Schema catalog

OpenTRMS validates every captured deal against a JSON schema per product and asset class. Schemas are reloadable at runtime via /api/v1/config/schemas/reload, so new products can be onboarded without a redeploy.

The table below is generated from the schemas in the backend repository — see CONTRIBUTING.md for how to regenerate it.

Schema	Title	Description
`_common/enums.json`	TRMS Common Enumerations
`_common/leg.json`	TRMS Swap Leg
`accounting/chart_of_accounts.json`	accounting/chart_of_accounts.json
`accounting/posting_rules.json`	accounting/posting_rules.json
`accounting/posting_rules_meta.json`	PostingRules	Meta-schema for schemas/accounting/posting_rules.json. Validates the posting rule configuration file loaded at startup by PostingRuleLoader.
`approval/chains.json`	approval/chains.json
`closeout/rules.json`	closeout/rules.json
`deals/custom/rates/acme_range_accrual.json`	ACME Range Accrual
`deals/deposit/money_market/vanilla.json`	Term Deposit	Fixed-term deposit or loan. Principal + interest at maturity.
`deals/extension/generic_v1.json`	Generic Extension Deal Schema	Permissive fallback schema for client-defined extension asset class deals. Validates only the mandatory notional and currency fields; all other fields are permitted.
`deals/forward/fx/ndf.json`	Non-Deliverable Forward	Cash-settled FX forward for restricted currencies (BRL, KRW, INR, CNY offshore, etc.).
`deals/forward/fx/vanilla.json`	FX Forward	Deliverable FX forward. Exchange of two currencies at a future date at agreed rate.
`deals/fra/rates/vanilla.json`	Forward Rate Agreement	Cash-settled agreement on a future interest rate period.
`deals/option/equity/vanilla.json`	Vanilla Option Deal Details	Black-Scholes-Merton details for a vanilla equity or equity-like option.
`deals/option/fx/barrier.json`	FX Barrier Option	FX option with knock-in or knock-out barrier. Extends vanilla option with barrier conditions.
`deals/option/fx/vanilla.json`	FX Vanilla Option	European or American call/put on a currency pair.
`deals/repo/money_market/vanilla.json`	Repurchase Agreement	Classic repo: sell security near leg, buy back far leg. Overnight or term.
`deals/spot/fixed_income/vanilla.json`	Bond Purchase	Bond purchase deal. Buy or sell a fixed-income debt security with coupon and maturity terms. Settles T+2/T+3 as a cash instrument.
`deals/spot/fx/vanilla.json`	FX Spot	Spot foreign exchange transaction. Settlement T+2 (or T+1 for CAD/USD, T+0 for same-currency).
`deals/swap/credit/vanilla.json`	Credit Default Swap	Single-name CDS. Protection buyer pays periodic premium; protection seller pays on credit event.
`deals/swap/rates/basis.json`	Basis Swap	Float vs float, same currency, different indices (e.g., 3M vs 6M, or CORRA vs CDOR).
`deals/swap/rates/ois.json`	Overnight Index Swap	Fixed vs compounded overnight rate (CORRA, SOFR, ESTR). Inherits vanilla IRS structure with overnight-specific constraints.
`deals/swap/rates/vanilla.json`	Vanilla Interest Rate Swap	Fixed vs float single-currency IRS. The most common OTC derivative globally.
`deals/swap/rates/xccy.json`	Cross-Currency Swap	Two legs in different currencies. May include initial and final exchange of notionals.
`deals/swaption/rates/vanilla.json`	European Swaption Deal Details	Black-model details for a European swaption (payer or receiver) on a vanilla interest-rate swap.
`extensions/counterparties.json`	Counterparty Extensions
`extensions/deals.json`	Deal Extensions — Reference Institution
`extensions/journal_lines.json`	Journal Line Extensions
`instruments/bond.json`	Bond Instrument	Covers all bond subtypes via conditional blocks: government, corporate, municipal, covered, sukuk, convertible, inflation_linked, at1, zero_coupon, frn.
`instruments/cds.json`	Credit Default Swap
`instruments/equity.json`	Equity (Perpetual)
`instruments/futures_contract.json`	Futures Contract (Sharable)
`instruments/fx_pair.json`	FX Pair (Perpetual)	Currency pair instrument. No maturity, no lifecycle events.
`marketdata/curve.json`	TRMS Market Curve	Schema-driven market curve definition with a stable curve ID, as-of date, and tenor/rate grid.
`marketdata/curves/CORRA_CAD_OIS.json`	marketdata/curves/CORRA_CAD_OIS.json
`marketdata/curves/ESTR_EUR_OIS.json`	marketdata/curves/ESTR_EUR_OIS.json
`marketdata/curves/EURIBOR_3M.json`	marketdata/curves/EURIBOR_3M.json
`marketdata/curves/EURIBOR_6M.json`	marketdata/curves/EURIBOR_6M.json
`marketdata/curves/SOFR_USD_OIS.json`	marketdata/curves/SOFR_USD_OIS.json
`marketdata/curves/SONIA_GBP_OIS.json`	marketdata/curves/SONIA_GBP_OIS.json
`marketdata/curves/TONA_JPY_OIS.json`	marketdata/curves/TONA_JPY_OIS.json
`marketdata/curves/USD_LIBOR_3M.json`	marketdata/curves/USD_LIBOR_3M.json
`marketdata/shock_spec.json`	ShockSpec	Market shock specification for bump-and-reprice and scenario analysis. All shifts are additive/multiplicative overlays on top of the base market view.
`product_compatibility.json`	product_compatibility.json
`product_registry.json`	product_registry.json
`stp/rules.json`	stp/rules.json
`templates/bond_cad_corra_lockout.json`	templates/bond_cad_corra_lockout.json	Canadian CORRA FRN with a rate cutoff (lockout) before period end. Trader provides: issuer, face_value, issue_date, maturity_date, float_spread, rate_cutoff_days.
`templates/bond_cad_corra_standard.json`	templates/bond_cad_corra_standard.json	Standard Canadian CORRA FRN, plain in-arrears. Trader provides: issuer, face_value, issue_date, maturity_date, float_spread.
`templates/fx_ndf_brl.json`	templates/fx_ndf_brl.json	BRL/USD NDF. Trader provides: counterparty, book, notional, contracted_rate, fixing_date, value_date, buy_sell.
`templates/irs_cad_standard.json`	templates/irs_cad_standard.json	Standard CAD vanilla IRS vs CORRA. Trader provides: counterparty, book, notional, rate, effective_date, maturity_date.
`templates/irs_usd_standard.json`	templates/irs_usd_standard.json	Standard USD vanilla IRS vs SOFR. Trader provides: counterparty, book, notional, rate, effective_date, maturity_date.
`templates/repo_overnight_goc.json`	templates/repo_overnight_goc.json	Overnight repo against Government of Canada bonds. Trader provides: counterparty, book, collateral_instrument_id, collateral_quantity, near_amount, repo_rate.
`valuation/metrics.json`	Valuation Metrics — Sparse/Extensible Measures	Strict schema for the metrics JSONB column on domain.valuations. All values are numeric (BigDecimal-precision). Unknown keys are rejected. Typed columns (market_value, unrealized_pnl, etc.) must not be duplicated here — only sparse, product-specific, or extensible measures belong in this object.