Class: DividendReturnTerms

A class describing the conditions governing the payment of dividends to the receiver of the equity return, with the exception of the dividend payout ratio, which is defined for each of the underlying components.

URI: common_domain_model:DividendReturnTerms

 classDiagram
    class DividendReturnTerms
    click DividendReturnTerms href "../DividendReturnTerms/"
      DividendReturnTerms : dividendAmountType





        DividendReturnTerms --> "0..1" DividendAmountTypeEnum : dividendAmountType
        click DividendAmountTypeEnum href "../DividendAmountTypeEnum/"



      DividendReturnTerms : dividendComposition





        DividendReturnTerms --> "0..1" DividendCompositionEnum : dividendComposition
        click DividendCompositionEnum href "../DividendCompositionEnum/"



      DividendReturnTerms : dividendCurrency





        DividendReturnTerms --> "0..1" DividendCurrency : dividendCurrency
        click DividendCurrency href "../DividendCurrency/"



      DividendReturnTerms : dividendEntitlement





        DividendReturnTerms --> "0..1" DividendEntitlementEnum : dividendEntitlement
        click DividendEntitlementEnum href "../DividendEntitlementEnum/"



      DividendReturnTerms : dividendPayoutRatio





        DividendReturnTerms --> "*" DividendPayoutRatio : dividendPayoutRatio
        click DividendPayoutRatio href "../DividendPayoutRatio/"



      DividendReturnTerms : dividendPeriod





        DividendReturnTerms --> "*" DividendPeriod : dividendPeriod
        click DividendPeriod href "../DividendPeriod/"



      DividendReturnTerms : dividendReinvestment

      DividendReturnTerms : excessDividendAmount





        DividendReturnTerms --> "0..1" DividendAmountTypeEnum : excessDividendAmount
        click DividendAmountTypeEnum href "../DividendAmountTypeEnum/"



      DividendReturnTerms : extraordinaryDividendsParty





        DividendReturnTerms --> "0..1" AncillaryRoleEnum : extraordinaryDividendsParty
        click AncillaryRoleEnum href "../AncillaryRoleEnum/"



      DividendReturnTerms : firstOrSecondPeriod





        DividendReturnTerms --> "0..1" DividendPeriodEnum : firstOrSecondPeriod
        click DividendPeriodEnum href "../DividendPeriodEnum/"



      DividendReturnTerms : materialDividend

      DividendReturnTerms : nonCashDividendTreatment





        DividendReturnTerms --> "0..1" NonCashDividendTreatmentEnum : nonCashDividendTreatment
        click NonCashDividendTreatmentEnum href "../NonCashDividendTreatmentEnum/"



      DividendReturnTerms : performance

      DividendReturnTerms : specialDividends

Slots

Name	Cardinality and Range	Description	Inheritance
dividendPayoutRatio	* DividendPayoutRatio	Specifies the dividend payout ratio associated with each underlier	direct
dividendReinvestment	0..1 Boolean	Boolean element that defines whether the dividend will be reinvested or not	direct
dividendEntitlement	0..1 DividendEntitlementEnum	Defines the date on which the receiver of the equity return is entitled to th...	direct
dividendAmountType	0..1 DividendAmountTypeEnum	Specifies whether the dividend is paid with respect to the Dividend Period	direct
performance	0..1 string	Performance calculation, in accordance with Part 1 Section 12 of the 2018 ISD...	direct
firstOrSecondPeriod	0..1 DividendPeriodEnum	2002 ISDA Equity Derivatives Definitions: Dividend Period as either the First...	direct
extraordinaryDividendsParty	0..1 AncillaryRoleEnum	Specifies the party which determines if dividends are extraordinary in relati...	direct
excessDividendAmount	0..1 DividendAmountTypeEnum	Determination of Gross Cash Dividend per Share	direct
dividendCurrency	0..1 DividendCurrency	Specifies the currency in which the dividend will be denominated, e	direct
nonCashDividendTreatment	0..1 NonCashDividendTreatmentEnum	Specifies the treatment of Non-Cash Dividends	direct
dividendComposition	0..1 DividendCompositionEnum	Specifies how the composition of Dividends is to be determined	direct
specialDividends	0..1 Boolean	Specifies the method according to which special dividends are determined	direct
materialDividend	0..1 Boolean	If present and true, then material non cash dividends are applicable	direct
dividendPeriod	* DividendPeriod	One to many time bounded dividend payment periods, each with a dividend payme...	direct

Usages

used by	used in	type	used
ReturnTerms	dividendReturnTerms	range	DividendReturnTerms
PortfolioReturnTerms	dividendReturnTerms	range	DividendReturnTerms

In Subsets

CdmProductAsset

Comments

Rosetta condition: DividendPeriod — if firstOrSecondPeriod exists then dividendPeriod -> startDate is absent and dividendPeriod -> endDate is absent
Rosetta condition: ExtraordinaryDividendsParty — if extraordinaryDividendsParty exists then extraordinaryDividendsParty = AncillaryRoleEnum -> ExtraordinaryDividendsParty

