Enum: EventIntentEnum

The enumeration values to qualify the intent associated with a transaction event.

URI: common_domain_model:EventIntentEnum

Permissible Values

Value	Meaning	Description
Allocation	None	The intent is to allocate one or more trades as part of an allocated block tr…
CashFlow	None	The intent is to designate a stand-alone cash transfer as a result of Trade c…
Clearing	None	The intent is to clear the contract
Compression	None	The intent is to compress multiple trades as part of a netting or compression…
ContractFormation	None	The intent is to form a contract from an execution
ContractTermsAmendment	None	The intent is to amend the terms of the contract through renegotiation
CorporateActionAdjustment	None	The intent is to take into effect the occurrence of a Corporate Action and th…
CreditEvent	None	The intent is to take into effect the occurrence of a Credit Event
Decrease	None	The intent is to Decrease the quantity or notional of the contract
EarlyTerminationProvision	None	The intent is to fully unwind the Trade, as a result of the application of Tr…
Increase	None	The intent is to Increase the quantity or notional of the contract
IndexTransition	None	The intent is to replace an interest rate index by another one during the lif…
NotionalReset	None	The intent is to increase or to decrease the notional of the Trade, in accord…
NotionalStep	None	The intent is to increase or to decrease the notional of the Trade, in accord…
Novation	None	The intent is to novate the contract
ObservationRecord	None	The intent is to record any kind of stand-alone obervervations e
OptionExercise	None	The intent is to Exercise a contract that is made of one or several option pa…
OptionalExtension	None	The intent is to extend the trade through exercise of an optional right as de…
OptionalCancellation	None	The intent is to cancel the trade through exercise of an optional right as de…
PortfolioRebalancing	None	The intent is to rebalance a portfolio, by inserting new derivatives transact…
PrincipalExchange	None	The intent is to pay or to receive a cash transfer, in accordance with Princi…
Reallocation	None	The intent is to reallocate one or more trades as part of an allocated block …
Repurchase	None	The intent is to close a repo transaction through repurchase

Identifier and Mapping Information

Schema Source

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

LinkML Source

name: EventIntentEnum
description: The enumeration values to qualify the intent associated with a transaction
  event.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  Allocation:
    text: Allocation
    description: The intent is to allocate one or more trades as part of an allocated
      block trade.
  CashFlow:
    text: CashFlow
    description: The intent is to designate a stand-alone cash transfer as a result
      of Trade contracual terms e.g. incurred by payout for instance a Performance
      Amount or a Floating Rate Amount. The particular CashFlow at stake shall be
      further specified in priceTransferEnum or transferTypeEnum. For clarity, such
      intentEnum value shall not be used whenever a cash transfer is not stand-alone
      but is instead embedded in another Event as part of the composable modelling
      e.g. Decrease with Fees, Cross-Currency Notional Reset, etc. or any other Event
      whenever including a cash transfer with other features. For clarity, a principal
      payment related to a Principal Exhange is excluded as well, because a dedicated
      intentEnum value exists for this event i.e. PrincipalExchange value.
  Clearing:
    text: Clearing
    description: The intent is to clear the contract.
  Compression:
    text: Compression
    description: The intent is to compress multiple trades as part of a netting or
      compression event.
  ContractFormation:
    text: ContractFormation
    description: The intent is to form a contract from an execution.
  ContractTermsAmendment:
    text: ContractTermsAmendment
    description: The intent is to amend the terms of the contract through renegotiation.
  CorporateActionAdjustment:
    text: CorporateActionAdjustment
    description: The intent is to take into effect the occurrence of a Corporate Action
      and the particular Corporate Action at stake shall be further specified in CorporateActionTypeEnum.
  CreditEvent:
    text: CreditEvent
    description: The intent is to take into effect the occurrence of a Credit Event.
  Decrease:
    text: Decrease
    description: The intent is to Decrease the quantity or notional of the contract.
  EarlyTerminationProvision:
    text: EarlyTerminationProvision
    description: The intent is to fully unwind the Trade, as a result of the application
      of Trade contractual terms (e.g. an obligation to do so before Termination Date
      as part of any kind of Early Termination terms) as defined within the CDM EarlyTerminationProvision
      data type. Accordingly, increase and decrease of positions which result from
      negotiation by the parties shall not be designated by such intentEnum. For clarity,
      partial exercise of an option before its expiration date is excluded as well,
      though related to Trade contract terms, because a dedicated intentEnum value
      exists for this event i.e. OptionExercise value.
  Increase:
    text: Increase
    description: The intent is to Increase the quantity or notional of the contract.
  IndexTransition:
    text: IndexTransition
    description: The intent is to replace an interest rate index by another one during
      the life of a trade and add a transition spread on top of this index (and on
      top of the spreads already defined in the trade, if any).
  NotionalReset:
    text: NotionalReset
    description: The intent is to increase or to decrease the notional of the Trade,
      in accordance with Notional Reset features e.g. could apply for Cross Currency
      Swaps, Equity Performance Swaps, etc.
  NotionalStep:
    text: NotionalStep
    description: The intent is to increase or to decrease the notional of the Trade,
      in accordance with Step features attached to a Payout Quantity.
  Novation:
    text: Novation
    description: The intent is to novate the contract.
  ObservationRecord:
    text: ObservationRecord
    description: The intent is to record any kind of stand-alone obervervations e.g.
      internal data recording, usage of CDM for recording and/or exchanging data as
      part of pricing 'consensus' processing, etc. For clarity, such intentEnum value
      shall not be used whenever an observation is not stand-alone but is instead
      embedded in another Event as part of the composable modelling e.g. CashFlow
      to which an observation of prices is associated, etc.
  OptionExercise:
    text: OptionExercise
    description: The intent is to Exercise a contract that is made of one or several
      option payout legs. For clarity, such intentEnum value shall not be used whenever
      an optional right is exercised in relation with a Trade which composition includes
      other types of payout legs e.g. right to call or to cancel before Termination
      Date as part of any kind of Early Termination terms other than genuine bermuda
      or american style features described in option payout.
  OptionalExtension:
    text: OptionalExtension
    description: The intent is to extend the trade through exercise of an optional
      right as defined within the CDM OptionProvision data type.
  OptionalCancellation:
    text: OptionalCancellation
    description: The intent is to cancel the trade through exercise of an optional
      right as defined within the CDM OptionProvision data type.
  PortfolioRebalancing:
    text: PortfolioRebalancing
    description: The intent is to rebalance a portfolio, by inserting new derivatives
      transactions into portfolios of participants to reduce risks linked to those
      trades. These are offsetting trades that rebalance relationships between different
      counterparties when it comes to exposure of portfolios to certain types of risk,
      such as interest rate risk.
  PrincipalExchange:
    text: PrincipalExchange
    description: The intent is to pay or to receive a cash transfer, in accordance
      with Principal Exchange features.
  Reallocation:
    text: Reallocation
    description: The intent is to reallocate one or more trades as part of an allocated
      block trade.
  Repurchase:
    text: Repurchase
    description: The intent is to close a repo transaction through repurchase.