Class: Obligations
A class to specify the underlying obligations of the reference entity on which protection is purchased or sold through the Credit Default Swap.
URI: common_domain_model:Obligations
classDiagram
class Obligations
click Obligations href "../Obligations/"
Obligations : cashSettlementOnly
Obligations : category
Obligations --> "1" ObligationCategoryEnum : category
click ObligationCategoryEnum href "../ObligationCategoryEnum/"
Obligations : continuity
Obligations : deliveryOfCommitments
Obligations : designatedPriority
Obligations : excluded
Obligations : fullFaithAndCreditObLiability
Obligations : generalFundObligationLiability
Obligations : listed
Obligations : notContingent
Obligations : notDomesticCurrency
Obligations --> "0..1" NotDomesticCurrency : notDomesticCurrency
click NotDomesticCurrency href "../NotDomesticCurrency/"
Obligations : notDomesticIssuance
Obligations : notDomesticLaw
Obligations : notSovereignLender
Obligations : notSubordinated
Obligations : othReferenceEntityObligations
Obligations : revenueObligationLiability
Obligations : specifiedCurrency
Obligations --> "0..1" SpecifiedCurrency : specifiedCurrency
click SpecifiedCurrency href "../SpecifiedCurrency/"
| Name | Cardinality and Range | Description | Inheritance |
|---|---|---|---|
| category | 1 ObligationCategoryEnum |
Used in both obligations and deliverable obligations to represent a class or … | direct |
| notSubordinated | 0..1 Boolean |
An obligation and deliverable obligation characteristic | direct |
| specifiedCurrency | 0..1 SpecifiedCurrency |
An obligation and deliverable obligation characteristic | direct |
| notSovereignLender | 0..1 Boolean |
An obligation and deliverable obligation characteristic | direct |
| notDomesticCurrency | 0..1 NotDomesticCurrency |
An obligation and deliverable obligation characteristic | direct |
| notDomesticLaw | 0..1 Boolean |
An obligation and deliverable obligation characteristic | direct |
| listed | 0..1 Boolean |
An obligation and deliverable obligation characteristic | direct |
| notDomesticIssuance | 0..1 Boolean |
An obligation and deliverable obligation characteristic | direct |
| fullFaithAndCreditObLiability | 0..1 Boolean |
An obligation and deliverable obligation characteristic | direct |
| generalFundObligationLiability | 0..1 Boolean |
An obligation and deliverable obligation characteristic | direct |
| revenueObligationLiability | 0..1 Boolean |
An obligation and deliverable obligation characteristic | direct |
| notContingent | 0..1 Boolean |
OTE: Only allowed as an obligation characteristic under ISDA Credit 1999 | direct |
| excluded | 0..1 string |
A free format string to specify any excluded obligations or deliverable oblig… | direct |
| othReferenceEntityObligations | 0..1 string |
This element is used to specify any other obligations of a reference entity i… | direct |
| designatedPriority | 0..1 string |
Applies to Loan CDS, to indicate what lien level is appropriate for a deliver… | direct |
| cashSettlementOnly | 0..1 Boolean |
An obligation and deliverable obligation characteristic | direct |
| deliveryOfCommitments | 0..1 Boolean |
An obligation and deliverable obligation characteristic | direct |
| continuity | 0..1 Boolean |
An obligation and deliverable obligation characteristic | direct |
Expressions & Logic
All Of
Section titled “All Of”The class must satisfy all of:
- AnonymousClassExpression({ ‘description’: ‘ObligationsChoice: Choice rule to represent an FpML choice construct.’, ‘exactly_one_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘fullFaithAndCreditObLiability’: SlotDefinition({ ‘name’: ‘fullFaithAndCreditObLiability’, ‘value_presence’: PresenceEnum(text=‘PRESENT’) })} }), AnonymousClassExpression({ ‘slot_conditions’: {‘generalFundObligationLiability’: SlotDefinition({ ‘name’: ‘generalFundObligationLiability’, ‘value_presence’: PresenceEnum(text=‘PRESENT’) })} }), AnonymousClassExpression({ ‘slot_conditions’: {‘revenueObligationLiability’: SlotDefinition({ ‘name’: ‘revenueObligationLiability’, ‘value_presence’: PresenceEnum(text=‘PRESENT’) })} }), AnonymousClassExpression({ ‘all_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘fullFaithAndCreditObLiability’: SlotDefinition({ ‘name’: ‘fullFaithAndCreditObLiability’, ‘value_presence’: PresenceEnum(text=‘ABSENT’) })} }), AnonymousClassExpression({ ‘slot_conditions’: {‘generalFundObligationLiability’: SlotDefinition({ ‘name’: ‘generalFundObligationLiability’, ‘value_presence’: PresenceEnum(text=‘ABSENT’) })} }), AnonymousClassExpression({ ‘slot_conditions’: {‘revenueObligationLiability’: SlotDefinition({ ‘name’: ‘revenueObligationLiability’, ‘value_presence’: PresenceEnum(text=‘ABSENT’) })} })] })] })
