Class: ExtendibleProvision

A data defining: an option to extend an existing swap transaction on the specified exercise dates for a term ending on the specified new termination date. As a difference from FpML, it extends the BuyerSeller class, which represents the BuyerSeller.model.

URI: common_domain_model:ExtendibleProvision

 classDiagram
    class ExtendibleProvision
    click ExtendibleProvision href "../ExtendibleProvision/"
      BuyerSeller <|-- ExtendibleProvision
        click BuyerSeller href "../BuyerSeller/"

      ExtendibleProvision : buyer





        ExtendibleProvision --> "1" CounterpartyRoleEnum : buyer
        click CounterpartyRoleEnum href "../CounterpartyRoleEnum/"



      ExtendibleProvision : callingParty





        ExtendibleProvision --> "0..1" CallingPartyEnum : callingParty
        click CallingPartyEnum href "../CallingPartyEnum/"



      ExtendibleProvision : exerciseNotice





        ExtendibleProvision --> "0..1" ExerciseNotice : exerciseNotice
        click ExerciseNotice href "../ExerciseNotice/"



      ExtendibleProvision : exerciseTerms





        ExtendibleProvision --> "1" ExerciseTerms : exerciseTerms
        click ExerciseTerms href "../ExerciseTerms/"



      ExtendibleProvision : extendibleProvisionAdjustedDates





        ExtendibleProvision --> "0..1" ExtendibleProvisionAdjustedDates : extendibleProvisionAdjustedDates
        click ExtendibleProvisionAdjustedDates href "../ExtendibleProvisionAdjustedDates/"



      ExtendibleProvision : extensionPeriod





        ExtendibleProvision --> "0..1" AdjustableRelativeOrPeriodicDates : extensionPeriod
        click AdjustableRelativeOrPeriodicDates href "../AdjustableRelativeOrPeriodicDates/"



      ExtendibleProvision : extensionTerm





        ExtendibleProvision --> "0..1" RelativeDateOffset : extensionTerm
        click RelativeDateOffset href "../RelativeDateOffset/"



      ExtendibleProvision : followUpConfirmation

      ExtendibleProvision : noticeDeadlineDateTime

      ExtendibleProvision : noticeDeadlinePeriod





        ExtendibleProvision --> "0..1" RelativeDateOffset : noticeDeadlinePeriod
        click RelativeDateOffset href "../RelativeDateOffset/"



      ExtendibleProvision : seller





        ExtendibleProvision --> "1" CounterpartyRoleEnum : seller
        click CounterpartyRoleEnum href "../CounterpartyRoleEnum/"



      ExtendibleProvision : singlePartyOption





        ExtendibleProvision --> "0..1" PartyRole : singlePartyOption
        click PartyRole href "../PartyRole/"

Inheritance

BuyerSeller
- ExtendibleProvision

Slots

Name	Cardinality and Range	Description	Inheritance
exerciseNotice	0..1 ExerciseNotice	Definition of the party to whom notice of exercise should be given	direct
followUpConfirmation	0..1 Boolean	A flag to indicate whether follow-up confirmation of exercise (written or ele...	direct
extendibleProvisionAdjustedDates	0..1 ExtendibleProvisionAdjustedDates	The adjusted dates associated with an extendible provision	direct
callingParty	0..1 CallingPartyEnum	The party with right to exercise a cancellation	direct
singlePartyOption	0..1 PartyRole	If the ability to extend the contract is not available to both parties then t...	direct
noticeDeadlinePeriod	0..1 RelativeDateOffset	Defines the minimum period before a contract is scheduled to terminate that n...	direct
noticeDeadlineDateTime	0..1 Datetime	A specific date and time for the notice deadline	direct
extensionTerm	0..1 RelativeDateOffset	The length of each extension period relative to the effective date of the pre...	direct
extensionPeriod	0..1 AdjustableRelativeOrPeriodicDates	The period within which notice can be given that the contract will be extende...	direct
exerciseTerms	1 ExerciseTerms	The exercise terms associated with the extendible provision, including detail...	direct
buyer	1 CounterpartyRoleEnum	Buyer party that can be resolved as one of the two principal parties to the t...	BuyerSeller
seller	1 CounterpartyRoleEnum	Seller party that can be resolved as one of the two principal parties to the ...	BuyerSeller

Usages

used by	used in	type	used
TerminationProvision	extendibleProvision	range	ExtendibleProvision

