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actus-dictionary-applicability.json
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actus-dictionary-applicability.json
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{
"version": {
"Version": "1.4",
"Date": "2023-12-08"
},
"applicability": {
"...29": {
"contract": "...29",
"creatorID": "dbd with Francis under the new contractStructure",
"counterpartyID": "dbd with Francis under the new contractStructure",
"quantity": "Tbd with Francis",
"terminationDate": "The parent child relationship needs to be discussed",
"boundaryValue": "tbd is this a third attribute or the same as Boundary 1 Value? Also needs a new conditionality saying it has to be set in case where it exists.",
"boundaryDirection": "We do not see the attributes on the code level",
"boundaryEffect": "Is there for example no knockOutFirst leg? What is \"current\" leg.",
"boundaryMonitoringCycle": "This is a cycle not a period"
},
"...30": {
"contract": "...30",
"boundaryValue": "Group can be called boundary?"
},
"annuity": {
"contract": "annuity",
"calendar": "x",
"businessDayConvention": "x",
"endOfMonthConvention": "x",
"contractType": "NN",
"statusDate": "NN(,,1)",
"contractRole": "NN",
"creatorID": "NN(,,1)",
"contractID": "NN",
"marketObjectCode": "x",
"counterpartyID": "NN(,,2)",
"contractPerformance": "x(,,1)",
"seniority": "x(,,1)",
"nonPerformingDate": "x(,,1)",
"prepaymentPeriod": "x(8,1,1)",
"gracePeriod": "x(,,1)",
"delinquencyPeriod": "x(,,1)",
"delinquencyRate": "x(,,1)",
"cycleAnchorDateOfFee": "x(1,2, )",
"cycleOfFee": "x(1,2, )",
"feeBasis": "NN(1,1, )",
"feeRate": "x(1,0, )",
"feeAccrued": "x(1,1, )",
"cycleAnchorDateOfInterestPayment": "x(,,)",
"cycleOfInterestPayment": "x(,,)",
"nominalInterestRate": "NN",
"dayCountConvention": "NN",
"accruedInterest": "x",
"capitalizationEndDate": "x",
"cycleAnchorDateOfInterestCalculationBase": "x(3,4 ,)",
"cycleOfInterestCalculationBase": "x(3,4 ,)",
"interestCalculationBase": "x(3,0,)",
"interestCalculationBaseAmount": "NN(3,3 ,)",
"currency": "NN",
"amortizationDate": "x",
"contractDealDate": "NN(,,1)",
"initialExchangeDate": "NN",
"premiumDiscountAtIED": "x",
"maturityDate": "x",
"notionalPrincipal": "NN",
"cycleAnchorDateOfPrincipalRedemption": "x(4,2,)2",
"cycleOfPrincipalRedemption": "x(4,2,)2",
"nextPrincipalRedemptionPayment": "x",
"purchaseDate": "x(5,0,1)",
"priceAtPurchaseDate": "NN(5,1,1)",
"terminationDate": "x(6,0,1)",
"priceAtTerminationDate": "NN(6,1,1)",
"creditLineAmount": "x",
"marketObjectCodeOfScalingIndex": "NN(7,1,)",
"scalingIndexAtContractDealDate": "NN(7,1,)",
"notionalScalingMultiplier": "NN(7,1,)",
"interestScalingMultiplier": "NN(7,1,)",
"cycleAnchorDateOfScalingIndex": "x(7,2,)",
"cycleOfScalingIndex": "x(7,2,)",
"scalingEffect": "x(7,0,)",
"marketValueObserved": "x",
"optionExerciseEndDate": "x(8,1,)",
"cycleAnchorDateOfOptionality": "x(8,1,)",
"cycleOfOptionality": "x(8,1,)",
"penaltyType": "x(8,1,)",
"penaltyRate": "x(8,1,)",
"prepaymentEffect": "x(8,0,)",
"cycleAnchorDateOfRateReset": "x(9,0,)2",
"cycleOfRateReset": "x(9,0,)2",
"rateSpread": "NN(9,1,)",
"marketObjectCodeOfRateReset": "NN(9,1,)",
"lifeCap": "x(9,1,)",
