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Class: BasketReferenceInformation

CDS Basket Reference Information.

URI: common_domain_model:BasketReferenceInformation

 classDiagram
    class BasketReferenceInformation
    click BasketReferenceInformation href "../BasketReferenceInformation/"
      BasketReferenceInformation : basketId
        
      BasketReferenceInformation : basketName
        
      BasketReferenceInformation : mthToDefault
        
      BasketReferenceInformation : nthToDefault
        
      BasketReferenceInformation : referencePool
        
          
    
        
        
        BasketReferenceInformation --> "1" ReferencePool : referencePool
        click ReferencePool href "../ReferencePool/"
    

        
      BasketReferenceInformation : tranche
        
          
    
        
        
        BasketReferenceInformation --> "0..1" Tranche : tranche
        click Tranche href "../Tranche/"
    

        
      
Name Cardinality and Range Description Inheritance
basketName 0..1
string
The name of the basket expressed as a free format string direct
basketId *
string
A CDS basket identifier direct
referencePool 1
ReferencePool
This element contains all the reference pool items to define the reference en… direct
nthToDefault 0..1
Integer
N th reference obligation to default triggers payout direct
mthToDefault 0..1
Integer
M th reference obligation to default to allow representation of N th to M th … direct
tranche 0..1
Tranche
This element contains CDS tranche terms direct
Expressions & Logic

The class must satisfy all of:

  • AnonymousClassExpression({ ‘description’: (’BasketReferenceInformationChoice: Choice rule to represent an FpML choice ’ ’construct. This choice rule is complemented by the data rule ’ ’BasketReferenceInformation_nthToDefault to represent the FpML construct ’ ’where there is a choice between a tranche element and a [required ’ ‘nthToDefault, optional mthToDefault] branch.’), ‘exactly_one_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘nthToDefault’: SlotDefinition({‘name’: ‘nthToDefault’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘tranche’: SlotDefinition({‘name’: ‘tranche’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} })] })
used by used in type used
GeneralTerms basketReferenceInformation range BasketReferenceInformation

Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {'mthToDefault': {'value_presence': 'PRESENT'}} {'nthToDefault': {'value_presence': 'PRESENT'}}
  • Rosetta condition MthToDefault is not stated in LinkML: if (nthToDefault exists and mthToDefault exists) then nthToDefault < mthToDefault
Mapping Type Mapped Value
self common_domain_model:BasketReferenceInformation
native common_domain_model:BasketReferenceInformation
name: BasketReferenceInformation
description: CDS Basket Reference Information.
comments:
- 'Rosetta condition MthToDefault is not stated in LinkML: if (nthToDefault exists
and mthToDefault exists) then nthToDefault < mthToDefault'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
basketName:
name: basketName
annotations:
rosetta_metadata:
tag: rosetta_metadata
value: scheme
description: The name of the basket expressed as a free format string. FpML does
not define usage rules for this element.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
rank: 1000
domain_of:
- BasketReferenceInformation
range: string
basketId:
name: basketId
annotations:
rosetta_metadata:
tag: rosetta_metadata
value: scheme
description: A CDS basket identifier.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
rank: 1000
domain_of:
- BasketReferenceInformation
range: string
multivalued: true
referencePool:
name: referencePool
description: This element contains all the reference pool items to define the
reference entity and reference obligation(s) in the basket.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
rank: 1000
domain_of:
- BasketReferenceInformation
range: ReferencePool
required: true
nthToDefault:
name: nthToDefault
description: N th reference obligation to default triggers payout.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
rank: 1000
domain_of:
- BasketReferenceInformation
range: integer
mthToDefault:
name: mthToDefault
description: M th reference obligation to default to allow representation of N
th to M th defaults.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
rank: 1000
domain_of:
- BasketReferenceInformation
range: integer
tranche:
name: tranche
description: This element contains CDS tranche terms.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
domain_of:
- Loan
- CreditIndex
- BasketReferenceInformation
range: Tranche
rules:
- preconditions:
slot_conditions:
mthToDefault:
name: mthToDefault
value_presence: PRESENT
postconditions:
slot_conditions:
nthToDefault:
name: nthToDefault
value_presence: PRESENT
description: 'NthToDefault: As part of the branch of the choice node, FpML requires
the nthToDefault element to be present, while the mthToDefault one is optional.'
all_of:
- description: 'BasketReferenceInformationChoice: Choice rule to represent an FpML
choice construct. This choice rule is complemented by the data rule BasketReferenceInformation_nthToDefault
to represent the FpML construct where there is a choice between a tranche element
and a [required nthToDefault, optional mthToDefault] branch.'
exactly_one_of:
- slot_conditions:
nthToDefault:
name: nthToDefault
value_presence: PRESENT
- slot_conditions:
tranche:
name: tranche
value_presence: PRESENT
name: BasketReferenceInformation
description: CDS Basket Reference Information.
comments:
- 'Rosetta condition MthToDefault is not stated in LinkML: if (nthToDefault exists
and mthToDefault exists) then nthToDefault < mthToDefault'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
basketName:
name: basketName
annotations:
rosetta_metadata:
tag: rosetta_metadata
value: scheme
description: The name of the basket expressed as a free format string. FpML does
not define usage rules for this element.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
rank: 1000
owner: BasketReferenceInformation
domain_of:
- BasketReferenceInformation
range: string
basketId:
name: basketId
annotations:
rosetta_metadata:
tag: rosetta_metadata
value: scheme
description: A CDS basket identifier.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
rank: 1000
owner: BasketReferenceInformation
domain_of:
- BasketReferenceInformation
range: string
multivalued: true
referencePool:
name: referencePool
description: This element contains all the reference pool items to define the
reference entity and reference obligation(s) in the basket.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
rank: 1000
owner: BasketReferenceInformation
domain_of:
- BasketReferenceInformation
range: ReferencePool
required: true
nthToDefault:
name: nthToDefault
description: N th reference obligation to default triggers payout.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
rank: 1000
owner: BasketReferenceInformation
domain_of:
- BasketReferenceInformation
range: integer
mthToDefault:
name: mthToDefault
description: M th reference obligation to default to allow representation of N
th to M th defaults.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
rank: 1000
owner: BasketReferenceInformation
domain_of:
- BasketReferenceInformation
range: integer
tranche:
name: tranche
description: This element contains CDS tranche terms.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
owner: BasketReferenceInformation
domain_of:
- Loan
- CreditIndex
- BasketReferenceInformation
range: Tranche
rules:
- preconditions:
slot_conditions:
mthToDefault:
name: mthToDefault
value_presence: PRESENT
postconditions:
slot_conditions:
nthToDefault:
name: nthToDefault
value_presence: PRESENT
description: 'NthToDefault: As part of the branch of the choice node, FpML requires
the nthToDefault element to be present, while the mthToDefault one is optional.'
all_of:
- description: 'BasketReferenceInformationChoice: Choice rule to represent an FpML
choice construct. This choice rule is complemented by the data rule BasketReferenceInformation_nthToDefault
to represent the FpML construct where there is a choice between a tranche element
and a [required nthToDefault, optional mthToDefault] branch.'
exactly_one_of:
- slot_conditions:
nthToDefault:
name: nthToDefault
value_presence: PRESENT
- slot_conditions:
tranche:
name: tranche
value_presence: PRESENT