Class: EarlyTerminationProvision

A data defining: an early termination provision for a swap. This early termination is at fair value, i.e. on termination the fair value of the product must be settled between the parties.

URI: common_domain_model:EarlyTerminationProvision

 classDiagram
    class EarlyTerminationProvision
    click EarlyTerminationProvision href "../EarlyTerminationProvision/"
      EarlyTerminationProvision : mandatoryEarlyTermination





        EarlyTerminationProvision --> "0..1" MandatoryEarlyTermination : mandatoryEarlyTermination
        click MandatoryEarlyTermination href "../MandatoryEarlyTermination/"



      EarlyTerminationProvision : mandatoryEarlyTerminationDateTenor





        EarlyTerminationProvision --> "0..1" Period : mandatoryEarlyTerminationDateTenor
        click Period href "../Period/"



      EarlyTerminationProvision : optionalEarlyTermination





        EarlyTerminationProvision --> "0..1" OptionalEarlyTermination : optionalEarlyTermination
        click OptionalEarlyTermination href "../OptionalEarlyTermination/"



      EarlyTerminationProvision : optionalEarlyTerminationParameters





        EarlyTerminationProvision --> "0..1" ExercisePeriod : optionalEarlyTerminationParameters
        click ExercisePeriod href "../ExercisePeriod/"

Slots

Name	Cardinality and Range	Description	Inheritance
mandatoryEarlyTermination	0..1 MandatoryEarlyTermination	A mandatory early termination provision to terminate the swap at fair value	direct
mandatoryEarlyTerminationDateTenor	0..1 Period	Period after trade date of the mandatory early termination date	direct
optionalEarlyTermination	0..1 OptionalEarlyTermination	An option for either or both parties to terminate the swap at fair value	direct
optionalEarlyTerminationParameters	0..1 ExercisePeriod	Definition of the first early termination date and the frequency of the termi...	direct

Usages

used by	used in	type	used
TerminationProvision	earlyTerminationProvision	range	EarlyTerminationProvision

In Subsets

CdmProductTemplate

Comments

Rosetta condition: MandatoryEarlyTermination — (mandatoryEarlyTermination exists or optionalEarlyTermination exists) or (mandatoryEarlyTermination exists and optionalEarlyTermination exists)

Identifier and Mapping Information

Annotations

property	value
metadata_key	True

Schema Source

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

Mappings

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

LinkML Source

Direct

name: EarlyTerminationProvision
annotations:
  metadata_key:
    tag: metadata_key
    value: true
description: 'A data defining:  an early termination provision for a swap. This early
  termination is at fair value, i.e. on termination the fair value of the product
  must be settled between the parties.'
comments:
- 'Rosetta condition: MandatoryEarlyTermination — (mandatoryEarlyTermination exists
  or optionalEarlyTermination exists) or (mandatoryEarlyTermination exists and optionalEarlyTermination
  exists)'
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- mandatoryEarlyTermination
- mandatoryEarlyTerminationDateTenor
- optionalEarlyTermination
- optionalEarlyTerminationParameters

Induced

name: EarlyTerminationProvision
annotations:
  metadata_key:
    tag: metadata_key
    value: true
description: 'A data defining:  an early termination provision for a swap. This early
  termination is at fair value, i.e. on termination the fair value of the product
  must be settled between the parties.'
comments:
- 'Rosetta condition: MandatoryEarlyTermination — (mandatoryEarlyTermination exists
  or optionalEarlyTermination exists) or (mandatoryEarlyTermination exists and optionalEarlyTermination
  exists)'
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  mandatoryEarlyTermination:
    name: mandatoryEarlyTermination
    description: A mandatory early termination provision to terminate the swap at
      fair value.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: EarlyTerminationProvision
    domain_of:
    - EarlyTerminationProvision
    range: MandatoryEarlyTermination
  mandatoryEarlyTerminationDateTenor:
    name: mandatoryEarlyTerminationDateTenor
    description: Period after trade date of the mandatory early termination date.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: EarlyTerminationProvision
    domain_of:
    - EarlyTerminationProvision
    range: Period
  optionalEarlyTermination:
    name: optionalEarlyTermination
    description: An option for either or both parties to terminate the swap at fair
      value.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: EarlyTerminationProvision
    domain_of:
    - EarlyTerminationProvision
    range: OptionalEarlyTermination
  optionalEarlyTerminationParameters:
    name: optionalEarlyTerminationParameters
    description: Definition of the first early termination date and the frequency
      of the termination dates subsequent to that. American exercise is defined by
      having a frequency of one day.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: EarlyTerminationProvision
    domain_of:
    - EarlyTerminationProvision
    range: ExercisePeriod