You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
func NewEquitySwapProduct makes use of EmptyEquitySwapMasterConfirmation2018(), which returns a null or empty object. We need to be able to support passing in a generic empty object into functions.
funcNewEquitySwapProduct: <"Function specification to create an Equity Swap according to the 2018 ISDA CDM Equity Confirmation Template, based on a minimum set of inputs which can (optionally) include a Master Confirmation Agreement. The inputs represent the minimum set of inputs required to create an Equity Swap, either based on an existing Master Confirmation Agreement or as a stand-alone Equity Swap">
inputs:
underlierEquity (1..1) <"The underlying Equity asset for the swap.">
masterConfirmationEquitySwapMasterConfirmation2018 (0..1) <"An (optional) pointer to the Master Confirmation Agreement, if any, that holds further inputs to the Equity Swap">
output:
productProduct (1..1)
post-condition: <"Equity and interest rate payouts must be set-up according to their corresponding payout specifications, and other payout types must be absent.">
ifmasterConfirmationexiststhenproduct -> contractualProduct -> economicTerms -> payout -> equityPayout = NewSingleNameEquityPayout( underlier, masterConfirmation ) andproduct -> contractualProduct -> economicTerms -> payout -> interestRatePayout = NewFloatingPayout( masterConfirmation )
elseproduct -> contractualProduct -> economicTerms -> payout -> equityPayout = NewSingleNameEquityPayout( underlier, EmptyEquitySwapMasterConfirmation2018() );
product -> contractualProduct -> economicTerms -> payout -> cashflowisabsent;
product -> contractualProduct -> economicTerms -> payout -> creditDefaultPayoutisabsent;
product -> contractualProduct -> economicTerms -> payout -> forwardPayoutisabsent;
product -> contractualProduct -> economicTerms -> payout -> optionPayoutisabsent;
post-condition: <"Non-contractual product types must be absent.">
product -> foreignExchangeisabsent;
product -> indexisabsent;
product -> loanisabsent;
product -> securityisabsent;
The resulting syntax will be easier to read and will be more usable as it avoid the need to create function to produce empty objects.
func NewEquitySwapProduct
makes use ofEmptyEquitySwapMasterConfirmation2018()
, which returns anull
orempty
object. We need to be able to support passing in a genericempty
object into functions.The resulting syntax will be easier to read and will be more usable as it avoid the need to create function to produce empty objects.
The text was updated successfully, but these errors were encountered: