Class: FixedPricePayout

Represents a fixed price payout. There is no underlier associated with this payout type and is based on fixed pricing per a given unit (e.g. in commodities price per barrel)

URI: common_domain_model:FixedPricePayout

 classDiagram
    class FixedPricePayout
    click FixedPricePayout href "../FixedPricePayout/"
      PayoutBase <|-- FixedPricePayout
        click PayoutBase href "../PayoutBase/"

      FixedPricePayout : fixedPrice





        FixedPricePayout --> "1" FixedPrice : fixedPrice
        click FixedPrice href "../FixedPrice/"



      FixedPricePayout : payerReceiver





        FixedPricePayout --> "1" PayerReceiver : payerReceiver
        click PayerReceiver href "../PayerReceiver/"



      FixedPricePayout : paymentDates





        FixedPricePayout --> "1" PaymentDates : paymentDates
        click PaymentDates href "../PaymentDates/"



      FixedPricePayout : priceQuantity





        FixedPricePayout --> "0..1" ResolvablePriceQuantity : priceQuantity
        click ResolvablePriceQuantity href "../ResolvablePriceQuantity/"



      FixedPricePayout : principalPayment





        FixedPricePayout --> "0..1" PrincipalPayments : principalPayment
        click PrincipalPayments href "../PrincipalPayments/"



      FixedPricePayout : schedule





        FixedPricePayout --> "0..1" CalculationSchedule : schedule
        click CalculationSchedule href "../CalculationSchedule/"



      FixedPricePayout : settlementTerms





        FixedPricePayout --> "0..1" SettlementTerms : settlementTerms
        click SettlementTerms href "../SettlementTerms/"

Inheritance

PayoutBase
- FixedPricePayout

Slots

Name	Cardinality and Range	Description	Inheritance
paymentDates	1 PaymentDates	Specifies the parameters to generate the payment date schedule, either throug...	direct
fixedPrice	1 FixedPrice	Specifies the fixed price on which fixed forward payments are based	direct
schedule	0..1 CalculationSchedule	Allows the full representation of a payout by defining a set of schedule peri...	direct
payerReceiver	1 PayerReceiver	Canonical representation of the payer and receiver parties applicable to each...	PayoutBase
priceQuantity	0..1 ResolvablePriceQuantity	Each payout leg must implement the quantity concept as a 'resolvable' type, w...	PayoutBase
principalPayment	0..1 PrincipalPayments	The specification of the principal exchange	PayoutBase
settlementTerms	0..1 SettlementTerms	Each payout leg must specifies its settlement terms, including the delivery t...	PayoutBase

Usages

used by	used in	type	used
ResetInstruction	payout	any_of[range]	FixedPricePayout
CalculateTransferInstruction	payout	any_of[range]	FixedPricePayout
ScheduledTransfer	payoutReference	any_of[range]	FixedPricePayout
EconomicTerms	payout	any_of[range]	FixedPricePayout

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions

In Subsets

CdmProductTemplate

Comments

Rosetta condition: Quantity — priceQuantity exists

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: FixedPricePayout
description: Represents a fixed price payout. There is no underlier associated with
  this payout type and is based on fixed pricing per a given unit (e.g. in commodities
  price per barrel)
comments:
- 'Rosetta condition: Quantity — priceQuantity exists'
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: PayoutBase
slots:
- paymentDates
- fixedPrice
- schedule
slot_usage:
  paymentDates:
    name: paymentDates
    description: Specifies the parameters to generate the payment date schedule, either
      through a parametric representation or by reference to specified dates.
  schedule:
    name: schedule
    description: Allows the full representation of a payout by defining a set of schedule
      periods. It supports standard schedule customization by expressing all the dates,
      quantities, and pricing data in a non-parametric way.
    range: CalculationSchedule
    multivalued: false
rules:
- postconditions:
    slot_conditions:
      priceQuantity:
        name: priceQuantity
        required: true
  description: When there is an OptionPayout the quantity can be expressed as part
    of the payoutQuantity, or as part of the underlier in the case of a Swaption.  For
    all other payouts that extend PayoutBase the payoutQuantity is a mandatory attribute.

