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common-domain-model

Class: ExerciseTerms

A class defining the exercise period for an option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.

URI: common_domain_model:ExerciseTerms

 classDiagram
    class ExerciseTerms
    click ExerciseTerms href "../ExerciseTerms/"
      ExerciseTerms : commencementDate
        
          
    
        
        
        ExerciseTerms --> "0..1" AdjustableOrRelativeDate : commencementDate
        click AdjustableOrRelativeDate href "../AdjustableOrRelativeDate/"
    

        
      ExerciseTerms : earliestExerciseTime
        
          
    
        
        
        ExerciseTerms --> "0..1" BusinessCenterTime : earliestExerciseTime
        click BusinessCenterTime href "../BusinessCenterTime/"
    

        
      ExerciseTerms : exerciseDates
        
          
    
        
        
        ExerciseTerms --> "0..1" AdjustableOrRelativeDates : exerciseDates
        click AdjustableOrRelativeDates href "../AdjustableOrRelativeDates/"
    

        
      ExerciseTerms : exerciseFee
        
          
    
        
        
        ExerciseTerms --> "0..1" ExerciseFee : exerciseFee
        click ExerciseFee href "../ExerciseFee/"
    

        
      ExerciseTerms : exerciseFeeSchedule
        
          
    
        
        
        ExerciseTerms --> "0..1" ExerciseFeeSchedule : exerciseFeeSchedule
        click ExerciseFeeSchedule href "../ExerciseFeeSchedule/"
    

        
      ExerciseTerms : exerciseProcedure
        
          
    
        
        
        ExerciseTerms --> "0..1" ExerciseProcedure : exerciseProcedure
        click ExerciseProcedure href "../ExerciseProcedure/"
    

        
      ExerciseTerms : expirationDate
        
          
    
        
        
        ExerciseTerms --> "*" AdjustableOrRelativeDate : expirationDate
        click AdjustableOrRelativeDate href "../AdjustableOrRelativeDate/"
    

        
      ExerciseTerms : expirationTime
        
          
    
        
        
        ExerciseTerms --> "0..1" BusinessCenterTime : expirationTime
        click BusinessCenterTime href "../BusinessCenterTime/"
    

        
      ExerciseTerms : expirationTimeType
        
          
    
        
        
        ExerciseTerms --> "1" ExpirationTimeTypeEnum : expirationTimeType
        click ExpirationTimeTypeEnum href "../ExpirationTimeTypeEnum/"
    

        
      ExerciseTerms : latestExerciseTime
        
          
    
        
        
        ExerciseTerms --> "0..1" BusinessCenterTime : latestExerciseTime
        click BusinessCenterTime href "../BusinessCenterTime/"
    

        
      ExerciseTerms : multipleExercise
        
          
    
        
        
        ExerciseTerms --> "0..1" MultipleExercise : multipleExercise
        click MultipleExercise href "../MultipleExercise/"
    

        
      ExerciseTerms : partialExercise
        
          
    
        
        
        ExerciseTerms --> "0..1" PartialExercise : partialExercise
        click PartialExercise href "../PartialExercise/"
    

        
      ExerciseTerms : relevantUnderlyingDate
        
          
    
        
        
        ExerciseTerms --> "0..1" AdjustableOrRelativeDates : relevantUnderlyingDate
        click AdjustableOrRelativeDates href "../AdjustableOrRelativeDates/"
    

        
      ExerciseTerms : style
        
          
    
        
        
        ExerciseTerms --> "0..1" OptionExerciseStyleEnum : style
        click OptionExerciseStyleEnum href "../OptionExerciseStyleEnum/"

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
style 0..1
OptionExerciseStyleEnum		 Whether the option has a single exercise (european), multiple exercise dates … direct
commencementDate 0..1
AdjustableOrRelativeDate		 The first day of the exercise period for an American style option direct
exerciseDates 0..1
AdjustableOrRelativeDates		 The dates that define the Bermuda option exercise dates and the expiration da… direct
expirationDate *
AdjustableOrRelativeDate		 The last day within an exercise period for an American style option direct
relevantUnderlyingDate 0..1
AdjustableOrRelativeDates		 The effective date on the underlying product if the option is exercised direct
earliestExerciseTime 0..1
BusinessCenterTime		 The earliest time at which notice of exercise can be given by the buyer to th… direct
latestExerciseTime 0..1
BusinessCenterTime		 For a Bermuda or American style option, the latest time on an exercise busine… direct
expirationTime 0..1
BusinessCenterTime		 The latest time for exercise on expirationDate direct
expirationTimeType 1
ExpirationTimeTypeEnum		 The time of day at which the equity option expires, for example the official … direct
multipleExercise 0..1
MultipleExercise		 As defined in the 2000 ISDA Definitions, Section 12 direct
exerciseFeeSchedule 0..1
ExerciseFeeSchedule		 The fees associated with an exercise date direct
exerciseProcedure 0..1
ExerciseProcedure		 The set of parameters defining the procedure associated with the exercise, e direct
exerciseFee 0..1
ExerciseFee		 A fee to be paid on exercise direct
partialExercise 0..1
PartialExercise		 As defined in the 2000 ISDA Definitions, Section 12 direct
Expressions & Logic