"lifeFloor": "x(9,1,)",
"periodCap": "x(9,1,)",
"periodFloor": "x(9,1,)",
"fixingPeriod": "x(9,1,)",
"nextResetRate": "x(9,1,)",
"rateMultiplier": "x(9,1,)",
"settlementCurrency": "x"
},
"boundaryControlledSwitch": {
"contract": "boundaryControlledSwitch",
"calendar": "x",
"businessDayConvention": "x",
"endOfMonthConvention": "x",
"contractType": "NN",
"statusDate": "NN",
"contractRole": "NN",
"creatorID": "NN?",
"contractID": "NN",
"marketObjectCode": "x",
"contractStructure": "NN",
"counterpartyID": "NN?",
"contractPerformance": "This entire group is under discussion with respect to the new conractStructure",
"contractDealDate": "NN",
"maturityDate": "NN",
"quantity": "x?",
"purchaseDate": "NN",
"priceAtPurchaseDate": "NN",
"terminationDate": "x(1,0,1)",
"priceAtTerminationDate": "NN(1,1,1)",
"marketValueObserved": "x",
"settlementPeriod": "x",
"deliverySettlement": "x",
"boundaryValue": "NN",
"boundaryDirection": "NN",
"boundaryEffect": "NN",
"boundaryLegInitiallyActive": "NN",
"boundaryMonitoringAnchorDate": "NN",
"boundaryMonitoringEndDate": "NN",
"boundaryMonitoringCycle": "NN"
},
"callMoney": {
"contract": "callMoney",
"calendar": "x",
"businessDayConvention": "x",
"endOfMonthConvention": "x",
"contractType": "NN",
"statusDate": "NN(,,1)",
"contractRole": "NN",
"creatorID": "NN(,,1)",
"contractID": "NN",
"counterpartyID": "NN(,,2)",
"contractPerformance": "x(,,1)",
"seniority": "x(,,1)",
"nonPerformingDate": "x(,,1)",
"prepaymentPeriod": "x(,,1)",
"gracePeriod": "x(,,1)",
"delinquencyPeriod": "x(,,1)",
"delinquencyRate": "x(,,1)",
"cycleAnchorDateOfFee": "x(1,2, )",
"cycleOfFee": "x(1,2, )",
"feeBasis": "NN(1,1, )",
"feeRate": "x(1,0, )",
"feeAccrued": "x(1,1, )",
"cycleAnchorDateOfInterestPayment": "x",
"cycleOfInterestPayment": "x",
"nominalInterestRate": "NN",
"dayCountConvention": "NN",
"accruedInterest": "x",
"currency": "NN",
"contractDealDate": "NN(,,1)",
"initialExchangeDate": "NN",
"maturityDate": "x",
"notionalPrincipal": "NN",
"xDayNotice": "NN",
"cycleAnchorDateOfRateReset": "x(9,0,)",
"cycleOfRateReset": "x(9,0,)",
"rateSpread": "NN(9,1,)",
"marketObjectCodeOfRateReset": "NN(9,1,)",
"fixingPeriod": "x(9,1,)",
"nextResetRate": "x(9,1,)",
"rateMultiplier": "x(9,1,)",
"settlementCurrency": "x"
},
"capFloor": {
"contract": "capFloor",
"contractType": "NN",
"statusDate": "NN(,,1)",
"contractRole": "NN",
"creatorID": "NN(,,1)",
"contractID": "NN",
"marketObjectCode": "x",
"contractStructure": "NN",
"counterpartyID": "NN(,,1)",
"contractPerformance": "x(,,1)",
"seniority": "x(,,1)",
"nonPerformingDate": "x(,,1)",
"gracePeriod": "x(,,1)",
"delinquencyPeriod": "x(,,1)",
"delinquencyRate": "x(,,1)",
"currency": "NN*",
"contractDealDate": "NN(,,1)",
"purchaseDate": "x(5,0,1)",
"priceAtPurchaseDate": "NN(5,1,1)",
"terminationDate": "x(6,0,1)",
"priceAtTerminationDate": "NN(6,1,1)",
"marketValueObserved": "x",
"lifeCap": "x(7,2,)",
"lifeFloor": "x(7,2,)",
"settlementCurrency": "x"
},
"cash": {
"contract": "cash",
"contractType": "NN",
"statusDate": "NN",
"contractRole": "NN",
"creatorID": "NN",
"contractID": "NN",
"currency": "NN",
"notionalPrincipal": "NN"
},
"collateral": {
"contract": "collateral",
