R  CreditDerivatives

The Credit derivative contract (traded on trading venues and OTC) data elements capturing all CR Trade Position data related fields.


«record»CreditDerivativesSeniority : enum< .. >ReferenceEntity : union< .. >FrequencyOfPayment : enum< .. >TheCalculationBasis : string( "/(\d+|Actual)\/(\d+)/u" )?Series : int( 0, 5 )?Version : int( 0, 5 )?IndexFactor : decimal( 100, 9 )?Tranche :TrancheType?AttachmentPoint : decimal( 10, 1 )?DetachmentPoint : decimal( 10, 1 )?«trait»PositionBase

Includes:

  •  T  PositionBase

  • Annotations:

     A  CII
     A  Classification(Value=ALFABank.DataGov.DataClassification.Internal)
     A  ModelOwner(Value="TradeDataGrp")
     A  Consumers(Value=[ "RiskDataSys" ])
     A  Producers(Value=[ "TradingSys" ])
     A  Retention(Live="5Y", DestructionAge="7Y", Archived="2Y")