Class: GeneralTerms

A class specifying a set of non-monetary terms for the Credit Derivative Transaction, including the buyer and seller and selected items from the ISDA 2014 Credit Definition article II, such as the reference obligation and related terms. The CDM GeneralTerms class corresponds to the FpML GeneralTerms complex type, except that the effectiveDate and scheduledTerminationDate have been positioned as part of the InterestRatePayout class in the CDM instead of in GeneralTerms.

URI: common_domain_model:GeneralTerms

 classDiagram
    class GeneralTerms
    click GeneralTerms href "../GeneralTerms/"
      GeneralTerms : additionalTerm
        
      GeneralTerms : basketReferenceInformation
        
          
    
        
        
        GeneralTerms --> "0..1" BasketReferenceInformation : basketReferenceInformation
        click BasketReferenceInformation href "../BasketReferenceInformation/"
    

        
      GeneralTerms : indexReferenceInformation
        
          
    
        
        
        GeneralTerms --> "0..1" CreditIndex : indexReferenceInformation
        click CreditIndex href "../CreditIndex/"
    

        
      GeneralTerms : modifiedEquityDelivery
        
      GeneralTerms : referenceInformation
        
          
    
        
        
        GeneralTerms --> "0..1" ReferenceInformation : referenceInformation
        click ReferenceInformation href "../ReferenceInformation/"
    

        
      GeneralTerms : substitution
        
      

Slots

Name	Cardinality and Range	Description	Inheritance
referenceInformation	0..1 ReferenceInformation	This attribute contains all the terms relevant to defining the reference enti…	direct
indexReferenceInformation	0..1 CreditIndex	This attribute contains all the terms relevant to the underlying Index	direct
basketReferenceInformation	0..1 BasketReferenceInformation	This attribute contains all the terms relevant to defining the Credit Default…	direct
additionalTerm	* string	This attribute is used for representing information contained in the Addition…	direct
substitution	0..1 Boolean	Value of this attribute set to ‘true’ indicates that substitution is applicab…	direct
modifiedEquityDelivery	0..1 Boolean	Value of this attribute set to ‘true’ indicates that modified equity delivery…	direct

Expressions & Logic

All Of

The class must satisfy all of:

• AnonymousClassExpression({ ‘description’: ‘GeneralTermsChoice: Choice rule to represent an FpML choice construct.’, ‘exactly_one_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘referenceInformation’: SlotDefinition({‘name’: ‘referenceInformation’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘indexReferenceInformation’: SlotDefinition({ ‘name’: ‘indexReferenceInformation’, ‘value_presence’: PresenceEnum(text=‘PRESENT’) })} }), AnonymousClassExpression({ ‘slot_conditions’: {‘basketReferenceInformation’: SlotDefinition({ ‘name’: ‘basketReferenceInformation’, ‘value_presence’: PresenceEnum(text=‘PRESENT’) })} })] })

Usages

used by	used in	type	used
CreditDefaultPayout	generalTerms	range	GeneralTerms

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	{'basketReferenceInformation': {'value_presence': 'ABSENT'}}	{'substitution': {'value_presence': 'ABSENT'}}

Comments

• Rosetta condition FpML_cd_41 is not stated in LinkML: if indexReferenceInformation -> tranche is absent then modifiedEquityDelivery is absent
• Rosetta condition BasketReferenceInformationNameOrId is not stated in LinkML: if basketReferenceInformation exists then basketReferenceInformation -> basketName exists or basketReferenceInformation -> basketId exists

