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common-domain-model

Class: EarlyTerminationProvision

A data defining: an early termination provision for a swap. This early termination is at fair value, i.e. on termination the fair value of the product must be settled between the parties.

URI: common_domain_model:EarlyTerminationProvision

 classDiagram
    class EarlyTerminationProvision
    click EarlyTerminationProvision href "../EarlyTerminationProvision/"
      EarlyTerminationProvision : mandatoryEarlyTermination
        
          
    
        
        
        EarlyTerminationProvision --> "0..1" MandatoryEarlyTermination : mandatoryEarlyTermination
        click MandatoryEarlyTermination href "../MandatoryEarlyTermination/"
    

        
      EarlyTerminationProvision : mandatoryEarlyTerminationDateTenor
        
          
    
        
        
        EarlyTerminationProvision --> "0..1" Period : mandatoryEarlyTerminationDateTenor
        click Period href "../Period/"
    

        
      EarlyTerminationProvision : optionalEarlyTermination
        
          
    
        
        
        EarlyTerminationProvision --> "0..1" OptionalEarlyTermination : optionalEarlyTermination
        click OptionalEarlyTermination href "../OptionalEarlyTermination/"
    

        
      EarlyTerminationProvision : optionalEarlyTerminationParameters
        
          
    
        
        
        EarlyTerminationProvision --> "0..1" ExercisePeriod : optionalEarlyTerminationParameters
        click ExercisePeriod href "../ExercisePeriod/"

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
mandatoryEarlyTermination 0..1
MandatoryEarlyTermination		 A mandatory early termination provision to terminate the swap at fair value direct
mandatoryEarlyTerminationDateTenor 0..1
Period		 Period after trade date of the mandatory early termination date direct
optionalEarlyTermination 0..1
OptionalEarlyTermination		 An option for either or both parties to terminate the swap at fair value direct
optionalEarlyTerminationParameters 0..1
ExercisePeriod		 Definition of the first early termination date and the frequency of the termi… direct
Expressions & Logic

All Of

Section titled “All Of”

The class must satisfy all of:

  • AnonymousClassExpression({ ‘description’: (’MandatoryEarlyTermination: The FpML MandatoryEarlyTermination.model ’ ’specifies a required choice node. The choice node associated with the FpML ’ ’EarlyTerminationProvision is quite complex and using the data rule provides ’ ‘a more flexible approach than adding complexity to the condition grammar.’), ‘any_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘mandatoryEarlyTermination’: SlotDefinition({ ‘name’: ‘mandatoryEarlyTermination’, ‘value_presence’: PresenceEnum(text=‘PRESENT’) })} }), AnonymousClassExpression({ ‘slot_conditions’: {‘optionalEarlyTermination’: SlotDefinition({‘name’: ‘optionalEarlyTermination’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘mandatoryEarlyTermination’: SlotDefinition({ ‘name’: ‘mandatoryEarlyTermination’, ‘value_presence’: PresenceEnum(text=‘PRESENT’) }), ‘optionalEarlyTermination’: SlotDefinition({‘name’: ‘optionalEarlyTermination’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} })] })

Usages

Section titled “Usages”
used by used in type used
TerminationProvision earlyTerminationProvision range EarlyTerminationProvision

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Annotations

Section titled “Annotations”
property value
rosetta_metadata key

Schema Source

Section titled “Schema Source”

Mappings

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

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: EarlyTerminationProvision
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: 'A data defining: an early termination provision for a swap. This early
  termination is at fair value, i.e. on termination the fair value of the product
  must be settled between the parties.'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  mandatoryEarlyTermination:
    name: mandatoryEarlyTermination
    description: A mandatory early termination provision to terminate the swap at
      fair value.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - EarlyTerminationProvision
    range: MandatoryEarlyTermination
  mandatoryEarlyTerminationDateTenor:
    name: mandatoryEarlyTerminationDateTenor
    description: Period after trade date of the mandatory early termination date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - EarlyTerminationProvision
    range: Period
  optionalEarlyTermination:
    name: optionalEarlyTermination
    description: An option for either or both parties to terminate the swap at fair
      value.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - EarlyTerminationProvision
    range: OptionalEarlyTermination
  optionalEarlyTerminationParameters:
    name: optionalEarlyTerminationParameters
    description: Definition of the first early termination date and the frequency
      of the termination dates subsequent to that. American exercise is defined by
      having a frequency of one day.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - EarlyTerminationProvision
    range: ExercisePeriod
all_of:
- description: 'MandatoryEarlyTermination: The FpML MandatoryEarlyTermination.model
    specifies a required choice node. The choice node associated with the FpML EarlyTerminationProvision
    is quite complex and using the data rule provides a more flexible approach than
    adding complexity to the condition grammar.'
  any_of:
  - slot_conditions:
      mandatoryEarlyTermination:
        name: mandatoryEarlyTermination
        value_presence: PRESENT
  - slot_conditions:
      optionalEarlyTermination:
        name: optionalEarlyTermination
        value_presence: PRESENT
  - slot_conditions:
      mandatoryEarlyTermination:
        name: mandatoryEarlyTermination
        value_presence: PRESENT
      optionalEarlyTermination:
        name: optionalEarlyTermination
        value_presence: PRESENT

Induced

Section titled “Induced”
name: EarlyTerminationProvision
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: 'A data defining: an early termination provision for a swap. This early
  termination is at fair value, i.e. on termination the fair value of the product
  must be settled between the parties.'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  mandatoryEarlyTermination:
    name: mandatoryEarlyTermination
    description: A mandatory early termination provision to terminate the swap at
      fair value.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: EarlyTerminationProvision
    domain_of:
    - EarlyTerminationProvision
    range: MandatoryEarlyTermination
  mandatoryEarlyTerminationDateTenor:
    name: mandatoryEarlyTerminationDateTenor
    description: Period after trade date of the mandatory early termination date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: EarlyTerminationProvision
    domain_of:
    - EarlyTerminationProvision
    range: Period
  optionalEarlyTermination:
    name: optionalEarlyTermination
    description: An option for either or both parties to terminate the swap at fair
      value.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: EarlyTerminationProvision
    domain_of:
    - EarlyTerminationProvision
    range: OptionalEarlyTermination
  optionalEarlyTerminationParameters:
    name: optionalEarlyTerminationParameters
    description: Definition of the first early termination date and the frequency
      of the termination dates subsequent to that. American exercise is defined by
      having a frequency of one day.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: EarlyTerminationProvision
    domain_of:
    - EarlyTerminationProvision
    range: ExercisePeriod
all_of:
- description: 'MandatoryEarlyTermination: The FpML MandatoryEarlyTermination.model
    specifies a required choice node. The choice node associated with the FpML EarlyTerminationProvision
    is quite complex and using the data rule provides a more flexible approach than
    adding complexity to the condition grammar.'
  any_of:
  - slot_conditions:
      mandatoryEarlyTermination:
        name: mandatoryEarlyTermination
        value_presence: PRESENT
  - slot_conditions:
      optionalEarlyTermination:
        name: optionalEarlyTermination
        value_presence: PRESENT
  - slot_conditions:
      mandatoryEarlyTermination:
        name: mandatoryEarlyTermination
        value_presence: PRESENT
      optionalEarlyTermination:
        name: optionalEarlyTermination
        value_presence: PRESENT