ACTUS Controlled Vocabulary
type: Ontology
abstract: This ontology represents the ACTUS taxonomy 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.
license: Copyright (c) 2024-2025 ACTUS Financial Research Foundation Copyright (c) 2024-2025 EDM Council, Inc. Copyright (c) 2024-2025 Object Management Group, Inc. 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.
source: https://www.actusfrf.org
imports: CreditDefaultSwaps
imports: Options
imports: Swaps
imports: IRSwaps
imports: Debt
imports: FinancialInstruments
imports: ClientsAndAccounts
imports: CashFlows
imports: Contracts
imports: AnnotationVocabulary
imports: CommercialLoans
imports: Bonds
imports: DebtInstruments
imports: PoolBackedSecurities
imports: TradedShortTermDebt
imports: Classifiers
imports: CodesAndCodeSets
imports: Collections
imports: Designators
imports: Documents
imports: TextDatatype
version IRI: ACTUSTaxonomy
has maturity level: Provisional
copyright: Copyright (c) 2024-2025 ACTUS Financial Research Foundation
copyright: Copyright (c) 2024-2025 EDM Council, Inc.
copyright: Copyright (c) 2024-2025 Object Management Group, Inc.

ACTUS cashflow family
type: Class
subclass of: Classifier
subclass of: Restriction
  on property: isDefinedIn
  has value: Algorithmic Contract Types classification scheme
subclass of: Restriction
  on property: classifies
  some values from: CashFlowStructure
subclass of: Restriction
  on property: refersTo
  some values from: Class
    union of: WrittenContract
    union of: InvestmentOrDepositAccount
definition: classifier for the cashflows generated by a group of credit agreements, financial instruments, or related contracts based on their common characteristics from an ACTUS perspective

ACTUS cashflow family - basic
type: NamedIndividual
type: ACTUS cashflow family
source: https://www.actusfrf.org/taxonomy
different from: ACTUS cashflow family - combined
different from: ACTUS cashflow family - credit enhancement
definition: cashflow family classifier that applies to single (simple) contracts
explanatory note: Basic, or atomic contracts include those individual contracts that have schedules associated with them, i.e., that have traditional maturity dates and future cash flows, or that represent demand deposits, i.e., accounts that have no structured maturity term, whose cash flows or amounts depend on counterparty behavior, as well as other assets such as stocks. Such contracts and related assets are typically bilateral.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: Basic

ACTUS cashflow family - combined
type: NamedIndividual
type: ACTUS cashflow family
source: https://www.actusfrf.org/taxonomy
different from: ACTUS cashflow family - basic
different from: ACTUS cashflow family - credit enhancement
definition: cashflow family classifier that applies to combined (complex, derived) contracts, such as derivatives
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: Combined

ACTUS cashflow family - credit enhancement
type: NamedIndividual
type: ACTUS cashflow family
source: https://www.actusfrf.org/taxonomy
different from: ACTUS cashflow family - basic
different from: ACTUS cashflow family - combined
definition: cashflow family classifier that applies to agreements that are related to other agreements or accounts, and provide credit support to existing contracts
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: Credit Enhancement

ACTUS cashflow category
type: Class
subclass of: Classifier
subclass of: Restriction
  on property: isDefinedIn
  has value: Algorithmic Contract Types classification scheme
subclass of: Restriction
  on property: classifies
  some values from: CashFlowStructure
subclass of: Restriction
  on property: refersTo
  some values from: Class
    union of: WrittenContract
    union of: InvestmentOrDepositAccount
definition: classifier for the cashflows generated by a group of credit agreements, financial instruments, or related contracts, within an ACTUS cashflow family, based on their more specific, common characteristics

ACTUS cashflow category - asymmetric
type: NamedIndividual
type: ACTUS cashflow category
source: https://www.actusfrf.org/taxonomy
definition: cashflow category that applies to combined contracts processed as members of the asymmetric class
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: Asymmetric

ACTUS cashflow category - credit enhancement
type: NamedIndividual
type: ACTUS cashflow category
source: https://www.actusfrf.org/taxonomy
definition: cashflow category that applies to basic contracts processed as members of the credit enhancement class
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: Credit Enhancement

ACTUS cashflow category - fixed income
type: NamedIndividual
type: ACTUS cashflow category
source: https://www.actusfrf.org/taxonomy
definition: cashflow category that applies to basic contracts processed as members of the fixed-income class
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: Fixed Income

ACTUS cashflow category - ownership
type: NamedIndividual
type: ACTUS cashflow category
source: https://www.actusfrf.org/taxonomy
definition: cashflow category that applies to basic contracts processed as members of the ownership class
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: Ownership

