Class: AssetSettlementRateOption

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:AssetSettlementRateOption

 classDiagram
    class AssetSettlementRateOption
    click AssetSettlementRateOption href "../AssetSettlementRateOption/"
      AssetSettlementRateOption : priceSourceDisruption
        
          
    
        
        
        AssetSettlementRateOption --> "0..1" PriceSourceDisruption : priceSourceDisruption
        click PriceSourceDisruption href "../PriceSourceDisruption/"
    

        
      AssetSettlementRateOption : settlementRateOption
        
          
    
        
        
        AssetSettlementRateOption --> "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
ValuationSource	settlementRateOption	range	AssetSettlementRateOption
FxPriceSourceDisruption	fallbackReferencePrice	range	AssetSettlementRateOption
Illiquidity	fallbackReferencePrice	range	AssetSettlementRateOption
NonDeliverableSubstitute	settlementRateOption	range	AssetSettlementRateOption
PriceMateriality	fallbackReferencePrice	range	AssetSettlementRateOption

Aliases

SettlementRateOption

Identifier and Mapping Information

Annotations

property	value
rosetta_name	cdm.observable.asset.SettlementRateOption

Schema Source

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

Mappings

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

LinkML Source

Direct

name: AssetSettlementRateOption
annotations:
  rosetta_name:
    tag: rosetta_name
    value: cdm.observable.asset.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.
from_schema: https://w3id.org/lmodel/common-domain-model
aliases:
- SettlementRateOption
attributes:
  settlementRateOption:
    name: settlementRateOption
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    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/cdm_observable_asset
    rank: 1000
    domain_of:
    - AssetSettlementRateOption
    - FxSettlementRateSource
    - ValuationSource
    - NonDeliverableSubstitute
    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.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - AssetSettlementRateOption
    - FxDisruptionEvents
    range: PriceSourceDisruption

Induced

name: AssetSettlementRateOption
annotations:
  rosetta_name:
    tag: rosetta_name
    value: cdm.observable.asset.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.
from_schema: https://w3id.org/lmodel/common-domain-model
aliases:
- SettlementRateOption
attributes:
  settlementRateOption:
    name: settlementRateOption
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    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/cdm_observable_asset
    rank: 1000
    owner: AssetSettlementRateOption
    domain_of:
    - AssetSettlementRateOption
    - FxSettlementRateSource
    - ValuationSource
    - NonDeliverableSubstitute
    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.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: AssetSettlementRateOption
    domain_of:
    - AssetSettlementRateOption
    - FxDisruptionEvents
    range: PriceSourceDisruption