FIBO glossary (Development version)

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

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:

Definition: An issue of Asset Backed Security CDO notes.

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.

a b s deal

Model-Generated Definition:

Definition: The issue of a series of Cash Asset Backed Security certificates.

a b s deal prospectus

Model-Generated Definition:

Definition: Prospectus describing the terms of the issue and each of the instruments included in the asset backed security issue.

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.

a category indicating how the loan amortizes

Model-Generated Definition:

A kind of classifier.

Definition:

a v m provider (please review)

Model-Generated Definition:

Definition: Party which is the Provider of an AVM Valuation.

ABA IIN registry entry

Model-Generated Definition:

A kind of registry entry. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

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

ABA RTN registry entry

Model-Generated Definition:

A kind of registry entry. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: an entry in the ABA RTN registry, a repository of financial institution characteristics collected by the ABA Registrar on behalf of the ABA

ability

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: The possession of the means to do a thing

absolate prepayment rate formula

Model-Generated Definition:

A kind of formula. A valid occurrence may have the following properties:

  • expressed as any number of occurrences of Text.

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)

absolute prepayment rate

Model-Generated Definition:

A kind of loan pool analytic. A valid occurrence satisfies the following necessary condition:

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)

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.

abstract cashflow construct

Model-Generated Definition:

Definition:

Acceleration

Model-Generated Definition:

Definition:

account (from package /Release/Financial Business And Commerce/Products And Services/ClientsAndAccounts/account)

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a contractual relationship between a buyer and a seller under which payment may be made at a later time

account (from package /Informative/Foundations/Accounting Ext/AccountsMain/account)

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: Business relationship between two entities; one entity is the account owner, the other entity is the account servicer.

account holder (from package /Informative/Foundations/Accounting Ext/AccountsMain/account holder)

Model-Generated Definition:

A kind of party in role.

Definition:

account holder (from package /Release/Financial Business And Commerce/Products And Services/ClientsAndAccounts/account holder)

Model-Generated Definition:

A kind of owner. A valid occurrence satisfies the following necessary conditions:

Definition: a party holding an account

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 assigned to each client account for ease in referring to that party's activity

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

account payable

Model-Generated Definition:

A kind of ledger account.

Definition:

account payable balance

Model-Generated Definition:

A kind of ledger balance. A valid occurrence satisfies the following necessary condition:

Definition: Balance of accounts receivable

account provider (from package /Informative/Foundations/Accounting Ext/AccountsMain/account provider)

Model-Generated Definition:

A kind of party in role. A valid occurrence may have the following properties:

Definition:

account provider (from package /Release/Financial Business And Commerce/Products And Services/ClientsAndAccounts/account provider)

Model-Generated Definition:

A kind of service provider. A valid occurrence satisfies the following necessary condition:

Definition: the service provider that provides and services the account

account receivable

Model-Generated Definition:

A kind of ledger account.

Definition:

account receivable balance

Model-Generated Definition:

A kind of ledger balance. A valid occurrence satisfies the following necessary condition:

Definition: Balance of accounts receivable

account servicing

Model-Generated Definition:

A kind of relationship context. A valid occurrence satisfies the following necessary conditions:

Definition:

account-specific service agreement

Model-Generated Definition:

A kind of service agreement. A valid occurrence satisfies the following necessary conditions:

Definition: a service-agreement that is account-specific, applicable in cases where a client holds multiple accounts with differing terms and conditions

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.

accounting reporting party

Model-Generated Definition:

Definition: The party, from the perspective of which economic facts are defined.

accounting transaction (from package /Release/Financial Business And Commerce/Products And Services/ClientsAndAccounts/accounting transaction)

Model-Generated Definition:

A kind of transaction event.

Definition: event or condition recognized by an entry in the records of an account

accounting transaction (from package /Release/Financial Business And Commerce/Products And Services/ClientsAndAccounts/accounting transaction)

Model-Generated Definition:

A kind of transaction event.

Definition: event or condition recognized by an entry in the books of an account

accounts ledger entry

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • narrative any number of occurrences of Text.
  • amount any number of occurrences of monetary amount.

Definition:

accreting

Model-Generated Definition:

A kind of amortization type.

Definition:

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

accrued fees

Model-Generated Definition:

Definition:

accrued income

Model-Generated Definition:

Definition:

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.

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.

accrued taxes

Model-Generated Definition:

Definition:

accumulating share class

Model-Generated Definition:

Definition: A share class in which there is no option to reinvest.

active

Model-Generated Definition:

Definition: Security is actively traded

active loan status

Model-Generated Definition:

A kind of loan lifecycle status. A valid occurrence satisfies the following necessary condition:

Definition: Status of a Loan which is in the Disbursement phase.

actively trading

Model-Generated Definition:

Definition: Security is actively traded on the exchange or trading facility

ActualPayment

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary conditions:

  • has date at least one occurrence of date.
  • cur-hasAmount at least one occurrence of monetary amount.

Definition: An actual payment occcurrence, whereby the borrower submits payment in order to fulfill an obligation to repay a loan.

ad hoc schedule

Model-Generated Definition:

A kind of schedule. A valid occurrence satisfies the following necessary conditions:

Definition: a schedule that consists of (comprises) AdHocScheduleEntries, each of which specifies a date

ad hoc schedule entry

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

  • comprises exactly one occurrence of occurrence kind.
  • has date exactly one occurrence of date.

Definition: an entry, including a date, among multiple ad hoc schedule entries that jointly make up an AdHocSchedule

ad valorem tax provision

Model-Generated Definition:

A valid occurrence may have the following properties:

  • is limited any number of values of yesOrNo.

Definition: A direct tax calculated “according to value” of property. Ad valorem tax is based on an assigned valuation (market or assessed) of real property and, in certain cases, on a valuation of tangible or intangible personal property. In virtually all jurisdictions, ad valorem tax is a lien on the property enforceable by seizure and sale of the property. An ad valorem tax is normally the one substantial tax that may be raised or lowered by a local governing body without the sanction of superior levels of government (although constitutional or statutory restrictions such as tax rate limitations may limit this right).

address

Model-Generated Definition:

A kind of index. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • is index to any number of occurrences of location.
  • has uri any number of occurrences of URI.

Definition: an index to a location to which communications may be delivered

addressing scheme

Model-Generated Definition:

A kind of indexing scheme. A valid occurrence may have the following properties:

  • defines any number of occurrences of address.

Definition: a system for allocating addresses to objects

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.

adr-EmailAddress

Model-Generated Definition:

A kind of virtual address.

Definition: A virtual address for sending email communication to.

adr-PhoneNumber

Model-Generated Definition:

A kind of virtual address.

Definition: A virtual address for communication via phone.

adult

Model-Generated Definition:

A kind of person.

Definition: a person who has attained the age of majority as defined by given jurisdiction

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.

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

agency c m o

Model-Generated Definition:

A kind of collateralized obligation instrument. A valid occurrence satisfies the following necessary conditions:

Definition:

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.

agency i o tranche

Model-Generated Definition:

A kind of agency c m o.

Definition:

agency jump tranche

Model-Generated Definition:

A kind of agency c m o. A valid occurrence satisfies the following necessary condition:

Definition: A tranche where if there is some sort of trigger event reached then the holders of the tranche will begin to receive payments.

agency jump z tranche

Model-Generated Definition:

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.

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.

agency m b s issuer

Model-Generated Definition:

A kind of m b s issuer. A valid occurrence satisfies the following necessary condition:

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.

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.

agency mortgage pool

Model-Generated Definition:

A kind of mortgage pool.

Definition: A pool of agency mortgages.

agency p o tranche

Model-Generated Definition:

A kind of agency c m o.

Definition: Principal Only tranche. This tranche will only pay principal.

agency regular jump z

Model-Generated Definition:

A kind of agency jump z tranche. A valid occurrence satisfies the following necessary condition:

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.

agency sticky jump z

Model-Generated Definition:

Definition: "Sticky" Jump Z tranches maintain the payment priority of a Jump Z tranche until they are retired.

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.

agent for service of process

Model-Generated Definition:

A kind of contract third party, signatory, and third-party agent. A valid occurrence may have the following properties:

  • is recognized in any number of occurrences of jurisdiction.

Definition: the 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

agent in role

Model-Generated Definition:

A kind of thing in role. A valid occurrence satisfies the following necessary condition:

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.

agreement

Model-Generated Definition:

A kind of relationship context. A valid occurrence satisfies the following necessary conditions:

Definition: a negotiated and usually legally enforceable understanding between two or more legally competent parties

agreement corporation

Model-Generated Definition:

A kind of financial service provider. A valid occurrence satisfies the following necessary condition:

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

agreement party

Model-Generated Definition:

A kind of party in role.

Definition: That which is party to some agreement.

agricultural product

Model-Generated Definition:

Definition: A commodity which is some agrigultural product, including grain, fruit and meat.

agricultural products delivery

Model-Generated Definition:

Definition: Delivery of any agricultural produce.

algo debt credit spread

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: The Spread between the Debt Instrument Maturity and the Credit Rating of the Issuer.

alienable right

Model-Generated Definition:

A kind of right.

Definition: A right which can be taken away from the entity that holds it

all borrowers monthly income

Model-Generated Definition:

A kind of monetary amount. A valid occurrence satisfies the following necessary condition:

Definition: total monthly qualifying income for all borrowers on the loan

allotment right

Model-Generated Definition:

A kind of stockholders rights instrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • number of securities any number of occurrences of Number.

Definition: Privileges allotted to existing security holders, entitling them to receive new securities free of charge.

allotment right formula

Model-Generated Definition:

A kind of formula. A valid occurrence may have the following properties:

  • formula text any number of occurrences of Text.

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

allotment right holder

Model-Generated Definition:

A kind of stockholders rights instrument holder. A valid occurrence satisfies the following necessary condition:

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.

alx-Measurement

Model-Generated Definition:

A kind of occurrence.

Definition: The act of taking a measurement. Some measurement procedure is used to measure some aspect of something giving a result typicalliy expressed in some units . E.g. a valuation measuring the value of an asset expressedin USD

american exercise convention

Model-Generated Definition:

A kind of exercise dates convention. A valid occurrence may have the following properties:

  • exercise window any number of occurrences of date period.

