Class: GeneralTerms

_ A class specifying a set of non-monetary terms for the Credit Derivative Transaction, including the buyer and seller and selected items from the ISDA 2014 Credit Definition article II, such as the reference obligation and related terms. The CDM GeneralTerms class corresponds to the FpML GeneralTerms complex type, except that the effectiveDate and scheduledTerminationDate have been positioned as part of the InterestRatePayout class in the CDM instead of in GeneralTerms._

URI: common_domain_model:GeneralTerms

 classDiagram
    class GeneralTerms
    click GeneralTerms href "../GeneralTerms/"
      GeneralTerms : additionalTerm

      GeneralTerms : basketReferenceInformation





        GeneralTerms --> "0..1" BasketReferenceInformation : basketReferenceInformation
        click BasketReferenceInformation href "../BasketReferenceInformation/"



      GeneralTerms : indexReferenceInformation





        GeneralTerms --> "0..1" CreditIndex : indexReferenceInformation
        click CreditIndex href "../CreditIndex/"



      GeneralTerms : modifiedEquityDelivery

      GeneralTerms : referenceInformation





        GeneralTerms --> "0..1" ReferenceInformation : referenceInformation
        click ReferenceInformation href "../ReferenceInformation/"



      GeneralTerms : substitution

Slots

Name	Cardinality and Range	Description	Inheritance
referenceInformation	0..1 ReferenceInformation	This attribute contains all the terms relevant to defining the reference enti...	direct
indexReferenceInformation	0..1 CreditIndex	This attribute contains all the terms relevant to the underlying Index	direct
basketReferenceInformation	0..1 BasketReferenceInformation	This attribute contains all the terms relevant to defining the Credit Default...	direct
additionalTerm	* string	This attribute is used for representing information contained in the Addition...	direct
substitution	0..1 Boolean	Value of this attribute set to 'true' indicates that substitution is applicab...	direct
modifiedEquityDelivery	0..1 Boolean	Value of this attribute set to 'true' indicates that modified equity delivery...	direct

Usages

used by	used in	type	used
CreditDefaultPayout	generalTerms	range	GeneralTerms

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	`{'basketReferenceInformation': {'required': False}}`	`{'substitution': {'required': False}}`

In Subsets

CdmProductAsset

Comments

Rosetta condition: GeneralTermsChoice — required choice referenceInformation, indexReferenceInformation, basketReferenceInformation
Rosetta condition: FpML_cd_41 — if indexReferenceInformation -> tranche is absent then modifiedEquityDelivery is absent
Rosetta condition: FpML_cd_42 — if basketReferenceInformation is absent then substitution is absent
Rosetta condition: BasketReferenceInformationNameOrId — if basketReferenceInformation exists then basketReferenceInformation -> basketName exists or basketReferenceInformation -> basketId 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:GeneralTerms
native	common_domain_model:GeneralTerms

LinkML Source

Direct

name: GeneralTerms
description: ' A class specifying a set of non-monetary terms for the Credit Derivative
  Transaction, including the buyer and seller and selected items from the ISDA 2014
  Credit Definition article II, such as the reference obligation and related terms.
  The CDM GeneralTerms class corresponds to the FpML GeneralTerms complex type, except
  that the effectiveDate and scheduledTerminationDate have been positioned as part
  of the InterestRatePayout class in the CDM instead of in GeneralTerms.'
comments:
- 'Rosetta condition: GeneralTermsChoice — required choice referenceInformation, indexReferenceInformation,
  basketReferenceInformation'
- 'Rosetta condition: FpML_cd_41 — if indexReferenceInformation -> tranche is absent
  then modifiedEquityDelivery is absent'
- 'Rosetta condition: FpML_cd_42 — if basketReferenceInformation is absent then substitution
  is absent'
- 'Rosetta condition: BasketReferenceInformationNameOrId — if basketReferenceInformation
  exists then basketReferenceInformation -> basketName exists or basketReferenceInformation
  -> basketId exists'
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- referenceInformation
- indexReferenceInformation
- basketReferenceInformation
- additionalTerm
- substitution
- modifiedEquityDelivery
slot_usage:
  referenceInformation:
    name: referenceInformation
    description: This attribute contains all the terms relevant to defining the reference
      entity and reference obligation(s).
    required: false
  substitution:
    name: substitution
    description: Value of this attribute set to 'true' indicates that substitution
      is applicable.
    range: boolean
rules:
- postconditions:
    exactly_one_of:
    - slot_conditions:
        referenceInformation:
          name: referenceInformation
          required: true
    - slot_conditions:
        indexReferenceInformation:
          name: indexReferenceInformation
          required: true
    - slot_conditions:
        basketReferenceInformation:
          name: basketReferenceInformation
          required: true
  description: Choice rule to represent an FpML choice construct.
- preconditions:
    slot_conditions:
      basketReferenceInformation:
        name: basketReferenceInformation
        required: false
  postconditions:
    slot_conditions:
      substitution:
        name: substitution
        required: false
  description: FpML validation rule cd-42 - If basketReferenceInformation does not
    exist, then substitution must not exist.

