Class: SettlementRateOption

Defines the settlement rate option to use for fixing in case of cash settlement. Currently only applicable to foreign exchange fixing in case of cross-currency settlement.

URI: common_domain_model:SettlementRateOption

 classDiagram
    class SettlementRateOption
    click SettlementRateOption href "../SettlementRateOption/"
      SettlementRateOption : priceSourceDisruption





        SettlementRateOption --> "0..1" PriceSourceDisruption : priceSourceDisruption
        click PriceSourceDisruption href "../PriceSourceDisruption/"



      SettlementRateOption : settlementRateOption





        SettlementRateOption --> "1" SettlementRateOptionEnum : settlementRateOption
        click SettlementRateOptionEnum href "../SettlementRateOptionEnum/"

Slots

Name	Cardinality and Range	Description	Inheritance
settlementRateOption	1 SettlementRateOptionEnum	The rate source for the conversion to the settlement currency	direct
priceSourceDisruption	0..1 PriceSourceDisruption	An attribute defining the parameters to get a new quote when a settlement rat...	direct

Usages

used by	used in	type	used
Illiquidity	fallbackReferencePrice	range	SettlementRateOption
PriceMateriality	fallbackReferencePrice	range	SettlementRateOption
FxPriceSourceDisruption	fallbackReferencePrice	range	SettlementRateOption
NonDeliverableSubstitute	settlementRateOption	range	SettlementRateOption
ValuationSource	settlementRateOption	range	SettlementRateOption

In Subsets

CdmObservableAsset

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: SettlementRateOption
description: Defines the settlement rate option to use for fixing in case of cash
  settlement. Currently only applicable to foreign exchange fixing in case of cross-currency
  settlement.
in_subset:
- cdm_observable_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- settlementRateOption
- priceSourceDisruption
slot_usage:
  settlementRateOption:
    name: settlementRateOption
    description: The rate source for the conversion to the settlement currency. This
      source is specified through a scheme that reflects the terms of the Annex A
      to the 1998 FX and Currency Option Definitions.
    range: SettlementRateOptionEnum
    required: true
  priceSourceDisruption:
    name: priceSourceDisruption
    description: An attribute defining the parameters to get a new quote when a settlement
      rate option is disrupted.
    range: PriceSourceDisruption

Induced

name: SettlementRateOption
description: Defines the settlement rate option to use for fixing in case of cash
  settlement. Currently only applicable to foreign exchange fixing in case of cross-currency
  settlement.
in_subset:
- cdm_observable_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  settlementRateOption:
    name: settlementRateOption
    description: The rate source for the conversion to the settlement currency. This
      source is specified through a scheme that reflects the terms of the Annex A
      to the 1998 FX and Currency Option Definitions.
    range: SettlementRateOptionEnum
    required: true
  priceSourceDisruption:
    name: priceSourceDisruption
    description: An attribute defining the parameters to get a new quote when a settlement
      rate option is disrupted.
    range: PriceSourceDisruption
attributes:
  settlementRateOption:
    name: settlementRateOption
    description: The rate source for the conversion to the settlement currency. This
      source is specified through a scheme that reflects the terms of the Annex A
      to the 1998 FX and Currency Option Definitions.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: SettlementRateOption
    domain_of:
    - NonDeliverableSubstitute
    - FxSettlementRateSource
    - SettlementRateOption
    - ValuationSource
    range: SettlementRateOptionEnum
    required: true
  priceSourceDisruption:
    name: priceSourceDisruption
    description: An attribute defining the parameters to get a new quote when a settlement
      rate option is disrupted.
    notes:
    - ISDA FXandCurrencyOptionsDefintions_1998 section "5.1.(d).(xi)"
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: SettlementRateOption
    domain_of:
    - FxDisruptionEvents
    - SettlementRateOption
    range: PriceSourceDisruption