OBJECT

CDS

link GraphQL Schema definition

  • type CDS implements TRADABLE, QUOTABLE, ASSET {
  • featureModificationInfos: [FEATUREMODIFICATIONINFO]
  • # Classifies the category of the investment according to Valitas.
  • valitasAnlagekategorie: CUSTOMENUMLITERAL
  • deletedAt: DateTime
  • # The boolean defines if the CDS is a basket CDS or single CDS.
  • basketCDS: Boolean
  • # Date on which the first coupon payment is due.
  • firstCouponDate: LocalDate
  • # Value the investor receives at maturity.
  • notional: Value
  • assetClassLiteral: AssetClass
  • # Additional information about the security (e.g. preferred, warrants, etc.).
  • # Absence of this field indicates common.
  • symbolSuffix: CUSTOMENUMLITERAL
  • # Indicates how often coupons are being paid.
  • couponFrequency: CUSTOMENUMLITERAL
  • # The agreed currency which will be paid in case the CDS become due.
  • settlementCurrency: CURRENCY
  • # The upfront fee in percent, buy protection.
  • upfrontBuy: TIMESERIESPERCENTVALUE
  • createdAt: DateTime
  • uuid: UUID
  • # Recovery rate is the extent to which principal and accrued interest on defaulted
  • # debt can be recovered, expressed as a percentage of face value.
  • recoveryRate: Value
  • # The upfront fee in percent, sell protection.
  • upfrontSell: TIMESERIESPERCENTVALUE
  • # Defines the Globalance Footprint Score
  • globalanceFootprintScore: Value
  • updateUser: SUBJECT
  • # The multiplier of the protection amount.
  • factor: Value
  • manuallyUpdatedAt: DateTime
  • # Date on which the principal of a security is due.
  • maturity: LocalDate
  • name: String
  • # The entity status describes in which state the asset is
  • entityStatus: CUSTOMENUMLITERAL
  • # The area of focus of the CDS.
  • geographicFocus: TERRITORY
  • id: Long
  • # The agreed credit event(s) that enforces the payment agreement(s).
  • #
  • # Arguments
  • # orderBy: [Not documented]
  • # includeDeleted: [Not documented]
  • creditEvent(orderBy: [OrderBy], includeDeleted: Boolean): [CUSTOMENUMLITERAL]
  • # Counterpart of the CDS.
  • counterpart: COUNTERPART
  • # Arguments
  • # orderBy: [Not documented]
  • # includeDeleted: [Not documented]
  • corporateActions(orderBy: [OrderBy], includeDeleted: Boolean): [CORPORATEACTION]
  • businessHolidayFixing: CUSTOMENUMLITERAL
  • # Date on which the next coupon payment is due.
  • nextCouponDate: LocalDate
  • # Defines the corporate which should be hedged against the agreed credit events.
  • underlyingCorporate: CORPORATE
  • deletedBy: SUBJECT
  • tradedOnEeaVenue: Boolean
  • # Amount of time to maturity for the security in years.
  • tenor: String
  • # The lower end of the CDS tranche expressed as a fraction, e.g. 0.03.
  • attachmentPoint: Value
  • # The upper end of the CDS tranche expressed as a fraction, e.g. 0.07.
  • detachmentPoint: Value
  • symbols: [SYMBOL]
  • verifyUser: SUBJECT
  • creationUser: SUBJECT
  • # Accrued interest up to the transaction day as percent value.
  • accruedInterest: TIMESERIESPERCENTVALUE
  • # The asset tree types as classified by the CRE
  • #
  • # Arguments
  • # orderBy: [Not documented]
  • # includeDeleted: [Not documented]
  • assetTreeTypes(orderBy: [OrderBy], includeDeleted: Boolean): CUSTOMENUMLITERALListComputationResult
  • # The currency of the CDS contract.
  • currency: CURRENCY
  • # Indicates with which apporach the interest is being calculated.
  • dayCountConvention: CUSTOMENUMLITERAL
  • # Arguments
  • # orderBy: [Not documented]
  • # includeDeleted: [Not documented]
  • assetAtMarketplaces(
  • orderBy: [OrderBy],
  • includeDeleted: Boolean
  • ): [ASSETATMARKETPLACE]
  • # The settled period of the first coupon payment.
  • firstCouponPeriodType: CUSTOMENUMLITERAL
  • # Classifies the category of the investment according to Baumann.
  • baumannAnlagekategorie: CUSTOMENUMLITERAL
  • domainClass: DOMAINCLASS
  • # Asset is eligible for MiFID II Transaction Reporting
  • transactionReporting: Boolean
  • updatedAt: DateTime
  • manuallyUpdateUser: SUBJECT
  • # The coupon amount basis points (bp).
  • coupon: Value
  • # Defines the asset which should be hedged against the agreed credit events.
  • underlyingAsset: ASSET
  • verifiedAt: DateTime
  • # Classifies the category of the investment according to BVV2.
  • bvv2Anlagekategorie: CUSTOMENUMLITERAL
  • # Accrued interest up to the transaction day as money value.
  • accruedAmount: TIMESERIESMONEYVALUE
  • # Arguments
  • # type: The type of the symbol to retrieve.
  • symbol(type: String!): SYMBOL
  • # The primary symbol (symbol type with the highest priority)
  • primarySymbol: SYMBOL
  • # Arguments
  • # currency: The currency of the quote unit reference asset at
  • # marketplace.
  • reference(currency: String!): ASSETATMARKETPLACE
  • version: Long
  • }

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