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common-domain-model

Class: AdjustmentFactorCalculationTerms

Describes the input terms involved in the calculation of the adjustment factor applied to the price of the underlier impacted by a Corporate Action.

URI: common_domain_model:AdjustmentFactorCalculationTerms

 classDiagram
    class AdjustmentFactorCalculationTerms
    click AdjustmentFactorCalculationTerms href "../AdjustmentFactorCalculationTerms/"
      AdjustmentFactorCalculationTerms : accrualFactor
        
          
    
        
        
        AdjustmentFactorCalculationTerms --> "0..1" AccrualFactor : accrualFactor
        click AccrualFactor href "../AccrualFactor/"
    

        
      AdjustmentFactorCalculationTerms : bespokeCalculationFormula
        
      AdjustmentFactorCalculationTerms : dividendObservation
        
          
    
        
        
        AdjustmentFactorCalculationTerms --> "0..1" PriceSchedule : dividendObservation
        click PriceSchedule href "../PriceSchedule/"
    

        
      AdjustmentFactorCalculationTerms : dividendRatio
        
      AdjustmentFactorCalculationTerms : lastFixingPriceBeforeAdjustment
        
          
    
        
        
        AdjustmentFactorCalculationTerms --> "0..1" Price : lastFixingPriceBeforeAdjustment
        click Price href "../Price/"
    

        
      AdjustmentFactorCalculationTerms : merger
        
          
    
        
        
        AdjustmentFactorCalculationTerms --> "0..1" Merger : merger
        click Merger href "../Merger/"
    

        
      AdjustmentFactorCalculationTerms : rightsSubscriptionPrice
        
          
    
        
        
        AdjustmentFactorCalculationTerms --> "0..1" Price : rightsSubscriptionPrice
        click Price href "../Price/"
    

        
      AdjustmentFactorCalculationTerms : shareForRightsRatio
        
      AdjustmentFactorCalculationTerms : shareForShareRatio
        
      AdjustmentFactorCalculationTerms : spinOff
        
          
    
        
        
        AdjustmentFactorCalculationTerms --> "0..1" SpinOff : spinOff
        click SpinOff href "../SpinOff/"

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
shareForShareRatio 0..1
Decimal		 Multiple value, say ‘M/N’ where ‘M’ is the number of shares after the event a… direct
shareForRightsRatio 0..1
Decimal		 Multiple value, say ‘M/N’ where ‘M’ is the number of rights after the event, … direct
rightsSubscriptionPrice 0..1
Price		 The price to pay per each right direct
dividendRatio 0..1
Decimal		 Multiplier value (e direct
spinOff 0..1
SpinOff		 Defines the underlier for both the Parent Company and the Child Compagny invo… direct
merger 0..1
Merger		 Defines the underlier for both the Purchaser Company and the Acquired Compagn… direct
accrualFactor 0..1
AccrualFactor		 The accrual rate and related terms, to adjust the price of an underlier impac… direct
lastFixingPriceBeforeAdjustment 0..1
Price		 The last fixing price of the Underlier affected by the CorporateAction, befor… direct
dividendObservation 0..1
PriceSchedule		 To record observations of dividends direct
bespokeCalculationFormula 0..1
string		 To describe the formula used to calculate the Adjustment Factor direct
Expressions & Logic

All Of

Section titled “All Of”

The class must satisfy all of:

  • AnonymousClassExpression({ ‘description’: ‘SpinOffOrMergerOrAccrual’, ‘exactly_one_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘spinOff’: SlotDefinition({‘name’: ‘spinOff’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘merger’: SlotDefinition({‘name’: ‘merger’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘accrualFactor’: SlotDefinition({‘name’: ‘accrualFactor’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘all_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘spinOff’: SlotDefinition({‘name’: ‘spinOff’, ‘value_presence’: PresenceEnum(text=‘ABSENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘merger’: SlotDefinition({‘name’: ‘merger’, ‘value_presence’: PresenceEnum(text=‘ABSENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘accrualFactor’: SlotDefinition({‘name’: ‘accrualFactor’, ‘value_presence’: PresenceEnum(text=‘ABSENT’)})} })] })] })
  • AnonymousClassExpression({ ‘description’: ‘ShareRatio’, ‘exactly_one_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘shareForShareRatio’: SlotDefinition({‘name’: ‘shareForShareRatio’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘shareForRightsRatio’: SlotDefinition({‘name’: ‘shareForRightsRatio’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘all_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘shareForShareRatio’: SlotDefinition({‘name’: ‘shareForShareRatio’, ‘value_presence’: PresenceEnum(text=‘ABSENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘shareForRightsRatio’: SlotDefinition({‘name’: ‘shareForRightsRatio’, ‘value_presence’: PresenceEnum(text=‘ABSENT’)})} })] })] })

