Class: PhysicalSettlementTerms

name: PhysicalSettlementTerms
annotations:
  metadata_key:
    tag: metadata_key
    value: true
description: Specifies Physical Settlement Terms characteristics for the settlement
  of a Credit Default Swap or Option.
comments:
- 'Rosetta condition: PredeterminedClearingOrganizationParty — if predeterminedClearingOrganizationParty
  exists then predeterminedClearingOrganizationParty = AncillaryRoleEnum -> PredeterminedClearingOrganizationParty'
in_subset:
- cdm_product_common_settlement
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- clearedPhysicalSettlement
- predeterminedClearingOrganizationParty
- physicalSettlementPeriod
- deliverableObligations
- escrow
- sixtyBusinessDaySettlementCap

name: PhysicalSettlementTerms
annotations:
  metadata_key:
    tag: metadata_key
    value: true
description: Specifies Physical Settlement Terms characteristics for the settlement
  of a Credit Default Swap or Option.
comments:
- 'Rosetta condition: PredeterminedClearingOrganizationParty — if predeterminedClearingOrganizationParty
  exists then predeterminedClearingOrganizationParty = AncillaryRoleEnum -> PredeterminedClearingOrganizationParty'
in_subset:
- cdm_product_common_settlement
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  clearedPhysicalSettlement:
    name: clearedPhysicalSettlement
    description: Specifies whether the swap resulting from physical settlement of
      the swaption transaction will clear through a clearing house. The meaning of
      Cleared Physical Settlement is defined in the 2006 ISDA Definitions, Section
      15.2 (published in Supplement number 28).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PhysicalSettlementTerms
    domain_of:
    - PhysicalSettlementTerms
    range: boolean
  predeterminedClearingOrganizationParty:
    name: predeterminedClearingOrganizationParty
    description: Specifies the clearing organization (CCP, DCO) to which the trade
      should be cleared.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PhysicalSettlementTerms
    domain_of:
    - PhysicalSettlementTerms
    range: AncillaryRoleEnum
  physicalSettlementPeriod:
    name: physicalSettlementPeriod
    description: 'The number of business days used in the determination of the physical
      settlement date. The physical settlement date is this number of business days
      after all applicable conditions to settlement are satisfied. If a number of
      business days is not specified fallback provisions apply for determining the
      number of business days. If Section 8.5/8.6 of the 1999/2003 ISDA Definitions
      are to apply the businessDaysNotSpecified element should be included. If a specified
      number of business days are to apply these should be specified in the businessDays
      element. If Section 8.5/8.6 of the 1999/2003 ISDA Definitions are to apply but
      capped at a maximum number of business days then the maximum number should be
      specified in the maximumBusinessDays element. ISDA 2003 Term: Physical Settlement
      Period.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PhysicalSettlementTerms
    domain_of:
    - PhysicalSettlementTerms
    range: PhysicalSettlementPeriod
  deliverableObligations:
    name: deliverableObligations
    description: This element contains all the ISDA terms relevant to defining the
      deliverable obligations.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PhysicalSettlementTerms
    domain_of:
    - PhysicalSettlementTerms
    range: DeliverableObligations
  escrow:
    name: escrow
    description: 'If this element is specified and set to ''true'', indicates that
      physical settlement must take place through the use of an escrow agent. (For
      Canadian counterparties this is always ''Not Applicable''. ISDA 2003 Term: Escrow.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PhysicalSettlementTerms
    domain_of:
    - PhysicalSettlementTerms
    range: boolean
  sixtyBusinessDaySettlementCap:
    name: sixtyBusinessDaySettlementCap
    description: 'If this element is specified and set to ''true'', for a transaction
      documented under the 2003 ISDA Credit Derivatives Definitions, has the effect
      of incorporating the language set forth below into the confirmation. The section
      references are to the 2003 ISDA Credit Derivatives Definitions. Notwithstanding
      Section 1.7 or any provisions of Sections 9.9 or 9.10 to the contrary, but without
      prejudice to Section 9.3 and (where applicable) Sections 9.4, 9.5 and 9.6, if
      the Termination Date has not occurred on or prior to the date that is 60 Business
      Days following the Physical Settlement Date, such 60th Business Day shall be
      deemed to be the Termination Date with respect to this Transaction except in
      relation to any portion of the Transaction (an ''Affected Portion'') in respect
      of which: (1) a valid notice of Buy-in Price has been delivered that is effective
      fewer than three Business Days prior to such 60th Business Day, in which case
      the Termination Date for that Affected Portion shall be the third Business Day
      following the date on which such notice is effective; or (2) Buyer has purchased
      but not Delivered Deliverable Obligations validly specified by Seller pursuant
      to Section 9.10(b), in which case the Termination Date for that Affected Portion
      shall be the tenth Business Day following the date on which Seller validly specified
      such Deliverable Obligations to Buyer.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PhysicalSettlementTerms
    domain_of:
    - PhysicalSettlementTerms
    range: boolean