In Subsets

CdmProductTemplate

Comments

Rosetta condition: ExtendibleProvisionExerciseNoticeReceiverParty — if exerciseNotice -> exerciseNoticeReceiver exists then exerciseNotice -> exerciseNoticeReceiver = AncillaryRoleEnum -> ExerciseNoticeReceiverPartyExtendibleProvision

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: ExtendibleProvision
description: 'A data defining:  an option to extend an existing swap transaction on
  the specified exercise dates for a term ending on the specified new termination
  date. As a difference from FpML, it extends the BuyerSeller class, which represents
  the BuyerSeller.model.'
comments:
- 'Rosetta condition: ExtendibleProvisionExerciseNoticeReceiverParty — if exerciseNotice
  -> exerciseNoticeReceiver exists then exerciseNotice -> exerciseNoticeReceiver =
  AncillaryRoleEnum -> ExerciseNoticeReceiverPartyExtendibleProvision'
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: BuyerSeller
slots:
- exerciseNotice
- followUpConfirmation
- extendibleProvisionAdjustedDates
- callingParty
- singlePartyOption
- noticeDeadlinePeriod
- noticeDeadlineDateTime
- extensionTerm
- extensionPeriod
- exerciseTerms
slot_usage:
  followUpConfirmation:
    name: followUpConfirmation
    required: false
  noticeDeadlinePeriod:
    name: noticeDeadlinePeriod
    description: Defines the minimum period before a contract is scheduled to terminate
      that notice can be given that it will terminate beyond the scheduled termination
      date.
    range: RelativeDateOffset
  exerciseTerms:
    name: exerciseTerms
    description: The exercise terms associated with the extendible provision, including
      details such as exercise style, exercise fees, and any other relevant conditions
      or terms governing the extension of the swap transaction.