Usages
Section titled “Usages”| used by | used in | type | used |
|---|---|---|---|
| ProtectionTerms | obligations | range | Obligations |
Identifier and Mapping Information
Section titled “Identifier and Mapping Information”Schema Source
Section titled “Schema Source”- from schema: https://w3id.org/lmodel/common-domain-model
Mappings
Section titled “Mappings”| Mapping Type | Mapped Value |
|---|---|
| self | common_domain_model:Obligations |
| native | common_domain_model:Obligations |
LinkML Source
Section titled “LinkML Source”Direct
Section titled “Direct”name: Obligationsdescription: A class to specify the underlying obligations of the reference entity on which protection is purchased or sold through the Credit Default Swap.from_schema: https://w3id.org/lmodel/common-domain-modelattributes: category: name: category description: 'Used in both obligations and deliverable obligations to represent a class or type of securities which apply. ISDA 2003 Term: Obligation Category/Deliverable Obligation Category.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 domain_of: - Obligations - FloatingRateIndexCalculationDefaults - DeliverableObligations range: ObligationCategoryEnum required: true notSubordinated: name: notSubordinated description: 'An obligation and deliverable obligation characteristic. An obligation that ranks at least equal with the most senior Reference Obligation in priority of payment or, if no Reference Obligation is specified in the related Confirmation, the obligations of the Reference Entity that are senior. ISDA 2003 Term: Not Subordinated.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 domain_of: - Obligations - DeliverableObligations range: boolean specifiedCurrency: name: specifiedCurrency description: 'An obligation and deliverable obligation characteristic. The currency or currencies in which an obligation or deliverable obligation must be payable. ISDA 2003 Term: Specified Currency.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 domain_of: - Obligations - DeliverableObligations range: SpecifiedCurrency notSovereignLender: name: notSovereignLender description: 'An obligation and deliverable obligation characteristic. Any obligation that is not primarily (majority) owed to a Sovereign or Supranational Organisation. ISDA 2003 Term: Not Sovereign Lender.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 domain_of: - Obligations - DeliverableObligations range: boolean notDomesticCurrency: name: notDomesticCurrency description: 'An obligation and deliverable obligation characteristic. Any obligation that is payable in any currency other than the domestic currency. Domestic currency is either the currency so specified or, if no currency is specified, the currency of (a) the reference entity, if the reference entity is a sovereign, or (b) the jurisdiction in which the relevant reference entity is organised, if the reference entity is not a sovereign. ISDA 2003 Term: Not Domestic Currency.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 domain_of: - Obligations - DeliverableObligations range: NotDomesticCurrency notDomesticLaw: name: notDomesticLaw description: 'An obligation and deliverable obligation characteristic. If the reference entity is a Sovereign, this means any obligation that is not subject to the laws of the reference entity. If the reference entity is not a sovereign, this means any obligation that is not subject to the laws of the jurisdiction of the reference entity. ISDA 2003 Term: Not Domestic Law.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 domain_of: - Obligations - DeliverableObligations range: boolean listed: name: listed description: 'An obligation and deliverable obligation characteristic. Indicates whether or not the obligation is quoted, listed or ordinarily purchased and sold on an exchange. ISDA 2003 Term: Listed.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 domain_of: - Obligations - DeliverableObligations range: boolean notDomesticIssuance: name: notDomesticIssuance description: 'An obligation and deliverable obligation characteristic. Any obligation other than an obligation that was intended to be offered for sale primarily in the domestic market of the relevant Reference Entity. This specifies that the obligation must be an internationally recognised bond. ISDA 2003 Term: Not Domestic Issuance.