Definition: A feature of an option that stipulates that the option can be exercised anytime within the specified date window.

American statistics publisher

Model-Generated Definition:

Definition: a statistical information publisher comprised of the government agencies and departments that publish statistical information on behalf of the U.S. Federal Government

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 any type.

Definition: the process of reduction of debt or other costs through periodic charges to assets or liabilities, such as through principal payments on mortgages

amortization schedule

Model-Generated Definition:

A kind of schedule.

Definition: A schedule which specifies changes in the scheduled balance of loan principal over time.

amortization type

Model-Generated Definition:

Definition: The different types of principal payments applicable to a debt security.

amortizing bond

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A bond with terms mandating amortization of the principal

amortizing redemption payment

Model-Generated Definition:

A kind of bond redemption payment. A valid occurrence satisfies the following necessary condition:

Definition:

amount of money

Model-Generated Definition:

Equivalent to money amount.

A kind of quantity value. 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
  • a sum of money

analytical information

Model-Generated Definition:

A kind of information and timed parameter. A valid occurrence satisfies the following necessary conditions:

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.

analytics calculation model

Model-Generated Definition:

A kind of mathematical model. A valid occurrence satisfies the following necessary condition:

  • includes at least one occurrence of formula.

Definition: A model used for formal calculation of parameters.

annual reporting policy

Model-Generated Definition:

Definition: Reports are presented once a year

annualized performance determination method

Model-Generated Definition:

Definition: Annualized performance determination.

anstalt

Model-Generated Definition:

A kind of foundation.

Definition: Form of Foundation registered in Leichtenstein.

apartment

Model-Generated Definition:

A kind of building sub unit. A valid occurrence satisfies the following necessary condition:

Definition: A building subbdivision intended for habitation.

applicant

Model-Generated Definition:

A kind of requesting party.

Definition: The party making some application.

Application

Model-Generated Definition:

A kind of fnd-Request. A valid occurrence satisfies the following necessary condition:

  • hasDateReceived at least one occurrence of date.

Definition: A request submitted by an applicant to receive something (e.g. a licence, a loan, a membership). Is accompanied by documentation of pertinent information to determine whether the request should be granted.

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

application information

Model-Generated Definition:

A kind of request. A valid occurrence satisfies the following necessary condition:

  • made by at least one occurrence of applicant.

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.

appreciation

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

arbitrage c d o

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

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.

arbitrage cdo objective

Model-Generated Definition:

Definition: The objective is arbitrage, whereby the motivation is to add value by repackaging assets into tranches.

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:

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.

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

arrangement

Model-Generated Definition:

Definition: a structure or means of organizing information such as a schema, numbering system, organization scheme, measurement system, taxonomy, or language for organizing information

arrears payment history (please review)

Model-Generated Definition:

A kind of borrower ongoing dated facts (please review). A valid occurrence may have the following properties:

  • payments missed in past six months (please review) any number of occurrences of True Or False.

Definition: Historical information about payment of arrears by the entity.

articles of incorporation

Model-Generated Definition:

A kind of instrument of incorporation. A valid occurrence satisfies the following necessary conditions:

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.

asian exercise commitment

Model-Generated Definition:

A kind of option writer commitment. A valid occurrence may have the following properties:

  • exercise determination period any number of occurrences 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.

asian exercise terms set

Model-Generated Definition:

A kind of option exercise time terms set. A valid occurrence satisfies the following necessary conditions:

Definition: Terms governing the exercise of an Asian Option.

aspect viewing party

Model-Generated Definition:

Definition: The party from the perspective of which the aspect is defined.

asset

Model-Generated Definition:

A kind of thing in role. A valid occurrence satisfies the following necessary conditions:

  • is played by exactly one occurrence of any type.
  • is an asset of at least one occurrence of owner.
  • is played by exactly one occurrence of any type.
  • is played by exactly one occurrence of Annotation Property Holder.

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.

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

asset class strategy

Model-Generated Definition:

A kind of fund portfolio investment limitations. A valid occurrence satisfies the following necessary condition:

Definition: Strategy which is asset class based.

asset derivative contract

Model-Generated Definition:

A kind of derivative instrument. A valid occurrence satisfies the following necessary condition:

Definition:

asset maximum or minimum payout commitment

Model-Generated Definition:

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)]

asset or nothing payout commitment

Model-Generated Definition:

Definition:

asset repurchase agreement

Model-Generated Definition:

A kind of repurchase agreement. A valid occurrence satisfies the following necessary condition:

  • defined from perspective of repo lender at least one occurrence of repo lender.

Definition: A Repurchase Agreement defined from the point of view of the lender, where it is seen as an asset repo.

asset return commitment

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

asset return stream

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

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.

asset type facet

Model-Generated Definition:

Definition: Types od Derivatives contract classlfied by their underlying asset type.

asset underlier

Model-Generated Definition:

A kind of underlier. A valid occurrence satisfies the following necessary condition:

Definition: An underlyer made up of one or a basket of securities or security indices.

Atomic Value

Model-Generated Definition:

A kind of Value. A valid occurrence may have the following properties:

  • hasValue any number of values of any type.

Definition:

auction date rule (from package /Release/Securities/Securities/ParametricSchedules/auction date rule)

Model-Generated Definition:

Definition: a business recurrence interval convention that is a published rule for defining the date of some auction event

auction date rule (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/auction date rule)

Model-Generated Definition:

Definition: the published rule for defining the date of some auction event

auction date rule (from package /Release/Securities/Securities/ISDASchedules/auction date rule)

Model-Generated Definition:

Definition: a business recurrence interval convention that is a published rule for defining the date of some auction event

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).

authority

Model-Generated Definition:

A kind of right. A valid occurrence satisfies the following necessary condition:

  • is conferred by some autonomous agent at least one occurrence of autonomous agent.

Definition: The right to do something, as conferred by some autonomous agent

auto loan (please review)

Model-Generated Definition:

A kind of loan drawdown.

Definition: A loan specifically for the purpose of automobile purchase.

auto loan a b s

Model-Generated Definition:

A kind of cash asset backed security instrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: ABS issued by auto finance companies and are backed by underlying pools of auto-related loans or leases.

auto loan contract (please review)

Model-Generated Definition:

A kind of loan contract. A valid occurrence satisfies the following necessary condition:

Definition:

auto loan pool

Model-Generated Definition:

A kind of loan pool. A valid occurrence satisfies the following necessary conditions:

Definition: A loan pool covering automobile-related loans.

auto loan pool constituent

Model-Generated Definition:

Definition: An auto loan defined as a constituent of an Auto Loan Pool.

auto loan purpose

Model-Generated Definition:

A kind of loan purpose.

Definition:

automated underwriting system

Model-Generated Definition:

A kind of software.

Definition: a software sytstem that produces loan underwriting decisions

autonomous agent

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: An agent is an autonomous individual that can adapt to and interact with its environment.

average daily earnings

Model-Generated Definition:

A kind of average earnings. A valid occurrence satisfies the following necessary condition:

Definition: a measure of the average daily wage an employee makes over the reporting period

average earnings

Model-Generated Definition:

A kind of economic indicator and expression. A valid occurrence satisfies the following necessary condition:

Definition: a measure of the average wage an hourly or salaried worker makes in a given period of time

average hourly earnings

Model-Generated Definition:

A kind of average earnings. A valid occurrence satisfies the following necessary condition:

Definition: a measure of the average hourly wage an employee makes over the reporting period

average life

Model-Generated Definition:

A kind of life analytic. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

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.

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 specification.

Definition: The Average Life analytic at the time the security was issued.

average monthly earnings

Model-Generated Definition:

A kind of average earnings. A valid occurrence satisfies the following necessary condition:

Definition: a measure of the average monthly wage an employee makes over the reporting period

average weekly earnings

Model-Generated Definition:

A kind of average earnings. A valid occurrence satisfies the following necessary condition:

Definition: a measure of the average weekly wage an employee makes over the reporting period

B
balance

Model-Generated Definition:

A valid occurrence may have the following properties:

  • is balance of any number of occurrences of account.

Definition:

balance sheet asset balance

Model-Generated Definition:

Definition: A balance sheet entry representing some asset of the entity.

balance sheet balance

Model-Generated Definition:

A kind of balance sheet feature. A valid occurrence may have the following properties:

  • balance any number of occurrences of Number.

Definition:

balance sheet c d o

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

Definition: Balance Sheet CDO/CLO/CBO - the reference assets for the SDO portfolio are taken from a company/firm's balance sheet.

balance sheet c d o objective

Model-Generated Definition:

Definition: The objective is that the CDO is created to move assets off the originator balance sheet.

balance sheet entry

Model-Generated Definition:

A valid occurrence may have the following properties:

Definition: Some entry on the balance sheet of some business entity.

balance sheet feature

Model-Generated Definition:

Definition:

balance sheet liability balance

Model-Generated Definition:

Definition: A balance sheet entry representing some asset of the entity.

balance sheet total

Model-Generated Definition:

Definition:

Bank

Model-Generated Definition:

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

bank account

Model-Generated Definition:

A kind of account. A valid occurrence satisfies the following necessary conditions:

  • is identified by at least one occurrence of account identifier.
  • has party in role at least one occurrence of Bank.
  • is provided by at least one occurrence of Bank.

Definition: an account held or provided by, as a service, a bank

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

bank holding company

Model-Generated Definition:

A kind of business and financial service provider. A valid occurrence satisfies the following necessary condition:

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

bank qualified tax exemption

Model-Generated Definition:

A kind of security tax treatment (please review). A valid occurrence may have the following properties:

Definition: Whether or not a municipal 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. 

bankers acceptance

Model-Generated Definition:

A kind of draft and tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

  • has value at maturity at least one occurrence of par value.
  • has value at issue at least one occurrence of discount value.

