Class: DeliverableObligations

name: DeliverableObligations
description: A class to specify all the ISDA terms relevant to defining the deliverable
  obligations.
comments:
- 'Rosetta condition: DeliverableObligationsChoice — optional choice fullFaithAndCreditObLiability,
  generalFundObligationLiability, revenueObligationLiability'
- 'Rosetta condition: FpML_cd_34 — if category exists and category = ObligationCategoryEnum
  -> ReferenceObligationsOnly then acceleratedOrMatured is absent and accruedInterest
  is absent and assignableLoan is absent and consentRequiredLoan is absent and directLoanParticipation
  is absent and excluded is absent and fullFaithAndCreditObLiability is absent and
  generalFundObligationLiability is absent and indirectLoanParticipation is absent
  and listed is absent and maximumMaturity is absent and notBearer is absent and notContingent
  is absent and notDomesticCurrency is absent and notDomesticIssuance is absent and
  notDomesticLaw is absent and notSovereignLender is absent and notSubordinated is
  absent and othReferenceEntityObligations is absent and revenueObligationLiability
  is absent and specifiedCurrency is absent and transferable is absent'
in_subset:
- cdm_product_common_settlement
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- accruedInterest
- category
- notSubordinated
- specifiedCurrency
- notSovereignLender
- notDomesticCurrency
- notDomesticLaw
- listed
- notContingent
- notDomesticIssuance
- assignableLoan
- consentRequiredLoan
- directLoanParticipation
- transferable
- maximumMaturity
- acceleratedOrMatured
- notBearer
- fullFaithAndCreditObLiability
- generalFundObligationLiability
- revenueObligationLiability
- indirectLoanParticipation
- excluded
- othReferenceEntityObligations
slot_usage:
  category:
    name: category
    required: false
  notContingent:
    name: notContingent
    description: 'A deliverable obligation characteristic. In essence Not Contingent
      means the repayment of principal cannot be dependant on a formula/index, i.e.
      to prevent the risk of being delivered an instrument that may never pay any
      element of principal, and to ensure that the obligation is interest bearing
      (on a regular schedule). ISDA 2003 Term: Not Contingent.'
rules:
- postconditions:
    any_of:
    - slot_conditions:
        fullFaithAndCreditObLiability:
          name: fullFaithAndCreditObLiability
          required: true
    - slot_conditions:
        generalFundObligationLiability:
          name: generalFundObligationLiability
          required: true
    - slot_conditions:
        revenueObligationLiability:
          name: revenueObligationLiability
          required: true
  description: Choice rule to represent an FpML choice construct.

name: DeliverableObligations
description: A class to specify all the ISDA terms relevant to defining the deliverable
  obligations.
comments:
- 'Rosetta condition: DeliverableObligationsChoice — optional choice fullFaithAndCreditObLiability,
  generalFundObligationLiability, revenueObligationLiability'
- 'Rosetta condition: FpML_cd_34 — if category exists and category = ObligationCategoryEnum
  -> ReferenceObligationsOnly then acceleratedOrMatured is absent and accruedInterest
  is absent and assignableLoan is absent and consentRequiredLoan is absent and directLoanParticipation
  is absent and excluded is absent and fullFaithAndCreditObLiability is absent and
  generalFundObligationLiability is absent and indirectLoanParticipation is absent
  and listed is absent and maximumMaturity is absent and notBearer is absent and notContingent
  is absent and notDomesticCurrency is absent and notDomesticIssuance is absent and
  notDomesticLaw is absent and notSovereignLender is absent and notSubordinated is
  absent and othReferenceEntityObligations is absent and revenueObligationLiability
  is absent and specifiedCurrency is absent and transferable is absent'
in_subset:
- cdm_product_common_settlement
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  category:
    name: category
    required: false
  notContingent:
    name: notContingent
    description: 'A deliverable obligation characteristic. In essence Not Contingent
      means the repayment of principal cannot be dependant on a formula/index, i.e.
      to prevent the risk of being delivered an instrument that may never pay any
      element of principal, and to ensure that the obligation is interest bearing
      (on a regular schedule). ISDA 2003 Term: Not Contingent.'
attributes:
  accruedInterest:
    name: accruedInterest
    description: 'Indicates whether accrued interest is included (true) or not (false).
