Class: IndexTransitionInstruction

Defines the information needed to create a Index Transition Business Event.

URI: common_domain_model:IndexTransitionInstruction

 classDiagram
    class IndexTransitionInstruction
    click IndexTransitionInstruction href "../IndexTransitionInstruction/"
      IndexTransitionInstruction : cashTransfer
        
          
    
        
        
        IndexTransitionInstruction --> "0..1" Transfer : cashTransfer
        click Transfer href "../Transfer/"
    

        
      IndexTransitionInstruction : effectiveDate
        
      IndexTransitionInstruction : priceQuantity
        
          
    
        
        
        IndexTransitionInstruction --> "1..*" PriceQuantity : priceQuantity
        click PriceQuantity href "../PriceQuantity/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
priceQuantity	1..* PriceQuantity	Specifies both new floating rate index and spread adjustment for each leg to …	direct
effectiveDate	1 date	Specifies the effective date of the index transition event	direct
cashTransfer	0..1 Transfer	Specifies the cash transfer that can optionally be tied to an index transitio…	direct

Usages

used by	used in	type	used
PrimitiveInstruction	indexTransition	range	IndexTransitionInstruction

Comments

• Rosetta condition PriceQuantity is not stated in LinkML: priceQuantity -> price -> priceType contains PriceTypeEnum -> InterestRate and priceQuantity -> observable as InterestRateIndex exists and priceQuantity -> quantity is absent

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: IndexTransitionInstruction
description: Defines the information needed to create a Index Transition Business
  Event.
comments:
- 'Rosetta condition PriceQuantity is not stated in LinkML: priceQuantity -> price
  -> priceType contains PriceTypeEnum -> InterestRate and priceQuantity -> observable
  as InterestRateIndex exists and priceQuantity -> quantity is absent'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  priceQuantity:
    name: priceQuantity
    description: 'Specifies both new floating rate index and spread adjustment for
      each leg to be updated. The spread adjustment accounts for the difference between
      the old floating rate index relative to the new one. This spread amount is added
      to the existing spread to determine the new spread, which is applied from the
      specified effective date forward. In the case of the IBOR Fallback Rate Adjustments,
      the adjustment spread (also known as the Fallback Adjustment) accounts for two
      distinctions: i) the fact that the replacement Risk-Free Rate is an overnight
      rate while IBORs have term structures (e.g., 1, 3, 6-month LIBOR); and (ii)
      the historical spread differential between IBORs and their term equivalent Overnight
      Risk-Free Rate compounded rates.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    domain_of:
    - ExecutionInstruction
    - IndexTransitionInstruction
    - PositionBase
    - PayoutBase
    - TradeLot
    range: PriceQuantity
    required: true
    multivalued: true
  effectiveDate:
    name: effectiveDate
    description: Specifies the effective date of the index transition event. This
      is first date on which the floating rate calculation will use the new floating
      rate index and adjusted spread in the floating rate calculation.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    domain_of:
    - CodeValue
    - AgreementEventInstruction
    - ClosedState
    - CounterpartyPositionBusinessEvent
    - IndexTransitionInstruction
    - StockSplitInstruction
    - PriceQuantity
    - FallbackRateParameters
    - CalculationPeriodDates
    - LegalAgreementBase
    - EventInstruction
    - MinimumTransferAmountAmendment
    - TerminationCurrencyAmendment
    - CancelableProvision
    - EconomicTerms
    range: date
    required: true
  cashTransfer:
    name: cashTransfer
    description: Specifies the cash transfer that can optionally be tied to an index
      transition event.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    domain_of:
    - IndexTransitionInstruction
    range: Transfer

Induced

name: IndexTransitionInstruction
description: Defines the information needed to create a Index Transition Business
  Event.
comments:
- 'Rosetta condition PriceQuantity is not stated in LinkML: priceQuantity -> price
  -> priceType contains PriceTypeEnum -> InterestRate and priceQuantity -> observable
  as InterestRateIndex exists and priceQuantity -> quantity is absent'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  priceQuantity:
    name: priceQuantity
    description: 'Specifies both new floating rate index and spread adjustment for
      each leg to be updated. The spread adjustment accounts for the difference between
      the old floating rate index relative to the new one. This spread amount is added
      to the existing spread to determine the new spread, which is applied from the
      specified effective date forward. In the case of the IBOR Fallback Rate Adjustments,
      the adjustment spread (also known as the Fallback Adjustment) accounts for two
      distinctions: i) the fact that the replacement Risk-Free Rate is an overnight
      rate while IBORs have term structures (e.g., 1, 3, 6-month LIBOR); and (ii)
      the historical spread differential between IBORs and their term equivalent Overnight
      Risk-Free Rate compounded rates.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    owner: IndexTransitionInstruction
    domain_of:
    - ExecutionInstruction
    - IndexTransitionInstruction
    - PositionBase
    - PayoutBase
    - TradeLot
    range: PriceQuantity
    required: true
    multivalued: true
  effectiveDate:
    name: effectiveDate
    description: Specifies the effective date of the index transition event. This
      is first date on which the floating rate calculation will use the new floating
      rate index and adjusted spread in the floating rate calculation.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    owner: IndexTransitionInstruction
    domain_of:
    - CodeValue
    - AgreementEventInstruction
    - ClosedState
    - CounterpartyPositionBusinessEvent
    - IndexTransitionInstruction
    - StockSplitInstruction
    - PriceQuantity
    - FallbackRateParameters
    - CalculationPeriodDates
    - LegalAgreementBase
    - EventInstruction
    - MinimumTransferAmountAmendment
    - TerminationCurrencyAmendment
    - CancelableProvision
    - EconomicTerms
    range: date
    required: true
  cashTransfer:
    name: cashTransfer
    description: Specifies the cash transfer that can optionally be tied to an index
      transition event.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: IndexTransitionInstruction
    domain_of:
    - IndexTransitionInstruction
    range: Transfer