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 domain_of: - Obligations - DeliverableObligations range: boolean fullFaithAndCreditObLiability: name: fullFaithAndCreditObLiability description: 'An obligation and deliverable obligation characteristic. Defined in the ISDA published additional provisions for U.S. Municipal as Reference Entity. ISDA 2003 Term: Full Faith and Credit Obligation Liability.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 domain_of: - Obligations - DeliverableObligations range: boolean generalFundObligationLiability: name: generalFundObligationLiability description: 'An obligation and deliverable obligation characteristic. Defined in the ISDA published additional provisions for U.S. Municipal as Reference Entity. ISDA 2003 Term: General Fund Obligation Liability.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 domain_of: - Obligations - DeliverableObligations range: boolean revenueObligationLiability: name: revenueObligationLiability description: 'An obligation and deliverable obligation characteristic. Defined in the ISDA published additional provisions for U.S. Municipal as Reference Entity. ISDA 2003 Term: Revenue Obligation Liability.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 domain_of: - Obligations - DeliverableObligations range: boolean notContingent: name: notContingent description: 'OTE: Only allowed as an obligation characteristic under ISDA Credit 1999. In essence Not Contingent means the repayment of principal cannot be dependent on a formula/index, i.e. to prevent the risk of being delivered an instrument that may never pay any element of principal, and to ensure that the obligation is interest bearing (on a regular schedule). ISDA 2003 Term: Not Contingent.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 domain_of: - Obligations - DeliverableObligations range: boolean excluded: name: excluded description: 'A free format string to specify any excluded obligations or deliverable obligations, as the case may be, of the reference entity or excluded types of obligations or deliverable obligations. ISDA 2003 Term: Excluded Obligations/Excluded Deliverable Obligations.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 domain_of: - Obligations - ExcludedProducts - DeliverableObligations range: string othReferenceEntityObligations: name: othReferenceEntityObligations description: 'This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations. The obligations can be specified free-form. ISDA 2003 Term: Other Obligations of a Reference Entity.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 domain_of: - Obligations - DeliverableObligations range: string designatedPriority: name: designatedPriority annotations: rosetta_metadata: tag: rosetta_metadata value: scheme description: 'Applies to Loan CDS, to indicate what lien level is appropriate for a deliverable obligation. Applies to European Loan CDS, to indicate the Ranking of the obligation. Example: a 2nd lien Loan CDS would imply that the deliverable obligations are 1st or 2nd lien loans.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 domain_of: - Obligations range: string cashSettlementOnly: name: cashSettlementOnly description: 'An obligation and deliverable obligation characteristic. Defined in the ISDA published Standard Terms Supplement for use with CDS Transactions on Leveraged Loans. ISDA 2003 Term: Cash Settlement Only.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 domain_of: - Obligations range: boolean deliveryOfCommitments: name: deliveryOfCommitments description: 'An obligation and deliverable obligation characteristic. Defined in the ISDA published Standard Terms Supplement for use with CDS Transactions on Leveraged Loans. ISDA 2003 Term: Delivery of Commitments.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 domain_of: - Obligations range: boolean continuity: name: continuity description: 'An obligation and deliverable obligation characteristic. Defined in the ISDA published Standard Terms Supplement for use with CDS Transactions on Leveraged Loans. ISDA 2003 Term: Continuity.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 domain_of: - Obligations range: booleanall_of:- description: 'ObligationsChoice: Choice rule to represent an FpML choice construct.' exactly_one_of: - slot_conditions: fullFaithAndCreditObLiability: name: fullFaithAndCreditObLiability value_presence: PRESENT - slot_conditions: generalFundObligationLiability: name: generalFundObligationLiability value_presence: PRESENT - slot_conditions: revenueObligationLiability: name: revenueObligationLiability value_presence: PRESENT - all_of: - slot_conditions: fullFaithAndCreditObLiability: name: fullFaithAndCreditObLiability value_presence: ABSENT - slot_conditions: generalFundObligationLiability: name: generalFundObligationLiability value_presence: ABSENT - slot_conditions: revenueObligationLiability: name: revenueObligationLiability value_presence: ABSENTInduced
