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Class: Illiquidity

URI: common_domain_model:Illiquidity

 classDiagram
    class Illiquidity
    click Illiquidity href "../Illiquidity/"
      Illiquidity : escrowArrangement





        Illiquidity --> "0..1" EscrowArrangement : escrowArrangement
        click EscrowArrangement href "../EscrowArrangement/"



      Illiquidity : fallbackReferencePrice





        Illiquidity --> "0..1" SettlementRateOption : fallbackReferencePrice
        click SettlementRateOption href "../SettlementRateOption/"



      Illiquidity : illiquidityIsApplicable

      Illiquidity : illiquidityValuationDate





        Illiquidity --> "0..1" AdjustedRelativeDateOffset : illiquidityValuationDate
        click AdjustedRelativeDateOffset href "../AdjustedRelativeDateOffset/"



      Illiquidity : minimumAmount





        Illiquidity --> "0..1" Quantity : minimumAmount
        click Quantity href "../Quantity/"

Slots

Name Cardinality and Range Description Inheritance
illiquidityIsApplicable 1
Boolean		 direct
escrowArrangement 0..1
EscrowArrangement		 direct
minimumAmount 0..1
Quantity		 direct
fallbackReferencePrice 0..1
SettlementRateOption		 The method, prioritised by the order it is listed in this element, to get a r... direct
illiquidityValuationDate 0..1
AdjustedRelativeDateOffset		 direct

Usages

used by used in type used
FxDisruptionEvents illiquidity range Illiquidity

In Subsets

See Also

Notes

  • ISDA FXandCurrencyOptionsDefintions_1998 section "5.1.(d).(vi)"

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: Illiquidity
notes:
- ISDA FXandCurrencyOptionsDefintions_1998 section "5.1.(d).(vi)"
in_subset:
- cdm_legaldocumentation_transaction_additionalterms
from_schema: https://w3id.org/lmodel/common-domain-model
see_also:
- isda:FXandCurrencyOptionsDefintions_1998
slots:
- illiquidityIsApplicable
- escrowArrangement
- minimumAmount
- fallbackReferencePrice
- illiquidityValuationDate

Induced

name: Illiquidity
notes:
- ISDA FXandCurrencyOptionsDefintions_1998 section "5.1.(d).(vi)"
in_subset:
- cdm_legaldocumentation_transaction_additionalterms
from_schema: https://w3id.org/lmodel/common-domain-model
see_also:
- isda:FXandCurrencyOptionsDefintions_1998
attributes:
  illiquidityIsApplicable:
    name: illiquidityIsApplicable
    notes:
    - ISDA FXandCurrencyOptionsDefintions_1998 section "5.1.(d).(vi)"
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Illiquidity
    domain_of:
    - Illiquidity
    range: boolean
    required: true
  escrowArrangement:
    name: escrowArrangement
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Illiquidity
    domain_of:
    - GovernmentalAuthorityDefault
    - Illiquidity
    - MaterialChangeInCircumstance
    - Nationalization
    - PriceMateriality
    - FxPriceSourceDisruption
    - FxBenchmarkObligationDefault
    - FxDualExchangeRate
    - GeneralInconvertibility
    - GeneralNonTransferability
    - SpecificInconvertibility
    - SpecificNonTransferability
    range: EscrowArrangement
  minimumAmount:
    name: minimumAmount
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Illiquidity
    domain_of:
    - Illiquidity
    - SpecificInconvertibility
    range: Quantity
  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: Illiquidity
    domain_of:
    - Illiquidity
    - PriceMateriality
    - FxPriceSourceDisruption
    - FxDualExchangeRate
    - PriceSourceDisruption
    range: SettlementRateOption
  illiquidityValuationDate:
    name: illiquidityValuationDate
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Illiquidity
    domain_of:
    - Illiquidity
    range: AdjustedRelativeDateOffset