A valid occurrence may also have the following properties:

Definition: A Draft where the drawer and drawee of the draft are distinct parties and the drawee is a bank.

banking product (from package /Informative/Foundations/Accounting Ext/AccountsMain/banking product)

Model-Generated Definition:

A kind of financial product.

Definition:

banking product (from package /Release/Financial Business And Commerce/Functional Entities/FinancialServicesEntities/banking product)

Model-Generated Definition:

A kind of financial product. A valid occurrence satisfies the following necessary condition:

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

banking service

Model-Generated Definition:

A kind of financial service. A valid occurrence satisfies the following necessary condition:

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.

bankruptcy

Model-Generated Definition:

Definition:

Barrel

Model-Generated Definition:

A kind of Reference Material.

Definition:

base

Model-Generated Definition:

A kind of formula argument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • truncating decimal places at most one occurrence of Whole Number.
  • rounding decimal places at most one occurrence of Whole Number.

Definition: The variable to which an additional Margin amount is added to get the Interest amount.

base metal

Model-Generated Definition:

Definition: Any metal which is not precious.

base metals delivery

Model-Generated Definition:

Definition: Delivery of base metals.

base quantity

Model-Generated Definition:

A kind of quantity kind. A valid occurrence satisfies the following necessary condition:

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

base rate

Model-Generated Definition:

Definition: a reference rate that is the base rate set by a central bank for a given currency

base rate authority

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

base unit

Model-Generated Definition:

A kind of measurement unit. A valid occurrence satisfies the following necessary condition:

Definition: a measurement unit that is defined by a system of units to be the reference measurement unit for a base quantity

Basis Points

Model-Generated Definition:

A kind of Number and Numeric Ratio.

Definition:

basis swap

Model-Generated Definition:

Definition: a floating-floating interest rate swap under which the floating rate payments are referenced to different bases

basis swap transaction

Model-Generated Definition:

Definition: A swap which exchanges cashflows based on two different interest rates.

basket

Model-Generated Definition:

A kind of collection. A valid occurrence satisfies the following necessary condition:

Definition: a collection of goods, services, or other things (e.g., financial contracts) that can be purchased and sold in some marketplace

basket constituent

Model-Generated Definition:

A kind of constituent and thing in role that can be recognized when an occurrence meets the following condition:

Definition: a component of a basket

basket of credit risks (please review)

Model-Generated Definition:

A kind of basket.

Definition: A basket of securities and / or legal entities, collected for the purpose of identifying risk.

basket of equity indices

Model-Generated Definition:

A kind of market basket. A valid occurrence satisfies the following necessary condition:

Definition: A basket of indices which are all equity-only indices.

basket Of indices constituent

Model-Generated Definition:

A kind of basket constituent. A valid occurrence may have the following properties:

Definition: a single constituent of a basket of indices

basket of securities

Model-Generated Definition:

A kind of basket. A valid occurrence satisfies the following necessary condition:

Definition: a basket of traded securities

basket option strike terms

Model-Generated Definition:

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.

BE-ContactPurpose

Model-Generated Definition:

A kind of classifier.

Definition: A virtual address for communication via phone.

benchmark

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • identified as at least one occurrence of market rate.

Definition: A reference index used to measure fund performance.

beneficial owner

Model-Generated Definition:

A kind of shareholder.

Definition: Entity 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 entity (called a nominee or registered owner). Use of a nominee (who may be an agent, custodian, or a trustee) does not change the position regarding tax reporting and tax liability, and the beneficial-owner remains responsible.

beneficiary

Model-Generated Definition:

Definition:

benefit corporation

Model-Generated Definition:

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

bermuda exercise convention

Model-Generated Definition:

A kind of exercise dates convention. A valid occurrence satisfies the following necessary condition:

  • exercise window at least one occurrence of date period.

Definition: A feature of an option that states it can be exercised at different times during the life of the option. The various times set for exercise are written within the option and allow for flexibility for both the writer and holder of the option.

best bid

Model-Generated Definition:

A kind of bid price and market price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

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.

best efforts offering

Model-Generated Definition:

A kind of securities offering.

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

best of assets plus cash payout commitment

Model-Generated Definition:

A kind of conditional payout commitment. A valid occurrence satisfies the following necessary condition:

Definition: A commitment to pay out on the best of a number of assets, plus cash.

best offer

Model-Generated Definition:

A kind of market price and offer price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • best offer date time any number of occurrences of Date And 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.

better or worse of assets payout commitment

Model-Generated Definition:

A kind of conditional payout commitment. A valid occurrence satisfies the following necessary condition:

Definition: A commitment to pay out on the best or worst of a number of assets.

bid ask spread

Model-Generated Definition:

A kind of share price spread. A valid occurrence satisfies the following necessary conditions:

Definition: Spread: Range between Bid and Ask

bid price (from package /Provisional/Market Data/CIV Temporal/FundsTemporal/bid price)

Model-Generated Definition:

A kind of fund price.

Definition:

bid price (from package /Provisional/Market Data/Equity Temporal/EquityPricing/bid price)

Model-Generated Definition:

A kind of quote price. A valid occurrence may have the following properties:

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.

bijuridicial jurisdiction

Model-Generated Definition:

A kind of jurisdiction. A valid occurrence satisfies the following necessary conditions:

Definition: A Jurisdiction in which two or more systems of law are in force.

bill of exchange

Model-Generated Definition:

Definition:

binary payout commitment

Model-Generated Definition:

Definition:

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

Blue-Sky law

Model-Generated Definition:

A kind of securities regulation. A valid occurrence may have the following properties:

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

board agreement

Model-Generated Definition:

Definition: a formal, legally binding agreement between members of the Board of Directors of the organization

board capacity

Model-Generated Definition:

A kind of delegated legal authority. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • is governed by any number of occurrences of company law.
  • is conferred on any number of occurrences of Board Member.

Definition: the capacity that resides in the board of directors of a company

Board Member

Model-Generated Definition:

A kind of legally delegated authority and organization member. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a person who is a member of the board of directors of a corporation

board of directors

Model-Generated Definition:

A kind of entity controlling party. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • has member any number of occurrences of Board Member.
  • has identity any number of occurrences of group.

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).

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.

body incorporated with guarantee

Model-Generated Definition:

A kind of corporation. A valid occurrence may have the following properties:

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.

body limited by guarantee principals agreement

Model-Generated Definition:

Definition: The formal agreement between the principals of a body limited by guarantee.

body of law

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • incorporates some at least one occurrence of law.

Definition: Some body of law, that is some set of laws, statutes, ordinances and the like.

bond

Model-Generated Definition:

A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: A debt security, in which the authorized 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 a later date, termed maturity. It is a formal contract to repay borrowed money with interest at fixed intervals.

bond amortization payment terms

Model-Generated Definition:

A kind of bond principal repayment terms set. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • periodic amortization amount any number of occurrences of monetary amount.

Definition:

bond bullet principal repayment terms set

Model-Generated Definition:

Definition: Terms for payment of Principal as a single amount of payment of the full Principal.

bond call terms set

Model-Generated Definition:

A kind of debt call terms. A valid occurrence may have the following properties:

Definition: The terms and conditions in which a bond can be redeemed by the issuer prior to its maturity. Usually a premium is paid to the bond owner when the bond is called.

bond continuous call type

Model-Generated Definition:

Definition: Bond may be called at any time

bond coupon

Model-Generated Definition:

Definition: Mechanism whereby an investor receives income from interest payments, which are usually made periodically.

bond coupon interest terms

Model-Generated Definition:

A kind of debt security interest payment terms. A valid occurrence satisfies the following necessary condition:

  • coupon payment currency at least one occurrence of currency.

A valid occurrence may also have the following properties:

  • first coupon date any number of occurrences of date.
  • annual coupon rate any number of occurrences of Percentage.
  • coupon payment frequency any number of occurrences of frequency.
  • special record date any number of occurrences of date.

Definition: Terms for payment of Interest on a Bond. These include terms for determining interest amounts, and terms for dates on which those amounts are to be paid.

bond coupon structure type

Model-Generated Definition:

A kind of contractual element. A valid occurrence satisfies the following necessary conditions:

Definition: A set of contractual terms defining the interest payments for a coupon of a bond, beginning with terms describing stepped or conditional coupon structures if these exist.

bond equivalent yield (from package /Provisional/Market Data/Debt Temporal/DebtPricingYields/bond equivalent yield)

Model-Generated Definition:

A kind of relatively defined debt instrument yield. A valid occurrence satisfies the following necessary condition:

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.

bond equivalent yield (from package /Informative/Derivatives/Rate Derivatives Ext/RateDerivativesExt/bond equivalent yield)

Model-Generated Definition:

Definition:

bond exchange closing price

Model-Generated Definition:

A kind of exchange traded bond price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • trading date any number of occurrences of date.
  • closing price value any number of occurrences of monetary amount.
  • price determination convention notes any number of occurrences of Text.

Definition: The price at close of trading on a given trading day on an exchange.

bond exchange high price

Model-Generated Definition:

A kind of exchange traded bond price. A valid occurrence satisfies the following necessary conditions:

  • price determination method at least one occurrence of Text.
  • price is traded at least one occurrence of True Or False.
  • takes account of quote size at least one occurrence of Whole Number.
  • has applicable period at least one occurrence of date period.

Definition: The highest valuation over the period specified.

bond exchange last price

Model-Generated Definition:

A kind of exchange traded bond price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • valuation date and time any number of occurrences of Date And Time.

Definition: The last (or most recent) valuation.

bond exchange low price

Model-Generated Definition:

A kind of exchange traded bond price. A valid occurrence satisfies the following necessary conditions:

  • has applicable period at least one occurrence of date period.
  • price is traded at least one occurrence of True Or False.
  • price determination method at least one occurrence of Text.
  • takes account of quote size at least one occurrence of Whole Number.

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.

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 occurrences of Text.

Definition: The value at the beginning of trading or opening of the market.

bond extraordinary redemption

Model-Generated Definition:

A kind of bond principal repayment terms set. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition:

bond fixed coupon

Model-Generated Definition:

A kind of bond coupon.

