Class: Payout

Represents the set of future cashflow methodologies in the form of specific payout data type(s) which result from the financial product. Examples: a trade in a cash asset will use only a settlement payout; for derivatives, two interest rate payouts can be combined to specify an interest rate swap; one interest rate payout can be combined with a credit default payout to specify a credit default swap.

URI: common_domain_model:Payout

 classDiagram
    class Payout
    click Payout href "../Payout/"
      Payout : AssetPayout
        
          
    
        
        
        Payout --> "0..1" AssetPayout : AssetPayout
        click AssetPayout href "../AssetPayout/"
    

        
      Payout : CommodityPayout
        
          
    
        
        
        Payout --> "0..1" CommodityPayout : CommodityPayout
        click CommodityPayout href "../CommodityPayout/"
    

        
      Payout : CreditDefaultPayout
        
          
    
        
        
        Payout --> "0..1" CreditDefaultPayout : CreditDefaultPayout
        click CreditDefaultPayout href "../CreditDefaultPayout/"
    

        
      Payout : FixedPricePayout
        
          
    
        
        
        Payout --> "0..1" FixedPricePayout : FixedPricePayout
        click FixedPricePayout href "../FixedPricePayout/"
    

        
      Payout : InterestRatePayout
        
          
    
        
        
        Payout --> "0..1" InterestRatePayout : InterestRatePayout
        click InterestRatePayout href "../InterestRatePayout/"
    

        
      Payout : OptionPayout
        
          
    
        
        
        Payout --> "0..1" OptionPayout : OptionPayout
        click OptionPayout href "../OptionPayout/"
    

        
      Payout : PerformancePayout
        
          
    
        
        
        Payout --> "0..1" PerformancePayout : PerformancePayout
        click PerformancePayout href "../PerformancePayout/"
    

        
      Payout : SettlementPayout
        
          
    
        
        
        Payout --> "0..1" SettlementPayout : SettlementPayout
        click SettlementPayout href "../SettlementPayout/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
AssetPayout	0..1 AssetPayout	Defines the assets and movements in a security financing transaction	direct
CommodityPayout	0..1 CommodityPayout	Defines the payout for the floating leg of a Commodity Swap	direct
CreditDefaultPayout	0..1 CreditDefaultPayout	The credit default payout, which provides the details necessary for determini…	direct
FixedPricePayout	0..1 FixedPricePayout	Defines a payout in which one or more payouts are defined as a fixed price	direct
InterestRatePayout	0..1 InterestRatePayout	All of the terms necessary to define and calculate a cash flow based on a fix…	direct
OptionPayout	0..1 OptionPayout	The option payout	direct
PerformancePayout	0..1 PerformancePayout	The performance payout, which encompasses the equity price returns, dividend …	direct
SettlementPayout	0..1 SettlementPayout	Represents a forward settling payout	direct

Expressions & Logic

All Of

The class must satisfy all of:

• AnonymousClassExpression({ ‘description’: ‘OneOf: A choice type holds exactly one of its options.’, ‘exactly_one_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘AssetPayout’: SlotDefinition({‘name’: ‘AssetPayout’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘CommodityPayout’: SlotDefinition({‘name’: ‘CommodityPayout’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘CreditDefaultPayout’: SlotDefinition({‘name’: ‘CreditDefaultPayout’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘FixedPricePayout’: SlotDefinition({‘name’: ‘FixedPricePayout’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘InterestRatePayout’: SlotDefinition({‘name’: ‘InterestRatePayout’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘OptionPayout’: SlotDefinition({‘name’: ‘OptionPayout’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘PerformancePayout’: SlotDefinition({‘name’: ‘PerformancePayout’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘SettlementPayout’: SlotDefinition({‘name’: ‘SettlementPayout’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} })] })

Usages

used by	used in	type	used
CalculateResetInstruction	payout	range	Payout
CalculateTransferInstruction	payout	range	Payout
ContingentTransfer	payoutReference	range	Payout
ExerciseInstruction	exerciseOption	range	Payout
PayoutTransferBase	payoutReference	range	Payout
ScheduledTransfer	payoutReference	range	Payout
FinalCalculationPeriodDateAdjustment	swapStreamReference	range	Payout
EconomicTerms	payout	range	Payout

