Class: SettlementTerms

name: SettlementTerms
description: Specifies the settlement terms, which can either be cash, physical, or
  fx-based cash-settlement. This class can be used for the settlement of options and
  forwards, cash transactions (e.g. securities or foreign exchange), or in case of
  credit event.
comments:
- 'Rosetta condition: OptionSettlementChoice — if cashSettlementTerms exists and physicalSettlementTerms
  exists then settlementType = SettlementTypeEnum -> Election or settlementType =
  SettlementTypeEnum -> CashOrPhysical'
- 'Rosetta condition: CashSettlementTerms — if cashSettlementTerms exists then settlementType
  <> SettlementTypeEnum -> Physical'
- 'Rosetta condition: PhysicalSettlementTerms — if physicalSettlementTerms exists
  then settlementType <> SettlementTypeEnum -> Cash'
in_subset:
- cdm_product_common_settlement
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: SettlementBase
slots:
- cashSettlementTerms
- physicalSettlementTerms

name: SettlementTerms
description: Specifies the settlement terms, which can either be cash, physical, or
  fx-based cash-settlement. This class can be used for the settlement of options and
  forwards, cash transactions (e.g. securities or foreign exchange), or in case of
  credit event.
comments:
- 'Rosetta condition: OptionSettlementChoice — if cashSettlementTerms exists and physicalSettlementTerms
  exists then settlementType = SettlementTypeEnum -> Election or settlementType =
  SettlementTypeEnum -> CashOrPhysical'
- 'Rosetta condition: CashSettlementTerms — if cashSettlementTerms exists then settlementType
  <> SettlementTypeEnum -> Physical'
- 'Rosetta condition: PhysicalSettlementTerms — if physicalSettlementTerms exists
  then settlementType <> SettlementTypeEnum -> Cash'
in_subset:
- cdm_product_common_settlement
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: SettlementBase
attributes:
  cashSettlementTerms:
    name: cashSettlementTerms
    description: Specifies the parameters associated with the cash settlement procedure.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: SettlementTerms
    domain_of:
    - SettlementTerms
    range: CashSettlementTerms
    multivalued: true
    inlined: true
    inlined_as_list: true
  physicalSettlementTerms:
    name: physicalSettlementTerms
    description: Specifies the physical settlement terms which apply to the transaction.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: SettlementTerms
    domain_of:
    - SettlementTerms
    range: PhysicalSettlementTerms
  settlementType:
    name: settlementType
    description: Whether the settlement will be cash, physical, by election, ...
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: SettlementTerms
    domain_of:
    - SettlementBase
    range: SettlementTypeEnum
    required: true
  transferSettlementType:
    name: transferSettlementType
    description: The qualification as to how the transfer will settle, e.g. a DvP
      settlement.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: SettlementTerms
    domain_of:
    - SettlementBase
    range: TransferSettlementEnum
  settlementCurrency:
    name: settlementCurrency
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: The settlement currency is to be specified when the Settlement Amount
      cannot be known in advance. The list of valid currencies is not presently positioned
      as an enumeration as part of the CDM because that scope is limited to the values
      specified by ISDA and FpML. As a result, implementers have to make reference
      to the relevant standard, such as the ISO 4217 standard for currency codes.
    from_schema: https://w3id.org/lmodel/common-domain-model
    related_mappings:
    - icma:GMRA#Contractual_Currency
    rank: 1000
    owner: SettlementTerms
    domain_of:
    - SettlementBase
    range: string
  settlementDate:
    name: settlementDate
    description: The date on which the settlement amount will be paid, subject to
      adjustment in accordance with any applicable business day convention. This component
      would not be present for a mandatory early termination provision where the cash
      settlement payment date is the mandatory early termination date.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BillingRecordInstruction.settlementDate
    rank: 1000
    owner: SettlementTerms
    domain_of:
    - BillingRecordInstruction
    - NonDeliverableSubstitute
    - AssetFlowBase
    - SettlementBase
    - AssetLeg
    range: SettlementDate
    required: false
  settlementCentre:
    name: settlementCentre
    description: 'Optional settlement centre as an enumerated list: Euroclear, Clearstream.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: SettlementTerms
    domain_of:
    - SettlementBase
    range: SettlementCentreEnum
  settlementProvision:
    name: settlementProvision
    description: Optionally defines the parameters that regulate a settlement.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: SettlementTerms
    domain_of:
    - SettlementBase
    range: SettlementProvision
  standardSettlementStyle:
    name: standardSettlementStyle
    description: Settlement Style.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: SettlementTerms
    domain_of:
    - SettlementBase
    range: StandardSettlementStyleEnum