Class: FxPriceSourceDisruption
URI: common_domain_model:FxPriceSourceDisruption
classDiagram
class FxPriceSourceDisruption
click FxPriceSourceDisruption href "../FxPriceSourceDisruption/"
FxPriceSourceDisruption : escrowArrangement
FxPriceSourceDisruption --> "0..1" EscrowArrangement : escrowArrangement
click EscrowArrangement href "../EscrowArrangement/"
FxPriceSourceDisruption : fallbackReferencePrice
FxPriceSourceDisruption --> "0..1" SettlementRateOption : fallbackReferencePrice
click SettlementRateOption href "../SettlementRateOption/"
FxPriceSourceDisruption : priceSourceDisruptionIsApplicable
Slots
| Name | Cardinality and Range | Description | Inheritance |
|---|---|---|---|
| priceSourceDisruptionIsApplicable | 1 Boolean |
direct | |
| fallbackReferencePrice | 0..1 SettlementRateOption |
The method, prioritised by the order it is listed in this element, to get a r... | direct |
| escrowArrangement | 0..1 EscrowArrangement |
direct |
Usages
| used by | used in | type | used |
|---|---|---|---|
| FxDisruptionEvents | priceSourceDisruption | range | FxPriceSourceDisruption |
In Subsets
See Also
Notes
- ISDA FXandCurrencyOptionsDefintions_1998 section "5.1.(d).(xi)"
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
Mappings
| Mapping Type | Mapped Value |
|---|---|
| self | common_domain_model:FxPriceSourceDisruption |
| native | common_domain_model:FxPriceSourceDisruption |
LinkML Source
Direct
name: FxPriceSourceDisruption
notes:
- ISDA FXandCurrencyOptionsDefintions_1998 section "5.1.(d).(xi)"
in_subset:
- cdm_legaldocumentation_transaction_additionalterms
from_schema: https://w3id.org/lmodel/common-domain-model
see_also:
- isda:FXandCurrencyOptionsDefintions_1998
slots:
- priceSourceDisruptionIsApplicable
- fallbackReferencePrice
- escrowArrangement
Induced
name: FxPriceSourceDisruption
notes:
- ISDA FXandCurrencyOptionsDefintions_1998 section "5.1.(d).(xi)"
in_subset:
- cdm_legaldocumentation_transaction_additionalterms
from_schema: https://w3id.org/lmodel/common-domain-model
see_also:
- isda:FXandCurrencyOptionsDefintions_1998
attributes:
priceSourceDisruptionIsApplicable:
name: priceSourceDisruptionIsApplicable
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: FxPriceSourceDisruption
domain_of:
- FxPriceSourceDisruption
range: boolean
required: true
fallbackReferencePrice:
name: fallbackReferencePrice
description: The method, prioritised by the order it is listed in this element,
to get a replacement rate for the disrupted settlement rate option.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: FxPriceSourceDisruption
domain_of:
- Illiquidity
- PriceMateriality
- FxPriceSourceDisruption
- FxDualExchangeRate
- PriceSourceDisruption
range: SettlementRateOption
escrowArrangement:
name: escrowArrangement
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: FxPriceSourceDisruption
domain_of:
- GovernmentalAuthorityDefault
- Illiquidity
- MaterialChangeInCircumstance
- Nationalization
- PriceMateriality
- FxPriceSourceDisruption
- FxBenchmarkObligationDefault
- FxDualExchangeRate
- GeneralInconvertibility
- GeneralNonTransferability
- SpecificInconvertibility
- SpecificNonTransferability
range: EscrowArrangement