Definition: Mechanism whereby an investor receives income from interest payments, which are usually made periodically. These are for a fixed amount.

bond fixed coupon terms set

Model-Generated Definition:

A kind of bond coupon interest terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • fixed coupon amount any number of occurrences of Percentage.
  • fixed coupon amount any number of occurrences of Percentage.

Definition: Terms for payment of Interest on a Bond, where this pays a fixed rate of interest.

bond future

Model-Generated Definition:

A kind of interest rate future. A valid occurrence may have the following properties:

  • conversion factor any number of occurrences of Number.

Definition: A future instrument where the underlying is a bond.

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 occurrences of Number.

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.

bond 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 bond.

Definition: The Bond which is the underlying instrument of a Bond Future contract.

bond insurance

Model-Generated Definition:

Definition: Insurance on bond.

bond issuance program

Model-Generated Definition:

A kind of debt issuance program. A valid occurrence satisfies the following necessary condition:

Definition: A series of bond issuances over time.

bond issue information

Model-Generated Definition:

A kind of debt instrument issue information. A valid occurrence may have the following properties:

Definition: Information about the Issuance of a Bond, which is maintained throughout the life of the Security.

bond issue prospectus

Model-Generated Definition:

Definition: The prospectus for the bond issue describes the terms of the issue and each of the instruments included in the bond issue. Term origin:SMER

bond listing

Model-Generated Definition:

A kind of security listing.

Definition:

bond market

Model-Generated Definition:

Definition:

bond maturity registrar

Model-Generated Definition:

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.

bond mid price

Model-Generated Definition:

Definition:

bond offer issue

Model-Generated Definition:

A kind of debt offer issue. A valid occurrence satisfies the following necessary condition:

Definition: An Issue of one or more Bonds, as all or part of an Offering of these bonds to the market.

bond offer issue with warrant

Model-Generated Definition:

A kind of bond offer issue. A valid occurrence satisfies the following necessary condition:

Definition: A bond issue where the issue includes a Warrant attached. 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").

bond option

Model-Generated Definition:

A kind of debt derivative contract and option contract on futures. A valid occurrence satisfies the following necessary condition:

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.

bond option underlying

Model-Generated Definition:

Definition: The underlying on a Bond Option, which is the corresponding Bond Future contract on the same exchange.

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.

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.

bond pool

Model-Generated Definition:

Definition: A pool investment consisting of a collection of Bonds.

bond principal repayment terms set

Model-Generated Definition:

Definition: Terms for the repayment of the Principal on a Bond security.

bond redemption payment

Model-Generated Definition:

A kind of contractually defined numerical parameter and timed parameter. A valid occurrence satisfies the following necessary condition:

Definition:

bond trading context

Model-Generated Definition:

Definition:

bond underlying

Model-Generated Definition:

A kind of debt observable.

Definition:

bond variable coupon

Model-Generated Definition:

A kind of bond coupon. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition:

bond variable coupon terms set

Model-Generated Definition:

A kind of bond coupon interest terms. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition:

bond with mandatory sinking fund

Model-Generated Definition:

A kind of amortizing bond. A valid occurrence satisfies the following necessary condition:

Definition: Bonds where the amortizing is via a sinking fund the details of which are mandated in the terms of the bond itself.

bond with partial call

Model-Generated Definition:

A kind of callable bond. A valid occurrence satisfies the following necessary condition:

Definition: A bond with a feature whereby the issue can be partially called for amounts that are at the discretion of the issuer.

bond with published sinking fund

Model-Generated Definition:

A kind of amortizing bond. A valid occurrence may have the following properties:

Definition: Bonds where the amortizing is via a known and published schedule.

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.

borrower (from package /Release/Financial Business And Commerce/Debt And Equities/Debt/borrower)

Model-Generated Definition:

A kind of contract party and debtor. A valid occurrence satisfies the following necessary conditions:

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

borrower (from package /Provisional/Securities/Debt/Debt Foundations/DebtFinance/borrower)

Model-Generated Definition:

A kind of debtor. A valid occurrence satisfies the following necessary condition:

Definition:

borrower data protection requirement (please review)

Model-Generated Definition:

A kind of data protection requirement (please review). A valid occurrence satisfies the following necessary condition:

Definition:

borrower disclosure requirement (please review)

Model-Generated Definition:

A kind of disclosure requirement (please review). A valid occurrence satisfies the following necessary conditions:

Definition:

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

borrower ongoing dated facts (please review)

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: Ongoing information about the borrower.

borrower right (please review)

Model-Generated Definition:

Definition:

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.
  • applies to any number of occurrences of legal person.
  • has date any number of occurrences of date.

Definition: an amount of money that an individual or organization can borrow

branch

Model-Generated Definition:

Definition: A part of a business organization or company, identified as a branch.

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

brand name

Model-Generated Definition:

A kind of name.

Definition: A name with or without some strong image (usually legally defined), which identifies an organization or some part of product or service thereof.

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.

bridging loan purpose

Model-Generated Definition:

A kind of loan purpose.

Definition:

brokerage account

Model-Generated Definition:

A kind of investment account. A valid occurrence satisfies the following necessary conditions:

Definition: an account offered by a broker that allows the investor to deposit funds and place investment orders

brokerage firm

Model-Generated Definition:

Definition: a firm in the business of buying and selling securities, operating as both a broker and a dealer, depending on the transaction

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.

building

Model-Generated Definition:

A kind of built property. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: A discrete construction on its own foundations or pilings.

building sub unit

Model-Generated Definition:

A kind of built property.

Definition: A discrete subdivision of some Building.

building sub unit address fragment

Model-Generated Definition:

A kind of postal address element. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • address fragment any number of occurrences of Text.

Definition:

built property

Model-Generated Definition:

A kind of discrete physical thing. A valid occurrence satisfies the following necessary condition:

Definition: Something which is constructed via construction methods; bricks and mortar.

bulldog market

Model-Generated Definition:

Definition: As for Yankee bond market but in UK instead of the US.

bullet bond

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

Definition: A bond where the principal is paid off in a single payment on the scheduled maturity date.

bullet redemption payment

Model-Generated Definition:

A kind of bond redemption payment. A valid occurrence satisfies the following necessary condition:

Definition:

bullion

Model-Generated Definition:

A kind of negotiable commodity. A valid occurrence may have the following properties:

Definition: Any precious metal.

bullion measurement unit

Model-Generated Definition:

A kind of unit of mass.

Definition: Units in which bullion may be measured.

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 occurrences of Number.
  • is delivery of bullion type any number of occurrences of BullionTypeSelection.

Definition: Delivery of any precious metal.

BullionTypeSelection

Model-Generated Definition:

Definition: A type of bullion i.e. a metal which will be defined as a bullion commodity.

bundle of resources

Model-Generated Definition:

A kind of economic resource.

Definition:

business

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

  • is characterized by at least one occurrence of commercial activity.
  • has commercial identity at least one occurrence of brand name.
  • has commercial identity at least one occurrence of brand name.

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.
  • Some entity set up for the purposes of carrying out some commercial activities for profit.

business agent

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: An agent which is capable of causing some business event or providing some service in a business context.

business agent context

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

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.

business calendar code

Model-Generated Definition:

A kind of schematic code.

Definition: The Calendar for a particular business center, which defines what are the working days in that center.

business calendar scheme

Model-Generated Definition:

A kind of scheme. A valid occurrence satisfies the following necessary condition:

Definition:

business center

Model-Generated Definition:

A kind of municipality.

Definition: a municipality where business is conducted, especially one that is considered a financial center

business day

Model-Generated Definition:

A kind of calendar temporal unit. A valid occurrence satisfies the following necessary condition:

Definition: A working day as defined in the Business Calendar for a particular business center.

business day adjustment

Model-Generated Definition:

A kind of convention. A valid occurrence satisfies the following necessary conditions:

Definition: a convention that specifies what happens when a date falls on a day that is a weekend or a holiday in some business center

business day convention (from package /Informative/Foundations/Time/Time/business day convention)

Model-Generated Definition:

A kind of convention.

Definition:

business day convention (from package /Release/Foundations/Dates And Times/BusinessDates/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

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 business days.

business entity

Model-Generated Definition:

A kind of formal organization. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • holds any number of occurrences of license.

Definition: an entity that is formed and administered as per commercial law in order to engage in business activities

business function referent

Model-Generated Definition:

A kind of synechdocal thing. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • implements policy any number of occurrences of policy.
  • pursues policy any number of occurrences of policy.

Definition:

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.

business license

Model-Generated Definition:

A kind of license. A valid occurrence satisfies the following necessary conditions:

Definition: a license that allows the holder to conduct business or carry out a specific profession within some jurisdiction for some period of time

business objective

Model-Generated Definition:

A kind of objective.

Definition: an objective that reflects the strategic goals and direction of a business

business recurrence interval

Model-Generated Definition:

A kind of recurrence interval. A valid occurrence satisfies the following necessary condition:

Definition: a recurrence interval that is specified using a business recurrence interval convention

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

business registration authority

Model-Generated Definition:

A kind of registration authority. A valid occurrence satisfies the following necessary conditions:

Definition: a governmental registration authority that is responsible for maintaining a registry of business entities for a particular jurisdiction

business registry

Model-Generated Definition:

A kind of registry. A valid occurrence satisfies the following necessary conditions:

Definition: a registry for registering and maintaining information about business entities for a particular jurisdiction

business registry entry

Model-Generated Definition:

A kind of registry entry.

Definition: an entry in a business registry

business site

Model-Generated Definition:

A kind of physical site. A valid occurrence may have the following properties:

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.

business strategy

Model-Generated Definition:

A kind of strategy. A valid occurrence satisfies the following necessary condition:

Definition: A plan, method, or series of maneuvers or stratagems for obtaining a specific business goal.

buyer

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

  • buys at least one occurrence of product.

A valid occurrence may also have the following properties:

  • buys from any number of occurrences of seller.

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

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).

C
c b o deal

Model-Generated Definition:

Definition: An issue of Collateralized Bond Obligation notes.

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.

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.

c d o deal

Model-Generated Definition:

A kind of collateralized obligation deal. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: An Issue of a set of CDO tranches as part of an offering to the market.