All Of

Section titled “All Of”

The class must satisfy all of:

  • AnonymousClassExpression({ ‘description’: (’ExerciseDateExpirationDateChoice: Required choice rule between exercise ’ ’dates and expiration date. The exerciseDates field can be used to extract ’ ’the expiration date of a bermuda option, while the expirationDate field ’ ‘refers to the expiration date of an american or european option.’), ‘exactly_one_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘exerciseDates’: SlotDefinition({‘name’: ‘exerciseDates’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘expirationDate’: SlotDefinition({‘name’: ‘expirationDate’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} })] })

Usages

Section titled “Usages”
used by used in type used
CancelableProvision exerciseTerms range ExerciseTerms
ExtendibleProvision exerciseTerms range ExerciseTerms
OptionPayout exerciseTerms range ExerciseTerms
OptionalEarlyTermination exerciseTerms range ExerciseTerms

Rules

Section titled “Rules”

Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {'commencementDate': {'value_presence': 'PRESENT'}} {'expirationDate': {'value_presence': 'PRESENT'}}

Section titled “”
Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {'style': {'value_presence': 'PRESENT', 'equals_string': 'European'}} {'expirationDate': {'value_presence': 'PRESENT'}, 'exerciseFeeSchedule': {'value_presence': 'ABSENT'}, 'multipleExercise': {'value_presence': 'ABSENT'}, 'latestExerciseTime': {'value_presence': 'ABSENT'}, 'commencementDate': {'value_presence': 'ABSENT'}}

Section titled “”
Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {'style': {'value_presence': 'PRESENT', 'equals_string': 'Bermuda'}} {'exerciseDates': {'value_presence': 'PRESENT'}, 'earliestExerciseTime': {'value_presence': 'PRESENT'}, 'partialExercise': {'value_presence': 'ABSENT'}, 'exerciseFee': {'value_presence': 'ABSENT'}}

Comments

Section titled “Comments”
  • Rosetta condition AmericanExercise is not stated in LinkML: if style = OptionExerciseStyleEnum -> American then commencementDate exists and exerciseFee is absent and partialExercise is absent and expirationDate count = 1
  • Rosetta condition ExpirationTimeChoice is not stated in LinkML: (if expirationTime exists then expirationTimeType = ExpirationTimeTypeEnum -> SpecificTime and if expirationTimeType = ExpirationTimeTypeEnum -> SpecificTime then expirationTime exists)

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:ExerciseTerms
native common_domain_model:ExerciseTerms