Usages

Section titled “Usages”
used by used in type used
AdjustmentFactor calculationTerms range AdjustmentFactorCalculationTerms

Comments

Section titled “Comments”
  • Rosetta condition DividendObservation is not stated in LinkML: if dividendObservation exists then dividendObservation -> priceType = PriceTypeEnum -> Dividend

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Schema Source

Section titled “Schema Source”

Mappings

Section titled “Mappings”
Mapping Type Mapped Value
self common_domain_model:AdjustmentFactorCalculationTerms
native common_domain_model:AdjustmentFactorCalculationTerms

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: AdjustmentFactorCalculationTerms
description: Describes the input terms involved in the calculation of the adjustment
  factor applied to the price of the underlier impacted by a Corporate Action.
comments:
- 'Rosetta condition DividendObservation is not stated in LinkML: if dividendObservation
  exists then dividendObservation -> priceType = PriceTypeEnum -> Dividend'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  shareForShareRatio:
    name: shareForShareRatio
    description: Multiple value, say 'M/N' where 'M' is the number of shares after
      the event and 'N' is the number of shares prior to the event.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    domain_of:
    - AdjustmentFactorCalculationTerms
    range: decimal
  shareForRightsRatio:
    name: shareForRightsRatio
    description: Multiple value, say 'M/N' where 'M' is the number of rights after
      the event, and 'N' of shares prior to the event.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    domain_of:
    - AdjustmentFactorCalculationTerms
    range: decimal
  rightsSubscriptionPrice:
    name: rightsSubscriptionPrice
    description: The price to pay per each right.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    domain_of:
    - AdjustmentFactorCalculationTerms
    range: Price
  dividendRatio:
    name: dividendRatio
    description: Multiplier value (e.g. 85 %, etc.) to calculate net dividend amount,
      given gross amount before taking into account the relevant fiscal features.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    domain_of:
    - AdjustmentFactorCalculationTerms
    range: decimal
  spinOff:
    name: spinOff
    description: Defines the underlier for both the Parent Company and the Child Compagny
      involved in Spin Off corporate action, as well as the respective price observation
      for each.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    domain_of:
    - AdjustmentFactorCalculationTerms
    range: SpinOff
  merger:
    name: merger
    description: Defines the underlier for both the Purchaser Company and the Acquired
      Compagny involved in Spin Off corporate action, as well as the respective price
      observation for each.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    domain_of:
    - AdjustmentFactorCalculationTerms
    range: Merger
  accrualFactor:
    name: accrualFactor
    description: The accrual rate and related terms, to adjust the price of an underlier
      impacted by a Corporate Action when economic impact consists in freezing the
      underlier price to last fixing and applying accruals for each remaining underlier
      price fixing date required i.e. for each, adjustedPrice = lastFixingPrice x
      (1 + accrualRate x DCF).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    domain_of:
    - AdjustmentFactorCalculationTerms
    range: AccrualFactor
  lastFixingPriceBeforeAdjustment:
    name: lastFixingPriceBeforeAdjustment
    description: The last fixing price of the Underlier affected by the CorporateAction,
      before any adjustment with regards to the CorporateAction.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    domain_of:
    - AdjustmentFactorCalculationTerms
    range: Price
  dividendObservation:
    name: dividendObservation
    description: To record observations of dividends.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    domain_of:
    - AdjustmentFactorCalculationTerms
    - CorporateAction
    range: PriceSchedule
  bespokeCalculationFormula:
    name: bespokeCalculationFormula
    description: To describe the formula used to calculate the Adjustment Factor.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    domain_of:
    - AdjustmentFactorCalculationTerms
    range: string
all_of:
- description: SpinOffOrMergerOrAccrual
  exactly_one_of:
  - slot_conditions:
      spinOff:
        name: spinOff
        value_presence: PRESENT
  - slot_conditions:
      merger:
        name: merger
        value_presence: PRESENT
  - slot_conditions:
      accrualFactor:
        name: accrualFactor
        value_presence: PRESENT
  - all_of:
    - slot_conditions:
        spinOff:
          name: spinOff
          value_presence: ABSENT
    - slot_conditions:
        merger:
          name: merger
          value_presence: ABSENT
    - slot_conditions:
        accrualFactor:
          name: accrualFactor
          value_presence: ABSENT
- description: ShareRatio
  exactly_one_of:
  - slot_conditions:
      shareForShareRatio:
        name: shareForShareRatio
        value_presence: PRESENT
  - slot_conditions:
      shareForRightsRatio:
        name: shareForRightsRatio
        value_presence: PRESENT
  - all_of:
    - slot_conditions:
        shareForShareRatio:
          name: shareForShareRatio
          value_presence: ABSENT
    - slot_conditions:
        shareForRightsRatio:
          name: shareForRightsRatio
          value_presence: ABSENT

