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Class: AdditionalDisruptionEvents

A type for defining the Additional Disruption Events.

URI: common_domain_model:AdditionalDisruptionEvents

 classDiagram
    class AdditionalDisruptionEvents
    click AdditionalDisruptionEvents href "../AdditionalDisruptionEvents/"
      AdditionalDisruptionEvents : additionalBespokeTerms





        AdditionalDisruptionEvents --> "*" Clause : additionalBespokeTerms
        click Clause href "../Clause/"



      AdditionalDisruptionEvents : changeInLaw

      AdditionalDisruptionEvents : determiningParty





        AdditionalDisruptionEvents --> "0..1" AncillaryRoleEnum : determiningParty
        click AncillaryRoleEnum href "../AncillaryRoleEnum/"



      AdditionalDisruptionEvents : failureToDeliver

      AdditionalDisruptionEvents : foreignOwnershipEvent

      AdditionalDisruptionEvents : hedgingDisruption

      AdditionalDisruptionEvents : increasedCostOfHedging

      AdditionalDisruptionEvents : increasedCostOfStockBorrow

      AdditionalDisruptionEvents : initialStockLoanRate

      AdditionalDisruptionEvents : insolvencyFiling

      AdditionalDisruptionEvents : lossOfStockBorrow

      AdditionalDisruptionEvents : maximumStockLoanRate

Slots

Name Cardinality and Range Description Inheritance
changeInLaw 0..1
Boolean		 direct
failureToDeliver 0..1
Boolean		 If true, failure to deliver is applicable direct
insolvencyFiling 0..1
Boolean		 direct
hedgingDisruption 0..1
Boolean		 direct
increasedCostOfHedging 0..1
Boolean		 direct
foreignOwnershipEvent 0..1
Boolean		 direct
lossOfStockBorrow 0..1
Boolean		 direct
maximumStockLoanRate 0..1
Decimal		 Specifies the maximum stock loan rate for Loss of Stock Borrow direct
increasedCostOfStockBorrow 0..1
Boolean		 direct
initialStockLoanRate 0..1
Decimal		 Specifies the initial stock loan per ISDA Def direct
determiningParty 0..1
AncillaryRoleEnum		 Specifies the party which determines additional disruption events direct
additionalBespokeTerms *
Clause		 Where parties may optionnaly describe any extra bespoke agreements, in regard... direct

Usages

used by used in type used
ExtraordinaryEvents additionalDisruptionEvents range AdditionalDisruptionEvents

Rules

Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {'maximumStockLoanRate': {'required': True}} {'maximumStockLoanRate': {'minimum_value': 0, 'maximum_value': 1}}

Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {'initialStockLoanRate': {'required': True}} {'initialStockLoanRate': {'minimum_value': 0, 'maximum_value': 1}}

In Subsets

Comments

  • Rosetta condition: MaximumStockLoanRate — if maximumStockLoanRate exists then maximumStockLoanRate >= 0 and maximumStockLoanRate <= 1
  • Rosetta condition: InitialStockLoanRate — if initialStockLoanRate exists then initialStockLoanRate >= 0 and initialStockLoanRate <= 1
  • Rosetta condition: DisruptionEventsDeterminingParty — if determiningParty exists then determiningParty = AncillaryRoleEnum -> DisruptionEventsDeterminingParty

See Also

Notes

  • ISDA EquityDerivativesDefinitions_2002

Identifier and Mapping Information

Schema Source

Mappings

Mapping Type Mapped Value
self common_domain_model:AdditionalDisruptionEvents
native common_domain_model:AdditionalDisruptionEvents
close fpml_5_10:AdditionalDisruptionEvents

