Data Types

data Asset

Describes the attributes of an Asset swap.


Field Type Description
instrument InstrumentKey The instrument’s key.
description Text The description of the swap.
referenceAssetId Text The reference asset ID. For example, in case of "AAPL total return vs 2.5% fix" this should be a valid reference to the AAPL fixings to be used for the total return calculation (dividend-adjusted fixings).
ownerReceivesFix Bool Indicate whether a holding owner of this instrument receives the fix or the asset leg of the swap.
fixRate Decimal The interest rate of the fix leg. For example, in case of "AAPL total return vs 2.5% fix" this should be 0.025.
periodicSchedule PeriodicSchedule The schedule for the periodic swap payments.
holidayCalendarIds [Text] The identifiers of the holiday calendars to be used for the swap payment 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 swap. For example, if the swap pays in USD this should be a USD cash instrument.
lastEventTimestamp Time (Market) time of the last recorded lifecycle event. If no event has occurred yet, the time of creation should be used.

instance Eq Asset

instance Show Asset