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Cashflow Terms subtype
Delivery Terms subtype
Derivative Transaction Terms subtype
Non Physical Underlier subtype
OTC Instrument subtype
OTC Transaction subtype
Observable Value subtype
Underlier subtype
OTC Transaction applies To
Non Physical Underlier comprises
OTC Derivative Contract governs
OTC Transaction Confirmation governs
OTC Transaction Confirmation has Contract Party
Cashflow Formula has Expression
Parametric Cashflow Terms has Formula
Derivative Contract Party has Identity
OTC Transaction Party has Identity
Underlier has Identity
has Underlier Underlier
has Underlier Economic Rate Observable
has Underlier Interest Rate Observable
has Underlier Rate Based Observable
OTC Transaction Confirmation supersedes
OTC Derivative Transaction embodies
OTC Derivative Contract is Embodied In
supersedes OTC Instrument
has Expression Cashflow Expression
has Formula Cashflow Formula
has Identity Non Physical Underlier
comprises Observable Value
governs OTC Derivative Transaction
applies To OTC Instrument
governs OTC Transaction
has Contract Party OTC Transaction Party
Economic Rate Observable has Identity
Interest Rate Observable has Identity
Rate Based Observable has Identity
Cashflow Expression
Cashflow Formula
Cashflow Terms
Deliver Cash
Delivery Terms
Derivative Contract Party
Derivatives Clearing Organization
Derivative Transaction Terms
Designated Contract Market
Introducing Broker
Non Physical Underlier
Observable Value
OTC Contract Settlement Terms
OTC Derivative Contract
OTC Derivative Transaction
OTC Instrument
OTC Product
OTC Transaction
OTC Transaction Confirmation
OTC Transaction Party
Parametric Cashflow Terms
Underlier
<<Associative Entity>>
has Underlier
<<Associative Entity>>
applies To
<<Associative Entity>>
comprises
<<Associative Entity>>
governs
<<Associative Entity>>
has Contract Party
<<Associative Entity>>
has Expression
<<Associative Entity>>
has Formula
<<Associative Entity>>
has Identity
Economic Rate Observable
Interest Rate Observable
Rate Based Observable
supersedes
embodies
Conceptual Data Model
Model: Financial Industry Business Data Model
Package: Derivatives Basics
Diagram: Derivatives Contracts - Basics
Author: Jurgen Ziemer, © Jayzed Data Models Inc.
Date: 2019-05-14
Version: 1.0 (FIBO 2018Q4) https://fib-dm.com