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: ExerciseTerms
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: A class defining the exercise period for an option together with any
  rules governing the notional amount of the underlying which can be exercised on
  any given exercise date and any associated exercise fees.
comments:
- 'Rosetta condition AmericanExercise is not stated in LinkML: if style = OptionExerciseStyleEnum
  -> American then commencementDate exists and exerciseFee is absent and partialExercise
  is absent and expirationDate count = 1'
- 'Rosetta condition ExpirationTimeChoice is not stated in LinkML: (if expirationTime
  exists then expirationTimeType = ExpirationTimeTypeEnum -> SpecificTime and if expirationTimeType
  = ExpirationTimeTypeEnum -> SpecificTime then expirationTime exists)'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  style:
    name: style
    description: Whether the option has a single exercise (european), multiple exercise
      dates (bermuda), or a continuous range of exercise (american).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ExerciseTerms
    range: OptionExerciseStyleEnum
  commencementDate:
    name: commencementDate
    description: The first day of the exercise period for an American style option.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ExerciseTerms
    range: AdjustableOrRelativeDate
  exerciseDates:
    name: exerciseDates
    description: The dates that define the Bermuda option exercise dates and the expiration
      date. The last specified date is assumed to be the expiration date. The dates
      can either be specified as a series of explicit dates and associated adjustments
      or as a series of dates defined relative to another schedule of dates, for example,
      the calculation period start dates. Where a relative series of dates are defined
      the first and last possible exercise dates can be separately specified.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ExerciseTerms
    range: AdjustableOrRelativeDates
  expirationDate:
    name: expirationDate
    description: The last day within an exercise period for an American style option.
      For a European style option it is the only day within the exercise period.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    domain_of:
    - CancelableProvision
    - ExerciseTerms
    range: AdjustableOrRelativeDate
    multivalued: true
  relevantUnderlyingDate:
    name: relevantUnderlyingDate
    description: The effective date on the underlying product if the option is exercised.
      For example, for a swaption it is the swap effective date, for an option on
      an FX spot or forward it is the value date for settlement, and in an extendible/cancelable
      provision it is the swap termination date, which is the date on which the termination
      is effective.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ExerciseTerms
    range: AdjustableOrRelativeDates
  earliestExerciseTime:
    name: earliestExerciseTime
    description: The earliest time at which notice of exercise can be given by the
      buyer to the seller (or seller's agent) to, and including, the expiration date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ExerciseTerms
    range: BusinessCenterTime
  latestExerciseTime:
    name: latestExerciseTime
    description: For a Bermuda or American style option, the latest time on an exercise
      business day (excluding the expiration date) within the exercise period that
      notice can be given by the buyer to the seller or seller's agent. Notice of
      exercise given after this time will be deemed to have been given on the next
      exercise business day.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ExerciseTerms
    range: BusinessCenterTime
  expirationTime:
    name: expirationTime
    description: The latest time for exercise on expirationDate. It is made mandatory
      given that for all option styles, this field is required.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ExerciseTerms
    range: BusinessCenterTime
  expirationTimeType:
    name: expirationTimeType
    description: The time of day at which the equity option expires, for example the
      official closing time of the exchange.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ExerciseTerms
    range: ExpirationTimeTypeEnum
    required: true
  multipleExercise:
    name: multipleExercise
    description: As defined in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise,
      the buyer of the option has the right to exercise all or less than all the unexercised
      notional amount of the underlying swap on one or more days in the exercise period,
      but on any such day may not exercise less than the minimum notional amount or
      more that the maximum notional amount, and if an integral multiple amount is
      specified, the notional amount exercised must be equal to, or be an integral
      multiple of, the integral multiple amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ExerciseTerms
    range: MultipleExercise
  exerciseFeeSchedule:
    name: exerciseFeeSchedule
    description: The fees associated with an exercise date. The fees are conditional
      on the exercise occurring. The fees can be specified as actual currency amounts
      or as percentages of the notional amount being exercised.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ExerciseTerms
    range: ExerciseFeeSchedule
  exerciseProcedure:
    name: exerciseProcedure
    description: The set of parameters defining the procedure associated with the
      exercise, e.g. manual exercise.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ExerciseTerms
    range: ExerciseProcedure
  exerciseFee:
    name: exerciseFee
    description: A fee to be paid on exercise. This could be represented as an amount
      or a rate and notional reference on which to apply the rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ExerciseTerms
    range: ExerciseFee
  partialExercise:
    name: partialExercise
    description: As defined in the 2000 ISDA Definitions, Section 12.3. Partial Exercise,
      the buyer of the option has the right to exercise all or less than all the notional
      amount of the underlying swap on the expiration date, but may not exercise less
      than the minimum notional amount, and if an integral multiple amount is specified,
      the notional amount exercised must be equal to, or be an integral multiple of,
      the integral multiple amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ExerciseTerms
    range: PartialExercise
rules:
- preconditions:
    slot_conditions:
      commencementDate:
        name: commencementDate
        value_presence: PRESENT
  postconditions:
    slot_conditions:
      expirationDate:
        name: expirationDate
        value_presence: PRESENT
  description: 'CommencementAndExpirationDate: Condition to check that expiration
    date is present when commencement date is present.'
- preconditions:
    slot_conditions:
      style:
        name: style
        value_presence: PRESENT
        equals_string: European
  postconditions:
    slot_conditions:
      expirationDate:
        name: expirationDate
        value_presence: PRESENT
      exerciseFeeSchedule:
        name: exerciseFeeSchedule
        value_presence: ABSENT
      multipleExercise:
        name: multipleExercise
        value_presence: ABSENT
      latestExerciseTime:
        name: latestExerciseTime
        value_presence: ABSENT
      commencementDate:
        name: commencementDate
        value_presence: ABSENT
  description: 'EuropeanExercise: Condition to check that only fields expected for
    a european option are present.'
- preconditions:
    slot_conditions:
      style:
        name: style
        value_presence: PRESENT
        equals_string: Bermuda
  postconditions:
    slot_conditions:
      exerciseDates:
        name: exerciseDates
        value_presence: PRESENT
      earliestExerciseTime:
        name: earliestExerciseTime
        value_presence: PRESENT
      partialExercise:
        name: partialExercise
        value_presence: ABSENT
      exerciseFee:
        name: exerciseFee
        value_presence: ABSENT
  description: 'BermudaExercise: Condition to check that only fields expected for
    a bermuda option are present.'
all_of:
- description: 'ExerciseDateExpirationDateChoice: Required choice rule between exercise
    dates and expiration date. The exerciseDates field can be used to extract the
    expiration date of a bermuda option, while the expirationDate field refers to
    the expiration date of an american or european option.'
  exactly_one_of:
  - slot_conditions:
      exerciseDates:
        name: exerciseDates
        value_presence: PRESENT
  - slot_conditions:
      expirationDate:
        name: expirationDate
        value_presence: PRESENT