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.

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.

c d o note

Model-Generated Definition:

A kind of structured finance instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

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.

c d o origination objective

Model-Generated Definition:

A kind of objective.

Definition: The origin or motivation behind a CDO issue.

c d o pool

Model-Generated Definition:

Definition: A pool of CDO securities. The underlying of the CDO Squared is a pool of CDO instruments.

c d o portfolio

Model-Generated Definition:

A kind of investment portfolio. A valid occurrence satisfies the following necessary conditions:

Definition: A portfolio in which the reference assets of the CDO are held.

c d o portfolio manager

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

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.

c d o portfolio trustee

Model-Generated Definition:

A kind of trustee.

Definition:

c d o reference obligation

Model-Generated Definition:

A kind of c d s reference obligation. A valid occurrence satisfies the following necessary condition:

Definition: A CDS Reference Obligation specifically defined for and referenced in a Synthectic CDO.

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.

c d o squared instrument

Model-Generated Definition:

A kind of c d o note.

Definition: CDOs where the underlying asset pool is CDOs.

c d s cash settlement

Model-Generated Definition:

A kind of c d s contingent delivery terms. A valid occurrence may have the following properties:

Definition:

c d s 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.

c d s 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.

c d s 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.

c d s contingent delivery commitment

Model-Generated Definition:

Definition:

c d s contingent delivery side

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: The settlement of a CDS deal in the event that the events specified in the Contingent Leg of the deal take place.

c d s contingent delivery terms

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: The settlement of a CDS deal in the event that the events specified in the Contingent Leg of the deal take place.

c d s contingent settlement commitment

Model-Generated Definition:

Definition:

c d s contingent transaction

Model-Generated Definition:

A kind of financial securities secondary market transaction. A valid occurrence satisfies the following necessary conditions:

Definition: The transaction which takes place in the event that the specified Credit Event in a Credit default Swap takes place. Deifnition Origin:SMER

c d s contingent transaction settlement

Model-Generated Definition:

A kind of settlement terms. A valid occurrence satisfies the following necessary condition:

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

c d s credit event

Model-Generated Definition:

A kind of credit event. A valid occurrence satisfies the following necessary conditions:

Definition:

c d s credit event reference

Model-Generated Definition:

Definition:

c d s fee leg stream

Model-Generated Definition:

A valid occurrence may have the following properties:

Definition: Terms defining the fee leg in a CDS contract

c d s fee payment commitment

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: The commitment in a Credit Default Swap, to pay the fee or fees for the credit protection.

c d s fee payment schedule specification

Model-Generated Definition:

Definition: A schedule expressing payment events and dates.

c d s party

Model-Generated Definition:

A kind of swap party. A valid occurrence satisfies the following necessary condition:

Definition: Either party to a Credit Default Swap contract.

c d s periodic payment schedule

Model-Generated Definition:

A kind of schedule.

Definition: The schedule of fixed amounts to be paid on specified payment dates.

c d s physical settlement

Model-Generated Definition:

A kind of c d s contingent delivery terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Physical settlement is where you deliver the reference obligation (e.g.a bond) itself. Deifnition Origin:SMER

c d s reference entity

Model-Generated Definition:

A kind of c d s credit event reference. A valid occurrence satisfies the following necessary condition:

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.

c d s reference obligation

Model-Generated Definition:

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).

c f d holder

Model-Generated Definition:

Definition:

c f d issuer

Model-Generated Definition:

Definition: A party which issues or is the counterparty to a Contract For Difference.

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:

c l o deal

Model-Generated Definition:

Definition: An issue of Collateralized Loan Obligations.

c m o deal

Model-Generated Definition:

Definition: An issue of Collateralized mortgaged Obligations.

c p typical duration description

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:

Definition: The formal description of the typical period of time which is the mayturity of a Commercial Paper instrument.

calculated date (from package /Informative/Foundations/Time/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.

calculated date (from package /Release/Foundations/Dates And Times/FinancialDates/calculated date)

Model-Generated Definition:

A kind of date. A valid occurrence may have the following properties:

Definition: a date that is or will be calculated in some way

calculated date offset

Model-Generated Definition:

Definition:

calculated payout commitment

Model-Generated Definition:

Definition:

calculated price

Model-Generated Definition:

A kind of monetary price. A valid occurrence satisfies the following necessary condition:

Definition: a monetary price determined by a formula

calculated time offset

Model-Generated Definition:

A kind of determined temporal thing and time offset. A valid occurrence satisfies the following necessary condition:

Definition:

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.

calculation agent adjustment method

Model-Generated Definition:

Definition: The calculation agent has the right to adjust the terms following a corporate event

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

calculation period

Model-Generated Definition:

A kind of date period. A valid occurrence may have the following properties:

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

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

Calendar Date

Model-Generated Definition:

A kind of Point In Time. A valid occurrence satisfies the following necessary condition:

  • hasValue exactly one value of date.

A valid occurrence may also have the following properties:

  • hasValue any number of occurrences of date.

Definition:

calendar day

Model-Generated Definition:

Definition: A day. This is the time it takes the Sun to orbit the Earth, without any additional qualifications or rules applied.

calendar day type (from package /Informative/Foundations/Time/Time/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.

calendar day type (from package /Provisional/Securities/Debt/Debt Foundations/DebtCashflowTerms/calendar day type)

Model-Generated Definition:

Definition: Calendar is defined in terms of either a Calendar Day or a Business Day.

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

calendar specified interval

Model-Generated Definition:

A kind of recurrence interval. A valid occurrence satisfies the following necessary conditions:

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.

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.

call date

Model-Generated Definition:

Definition: Date on which the instrument may be called.

call event

Model-Generated Definition:

A kind of occurrence kind.

Definition: an event associated with the call schedule for a debt instrument

call feature

Model-Generated Definition:

A kind of tradable debt instrument redemption provision. A valid occurrence satisfies the following necessary conditions:

Definition: a redemption provision defining the schedule and price of redemption prior to maturity

call 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 call window.

Definition: a provision of a call feature defining notification requirements

call of issue

Model-Generated Definition:

A kind of redemption event. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • call price any number of occurrences of Percentage.

Definition: The calling back of an Issue of a Traded Security by the Issuer.

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.

call option contract

Model-Generated Definition:

A kind of option contract. A valid occurrence satisfies the following necessary conditions:

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.

call option type

Model-Generated Definition:

A kind of option type.

Definition:

call option writing party

Model-Generated Definition:

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.

call premium

Model-Generated Definition:

A kind of monetary price.

Definition: an amount over par that an issuer must pay an investor to redeem the security early

call price

Model-Generated Definition:

A kind of monetary price.

Definition: a price at which a debt instrument with a call feature may be redeemed by the issuer

call schedule (from package /Provisional/Securities/Debt/Bonds/BondsCashflowTerms/call schedule)

Model-Generated Definition:

A kind of schedule. A valid occurrence may have the following properties:

Definition: The list of dates on which a fixed-income security can be redeemed prior to maturity by the issuer; also includes the corresponding call prices.

call schedule (from package /Release/Securities/Debt/DebtInstruments/call schedule)

Model-Generated Definition:

A kind of schedule. A valid occurrence satisfies the following necessary conditions:

Definition: a schedule that defines the events associated with the call feature of a debt instrument, i.e, the dates on which the debt instrument may be called (recalled) at what price by the issuer

call schedule listing

Model-Generated Definition:

A kind of ad hoc schedule and call schedule. A valid occurrence satisfies the following necessary condition:

  • schedules possible event at least one occurrence of call of issue.

Definition: Schedule of dates on which a Traded Security can be Called (recalled) by the Issuer.

call type

Model-Generated Definition:

A kind of method.

Definition: Way in which a call will be executed, which is by Lottery or Pro-Rata.

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

callable bond

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

Definition: A bond with call provisions, or callable bond, is a bond that can be redeemed by the issuer prior to its maturity.

callable convertible bond

Model-Generated Definition:

A kind of callable bond and convertible bond. A valid occurrence satisfies the following necessary condition:

Definition: A Convertible Bond which is also callable.

Canadian consumer price index

Model-Generated Definition:

A kind of consumer price index and expression. A valid occurrence satisfies the following necessary conditions:

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

Canadian Dollar Offered Rate

Model-Generated Definition:

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)

Canadian households consumers universe

Model-Generated Definition:

A kind of civilian non-institutional population. A valid occurrence satisfies the following necessary conditions:

  • has member at least one occurrence of consumer.
  • has context at least one occurrence of household.

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

Canadian producer price index

Model-Generated Definition:

A kind of producer price index. A valid occurrence satisfies the following necessary condition:

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

canary exercise convention

Model-Generated Definition:

Definition:

canon law system

Model-Generated Definition:

Definition: The body of laws & regulations made or adopted by ecclesiastical authority, for the government of the Christian organization and its members.

cap determination

Model-Generated Definition:

Definition:

cap loan

Model-Generated Definition:

A kind of loan contract.

Definition:

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).

capability (from package /Release/Foundations/Places/Facilities/capability)

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • involves at least one occurrence of facility.

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.

capability (from package /Informative/Foundations/Social Constructs/SocialConstructs/capability)

Model-Generated Definition:

Definition: The ability of a thing to do or have done to it

capacity

Model-Generated Definition:

A kind of ability and right.

Definition: The right to do a thing along with the actual e.g. physical ability to do that thing.

capital

Model-Generated Definition:

A valid occurrence may have the following properties:

Definition: financial capital, which represents obligations, and is liquidated as money for trade, and owned by legal entities

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

capital surplus

Model-Generated Definition:

A kind of equity.

Definition: Capital surplus is that amount which a firm raises in excess of the par value (nominal value) of the shares (common stock).

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

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

cash

Model-Generated Definition:

Definition: Something that is widely accepted in payment for goods and services and in settling debts.

cash a b s pool

Model-Generated Definition:

Definition: A pool investment consisting of a collection of cash ABS instruments.

cash asset backed security instrument

Model-Generated Definition:

A kind of pool backed security instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

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.

cash balance

Model-Generated Definition:

A kind of ledger balance. A valid occurrence satisfies the following necessary conditions:

Definition: A balance of cash. This is identified as an amount of cash which is denominated with a currency.

cash c d o

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

Definition: A CDO which has an uderlying portfolio of assets which are held by the issuer.

