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Class: CorporateAction

Specifies the relevant data regarding a corporate action

URI: common_domain_model:CorporateAction

 classDiagram
    class CorporateAction
    click CorporateAction href "../CorporateAction/"
      CorporateAction : adjustmentFactor





        CorporateAction --> "0..1" AdjustmentFactor : adjustmentFactor
        click AdjustmentFactor href "../AdjustmentFactor/"



      CorporateAction : announcementDate

      CorporateAction : bespokeEventDescription

      CorporateAction : corporateActionType





        CorporateAction --> "1" CorporateActionTypeEnum : corporateActionType
        click CorporateActionTypeEnum href "../CorporateActionTypeEnum/"



      CorporateAction : dividendObservation





        CorporateAction --> "0..1" PriceSchedule : dividendObservation
        click PriceSchedule href "../PriceSchedule/"



      CorporateAction : exDate

      CorporateAction : informationSource





        CorporateAction --> "0..1" InformationSource : informationSource
        click InformationSource href "../InformationSource/"



      CorporateAction : payDate

      CorporateAction : recordDate

      CorporateAction : underlier





        CorporateAction --> "1" Underlier : underlier
        click Underlier href "../Underlier/"

Slots

Name Cardinality and Range Description Inheritance
corporateActionType 1
CorporateActionTypeEnum		 The type of corporate action taking place direct
exDate 1
date		 The date on which the corporate action is known to have taken place direct
payDate 1
date		 The date on which resulting from the corporate action are delivered direct
recordDate 0..1
date		 The date on which the account phyical balance and related underlier ownership... direct
announcementDate 0..1
date		 The date on which the corporate action is announced by the issuer direct
underlier 1
Underlier or 
Observable or 
Product		 The underlier impacted by the corporate action direct
adjustmentFactor 0..1
AdjustmentFactor		 Specifies any additional details e direct
informationSource 0..1
InformationSource		 A class defining the source of data used in an Observation for any purposes direct
dividendObservation 0..1
PriceSchedule		 To record observations of dividends direct
bespokeEventDescription 0..1
string		 Corporate action triggered by the occurrence of an event which description is... direct

Usages

used by used in type used
ObservationEvent corporateAction range CorporateAction

Rules

Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {'corporateActionType': {'equals_string': 'BespokeEvent'}} {'bespokeEventDescription': {'required': True}}

In Subsets

Comments

  • Rosetta condition: DividendObservation — if dividendObservation exists then dividendObservation -> priceType = PriceTypeEnum -> Dividend
  • Rosetta condition: CorporateActionTypeBespoke — if corporateActionType = CorporateActionTypeEnum -> BespokeEvent then bespokeEventDescription exists

Identifier and Mapping Information

Schema Source

Mappings

Mapping Type Mapped Value
self common_domain_model:CorporateAction
native common_domain_model:CorporateAction

LinkML Source

Direct

name: CorporateAction
description: Specifies the relevant data regarding a corporate action
comments:
- 'Rosetta condition: DividendObservation — if dividendObservation exists then dividendObservation
  -> priceType = PriceTypeEnum -> Dividend'
- 'Rosetta condition: CorporateActionTypeBespoke — if corporateActionType = CorporateActionTypeEnum
  -> BespokeEvent then bespokeEventDescription exists'
in_subset:
- cdm_event_common
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- corporateActionType
- exDate
- payDate
- recordDate
- announcementDate
- underlier
- adjustmentFactor
- informationSource
- dividendObservation
- bespokeEventDescription
rules:
- preconditions:
    slot_conditions:
      corporateActionType:
        name: corporateActionType
        equals_string: BespokeEvent
  postconditions:
    slot_conditions:
      bespokeEventDescription:
        name: bespokeEventDescription
        required: true
  description: When Enum value does not corresponds to standard terms, then bespoke
    description must be populated.

Induced

name: CorporateAction
description: Specifies the relevant data regarding a corporate action
comments:
- 'Rosetta condition: DividendObservation — if dividendObservation exists then dividendObservation
  -> priceType = PriceTypeEnum -> Dividend'
- 'Rosetta condition: CorporateActionTypeBespoke — if corporateActionType = CorporateActionTypeEnum
  -> BespokeEvent then bespokeEventDescription exists'
in_subset:
- cdm_event_common
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  corporateActionType:
    name: corporateActionType
    description: The type of corporate action taking place.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CorporateAction
    domain_of:
    - CorporateAction
    range: CorporateActionTypeEnum
    required: true
  exDate:
    name: exDate
    description: The date on which the corporate action is known to have taken place.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CorporateAction
    domain_of:
    - CorporateAction
    range: date
    required: true
  payDate:
    name: payDate
    description: The date on which resulting from the corporate action are delivered.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CorporateAction
    domain_of:
    - CorporateAction
    range: date
    required: true
  recordDate:
    name: recordDate
    description: The date on which the account phyical balance and related underlier
      ownership is recorded by the custodian.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CorporateAction
    domain_of:
    - CorporateAction
    range: date
  announcementDate:
    name: announcementDate
    description: The date on which the corporate action is announced by the issuer.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CorporateAction
    domain_of:
    - CorporateAction
    range: date
  underlier:
    name: underlier
    description: The underlier impacted by the corporate action.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CorporateAction
    domain_of:
    - CorporateAction
    - CommodityPayout
    - OptionPayout
    - PerformancePayout
    - PortfolioReturnTerms
    - SettlementPayout
    - AssetPayout
    range: Underlier
    required: true
    any_of:
    - range: Observable
    - range: Product
  adjustmentFactor:
    name: adjustmentFactor
    description: Specifies any additional details e.g. further descriptions depending
      on the particular type of Corporate Action, adjustmentFactor, calculations
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CorporateAction
    domain_of:
    - CorporateAction
    range: AdjustmentFactor
  informationSource:
    name: informationSource
    description: A class defining the source of data used in an Observation for any
      purposes. The data is either sourced from a Provider, or from a Party.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CorporateAction
    domain_of:
    - CorporateAction
    - ValuationSource
    - ObservationIdentifier
    - ObservationTerms
    range: InformationSource
  dividendObservation:
    name: dividendObservation
    description: To record observations of dividends.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CorporateAction
    domain_of:
    - CorporateAction
    - AdjustmentFactorCalculationTerms
    range: PriceSchedule
  bespokeEventDescription:
    name: bespokeEventDescription
    description: Corporate action triggered by the occurrence of an event which description
      is seperatly agreed between the parties and/or described in any referenced agreement
      (for instance bespoke term described in any string type objects present in most
      root attributes of Agreement type).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CorporateAction
    domain_of:
    - CorporateAction
    range: string
rules:
- preconditions:
    slot_conditions:
      corporateActionType:
        name: corporateActionType
        equals_string: BespokeEvent
  postconditions:
    slot_conditions:
      bespokeEventDescription:
        name: bespokeEventDescription
        required: true
  description: When Enum value does not corresponds to standard terms, then bespoke
    description must be populated.