Class: ReferenceObligation
A class to specify the reference obligation that is associated with a credit derivative instrument.
URI: common_domain_model:ReferenceObligation
classDiagram
class ReferenceObligation
click ReferenceObligation href "../ReferenceObligation/"
ReferenceObligation : guarantor
ReferenceObligation --> "0..1" LegalEntity : guarantor
click LegalEntity href "../LegalEntity/"
ReferenceObligation : guarantorReference
ReferenceObligation : loan
ReferenceObligation --> "0..1" Loan : loan
click Loan href "../Loan/"
ReferenceObligation : primaryObligor
ReferenceObligation --> "0..1" LegalEntity : primaryObligor
click LegalEntity href "../LegalEntity/"
ReferenceObligation : primaryObligorReference
ReferenceObligation --> "0..1" LegalEntity : primaryObligorReference
click LegalEntity href "../LegalEntity/"
ReferenceObligation : security
ReferenceObligation --> "0..1" Security : security
click Security href "../Security/"
ReferenceObligation : standardReferenceObligation
Slots
| Name | Cardinality and Range | Description | Inheritance |
|---|---|---|---|
| security | 0..1 Security |
Identifies the underlying asset when it is a security, such as a bond or conv... | direct |
| loan | 0..1 Loan |
Identifies the underlying asset when it is a loan | direct |
| primaryObligor | 0..1 LegalEntity |
The entity primarily responsible for repaying debt to a creditor as a result ... | direct |
| primaryObligorReference | 0..1 LegalEntity |
A pointer style reference to a reference entity defined elsewhere in the docu... | direct |
| guarantor | 0..1 LegalEntity |
The party that guarantees by way of a contractual arrangement to pay the debt... | direct |
| guarantorReference | 0..1 string |
A pointer style reference to a reference entity defined elsewhere in the docu... | direct |
| standardReferenceObligation | 0..1 Boolean |
Indicates if the reference obligation is a Standard Reference Obligation | direct |
Usages
| used by | used in | type | used |
|---|---|---|---|
| ReferenceInformation | referenceObligation | range | ReferenceObligation |
| ReferencePair | referenceObligation | range | ReferenceObligation |
Rules
| Rule Applied | Preconditions | Postconditions | Elseconditions |
|---|---|---|---|
| Rule Applied | Preconditions | Postconditions | Elseconditions |
|---|---|---|---|
In Subsets
Comments
- Rosetta condition: AssetChoice — required choice security, loan
- Rosetta condition: MustBeDebtSecurity — if security exists then security -> securityType = Debt
- Rosetta condition: LegalEntityChoice — optional choice primaryObligor, primaryObligorReference
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
Mappings
| Mapping Type | Mapped Value |
|---|---|
| self | common_domain_model:ReferenceObligation |
| native | common_domain_model:ReferenceObligation |
LinkML Source
Direct
name: ReferenceObligation
description: A class to specify the reference obligation that is associated with a
credit derivative instrument.
comments:
- 'Rosetta condition: AssetChoice — required choice security, loan'
- 'Rosetta condition: MustBeDebtSecurity — if security exists then security -> securityType
= Debt'
- 'Rosetta condition: LegalEntityChoice — optional choice primaryObligor, primaryObligorReference'
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- security
- loan
- primaryObligor
- primaryObligorReference
- guarantor
- guarantorReference
- standardReferenceObligation
slot_usage:
security:
name: security
description: Identifies the underlying asset when it is a security, such as a
bond or convertible bond. The security data type requires one or more productIdentifiers,
specificaiton of the security type (e.g. debt), and includes optional attributes
to specify a debt class, such as asset-backed, as well as seniority.
required: false
rules:
- postconditions:
exactly_one_of:
- slot_conditions:
security:
name: security
required: true
- slot_conditions:
loan:
name: loan
required: true
description: Represents the choice in a CDS contract.
- postconditions:
any_of:
- slot_conditions:
primaryObligor:
name: primaryObligor
required: true
- slot_conditions:
primaryObligorReference:
name: primaryObligorReference
required: true
description: Represents the choice in a CDS contract..
Induced
name: ReferenceObligation
description: A class to specify the reference obligation that is associated with a
credit derivative instrument.
comments:
- 'Rosetta condition: AssetChoice — required choice security, loan'
- 'Rosetta condition: MustBeDebtSecurity — if security exists then security -> securityType
= Debt'
- 'Rosetta condition: LegalEntityChoice — optional choice primaryObligor, primaryObligorReference'
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
security:
name: security
description: Identifies the underlying asset when it is a security, such as a
bond or convertible bond. The security data type requires one or more productIdentifiers,
specificaiton of the security type (e.g. debt), and includes optional attributes
to specify a debt class, such as asset-backed, as well as seniority.
required: false
attributes:
security:
name: security
description: Identifies the underlying asset when it is a security, such as a
bond or convertible bond. The security data type requires one or more productIdentifiers,
specificaiton of the security type (e.g. debt), and includes optional attributes
to specify a debt class, such as asset-backed, as well as seniority.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: ReferenceObligation
domain_of:
- InventoryRecord
- ReferenceObligation
range: Security
required: false
loan:
name: loan
description: Identifies the underlying asset when it is a loan.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: ReferenceObligation
domain_of:
- ReferenceObligation
range: Loan
primaryObligor:
name: primaryObligor
description: 'The entity primarily responsible for repaying debt to a creditor
as a result of borrowing or issuing bonds. ISDA 2003 Term: Primary Obligor.'
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: ReferenceObligation
domain_of:
- ReferenceObligation
range: LegalEntity
primaryObligorReference:
name: primaryObligorReference
annotations:
metadata_reference:
tag: metadata_reference
value: true
description: A pointer style reference to a reference entity defined elsewhere
in the document. Used when the reference entity is the primary obligor.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: ReferenceObligation
domain_of:
- ReferenceObligation
range: LegalEntity
guarantor:
name: guarantor
description: 'The party that guarantees by way of a contractual arrangement to
pay the debts of an obligor if the obligor is unable to make the required payments
itself. ISDA 2003 Term: Guarantor.'
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: ReferenceObligation
domain_of:
- ReferenceObligation
range: LegalEntity
guarantorReference:
name: guarantorReference
description: A pointer style reference to a reference entity defined elsewhere
in the document. Used when the reference entity is the guarantor.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: ReferenceObligation
domain_of:
- ReferenceObligation
range: string
standardReferenceObligation:
name: standardReferenceObligation
description: 'Indicates if the reference obligation is a Standard Reference Obligation.
ISDA 2014 Term: Standard Reference Obligation.'
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: ReferenceObligation
domain_of:
- ReferenceObligation
range: boolean
rules:
- postconditions:
exactly_one_of:
- slot_conditions:
security:
name: security
required: true
- slot_conditions:
loan:
name: loan
required: true
description: Represents the choice in a CDS contract.
- postconditions:
any_of:
- slot_conditions:
primaryObligor:
name: primaryObligor
required: true
- slot_conditions:
primaryObligorReference:
name: primaryObligorReference
required: true
description: Represents the choice in a CDS contract..