ACTUS cashflow category - securitization
type: NamedIndividual
type: ACTUS cashflow category
source: https://www.actusfrf.org/taxonomy
definition: cashflow category that applies to combined contracts processed as members of the securitization class
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: Securitization

ACTUS cashflow category - symmetric
type: NamedIndividual
type: ACTUS cashflow category
source: https://www.actusfrf.org/taxonomy
definition: cashflow category that applies to combined contracts processed as members of the symmetric class
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: Symmetric

ACTUS contract type
type: Class
subclass of: Classifier
subclass of: Restriction
  on property: has coverage description
  all values from: string
subclass of: Restriction
  on property: isDefinedIn
  has value: Algorithmic Contract Types classification scheme
subclass of: Restriction
  on property: classifies
  some values from: CashFlowStructure
subclass of: Restriction
  on property: refersTo
  some values from: Class
    union of: WrittenContract
    union of: InvestmentOrDepositAccount
definition: classifier for an algorithmic capability, i.e., the rules, from which the cashflows for a credit agreement, financial instrument or related contract, based on their characteristics, can be analyzed
explanatory note: Cashflows in ACTUS are classified as basic, combined / derivatives, or credit enhancement, and then each of these areas breaks down into a number of subclassifications.
has text value: CT

ACTUS contract type - annuity
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: CreditAgreementRepaidPeriodically
source: https://www.actusfrf.org/taxonomy
definition: cashflow classifier that applies to contracts whose principal is paid fully at the initial exchange date and principal plus interest is repaid periodically in constant amounts until maturity
is narrower than: ACTUS cashflow family - basic
is narrower than: ACTUS cashflow category - fixed income
note: If the contract has a variable rate, the total amount of principal and interest is recalculated to be fully matured at the maturity date.
has coverage description: classic level payment mortgages, leasing contracts, etc.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: ANN

ACTUS contract type - bond with warrant
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: BondWithWarrant
source: https://www.actusfrf.org/taxonomy
definition: cashflow classifier that applies to bonds with attached warrants
is narrower than: ACTUS cashflow family - combined
is narrower than: ACTUS cashflow category - asymmetric
has coverage description: Warrants.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: BNDWR

ACTUS contract type - boundary controlled switch
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: DerivativeInstrument
source: https://www.actusfrf.org/taxonomy
definition: cashflow classifier that applies to derivative contracts with subcontract legs which can be activated (knocked in) or extinguished (knocked out) when the underlying asset price reaches a specified value
editorial note: Need to figure out what restrictions are needed on derivative instrument to limit the coverage to the right set of agreements, and then map to those.
is narrower than: ACTUS cashflow family - combined
is narrower than: ACTUS cashflow category - asymmetric
note: The underlying asset may be a stock, index, or exchange-traded fund. Boundary controlled switch contracts with a single boundary are currently defined.
has coverage description: Knock-in and Knock-out barrier options with a single boundary. Bonus contracts with payout when underlying asset price remains above or below a specified level for specified period.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: BCS

ACTUS contract type - call money
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: Class
    intersection of: Restriction
      on property: hasCallFeature
      some values from: CallFeature
    intersection of: CommercialLoan
source: https://www.actusfrf.org/taxonomy
definition: cashflow classifier that applies to loans that are rolled over as long as they are not called
editorial note: Need to figure out whether this only applies to commercial loans and whether additional restrictions are needed to limit coverage to loans whose borrowers and lenders are financial institutions, possibly other things (short term?, interbank only?).
is narrower than: ACTUS cashflow family - basic
is narrower than: ACTUS cashflow category - fixed income
note: Once called, they must be repaid after the stipulated notice period.
has coverage description: Interbank loans with call features.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: CLM

ACTUS contract type - cap floor option
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: InterestRateOption
source: https://www.actusfrf.org/taxonomy
definition: cashflow classifier that applies to interest rate options expressed with a maximum or minimum interest rate
editorial note: Need to figure out what restrictions are needed on derivative instrument to limit the coverage to the right set of agreements, and then map to those.
is narrower than: ACTUS cashflow family - combined
is narrower than: ACTUS cashflow category - asymmetric
has coverage description: Cap and floor options.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: CAPFL

ACTUS contract type - cash
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: Class
    union of: CashInstrument
    union of: InvestmentOrDepositAccount
source: https://www.actusfrf.org/taxonomy
definition: cashflow classifier that applies to cash or cash equivalent positions
editorial note: Rather than classifying the account, should this classify the value of the funds held in that account or something similar?
is narrower than: ACTUS cashflow family - basic
is narrower than: ACTUS cashflow category - ownership
has coverage description: Cash, deposits at a central or other institution
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: CSH

