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Class: ForeignExchangeRateIndex

Specification of a rate based on the exchange of a pair of cash assets in specific currencies, e.g. USD versus GBP.

URI: common_domain_model:ForeignExchangeRateIndex

 classDiagram
    class ForeignExchangeRateIndex
    click ForeignExchangeRateIndex href "../ForeignExchangeRateIndex/"
      IndexBase <|-- ForeignExchangeRateIndex
        click IndexBase href "../IndexBase/"

      ForeignExchangeRateIndex : assetClass





        ForeignExchangeRateIndex --> "0..1" AssetClassEnum : assetClass
        click AssetClassEnum href "../AssetClassEnum/"



      ForeignExchangeRateIndex : assetType





        ForeignExchangeRateIndex --> "1" AssetTypeEnum : assetType
        click AssetTypeEnum href "../AssetTypeEnum/"



      ForeignExchangeRateIndex : exchange





        ForeignExchangeRateIndex --> "0..1" LegalEntity : exchange
        click LegalEntity href "../LegalEntity/"



      ForeignExchangeRateIndex : identifier





        ForeignExchangeRateIndex --> "1..*" AssetIdentifier : identifier
        click AssetIdentifier href "../AssetIdentifier/"



      ForeignExchangeRateIndex : isExchangeListed

      ForeignExchangeRateIndex : name

      ForeignExchangeRateIndex : primaryFxSpotRateSource





        ForeignExchangeRateIndex --> "1" InformationSource : primaryFxSpotRateSource
        click InformationSource href "../InformationSource/"



      ForeignExchangeRateIndex : provider





        ForeignExchangeRateIndex --> "0..1" LegalEntity : provider
        click LegalEntity href "../LegalEntity/"



      ForeignExchangeRateIndex : quotedCurrencyPair





        ForeignExchangeRateIndex --> "1" QuotedCurrencyPair : quotedCurrencyPair
        click QuotedCurrencyPair href "../QuotedCurrencyPair/"



      ForeignExchangeRateIndex : relatedExchange





        ForeignExchangeRateIndex --> "*" LegalEntity : relatedExchange
        click LegalEntity href "../LegalEntity/"



      ForeignExchangeRateIndex : secondaryFxSpotRateSource





        ForeignExchangeRateIndex --> "0..1" InformationSource : secondaryFxSpotRateSource
        click InformationSource href "../InformationSource/"



      ForeignExchangeRateIndex : taxonomy





        ForeignExchangeRateIndex --> "*" Taxonomy : taxonomy
        click Taxonomy href "../Taxonomy/"

Inheritance

Slots

Name Cardinality and Range Description Inheritance
quotedCurrencyPair 1
QuotedCurrencyPair		 Describes the composition of a rate that has been quoted or is to be quoted direct
primaryFxSpotRateSource 1
InformationSource		 Specifies the primary source from which a rate should be observed direct
secondaryFxSpotRateSource 0..1
InformationSource		 Specifies an alternative, or secondary, source from which a rate should be ob... direct
name 0..1
string		 A description of the Index IndexBase
provider 0..1
LegalEntity		 The organisation that creates or maintains the Index IndexBase
assetClass 0..1
AssetClassEnum		 The Asset Class of the Index IndexBase
identifier 1..*
AssetIdentifier		 Asset Identifiers are used to uniquely identify an Asset, using a specified A... AssetBase
taxonomy *
Taxonomy		 Defines the taxonomy of an object by combining a taxonomy source (i AssetBase
isExchangeListed 0..1
Boolean		 Defines whether the Asset is listed on a public exchange AssetBase
exchange 0..1
LegalEntity		 If the Asset is listed, defines the public exchange of the listing AssetBase
relatedExchange *
LegalEntity		 Provides the related Exchanges, if applicable AssetBase
assetType 1
AssetTypeEnum		 Specifies the type of asset AssetBase

In Subsets

Comments

  • Rosetta condition: FXAssetClass — assetClass = AssetClassEnum -> ForeignExchange

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: ForeignExchangeRateIndex
description: Specification of a rate based on the exchange of a pair of cash assets
  in specific currencies, e.g. USD versus GBP.
comments:
- 'Rosetta condition: FXAssetClass — assetClass = AssetClassEnum -> ForeignExchange'
in_subset:
- cdm_observable_asset
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: IndexBase
slots:
- quotedCurrencyPair
- primaryFxSpotRateSource
- secondaryFxSpotRateSource

