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Class: FxFeature

A type for defining FX Features.

URI: common_domain_model:FxFeature

 classDiagram
    class FxFeature
    click FxFeature href "../FxFeature/"
      FxFeature : composite





        FxFeature --> "0..1" Composite : composite
        click Composite href "../Composite/"



      FxFeature : crossCurrency





        FxFeature --> "0..1" Composite : crossCurrency
        click Composite href "../Composite/"



      FxFeature : quanto





        FxFeature --> "0..1" Quanto : quanto
        click Quanto href "../Quanto/"



      FxFeature : referenceCurrency

Slots

Name Cardinality and Range Description Inheritance
referenceCurrency 1
string		 Specifies the reference currency of the trade direct
composite 0..1
Composite		 If 'Composite' is specified as the Settlement Type in the relevant Transactio... direct
quanto 0..1
Quanto		 If 'Quanto' is specified as the Settlement Type in the relevant Transaction S... direct
crossCurrency 0..1
Composite		 If 'Cross-Currency' is specified as the Settlement Type in the relevant Trans... direct

Usages

used by used in type used
CommodityPayout fxFeature range FxFeature
PerformancePayout fxFeature range FxFeature
OptionFeature fxFeature range FxFeature

Rules

Rule Applied Preconditions Postconditions Elseconditions

In Subsets

Comments

  • Rosetta condition: FxFeatureChoice — required choice composite, quanto, crossCurrency

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: FxFeature
description: A type for defining FX Features.
comments:
- 'Rosetta condition: FxFeatureChoice — required choice composite, quanto, crossCurrency'
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- referenceCurrency
- composite
- quanto
- crossCurrency
slot_usage:
  composite:
    name: composite
    description: 'If ''Composite'' is specified as the Settlement Type in the relevant
      Transaction Supplement, an amount in the Settlement Currency, determined by
      the Calculation Agent as being equal to the number of Options exercised or deemed
      exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price
      – Settlement Price) x Multiplier provided that if the above is equal to a negative
      amount the Option Cash Settlement Amount shall be deemed to be zero.'
    range: Composite
rules:
- postconditions:
    exactly_one_of:
    - slot_conditions:
        composite:
          name: composite
          required: true
    - slot_conditions:
        quanto:
          name: quanto
          required: true
    - slot_conditions:
        crossCurrency:
          name: crossCurrency
          required: true
  description: ' Choice rule to represent an FpML choice construct.'

Induced

name: FxFeature
description: A type for defining FX Features.
comments:
- 'Rosetta condition: FxFeatureChoice — required choice composite, quanto, crossCurrency'
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  composite:
    name: composite
    description: 'If ''Composite'' is specified as the Settlement Type in the relevant
      Transaction Supplement, an amount in the Settlement Currency, determined by
      the Calculation Agent as being equal to the number of Options exercised or deemed
      exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price
      – Settlement Price) x Multiplier provided that if the above is equal to a negative
      amount the Option Cash Settlement Amount shall be deemed to be zero.'
    range: Composite
attributes:
  referenceCurrency:
    name: referenceCurrency
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: Specifies the reference currency of the trade.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FxFeature
    domain_of:
    - FxFeature
    range: string
    required: true
  composite:
    name: composite
    description: 'If ''Composite'' is specified as the Settlement Type in the relevant
      Transaction Supplement, an amount in the Settlement Currency, determined by
      the Calculation Agent as being equal to the number of Options exercised or deemed
      exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price
      – Settlement Price) x Multiplier provided that if the above is equal to a negative
      amount the Option Cash Settlement Amount shall be deemed to be zero.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FxFeature
    domain_of:
    - PriceSchedule
    - FxFeature
    range: Composite
  quanto:
    name: quanto
    description: If 'Quanto' is specified as the Settlement Type in the relevant Transaction
      Supplement, an amount, as determined by the Calculation Agent in accordance
      with the Section 8.2 of the Equity Definitions.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FxFeature
    domain_of:
    - FxFeature
    range: Quanto
  crossCurrency:
    name: crossCurrency
    description: 'If ''Cross-Currency'' is specified as the Settlement Type in the
      relevant Transaction Supplement, an amount in the Settlement Currency, determined
      by the Calculation Agent as being equal to the number of Options exercised or
      deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike
      Price – Settlement Price) x Multiplier x one unit of the Reference Currency
      converted into an amount in the Settlement Currency using the rate of exchange
      of the Settlement Currency as quoted on the Reference Price Source on the Valuation
      Date, provided that if the above is equal to a negative amount the Option Cash
      Settlement Amount shall be deemed to be zero.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FxFeature
    domain_of:
    - FxFeature
    range: Composite
rules:
- postconditions:
    exactly_one_of:
    - slot_conditions:
        composite:
          name: composite
          required: true
    - slot_conditions:
        quanto:
          name: quanto
          required: true
    - slot_conditions:
        crossCurrency:
          name: crossCurrency
          required: true
  description: ' Choice rule to represent an FpML choice construct.'