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:

A valid occurrence may also have the following properties:

Definition:

cash call option

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: Option to purchase cash at an agreed rate on an agreed date.

cash closeout

Model-Generated Definition:

A kind of forward delivery terms set. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

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.

cash currency

Model-Generated Definition:

A kind of promissory note. A valid occurrence satisfies the following necessary condition:

Definition: Money in the form of promissory notes issued by some central bank.

cash delivery commitment

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: commitment to deliver cash at the earliest available date as per settlement convention

cash instrument

Model-Generated Definition:

Definition: a financial instrument whose value is ascertained directly by markets and that can be converted into cash quickly with minimal impact on the price received

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.

cash or nothing payout commitment

Model-Generated Definition:

Definition: A commitment to pay out on a binary option, as cash or nothing.

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. Subject to lender and/or investor policy(s).

cash put option

Model-Generated Definition:

Definition: Option to sell cash at an agreed rate on an agreed date.

cash securities delivery

Model-Generated Definition:

Definition: Delivery of a security in cash

cash settled forward contract

Model-Generated Definition:

A kind of commodity forward contract. A valid occurrence satisfies the following necessary condition:

Definition:

cash structured finance instrument

Model-Generated Definition:

A kind of bond and structured finance instrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A structured finance instrument with a real asset underlying.

cash structured finance instrument pool

Model-Generated Definition:

Definition: A pool investment consisting of a collection of cash structured finance instruments.

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/$

cashflow c d o

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

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.

cashflow commitment

Model-Generated Definition:

Definition: A legal or contractual commitment to some cash flows in the future.

cashflow expression (from package /Release/Derivatives/Derivatives Contracts/DerivativesBasics/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

cashflow expression (from package /Release/Derivatives/Derivatives Contracts/DerivativesCashflowTerms/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

cashflow formula (from package /Release/Derivatives/Derivatives Contracts/DerivativesBasics/cashflow formula)

Model-Generated Definition:

A kind of formula. A valid occurrence satisfies the following necessary condition:

Definition: a formula for determining cashflows for a derivative instrument

cashflow formula (from package /Release/Derivatives/Derivatives Contracts/DerivativesCashflowTerms/cashflow formula)

Model-Generated Definition:

A kind of formula. A valid occurrence satisfies the following necessary condition:

Definition: a formula for determining cashflows for a derivative instrument

cashflow structure

Model-Generated Definition:

Definition:

cashflow terms (from package /Release/Derivatives/Derivatives Contracts/DerivativesCashflowTerms/cashflow terms)

Model-Generated Definition:

A kind of contract terms set. A valid occurrence satisfies the following necessary condition:

Definition: a set of terms setting out a cashflow structure of payments to be delivered by one party to a contract

cashflow terms (from package /Release/Derivatives/Derivatives Contracts/DerivativesBasics/cashflow terms)

Model-Generated Definition:

Definition: terms setting out a cashflow structure of payments committed to by one party to a contract

CashflowTermsSet

Model-Generated Definition:

Definition:

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)

CDOTrancheSenioritySelection

Model-Generated Definition:

Definition: The seniority of a tranche of a CDO issue.

central bank

Model-Generated Definition:

A kind of Bank and monetary authority. A valid occurrence may have the following properties:

Definition: a financial institution that is the monetary authority and major regulatory bank for a country (or group of countries)

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

central securities depository

Model-Generated Definition:

Definition: a functional entity that provides a central point for depositing financial instruments ('securities'), for example bonds and shares

certificate

Model-Generated Definition:

A kind of written information. A valid occurrence satisfies the following necessary conditions:

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.

certificate of deposit

Model-Generated Definition:

A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

  • has value at issue at least one occurrence of par value.
  • has value at maturity at least one occurrence of par value.

Definition: A certificate of deposit (CD) is a money market instrument issued by a depository institution as evidence of a time deposit.

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.

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.

Charge

Model-Generated Definition:

A kind of Dimension.

Definition:

charge cateogry

Model-Generated Definition:

A kind of classifier.

Definition: a category indicating what a charge is for (e.g. closing costs, interest)

ChargeCategory

Model-Generated Definition:

A kind of classifier.

Definition: A specific indicator of what a charge is for (e.g. closing costs, interest)

chartered legal person

Model-Generated Definition:

A kind of juridical person.

Definition: a legal person created by a royal charter or decree

chief executive officer

Model-Generated Definition:

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.

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.

chooser option contract

Model-Generated Definition:

A kind of option contract. A valid occurrence satisfies the following necessary conditions:

Definition:

city

Model-Generated Definition:

A kind of municipal area. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • official name at most one occurrence of Text.

Definition: An urban center defined as a geopolitical entity, that is one coming under one or more specific adminstrations

civil law

Model-Generated Definition:

A kind of common law.

Definition: The branch of the law dealing with disputes between individuals or organizations, in which compensation may be awarded to the victim.

civil law jurisdiction

Model-Generated Definition:

A kind of jurisdiction. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a civil law jurisdiction

civil law system

Model-Generated Definition:

A kind of legal system. A valid occurrence satisfies the following necessary condition:

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

civilian

Model-Generated Definition:

Definition: a person that is not a member of the military (i.e., that is not on active duty)

civilian labor force

Model-Generated Definition:

Definition: a subset of the civilian, non-institutional population considered to be part of the labor force during a given reporting period

civilian labor force participation rate

Model-Generated Definition:

A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:

Definition: an economic indicator representing the rate of participation the labor force of a given economy for some specified period

civilian non-institutional population

Model-Generated Definition:

A kind of statistical universe. A valid occurrence satisfies the following necessary conditions:

  • has member one to zero occurrences of any type.
  • has member one to zero occurrences of any type.

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

claim

Model-Generated Definition:

A kind of legal construct. A valid occurrence satisfies the following necessary condition:

  • is aspect of at least one occurrence of commitment.

A valid occurrence may also have the following properties:

Definition: A claim by one party on another, which arises from the existence of a Commitment agreed upon between those parties or as implicitly agreed upon through the operation of Law or Constitution.

classification

Model-Generated Definition:

A kind of schematic code. A valid occurrence may have the following properties:

  • classifies red any number of occurrences of any type.

Definition: Some Classification of some Thing to identify what type of Thing it is (usually within a particular class of Things such as financial securities or organisations).

classification scheme (from package /Release/Foundations/Arrangements/ClassificationSchemes/classification scheme)

Model-Generated Definition:

A kind of arrangement. A valid occurrence may have the following properties:

  • defines any number of occurrences 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)

classification scheme (from package /Informative/Foundations/Information/Schemes/classification scheme)

Model-Generated Definition:

A kind of scheme. A valid occurrence satisfies the following necessary condition:

Definition: The Scheme defining how the Classification is determined. This may be a URI or some other unique identification of the Scheme.

classifier

Model-Generated Definition:

A kind of reference. A valid occurrence satisfies the following necessary conditions:

Definition: a standardized classification or delineation for something, per some scheme for such delineation, within a specified context

claw back call

Model-Generated Definition:

A kind of entire call.

Definition:

clean price

Model-Generated Definition:

A kind of debt security price.

Definition: A bond or debt instrument price that does not include accrued interest.

clearing bank

Model-Generated Definition:

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

clearing corporation

Model-Generated Definition:

A kind of clearing house. A valid occurrence satisfies the following necessary condition:

Definition: a clearing house that is organized as a corporation

clearing house

Model-Generated Definition:

A kind of financial service provider. A valid occurrence satisfies the following necessary condition:

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

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

clearing service

Model-Generated Definition:

A kind of financial service.

Definition: a service provided to financial institutions including the validation, delivery, and settlement of financial transactions

client

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 purchases professional services from, or has a formal relationship to purchase services from another party

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

close time

Model-Generated Definition:

A kind of valuation time type.

Definition:

closed end loan contract

Model-Generated Definition:

A kind of debt instrument and loan contract. A valid occurrence satisfies the following necessary condition:

Definition: A LoanContract that has an amount borrowed for a fixed amount of time, and is not considered open ended. Adapted from 2015 Revised HMDA reg.

closing price determination method

Model-Generated Definition:

Definition: The way in which a price is determined, usually by an exchange or trading venue, for example when publishing a closing price.

club

Model-Generated Definition:

Definition: An informal organization formed to pursue some common interest among its members

COCO bondholder

Model-Generated Definition:

Definition: Holder of bank bonds which convert to equity holdings in a bank.

code element

Model-Generated Definition:

A kind of reference. A valid occurrence satisfies the following necessary conditions:

  • denotes exactly one occurrence of any type.
  • denotes exactly one occurrence of Annotation Property Holder.
  • 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

code set

Model-Generated Definition:

A kind of arrangement. A valid occurrence may have the following properties:

Definition: A system of valid symbols that substitute for specified values, e.g., alpha, numeric, symbols and/or combinations

Coherent Derived Unit

Model-Generated Definition:

A kind of derived unit.

Definition:

Coherent System Of Units

Model-Generated Definition:

A kind of system of units.

Definition:

coinage

Model-Generated Definition:

A kind of continuous physical stuff. A valid occurrence may have the following properties:

  • denomination any number of occurrences of currency.

Definition: Money in the form of coins minted by some authorized mint.

collateral (from package /Provisional/Securities/Debt/Debt Foundations/DebtFinance/collateral)

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • takes form at least one occurrence of asset.

Definition: Assets pledged in the provision of debt or loan products or securities.

collateral (from package /Release/Financial Business And Commerce/Debt And Equities/Debt/collateral)

Model-Generated Definition:

A kind of asset. A valid occurrence may have the following properties:

  • is collateralization of any number of occurrences of any type.