Induced

name: ForeignExchangeRateIndex
description: Specification of a rate based on the exchange of a pair of cash assets
  in specific currencies, e.g. USD versus GBP.
comments:
- 'Rosetta condition: FXAssetClass — assetClass = AssetClassEnum -> ForeignExchange'
in_subset:
- cdm_observable_asset
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: IndexBase
attributes:
  quotedCurrencyPair:
    name: quotedCurrencyPair
    description: Describes the composition of a rate that has been quoted or is to
      be quoted.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ForeignExchangeRateIndex
    domain_of:
    - ForeignExchangeRateIndex
    - FxRate
    - ValuationSource
    range: QuotedCurrencyPair
    required: true
  primaryFxSpotRateSource:
    name: primaryFxSpotRateSource
    description: Specifies the primary source from which a rate should be observed.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ForeignExchangeRateIndex
    domain_of:
    - ForeignExchangeRateIndex
    range: InformationSource
    required: true
  secondaryFxSpotRateSource:
    name: secondaryFxSpotRateSource
    description: Specifies an alternative, or secondary, source from which a rate
      should be observed.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ForeignExchangeRateIndex
    domain_of:
    - ForeignExchangeRateIndex
    range: InformationSource
  name:
    name: name
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: A description of the Index.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ForeignExchangeRateIndex
    domain_of:
    - TaxonomyValue
    - BusinessUnit
    - LegalEntity
    - Party
    - Resource
    - AdditionalTerminationEvent
    - CSAThresholdVariableSet
    - CSAMinimumTransferAmountVariableSet
    - MasterAgreementClause
    - MasterAgreementClauseVariant
    - MasterAgreementVariableSet
    - IndexBase
    range: string
  provider:
    name: provider
    description: The organisation that creates or maintains the Index.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ForeignExchangeRateIndex
    domain_of:
    - IndexBase
    range: LegalEntity
  assetClass:
    name: assetClass
    description: The Asset Class of the Index.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ForeignExchangeRateIndex
    domain_of:
    - StandardizedSchedule
    - StandardizedScheduleTradeInfo
    - IndexBase
    range: AssetClassEnum
    required: false
  identifier:
    name: identifier
    description: Asset Identifiers are used to uniquely identify an Asset, using a
      specified Asset Identifier Type.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AssetBase.identifier
    rank: 1000
    owner: ForeignExchangeRateIndex
    domain_of:
    - AssetBase
    - AssetIdentifier
    - ProductIdentifier
    - AssignedIdentifier
    - BusinessUnit
    - PartyIdentifier
    - EntityIdentifier
    - PersonIdentifier
    - TransferBase
    - OtherAgreement
    - LegalAgreementBase
    - NonLegalEntity
    - MasterAgreementClauseVariant
    - Clause
    - ContractualDefinition
    - FloatingRateIndexMap
    - EligibleCollateralSpecification
    - NonTransferableProduct
    range: AssetIdentifier
    required: true
    multivalued: true
  taxonomy:
    name: taxonomy
    description: Defines the taxonomy of an object by combining a taxonomy source
      (i.e. the rules to classify the object) and a value (i.e. the output of those
      rules on the object.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AssetBase.taxonomy
    rank: 1000
    owner: ForeignExchangeRateIndex
    domain_of:
    - AssetBase
    - NonTransferableProduct
    range: Taxonomy
    multivalued: true
    inlined: true
    inlined_as_list: true
  isExchangeListed:
    name: isExchangeListed
    description: Defines whether the Asset is listed on a public exchange.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AssetBase.isExchangeListed
    rank: 1000
    owner: ForeignExchangeRateIndex
    domain_of:
    - AssetBase
    range: boolean
  exchange:
    name: exchange
    description: If the Asset is listed, defines the public exchange of the listing.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AssetBase.exchange
    rank: 1000
    owner: ForeignExchangeRateIndex
    domain_of:
    - AssetBase
    - ListingExchange
    range: LegalEntity
  relatedExchange:
    name: relatedExchange
    description: Provides the related Exchanges, if applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AssetBase.relatedExchange
    rank: 1000
    owner: ForeignExchangeRateIndex
    domain_of:
    - AssetBase
    range: LegalEntity
    multivalued: true
    inlined: true
    inlined_as_list: true
  assetType:
    name: assetType
    description: Specifies the type of asset.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AssetBase.assetType
    rank: 1000
    owner: ForeignExchangeRateIndex
    domain_of:
    - AssetBase
    - AssetType
    range: AssetTypeEnum
    required: true