Identifier and Mapping Information

Annotations

property	value
rosetta_choice	true

Schema Source

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

Mappings

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

LinkML Source

Direct

name: Payout
annotations:
  rosetta_choice:
    tag: rosetta_choice
    value: 'true'
description: 'Represents the set of future cashflow methodologies in the form of specific
  payout data type(s) which result from the financial product. Examples: a trade in
  a cash asset will use only a settlement payout; for derivatives, two interest rate
  payouts can be combined to specify an interest rate swap; one interest rate payout
  can be combined with a credit default payout to specify a credit default swap.'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  AssetPayout:
    name: AssetPayout
    description: Defines the assets and movements in a security financing transaction.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - Payout
    range: AssetPayout
  CommodityPayout:
    name: CommodityPayout
    description: Defines the payout for the floating leg of a Commodity Swap.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - Payout
    range: CommodityPayout
  CreditDefaultPayout:
    name: CreditDefaultPayout
    description: The credit default payout, which provides the details necessary for
      determining when a credit payout will be triggered as well as the parameters
      for calculating the payout and the settlement terms.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - Payout
    range: CreditDefaultPayout
  FixedPricePayout:
    name: FixedPricePayout
    description: Defines a payout in which one or more payouts are defined as a fixed
      price.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - Payout
    range: FixedPricePayout
  InterestRatePayout:
    name: InterestRatePayout
    description: All of the terms necessary to define and calculate a cash flow based
      on a fixed, a floating or an inflation index rate. The interest rate payout
      can be applied to interest rate swaps and FRA (which both have two associated
      interest rate payouts), credit default swaps (to represent the fee leg when
      subject to periodic payments) and equity swaps (to represent the funding leg).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - Payout
    range: InterestRatePayout
  OptionPayout:
    name: OptionPayout
    description: The option payout.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - Payout
    range: OptionPayout
  PerformancePayout:
    name: PerformancePayout
    description: The performance payout, which encompasses the equity price returns,
      dividend returns, volatility return, variance return and correlation provisions.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - Payout
    range: PerformancePayout
  SettlementPayout:
    name: SettlementPayout
    description: Represents a forward settling payout. The 'Underlier' attribute captures
      the underlying payout, which is settled according to the 'SettlementTerms' attribute.
      Both FX Spot and FX Forward should use this component.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - Payout
    range: SettlementPayout
all_of:
- description: 'OneOf: A choice type holds exactly one of its options.'
  exactly_one_of:
  - slot_conditions:
      AssetPayout:
        name: AssetPayout
        value_presence: PRESENT
  - slot_conditions:
      CommodityPayout:
        name: CommodityPayout
        value_presence: PRESENT
  - slot_conditions:
      CreditDefaultPayout:
        name: CreditDefaultPayout
        value_presence: PRESENT
  - slot_conditions:
      FixedPricePayout:
        name: FixedPricePayout
        value_presence: PRESENT
  - slot_conditions:
      InterestRatePayout:
        name: InterestRatePayout
        value_presence: PRESENT
  - slot_conditions:
      OptionPayout:
        name: OptionPayout
        value_presence: PRESENT
  - slot_conditions:
      PerformancePayout:
        name: PerformancePayout
        value_presence: PRESENT
  - slot_conditions:
      SettlementPayout:
        name: SettlementPayout
        value_presence: PRESENT

Induced

name: Payout
annotations:
  rosetta_choice:
    tag: rosetta_choice
    value: 'true'
description: 'Represents the set of future cashflow methodologies in the form of specific
  payout data type(s) which result from the financial product. Examples: a trade in
  a cash asset will use only a settlement payout; for derivatives, two interest rate
  payouts can be combined to specify an interest rate swap; one interest rate payout
  can be combined with a credit default payout to specify a credit default swap.'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  AssetPayout:
    name: AssetPayout
    description: Defines the assets and movements in a security financing transaction.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: Payout
    domain_of:
    - Payout
    range: AssetPayout
  CommodityPayout:
    name: CommodityPayout
    description: Defines the payout for the floating leg of a Commodity Swap.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: Payout
    domain_of:
    - Payout
    range: CommodityPayout
  CreditDefaultPayout:
    name: CreditDefaultPayout
    description: The credit default payout, which provides the details necessary for
      determining when a credit payout will be triggered as well as the parameters
      for calculating the payout and the settlement terms.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: Payout
    domain_of:
    - Payout
    range: CreditDefaultPayout
  FixedPricePayout:
    name: FixedPricePayout
    description: Defines a payout in which one or more payouts are defined as a fixed
      price.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: Payout
    domain_of:
    - Payout
    range: FixedPricePayout
  InterestRatePayout:
    name: InterestRatePayout
    description: All of the terms necessary to define and calculate a cash flow based
      on a fixed, a floating or an inflation index rate. The interest rate payout
      can be applied to interest rate swaps and FRA (which both have two associated
      interest rate payouts), credit default swaps (to represent the fee leg when
      subject to periodic payments) and equity swaps (to represent the funding leg).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: Payout
    domain_of:
    - Payout
    range: InterestRatePayout
  OptionPayout:
    name: OptionPayout
    description: The option payout.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: Payout
    domain_of:
    - Payout
    range: OptionPayout
  PerformancePayout:
    name: PerformancePayout
    description: The performance payout, which encompasses the equity price returns,
      dividend returns, volatility return, variance return and correlation provisions.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: Payout
    domain_of:
    - Payout
    range: PerformancePayout
  SettlementPayout:
    name: SettlementPayout
    description: Represents a forward settling payout. The 'Underlier' attribute captures
      the underlying payout, which is settled according to the 'SettlementTerms' attribute.
      Both FX Spot and FX Forward should use this component.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: Payout
    domain_of:
    - Payout
    range: SettlementPayout
all_of:
- description: 'OneOf: A choice type holds exactly one of its options.'
  exactly_one_of:
  - slot_conditions:
      AssetPayout:
        name: AssetPayout
        value_presence: PRESENT
  - slot_conditions:
      CommodityPayout:
        name: CommodityPayout
        value_presence: PRESENT
  - slot_conditions:
      CreditDefaultPayout:
        name: CreditDefaultPayout
        value_presence: PRESENT
  - slot_conditions:
      FixedPricePayout:
        name: FixedPricePayout
        value_presence: PRESENT
  - slot_conditions:
      InterestRatePayout:
        name: InterestRatePayout
        value_presence: PRESENT
  - slot_conditions:
      OptionPayout:
        name: OptionPayout
        value_presence: PRESENT
  - slot_conditions:
      PerformancePayout:
        name: PerformancePayout
        value_presence: PRESENT
  - slot_conditions:
      SettlementPayout:
        name: SettlementPayout
        value_presence: PRESENT