Class: ValuationTerms

URI: common_domain_model:ValuationTerms

 classDiagram
    class ValuationTerms
    click ValuationTerms href "../ValuationTerms/"
      ValuationTerms : componentSecurityIndexAnnexFallback

      ValuationTerms : dividendValuationDates





        ValuationTerms --> "0..1" AdjustableRelativeOrPeriodicDates : dividendValuationDates
        click AdjustableRelativeOrPeriodicDates href "../AdjustableRelativeOrPeriodicDates/"



      ValuationTerms : fPVFinalPriceElectionFallback





        ValuationTerms --> "0..1" FPVFinalPriceElectionFallbackEnum : fPVFinalPriceElectionFallback
        click FPVFinalPriceElectionFallbackEnum href "../FPVFinalPriceElectionFallbackEnum/"



      ValuationTerms : futuresPriceValuation

      ValuationTerms : multipleExchangeIndexAnnexFallback

      ValuationTerms : numberOfValuationDates

      ValuationTerms : optionsPriceValuation

Slots

Name	Cardinality and Range	Description	Inheritance
futuresPriceValuation	0..1 Boolean	The official settlement price as announced by the related exchange is applica...	direct
optionsPriceValuation	0..1 Boolean	The official settlement price as announced by the related exchange is applica...	direct
numberOfValuationDates	0..1 Integer	The number of valuation dates between valuation start date and valuation end ...	direct
dividendValuationDates	0..1 AdjustableRelativeOrPeriodicDates	Specifies the dividend valuation dates of the swap	direct
fPVFinalPriceElectionFallback	0..1 FPVFinalPriceElectionFallbackEnum	Specifies the fallback provisions for Hedging Party in the determination of t...	direct
multipleExchangeIndexAnnexFallback	0..1 Boolean	For an index option transaction, a flag to indicate whether a relevant Multip...	direct
componentSecurityIndexAnnexFallback	0..1 Boolean	For an index option transaction, a flag to indicate whether a relevant Compon...	direct

Usages

used by	used in	type	used
ReturnTermsBase	valuationTerms	range	ValuationTerms
VarianceReturnTerms	valuationTerms	range	ValuationTerms
VolatilityReturnTerms	valuationTerms	range	ValuationTerms
CorrelationReturnTerms	valuationTerms	range	ValuationTerms

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	`{'numberOfValuationDates': {'required': True}}`	`{'numberOfValuationDates': {'comments': ['Rosetta: strictly greater than'], 'minimum_value': 0}}`

In Subsets

CdmProductAsset

Comments

Rosetta condition: PositiveNumberOfValuationDates — if numberOfValuationDates exists then numberOfValuationDates > 0

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: ValuationTerms
comments:
- 'Rosetta condition: PositiveNumberOfValuationDates — if numberOfValuationDates exists
  then numberOfValuationDates > 0'
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- futuresPriceValuation
- optionsPriceValuation
- numberOfValuationDates
- dividendValuationDates
- fPVFinalPriceElectionFallback
- multipleExchangeIndexAnnexFallback
- componentSecurityIndexAnnexFallback
rules:
- preconditions:
    slot_conditions:
      numberOfValuationDates:
        name: numberOfValuationDates
        required: true
  postconditions:
    slot_conditions:
      numberOfValuationDates:
        name: numberOfValuationDates
        comments:
        - 'Rosetta: strictly greater than'
        minimum_value: 0
  description: The number of valuation dates must be positive.

Induced

name: ValuationTerms
comments:
- 'Rosetta condition: PositiveNumberOfValuationDates — if numberOfValuationDates exists
  then numberOfValuationDates > 0'
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  futuresPriceValuation:
    name: futuresPriceValuation
    description: The official settlement price as announced by the related exchange
      is applicable, in accordance with the ISDA 2002 definitions.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ValuationTerms
    domain_of:
    - ValuationTerms
    range: boolean
  optionsPriceValuation:
    name: optionsPriceValuation
    description: The official settlement price as announced by the related exchange
      is applicable, in accordance with the ISDA 2002 definitions
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ValuationTerms
    domain_of:
    - ValuationTerms
    range: boolean
  numberOfValuationDates:
    name: numberOfValuationDates
    description: The number of valuation dates between valuation start date and valuation
      end date.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ValuationTerms
    domain_of:
    - ValuationTerms
    range: integer
  dividendValuationDates:
    name: dividendValuationDates
    description: Specifies the dividend valuation dates of the swap.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ValuationTerms
    domain_of:
    - ValuationTerms
    range: AdjustableRelativeOrPeriodicDates
  fPVFinalPriceElectionFallback:
    name: fPVFinalPriceElectionFallback
    description: Specifies the fallback provisions for Hedging Party in the determination
      of the Final Price.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ValuationTerms
    domain_of:
    - ValuationTerms
    range: FPVFinalPriceElectionFallbackEnum
  multipleExchangeIndexAnnexFallback:
    name: multipleExchangeIndexAnnexFallback
    description: For an index option transaction, a flag to indicate whether a relevant
      Multiple Exchange Index Annex is applicable to the transaction. This annex defines
      additional provisions which are applicable where an index is comprised of component
      securities that are traded on multiple exchanges.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ValuationTerms
    domain_of:
    - ValuationTerms
    - EquityUnderlierProvisions
    range: boolean
  componentSecurityIndexAnnexFallback:
    name: componentSecurityIndexAnnexFallback
    description: For an index option transaction, a flag to indicate whether a relevant
      Component Security Index Annex is applicable to the transaction.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ValuationTerms
    domain_of:
    - ValuationTerms
    - EquityUnderlierProvisions
    range: boolean
rules:
- preconditions:
    slot_conditions:
      numberOfValuationDates:
        name: numberOfValuationDates
        required: true
  postconditions:
    slot_conditions:
      numberOfValuationDates:
        name: numberOfValuationDates
        comments:
        - 'Rosetta: strictly greater than'
        minimum_value: 0
  description: The number of valuation dates must be positive.