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
- from schema: https://w3id.org/lmodel/common-domain-model
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.