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common-domain-model

Class: AutomaticExercise

A type to define automatic exercise of a swaption. With automatic exercise the option is deemed to have exercised if it is in the money by more than the threshold amount on the exercise date.

URI: common_domain_model:AutomaticExercise

 classDiagram
    class AutomaticExercise
    click AutomaticExercise href "../AutomaticExercise/"
      AutomaticExercise : isApplicable
        
      AutomaticExercise : thresholdRate

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
thresholdRate 0..1
Decimal		 A threshold rate direct
isApplicable 0..1
Boolean		 Boolean that indicates if it has an automaticExercise direct

Usages

Section titled “Usages”
used by used in type used
ExerciseProcedure automaticExercise range AutomaticExercise

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:AutomaticExercise
native common_domain_model:AutomaticExercise

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: AutomaticExercise
description: A type to define automatic exercise of a swaption. With automatic exercise
  the option is deemed to have exercised if it is in the money by more than the threshold
  amount on the exercise date.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  thresholdRate:
    name: thresholdRate
    description: A threshold rate. The threshold of 0.10% would be represented as
      0.001
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - AutomaticExercise
    range: decimal
  isApplicable:
    name: isApplicable
    description: Boolean that indicates if it has an automaticExercise
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    domain_of:
    - AdditionalRepresentationElection
    - AdditionalRightsEvent
    - BespokeCalculationDate
    - BespokeTransferTiming
    - CollateralAccessBreach
    - CollateralTransferTimingDefinition
    - CustodianEvent
    - FrenchLawAddendum
    - FrenchLawAddendumElection
    - InterestAdjustment
    - JapaneseSecuritiesProvisions
    - LegacyIndependentAmountParty
    - MinimumTransferAmountAmendment
    - OneWayProvisions
    - PledgeeRepresentativeRider
    - ProcessAgentElection
    - RegimeTerms
    - SpecifiedConditionOrAccessCondition
    - SubstitutedRegimeElection
    - TerminationCurrencyAmendment
    - AdditionalTerminationEventElection
    - AutomaticEarlyTerminationElection
    - CreditEventUponMergerElection
    - IsdaCalculationAgentElection
    - AutomaticExercise
    range: boolean

Induced

Section titled “Induced”
name: AutomaticExercise
description: A type to define automatic exercise of a swaption. With automatic exercise
  the option is deemed to have exercised if it is in the money by more than the threshold
  amount on the exercise date.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  thresholdRate:
    name: thresholdRate
    description: A threshold rate. The threshold of 0.10% would be represented as
      0.001
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: AutomaticExercise
    domain_of:
    - AutomaticExercise
    range: decimal
  isApplicable:
    name: isApplicable
    description: Boolean that indicates if it has an automaticExercise
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    owner: AutomaticExercise
    domain_of:
    - AdditionalRepresentationElection
    - AdditionalRightsEvent
    - BespokeCalculationDate
    - BespokeTransferTiming
    - CollateralAccessBreach
    - CollateralTransferTimingDefinition
    - CustodianEvent
    - FrenchLawAddendum
    - FrenchLawAddendumElection
    - InterestAdjustment
    - JapaneseSecuritiesProvisions
    - LegacyIndependentAmountParty
    - MinimumTransferAmountAmendment
    - OneWayProvisions
    - PledgeeRepresentativeRider
    - ProcessAgentElection
    - RegimeTerms
    - SpecifiedConditionOrAccessCondition
    - SubstitutedRegimeElection
    - TerminationCurrencyAmendment
    - AdditionalTerminationEventElection
    - AutomaticEarlyTerminationElection
    - CreditEventUponMergerElection
    - IsdaCalculationAgentElection
    - AutomaticExercise
    range: boolean