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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

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’) })} })] })] })
used by used in type used
ProtectionTerms obligations range Obligations
Mapping Type Mapped Value
self common_domain_model:Obligations
native common_domain_model:Obligations
name: Obligations
description: 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-model
attributes:
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: boolean
all_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
name: Obligations
description: 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-model
attributes:
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: boolean
all_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