Class: PayoutBase

A data type that contains the common attributes (e.g. payer and receiver parties) and validation conditions that apply across all payout types

URI: common_domain_model:PayoutBase

 classDiagram
    class PayoutBase
    click PayoutBase href "../PayoutBase/"
      PayoutBase <|-- CommodityPayout
        click CommodityPayout href "../CommodityPayout/"
      PayoutBase <|-- CreditDefaultPayout
        click CreditDefaultPayout href "../CreditDefaultPayout/"
      PayoutBase <|-- InterestRatePayout
        click InterestRatePayout href "../InterestRatePayout/"
      PayoutBase <|-- AssetPayout
        click AssetPayout href "../AssetPayout/"
      PayoutBase <|-- FixedPricePayout
        click FixedPricePayout href "../FixedPricePayout/"
      PayoutBase <|-- OptionPayout
        click OptionPayout href "../OptionPayout/"
      PayoutBase <|-- PerformancePayout
        click PerformancePayout href "../PerformancePayout/"
      PayoutBase <|-- SettlementPayout
        click SettlementPayout href "../SettlementPayout/"
      
      PayoutBase : payerReceiver
        
          
    
        
        
        PayoutBase --> "1" PayerReceiver : payerReceiver
        click PayerReceiver href "../PayerReceiver/"
    

        
      PayoutBase : priceQuantity
        
          
    
        
        
        PayoutBase --> "0..1" ResolvablePriceQuantity : priceQuantity
        click ResolvablePriceQuantity href "../ResolvablePriceQuantity/"
    

        
      PayoutBase : principalPayment
        
          
    
        
        
        PayoutBase --> "0..1" PrincipalPayments : principalPayment
        click PrincipalPayments href "../PrincipalPayments/"
    

        
      PayoutBase : settlementTerms
        
          
    
        
        
        PayoutBase --> "0..1" SettlementTerms : settlementTerms
        click SettlementTerms href "../SettlementTerms/"
    

        
      

Inheritance

• PayoutBase
  • CommodityPayout
  • CreditDefaultPayout
  • InterestRatePayout
  • AssetPayout
  • FixedPricePayout
  • OptionPayout
  • PerformancePayout
  • SettlementPayout

Slots

Name	Cardinality and Range	Description	Inheritance
payerReceiver	1 PayerReceiver	Canonical representation of the payer and receiver parties applicable to each…	direct
priceQuantity	0..1 ResolvablePriceQuantity	Each payout leg must implement the quantity concept as a ‘resolvable’ type, w…	direct
principalPayment	0..1 PrincipalPayments	The specification of the principal exchange	direct
settlementTerms	0..1 SettlementTerms	Each payout leg must specifies its settlement terms, including the delivery t…	direct

Comments

• Rosetta condition FinalPrincipalAmountExists is not stated in LinkML: if principalPayment -> principalPaymentSchedule -> finalPrincipalPayment exists and priceQuantity -> quantitySchedule exists and priceQuantity -> reset is absent then principalPayment -> principalPaymentSchedule -> finalPrincipalPayment -> principalAmount exists or principalPayment -> principalPaymentSchedule -> finalPrincipalPayment -> presentValuePrincipalAmount exists

Identifier and Mapping Information

Annotations

property	value
rosetta_metadata	key

Schema Source

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

Mappings

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

LinkML Source

Direct

name: PayoutBase
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: A data type that contains the common attributes (e.g. payer and receiver
  parties) and validation conditions that apply across all payout types
comments:
- 'Rosetta condition FinalPrincipalAmountExists is not stated in LinkML: if principalPayment
  -> principalPaymentSchedule -> finalPrincipalPayment exists and priceQuantity ->
  quantitySchedule exists and priceQuantity -> reset is absent then principalPayment
  -> principalPaymentSchedule -> finalPrincipalPayment -> principalAmount exists or
  principalPayment -> principalPaymentSchedule -> finalPrincipalPayment -> presentValuePrincipalAmount
  exists'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  payerReceiver:
    name: payerReceiver
    description: Canonical representation of the payer and receiver parties applicable
      to each payout leg.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    domain_of:
    - CalculateTransferInstruction
    - CollateralBalance
    - PayoutTransferBase
    - FeaturePayment
    - PayoutBase
    - PrincipalPayment
    - PassThroughItem
    - PortfolioReturnTerms
    range: PayerReceiver
    required: true
  priceQuantity:
    name: priceQuantity
    description: Each payout leg must implement the quantity concept as a 'resolvable'
      type, which allows for different payout legs to be linked to each other (e.g.
      in the case of cross-curreny products).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    domain_of:
    - ExecutionInstruction
    - IndexTransitionInstruction
    - PositionBase
    - PayoutBase
    - TradeLot
    range: ResolvablePriceQuantity
  principalPayment:
    name: principalPayment
    description: The specification of the principal exchange. Optional as only applicable
      in the case of cross-currency or zero-coupon swaps with a final payment.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    domain_of:
    - PayoutBase
    range: PrincipalPayments
  settlementTerms:
    name: settlementTerms
    description: Each payout leg must specifies its settlement terms, including the
      delivery type (i.e. cash vs physical, and their respective terms), the transfer
      type (DvP etc.) and settlement date, if any.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    domain_of:
    - EquitySwapMasterConfirmation2018
    - PayoutBase
    range: SettlementTerms

Induced

name: PayoutBase
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: A data type that contains the common attributes (e.g. payer and receiver
  parties) and validation conditions that apply across all payout types
comments:
- 'Rosetta condition FinalPrincipalAmountExists is not stated in LinkML: if principalPayment
  -> principalPaymentSchedule -> finalPrincipalPayment exists and priceQuantity ->
  quantitySchedule exists and priceQuantity -> reset is absent then principalPayment
  -> principalPaymentSchedule -> finalPrincipalPayment -> principalAmount exists or
  principalPayment -> principalPaymentSchedule -> finalPrincipalPayment -> presentValuePrincipalAmount
  exists'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  payerReceiver:
    name: payerReceiver
    description: Canonical representation of the payer and receiver parties applicable
      to each payout leg.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    owner: PayoutBase
    domain_of:
    - CalculateTransferInstruction
    - CollateralBalance
    - PayoutTransferBase
    - FeaturePayment
    - PayoutBase
    - PrincipalPayment
    - PassThroughItem
    - PortfolioReturnTerms
    range: PayerReceiver
    required: true
  priceQuantity:
    name: priceQuantity
    description: Each payout leg must implement the quantity concept as a 'resolvable'
      type, which allows for different payout legs to be linked to each other (e.g.
      in the case of cross-curreny products).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    owner: PayoutBase
    domain_of:
    - ExecutionInstruction
    - IndexTransitionInstruction
    - PositionBase
    - PayoutBase
    - TradeLot
    range: ResolvablePriceQuantity
  principalPayment:
    name: principalPayment
    description: The specification of the principal exchange. Optional as only applicable
      in the case of cross-currency or zero-coupon swaps with a final payment.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    owner: PayoutBase
    domain_of:
    - PayoutBase
    range: PrincipalPayments
  settlementTerms:
    name: settlementTerms
    description: Each payout leg must specifies its settlement terms, including the
      delivery type (i.e. cash vs physical, and their respective terms), the transfer
      type (DvP etc.) and settlement date, if any.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    owner: PayoutBase
    domain_of:
    - EquitySwapMasterConfirmation2018
    - PayoutBase
    range: SettlementTerms