Induced

Section titled “Induced”
name: ExerciseTerms
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: A class defining the exercise period for an option together with any
  rules governing the notional amount of the underlying which can be exercised on
  any given exercise date and any associated exercise fees.
comments:
- 'Rosetta condition AmericanExercise is not stated in LinkML: if style = OptionExerciseStyleEnum
  -> American then commencementDate exists and exerciseFee is absent and partialExercise
  is absent and expirationDate count = 1'
- 'Rosetta condition ExpirationTimeChoice is not stated in LinkML: (if expirationTime
  exists then expirationTimeType = ExpirationTimeTypeEnum -> SpecificTime and if expirationTimeType
  = ExpirationTimeTypeEnum -> SpecificTime then expirationTime exists)'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  style:
    name: style
    description: Whether the option has a single exercise (european), multiple exercise
      dates (bermuda), or a continuous range of exercise (american).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ExerciseTerms
    domain_of:
    - ExerciseTerms
    range: OptionExerciseStyleEnum
  commencementDate:
    name: commencementDate
    description: The first day of the exercise period for an American style option.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ExerciseTerms
    domain_of:
    - ExerciseTerms
    range: AdjustableOrRelativeDate
  exerciseDates:
    name: exerciseDates
    description: The dates that define the Bermuda option exercise dates and the expiration
      date. The last specified date is assumed to be the expiration date. The dates
      can either be specified as a series of explicit dates and associated adjustments
      or as a series of dates defined relative to another schedule of dates, for example,
      the calculation period start dates. Where a relative series of dates are defined
      the first and last possible exercise dates can be separately specified.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ExerciseTerms
    domain_of:
    - ExerciseTerms
    range: AdjustableOrRelativeDates
  expirationDate:
    name: expirationDate
    description: The last day within an exercise period for an American style option.
      For a European style option it is the only day within the exercise period.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    owner: ExerciseTerms
    domain_of:
    - CancelableProvision
    - ExerciseTerms
    range: AdjustableOrRelativeDate
    multivalued: true
  relevantUnderlyingDate:
    name: relevantUnderlyingDate
    description: The effective date on the underlying product if the option is exercised.
      For example, for a swaption it is the swap effective date, for an option on
      an FX spot or forward it is the value date for settlement, and in an extendible/cancelable
      provision it is the swap termination date, which is the date on which the termination
      is effective.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ExerciseTerms
    domain_of:
    - ExerciseTerms
    range: AdjustableOrRelativeDates
  earliestExerciseTime:
    name: earliestExerciseTime
    description: The earliest time at which notice of exercise can be given by the
      buyer to the seller (or seller's agent) to, and including, the expiration date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ExerciseTerms
    domain_of:
    - ExerciseTerms
    range: BusinessCenterTime
  latestExerciseTime:
    name: latestExerciseTime
    description: For a Bermuda or American style option, the latest time on an exercise
      business day (excluding the expiration date) within the exercise period that
      notice can be given by the buyer to the seller or seller's agent. Notice of
      exercise given after this time will be deemed to have been given on the next
      exercise business day.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ExerciseTerms
    domain_of:
    - ExerciseTerms
    range: BusinessCenterTime
  expirationTime:
    name: expirationTime
    description: The latest time for exercise on expirationDate. It is made mandatory
      given that for all option styles, this field is required.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ExerciseTerms
    domain_of:
    - ExerciseTerms
    range: BusinessCenterTime
  expirationTimeType:
    name: expirationTimeType
    description: The time of day at which the equity option expires, for example the
      official closing time of the exchange.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ExerciseTerms
    domain_of:
    - ExerciseTerms
    range: ExpirationTimeTypeEnum
    required: true
