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▸CDM6.0.0
InterestRatePayout
Product
TradeState
WorkflowStep
LegalAgreement
Observable
PrimitiveInstruction
▸ISO 20022SR2023
▸FpML5.12
InterestRatePayoutCDMv6.0.0
cdm.product.asset
Represents the cashflow terms of an interest rate product. Captures fixed and floating rate specifications, day count fractions, payment schedules, and notional step structures. This is the primary building block for interest rate swaps, caps, floors, and swaptions within the CDM product model.
| Field | Type | Cardinality | Description |
|---|---|---|---|
| payerReceiver | PayerReceiver | 1..1 | Identifies the payer and receiver of the cashflows |
| priceQuantity | ResolvablePriceQuantity | 0..1 | Specifies the notional amount and price |
| rateSpecification | RateSpecification | 1..1 | Fixed or floating rate specification |
| dayCountFraction | DayCountFractionEnum | 1..1 | Day count convention (e.g. ACT/360) |
| calculationPeriodDates | CalculationPeriodDates | 1..1 | Calculation period date schedule |
| paymentDates | PaymentDates | 1..1 | Payment date schedule and offsets |
| resetDates | ResetDates | 0..1 | Reset date schedule for floating legs |
| stubPeriod | StubPeriod | 0..1 | Stub period specification (initial/final) |
| compoundingMethod | CompoundingMethodEnum | 0..1 | Compounding method if applicable |
InterestRatePayout — CDM Previewcdm
| 1 | type InterestRatePayout extends PayoutBase: |
| 2 | [metadata key] |
| 3 | payerReceiver PayerReceiver (1..1) |
| 4 | priceQuantity ResolvablePriceQuantity (0..1) |
| 5 | rateSpecification RateSpecification (1..1) |
| 6 | dayCountFraction DayCountFractionEnum (1..1) |
| 7 | calculationPeriodDates CalculationPeriodDates (1..1) |
| 8 | paymentDates PaymentDates (1..1) |
| 9 | resetDates ResetDates (0..1) |
| 10 | stubPeriod StubPeriod (0..1) |
| 11 | compoundingMethod CompoundingMethodEnum (0..1) |