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actus-dictionary-applicability.json
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actus-dictionary-applicability.json
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{
"version": {
"Version": "1.2",
"Edition": "0",
"Date": "2020-06-03"
},
"applicability": {
"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": "x",
"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,)",
"scalingIndexAtStatusDate": "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,)",
"marketObjectCodeRateReset": "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",
"issueDate": "NN",
"collateralCurrency": "x(10,1,)",
"coverageOfCollateral": "x(10,0,)",
"marketObjectCodeOfCollateral": "x(10,1,)"
},
"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,)",
"marketObjectCodeRateReset": "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",
"collateralCurrency": "x(10,1,)",
"coverageOfCollateral": "x(10,0,)",
"marketObjectCodeOfCollateral": "x(10,1,)"
},
"cash": {
"contract": "cash",
"contractType": "NN",
"statusDate": "NN",
"contractRole": "NN",
"creatorID": "NN",
"contractID": "NN",
"currency": "NN",
"notionalPrincipal": "NN"
},
"certificate": {
"contract": "certificate",
"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)",
"nonPerformingDate": "x(,,1)",
"gracePeriod": "x(,,1)",
"delinquencyPeriod": "x(,,1)",
"delinquencyRate": "x(,,1)",
"dayCountConvention": "NN",
"currency": "NN",
"contractDealDate": "NN(,,1)",
"initialExchangeDate": "x",
"maturityDate": "x",
"quantity": "NN",
"fixingPeriod": "x",
"exerciseAmount": "x",
"settlementPeriod": "x",
"settlementCurrency": "x",
"issueDate": "NN",
"nominalPrice": "NN",
"issuePrice": "NN",
"denominationRatio": "x",
"redemptionRecordPeriod": "x",
"redemptionPaymentPeriod": "x",
"redemptionExDate": "x",
"redemptionPaymentDate": "x",
"redemptionPrice": "NN(7,1,)",
"cycleAnchorDateOfRedemption": "x",
"cycleOfRedemption": "x",
"cycleAnchorDateOfTermination": "x",
"cycleOfTermination": "x",
"exerciseQuantity": "x",
"exerciseQuantityOrdered": "x",
"marginFactor": "x",
"adjustmentFactor": "x",
"cycleAnchorDateOfCoupon": "x(1,0,)",
"cycleOfCoupon": "x(1,0,)",
"couponType": "NN(1,1,)",
"couponRate": "NN(1,1,)",
"couponAmountFixed": "x(1,0,)",
"lastCouponFixingDate": "x(1,0,)",
"collateralCurrency": "x(10,1,)",
"coverageOfCollateral": "x(10,0,)",
"marketObjectCodeOfCollateral": "x(10,1,)"
},
"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,)\n",
"settlementPeriod": "x"
},
"collateralizedLendingAgreement": {
"contract": "collateralizedLendingAgreement",
"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)",
"nonPerformingDate": "x(,,1)",
"gracePeriod": "x(,,1)",
"delinquencyPeriod": "x(,,1)",
"delinquencyRate": "x(,,1)",
"cycleAnchorDateOfInterestPayment": "x",
"cycleOfInterestPayment": "x",
"nominalInterestRate": "NN",
"dayCountConvention": "NN",
"accruedInterest": "x",
"capitalizationEndDate": "x",
"currency": "NN",
"contractDealDate": "NN(,,1)",
"initialExchangeDate": "x",
"premiumDiscountAtIED": "x",
"maturityDate": "x",
"notionalPrincipal": "NN",
"settlementCurrency": "x",
"issueDate": "NN",
"collateralCurrency": "x(10,1,)",
"coverageOfCollateral": "x(10,0,)",
"marketObjectCodeOfCollateral": "x(10,1,)"
},
"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": "x",
"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,)",
"scalingIndexAtStatusDate": "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,)",
"marketObjectCodeRateReset": "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",
"issueDate": "NN",
"collateralCurrency": "x(10,1,)",
"coverageOfCollateral": "x(10,0,)",
"marketObjectCodeOfCollateral": "x(10,1,)"
},
"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,)\n",
"settlementPeriod": "x",
"deliverySettlement": "x(,,1)",
"settlementCurrency": "x",
"collateralCurrency": "x(10,1,)",
"coverageOfCollateral": "x(10,0,)",
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