Daml.Finance.Interface.Instrument.StructuredProduct.V1.AutoCallable.Types¶
Data Types¶
data AutoCallable
Describes the attributes of an AutoCallable instrument that pays a conditional coupon.
Field Type Description instrument InstrumentKey The instrument’s key. description Text The description of the option. referenceAssetId Text The reference asset ID. For example, in case of an AAPL underlying this should be a valid reference to the AAPL fixings to be used for the payoff calculation. putStrike Decimal The strike of the put (as a percentage of the underlying closing price on the first observation date). couponBarrier Decimal The coupon barrier (as a percentage of the underlying closing price on the first observation date). callBarrier Decimal The barrier used to automatically call the instrument (as a percentage of the underlying closing price on the first observation date). finalBarrier Decimal The barrier used to determine the final redemption amount (as a percentage of the underlying closing price on the first observation date). couponRate Decimal The fixed coupon rate, either per annum or per coupon period (depending on the dayCountConvention below). observationSchedule PeriodicSchedule The schedule for the observation dates. These are used to observe the barrier, determine whether the instrument is automatically called and to determine the final redemption amount. periodicSchedule PeriodicSchedule The schedule for the periodic coupon payments. holidayCalendarIds [Text] The identifiers of the holiday calendars to be used for the coupon schedule. calendarDataProvider Party The reference data provider to use for the holiday calendar. dayCountConvention DayCountConventionEnum The day count convention used to calculate day count fractions. For example: Act360. currency InstrumentKey The currency of the product. For example, if the product pays in USD this should be a USD cash instrument. notional Decimal The notional of the product. This is the face value corresponding to one unit of the product. For example, if one product unit corresponds to 1000 USD, this should be 1000.0. lastEventTimestamp Time (Market) time of the last recorded lifecycle event. If no event has occurred yet, the time of creation should be used. prevEvents [EventData] A list of previous events that have been lifecycled on this instrument so far. instance Eq AutoCallable
instance Show AutoCallable