Skip to content
common-domain-model

Class: ExtendibleProvision

A data defining: an option to extend an existing swap transaction on the specified exercise dates for a term ending on the specified new termination date. As a difference from FpML, it extends the BuyerSeller class, which represents the BuyerSeller.model.

URI: common_domain_model:ExtendibleProvision

 classDiagram
    class ExtendibleProvision
    click ExtendibleProvision href "../ExtendibleProvision/"
      BuyerSeller <|-- ExtendibleProvision
        click BuyerSeller href "../BuyerSeller/"
      
      ExtendibleProvision : buyer
        
          
    
        
        
        ExtendibleProvision --> "1" CounterpartyRoleEnum : buyer
        click CounterpartyRoleEnum href "../CounterpartyRoleEnum/"
    

        
      ExtendibleProvision : callingParty
        
          
    
        
        
        ExtendibleProvision --> "0..1" CallingPartyEnum : callingParty
        click CallingPartyEnum href "../CallingPartyEnum/"
    

        
      ExtendibleProvision : exerciseNotice
        
          
    
        
        
        ExtendibleProvision --> "0..1" ExerciseNotice : exerciseNotice
        click ExerciseNotice href "../ExerciseNotice/"
    

        
      ExtendibleProvision : exerciseTerms
        
          
    
        
        
        ExtendibleProvision --> "1" ExerciseTerms : exerciseTerms
        click ExerciseTerms href "../ExerciseTerms/"
    

        
      ExtendibleProvision : extendibleProvisionAdjustedDates
        
          
    
        
        
        ExtendibleProvision --> "0..1" ExtendibleProvisionAdjustedDates : extendibleProvisionAdjustedDates
        click ExtendibleProvisionAdjustedDates href "../ExtendibleProvisionAdjustedDates/"
    

        
      ExtendibleProvision : extensionPeriod
        
          
    
        
        
        ExtendibleProvision --> "0..1" AdjustableRelativeOrPeriodicDates : extensionPeriod
        click AdjustableRelativeOrPeriodicDates href "../AdjustableRelativeOrPeriodicDates/"
    

        
      ExtendibleProvision : extensionTerm
        
          
    
        
        
        ExtendibleProvision --> "0..1" RelativeDateOffset : extensionTerm
        click RelativeDateOffset href "../RelativeDateOffset/"
    

        
      ExtendibleProvision : followUpConfirmation
        
      ExtendibleProvision : noticeDeadlineDateTime
        
      ExtendibleProvision : noticeDeadlinePeriod
        
          
    
        
        
        ExtendibleProvision --> "0..1" RelativeDateOffset : noticeDeadlinePeriod
        click RelativeDateOffset href "../RelativeDateOffset/"
    

        
      ExtendibleProvision : seller
        
          
    
        
        
        ExtendibleProvision --> "1" CounterpartyRoleEnum : seller
        click CounterpartyRoleEnum href "../CounterpartyRoleEnum/"
    

        
      ExtendibleProvision : singlePartyOption
        
          
    
        
        
        ExtendibleProvision --> "0..1" PartyRole : singlePartyOption
        click PartyRole href "../PartyRole/"

Inheritance

Section titled “Inheritance”

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
exerciseNotice 0..1
ExerciseNotice		 Definition of the party to whom notice of exercise should be given direct
followUpConfirmation 0..1
Boolean		 A flag to indicate whether follow-up confirmation of exercise (written or ele… direct
extendibleProvisionAdjustedDates 0..1
ExtendibleProvisionAdjustedDates		 The adjusted dates associated with an extendible provision direct
callingParty 0..1
CallingPartyEnum		 direct
singlePartyOption 0..1
PartyRole		 If the ability to extend the contract is not available to both parties then t… direct
noticeDeadlinePeriod 0..1
RelativeDateOffset		 Defines the minimum period before a contract is scheduled to terminate that n… direct
noticeDeadlineDateTime 0..1
Datetime		 A specific date and time for the notice deadline direct
extensionTerm 0..1
RelativeDateOffset		 The length of each extension period relative to the effective date of the pre… direct
extensionPeriod 0..1
AdjustableRelativeOrPeriodicDates		 The period within which notice can be given that the contract will be extende… direct
exerciseTerms 1
ExerciseTerms		 The exercise terms associated with the extendible provision, including detail… direct
buyer 1
CounterpartyRoleEnum		 Buyer party that can be resolved as one of the two principal parties to the t… BuyerSeller
seller 1
CounterpartyRoleEnum		 Seller party that can be resolved as one of the two principal parties to the … BuyerSeller

Usages

Section titled “Usages”
used by used in type used
TerminationProvision extendibleProvision range ExtendibleProvision

