resets (adjustments) are usually fixed one or two days (usually Business Days) before the new rate applies (defined by the rate reset schedule). This field holds the period between fixing and application of a rate.
For variable rate basic CTs this represents a cap on the interest rate that applies during the entire lifetime of the contract. For CAPFL CTs this represents the cap strike rate.
For variable rate basic CTs this represents a floor on the interest rate that applies during the entire lifetime of the contract. For CAPFL CTs this represents the floor strike rate.
Interest rate multiplier. A typical rate resetting rule is LIBOR plus x basis point where x represents the interest rate spread. However, in some cases like reverse or super floater contracts an additional rate multiplier applies. In this case, the new rate is determined as: IPNR after rate reset = Rate selected from the market object * RRMLT + RRSP.
Is pointing to the interest rate driver (MarketObject) used for rate reset uniquely. Unique codes for market objects must be used.
Holds the new rate that has been fixed already (cf. attribute FixingDays) but not applied. This new rate will be applied at the next rate reset event (after SD and according to the rate reset schedule). Attention, RRNXT must be set to NULL after it is applied.
For variable rate basic CTs this represents the maximum positive rate change per rate reset cycle.
For variable rate basic CTs this represents the maximum negative rate change per rate reset cycle.
Normally rates get reset at the beginning of any resetting cycles. There are contracts where the rate is not set at the beginning but at the end of the cycle and then applied to the previous cycle (post-fixing); in other words the rate applies before it is fixed. Hence, the new rate is not known during the entire cycle where it applies. Therefore, the rate will be applied backwards at the end of the cycle. This happens through a correction of interest accrued.
Interest rate spread. A typical rate resetting rule is LIBOR plus x basis point where x represents the interest rate spread. The following equation can be taken if RRMLT is not set: IPNR after rate reset = Rate selected from the market object + RRSP.
Date from which the scaling date schedule is calculated according to the cycle length. The first scaling event takes place on this anchor.
The value of the Scaling Index as per Contract Deal Date.
Cycle according to which the scaling date schedule will be calculated. In case SCCL is not set, then there will only be one scaling event at SCANX given SCANX is set. The interval will be adjusted yet by EOMC and BDC.
Indicates which payments are scaled. I = Interest payments, N = Nominal payments and M = Maximum deferred interest amount. They can be scaled in any combination.
The multiplier being applied to interest cash flows
The multiplier being applied to principal cash flows
SD holds the date per which all attributes of the record were updated. This is especially important for the highly dynamic attributes like Accruals, Notional, interest rates in variable instruments etc.
Refers to the order of repayment in the event of a sale or default of the issuer.
Defines the period from fixing of a contingent event/obligation (Exercise Date) to settlement of the obligation.
If a contract is sold before MD (for example a bond on the secondary market) this date has to be set. It refers to the date at which the payment (of PTD) and transfer of the security happens. In other words, TD - if set - takes the role otherwise MD has from a cash flow perspective. Note, CPID of the CT is not the counterparty of the transaction.
The physical unit of the contract. Example: Barrels for an Oil COM CT.
The amount fixed at Exercise Date for a contingent event/obligation such as a forward condition, optionality etc. The Exercise Amount is fixed at Exercise Date but not settled yet.
Date of exercising a contingent event/obligation such as a forward condition, optionality etc. The Exercise date marks the observed timestamp of fixing the contingent event and respective payment obligation not necessarily the timestamp of settling the obligation.
Used as rolling attribute with the callable CT's UMP and CLM uniquely. CLM's and UMP's will not be settled (MD not set) until the client uses his option to call the contract X_Day_Notice after Current Date. As long as MD or TD is not set, the client postpones his right to call to the future. The cycle is normally defined in number of business days.
classifier for a collection of ACTUS dictionary parameters that tend to be applied together
name for a collection of parameters related to the concept boundary (or boundary condition) in relation to a contract
name for a collection of parameters related to the concept of a calendar
ACTUS dictionary term group - contract identification
name for a collection of parameters related to the concept of identifying a contract
ACTUS dictionary term group - counterparty
name for a collection of parameters related to the concept of a counterparty to a contract
name for a collection of parameters related to the concept of a dividend
name for a collection of parameters related to the concept of a fee associated with a contract
name for a collection of parameters related to the concept of interest
name for a collection of parameters related to the concept of margining
ACTUS dictionary term group - notional principal
name for a collection of parameters related to the concept of notional principal
ACTUS dictionary term group - optionality
name for a collection of parameters related to the concept of something that is not required for all contracts of a given type, but may be associated with some contracts of that type
ACTUS dictionary term group - rate reset
name for a collection of parameters related to the concept of rate reset
ACTUS dictionary term group - settlement
name for a collection of parameters related to the concept settlement of a contract
Algorithmic Contract Types data dictionary
system of alpha-numeric symbols, or combinations of symbols, that stand for the terms in the ACTUS data dictionary, a controlled vocabulary defining the parameters that may apply to any given contract type
specifies the order of occurance of an optional element in an enumerated list
maps a quantitative or qualitative parameter defined in the ACTUS data dictionary with something else, such as a property specified in FIBO
associates a name with a quantitative or qualitative factor defined in the ACTUS data dictionary used as a condition for classification of one or more contract type