Induced

name: FixedPricePayout
description: Represents a fixed price payout. There is no underlier associated with
  this payout type and is based on fixed pricing per a given unit (e.g. in commodities
  price per barrel)
comments:
- 'Rosetta condition: Quantity — priceQuantity exists'
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: PayoutBase
slot_usage:
  paymentDates:
    name: paymentDates
    description: Specifies the parameters to generate the payment date schedule, either
      through a parametric representation or by reference to specified dates.
  schedule:
    name: schedule
    description: Allows the full representation of a payout by defining a set of schedule
      periods. It supports standard schedule customization by expressing all the dates,
      quantities, and pricing data in a non-parametric way.
    range: CalculationSchedule
    multivalued: false
attributes:
  paymentDates:
    name: paymentDates
    description: Specifies the parameters to generate the payment date schedule, either
      through a parametric representation or by reference to specified dates.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CommodityPayout.paymentDates
    rank: 1000
    owner: FixedPricePayout
    domain_of:
    - CommodityPayout
    - InterestRatePayout
    - PerformancePayout
    - FixedPricePayout
    range: PaymentDates
    required: true
  fixedPrice:
    name: fixedPrice
    description: Specifies the fixed price on which fixed forward payments are based.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FixedPricePayout
    domain_of:
    - FixedPricePayout
    range: FixedPrice
    required: true
  schedule:
    name: schedule
    description: Allows the full representation of a payout by defining a set of schedule
      periods. It supports standard schedule customization by expressing all the dates,
      quantities, and pricing data in a non-parametric way.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FixedPricePayout
    domain_of:
    - TriggerEvent
    - CommodityPayout
    - AveragingPeriod
    - OptionPayout
    - SettlementPayout
    - FixedPricePayout
    range: CalculationSchedule
    multivalued: false
    inlined: true
    inlined_as_list: true
  payerReceiver:
    name: payerReceiver
    description: Canonical representation of the payer and receiver parties applicable
      to each payout leg.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculateTransferInstruction.payerReceiver
    rank: 1000
    owner: FixedPricePayout
    domain_of:
    - CalculateTransferInstruction
    - TransferBase
    - CollateralBalance
    - FeaturePayment
    - AssetFlow
    - PayoutBase
    - PrincipalPayment
    - PortfolioReturnTerms
    - PassThroughItem
    range: PayerReceiver
    required: true
  priceQuantity:
    name: priceQuantity
    description: Each payout leg must implement the quantity concept as a 'resolvable'
      type, which allows for different payout legs to be linked to each other (e.g.
      in the case of cross-curreny products).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FixedPricePayout
    domain_of:
    - ExecutionInstruction
    - IndexTransitionInstruction
    - PositionBase
    - PayoutBase
    - TradeLot
    range: ResolvablePriceQuantity
    required: false
    multivalued: false
    inlined: true
    inlined_as_list: true
  principalPayment:
    name: principalPayment
    description: The specification of the principal exchange. Optional as only applicable
      in the case of cross-currency or zero-coupon swaps with a final payment.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FixedPricePayout
    domain_of:
    - PayoutBase
    range: PrincipalPayments
  settlementTerms:
    name: settlementTerms
    description: Each payout leg must specifies its settlement terms, including the
      delivery type (i.e. cash vs physical, and their respective terms), the transfer
      type (DvP etc.) and settlement date, if any.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FixedPricePayout
    domain_of:
    - EquitySwapMasterConfirmation2018
    - PayoutBase
    range: SettlementTerms
    required: false
rules:
- postconditions:
    slot_conditions:
      priceQuantity:
        name: priceQuantity
        required: true
  description: When there is an OptionPayout the quantity can be expressed as part
    of the payoutQuantity, or as part of the underlier in the case of a Swaption.  For
    all other payouts that extend PayoutBase the payoutQuantity is a mandatory attribute.