Comments

Section titled “Comments”
  • Rosetta condition ExtendibleProvisionExerciseNoticeReceiverParty is not stated in LinkML: if exerciseNotice -> exerciseNoticeReceiver exists then exerciseNotice -> exerciseNoticeReceiver = AncillaryRoleEnum -> ExerciseNoticeReceiverPartyExtendibleProvision

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:ExtendibleProvision
native common_domain_model:ExtendibleProvision

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: ExtendibleProvision
description: 'A data defining: an option to extend an existing swap transaction on
  the specified exercise dates for a term ending on the specified new termination
  date. As a difference from FpML, it extends the BuyerSeller class, which represents
  the BuyerSeller.model.'
comments:
- 'Rosetta condition ExtendibleProvisionExerciseNoticeReceiverParty is not stated
  in LinkML: if exerciseNotice -> exerciseNoticeReceiver exists then exerciseNotice
  -> exerciseNoticeReceiver = AncillaryRoleEnum -> ExerciseNoticeReceiverPartyExtendibleProvision'
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: BuyerSeller
attributes:
  exerciseNotice:
    name: exerciseNotice
    description: Definition of the party to whom notice of exercise should be given.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    domain_of:
    - CancelableProvision
    - ExtendibleProvision
    - ManualExercise
    - OptionalEarlyTermination
    range: ExerciseNotice
  followUpConfirmation:
    name: followUpConfirmation
    description: A flag to indicate whether follow-up confirmation of exercise (written
      or electronic) is required following telephonic notice by the buyer to the seller
      or seller's agent.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    domain_of:
    - CancelableProvision
    - ExerciseProcedure
    - ExtendibleProvision
    - OptionalEarlyTermination
    range: boolean
  extendibleProvisionAdjustedDates:
    name: extendibleProvisionAdjustedDates
    description: The adjusted dates associated with an extendible provision. These
      dates have been adjusted for any applicable business day convention.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ExtendibleProvision
    range: ExtendibleProvisionAdjustedDates
  callingParty:
    name: callingParty
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    domain_of:
    - CancelableProvision
    - ExtendibleProvision
    range: CallingPartyEnum
  singlePartyOption:
    name: singlePartyOption
    description: If the ability to extend the contract is not available to both parties
      then this component specifies the buyer and seller of the option.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    domain_of:
    - EvergreenProvision
    - ExtendibleProvision
    - OptionalEarlyTermination
    range: PartyRole
  noticeDeadlinePeriod:
    name: noticeDeadlinePeriod
    description: Defines the minimum period before a contract is scheduled to terminate
      that notice can be given that it will terminate beyond the scheduled termination
      date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    domain_of:
    - SubstitutionProvisions
    - EvergreenProvision
    - ExtendibleProvision
    range: RelativeDateOffset
  noticeDeadlineDateTime:
    name: noticeDeadlineDateTime
    description: A specific date and time for the notice deadline
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    domain_of:
    - SubstitutionProvisions
    - EvergreenProvision
    - ExtendibleProvision
    range: datetime
  extensionTerm:
    name: extensionTerm
    description: The length of each extension period relative to the effective date
      of the preceding contract.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ExtendibleProvision
    range: RelativeDateOffset
  extensionPeriod:
    name: extensionPeriod
    description: The period within which notice can be given that the contract will
      be extended.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ExtendibleProvision
    range: AdjustableRelativeOrPeriodicDates
  exerciseTerms:
    name: exerciseTerms
    description: The exercise terms associated with the extendible provision, including
      details such as exercise style, exercise fees, and any other relevant conditions
      or terms governing the extension of the swap transaction.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    domain_of:
    - CancelableProvision
    - ExtendibleProvision
    - OptionPayout
    - OptionalEarlyTermination
    range: ExerciseTerms
    required: true