Section titled “Induced”name: Obligationsdescription: A class to specify the underlying obligations of the reference entity on which protection is purchased or sold through the Credit Default Swap.from_schema: https://w3id.org/lmodel/common-domain-modelattributes: category: name: category description: 'Used in both obligations and deliverable obligations to represent a class or type of securities which apply. ISDA 2003 Term: Obligation Category/Deliverable Obligation Category.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 owner: Obligations domain_of: - Obligations - FloatingRateIndexCalculationDefaults - DeliverableObligations range: ObligationCategoryEnum required: true notSubordinated: name: notSubordinated description: 'An obligation and deliverable obligation characteristic. An obligation that ranks at least equal with the most senior Reference Obligation in priority of payment or, if no Reference Obligation is specified in the related Confirmation, the obligations of the Reference Entity that are senior. ISDA 2003 Term: Not Subordinated.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 owner: Obligations domain_of: - Obligations - DeliverableObligations range: boolean specifiedCurrency: name: specifiedCurrency description: 'An obligation and deliverable obligation characteristic. The currency or currencies in which an obligation or deliverable obligation must be payable. ISDA 2003 Term: Specified Currency.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 owner: Obligations domain_of: - Obligations - DeliverableObligations range: SpecifiedCurrency notSovereignLender: name: notSovereignLender description: 'An obligation and deliverable obligation characteristic. Any obligation that is not primarily (majority) owed to a Sovereign or Supranational Organisation. ISDA 2003 Term: Not Sovereign Lender.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 owner: Obligations domain_of: - Obligations - DeliverableObligations range: boolean notDomesticCurrency: name: notDomesticCurrency description: 'An obligation and deliverable obligation characteristic. Any obligation that is payable in any currency other than the domestic currency. Domestic currency is either the currency so specified or, if no currency is specified, the currency of (a) the reference entity, if the reference entity is a sovereign, or (b) the jurisdiction in which the relevant reference entity is organised, if the reference entity is not a sovereign. ISDA 2003 Term: Not Domestic Currency.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 owner: Obligations domain_of: - Obligations - DeliverableObligations range: NotDomesticCurrency notDomesticLaw: name: notDomesticLaw description: 'An obligation and deliverable obligation characteristic. If the reference entity is a Sovereign, this means any obligation that is not subject to the laws of the reference entity. If the reference entity is not a sovereign, this means any obligation that is not subject to the laws of the jurisdiction of the reference entity. ISDA 2003 Term: Not Domestic Law.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 owner: Obligations domain_of: - Obligations - DeliverableObligations range: boolean listed: name: listed description: 'An obligation and deliverable obligation characteristic. Indicates whether or not the obligation is quoted, listed or ordinarily purchased and sold on an exchange. ISDA 2003 Term: Listed.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 owner: Obligations domain_of: - Obligations - DeliverableObligations range: boolean notDomesticIssuance: name: notDomesticIssuance description: 'An obligation and deliverable obligation characteristic. Any obligation other than an obligation that was intended to be offered for sale primarily in the domestic market of the relevant Reference Entity. This specifies that the obligation must be an internationally recognised bond. ISDA 2003 Term: Not Domestic Issuance.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 owner: Obligations domain_of: - Obligations - DeliverableObligations range: boolean fullFaithAndCreditObLiability: name: fullFaithAndCreditObLiability description: 'An obligation and deliverable obligation characteristic. Defined in the ISDA published additional provisions for U.S. Municipal as Reference Entity. ISDA 2003 Term: Full Faith and Credit Obligation Liability.