ACTUS contract type - collateral
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: CollateralAgreement
source: https://www.actusfrf.org/taxonomy
definition: cashflow classifier that applies to relationships between collateral, an obligee and a debtor, covering the exposure from the debtor with the collateral
editorial note: Rather than classifying the collateral agreement, should this classify any debt instrument that is collateralized?
is narrower than: ACTUS cashflow family - credit enhancement
is narrower than: ACTUS cashflow category - credit enhancement
has coverage description: Mortgages include a collateral contract. Any coverage with financial or physical collateral.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: CEC

ACTUS contract type - commodity
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: CommodityInstrument
source: https://www.actusfrf.org/taxonomy
definition: cashflow classifier that applies to movements of commodities such as oil, gas or even houses that can serve as underlyings of commodity futures, guarantees or simply asset positions
is narrower than: ACTUS cashflow family - basic
is narrower than: ACTUS cashflow category - ownership
has coverage description: Oil, gas, electricity, houses etc.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: CEC

ACTUS contract type - convertible note
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: Class
    union of: Restriction
      on property: hasCallFeature
      some values from: CallFeature
    union of: Restriction
      on property: hasPutFeature
      some values from: PutFeature
definition: cashflow classifier that applies to bonds with a call or put option
editorial note: Should this also only classify contracts that are convertible? Does this mean an additional restriction? Does it really apply to any sort of loan?
is narrower than: ACTUS cashflow family - combined
is narrower than: ACTUS cashflow category - asymmetric
note: If the option is exercised, the underlying bond ceases to exist.
has coverage description: Callable and puttable bonds or loans.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: BNDCP

ACTUS contract type - credit default swap
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: CreditDefaultSwap
definition: cashflow classifier that applies to contracts for which a payment is triggered if one or more of the underlying counterparties defaults
editorial note: Is this really limited to CDS, or should it apply to anything (or maybe any derivative) where one of the parties to an underlying contract that triggers payment defaults?
is narrower than: ACTUS cashflow family - combined
is narrower than: ACTUS cashflow category - asymmetric
has coverage description: All sorts of credit default swaps.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: CDSWP

ACTUS contract type - credit linked note
type: NamedIndividual
type: ACTUS contract type
definition: cashflow classifier that applies to securities with an embedded credit default swap, linking the credit risk of a reference entity to the note's performance
is narrower than: ACTUS cashflow family - combined
is narrower than: ACTUS cashflow category - asymmetric
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: CLNTE

ACTUS contract type - exotic annuity
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: CreditAgreementRepaidPeriodically
source: https://www.actusfrf.org/taxonomy
definition: cashflow classifier that applies to contracts whose principal is paid fully at the initial exchange date and principal plus interest payments may include step ups in principal and/or interest until maturity
is narrower than: ACTUS cashflow family - basic
is narrower than: ACTUS cashflow category - fixed income
note: Highly flexible to match totally irregular principal payments. Principal can also be paid out in steps.
has coverage description: A special version of this kind are teaser rate loans and mortgages with annuity features.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: ANX

ACTUS contract type - exotic linear amortizer
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: CreditAgreementRepaidPeriodically
source: https://www.actusfrf.org/taxonomy
definition: cashflow classifier that applies to contracts whose principal is typically, but not always, paid fully at the initial exchange date and where the principal is typically repaid in equal amounts until a step change or maturity, with interest payments decreasing accordingly until a step change in the interest amount
is narrower than: ACTUS cashflow family - basic
is narrower than: ACTUS cashflow category - fixed income
note: Loans with highly flexible schedules to match totally irregular principal payments are possible. In such cases, the principal can also be paid out in steps.
has coverage description: A special version of this kind are teaser rate loans and mortgages.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: LAX

ACTUS contract type - exotic negative amortizer
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: CreditAgreementRepaidPeriodically
source: https://www.actusfrf.org/taxonomy
definition: cashflow classifier that applies to negative amortizing contracts but allowing step ups in principal and interest
is narrower than: ACTUS cashflow family - basic
is narrower than: ACTUS cashflow category - fixed income
note: Highly flexible to match totally irregular principal payments. Principal can also be paid out in steps.
has coverage description: A special version of this kind are teaser rate loans and mortgages with a variable maturity date.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: NAX