Induced

Section titled “Induced”
name: ExtendibleProvision
description: 'A data defining: an option to extend an existing swap transaction on
  the specified exercise dates for a term ending on the specified new termination
  date. As a difference from FpML, it extends the BuyerSeller class, which represents
  the BuyerSeller.model.'
comments:
- 'Rosetta condition ExtendibleProvisionExerciseNoticeReceiverParty is not stated
  in LinkML: if exerciseNotice -> exerciseNoticeReceiver exists then exerciseNotice
  -> exerciseNoticeReceiver = AncillaryRoleEnum -> ExerciseNoticeReceiverPartyExtendibleProvision'
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: BuyerSeller
attributes:
  exerciseNotice:
    name: exerciseNotice
    description: Definition of the party to whom notice of exercise should be given.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    owner: ExtendibleProvision
    domain_of:
    - CancelableProvision
    - ExtendibleProvision
    - ManualExercise
    - OptionalEarlyTermination
    range: ExerciseNotice
  followUpConfirmation:
    name: followUpConfirmation
    description: A flag to indicate whether follow-up confirmation of exercise (written
      or electronic) is required following telephonic notice by the buyer to the seller
      or seller's agent.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    owner: ExtendibleProvision
    domain_of:
    - CancelableProvision
    - ExerciseProcedure
    - ExtendibleProvision
    - OptionalEarlyTermination
    range: boolean
  extendibleProvisionAdjustedDates:
    name: extendibleProvisionAdjustedDates
    description: The adjusted dates associated with an extendible provision. These
      dates have been adjusted for any applicable business day convention.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ExtendibleProvision
    domain_of:
    - ExtendibleProvision
    range: ExtendibleProvisionAdjustedDates
  callingParty:
    name: callingParty
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    owner: ExtendibleProvision
    domain_of:
    - CancelableProvision
    - ExtendibleProvision
    range: CallingPartyEnum
  singlePartyOption:
    name: singlePartyOption
    description: If the ability to extend the contract is not available to both parties
      then this component specifies the buyer and seller of the option.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    owner: ExtendibleProvision
    domain_of:
    - EvergreenProvision
    - ExtendibleProvision
    - OptionalEarlyTermination
    range: PartyRole
  noticeDeadlinePeriod:
    name: noticeDeadlinePeriod
    description: Defines the minimum period before a contract is scheduled to terminate
      that notice can be given that it will terminate beyond the scheduled termination
      date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    owner: ExtendibleProvision
    domain_of:
    - SubstitutionProvisions
    - EvergreenProvision
    - ExtendibleProvision
    range: RelativeDateOffset
  noticeDeadlineDateTime:
    name: noticeDeadlineDateTime
    description: A specific date and time for the notice deadline
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    owner: ExtendibleProvision
    domain_of:
    - SubstitutionProvisions
    - EvergreenProvision
    - ExtendibleProvision
    range: datetime
  extensionTerm:
    name: extensionTerm
    description: The length of each extension period relative to the effective date
      of the preceding contract.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ExtendibleProvision
    domain_of:
    - ExtendibleProvision
    range: RelativeDateOffset
  extensionPeriod:
    name: extensionPeriod
    description: The period within which notice can be given that the contract will
      be extended.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ExtendibleProvision
    domain_of:
    - ExtendibleProvision
    range: AdjustableRelativeOrPeriodicDates
  exerciseTerms:
    name: exerciseTerms
    description: The exercise terms associated with the extendible provision, including
      details such as exercise style, exercise fees, and any other relevant conditions
      or terms governing the extension of the swap transaction.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    owner: ExtendibleProvision
    domain_of:
    - CancelableProvision
    - ExtendibleProvision
    - OptionPayout
    - OptionalEarlyTermination
    range: ExerciseTerms
    required: true
  buyer:
    name: buyer
    description: 'Buyer party that can be resolved as one of the two principal parties
      to the transaction. The party that buys this instrument, i.e. pays for this
      instrument and receives the rights defined by it. ISDA 2002 Equity Definitions
      section 1.18: `Buyer` means the party specified as such in the related Confirmation.
      | ISDA 2006 Definitions article 12.1 (b)(i) relating to a Swaption: ''Buyer''
      means the party that will, on each Premium Payment Date, pay to Seller the Premium
      | ISDA 2006 Definitions article 12.1 (b)(ii) relating to Swap Transactions with
      applicable Early Termination: the party specified as such in the related Confirmation,
      or the Exercising Party if neither party is specified | ISDA 2006 Definitions
      article 12.1 (b)(iii) relating to any other Option Transaction: the party specified
      as such in the related Confirmation. | ISDA 2014 Credit Definition article 1.4:
      `Buyer` means the Fixed Rate Payer.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_party
    rank: 1000
    owner: ExtendibleProvision
    domain_of:
    - BuyerSeller
    - Strike
    - StrikeSchedule
    range: CounterpartyRoleEnum
    required: true
  seller:
    name: seller
    description: 'Seller party that can be resolved as one of the two principal parties
      to the transaction. The party that sells (''writes'') this instrument, i.e.
      that grants the rights defined by this instrument and in return receives a payment
      for it. ISDA 2002 Equity Definitions section 1.19: `Seller` means the party
      specified as such in the related Confirmation. | ISDA 2006 Definitions article
      12.1 (a)(i) relating to a Swaption: ''Seller'' means the party the party specified
      as such or as writer in the related Confirmation | ISDA 2006 Definitions article
      12.1 (a)(ii) relating to Swap Transactions with applicable Early Termination:
      the party specified as such or as writer in the related Confirmation or, if
      neither party is specified as such, the Non-exercising Party | ISDA 2006 Definitions
      article 12.1 (a)(iii) relating to any other Option Transaction: the party specified
      as such in the related Confirmation. | ISDA 2014 Credit Definition article 1.4:
      `Seller` means the Floating Rate Payer.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_party
    rank: 1000
    owner: ExtendibleProvision
    domain_of:
    - BuyerSeller
    - Strike
    - StrikeSchedule
    range: CounterpartyRoleEnum
    required: true