Module securities 

Debt-security reference vocabulary (FpML coding schemes).

CouponType mirrors the FpML couponType coding scheme and Seniority mirrors creditSeniority. Like the other statics enums, the names follow FpML and each variant reports its canonical scheme value via code().

Structs

BondQuote

A tagged bond quote: a numeric value plus what it means (BondMeasure) and its scale (QuoteUnits). A bare number is ambiguous; the measure drives the pricing dispatch and the units normalise the value before it.

BondStatic

The quote-less FpML reference definition of a fixed-coupon debt security.

Callability

One entry in an embedded-option schedule: the right (kind) to redeem on date at price. Pure reference data — no curve, market, or model dependency (a CallPrice::MakeWhole entry references a benchmark but resolves it only at pricing time). Only European/Bermudan exercise is modelled (one entry per exercisable date); American (continuous) exercise is out of scope.

ExDivRule

When a bond trades ex-dividend: each coupon’s ex-div date is the coupon date stepped back days (business or calendar) — settlement strictly past it forgoes that coupon and accrues negatively (UK DMO boundary semantics: settlement on the ex-div date is still cum-dividend).

FloatingBondStatic

The quote-less FpML reference definition of a floating-rate note (FRN).

Enums

BondMeasure

What a bond quote value means — a curated subset of the FpML asset-measure coding scheme (measureType in QuotationCharacteristics). The measure is the dispatch key for pricing: it selects which path consumes the quote value.

CallPrice

The price at which an embedded option redeems, per 100 face. Clean excludes accrued interest (the common quoting form, e.g. a 101 call); Dirty includes it. MakeWhole is a price function of a benchmark + spread, resolvable only against a curve: it is reference data here, excluded from the curve-free yield analytics and non-exercisable in pricing until model support lands.

CallabilityType

Whether an embedded option is exercisable by the issuer (a call) or the holder (a put). The redemption right an entry in a Callability schedule confers.

CouponType

The coupon type of a debt security (FpML couponType coding scheme).

ExDivDayType

The day basis an ex-dividend lag counts in.

PriceBasis

Whether a bond price is quoted excluding or including accrued interest.

QuoteUnits

The units a quote value is expressed in — a subset of the FpML price-quote-units coding scheme. The crate’s bond prices are per 100 face, so QuoteUnits::PercentOfPar is the canonical price unit.

Seniority

The repayment seniority of a debt security (FpML creditSeniority coding scheme). A subset of the scheme sufficient for the bond family and for the tiers a CDS references. Ordered by declaration, so a market keyed by a credit identity enumerates an issuer’s tiers in one fixed order.

YieldConvention

The street convention a market’s quoted yield compounds in, carried as data rather than hard-coded per market. It selects the compounding basis street yields quote at (periods per year under periodic compounding); accrual time stays the bond’s own day-count. YieldConvention::Default is the bond’s own payment frequency, so a bond carrying no explicit convention quotes as it always has.