Class: AutomaticExercise

A type to define automatic exercise of a swaption. With automatic exercise the option is deemed to have exercised if it is in the money by more than the threshold amount on the exercise date.

URI: common_domain_model:AutomaticExercise

 classDiagram
    class AutomaticExercise
    click AutomaticExercise href "../AutomaticExercise/"
      AutomaticExercise : isApplicable

      AutomaticExercise : thresholdRate

Slots

Name	Cardinality and Range	Description	Inheritance
thresholdRate	0..1 Decimal	A threshold rate	direct
isApplicable	0..1 Boolean	Boolean that indicates if it has an automaticExercise	direct

Usages

used by	used in	type	used
ExerciseProcedure	automaticExercise	range	AutomaticExercise

In Subsets

CdmProductTemplate

Identifier and Mapping Information

Schema Source

from schema: https://w3id.org/lmodel/common-domain-model

Mappings

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

LinkML Source

Direct

name: AutomaticExercise
description: A type to define automatic exercise of a swaption. With automatic exercise
  the option is deemed to have exercised if it is in the money by more than the threshold
  amount on the exercise date.
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:AutomaticExercise
slots:
- thresholdRate
- isApplicable
slot_usage:
  isApplicable:
    name: isApplicable
    description: Boolean that indicates if it has an automaticExercise
    required: false

Induced

name: AutomaticExercise
description: A type to define automatic exercise of a swaption. With automatic exercise
  the option is deemed to have exercised if it is in the money by more than the threshold
  amount on the exercise date.
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:AutomaticExercise
slot_usage:
  isApplicable:
    name: isApplicable
    description: Boolean that indicates if it has an automaticExercise
    required: false
attributes:
  thresholdRate:
    name: thresholdRate
    description: A threshold rate. The threshold of 0.10% would be represented as
      0.001
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AutomaticExercise.thresholdRate
    rank: 1000
    owner: AutomaticExercise
    domain_of:
    - AutomaticExercise
    range: decimal
  isApplicable:
    name: isApplicable
    description: Boolean that indicates if it has an automaticExercise
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AdditionalRepresentationElection.isApplicable
    rank: 1000
    owner: AutomaticExercise
    domain_of:
    - AdditionalRepresentationElection
    - AdditionalRightsEvent
    - BespokeCalculationDate
    - BespokeTransferTiming
    - CollateralAccessBreach
    - CustodianEvent
    - FrenchLawAddendum
    - FrenchLawAddendumElection
    - InterestAdjustment
    - JapaneseSecuritiesProvisions
    - MinimumTransferAmountAmendment
    - OneWayProvisions
    - ProcessAgentElection
    - RegimeTerms
    - PledgeeRepresentativeRider
    - SubstitutedRegimeTerms
    - TerminationCurrencyAmendment
    - CollateralTransferTimingDefinition
    - SpecifiedConditionOrAccessCondition
    - LegacyIndependentAmountParty
    - AutomaticEarlyTerminationElection
    - AutomaticExercise
    range: boolean
    required: false