LinkML Source

Direct

name: AdditionalDisruptionEvents
description: A type for defining the Additional Disruption Events.
notes:
- ISDA EquityDerivativesDefinitions_2002
comments:
- 'Rosetta condition: MaximumStockLoanRate — if maximumStockLoanRate exists then maximumStockLoanRate
  >= 0 and maximumStockLoanRate <= 1'
- 'Rosetta condition: InitialStockLoanRate — if initialStockLoanRate exists then initialStockLoanRate
  >= 0 and initialStockLoanRate <= 1'
- 'Rosetta condition: DisruptionEventsDeterminingParty — if determiningParty exists
  then determiningParty = AncillaryRoleEnum -> DisruptionEventsDeterminingParty'
in_subset:
- cdm_legaldocumentation_transaction
from_schema: https://w3id.org/lmodel/common-domain-model
see_also:
- isda:EquityDerivativesDefinitions_2002
close_mappings:
- fpml_5_10:AdditionalDisruptionEvents
slots:
- changeInLaw
- failureToDeliver
- insolvencyFiling
- hedgingDisruption
- increasedCostOfHedging
- foreignOwnershipEvent
- lossOfStockBorrow
- maximumStockLoanRate
- increasedCostOfStockBorrow
- initialStockLoanRate
- determiningParty
- additionalBespokeTerms
slot_usage:
  additionalBespokeTerms:
    name: additionalBespokeTerms
    description: Where parties may optionnaly describe any extra bespoke agreements,
      in regards of the standardized Extraordinary Events.
    range: Clause
    multivalued: true
rules:
- preconditions:
    slot_conditions:
      maximumStockLoanRate:
        name: maximumStockLoanRate
        required: true
  postconditions:
    slot_conditions:
      maximumStockLoanRate:
        name: maximumStockLoanRate
        minimum_value: 0
        maximum_value: 1
  description: ' FpML specifies the maximumStockLoanRate as a RestrictedPercentage,
    meaning that its value is comprised between 0 and 1.'
- preconditions:
    slot_conditions:
      initialStockLoanRate:
        name: initialStockLoanRate
        required: true
  postconditions:
    slot_conditions:
      initialStockLoanRate:
        name: initialStockLoanRate
        minimum_value: 0
        maximum_value: 1
  description: ' FpML specifies the initialStockLoanRate as a RestrictedPercentage,
    meaning that its value is comprised between 0 and 1.'

