Listed Derivative

FIBO-grounded class definition for this concept: properties, multiplicities, and source-column annotations. Per-dataset Mapping and Table blocks live on each dataset's Pure Model tab.

<<Lineage.parquetBacked>>
{Lineage.parquetPath = 'out/parquet/listed_derivative.parquet', Lineage.fiboModule = 'DER', Lineage.fiboConcept = 'ListedDerivative', Lineage.datasetTitle = 'Listed Derivatives'}
// Exchange-traded derivatives (futures and listed options) with underlying, expiry, strike, contract size, and settlement type.
Class fibo::der::ListedDerivative
{
    // InstrumentSurrogateID: Internal surrogate key uniquely identifying a financial instrument within this system. External identifiers (ISIN, CUSIP, FIGI) live in instrument_identifier.
    instrumentId : Integer[1];
    // Derivative: A contract whose value is derived from an underlying asset, rate, or index. Includes futures, options, swaps, and forwards.
    derivativeType : String[1];
    // Underlying: The instrument, index, or rate that a derivative\'s value is referenced to.
    underlyingInstrumentId : Integer[0..1];
    // Underlying: The instrument, index, or rate that a derivative\'s value is referenced to.
    underlyingIndexCode : String[0..1];
    // ExpiryDate: The date a derivative contract expires; for options, the last date the right to exercise is available.
    expiryDate : StrictDate[1];
    // Strike: The price at which an option holder can exercise the right to buy or sell the underlying.
    strike : Decimal[0..1];
    // OptionType: CALL (right to buy) or PUT (right to sell).
    optionType : String[0..1];
    // ContractSize: Quantity of the underlying that one contract represents (e.g., 100 shares for an equity option, 50× index multiplier for an index future).
    contractSize : Decimal[1];
    // SettlementType: How a derivative settles at expiry — by physical delivery of the underlying or by cash payment.
    settlementType : String[1];
}