Module security 

Products on a security: a bondOption, a term repo, and a European equityOption.

A bond comes from the caller’s security master, never from the terms a document restates: the bond’s instrumentIds are looked up in turn, and a stated coupon or maturity that disagrees with the master’s is refused. The corpus states a coupon as a decimal (0.014) or in percent (7.875); either agrees with a master coupon it equals in its own unit.

Functions

bond 🔒

The master’s bond for a bond element, its restated terms checked.

built 🔒

product_bond 🔒

The product’s bond, followed from assetReference where the product points at it.

product_read 🔒

read_bond_option 🔒

Reads a bondOption: a European option on the master’s bond at the stated strike price, its quantity the stated notional over the bond’s face, its premium a fee.

read_equity_option 🔒

Reads a European equityOption on one share or index: the option on the stated number of options times the entitlement, sold where we sell, its premium a fee.

read_repo 🔒

Reads a term repo on the master’s bond: the cash the near leg states, at the stated fixed rate or a compounded overnight rate, with the reporting party lending cash where it buys the collateral.

read_return_swap 🔒

Reads a returnSwap on equities: the total return on its shares against its interest leg’s funding.

unsupported 🔒

with_premiums 🔒