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 owner: Obligations domain_of: - Obligations - DeliverableObligations range: boolean generalFundObligationLiability: name: generalFundObligationLiability description: 'An obligation and deliverable obligation characteristic. Defined in the ISDA published additional provisions for U.S. Municipal as Reference Entity. ISDA 2003 Term: General Fund Obligation Liability.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 owner: Obligations domain_of: - Obligations - DeliverableObligations range: boolean revenueObligationLiability: name: revenueObligationLiability description: 'An obligation and deliverable obligation characteristic. Defined in the ISDA published additional provisions for U.S. Municipal as Reference Entity. ISDA 2003 Term: Revenue Obligation Liability.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 owner: Obligations domain_of: - Obligations - DeliverableObligations range: boolean notContingent: name: notContingent description: 'OTE: Only allowed as an obligation characteristic under ISDA Credit 1999. In essence Not Contingent means the repayment of principal cannot be dependent on a formula/index, i.e. to prevent the risk of being delivered an instrument that may never pay any element of principal, and to ensure that the obligation is interest bearing (on a regular schedule). ISDA 2003 Term: Not Contingent.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 owner: Obligations domain_of: - Obligations - DeliverableObligations range: boolean excluded: name: excluded description: 'A free format string to specify any excluded obligations or deliverable obligations, as the case may be, of the reference entity or excluded types of obligations or deliverable obligations. ISDA 2003 Term: Excluded Obligations/Excluded Deliverable Obligations.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 owner: Obligations domain_of: - Obligations - ExcludedProducts - DeliverableObligations range: string othReferenceEntityObligations: name: othReferenceEntityObligations description: 'This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations. The obligations can be specified free-form. ISDA 2003 Term: Other Obligations of a Reference Entity.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 owner: Obligations domain_of: - Obligations - DeliverableObligations range: string designatedPriority: name: designatedPriority annotations: rosetta_metadata: tag: rosetta_metadata value: scheme description: 'Applies to Loan CDS, to indicate what lien level is appropriate for a deliverable obligation. Applies to European Loan CDS, to indicate the Ranking of the obligation. Example: a 2nd lien Loan CDS would imply that the deliverable obligations are 1st or 2nd lien loans.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 owner: Obligations domain_of: - Obligations range: string cashSettlementOnly: name: cashSettlementOnly description: 'An obligation and deliverable obligation characteristic. Defined in the ISDA published Standard Terms Supplement for use with CDS Transactions on Leveraged Loans. ISDA 2003 Term: Cash Settlement Only.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 owner: Obligations domain_of: - Obligations range: boolean deliveryOfCommitments: name: deliveryOfCommitments description: 'An obligation and deliverable obligation characteristic. Defined in the ISDA published Standard Terms Supplement for use with CDS Transactions on Leveraged Loans. ISDA 2003 Term: Delivery of Commitments.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 owner: Obligations domain_of: - Obligations range: boolean continuity: name: continuity description: 'An obligation and deliverable obligation characteristic. Defined in the ISDA published Standard Terms Supplement for use with CDS Transactions on Leveraged Loans. ISDA 2003 Term: Continuity.' from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_credit rank: 1000 owner: Obligations domain_of: - Obligations range: booleanall_of:- description: 'ObligationsChoice: Choice rule to represent an FpML choice construct.' exactly_one_of: - slot_conditions: fullFaithAndCreditObLiability: name: fullFaithAndCreditObLiability value_presence: PRESENT - slot_conditions: generalFundObligationLiability: name: generalFundObligationLiability value_presence: PRESENT - slot_conditions: revenueObligationLiability: name: revenueObligationLiability value_presence: PRESENT - all_of: - slot_conditions: fullFaithAndCreditObLiability: name: fullFaithAndCreditObLiability value_presence: ABSENT - slot_conditions: generalFundObligationLiability: name: generalFundObligationLiability value_presence: ABSENT - slot_conditions: revenueObligationLiability: name: revenueObligationLiability value_presence: ABSENT