Skip to content

Class: ManualExercise

A class defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.

URI: common_domain_model:ManualExercise

 classDiagram
    class ManualExercise
    click ManualExercise href "../ManualExercise/"
      ManualExercise : exerciseNotice





        ManualExercise --> "0..1" ExerciseNotice : exerciseNotice
        click ExerciseNotice href "../ExerciseNotice/"



      ManualExercise : fallbackExercise

Slots

Name Cardinality and Range Description Inheritance
exerciseNotice 0..1
ExerciseNotice		 Definition of the party to whom notice of exercise should be given direct
fallbackExercise 0..1
Boolean		 If fallback exercise is specified then the notional amount of the underlying ... direct

Usages

used by used in type used
ExerciseProcedure manualExercise range ManualExercise

In Subsets

Comments

  • Rosetta condition: ManualExerciseNoticeReceiverParty — if exerciseNotice -> exerciseNoticeReceiver exists then exerciseNotice -> exerciseNoticeReceiver = AncillaryRoleEnum -> ExerciseNoticeReceiverPartyManual

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: ManualExercise
description: A class defining manual exercise, i.e. that the option buyer counterparty
  must give notice to the option seller of exercise.
comments:
- 'Rosetta condition: ManualExerciseNoticeReceiverParty — if exerciseNotice -> exerciseNoticeReceiver
  exists then exerciseNotice -> exerciseNoticeReceiver = AncillaryRoleEnum -> ExerciseNoticeReceiverPartyManual'
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- exerciseNotice
- fallbackExercise

Induced

name: ManualExercise
description: A class defining manual exercise, i.e. that the option buyer counterparty
  must give notice to the option seller of exercise.
comments:
- 'Rosetta condition: ManualExerciseNoticeReceiverParty — if exerciseNotice -> exerciseNoticeReceiver
  exists then exerciseNotice -> exerciseNoticeReceiver = AncillaryRoleEnum -> ExerciseNoticeReceiverPartyManual'
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  exerciseNotice:
    name: exerciseNotice
    description: Definition of the party to whom notice of exercise should be given.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CancelableProvision.exerciseNotice
    rank: 1000
    owner: ManualExercise
    domain_of:
    - CancelableProvision
    - ExtendibleProvision
    - OptionalEarlyTermination
    - ManualExercise
    range: ExerciseNotice
  fallbackExercise:
    name: fallbackExercise
    description: If fallback exercise is specified then the notional amount of the
      underlying swap, not previously exercised under the swaption, will be automatically
      exercised at the expiration time on the expiration date if at such time the
      buyer is in-the-money, provided that the difference between the settlement rate
      and the fixed rate under the relevant underlying swap is not less than one tenth
      of a percentage point (0.10% or 0.001). The term in-the-money is assumed to
      have the meaning defined in the 2000 ISDA Definitions, Section 17.4. In-the-money.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ManualExercise
    domain_of:
    - ManualExercise
    range: boolean