Namespace : ALFABank.Trade.Position

All systems across the enterprise will use data as defined in this model to produce and consume data, allowing re-use of collected data across the enterprise.Canonical ALFA representation of Trade Positions depicting one authorative source of data elements across enterprise's multiple source systems.

«record»Equity«record»Position«record»InterestRatesFixedRateofLeg1FixedRateofLeg2FixedRateDayCountLeg1FixedRateDayCountLeg2FixedRatePaymentFrequencyLeg1TimePeriod...(17 more fields)«record»OptionOptionTypeOptionExerciseStyleStrikePriceStrikePriceNotationMaturityDateOfTheUnderlying«record»CommoditiesCommodityBaseCommodityDetailsDeliveryPointOrZoneInterconnectionPointLoadType...(1 more fields)«record»FXDeliveryCurrency2ExchangeRate1ForwardExchangeRateExchangeRateBasis«record»CreditDerivativesSeniorityReferenceEntityFrequencyOfPaymentTheCalculationBasisSeries...(5 more fields)«record»CommodityDeliveryLoadDeliveryIntervalsDeliveryStartDateAndTimeDeliveryEndDateAndTimeDurationDaysOfTheWeek...(3 more fields)«trait»PositionBaseActionTypeTradeIDComplexTradeComponentIDPortfolioIDBookID...(54 more fields)
Name Summary
 Em  AssetClassTypeEach reported contract shall be classified according to the asset class it is based on
 Em  CollateralPortfolioFlagWhether the collateralisation was performed on a portfolio basis.
 Em  CollateralisationTypeIndicate whether a collateral agreement between the counterparties exists.
 Em  CommodityBaseTypeIndicates the type of commodity underlying the contract
 Em  CommodityDetailsTypeDetails of the particular commodity beyond field Commodity base ...
 Em  ContractTypeTypeEach reported contract shall be classified according to its type
 Em  CounterpartyIdTypeType of the code used to identify the other Counterparty
 Em  NatureOfBookingCptyTypeIndicate if the booking counterparty is a CCP, a financial, non-financial counterparty or other type of counterparty in accordance ...
 Em  PositionActionTypeDefines status of the Position
 Em  PriceNotationTypeThe manner in which the price is expressed
 Em  ProductIdTypeThe type of relevant product identificationSpecify the applicable identification:
 Em  TrancheTypeWhether a derivative contract is tranched.
 Em  UnderlyingIdTypeThe type of relevant underlying identifier
 R  CommoditiesThe Commodities and emission allowances derivative contract (traded on trading venues and OTC) data elements capturing all CO Trade Position data related fields.
 R  CommodityDeliveryThis record is used for Commodity derivative contract (traded on trading venues and OTC) delivery data elements.
 R  CreditDerivativesThe Credit derivative contract (traded on trading venues and OTC) data elements capturing all CR Trade Position data related fields.
 R  EquityThe Equity derivative contract (traded on trading venues and OTC) data elements capturing all EQ Trade Position data related fields.
 R  FXThe FX derivative contract (traded on trading venues and OTC) data elements capturing all FX Trade Position data related fields.
 R  InterestRatesThe Interest Rates derivative contract (traded on trading venues and OTC) data elements capturing all IR Trade Position data related fields.
 R  OptionThe Option derivative contract (traded on trading venues and OTC) data elements capturing all OP Trade Position data related fields.
 R  PositionThis record definition is used for testing the PositionBase trait and its validations
 T  PositionBaseThe base type for Trade Position capturing all common Trade Position data related fields. ...