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Class: ReferenceInformation

A class specifying the Credit Default Swap Reference Information.

URI: common_domain_model:ReferenceInformation

 classDiagram
    class ReferenceInformation
    click ReferenceInformation href "../ReferenceInformation/"
      ReferenceInformation : allGuarantees

      ReferenceInformation : noReferenceObligation

      ReferenceInformation : referenceEntity





        ReferenceInformation --> "1" LegalEntity : referenceEntity
        click LegalEntity href "../LegalEntity/"



      ReferenceInformation : referenceObligation





        ReferenceInformation --> "*" ReferenceObligation : referenceObligation
        click ReferenceObligation href "../ReferenceObligation/"



      ReferenceInformation : referencePolicy

      ReferenceInformation : referencePrice





        ReferenceInformation --> "0..1" Price : referencePrice
        click Price href "../Price/"



      ReferenceInformation : securedList

      ReferenceInformation : unknownReferenceObligation

Slots

Name Cardinality and Range Description Inheritance
referenceEntity 1
LegalEntity
The corporate or sovereign entity which is subject to the swap transaction an... direct
referenceObligation *
ReferenceObligation
The Reference Obligation is a financial instrument that is either issued or g... direct
noReferenceObligation 0..1
Boolean
Used to indicate that there is no Reference Obligation associated with this C... direct
unknownReferenceObligation 0..1
Boolean
Used to indicate that the Reference obligation associated with the Credit Def... direct
allGuarantees 0..1
Boolean
Indicates whether an obligation of the Reference Entity, guaranteed by the Re... direct
referencePrice 0..1
Price
Used to determine (a) for physically settled trades, the Physical Settlement ... direct
referencePolicy 0..1
Boolean
Applicable to the transactions on mortgage-backed security, which can make us... direct
securedList 0..1
Boolean
With respect to any day, the list of Syndicated Secured Obligations of the De... direct

Usages

used by used in type used
CreditEvent referenceInformation range ReferenceInformation
CreditIndex excludedReferenceEntity range ReferenceInformation
GeneralTerms referenceInformation range ReferenceInformation

Rules

Rule Applied Preconditions Postconditions Elseconditions

In Subsets

Comments

  • Rosetta condition: ReferenceInformationChoice — required choice referenceObligation, noReferenceObligation , unknownReferenceObligation

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: ReferenceInformation
description: A class specifying the Credit Default Swap Reference Information.
comments:
- 'Rosetta condition: ReferenceInformationChoice  required choice referenceObligation,
  noReferenceObligation , unknownReferenceObligation'
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- referenceEntity
- referenceObligation
- noReferenceObligation
- unknownReferenceObligation
- allGuarantees
- referencePrice
- referencePolicy
- securedList
rules:
- postconditions:
    exactly_one_of:
    - slot_conditions:
        referenceObligation:
          name: referenceObligation
          required: true
    - slot_conditions:
        noReferenceObligation:
          name: noReferenceObligation
          required: true
    - slot_conditions:
        unknownReferenceObligation:
          name: unknownReferenceObligation
          required: true
  description: Choice rule to represent an FpML choice construct.

Induced

name: ReferenceInformation
description: A class specifying the Credit Default Swap Reference Information.
comments:
- 'Rosetta condition: ReferenceInformationChoice  required choice referenceObligation,
  noReferenceObligation , unknownReferenceObligation'
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  referenceEntity:
    name: referenceEntity
    description: 'The corporate or sovereign entity which is subject to the swap transaction
      and any successor that assumes all or substantially all of its contractual and
      other obligations. Reference Entities cannot be senior or subordinated. It is
      the obligations of the Reference Entities that can be senior or subordinated.
      ISDA 2014 Credit definitions article II section 2.1: `Reference Entity` means
      the entity specified as such in the related Confirmation.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ReferenceInformation
    domain_of:
    - ReferenceInformation
    - ReferencePair
    range: LegalEntity
    required: true
  referenceObligation:
    name: referenceObligation
    description: 'The Reference Obligation is a financial instrument that is either
      issued or guaranteed by the reference entity. It serves to clarify the precise
      reference entity protection is being offered upon, and its legal position with
      regard to other related firms (parents/subsidiaries). Furthermore the Reference
      Obligation is ALWAYS deliverable and establishes the Pari Passu ranking (as
      the deliverable bonds must rank equal to the reference obligation). ISDA 2003
      Term: Reference Obligation.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ReferenceInformation
    domain_of:
    - ReferenceInformation
    - ReferencePair
    range: ReferenceObligation
    multivalued: true
    inlined: true
    inlined_as_list: true
  noReferenceObligation:
    name: noReferenceObligation
    description: Used to indicate that there is no Reference Obligation associated
      with this Credit Default Swap and that there will never be one.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ReferenceInformation
    domain_of:
    - ReferenceInformation
    - ReferencePair
    range: boolean
  unknownReferenceObligation:
    name: unknownReferenceObligation
    description: Used to indicate that the Reference obligation associated with the
      Credit Default Swap is currently not known. This is not valid for Legal Confirmation
      purposes, but is valid for earlier stages in the trade life cycle (e.g. Broker
      Confirmation).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ReferenceInformation
    domain_of:
    - ReferenceInformation
    range: boolean
  allGuarantees:
    name: allGuarantees
    description: 'Indicates whether an obligation of the Reference Entity, guaranteed
      by the Reference Entity on behalf of a non-Affiliate, is to be considered an
      Obligation for the purpose of the transaction. It will be considered an obligation
      if allGuarantees is applicable (true) and not if allGuarantees is inapplicable
      (false). ISDA 2003 Term: All Guarantees.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ReferenceInformation
    domain_of:
    - ReferenceInformation
    range: boolean
  referencePrice:
    name: referencePrice
    description: 'Used to determine (a) for physically settled trades, the Physical
      Settlement Amount, which equals the Floating Rate Payer Calculation Amount times
      the Reference Price and (b) for cash settled trades, the Cash Settlement Amount,
      which equals the greater of (i) the difference between the Reference Price and
      the Final Price and (ii) zero. ISDA 2003 Term: Reference Price.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ReferenceInformation
    domain_of:
    - ReferenceInformation
    range: Price
  referencePolicy:
    name: referencePolicy
    description: Applicable to the transactions on mortgage-backed security, which
      can make use of a reference policy. Presence of the element with value set to
      'true' indicates that the reference policy is applicable; absence implies that
      it is not.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ReferenceInformation
    domain_of:
    - ReferenceInformation
    range: boolean
  securedList:
    name: securedList
    description: 'With respect to any day, the list of Syndicated Secured Obligations
      of the Designated Priority of the Reference Entity published by Markit Group
      Limited or any successor thereto appointed by the Specified Dealers (the ''Secured
      List Publisher'') on or most recently before such day, which list is currently
      available at [http://www.markit.com]. ISDA 2003 Term: Relevant Secured List.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ReferenceInformation
    domain_of:
    - ReferenceInformation
    range: boolean
rules:
- postconditions:
    exactly_one_of:
    - slot_conditions:
        referenceObligation:
          name: referenceObligation
          required: true
    - slot_conditions:
        noReferenceObligation:
          name: noReferenceObligation
          required: true
    - slot_conditions:
        unknownReferenceObligation:
          name: unknownReferenceObligation
          required: true
  description: Choice rule to represent an FpML choice construct.