Enum: EventIntentEnum
The enumeration values to qualify the intent associated with a transaction event.
URI: common_domain_model:EventIntentEnum
Permissible Values
| Value | Meaning | Description |
|---|---|---|
| Allocation | None | The intent is to allocate one or more trades as part of an allocated block tr... |
| CashFlow | None | The intent is to designate a stand-alone cash transfer as a result of Trade c... |
| Clearing | None | The intent is to clear the contract |
| Compression | None | The intent is to compress multiple trades as part of a netting or compression... |
| ContractFormation | None | The intent is to form a contract from an execution |
| ContractTermsAmendment | None | The intent is to amend the terms of the contract through renegotiation |
| CorporateActionAdjustment | None | The intent is to take into effect the occurrence of a Corporate Action and th... |
| CreditEvent | None | The intent is to take into effect the occurrence of a Credit Event |
| Decrease | None | The intent is to Decrease the quantity or notional of the contract |
| EarlyTerminationProvision | None | The intent is to fully unwind the Trade, as a result of the application of Tr... |
| Increase | None | The intent is to Increase the quantity or notional of the contract |
| IndexTransition | None | The intent is to replace an interest rate index by another one during the lif... |
| NotionalReset | None | The intent is to increase or to decrease the notional of the Trade, in accord... |
| NotionalStep | None | The intent is to increase or to decrease the notional of the Trade, in accord... |
| Novation | None | The intent is to novate the contract |
| ObservationRecord | None | The intent is to record any kind of stand-alone obervervations e |
| OptionExercise | None | The intent is to Exercise a contract that is made of one or several option pa... |
| OptionalExtension | None | The intent is to extend the trade through exercise of an optional right as de... |
| OptionalCancellation | None | The intent is to cancel the trade through exercise of an optional right as de... |
| PortfolioRebalancing | None | The intent is to rebalance a portfolio, by inserting new derivatives transact... |
| PrincipalExchange | None | The intent is to pay or to receive a cash transfer, in accordance with Princi... |
| Reallocation | None | The intent is to reallocate one or more trades as part of an allocated block ... |
| Repurchase | None | The intent is to close a repo transaction through repurchase |
Slots
| Name | Description |
|---|---|
| intent | The intent attribute is meant to be specified when the event qualification ca... |
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
LinkML Source
name: EventIntentEnum
description: The enumeration values to qualify the intent associated with a transaction
event.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
Allocation:
text: Allocation
description: The intent is to allocate one or more trades as part of an allocated
block trade.
CashFlow:
text: CashFlow
description: The intent is to designate a stand-alone cash transfer as a result
of Trade contracual terms e.g. incurred by payout for instance a Performance
Amount or a Floating Rate Amount. The particular CashFlow at stake shall be
further specified in priceTransferEnum or transferTypeEnum. For clarity, such
intentEnum value shall not be used whenever a cash transfer is not stand-alone
but is instead embedded in another Event as part of the composable modelling
e.g. Decrease with Fees, Cross-Currency Notional Reset, etc. or any other Event
whenever including a cash transfer with other features. For clarity, a principal
payment related to a Principal Exhange is excluded as well, because a dedicated
intentEnum value exists for this event i.e. PrincipalExchange value.
Clearing:
text: Clearing
description: The intent is to clear the contract.
Compression:
text: Compression
description: The intent is to compress multiple trades as part of a netting or
compression event.
ContractFormation:
text: ContractFormation
description: The intent is to form a contract from an execution.
ContractTermsAmendment:
text: ContractTermsAmendment
description: The intent is to amend the terms of the contract through renegotiation.
CorporateActionAdjustment:
text: CorporateActionAdjustment
description: The intent is to take into effect the occurrence of a Corporate Action
and the particular Corporate Action at stake shall be further specified in CorporateActionTypeEnum.
CreditEvent:
text: CreditEvent
description: The intent is to take into effect the occurrence of a Credit Event.
Decrease:
text: Decrease
description: The intent is to Decrease the quantity or notional of the contract.
EarlyTerminationProvision:
text: EarlyTerminationProvision
description: The intent is to fully unwind the Trade, as a result of the application
of Trade contractual terms (e.g. an obligation to do so before Termination Date
as part of any kind of Early Termination terms) as defined within the CDM EarlyTerminationProvision
data type. Accordingly, increase and decrease of positions which result from
negotiation by the parties shall not be designated by such intentEnum. For clarity,
partial exercise of an option before its expiration date is excluded as well,
though related to Trade contract terms, because a dedicated intentEnum value
exists for this event i.e. OptionExercise value.
Increase:
text: Increase
description: The intent is to Increase the quantity or notional of the contract.
IndexTransition:
text: IndexTransition
description: 'The intent is to replace an interest rate index by another one during
the life of a trade and add a transition spread on top of this index (and on
top of the spreads already defined in the trade, if any). '
NotionalReset:
text: NotionalReset
description: The intent is to increase or to decrease the notional of the Trade,
in accordance with Notional Reset features e.g. could apply for Cross Currency
Swaps, Equity Performance Swaps, etc.
NotionalStep:
text: NotionalStep
description: The intent is to increase or to decrease the notional of the Trade,
in accordance with Step features attached to a Payout Quantity.
Novation:
text: Novation
description: The intent is to novate the contract.
ObservationRecord:
text: ObservationRecord
description: The intent is to record any kind of stand-alone obervervations e.g.
internal data recording, usage of CDM for recording and/or exchanging data as
part of pricing 'consensus' processing, etc. For clarity, such intentEnum value
shall not be used whenever an observation is not stand-alone but is instead
embedded in another Event as part of the composable modelling e.g. CashFlow
to which an observation of prices is associated, etc.
OptionExercise:
text: OptionExercise
description: 'The intent is to Exercise a contract that is made of one or several
option payout legs. For clarity, such intentEnum value shall not be used whenever
an optional right is exercised in relation with a Trade which composition includes
other types of payout legs e.g. right to call or to cancel before Termination
Date as part of any kind of Early Termination terms other than genuine bermuda
or american style features described in option payout. '
OptionalExtension:
text: OptionalExtension
description: The intent is to extend the trade through exercise of an optional
right as defined within the CDM OptionProvision data type.
OptionalCancellation:
text: OptionalCancellation
description: The intent is to cancel the trade through exercise of an optional
right as defined within the CDM OptionProvision data type.
PortfolioRebalancing:
text: PortfolioRebalancing
description: The intent is to rebalance a portfolio, by inserting new derivatives
transactions into portfolios of participants to reduce risks linked to those
trades. These are offsetting trades that rebalance relationships between different
counterparties when it comes to exposure of portfolios to certain types of risk,
such as interest rate risk.
PrincipalExchange:
text: PrincipalExchange
description: The intent is to pay or to receive a cash transfer, in accordance
with Principal Exchange features.
Reallocation:
text: Reallocation
description: The intent is to reallocate one or more trades as part of an allocated
block trade.
Repurchase:
text: Repurchase
description: The intent is to close a repo transaction through repurchase.