ACTUS contract type - exotic option
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: ExoticOption
definition: cashflow classifier that applies to exotic options
is narrower than: ACTUS cashflow family - combined
is narrower than: ACTUS cashflow category - asymmetric
note: As of current, most of the exotic options which were popular before 2008 are out of favor and factually irrelevant. Which of the exotic options will be implemented will depend on the real relevance in the future.
has coverage description: Knock-in and Knock-out, Barrier, Ladder, Rainbow options etc.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: EXOTi

ACTUS contract type - foreign exchange outright
type: NamedIndividual
type: ACTUS contract type
definition: cashflow classifier that applies to agreements where two parties agree to exchange fixed cash flows in different currencies at a specified future date
is narrower than: ACTUS cashflow family - combined
is narrower than: ACTUS cashflow category - symmetric
has coverage description: Standard interest rate, FX, stock and commodity futures.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: FXOUT

ACTUS contract type - future
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: Future
definition: cashflow classifier that applies to futures
is narrower than: ACTUS cashflow family - combined
is narrower than: ACTUS cashflow category - symmetric
note: Keeps track of value changes for any basic contract as underlying (PAM, ANN etc. but also FXOUT, STK, COM). Handles margining calls.
has coverage description: Standard interest rate, FX, stock and commodity futures.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: FUTUR

ACTUS contract type - guarantee
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: CreditEnhancementAgreement
definition: cashflow classifier that applies to credit enhancements that create a relationship between a guarantor, an obligee and a debtor, moving the exposure from the debtor to the guarantor
is narrower than: ACTUS cashflow family - credit enhancement
is narrower than: ACTUS cashflow category - credit enhancement
has coverage description: Personal guarantee. Government guarantee. Underlyings of CDO's.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: CEG

ACTUS contract type - linear amortizer
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: CreditAgreementRepaidPeriodically
source: https://www.actusfrf.org/taxonomy
definition: cashflow classifier that applies to contracts whose principal is paid fully at the initial exchange date and where the principal is repaid in equal amounts until maturity, with interest payments decreasing accordingly
is narrower than: ACTUS cashflow family - basic
is narrower than: ACTUS cashflow category - fixed income
note: Interest payments decrease over time as the outstanding principal reduces.
has coverage description: Standard amortizing loans with fixed principal repayments.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: LAM

ACTUS contract type - margining
type: NamedIndividual
type: ACTUS contract type
definition: cashflow classifier that applies to margin contracts that traces the value changes and the different margin categories like inital and variation margin
is narrower than: ACTUS cashflow family - credit enhancement
is narrower than: ACTUS cashflow category - credit enhancement
has coverage description: Margin contracts as applied in central depositories for any underlying or portfolio of underlying instruments.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: MAR

ACTUS contract type - negative amortizer
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: CreditAgreementRepaidPeriodically
source: https://www.actusfrf.org/taxonomy
definition: cashflow classifier that applies to contracts whose principal is paid fully at the initial exchange date and principal plus interest is repaid periodically in constant amounts until maturity, however, when resetting the rate, the total payment (principal plus interest remains constant) thus the maturity changes
is narrower than: ACTUS cashflow family - basic
is narrower than: ACTUS cashflow category - fixed income
note: For loans where scheduled payments are insufficient to cover interest due to an increase in the rate, the principal increases with deferred interest payments leading to growing principal balances, and extending the maturity date.
has coverage description: Special class of ARMs (adjustable rate mortgages), certain other loans, with payment caps.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: NAM

ACTUS contract type - option
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: Option
definition: cashflow classifier that calculates straight option pay-off for any basic contract as underlying (PAM, ANN etc.) but also SWAPS, FXOUT, STK and COM
is narrower than: ACTUS cashflow family - combined
is narrower than: ACTUS cashflow category - asymmetric
note: Single, periodic and continuous strike is supported.
has coverage description: European, American and Bermudan options with Interest rate, FX and stock futures as underlying instruments.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: OPTNS

ACTUS contract type - perpetual bond
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: PerpetualBond
source: https://www.actusfrf.org/taxonomy
definition: cashflow classifier that applies to bonds without any maturity date
is narrower than: ACTUS cashflow family - basic
is narrower than: ACTUS cashflow category - fixed income
note: Interest is paid into eternity if is not terminated.
has coverage description: Consoles, war loans.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: PBN

ACTUS contract type - plain vanilla swap
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: PlainVanillaInterestRateSwap
source: https://www.actusfrf.org/taxonomy
definition: cashflow classifier that applies to swaps where the underlyings are always two identical PAM's however with one leg fixed and the other variable
is narrower than: ACTUS cashflow family - combined
is narrower than: ACTUS cashflow category - symmetric
has coverage description: More than 90% of all interest rate swaps follow this simple pattern.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: SWPPV