"calendar": "x",
"businessDayConvention": "x",
"endOfMonthConvention": "x",
"contractType": "NN",
"statusDate": "NN(,,1)",
"contractRole": "NN",
"creatorID": "NN(,,1)",
"contractID": "NN",
"contractStructure": "NN",
"counterpartyID": "NN(,,2)",
"guaranteedExposure": "NN",
"coverageOfCreditEnhancement": "x",
"creditEventTypeCovered": "x",
"contractDealDate": "NN",
"exerciseDate": "x(7,0,)",
"exerciseAmount": "NN(7,1,)\r\n",
"settlementPeriod": "x"
},
"commodity": {
"contract": "commodity",
"contractType": "NN",
"statusDate": "NN(,,1)",
"contractRole": "NN",
"creatorID": "NN(,,1)",
"contractID": "NN",
"marketObjectCode": "x",
"counterpartyID": "x",
"currency": "NN",
"contractDealDate": "NN(,,1)",
"quantity": "NN",
"unit": "NN",
"purchaseDate": "NN",
"priceAtPurchaseDate": "NN",
"terminationDate": "x(6,0,1)",
"priceAtTerminationDate": "NN(6,1,1)",
"marketValueObserved": "x"
},
"exoticLinearAmortizer": {
"contract": "exoticLinearAmortizer",
"calendar": "x",
"businessDayConvention": "x",
"endOfMonthConvention": "x",
"contractType": "NN",
"statusDate": "NN(,,1)",
"contractRole": "NN",
"creatorID": "NN(,,1)",
"contractID": "NN",
"marketObjectCode": "x",
"counterpartyID": "NN(,,2)",
"contractPerformance": "x(,,1)",
"seniority": "x(,,1)",
"nonPerformingDate": "x(,,1)",
"prepaymentPeriod": "x(8,1,1)",
"gracePeriod": "x(,,1)",
"delinquencyPeriod": "x(,,1)",
"delinquencyRate": "x(,,1)",
"cycleAnchorDateOfFee": "x(1,2, )",
"cycleOfFee": "x(1,2, )",
"feeBasis": "NN(1,1, )",
"feeRate": "x(1,0, )",
"feeAccrued": "x(1,1, )",
"arrayCycleAnchorDateOfInterestPayment": "x(2,0,)",
"arrayCycleOfInterestPayment": "x(2,0,)",
"nominalInterestRate": "NN",
"dayCountConvention": "NN",
"accruedInterest": "x",
"capitalizationEndDate": "x",
"cycleAnchorDateOfInterestCalculationBase": "x(3,4 ,)",
"cycleOfInterestCalculationBase": "x(3,4 ,)",
"interestCalculationBase": "x(3,0,)",
"interestCalculationBaseAmount": "NN(3,3 ,)",
"cyclePointOfInterestPayment": "x(2,1,)1",
"currency": "NN",
"contractDealDate": "NN(,,1)",
"initialExchangeDate": "NN",
"premiumDiscountAtIED": "x",
"maturityDate": "x",
"notionalPrincipal": "NN",
"arrayCycleAnchorDateOfPrincipalRedemption": "NN(4,0,)",
"arrayCycleOfPrincipalRedemption": "x(4,0,)",
"arrayNextPrincipalRedemptionPayment": "x(4,0,)",
"arrayIncreaseDecrease": "x(4,0,)",
"purchaseDate": "x(5,0,1)",
"priceAtPurchaseDate": "NN(5,1,1)",
"terminationDate": "x(6,0,1)",
"priceAtTerminationDate": "NN(6,1,1)",
"marketObjectCodeOfScalingIndex": "NN(7,1,)",
"scalingIndexAtContractDealDate": "NN(7,1,)",
"notionalScalingMultiplier": "NN(7,1,)",
"interestScalingMultiplier": "NN(7,1,)",
"cycleAnchorDateOfScalingIndex": "x(7,2,)",
"cycleOfScalingIndex": "x(7,2,)",
"scalingEffect": "x(7,0,)",
"marketValueObserved": "x",
"optionExerciseEndDate": "x(8,1,)",
"cycleAnchorDateOfOptionality": "x(8,1,)",
"cycleOfOptionality": "x(8,1,)",
"penaltyType": "x(8,1,)",
"penaltyRate": "x(8,1,)",
"prepaymentEffect": "x(8,0,)",
"arrayCycleAnchorDateOfRateReset": "x(9,0,)",
"arrayCycleOfRateReset": "x(9,1,)",
"arrayRate": "NN(9,1,)",
"arrayFixedVariable": "NN(9,1,)",
"marketObjectCodeOfRateReset": "NN(9,1,)",
"lifeCap": "x(9,1,)",
"lifeFloor": "x(9,1,)",