  multipleExercise:
    name: multipleExercise
    description: As defined in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise,
      the buyer of the option has the right to exercise all or less than all the unexercised
      notional amount of the underlying swap on one or more days in the exercise period,
      but on any such day may not exercise less than the minimum notional amount or
      more that the maximum notional amount, and if an integral multiple amount is
      specified, the notional amount exercised must be equal to, or be an integral
      multiple of, the integral multiple amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ExerciseTerms
    domain_of:
    - ExerciseTerms
    range: MultipleExercise
  exerciseFeeSchedule:
    name: exerciseFeeSchedule
    description: The fees associated with an exercise date. The fees are conditional
      on the exercise occurring. The fees can be specified as actual currency amounts
      or as percentages of the notional amount being exercised.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ExerciseTerms
    domain_of:
    - ExerciseTerms
    range: ExerciseFeeSchedule
  exerciseProcedure:
    name: exerciseProcedure
    description: The set of parameters defining the procedure associated with the
      exercise, e.g. manual exercise.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ExerciseTerms
    domain_of:
    - ExerciseTerms
    range: ExerciseProcedure
  exerciseFee:
    name: exerciseFee
    description: A fee to be paid on exercise. This could be represented as an amount
      or a rate and notional reference on which to apply the rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ExerciseTerms
    domain_of:
    - ExerciseTerms
    range: ExerciseFee
  partialExercise:
    name: partialExercise
    description: As defined in the 2000 ISDA Definitions, Section 12.3. Partial Exercise,
      the buyer of the option has the right to exercise all or less than all the notional
      amount of the underlying swap on the expiration date, but may not exercise less
      than the minimum notional amount, and if an integral multiple amount is specified,
      the notional amount exercised must be equal to, or be an integral multiple of,
      the integral multiple amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ExerciseTerms
    domain_of:
    - ExerciseTerms
    range: PartialExercise
rules:
- preconditions:
    slot_conditions:
      commencementDate:
        name: commencementDate
        value_presence: PRESENT
  postconditions:
    slot_conditions:
      expirationDate:
        name: expirationDate
        value_presence: PRESENT
  description: 'CommencementAndExpirationDate: Condition to check that expiration
    date is present when commencement date is present.'
- preconditions:
    slot_conditions:
      style:
        name: style
        value_presence: PRESENT
        equals_string: European
  postconditions:
    slot_conditions:
      expirationDate:
        name: expirationDate
        value_presence: PRESENT
      exerciseFeeSchedule:
        name: exerciseFeeSchedule
        value_presence: ABSENT
      multipleExercise:
        name: multipleExercise
        value_presence: ABSENT
      latestExerciseTime:
        name: latestExerciseTime
        value_presence: ABSENT
      commencementDate:
        name: commencementDate
        value_presence: ABSENT
  description: 'EuropeanExercise: Condition to check that only fields expected for
    a european option are present.'
- preconditions:
    slot_conditions:
      style:
        name: style
        value_presence: PRESENT
        equals_string: Bermuda
  postconditions:
    slot_conditions:
      exerciseDates:
        name: exerciseDates
        value_presence: PRESENT
      earliestExerciseTime:
        name: earliestExerciseTime
        value_presence: PRESENT
      partialExercise:
        name: partialExercise
        value_presence: ABSENT
      exerciseFee:
        name: exerciseFee
        value_presence: ABSENT
  description: 'BermudaExercise: Condition to check that only fields expected for
    a bermuda option are present.'
all_of:
- description: 'ExerciseDateExpirationDateChoice: Required choice rule between exercise
    dates and expiration date. The exerciseDates field can be used to extract the
    expiration date of a bermuda option, while the expirationDate field refers to
    the expiration date of an american or european option.'
  exactly_one_of:
  - slot_conditions:
      exerciseDates:
        name: exerciseDates
        value_presence: PRESENT
  - slot_conditions:
      expirationDate:
        name: expirationDate
        value_presence: PRESENT