Definition: an asset offered as security, pledged as an inducement to another party, to lend money, extend credit, or provision securities

collateral dated facts (please review)

Model-Generated Definition:

A kind of security interest dated facts (please review). A valid occurrence satisfies the following necessary condition:

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.

collateral provider (please review)

Model-Generated Definition:

Definition: Party which provides collateral for the Loan.

collateralized debt

Model-Generated Definition:

A kind of publicly issued debt. A valid occurrence satisfies the following necessary condition:

Definition: Debt issued under some Security, with some Collateral.

collateralized guaranty

Model-Generated Definition:

A kind of guaranty. A valid occurrence satisfies the following necessary condition:

  • takes form of collateral at least one occurrence of collateral.

Definition: Guaranty which takes the form of some Collateral. e.g. if a Security is guaranteed by collateral, assets (the Collateral) are pledged to a lender until a loan is repaid.

collateralized obligation deal

Model-Generated Definition:

A kind of debt offer issue.

Definition:

collateralized obligation instrument

Model-Generated Definition:

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.

collateralized secured loan

Model-Generated Definition:

A kind of secured loan. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • secured (please review) any number of occurrences of True Or False.

Definition: Loan in which some asset is provided as collateral to the loan.

collection

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • has constituent any number of occurrences of any type.

Definition: ea grouping of some variable number of things (may be zero) that have some shared significance

Combination Mortgage

Model-Generated Definition:

Definition:

combined loan to value ratio percent

Model-Generated Definition:

Definition: the ratio of the total amount of debt that is secured by the property to the value of the property relied on.

combined statistical area

Model-Generated Definition:

A kind of statistical area. A valid occurrence satisfies the following necessary condition:

Definition: a combination of adjacent metropolitan and micropolitan areas with economic ties measured by commuting patterns

commerce

Model-Generated Definition:

A kind of commercial activity.

Definition: the commercial activity of buying and selling goods

commercial activity

Model-Generated Definition:

Definition: the context of carrying out trade and other commercial, i.e., for-profit activities

commercial bank

Model-Generated Definition:

A kind of Bank. A valid occurrence satisfies the following necessary condition:

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

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

commercial loan

Model-Generated Definition:

A kind of loan drawdown. A valid occurrence satisfies the following necessary condition:

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.).

commercial loan borrower

Model-Generated Definition:

A kind of loan borrower. A valid occurrence satisfies the following necessary condition:

Definition: The borrower of a Commercial Loan

commercial m b s

Model-Generated Definition:

Definition:

commercial paper

Model-Generated Definition:

A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: Commercial paper (CP) is unsecured short-term promissory notes issued primarily by corporations, although there are also municipal and sovereign issuers (not included in this definition).

commercial paper issuer

Model-Generated Definition:

A kind of security issuer. A valid occurrence satisfies the following necessary condition:

Definition: Any entity that issues Commercial Paper. This includes corporations but the Special Purpose Entities that issue Asset Backed Commercial Paper (ABCP) and some mutual funds also issue CP. Can also be a banks, an institution, pretty much anything. There are no hard and fast criteria for this. Therefore this is defined as being any kind of Organization or any kind of Government.

commitment

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • commitment conferred by any number of occurrences of agreement.

Definition: A legal construct which represents the undertaking on the part of some party to act or refrain from acting in some manner.

commitment at large

Model-Generated Definition:

Definition: a commitment made by some party without direct involvement from the potential beneficiaries of that commitment

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

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 payer.
  • has party in role at least one occurrence of payee.

A valid occurrence may also have the following properties:

  • has any number of occurrences of line item.

Definition: a commitment obliging one party to make a payment to another party (e.g. to fund a loan, make payments, pay origination fees)

commitment to repay

Model-Generated Definition:

A kind of commitment to pay. A valid occurrence satisfies the following necessary conditions:

Definition: a commitment obliging the borrower to repay funds that have been loaned, in a manner pursuant to a loan contract

commitment to report

Model-Generated Definition:

A kind of commitment.

Definition: a commitment obliging a party to deliver a report

committed credit facility

Model-Generated Definition:

A kind of credit facility. A valid occurrence satisfies the following necessary condition:

Definition: A credit facility which has been formally agreed between a potential lender and a potential borrower.

committed credit facility tranche

Model-Generated Definition:

Definition: A tranche of a credit facility which has been formally agreed between a potential lender and a potential borrower.

commodities option

Model-Generated Definition:

A kind of commodity derivative contract and option contract on futures. A valid occurrence satisfies the following necessary condition:

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.

commodities option underlying

Model-Generated Definition:

Definition: The underlying on a Commodities Option, which is the corresponding Commodity Future contract on the same exchange.

commodities spot contract

Model-Generated Definition:

A kind of spot contract. A valid occurrence satisfies the following necessary condition:

Definition: The contract defined for or implied in a Commodities spot transaction.

commodities spot transaction

Model-Generated Definition:

A kind of spot transaction. A valid occurrence satisfies the following necessary condition:

Definition:

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

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.

commodity contract cash closeout

Model-Generated Definition:

A kind of cash closeout and commodity forward delivery. A valid occurrence satisfies the following necessary condition:

Definition:

commodity derivative contract

Model-Generated Definition:

A kind of derivative instrument. A valid occurrence satisfies the following necessary condition:

Definition:

commodity forward calculation agent

Model-Generated Definition:

Definition:

commodity forward contract

Model-Generated Definition:

A kind of commodity derivative contract and forward contract. A valid occurrence may have the following properties:

Definition: Definition needed.

commodity forward delivery

Model-Generated Definition:

Definition: The agreed forward delivery of a commodity or cash equivalent.

commodity forward transaction

Model-Generated Definition:

A kind of forward transaction. A valid occurrence satisfies the following necessary conditions:

Definition:

commodity future

Model-Generated Definition:

A kind of commodity derivative contract and future instrument. A valid occurrence may have the following properties:

  • lot size any number of occurrences of Number.

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.

commodity instrument

Model-Generated Definition:

Definition: a financial instrument representing an ownership interest in a commodity such as coal, oil, precious metal, livestock, an agricultural product, etc.

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:

Definition: Definition needed.

commodity o t c option transaction

Model-Generated Definition:

Definition:

commodity physical delivery

Model-Generated Definition:

A kind of commodity forward delivery. A valid occurrence satisfies the following necessary condition:

Definition: The physical delivery of some commodity at some agreed point in the future.

commodity return leg

Model-Generated Definition:

A kind of asset return stream. A valid occurrence satisfies the following necessary condition:

Definition: Return on the value of an underlying commodity.

commodity swap contract

Model-Generated Definition:

Definition: Definition needed.

commodity swap transaction

Model-Generated Definition:

A kind of return swap transaction. A valid occurrence satisfies the following necessary condition:

Definition:

commodity trading advisor

Model-Generated Definition:

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

commodity underlying

Model-Generated Definition:

A kind of underlier. A valid occurrence satisfies the following necessary condition:

Definition: The underlying of a Commodity Derivative, that is the commodity itself which underlies the contract.

commodity warrant

Model-Generated Definition:

A kind of warrant. A valid occurrence satisfies the following necessary conditions:

Definition: A derivative based on commodities contracts traded on exchanges.

commodity warrant exercise terms

Model-Generated Definition:

A kind of warrant exercise terms set. A valid occurrence satisfies the following necessary condition:

Definition: Terms setting out how a commodity warrant may be exercised, including the form which delivery takes.

common interest development corporation

Model-Generated Definition:

Definition: a not for profit corporation set up under specific state legislation as a business entity for homeowners' associations

common law

Model-Generated Definition:

A kind of body of law.

Definition: Law developed by judges through decisions of courts and similar tribunals rather than through legislative statutes or executive branch action.

common law jurisdiction

Model-Generated Definition:

A kind of jurisdiction. A valid occurrence may have the following properties:

Definition: a jurisdiction based on common law

common law system

Model-Generated Definition:

A kind of legal system. A valid occurrence satisfies the following necessary condition:

Definition: common law, also known as case law or precedent, is law developed by judges through decisions of courts and similar tribunals

common share in fund

Model-Generated Definition:

Definition: A share unit in a fund, which is classified as a Common Share class.

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.

company equity terms

Model-Generated Definition:

Definition: Terms setting out the equity in a company, including the various kinds of rights, the shares that embody those rights etc.

company incorporated by guarantee

Model-Generated Definition:

Definition:

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.

company owner

Model-Generated Definition:

Definition:

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.

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)

company warrant

Model-Generated Definition:

A kind of warrant. A valid occurrence satisfies the following necessary conditions:

Definition: Warrants which are issued by the issuer of the underlying.

company warrant exercise terms set

Model-Generated Definition:

A kind of warrant exercise terms set. A valid occurrence satisfies the following necessary condition:

  • delivery at least one occurrence of security.

Definition: Terms setting out how a company warrant or naked warrant may be exercised, including the form which delivery takes.

comparison

Model-Generated Definition:

A kind of mathematical quantity. A valid occurrence satisfies the following necessary condition:

Definition: A comparison among numerical parameters.

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.

compulsion capacity

Model-Generated Definition:

A kind of control.

Definition: The ability to compel the activities of a thing

conditional coupon type

Model-Generated Definition:

A kind of bond coupon structure type. A valid occurrence satisfies the following necessary condition:

Definition:

conditional obligation

Model-Generated Definition:

Definition:

conditional payout commitment

Model-Generated Definition:

Definition:

conditional right

Model-Generated Definition:

A kind of contingent right.

Definition:

conditions precedent

Model-Generated Definition:

A kind of contractual element. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Conditions precedent on some obligation. These are conditions which would alter the Obligation as it is otherwise stated.

conferred social construct

Model-Generated Definition:

A kind of social construct. A valid occurrence satisfies the following necessary conditions:

Definition: Some social construct that is conferred on some autonomous entity

consequence

Model-Generated Definition:

Definition:

constant (from package /Release/Foundations/Utilities/Analytics/constant)

Model-Generated Definition:

A kind of reference.

Definition: a symbol that represents a constant in a formula or expression

constant (from package /Informative/Foundations/Math/Math/constant)

Model-Generated Definition:

A kind of numerical parameter. A valid occurrence may have the following properties:

  • expressed numerically as any number of occurrences of Number.