      For cash settlement this specifies whether quotations should be obtained inclusive
      or not of accrued interest. For physical settlement this specifies whether the
      buyer should deliver the obligation with an outstanding principal balance that
      includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued
      Interest.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CashSettlementTerms.accruedInterest
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - CashSettlementTerms
    - DeliverableObligations
    range: boolean
  category:
    name: category
    description: 'Used in both obligations and deliverable obligations to represent
      a class or type of securities which apply. ISDA 2003 Term: Obligation Category/Deliverable
      Obligation Category.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - Obligations
    - FloatingRateIndexCalculationDefaults
    - DeliverableObligations
    range: ObligationCategoryEnum
    required: false
  notSubordinated:
    name: notSubordinated
    description: 'An obligation and deliverable obligation characteristic. An obligation
      that ranks at least equal with the most senior Reference Obligation in priority
      of payment or, if no Reference Obligation is specified in the related Confirmation,
      the obligations of the Reference Entity that are senior. ISDA 2003 Term: Not
      Subordinated.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - Obligations
    - DeliverableObligations
    range: boolean
  specifiedCurrency:
    name: specifiedCurrency
    description: 'An obligation and deliverable obligation characteristic. The currency
      or currencies in which an obligation or deliverable obligation must be payable.
      ISDA 2003 Term: Specified Currency.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - Obligations
    - DeliverableObligations
    range: SpecifiedCurrency
  notSovereignLender:
    name: notSovereignLender
    description: 'An obligation and deliverable obligation characteristic. Any obligation
      that is not primarily (majority) owed to a Sovereign or Supranational Organisation.
      ISDA 2003 Term: Not Sovereign Lender.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - Obligations
    - DeliverableObligations
    range: boolean
  notDomesticCurrency:
    name: notDomesticCurrency
    description: 'An obligation and deliverable obligation characteristic. Any obligation
      that is payable in any currency other than the domestic currency. Domestic currency
      is either the currency so specified or, if no currency is specified, the currency
      of (a) the reference entity, if the reference entity is a sovereign, or (b)
      the jurisdiction in which the relevant reference entity is organised, if the
      reference entity is not a sovereign. ISDA 2003 Term: Not Domestic Currency.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - Obligations
    - DeliverableObligations
    range: NotDomesticCurrency
  notDomesticLaw:
    name: notDomesticLaw
    description: 'An obligation and deliverable obligation characteristic. If the
      reference entity is a Sovereign, this means any obligation that is not subject
      to the laws of the reference entity. If the reference entity is not a sovereign,
      this means any obligation that is not subject to the laws of the jurisdiction
      of the reference entity. ISDA 2003 Term: Not Domestic Law.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - Obligations
    - DeliverableObligations
    range: boolean
  listed:
    name: listed
    description: 'An obligation and deliverable obligation characteristic. Indicates
      whether or not the obligation is quoted, listed or ordinarily purchased and
      sold on an exchange. ISDA 2003 Term: Listed.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - Obligations
    - DeliverableObligations
    range: boolean
  notContingent:
    name: notContingent
    description: 'A deliverable obligation characteristic. In essence Not Contingent
      means the repayment of principal cannot be dependant on a formula/index, i.e.