Induced

name: GeneralTerms
description: ' A class specifying a set of non-monetary terms for the Credit Derivative
  Transaction, including the buyer and seller and selected items from the ISDA 2014
  Credit Definition article II, such as the reference obligation and related terms.
  The CDM GeneralTerms class corresponds to the FpML GeneralTerms complex type, except
  that the effectiveDate and scheduledTerminationDate have been positioned as part
  of the InterestRatePayout class in the CDM instead of in GeneralTerms.'
comments:
- 'Rosetta condition: GeneralTermsChoice — required choice referenceInformation, indexReferenceInformation,
  basketReferenceInformation'
- 'Rosetta condition: FpML_cd_41 — if indexReferenceInformation -> tranche is absent
  then modifiedEquityDelivery is absent'
- 'Rosetta condition: FpML_cd_42 — if basketReferenceInformation is absent then substitution
  is absent'
- 'Rosetta condition: BasketReferenceInformationNameOrId — if basketReferenceInformation
  exists then basketReferenceInformation -> basketName exists or basketReferenceInformation
  -> basketId exists'
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  referenceInformation:
    name: referenceInformation
    description: This attribute contains all the terms relevant to defining the reference
      entity and reference obligation(s).
    required: false
  substitution:
    name: substitution
    description: Value of this attribute set to 'true' indicates that substitution
      is applicable.
    range: boolean
attributes:
  referenceInformation:
    name: referenceInformation
    description: This attribute contains all the terms relevant to defining the reference
      entity and reference obligation(s).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: GeneralTerms
    domain_of:
    - CreditEvent
    - GeneralTerms
    range: ReferenceInformation
    required: false
  indexReferenceInformation:
    name: indexReferenceInformation
    description: This attribute contains all the terms relevant to the underlying
      Index.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: GeneralTerms
    domain_of:
    - GeneralTerms
    range: CreditIndex
  basketReferenceInformation:
    name: basketReferenceInformation
    description: This attribute contains all the terms relevant to defining the Credit
      Default Swap Basket.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: GeneralTerms
    domain_of:
    - GeneralTerms
    range: BasketReferenceInformation
  additionalTerm:
    name: additionalTerm
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: This attribute is used for representing information contained in
      the Additional Terms field of the 2003 Master Credit Derivatives confirm.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: GeneralTerms
    domain_of:
    - GeneralTerms
    range: string
    multivalued: true
  substitution:
    name: substitution
    description: Value of this attribute set to 'true' indicates that substitution
      is applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: GeneralTerms
    domain_of:
    - CreditSupportAgreementElectionsBase
    - CollateralTransferAgreementElections
    - GeneralTerms
    range: boolean
  modifiedEquityDelivery:
    name: modifiedEquityDelivery
    description: Value of this attribute set to 'true' indicates that modified equity
      delivery is applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: GeneralTerms
    domain_of:
    - GeneralTerms
    range: boolean
rules:
- postconditions:
    exactly_one_of:
    - slot_conditions:
        referenceInformation:
          name: referenceInformation
          required: true
    - slot_conditions:
        indexReferenceInformation:
          name: indexReferenceInformation
          required: true
    - slot_conditions:
        basketReferenceInformation:
          name: basketReferenceInformation
          required: true
  description: Choice rule to represent an FpML choice construct.
- preconditions:
    slot_conditions:
      basketReferenceInformation:
        name: basketReferenceInformation
        required: false
  postconditions:
    slot_conditions:
      substitution:
        name: substitution
        required: false
  description: FpML validation rule cd-42 - If basketReferenceInformation does not
    exist, then substitution must not exist.