Class: BasketReferenceInformation

CDS Basket Reference Information.

URI: common_domain_model:BasketReferenceInformation

 classDiagram
    class BasketReferenceInformation
    click BasketReferenceInformation href "../BasketReferenceInformation/"
      BasketReferenceInformation : basketId

      BasketReferenceInformation : basketName

      BasketReferenceInformation : mthToDefault

      BasketReferenceInformation : nthToDefault

      BasketReferenceInformation : referencePool





        BasketReferenceInformation --> "1" ReferencePool : referencePool
        click ReferencePool href "../ReferencePool/"



      BasketReferenceInformation : tranche





        BasketReferenceInformation --> "0..1" Tranche : tranche
        click Tranche href "../Tranche/"

Slots

Name	Cardinality and Range	Description	Inheritance
basketName	0..1 string	The name of the basket expressed as a free format string	direct
basketId	* string	A CDS basket identifier	direct
referencePool	1 ReferencePool	This element contains all the reference pool items to define the reference en...	direct
nthToDefault	0..1 Integer	N th reference obligation to default triggers payout	direct
mthToDefault	0..1 Integer	M th reference obligation to default to allow representation of N th to M th ...	direct
tranche	0..1 Tranche	This element contains CDS tranche terms	direct

Usages

used by	used in	type	used
GeneralTerms	basketReferenceInformation	range	BasketReferenceInformation

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	`{'mthToDefault': {'required': True}}`	`{'nthToDefault': {'required': True}}`

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	`{'nthToDefault': {'required': True}, 'mthToDefault': {'required': True}}`

In Subsets

CdmProductAsset

Comments

Rosetta condition: BasketReferenceInformationChoice — required choice nthToDefault, tranche
Rosetta condition: NthToDefault — if mthToDefault exists then nthToDefault exists
Rosetta condition: MthToDefault — if (nthToDefault exists and mthToDefault exists) then nthToDefault < mthToDefault

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: BasketReferenceInformation
description: CDS Basket Reference Information.
comments:
- 'Rosetta condition: BasketReferenceInformationChoice — required choice nthToDefault,
  tranche'
- 'Rosetta condition: NthToDefault — if mthToDefault exists then nthToDefault exists'
- 'Rosetta condition: MthToDefault — if (nthToDefault exists and mthToDefault exists)
  then nthToDefault < mthToDefault'
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:BasketReferenceInformation
slots:
- basketName
- basketId
- referencePool
- nthToDefault
- mthToDefault
- tranche
slot_usage:
  tranche:
    name: tranche
    description: This element contains CDS tranche terms.
    range: Tranche
rules:
- postconditions:
    exactly_one_of:
    - slot_conditions:
        nthToDefault:
          name: nthToDefault
          required: true
    - slot_conditions:
        tranche:
          name: tranche
          required: true
  description: Choice rule to represent an FpML choice construct. This choice rule
    is complemented by the data rule BasketReferenceInformation_nthToDefault to represent
    the FpML construct where there is a choice between a tranche element and a [required
    nthToDefault, optional mthToDefault] branch.
- preconditions:
    slot_conditions:
      mthToDefault:
        name: mthToDefault
        required: true
  postconditions:
    slot_conditions:
      nthToDefault:
        name: nthToDefault
        required: true
  description: As part of the branch of the choice node, FpML requires the nthToDefault
    element to be present, while the mthToDefault one is optional.
- preconditions:
    slot_conditions:
      nthToDefault:
        name: nthToDefault
        required: true
      mthToDefault:
        name: mthToDefault
        required: true
  description: 'FpML validation rule cd-39 - Context: BasketReferenceInformation (complex
    type). If nthToDefault exists, and if mthToDefault exists, then nthToDefault must
    be less than mthToDefault.'
  comments:
  - 'Rosetta comparison: nthToDefault < mthToDefault'

Induced

name: BasketReferenceInformation
description: CDS Basket Reference Information.
comments:
- 'Rosetta condition: BasketReferenceInformationChoice — required choice nthToDefault,
  tranche'
- 'Rosetta condition: NthToDefault — if mthToDefault exists then nthToDefault exists'
- 'Rosetta condition: MthToDefault — if (nthToDefault exists and mthToDefault exists)
  then nthToDefault < mthToDefault'
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:BasketReferenceInformation
slot_usage:
  tranche:
    name: tranche
    description: This element contains CDS tranche terms.
    range: Tranche
attributes:
  basketName:
    name: basketName
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: The name of the basket expressed as a free format string. FpML does
      not define usage rules for this element.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BasketReferenceInformation.basketName
    rank: 1000
    owner: BasketReferenceInformation
    domain_of:
    - BasketReferenceInformation
    range: string
  basketId:
    name: basketId
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: A CDS basket identifier.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BasketReferenceInformation.basketId
    rank: 1000
    owner: BasketReferenceInformation
    domain_of:
    - BasketReferenceInformation
    range: string
    multivalued: true
  referencePool:
    name: referencePool
    description: This element contains all the reference pool items to define the
      reference entity and reference obligation(s) in the basket.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BasketReferenceInformation.referencePool
    rank: 1000
    owner: BasketReferenceInformation
    domain_of:
    - BasketReferenceInformation
    range: ReferencePool
    required: true
  nthToDefault:
    name: nthToDefault
    description: N th reference obligation to default triggers payout.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BasketReferenceInformation.nthToDefault
    rank: 1000
    owner: BasketReferenceInformation
    domain_of:
    - BasketReferenceInformation
    range: integer
  mthToDefault:
    name: mthToDefault
    description: M th reference obligation to default to allow representation of N
      th to M th defaults.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BasketReferenceInformation.mthToDefault
    rank: 1000
    owner: BasketReferenceInformation
    domain_of:
    - BasketReferenceInformation
    range: integer
  tranche:
    name: tranche
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: This element contains CDS tranche terms.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: BasketReferenceInformation
    domain_of:
    - Loan
    - CreditIndex
    - BasketReferenceInformation
    range: Tranche
rules:
- postconditions:
    exactly_one_of:
    - slot_conditions:
        nthToDefault:
          name: nthToDefault
          required: true
    - slot_conditions:
        tranche:
          name: tranche
          required: true
  description: Choice rule to represent an FpML choice construct. This choice rule
    is complemented by the data rule BasketReferenceInformation_nthToDefault to represent
    the FpML construct where there is a choice between a tranche element and a [required
    nthToDefault, optional mthToDefault] branch.
- preconditions:
    slot_conditions:
      mthToDefault:
        name: mthToDefault
        required: true
  postconditions:
    slot_conditions:
      nthToDefault:
        name: nthToDefault
        required: true
  description: As part of the branch of the choice node, FpML requires the nthToDefault
    element to be present, while the mthToDefault one is optional.
- preconditions:
    slot_conditions:
      nthToDefault:
        name: nthToDefault
        required: true
      mthToDefault:
        name: mthToDefault
        required: true
  description: 'FpML validation rule cd-39 - Context: BasketReferenceInformation (complex
    type). If nthToDefault exists, and if mthToDefault exists, then nthToDefault must
    be less than mthToDefault.'
  comments:
  - 'Rosetta comparison: nthToDefault < mthToDefault'