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: DividendReturnTerms
description: A class describing the conditions governing the payment of dividends
  to the receiver of the equity return, with the exception of the dividend payout
  ratio, which is defined for each of the underlying components.
comments:
- 'Rosetta condition: DividendPeriod — if firstOrSecondPeriod exists then dividendPeriod
  -> startDate is absent and dividendPeriod -> endDate is absent'
- 'Rosetta condition: ExtraordinaryDividendsParty — if extraordinaryDividendsParty
  exists then extraordinaryDividendsParty = AncillaryRoleEnum -> ExtraordinaryDividendsParty'
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- dividendPayoutRatio
- dividendReinvestment
- dividendEntitlement
- dividendAmountType
- performance
- firstOrSecondPeriod
- extraordinaryDividendsParty
- excessDividendAmount
- dividendCurrency
- nonCashDividendTreatment
- dividendComposition
- specialDividends
- materialDividend
- dividendPeriod

Induced

name: DividendReturnTerms
description: A class describing the conditions governing the payment of dividends
  to the receiver of the equity return, with the exception of the dividend payout
  ratio, which is defined for each of the underlying components.
comments:
- 'Rosetta condition: DividendPeriod — if firstOrSecondPeriod exists then dividendPeriod
  -> startDate is absent and dividendPeriod -> endDate is absent'
- 'Rosetta condition: ExtraordinaryDividendsParty — if extraordinaryDividendsParty
  exists then extraordinaryDividendsParty = AncillaryRoleEnum -> ExtraordinaryDividendsParty'
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  dividendPayoutRatio:
    name: dividendPayoutRatio
    description: Specifies the dividend payout ratio associated with each underlier.
      In FpML 5.10 the payout is positioned at the underlier level, although there
      is an intent to reconsider this approach and position it at the leg level. This
      is approach adopted by the CDM.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DividendReturnTerms
    domain_of:
    - DividendReturnTerms
    range: DividendPayoutRatio
    multivalued: true
    inlined: true
    inlined_as_list: true
  dividendReinvestment:
    name: dividendReinvestment
    description: Boolean element that defines whether the dividend will be reinvested
      or not.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DividendReturnTerms
    domain_of:
    - DividendReturnTerms
    range: boolean
  dividendEntitlement:
    name: dividendEntitlement
    description: Defines the date on which the receiver of the equity return is entitled
      to the dividend.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DividendReturnTerms
    domain_of:
    - DividendReturnTerms
    - DividendTerms
    range: DividendEntitlementEnum
  dividendAmountType:
    name: dividendAmountType
    description: Specifies whether the dividend is paid with respect to the Dividend
      Period.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DividendReturnTerms
    domain_of:
    - DividendReturnTerms
    range: DividendAmountTypeEnum
  performance:
    name: performance
    description: Performance calculation, in accordance with Part 1 Section 12 of
      the 2018 ISDA CDM Equity Confirmation for Security Equity Swap, Para 75. 'Equity
      Performance'. Cumulative performance is used as a notional multiplier factor
      on both legs of an Equity Swap.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DividendReturnTerms
    domain_of:
    - DividendReturnTerms
    - PriceReturnTerms
    - ReturnTermsBase
    range: string
  firstOrSecondPeriod:
    name: firstOrSecondPeriod
    description: '2002 ISDA Equity Derivatives Definitions: Dividend Period as either
      the First Period or the Second Period. | '
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DividendReturnTerms
    domain_of:
    - DividendReturnTerms
    range: DividendPeriodEnum
  extraordinaryDividendsParty:
    name: extraordinaryDividendsParty
    description: Specifies the party which determines if dividends are extraordinary
      in relation to normal levels.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DividendReturnTerms
    domain_of:
    - DividendReturnTerms
    range: AncillaryRoleEnum
  excessDividendAmount:
    name: excessDividendAmount
    description: Determination of Gross Cash Dividend per Share.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DividendReturnTerms
    domain_of:
    - DividendReturnTerms
    range: DividendAmountTypeEnum
  dividendCurrency:
    name: dividendCurrency
    description: Specifies the currency in which the dividend will be denominated,
      e.g. the dividend currency, or a specified currency. This class is not specified
      as such in FpML, which makes use of the CurrencyAndDeterminationMethod.model
      to specify such terms.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DividendReturnTerms
    domain_of:
    - DividendReturnTerms
    range: DividendCurrency
  nonCashDividendTreatment:
    name: nonCashDividendTreatment
    description: Specifies the treatment of Non-Cash Dividends.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DividendReturnTerms
    domain_of:
    - DividendReturnTerms
    range: NonCashDividendTreatmentEnum
  dividendComposition:
    name: dividendComposition
    description: Specifies how the composition of Dividends is to be determined.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DividendReturnTerms
    domain_of:
    - DividendReturnTerms
    range: DividendCompositionEnum
  specialDividends:
    name: specialDividends
    description: Specifies the method according to which special dividends are determined.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DividendReturnTerms
    domain_of:
    - DividendReturnTerms
    range: boolean
  materialDividend:
    name: materialDividend
    description: If present and true, then material non cash dividends are applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DividendReturnTerms
    domain_of:
    - DividendReturnTerms
    range: boolean
  dividendPeriod:
    name: dividendPeriod
    description: One to many time bounded dividend payment periods, each with a dividend
      payment date per period.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DividendReturnTerms
    domain_of:
    - DividendReturnTerms
    range: DividendPeriod
    multivalued: true
    inlined: true
    inlined_as_list: true