ACTUS contract type - principal at maturity
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: CreditAgreementRepaidAtMaturity
source: https://www.actusfrf.org/taxonomy
definition: cashflow classifier that applies to contracts whose principal is paid fully at the initial exchange date and repaid at maturity
is narrower than: ACTUS cashflow family - basic
is narrower than: ACTUS cashflow category - fixed income
has coverage description: all kinds of bonds, term deposits, bullet loans, and so forth
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: PAM

ACTUS contract type - repurchase agreement
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: RepurchaseAgreement
definition: cashflow classifier that applies to contracts that control and manage the sale and repurchase of assets on the books
is narrower than: ACTUS cashflow family - credit enhancement
is narrower than: ACTUS cashflow category - credit enhancement
has coverage description: Classical repo and reverse repo agreements.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: REP

ACTUS contract type - securitization credit risk
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: PoolBackedSecurity
source: https://www.actusfrf.org/taxonomy
definition: cashflow classifier that applies to securitization contracts ranked according to credit default
is narrower than: ACTUS cashflow family - combined
is narrower than: ACTUS cashflow category - securitization
has coverage description: CDOs
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: SCRCR

ACTUS contract type - securitization market risk
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: PoolBackedSecurity
source: https://www.actusfrf.org/taxonomy
definition: cashflow classifier that applies to securitization contracts where all underlying contracts are treated equally
is narrower than: ACTUS cashflow family - combined
is narrower than: ACTUS cashflow category - securitization
note: The buyer of a tranche gets a part of the cash-flows.
has coverage description: ABS's, MBS's of all sorts. Could be a simple tranche or more complex tranch like interest only and principal only.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: SCRMR

ACTUS contract type - stock
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: EquityInstrument
source: https://www.actusfrf.org/taxonomy
definition: cashflow classifier that applies to equity instruments representing ownership in a company, that is bought at a certain amount (normally market price), that then follows an index
is narrower than: ACTUS cashflow family - basic
is narrower than: ACTUS cashflow category - ownership
has coverage description: All straight stocks.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: STK

ACTUS contract type - swap
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: Swap
source: https://www.actusfrf.org/taxonomy
definition: cashflow classifier that applies to derivative contracts where two parties exchange contracts
is narrower than: ACTUS cashflow family - combined
is narrower than: ACTUS cashflow category - symmetric
note: Normally one leg is fixed, the other variable. However all variants possible including different currencies for cross currency swaps, basic swaps or even different principal exchange programs.
has coverage description: All kind of swaps. The variety is defined by the underlying CT's which often are PAM and ANN in all its flavors. With each new basic CT the variety rises.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: SWAPS

ACTUS contract type - total return swap
type: NamedIndividual
type: ACTUS contract type
type: Restriction
  on property: refersTo
  some values from: TotalReturnSwap
source: https://www.actusfrf.org/taxonomy
definition: cashflow classifier that applies to swaps in which one party makes payments based on a set rate, either fixed or variable, while the other party makes payments based on the return of an underlying asset, which includes both the income it generates and any capital gains
is narrower than: ACTUS cashflow family - combined
is narrower than: ACTUS cashflow category - asymmetric
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: TRSWP

ACTUS contract type - undefined maturity profile
type: NamedIndividual
type: ACTUS contract type
source: https://www.actusfrf.org/taxonomy
definition: cashflow classifier that applies to contracts whose principal may be paid in and out at any point in time without prefixed schedule
is narrower than: ACTUS cashflow family - basic
is narrower than: ACTUS cashflow category - fixed income
note: Interest calculated on outstanding and capitalized periodically. Needs link to a behavioral function describing expected flows.
has coverage description: Saving products of all kind, current accounts. In some countries even variable rate mortgages can be represented with this contract type.
is member of: Algorithmic Contract Types classification scheme
is defined in: Algorithmic Contract Types classification scheme
has text value: UMP

Algorithmic Contract Types classification scheme
type: NamedIndividual
type: ClassificationScheme
type: CodeSet
type: Restriction
  on property: defines
  some values from: ACTUS contract type
definition: classification scheme behind the ACTUS modeling paradigm, in which standardized Contract Types (CTs) are the granular building blocks of the financial world
abbreviation: ACTUS classification scheme
adapted from: https://www.actusfrf.org/methodology

has coverage description
type: DatatypeProperty
sub property of: hasDescription
definition: describes the contracts that the classifier applies to