demo-alfa-with-fire-json-model
fire.model.derivative_cash_flow
A derivative cash flow where two parties exchange cash flows (or assets) derived from an underlying reference index, security or financial instrument.
Local Fields
| Name | Datatype | Description |
|---|---|---|
| date | datetime | The observation or value date for the data in this object. Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601. |
| mtm_clean | int ? | The mark-to-market value of the derivative cash flow excluding interest/premium/coupons. Monetary type represented as a naturally positive integer number of cents/pence. |
| purpose |  fire.model.derivative_cash_flow_purpose ? |
The purpose for which the derivative cash flow is calculated |
| reporting_entity_name | string ? | The name of the reporting legal entity for display purposes. |
| notional_amount | int ? | The notional value is the total value with regard to a derivative's underlying index, security or asset at its spot price in accordance with the specifications (i.e. leverage) of the derivative product. Monetary type represented as a naturally positive integer number of cents/pence. |
| regulatory_book | fire.model.regulatory_book ? |
|
| source | string ? | The source(s) where this data originated. If more than one source needs to be stored for data lineage, it should be separated by a dash. eg. Source1-Source2 |
| currency_code | fire.model.currency_code ? |
Actual currency of the security in accordance with ISO 4217 standards. It should be consistent with balance, accrued_interest, guarantee_amount and other monetary amounts. |
| leg | fire.model.derivative_cash_flow_leg ? |
The type of the payment leg. |
| reset_date | datetime ? | Date on which a variable cash flow amount is set. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601. |
| on_balance_sheet | boolean ? | Is the financial product reported on the balance sheet of the financial institution? |
| balance | int ? | The contractual balance due on the payment date in the currency given. Monetary type represented as a naturally positive integer number of cents/pence. |
| derivative_id | string ? | Unique identifier to the derivative to which this cash flow relates |
| csa_id | string ? | The unique identifier of the credit support annex for this derivative cash flow |
| id | string | The unique identifier for the record within the firm. |
| payment_date | datetime ? | The timestamp that the cash flow will occur or was paid. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601. |
| mna_id | string ? | The unique identifier of the Master Netting Agreement for this derivative cash flow. |
| asset_class | fire.model.asset_class ? |
|
| reporting_id | string ? | The internal ID for the legal entity under which the account is being reported. |
| version_id | string ? | The version identifier of the data such as the firm's internal batch identifier. |
| product_name | string ? | The name of the product as given by the financial institution to be used for display and reference purposes. |
| trade_date | datetime ? | The date that the derivative cash flow terms were agreed. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601. |
| forward_rate | double ? | Rate used to set a variable cash flow on the reset_date |
| mtm_dirty | int ? | The mark-to-market value of the derivative cash flow including interest/premium/coupons. Monetary type represented as a naturally positive integer number of cents/pence. |
| asset_liability | fire.model.asset_liability ? |
A derivative cash flow exchange that results in a net positive value after the transaction is an asset on the firm's balance sheet. A derivative cash flow exchange that results in a net negative value after the transaction is a liability on the firm's balance sheet. |
| accrued_interest | int ? | The accrued interest/premium due at the next payment date. Monetary type represented as a naturally positive integer number of cents/pence. |
| customer_id | string ? | Counterparty to the cash flow |
| settlement_type | fire.model.derivative_cash_flow_settlement_type ? |
The type of settlement for the contract. |
| value_date | datetime ? | The timestamp that the cash flow was valued. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601. |
