Class: FxFeature

A type for defining FX Features.

URI: common_domain_model:FxFeature

 classDiagram
    class FxFeature
    click FxFeature href "../FxFeature/"
      FxFeature : composite
        
          
    
        
        
        FxFeature --> "0..1" Composite : composite
        click Composite href "../Composite/"
    

        
      FxFeature : crossCurrency
        
          
    
        
        
        FxFeature --> "0..1" Composite : crossCurrency
        click Composite href "../Composite/"
    

        
      FxFeature : quanto
        
          
    
        
        
        FxFeature --> "0..1" Quanto : quanto
        click Quanto href "../Quanto/"
    

        
      FxFeature : referenceCurrency
        
      

Slots

Name	Cardinality and Range	Description	Inheritance
referenceCurrency	1 string	Specifies the reference currency of the trade	direct
composite	0..1 Composite	If ‘Composite’ is specified as the Settlement Type in the relevant Transactio…	direct
quanto	0..1 Quanto	If ‘Quanto’ is specified as the Settlement Type in the relevant Transaction S…	direct
crossCurrency	0..1 Composite	If ‘Cross-Currency’ is specified as the Settlement Type in the relevant Trans…	direct

Expressions & Logic

All Of

The class must satisfy all of:

• AnonymousClassExpression({ ‘description’: ‘FxFeatureChoice: Choice rule to represent an FpML choice construct.’, ‘exactly_one_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘composite’: SlotDefinition({‘name’: ‘composite’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘quanto’: SlotDefinition({‘name’: ‘quanto’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘crossCurrency’: SlotDefinition({‘name’: ‘crossCurrency’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} })] })

Usages

used by	used in	type	used
CommodityPayout	fxFeature	range	FxFeature
OptionFeature	fxFeature	range	FxFeature
PerformancePayout	fxFeature	range	FxFeature

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: FxFeature
description: A type for defining FX Features.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  referenceCurrency:
    name: referenceCurrency
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: id scheme
    description: Specifies the reference currency of the trade.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - FxFeature
    range: string
    required: true
  composite:
    name: composite
    description: 'If ''Composite'' is specified as the Settlement Type in the relevant
      Transaction Supplement, an amount in the Settlement Currency, determined by
      the Calculation Agent as being equal to the number of Options exercised or deemed
      exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price
      – Settlement Price) x Multiplier provided that if the above is equal to a negative
      amount the Option Cash Settlement Amount shall be deemed to be zero.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    domain_of:
    - PriceSchedule
    - FxFeature
    range: Composite
  quanto:
    name: quanto
    description: If 'Quanto' is specified as the Settlement Type in the relevant Transaction
      Supplement, an amount, as determined by the Calculation Agent in accordance
      with the Section 8.2 of the Equity Definitions.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - FxFeature
    range: Quanto
  crossCurrency:
    name: crossCurrency
    description: 'If ''Cross-Currency'' is specified as the Settlement Type in the
      relevant Transaction Supplement, an amount in the Settlement Currency, determined
      by the Calculation Agent as being equal to the number of Options exercised or
      deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike
      Price – Settlement Price) x Multiplier x one unit of the Reference Currency
      converted into an amount in the Settlement Currency using the rate of exchange
      of the Settlement Currency as quoted on the Reference Price Source on the Valuation
      Date, provided that if the above is equal to a negative amount the Option Cash
      Settlement Amount shall be deemed to be zero.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - FxFeature
    range: Composite
all_of:
- description: 'FxFeatureChoice: Choice rule to represent an FpML choice construct.'
  exactly_one_of:
  - slot_conditions:
      composite:
        name: composite
        value_presence: PRESENT
  - slot_conditions:
      quanto:
        name: quanto
        value_presence: PRESENT
  - slot_conditions:
      crossCurrency:
        name: crossCurrency
        value_presence: PRESENT

Induced

name: FxFeature
description: A type for defining FX Features.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  referenceCurrency:
    name: referenceCurrency
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: id scheme
    description: Specifies the reference currency of the trade.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: FxFeature
    domain_of:
    - FxFeature
    range: string
    required: true
  composite:
    name: composite
    description: 'If ''Composite'' is specified as the Settlement Type in the relevant
      Transaction Supplement, an amount in the Settlement Currency, determined by
      the Calculation Agent as being equal to the number of Options exercised or deemed
      exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price
      – Settlement Price) x Multiplier provided that if the above is equal to a negative
      amount the Option Cash Settlement Amount shall be deemed to be zero.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    owner: FxFeature
    domain_of:
    - PriceSchedule
    - FxFeature
    range: Composite
  quanto:
    name: quanto
    description: If 'Quanto' is specified as the Settlement Type in the relevant Transaction
      Supplement, an amount, as determined by the Calculation Agent in accordance
      with the Section 8.2 of the Equity Definitions.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: FxFeature
    domain_of:
    - FxFeature
    range: Quanto
  crossCurrency:
    name: crossCurrency
    description: 'If ''Cross-Currency'' is specified as the Settlement Type in the
      relevant Transaction Supplement, an amount in the Settlement Currency, determined
      by the Calculation Agent as being equal to the number of Options exercised or
      deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike
      Price – Settlement Price) x Multiplier x one unit of the Reference Currency
      converted into an amount in the Settlement Currency using the rate of exchange
      of the Settlement Currency as quoted on the Reference Price Source on the Valuation
      Date, provided that if the above is equal to a negative amount the Option Cash
      Settlement Amount shall be deemed to be zero.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: FxFeature
    domain_of:
    - FxFeature
    range: Composite
all_of:
- description: 'FxFeatureChoice: Choice rule to represent an FpML choice construct.'
  exactly_one_of:
  - slot_conditions:
      composite:
        name: composite
        value_presence: PRESENT
  - slot_conditions:
      quanto:
        name: quanto
        value_presence: PRESENT
  - slot_conditions:
      crossCurrency:
        name: crossCurrency
        value_presence: PRESENT