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actus-dictionary-states.json
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actus-dictionary-states.json
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{
"version": {
"Version": "1.4",
"Date": "2023-12-08"
},
"states": {
"accruedInterest": {
"identifier": "accruedInterest",
"name": "Accrued Interest",
"acronym": "IPAC",
"description": "The current value of accrued interest",
"type": "Real",
"allowedValues": []
},
"accruedInterest2": {
"identifier": "accruedInterest2",
"name": "Accrued Interest 2",
"acronym": "IPAC2",
"description": "The current value of accrued interest of the second leg",
"type": "Real",
"allowedValues": []
},
"boundaryCrossedFlag": {
"identifier": "boundaryCrossedFlag",
"name": "Boundary Crossed Flag",
"acronym": "BCF",
"description": "TRUE value indicates that a boundary crossing event has already occurred; boundary monitoring is no longer in effect.",
"type": "Boolean",
"allowedValues": []
},
"boundaryLeg1ActiveFlag": {
"identifier": "boundaryLeg1ActiveFlag",
"name": "Boundary Leg1 Active Flag",
"acronym": "BLAF1",
"description": "TRUE value indicates that boundaryLeg1 is currently active and generating cashflow events.",
"type": "Boolean",
"allowedValues": []
},
"boundaryLeg2ActiveFlag": {
"identifier": "boundaryLeg2ActiveFlag",
"name": "Boundary Leg2 Active Flag",
"acronym": "BLAF2",
"description": "TRUE value indicates that boundaryLeg2 is currently active and generating cashflow events.",
"type": "Boolean",
"allowedValues": []
},
"contractPerformance": {
"identifier": "contractPerformance",
"name": "Contract Performance",
"acronym": "PRF",
"description": "Indicates the current Contract Performance status. Different states of the contract range from performing to default.",
"type": "Enum",
"allowedValues": [
{
"option": "0",
"identifier": "performant",
"name": "Performant",
"acronym": "PF",
"description": "Contract is performing according to terms and conditions.\r"
},
{
"option": "1",
"identifier": "delayed",
"name": "Delayed",
"acronym": "DL",
"description": "Contractual payment obligations are delayed according to the Grace Period.\r"
},
{
"option": "2",
"identifier": "delinquent",
"name": "Delinquent",
"acronym": "DQ",
"description": "Contractual payment obligations are delinquent according to the Delinquency Period.\r"
},
{
"option": "3",
"identifier": "default",
"name": "Default",
"acronym": "DF",
"description": "Contract defaulted on payment obligations according to Delinquency Period.\r"
},
{
"option": "4",
"identifier": "matured",
"name": "Matured",
"acronym": "MA",
"description": "Contract matured.\r"
},
{
"option": "5",
"identifier": "terminated",
"name": "Terminated",
"acronym": "TE",
"description": "Contract has been terminated."
}
]
},
"exerciseAmount": {
"identifier": "exerciseAmount",
"name": "Exercise Amount",
"acronym": "XA",
"description": "The amount fixed for a the contingent event/obligation exercised at Exercise Date",
"type": "Real",
"allowedValues": []
},
"exerciseDate": {
"identifier": "exerciseDate",
"name": "Exercise Date",
"acronym": "XD",
"description": "The timestamp at which a contingent event/obligation is exercised",
"type": "Timestamp",
"allowedValues": [
"ISO8601 Datetime"
]
},
"feeAccrued": {
"identifier": "feeAccrued",
"name": "Fee Accrued",
"acronym": "FEAC",
"description": "The current value of accrued fees",
"type": "Real",
"allowedValues": []
},
"interestCalculationBaseAmount": {
"identifier": "interestCalculationBaseAmount",
"name": "Interest Calculation Base Amount",
"acronym": "ICBA",
"description": "The basis at which interest is being accrued. Potentially different from NVL.",
"type": "Real",
"allowedValues": []
},
"interestScalingMultiplier": {
"identifier": "interestScalingMultiplier",
"name": "Interest Scaling Multiplier",
"acronym": "SCIP",
"description": "The multiplier being applied to interest cash flows",
"type": "Real",
"allowedValues": []
},
"maturityDate": {
"identifier": "maturityDate",
"name": "Maturity Date",
"acronym": "MD",
"description": "The timestamp as per which the contract matures according to the initial terms or as per unscheduled events",
"type": "Timestamp",
"allowedValues": [
"ISO8601 Datetime"
]
},
"nextPrincipalRedemptionPayment": {
"identifier": "nextPrincipalRedemptionPayment",
"name": "Next Principal Redemption Payment",
"acronym": "PRNXT",
"description": "The value at which principal is being repaid. This may be including or excluding of interest depending on the Contract Type",
"type": "Real",
"allowedValues": []
},
"nominalInterestRate": {
"identifier": "nominalInterestRate",
"name": "Nominal Interest Rate",
"acronym": "IPNR",
"description": "The applicable nominal rate",
"type": "Real",
"allowedValues": []
},
"nominalInterestRate2": {
"identifier": "nominalInterestRate2",
"name": "Nominal Interest Rate 2",
"acronym": "IPNR2",
"description": "The applicable nominal rate",
"type": "Real",
"allowedValues": []
},
"nonPerformingDate": {
"identifier": "nonPerformingDate",
"name": "Non Performing Date",
"acronym": "NPD",
"description": "The date of the (uncovered) payment event responsible for the current value of the Contract Performance state variable.",
"type": "Timestamp",
"allowedValues": [
"ISO8601 Datetime"
]
},
"notionalPrincipal": {
"identifier": "notionalPrincipal",
"name": "Notional Principal",
"acronym": "NT",
"description": "The outstanding nominal value",
"type": "Real",
"allowedValues": []
},
"notionalPrincipal2": {
"identifier": "notionalPrincipal2",
"name": "Notional Principal 2",
"acronym": "NT2",
"description": "The outstanding nominal value of the second leg",
"type": "Real",
"allowedValues": []
},
"notionalScalingMultiplier": {
"identifier": "notionalScalingMultiplier",
"name": "Notional Scaling Multiplier",
"acronym": "SCNT",
"description": "The multiplier being applied to principal cash flows",
"type": "Real",
"allowedValues": []
},
"statusDate": {
"identifier": "statusDate",
"name": "Status Date",
"acronym": "SD",
"description": "The timestamp as per which the state is captured at any point in time",
"type": "Timestamp",
"allowedValues": [
"ISO8601 Datetime"
]
},
"terminationDate": {
"identifier": "terminationDate",
"name": "Termination Date",
"acronym": "TD",
"description": "The timestamp of unscheduled termination of a contract",
"type": "Timestamp",
"allowedValues": [
"ISO8601 Datetime"
]
}
}
}