"periodCap": "x(9,1,)",
"periodFloor": "x(9,1,)",
"cyclePointOfRateReset": "x(9,1,)1",
"fixingPeriod": "x(9,1,)",
"nextResetRate": "x(9,1,)",
"rateMultiplier": "x(9,1,)",
"settlementCurrency": "x"
},
"foreignExchangeOutright": {
"contract": "foreignExchangeOutright",
"calendar": "x",
"businessDayConvention": "x",
"endOfMonthConvention": "x",
"contractType": "NN",
"statusDate": "NN(,,1)",
"contractRole": "NN",
"creatorID": "NN(,,1)",
"contractID": "NN",
"marketObjectCode": "x",
"counterpartyID": "NN(,,1)",
"contractPerformance": "x(,,1)",
"seniority": "x(,,1)",
"nonPerformingDate": "x(,,1)",
"gracePeriod": "x(,,1)",
"delinquencyPeriod": "x(,,1)",
"delinquencyRate": "x(,,1)",
"currency": "NN",
"currency2": "NN",
"contractDealDate": "NN(,,1)",
"maturityDate": "NN",
"notionalPrincipal": "NN",
"notionalPrincipal2": "NN",
"purchaseDate": "x(5,0,1)",
"priceAtPurchaseDate": "NN(5,1,1)",
"terminationDate": "x(6,0,1)",
"priceAtTerminationDate": "NN(6,1,1)",
"marketValueObserved": "x",
"exerciseDate": "x(7,0,)",
"exerciseAmount": "NN(7,1,)\r\n",
"settlementPeriod": "x",
"deliverySettlement": "x(,,1)",
"settlementCurrency": "x"
},
"future": {
"contract": "future",
"calendar": "x",
"businessDayConvention": "x",
"endOfMonthConvention": "x",
"contractType": "NN",
"statusDate": "NN(,,1)",
"contractRole": "NN",
"creatorID": "NN(,,1)",
"contractID": "NN",
"marketObjectCode": "x",
"contractStructure": "NN",
"counterpartyID": "NN(,,1)",
"contractPerformance": "x(,,1)",
"seniority": "x(,,1)",
"nonPerformingDate": "x(,,1)",
"gracePeriod": "x(,,1)",
"delinquencyPeriod": "x(,,1)",
"delinquencyRate": "x(,,1)",
"clearingHouse": "NN(1,1,)",
"initialMargin": "x(1,0,)",
"maintenanceMarginLowerBound": "x(1,1,)",
"maintenanceMarginUpperBound": "x(1,1,)",
"cycleAnchorDateOfMargining": "x(1,1,)",
"cycleOfMargining": "x(1,1,)",
"variationMargin": "x(1,1,)",
"currency": "NN",
"contractDealDate": "NN(,,1)",
"maturityDate": "NN",
"purchaseDate": "NN(,,2)",
"priceAtPurchaseDate": "NN(,,2)",
"terminationDate": "x(6,0,1)",
"priceAtTerminationDate": "NN(6,1,1)",
"marketValueObserved": "x",
"exerciseDate": "x(7,0,)",
"exerciseAmount": "NN(7,1,)\r\n",
"settlementPeriod": "x",
"deliverySettlement": "x(,,1)",
"futuresPrice": "NN",
"settlementCurrency": "x"
},
"guarantee": {
"contract": "guarantee",
"calendar": "x",
"businessDayConvention": "x",
"endOfMonthConvention": "x",
"contractType": "NN",
"statusDate": "NN(,,1)",
"contractRole": "NN",
"creatorID": "NN(,,1)",
"contractID": "NN",
"contractStructure": "NN",
"counterpartyID": "NN(,,2)",
"contractPerformance": "x",
"nonPerformingDate": "x",
"gracePeriod": "x",
"delinquencyPeriod": "x",
"delinquencyRate": "x",
"guaranteedExposure": "NN",
"coverageOfCreditEnhancement": "x",
"creditEventTypeCovered": "x",
"cycleAnchorDateOfFee": "x(1,2, )",
"cycleOfFee": "x(1,2, )",
"feeBasis": "NN(1,1, )",
"feeRate": "x(1,0, )",
"feeAccrued": "x(1,1, )",
"currency": "NN",
"contractDealDate": "NN",
"maturityDate": "x",
"notionalPrincipal": "x",
"purchaseDate": "x(5,0,1)",
"priceAtPurchaseDate": "NN(5,1,1)",
"terminationDate": "x(6,0,1)",
"priceAtTerminationDate": "NN(6,1,1)",
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