Class: FallbackReferencePrice

The method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.

URI: common_domain_model:FallbackReferencePrice

 classDiagram
    class FallbackReferencePrice
    click FallbackReferencePrice href "../FallbackReferencePrice/"
      FallbackReferencePrice : calculationAgentDetermination
        
          
    
        
        
        FallbackReferencePrice --> "0..1" CalculationAgent : calculationAgentDetermination
        click CalculationAgent href "../CalculationAgent/"
    

        
      FallbackReferencePrice : fallBackSettlementRateOption
        
          
    
        
        
        FallbackReferencePrice --> "*" SettlementRateOptionEnum : fallBackSettlementRateOption
        click SettlementRateOptionEnum href "../SettlementRateOptionEnum/"
    

        
      FallbackReferencePrice : fallbackSurveyValuationPostponement
        
      FallbackReferencePrice : valuationPostponement
        
          
    
        
        
        FallbackReferencePrice --> "0..1" ValuationPostponement : valuationPostponement
        click ValuationPostponement href "../ValuationPostponement/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
valuationPostponement	0..1 ValuationPostponement	Specifies how long to wait to get a quote from a settlement rate option upon …	direct
fallBackSettlementRateOption	* SettlementRateOptionEnum	This settlement rate option will be used in its place	direct
fallbackSurveyValuationPostponement	0..1 Boolean	Request rate quotes from the market	direct
calculationAgentDetermination	0..1 CalculationAgent	The calculation agent will decide the rate	direct

Usages

used by	used in	type	used
PriceSourceDisruption	fallbackReferencePrice	range	FallbackReferencePrice
FxDualExchangeRate	fallbackReferencePrice	range	FallbackReferencePrice

Comments

• Rosetta condition MaximumDaysOfPostponement is not stated in LinkML: if valuationPostponement exists then valuationPostponement -> maximumDaysOfPostponement > 0
• Rosetta condition FallbackCalculationAgent is not stated in LinkML: if calculationAgentDetermination -> calculationAgentParty exists then calculationAgentDetermination -> calculationAgentParty = AncillaryRoleEnum -> CalculationAgentFallback

Identifier and Mapping Information

Schema Source

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

Mappings

Mapping Type	Mapped Value
self	common_domain_model:FallbackReferencePrice
native	common_domain_model:FallbackReferencePrice

LinkML Source

Direct

name: FallbackReferencePrice
description: The method, prioritised by the order it is listed in this element, to
  get a replacement rate for the disrupted settlement rate option.
comments:
- 'Rosetta condition MaximumDaysOfPostponement is not stated in LinkML: if valuationPostponement
  exists then valuationPostponement -> maximumDaysOfPostponement > 0'
- 'Rosetta condition FallbackCalculationAgent is not stated in LinkML: if calculationAgentDetermination
  -> calculationAgentParty exists then calculationAgentDetermination -> calculationAgentParty
  = AncillaryRoleEnum -> CalculationAgentFallback'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  valuationPostponement:
    name: valuationPostponement
    description: Specifies how long to wait to get a quote from a settlement rate
      option upon a price source disruption.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - FallbackReferencePrice
    range: ValuationPostponement
  fallBackSettlementRateOption:
    name: fallBackSettlementRateOption
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: This settlement rate option will be used in its place.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - FallbackReferencePrice
    range: SettlementRateOptionEnum
    multivalued: true
  fallbackSurveyValuationPostponement:
    name: fallbackSurveyValuationPostponement
    description: Request rate quotes from the market. This element is set as type
      Empty in FpML. When present, the FpML synonym is mapped to a value True in the
      CDM.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - FallbackReferencePrice
    range: boolean
  calculationAgentDetermination:
    name: calculationAgentDetermination
    description: The calculation agent will decide the rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - FallbackReferencePrice
    range: CalculationAgent

Induced

name: FallbackReferencePrice
description: The method, prioritised by the order it is listed in this element, to
  get a replacement rate for the disrupted settlement rate option.
comments:
- 'Rosetta condition MaximumDaysOfPostponement is not stated in LinkML: if valuationPostponement
  exists then valuationPostponement -> maximumDaysOfPostponement > 0'
- 'Rosetta condition FallbackCalculationAgent is not stated in LinkML: if calculationAgentDetermination
  -> calculationAgentParty exists then calculationAgentDetermination -> calculationAgentParty
  = AncillaryRoleEnum -> CalculationAgentFallback'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  valuationPostponement:
    name: valuationPostponement
    description: Specifies how long to wait to get a quote from a settlement rate
      option upon a price source disruption.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: FallbackReferencePrice
    domain_of:
    - FallbackReferencePrice
    range: ValuationPostponement
  fallBackSettlementRateOption:
    name: fallBackSettlementRateOption
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: This settlement rate option will be used in its place.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: FallbackReferencePrice
    domain_of:
    - FallbackReferencePrice
    range: SettlementRateOptionEnum
    multivalued: true
  fallbackSurveyValuationPostponement:
    name: fallbackSurveyValuationPostponement
    description: Request rate quotes from the market. This element is set as type
      Empty in FpML. When present, the FpML synonym is mapped to a value True in the
      CDM.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: FallbackReferencePrice
    domain_of:
    - FallbackReferencePrice
    range: boolean
  calculationAgentDetermination:
    name: calculationAgentDetermination
    description: The calculation agent will decide the rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: FallbackReferencePrice
    domain_of:
    - FallbackReferencePrice
    range: CalculationAgent