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Class: ManualExercise

A class defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.

URI: common_domain_model:ManualExercise

 classDiagram
    class ManualExercise
    click ManualExercise href "../ManualExercise/"
      ManualExercise : exerciseNotice
        
          
    
        
        
        ManualExercise --> "0..1" ExerciseNotice : exerciseNotice
        click ExerciseNotice href "../ExerciseNotice/"
    

        
      ManualExercise : fallbackExercise
        
      
Name Cardinality and Range Description Inheritance
exerciseNotice 0..1
ExerciseNotice
Definition of the party to whom notice of exercise should be given direct
fallbackExercise 0..1
Boolean
If fallback exercise is specified then the notional amount of the underlying … direct
used by used in type used
ExerciseProcedure manualExercise range ManualExercise
  • Rosetta condition ManualExerciseNoticeReceiverParty is not stated in LinkML: if exerciseNotice -> exerciseNoticeReceiver exists then exerciseNotice -> exerciseNoticeReceiver = AncillaryRoleEnum -> ExerciseNoticeReceiverPartyManual
Mapping Type Mapped Value
self common_domain_model:ManualExercise
native common_domain_model:ManualExercise
name: ManualExercise
description: A class defining manual exercise, i.e. that the option buyer counterparty
must give notice to the option seller of exercise.
comments:
- 'Rosetta condition ManualExerciseNoticeReceiverParty is not stated in LinkML: if
exerciseNotice -> exerciseNoticeReceiver exists then exerciseNotice -> exerciseNoticeReceiver
= AncillaryRoleEnum -> ExerciseNoticeReceiverPartyManual'
from_schema: https://w3id.org/lmodel/common-domain-model
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
fallbackExercise:
name: fallbackExercise
description: If fallback exercise is specified then the notional amount of the
underlying swap, not previously exercised under the swaption, will be automatically
exercised at the expiration time on the expiration date if at such time the
buyer is in-the-money, provided that the difference between the settlement rate
and the fixed rate under the relevant underlying swap is not less than one tenth
of a percentage point (0.10% or 0.001). The term in-the-money is assumed to
have the meaning defined in the 2000 ISDA Definitions, Section 17.4. In-the-money.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
rank: 1000
domain_of:
- ManualExercise
range: boolean
name: ManualExercise
description: A class defining manual exercise, i.e. that the option buyer counterparty
must give notice to the option seller of exercise.
comments:
- 'Rosetta condition ManualExerciseNoticeReceiverParty is not stated in LinkML: if
exerciseNotice -> exerciseNoticeReceiver exists then exerciseNotice -> exerciseNoticeReceiver
= AncillaryRoleEnum -> ExerciseNoticeReceiverPartyManual'
from_schema: https://w3id.org/lmodel/common-domain-model
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: ManualExercise
domain_of:
- CancelableProvision
- ExtendibleProvision
- ManualExercise
- OptionalEarlyTermination
range: ExerciseNotice
fallbackExercise:
name: fallbackExercise
description: If fallback exercise is specified then the notional amount of the
underlying swap, not previously exercised under the swaption, will be automatically
exercised at the expiration time on the expiration date if at such time the
buyer is in-the-money, provided that the difference between the settlement rate
and the fixed rate under the relevant underlying swap is not less than one tenth
of a percentage point (0.10% or 0.001). The term in-the-money is assumed to
have the meaning defined in the 2000 ISDA Definitions, Section 17.4. In-the-money.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
rank: 1000
owner: ManualExercise
domain_of:
- ManualExercise
range: boolean