Induced

name: ExtendibleProvision
description: 'A data defining:  an option to extend an existing swap transaction on
  the specified exercise dates for a term ending on the specified new termination
  date. As a difference from FpML, it extends the BuyerSeller class, which represents
  the BuyerSeller.model.'
comments:
- 'Rosetta condition: ExtendibleProvisionExerciseNoticeReceiverParty — if exerciseNotice
  -> exerciseNoticeReceiver exists then exerciseNotice -> exerciseNoticeReceiver =
  AncillaryRoleEnum -> ExerciseNoticeReceiverPartyExtendibleProvision'
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: BuyerSeller
slot_usage:
  followUpConfirmation:
    name: followUpConfirmation
    required: false
  noticeDeadlinePeriod:
    name: noticeDeadlinePeriod
    description: Defines the minimum period before a contract is scheduled to terminate
      that notice can be given that it will terminate beyond the scheduled termination
      date.
    range: RelativeDateOffset
  exerciseTerms:
    name: exerciseTerms
    description: The exercise terms associated with the extendible provision, including
      details such as exercise style, exercise fees, and any other relevant conditions
      or terms governing the extension of the swap transaction.
attributes:
  exerciseNotice:
    name: exerciseNotice
    description: Definition of the party to whom notice of exercise should be given.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CancelableProvision.exerciseNotice
    rank: 1000
    owner: ExtendibleProvision
    domain_of:
    - CancelableProvision
    - ExtendibleProvision
    - OptionalEarlyTermination
    - ManualExercise
    range: ExerciseNotice
  followUpConfirmation:
    name: followUpConfirmation
    description: A flag to indicate whether follow-up confirmation of exercise (written
      or electronic) is required following telephonic notice by the buyer to the seller
      or seller's agent.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CancelableProvision.followUpConfirmation
    rank: 1000
    owner: ExtendibleProvision
    domain_of:
    - CancelableProvision
    - ExtendibleProvision
    - OptionalEarlyTermination
    - ExerciseProcedure
    range: boolean
    required: false
  extendibleProvisionAdjustedDates:
    name: extendibleProvisionAdjustedDates
    description: The adjusted dates associated with an extendible provision. These
      dates have been adjusted for any applicable business day convention.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ExtendibleProvision
    domain_of:
    - ExtendibleProvision
    range: ExtendibleProvisionAdjustedDates
  callingParty:
    name: callingParty
    description: The party with right to exercise a cancellation. Allows for buyer,
      seller or either.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CancelableProvision.callingParty
    rank: 1000
    owner: ExtendibleProvision
    domain_of:
    - CancelableProvision
    - ExtendibleProvision
    range: CallingPartyEnum
  singlePartyOption:
    name: singlePartyOption
    description: If the ability to extend the contract is not available to both parties
      then this component specifies the buyer and seller of the option.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ExtendibleProvision
    domain_of:
    - ExtendibleProvision
    - OptionalEarlyTermination
    - EvergreenProvision
    range: PartyRole
  noticeDeadlinePeriod:
    name: noticeDeadlinePeriod
    description: Defines the minimum period before a contract is scheduled to terminate
      that notice can be given that it will terminate beyond the scheduled termination
      date.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ExtendibleProvision
    domain_of:
    - SubstitutionProvisions
    - ExtendibleProvision
    - EvergreenProvision
    range: RelativeDateOffset
  noticeDeadlineDateTime:
    name: noticeDeadlineDateTime
    description: A specific date and time for the notice deadline
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ExtendibleProvision
    domain_of:
    - SubstitutionProvisions
    - ExtendibleProvision
    - EvergreenProvision
    range: datetime
  extensionTerm:
    name: extensionTerm
    description: The length of each extension period relative to the effective date
      of the preceding contract.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ExtendibleProvision
    domain_of:
    - ExtendibleProvision
    range: RelativeDateOffset
  extensionPeriod:
    name: extensionPeriod
    description: The period within which notice can be given that the contract will
      be extended.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ExtendibleProvision
    domain_of:
    - ExtendibleProvision
    range: AdjustableRelativeOrPeriodicDates
  exerciseTerms:
    name: exerciseTerms
    description: The exercise terms associated with the extendible provision, including
      details such as exercise style, exercise fees, and any other relevant conditions
      or terms governing the extension of the swap transaction.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ExtendibleProvision
    domain_of:
    - OptionPayout
    - CancelableProvision
    - ExtendibleProvision
    - OptionalEarlyTermination
    range: ExerciseTerms
    required: true
  buyer:
    name: buyer
    description: 'Buyer party that can be resolved as one of the two principal parties
      to the transaction. The party that buys this instrument, i.e. pays for this
      instrument and receives the rights defined by it. ISDA 2002 Equity Definitions
      section 1.18: `Buyer` means the party specified as such in the related Confirmation.
      | ISDA 2006 Definitions article 12.1 (b)(i) relating to a Swaption: ''Buyer''
      means the party that will, on each Premium Payment Date, pay to Seller the Premium
      | ISDA 2006 Definitions article 12.1 (b)(ii) relating to Swap Transactions with
      applicable Early Termination: the party specified as such in the related Confirmation,
      or the Exercising Party if neither party is specified | ISDA 2006 Definitions
      article 12.1 (b)(iii) relating to any other Option Transaction: the party specified
      as such in the related Confirmation. | ISDA 2014 Credit Definition article 1.4:
      `Buyer` means the Fixed Rate Payer.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BuyerSeller.buyer
    rank: 1000
    owner: ExtendibleProvision
    domain_of:
    - BuyerSeller
    - Strike
    - StrikeSchedule
    range: CounterpartyRoleEnum
    required: true
  seller:
    name: seller
    description: 'Seller party that can be resolved as one of the two principal parties
      to the transaction. The party that sells (''writes'') this instrument, i.e.
      that grants the rights defined by this instrument and in return receives a payment
      for it. ISDA 2002 Equity Definitions section 1.19: `Seller` means the party
      specified as such in the related Confirmation. | ISDA 2006 Definitions article
      12.1 (a)(i) relating to a Swaption: ''Seller'' means the party the party specified
      as such or as writer in the related Confirmation | ISDA 2006 Definitions article
      12.1 (a)(ii) relating to Swap Transactions with applicable Early Termination:
      the party specified as such or as writer in the related Confirmation or, if
      neither party is specified as such, the Non-exercising Party | ISDA 2006 Definitions
      article 12.1 (a)(iii) relating to any other Option Transaction: the party specified
      as such in the related Confirmation. | ISDA 2014 Credit Definition article 1.4:
      `Seller` means the Floating Rate Payer.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BuyerSeller.seller
    rank: 1000
    owner: ExtendibleProvision
    domain_of:
    - BuyerSeller
    - Strike
    - StrikeSchedule
    range: CounterpartyRoleEnum
    required: true