O T C 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/otc_derivative.parquet', Lineage.fiboModule = 'DER', Lineage.fiboConcept = 'OTCDerivative', Lineage.datasetTitle = 'OTC Derivatives'}
// Bilaterally negotiated derivative trades — IRS, CDS, FX forwards/swaps, equity and total-return swaps — with notional, dates, counterparty, and JSON-encoded leg structures.
Class fibo::der::OTCDerivative
{
    // TradeIdentifier: Internal surrogate key for a booked trade.
    tradeId : Integer[1];
    // OTCProductType: Kind of OTC derivative (interest-rate swap, credit-default swap, FX forward, FX swap, equity swap, total-return swap).
    productType : String[1];
    // Notional: The face amount referenced by a derivative against which payments are computed; not exchanged in most swaps.
    notional : Decimal[1];
    // ISO4217CurrencyCode: Three-letter code (e.g., USD, EUR, JPY) that uniquely identifies a currency under ISO 4217.
    notionalCurrency : String[1];
    // EffectiveDate: The date a contract begins to accrue economic terms.
    effectiveDate : StrictDate[1];
    // TerminationDate: The date a swap or other contract ends.
    terminationDate : StrictDate[1];
    // Counterparty: The other party to a financial contract or trade.
    counterpartyLei : String[1];
    // SwapLeg: One side of a swap\'s cash-flow exchange (e.g., the fixed leg pays fixed coupon; the floating leg pays a benchmark rate).
    payLeg : String[1];
    // SwapLeg: One side of a swap\'s cash-flow exchange (e.g., the fixed leg pays fixed coupon; the floating leg pays a benchmark rate).
    receiveLeg : String[1];
    // Underlying: The instrument, index, or rate that a derivative\'s value is referenced to.
    underlyingInstrumentId : Integer[0..1];
    // Cleared: Whether an OTC derivative is novated to a central counterparty (cleared) or remains bilateral with the original counterparty.
    cleared : Boolean[1];
    // CentralCounterparty: A clearing house that interposes itself between the original counterparties to reduce credit risk and standardize settlement.
    ccpLei : String[0..1];
}