      to prevent the risk of being delivered an instrument that may never pay any
      element of principal, and to ensure that the obligation is interest bearing
      (on a regular schedule). ISDA 2003 Term: Not Contingent.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - Obligations
    - DeliverableObligations
    range: boolean
  notDomesticIssuance:
    name: notDomesticIssuance
    description: 'An obligation and deliverable obligation characteristic. Any obligation
      other than an obligation that was intended to be offered for sale primarily
      in the domestic market of the relevant Reference Entity. This specifies that
      the obligation must be an internationally recognised bond. ISDA 2003 Term: Not
      Domestic Issuance.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - Obligations
    - DeliverableObligations
    range: boolean
  assignableLoan:
    name: assignableLoan
    description: 'A deliverable obligation characteristic. A loan that is freely assignable
      to a bank or financial institution without the consent of the Reference Entity
      or the guarantor, if any, of the loan (or the consent of the applicable borrower
      if a Reference Entity is guaranteeing the loan) or any agent. ISDA 2003 Term:
      Assignable Loan.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - DeliverableObligations
    range: PCDeliverableObligationCharac
  consentRequiredLoan:
    name: consentRequiredLoan
    description: 'A deliverable obligation characteristic. A loan that is capable
      of being assigned with the consent of the Reference Entity or the guarantor,
      if any, of the loan or any agent. ISDA 2003 Term: Consent Required Loan.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - DeliverableObligations
    range: PCDeliverableObligationCharac
  directLoanParticipation:
    name: directLoanParticipation
    description: 'A deliverable obligation characteristic. A loan with a participation
      agreement whereby the buyer is capable of creating, or procuring the creation
      of, a contractual right in favour of the seller that provides the seller with
      recourse to the participation seller for a specified share in any payments due
      under the relevant loan which are received by the participation seller. ISDA
      2003 Term: Direct Loan Participation.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - DeliverableObligations
    range: LoanParticipation
  transferable:
    name: transferable
    description: 'A deliverable obligation characteristic. An obligation that is transferable
      to institutional investors without any contractual, statutory or regulatory
      restrictions. ISDA 2003 Term: Transferable.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - DeliverableObligations
    range: boolean
  maximumMaturity:
    name: maximumMaturity
    description: 'A deliverable obligation characteristic. An obligation that has
      a remaining maturity from the Physical Settlement Date of not greater than the
      period specified. ISDA 2003 Term: Maximum Maturity.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - DeliverableObligations
    range: Period
  acceleratedOrMatured:
    name: acceleratedOrMatured
    description: 'A deliverable obligation characteristic. An obligation at time of
      default is due to mature and due to be repaid, or as a result of downgrade/bankruptcy
      is due to be repaid as a result of an acceleration clause. ISDA 2003 Term: Accelerated
      or Matured.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - DeliverableObligations
    range: boolean
  notBearer:
    name: notBearer
    description: 'A deliverable obligation characteristic. Any obligation that is
      not a bearer instrument. This applies to Bonds only and is meant to avoid tax,
      fraud and security/delivery provisions that can potentially be associated with
      Bearer Bonds. ISDA 2003 Term: Not Bearer.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - DeliverableObligations
    range: boolean
  fullFaithAndCreditObLiability:
    name: fullFaithAndCreditObLiability
    description: 'An obligation and deliverable obligation characteristic. Defined
      in the ISDA published additional provisions for U.S. Municipal as Reference
      Entity. ISDA 2003 Term: Full Faith and Credit Obligation Liability.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - Obligations
    - DeliverableObligations
    range: boolean
  generalFundObligationLiability:
    name: generalFundObligationLiability
    description: 'An obligation and deliverable obligation characteristic. Defined
      in the ISDA published additional provisions for U.S. Municipal as Reference
      Entity. ISDA 2003 Term: General Fund Obligation Liability.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - Obligations
    - DeliverableObligations
    range: boolean
  revenueObligationLiability:
    name: revenueObligationLiability
    description: 'An obligation and deliverable obligation characteristic. Defined
      in the ISDA published additional provisions for U.S. Municipal as Reference
      Entity. ISDA 2003 Term: Revenue Obligation Liability.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - Obligations
    - DeliverableObligations
    range: boolean
  indirectLoanParticipation:
    name: indirectLoanParticipation
    description: 'ISDA 1999 Term: Indirect Loan Participation. NOTE: Only applicable
      as a deliverable obligation under ISDA Credit 1999.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - DeliverableObligations
    range: LoanParticipation
  excluded:
    name: excluded
    description: 'A free format string to specify any excluded obligations or deliverable
      obligations, as the case may be, of the reference entity or excluded types of
      obligations or deliverable obligations. ISDA 2003 Term: Excluded Obligations/Excluded
      Deliverable Obligations.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - Obligations
    - ExcludedProducts
    - DeliverableObligations
    range: string
  othReferenceEntityObligations:
    name: othReferenceEntityObligations
    description: 'This element is used to specify any other obligations of a reference
      entity in both obligations and deliverable obligations. The obligations can
      be specified free-form. ISDA 2003 Term: Other Obligations of a Reference Entity.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DeliverableObligations
    domain_of:
    - Obligations
    - DeliverableObligations
    range: string
rules:
- postconditions:
    any_of:
    - slot_conditions:
        fullFaithAndCreditObLiability:
          name: fullFaithAndCreditObLiability
          required: true
    - slot_conditions:
        generalFundObligationLiability:
          name: generalFundObligationLiability
          required: true
    - slot_conditions:
        revenueObligationLiability:
          name: revenueObligationLiability
          required: true
  description: Choice rule to represent an FpML choice construct.