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actus-dictionary-event.json
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actus-dictionary-event.json
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{
"version": {
"Version": "1.4",
"Date": "2023-12-08"
},
"event": {
"contractID": {
"identifier": "contractID",
"name": "Contract ID",
"acronym": "CID",
"description": "The Contract ID of the contract which created the event.",
"type": "Varchar",
"allowedValues": []
},
"currency": {
"identifier": "currency",
"name": "Currency",
"acronym": "CUR",
"description": "The currency in which the event payoff is scheduled",
"type": "Varchar",
"allowedValues": [
"ISO4217"
]
},
"eventTime": {
"identifier": "eventTime",
"name": "Event Time",
"acronym": "TEV",
"description": "The timestamp of the event",
"type": "Timestamp",
"allowedValues": [
"ISO8601 Datetime"
]
},
"eventType": {
"identifier": "eventType",
"name": "Event Type",
"acronym": "EVT",
"description": "The type of the event. Different types have their own business logic in terms of payoff and state transition functions",
"type": "Enum",
"allowedValues": [
{
"option": "0",
"identifier": "monitoring",
"name": "Monitoring",
"acronym": "AD",
"description": "Monitoring of contract. Evaluates all contract states",
"sequence": "22\r"
},
{
"option": "1",
"identifier": "initialExchange",
"name": "Initial Exchange",
"acronym": "IED",
"description": "Scheduled date of initial exchange of e.g. principal value in fixed income products",
"sequence": "1\r"
},
{
"option": "2",
"identifier": "feePayment",
"name": "Fee Payment",
"acronym": "FP",
"description": "Scheduled fee payments",
"sequence": "2\r"
},
{
"option": "3",
"identifier": "principalRedemption",
"name": "Principal Redemption",
"acronym": "PR",
"description": "Scheduled principal redemption payment",
"sequence": "3\r"
},
{
"option": "4",
"identifier": "principalDrawing",
"name": "Principal Drawing",
"acronym": "PD",
"description": "Drawing of principal amount e.g. in a credit line",
"sequence": "4\r"
},
{
"option": "5",
"identifier": "principalPaymentAmountFixing",
"name": "Principal Payment Amount Fixing",
"acronym": "PRF",
"description": "Scheduled fixing of principal payment amount",
"sequence": "5\r"
},
{
"option": "6",
"identifier": "penalytPayment",
"name": "Penalty Payment",
"acronym": "PY",
"description": "Scheduled payment of a penalty",
"sequence": "6\r"
},
{
"option": "7",
"identifier": "principalPrepayment",
"name": "Principal Prepayment",
"acronym": "PP",
"description": "Unscheduled early repayment of principal",
"sequence": "7\r"
},
{
"option": "8",
"identifier": "interestPayment",
"name": "Interest Payment",
"acronym": "IP",
"description": "Scheduled interest payment",
"sequence": "8\r"
},
{
"option": "9",
"identifier": "interestCapitalization",
"name": "Interest Capitalization",
"acronym": "IPCI",
"description": "Scheduled capitalization of accrued interest",
"sequence": "9\r"
},
{
"option": "10",
"identifier": "creditEvent",
"name": "Credit Event",
"acronym": "CE",
"description": "Credit event of counterparty to a contract",
"sequence": "10\r"
},
{
"option": "11",
"identifier": "rateResetFixed",
"name": "Rate Reset Fixing with Known Rate",
"acronym": "RRF",
"description": "Scheduled fixing of variable rate with known new rate",
"sequence": "11 \r"
},
{
"option": "12",
"identifier": "rateResetVariable",
"name": "Rate Reset Fixing with Unknown Rate",
"acronym": "RR",
"description": "Scheduled fixing of variable rate with unknown new rate",
"sequence": "12\r"
},
{
"option": "13",
"identifier": "dividendPayment",
"name": "Dividend Payment",
"acronym": "DV",
"description": "Payment of dividends",
"sequence": "13\r"
},
{
"option": "14",
"identifier": "purchase",
"name": "Purchase",
"acronym": "PRD",
"description": "Purchase of a contract",
"sequence": "14\r"
},
{
"option": "15",
"identifier": "marginCall",
"name": "Margin Call",
"acronym": "MR",
"description": "Scheduled margin call",
"sequence": "15\r"
},
{
"option": "16",
"identifier": "termination",
"name": "Termination",
"acronym": "TD",
"description": "Termination of a contract",
"sequence": "16\r"
},
{
"option": "17",
"identifier": "scalingIndexFixing",
"name": "Scaling Index Fixing",
"acronym": "SC",
"description": "Scheduled fixing of a scaling index",
"sequence": "17\r"
},
{
"option": "18",
"identifier": "interestCalculationBaseFixing",
"name": "Interest Calculation Base Fixing",
"acronym": "IPCB",
"description": "Scheduled fixing of the interest calculation base",
"sequence": "18\r"
},
{
"option": "19",
"identifier": "maturity",
"name": "Maturity",
"acronym": "MD",
"description": "Maturity of a contract",
"sequence": "19\r"
},
{
"option": "20",
"identifier": "exercise",
"name": "Exercise",
"acronym": "XD",
"description": "Exercise of a contractual feature such as an optionality",
"sequence": "20\r"
},
{
"option": "21",
"identifier": "settlement",
"name": "Settlement",
"acronym": "STD",
"description": "Settlement of an exercised contractual claim",
"sequence": "21\r"
},
{
"option": "22",
"identifier": "boundaryMonitor",
"name": "Boundary Monitor",
"acronym": "BDM",
"description": "Compare asset price with boundary value",
"sequence": "22 \r"
},
{
"option": "23",
"identifier": "boundary",
"name": "Boundary",
"acronym": "BDC",
"description": "Underlying asset price crossed boundary",
"sequence": "sequence 23"
}
]
},
"payoff": {
"identifier": "payoff",
"name": "Payoff",
"acronym": "PYO",
"description": "The event payoff (if any). Is zero if no payoff needs be settled for the event",
"type": "Real",
"allowedValues": []
},
"scheduleTime": {
"identifier": "scheduleTime",
"name": "Schedule Time",
"acronym": "TSC",
"description": "The scheduled timestamp for updating event payoff and post-event state",
"type": "Timestamp",
"allowedValues": [
"ISO8601 Datetime"
]
},
"state": {
"identifier": "state",
"name": "State",
"acronym": "EVS",
"description": "The post-event state. Results from applying the event’s state transition function to the pre-event state",
"type": "State",
"allowedValues": []
}
}
}