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: GeneralTerms
description: A class specifying a set of non-monetary terms for the Credit Derivative
  Transaction, including the buyer and seller and selected items from the ISDA 2014
  Credit Definition article II, such as the reference obligation and related terms.
  The CDM GeneralTerms class corresponds to the FpML GeneralTerms complex type, except
  that the effectiveDate and scheduledTerminationDate have been positioned as part
  of the InterestRatePayout class in the CDM instead of in GeneralTerms.
comments:
- 'Rosetta condition FpML_cd_41 is not stated in LinkML: if indexReferenceInformation
  -> tranche is absent then modifiedEquityDelivery is absent'
- 'Rosetta condition BasketReferenceInformationNameOrId is not stated in LinkML: if
  basketReferenceInformation exists then basketReferenceInformation -> basketName
  exists or basketReferenceInformation -> basketId exists'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  referenceInformation:
    name: referenceInformation
    description: This attribute contains all the terms relevant to defining the reference
      entity and reference obligation(s).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    domain_of:
    - CreditEvent
    - GeneralTerms
    range: ReferenceInformation
  indexReferenceInformation:
    name: indexReferenceInformation
    description: This attribute contains all the terms relevant to the underlying
      Index.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - GeneralTerms
    range: CreditIndex
  basketReferenceInformation:
    name: basketReferenceInformation
    description: This attribute contains all the terms relevant to defining the Credit
      Default Swap Basket.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - GeneralTerms
    range: BasketReferenceInformation
  additionalTerm:
    name: additionalTerm
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: This attribute is used for representing information contained in
      the Additional Terms field of the 2003 Master Credit Derivatives confirm.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - GeneralTerms
    range: string
    multivalued: true
  substitution:
    name: substitution
    description: Value of this attribute set to 'true' indicates that substitution
      is applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    domain_of:
    - CollateralTransferAgreementElections
    - CreditSupportAgreementElectionsBase
    - GeneralTerms
    range: boolean
  modifiedEquityDelivery:
    name: modifiedEquityDelivery
    description: Value of this attribute set to 'true' indicates that modified equity
      delivery is applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - GeneralTerms
    range: boolean
rules:
- preconditions:
    slot_conditions:
      basketReferenceInformation:
        name: basketReferenceInformation
        value_presence: ABSENT
  postconditions:
    slot_conditions:
      substitution:
        name: substitution
        value_presence: ABSENT
  description: 'FpML_cd_42: FpML validation rule cd-42 - If basketReferenceInformation
    does not exist, then substitution must not exist.'
all_of:
- description: 'GeneralTermsChoice: Choice rule to represent an FpML choice construct.'
  exactly_one_of:
  - slot_conditions:
      referenceInformation:
        name: referenceInformation
        value_presence: PRESENT
  - slot_conditions:
      indexReferenceInformation:
        name: indexReferenceInformation
        value_presence: PRESENT
  - slot_conditions:
      basketReferenceInformation:
        name: basketReferenceInformation
        value_presence: PRESENT

Induced

name: GeneralTerms
description: A class specifying a set of non-monetary terms for the Credit Derivative
  Transaction, including the buyer and seller and selected items from the ISDA 2014
  Credit Definition article II, such as the reference obligation and related terms.
  The CDM GeneralTerms class corresponds to the FpML GeneralTerms complex type, except
  that the effectiveDate and scheduledTerminationDate have been positioned as part
  of the InterestRatePayout class in the CDM instead of in GeneralTerms.
comments:
- 'Rosetta condition FpML_cd_41 is not stated in LinkML: if indexReferenceInformation
  -> tranche is absent then modifiedEquityDelivery is absent'
- 'Rosetta condition BasketReferenceInformationNameOrId is not stated in LinkML: if
  basketReferenceInformation exists then basketReferenceInformation -> basketName
  exists or basketReferenceInformation -> basketId exists'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  referenceInformation:
    name: referenceInformation
    description: This attribute contains all the terms relevant to defining the reference
      entity and reference obligation(s).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    owner: GeneralTerms
    domain_of:
    - CreditEvent
    - GeneralTerms
    range: ReferenceInformation
  indexReferenceInformation:
    name: indexReferenceInformation
    description: This attribute contains all the terms relevant to the underlying
      Index.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: GeneralTerms
    domain_of:
    - GeneralTerms
    range: CreditIndex
  basketReferenceInformation:
    name: basketReferenceInformation
    description: This attribute contains all the terms relevant to defining the Credit
      Default Swap Basket.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: GeneralTerms
    domain_of:
    - GeneralTerms
    range: BasketReferenceInformation
  additionalTerm:
    name: additionalTerm
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: This attribute is used for representing information contained in
      the Additional Terms field of the 2003 Master Credit Derivatives confirm.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: GeneralTerms
    domain_of:
    - GeneralTerms
    range: string
    multivalued: true
  substitution:
    name: substitution
    description: Value of this attribute set to 'true' indicates that substitution
      is applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    owner: GeneralTerms
    domain_of:
    - CollateralTransferAgreementElections
    - CreditSupportAgreementElectionsBase
    - GeneralTerms
    range: boolean
  modifiedEquityDelivery:
    name: modifiedEquityDelivery
    description: Value of this attribute set to 'true' indicates that modified equity
      delivery is applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: GeneralTerms
    domain_of:
    - GeneralTerms
    range: boolean
rules:
- preconditions:
    slot_conditions:
      basketReferenceInformation:
        name: basketReferenceInformation
        value_presence: ABSENT
  postconditions:
    slot_conditions:
      substitution:
        name: substitution
        value_presence: ABSENT
  description: 'FpML_cd_42: FpML validation rule cd-42 - If basketReferenceInformation
    does not exist, then substitution must not exist.'
all_of:
- description: 'GeneralTermsChoice: Choice rule to represent an FpML choice construct.'
  exactly_one_of:
  - slot_conditions:
      referenceInformation:
        name: referenceInformation
        value_presence: PRESENT
  - slot_conditions:
      indexReferenceInformation:
        name: indexReferenceInformation
        value_presence: PRESENT
  - slot_conditions:
      basketReferenceInformation:
        name: basketReferenceInformation
        value_presence: PRESENT