Induced

name: AdditionalDisruptionEvents
description: A type for defining the Additional Disruption Events.
notes:
- ISDA EquityDerivativesDefinitions_2002
comments:
- 'Rosetta condition: MaximumStockLoanRate — if maximumStockLoanRate exists then maximumStockLoanRate
  >= 0 and maximumStockLoanRate <= 1'
- 'Rosetta condition: InitialStockLoanRate — if initialStockLoanRate exists then initialStockLoanRate
  >= 0 and initialStockLoanRate <= 1'
- 'Rosetta condition: DisruptionEventsDeterminingParty — if determiningParty exists
  then determiningParty = AncillaryRoleEnum -> DisruptionEventsDeterminingParty'
in_subset:
- cdm_legaldocumentation_transaction
from_schema: https://w3id.org/lmodel/common-domain-model
see_also:
- isda:EquityDerivativesDefinitions_2002
close_mappings:
- fpml_5_10:AdditionalDisruptionEvents
slot_usage:
  additionalBespokeTerms:
    name: additionalBespokeTerms
    description: Where parties may optionnaly describe any extra bespoke agreements,
      in regards of the standardized Extraordinary Events.
    range: Clause
    multivalued: true
attributes:
  changeInLaw:
    name: changeInLaw
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AdditionalDisruptionEvents.changeInLaw
    rank: 1000
    owner: AdditionalDisruptionEvents
    domain_of:
    - AdditionalDisruptionEvents
    range: boolean
  failureToDeliver:
    name: failureToDeliver
    description: If true, failure to deliver is applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: AdditionalDisruptionEvents
    domain_of:
    - ExtraordinaryEvents
    - AdditionalDisruptionEvents
    range: boolean
  insolvencyFiling:
    name: insolvencyFiling
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AdditionalDisruptionEvents.insolvencyFiling
    rank: 1000
    owner: AdditionalDisruptionEvents
    domain_of:
    - AdditionalDisruptionEvents
    range: boolean
  hedgingDisruption:
    name: hedgingDisruption
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AdditionalDisruptionEvents.hedgingDisruption
    rank: 1000
    owner: AdditionalDisruptionEvents
    domain_of:
    - AdditionalDisruptionEvents
    range: boolean
  increasedCostOfHedging:
    name: increasedCostOfHedging
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AdditionalDisruptionEvents.increasedCostOfHedging
    rank: 1000
    owner: AdditionalDisruptionEvents
    domain_of:
    - AdditionalDisruptionEvents
    range: boolean
  foreignOwnershipEvent:
    name: foreignOwnershipEvent
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AdditionalDisruptionEvents.foreignOwnershipEvent
    rank: 1000
    owner: AdditionalDisruptionEvents
    domain_of:
    - AdditionalDisruptionEvents
    range: boolean
  lossOfStockBorrow:
    name: lossOfStockBorrow
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AdditionalDisruptionEvents.lossOfStockBorrow
    rank: 1000
    owner: AdditionalDisruptionEvents
    domain_of:
    - AdditionalDisruptionEvents
    range: boolean
  maximumStockLoanRate:
    name: maximumStockLoanRate
    description: Specifies the maximum stock loan rate for Loss of Stock Borrow. A
      percentage of 5% is represented as 0.05.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AdditionalDisruptionEvents.maximumStockLoanRate
    rank: 1000
    owner: AdditionalDisruptionEvents
    domain_of:
    - AdditionalDisruptionEvents
    range: decimal
  increasedCostOfStockBorrow:
    name: increasedCostOfStockBorrow
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AdditionalDisruptionEvents.increasedCostOfStockBorrow
    rank: 1000
    owner: AdditionalDisruptionEvents
    domain_of:
    - AdditionalDisruptionEvents
    range: boolean
  initialStockLoanRate:
    name: initialStockLoanRate
    description: Specifies the initial stock loan per ISDA Def. A percentage of 5%
      is represented as 0.05.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AdditionalDisruptionEvents.initialStockLoanRate
    rank: 1000
    owner: AdditionalDisruptionEvents
    domain_of:
    - AdditionalDisruptionEvents
    range: decimal
  determiningParty:
    name: determiningParty
    description: Specifies the party which determines additional disruption events.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AdditionalDisruptionEvents.determiningParty
    rank: 1000
    owner: AdditionalDisruptionEvents
    domain_of:
    - AdditionalDisruptionEvents
    range: AncillaryRoleEnum
  additionalBespokeTerms:
    name: additionalBespokeTerms
    description: Where parties may optionnaly describe any extra bespoke agreements,
      in regards of the standardized Extraordinary Events.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: AdditionalDisruptionEvents
    domain_of:
    - CreditSupportAgreementInitialMarginElections
    - CollateralTransferAgreementElections
    - SecurityAgreementElections
    - ExtraordinaryEvents
    - AdditionalDisruptionEvents
    - Representations
    range: Clause
    multivalued: true
rules:
- preconditions:
    slot_conditions:
      maximumStockLoanRate:
        name: maximumStockLoanRate
        required: true
  postconditions:
    slot_conditions:
      maximumStockLoanRate:
        name: maximumStockLoanRate
        minimum_value: 0
        maximum_value: 1
  description: ' FpML specifies the maximumStockLoanRate as a RestrictedPercentage,
    meaning that its value is comprised between 0 and 1.'
- preconditions:
    slot_conditions:
      initialStockLoanRate:
        name: initialStockLoanRate
        required: true
  postconditions:
    slot_conditions:
      initialStockLoanRate:
        name: initialStockLoanRate
        minimum_value: 0
        maximum_value: 1
  description: ' FpML specifies the initialStockLoanRate as a RestrictedPercentage,
    meaning that its value is comprised between 0 and 1.'