Induced

Section titled “Induced”
name: AdjustmentFactorCalculationTerms
description: Describes the input terms involved in the calculation of the adjustment
  factor applied to the price of the underlier impacted by a Corporate Action.
comments:
- 'Rosetta condition DividendObservation is not stated in LinkML: if dividendObservation
  exists then dividendObservation -> priceType = PriceTypeEnum -> Dividend'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  shareForShareRatio:
    name: shareForShareRatio
    description: Multiple value, say 'M/N' where 'M' is the number of shares after
      the event and 'N' is the number of shares prior to the event.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: AdjustmentFactorCalculationTerms
    domain_of:
    - AdjustmentFactorCalculationTerms
    range: decimal
  shareForRightsRatio:
    name: shareForRightsRatio
    description: Multiple value, say 'M/N' where 'M' is the number of rights after
      the event, and 'N' of shares prior to the event.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: AdjustmentFactorCalculationTerms
    domain_of:
    - AdjustmentFactorCalculationTerms
    range: decimal
  rightsSubscriptionPrice:
    name: rightsSubscriptionPrice
    description: The price to pay per each right.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: AdjustmentFactorCalculationTerms
    domain_of:
    - AdjustmentFactorCalculationTerms
    range: Price
  dividendRatio:
    name: dividendRatio
    description: Multiplier value (e.g. 85 %, etc.) to calculate net dividend amount,
      given gross amount before taking into account the relevant fiscal features.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: AdjustmentFactorCalculationTerms
    domain_of:
    - AdjustmentFactorCalculationTerms
    range: decimal
  spinOff:
    name: spinOff
    description: Defines the underlier for both the Parent Company and the Child Compagny
      involved in Spin Off corporate action, as well as the respective price observation
      for each.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: AdjustmentFactorCalculationTerms
    domain_of:
    - AdjustmentFactorCalculationTerms
    range: SpinOff
  merger:
    name: merger
    description: Defines the underlier for both the Purchaser Company and the Acquired
      Compagny involved in Spin Off corporate action, as well as the respective price
      observation for each.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: AdjustmentFactorCalculationTerms
    domain_of:
    - AdjustmentFactorCalculationTerms
    range: Merger
  accrualFactor:
    name: accrualFactor
    description: The accrual rate and related terms, to adjust the price of an underlier
      impacted by a Corporate Action when economic impact consists in freezing the
      underlier price to last fixing and applying accruals for each remaining underlier
      price fixing date required i.e. for each, adjustedPrice = lastFixingPrice x
      (1 + accrualRate x DCF).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: AdjustmentFactorCalculationTerms
    domain_of:
    - AdjustmentFactorCalculationTerms
    range: AccrualFactor
  lastFixingPriceBeforeAdjustment:
    name: lastFixingPriceBeforeAdjustment
    description: The last fixing price of the Underlier affected by the CorporateAction,
      before any adjustment with regards to the CorporateAction.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: AdjustmentFactorCalculationTerms
    domain_of:
    - AdjustmentFactorCalculationTerms
    range: Price
  dividendObservation:
    name: dividendObservation
    description: To record observations of dividends.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: AdjustmentFactorCalculationTerms
    domain_of:
    - AdjustmentFactorCalculationTerms
    - CorporateAction
    range: PriceSchedule
  bespokeCalculationFormula:
    name: bespokeCalculationFormula
    description: To describe the formula used to calculate the Adjustment Factor.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: AdjustmentFactorCalculationTerms
    domain_of:
    - AdjustmentFactorCalculationTerms
    range: string
all_of:
- description: SpinOffOrMergerOrAccrual
  exactly_one_of:
  - slot_conditions:
      spinOff:
        name: spinOff
        value_presence: PRESENT
  - slot_conditions:
      merger:
        name: merger
        value_presence: PRESENT
  - slot_conditions:
      accrualFactor:
        name: accrualFactor
        value_presence: PRESENT
  - all_of:
    - slot_conditions:
        spinOff:
          name: spinOff
          value_presence: ABSENT
    - slot_conditions:
        merger:
          name: merger
          value_presence: ABSENT
    - slot_conditions:
        accrualFactor:
          name: accrualFactor
          value_presence: ABSENT
- description: ShareRatio
  exactly_one_of:
  - slot_conditions:
      shareForShareRatio:
        name: shareForShareRatio
        value_presence: PRESENT
  - slot_conditions:
      shareForRightsRatio:
        name: shareForRightsRatio
        value_presence: PRESENT
  - all_of:
    - slot_conditions:
        shareForShareRatio:
          name: shareForShareRatio
          value_presence: ABSENT
    - slot_conditions:
        shareForRightsRatio:
          name: shareForRightsRatio
          value_presence: ABSENT