Definition:

constituent

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: Something which makes up part of a collection, formalized in terms of its existence as a member of that collection.

constitution

Model-Generated Definition:

A valid occurrence may have the following properties:

  • governs any number of occurrences of law.

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.

constitutional contractual control

Model-Generated Definition:

A kind of constitutional de jure control and contractual control. A valid occurrence satisfies the following necessary condition:

Definition: Some control set out in some contract among the principals of an organization.

constitutional de jure control

Model-Generated Definition:

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.

constitutional law

Model-Generated Definition:

A kind of body of law.

Definition: The body of law which defines the relationship of different entities within a state, namely the executive, legislature and the judiciary. Further notes: (from Wikipedia): Constitutional laws may be considered second order rulemaking or rules about making rules to exercise power.

constitutional owner

Model-Generated Definition:

A kind of entity owner. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a party that holds an equity stake in some entity, in the form of stockholders' equity

constitutional right

Model-Generated Definition:

A kind of contingent right. A valid occurrence satisfies the following necessary condition:

Definition:

Construction

Model-Generated Definition:

Definition:

construction loan

Model-Generated Definition:

A kind of loan drawdown. A valid occurrence satisfies the following necessary condition:

Definition:

construction loan contract (please review)

Model-Generated Definition:

A kind of credit facility agreement. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • maximum allowed balance (please review) any number of occurrences of monetary amount.

Definition:

construction loan credit facility tranche (please review)

Model-Generated Definition:

A kind of committed credit facility tranche. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • maximum anticipated balance (please review) 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.

construction loan milestone terms set (please review)

Model-Generated Definition:

A kind of loan precedent conditions. A valid occurrence may have the following properties:

  • milestone maximum drawdown amount (please review) any number of occurrences of monetary amount.
  • milestone description (please review) any number of occurrences of Text.

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.

construction loan purpose

Model-Generated Definition:

A kind of loan purpose.

Definition:

construction loan snapshot

Model-Generated Definition:

A kind of loan snapshot or status (please review). A valid occurrence may have the following properties:

  • loan advance to date (please review) any number of occurrences of monetary amount.

Definition: Information at a point in time, specific to a Construction Loan.

construction type

Model-Generated Definition:

A kind of classifier.

Definition: a particular kind of construction

ConstructionType

Model-Generated Definition:

A kind of classifier.

Definition: A particular kind of construction

consumer

Model-Generated Definition:

A kind of person.

Definition: a person that is the ultimate user of a product or service

consumer credit equal treatment requirement (please review)

Model-Generated Definition:

A kind of consumer credit requirement (please review). A valid occurrence satisfies the following necessary condition:

Definition:

consumer credit protection law (please review)

Model-Generated Definition:

Definition:

consumer credit reference agency (please review)

Model-Generated Definition:

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.

consumer credit requirement (please review)

Model-Generated Definition:

A kind of regulatory requirement. A valid occurrence satisfies the following necessary conditions:

Definition: Requirement set out on the lender about how they must treat the appliction to a loan

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

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

consumer price index (from package /Release/Indices And Indicators/Economic Indicators/NorthAmericanIndicators/USEconomicIndicators/consumer price index)

Model-Generated Definition:

A kind of consumer price index and expression. A valid occurrence satisfies the following necessary conditions:

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

consumer price index (from package /Release/Indices And Indicators/Economic Indicators/EconomicIndicators/consumer price index)

Model-Generated Definition:

A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • excludes energy and food any number of values of yesOrNo.

Definition: an economic indicator representing a measure of the change over time in the prices of consumer goods and services that households consume

consumer protection agency (please review)

Model-Generated Definition:

A kind of regulatory agency. A valid occurrence satisfies the following necessary condition:

Definition: Some agency tasked with regulating consumer protection in some jurisdiction.

consumer protection law (please review)

Model-Generated Definition:

A kind of statute law.

Definition:

consumer right (please review)

Model-Generated Definition:

A kind of legal right.

Definition:

contact information

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

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

contact purpose

Model-Generated Definition:

A kind of classifier.

Definition: a virtual address for communication via phone

ContactInfo

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

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.

contingent leg

Model-Generated Definition:

A kind of swap leg. A valid occurrence satisfies the following necessary condition:

Definition:

contingent obligation

Model-Generated Definition:

A kind of claim. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: Some obligation set out by some contract or by law, mandated upon some party.

contingent right

Model-Generated Definition:

A kind of claim and right. A valid occurrence satisfies the following necessary conditions:

Definition: Some right conferred by some contract or by law.

contingent transaction commitment

Model-Generated Definition:

A kind of contractual economic commitment. A valid occurrence satisfies the following necessary condition:

  • dependent on at least one occurrence of event.

Definition: A commitment which is agreed in advance but which only comes into force on the occurrence of some pre-agreed event.

contingent transaction party

Model-Generated Definition:

Definition:

continuous physical stuff

Model-Generated Definition:

A kind of physical item.

Definition:

contract

Model-Generated Definition:

A kind of agreement. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a voluntary, deliberate, and legally binding agreement between two or more competent parties

contract clause

Model-Generated Definition:

A kind of contract part. A valid occurrence satisfies the following necessary condition:

Definition: A set of contractual terms, grouped according to subject, intent or the type of rights and / or obligations to which it refers.

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

contract document

Model-Generated Definition:

A kind of legal document. A valid occurrence may have the following properties:

Definition: a written document, whether physical or electronic, which sets out the formal terms and conditions of some written contract

contract for difference

Model-Generated Definition:

A kind of derivative instrument and otcinstrument. A valid occurrence satisfies the following necessary conditions:

  • confers control of at least one occurrence of asset.
  • has counterparty at least one occurrence of c f d holder.
  • has principal at least one occurrence of c f d issuer.

A valid occurrence may also have the following properties:

  • rolling frequency any number of occurrences of frequency.
  • expiry date at most one occurrence of date.
  • termination provision any number of occurrences of Text.

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.

contract guarantor

Model-Generated Definition:

A kind of contract third party and guarantor. A valid occurrence may have the following properties:

Definition: A Party which guarantees to underwrite some cash flow obligation on behalf of some other party.

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

contract part

Model-Generated Definition:

Definition: A formal part of a contract such as a clause or term.

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

contract party identification

Model-Generated Definition:

A kind of party identification. A valid occurrence satisfies the following necessary conditions:

Definition: The identification of parties to a contract. This is usually but not necessarily identified in the preamble to a contract.

contract preamble

Model-Generated Definition:

A kind of contract part. A valid occurrence satisfies the following necessary condition:

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.

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

contract principals identification

Model-Generated Definition:

A kind of contract party identification. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: The identification of the principals to a contract.

contract section

Model-Generated Definition:

A kind of contract part. A valid occurrence satisfies the following necessary condition:

Definition: A formally identified Section of a Contract, comtaining terms dealing with a specific type of subject matter.

contract structure facet

Model-Generated Definition:

Definition:

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

contract terms set

Model-Generated Definition:

A kind of commitment and contractual element. A valid occurrence may have the following properties:

Definition: the terms and conditions that set the rights and obligations of the contracting parties when a contract is awarded or entered into

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

contract third party identification

Model-Generated Definition:

A kind of contract party identification. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: The identification of any third parties referred to in a contract but not being signatories to that contract. This would for example be the identification of calculation agents in a derivatives contract.

contractual agreement

Model-Generated Definition:

A kind of mutual contractual agreement. A valid occurrence satisfies the following necessary conditions:

Definition: An agreement which is formalized by a contract between two parties to the agreement.

contractual beneficiary

Model-Generated Definition:

A kind of beneficiary and contract party.

Definition:

contractual capability

Model-Generated Definition:

A kind of legal capacity. A valid occurrence may have the following properties:

Definition: the capacity to enter into legally binding contracts

contractual commitment

Model-Generated Definition:

A kind of commitment and contractual element. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

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

contractual control

Model-Generated Definition:

A kind of controlling capacity. A valid occurrence satisfies the following necessary conditions:

Definition: Control vested in an entity by virtue of the terms in some contract between that entity and others.

contractual controlling party

Model-Generated Definition:

A kind of de jure controlling interest party. A valid occurrence satisfies the following necessary condition:

Definition: A party which exercises some control which is set out in some contract.

contractual date specification

Model-Generated Definition:

A kind of date specification.

Definition: The specification of a date in a contract.

contractual definition

Model-Generated Definition:

A kind of contractual element.

Definition: a contractual element that defines something in a contract or other legal instrument

contractual economic agreement

Model-Generated Definition:

A kind of contractual agreement and economic agreement. A valid occurrence satisfies the following necessary conditions:

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.

contractual economic commitment

Model-Generated Definition:

A kind of contractually conferred commitment and economic commitment. A valid occurrence satisfies the following necessary conditions:

Definition: Some Commitment, made as part of a transaction (economic) agreement, which has contractual standing.

contractual element

Model-Generated Definition:

Definition: any element of a contract

contractual obligation

Model-Generated Definition:

A kind of contingent obligation. A valid occurrence may have the following properties:

Definition:

contractual obligor

Model-Generated Definition:

A kind of contract party and obligor. A valid occurrence satisfies the following necessary condition:

Definition:

contractual option

Model-Generated Definition:

A kind of contractual right.

Definition: The option to take up some right at some future time, at the discretion of the party defined as the holder of this option in the contract.

contractual product

Model-Generated Definition:

A kind of product. A valid occurrence satisfies the following necessary conditions:

  • is template for at least one occurrence of contract.
  • realized as at least one occurrence of contract.

Definition:

contractual relationship

Model-Generated Definition:

Definition: A relationship in which two or more parties have some contractual obligations or extend some rights under a contract, to one another.

contractual restriction (from package /Release/Securities/Securities/SecuritiesRestrictions/contractual restriction)

Model-Generated Definition:

A kind of contractual commitment and securities restriction. A valid occurrence satisfies the following necessary condition:

  • contractually imposed by at least one occurrence of contract.

A valid occurrence may also have the following properties:

  • is mandated by any number of occurrences of contract.

Def