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common-domain-model

Class: ReferenceInformation

A class specifying the Credit Default Swap Reference Information.

URI: common_domain_model:ReferenceInformation

 classDiagram
    class ReferenceInformation
    click ReferenceInformation href "../ReferenceInformation/"
      ReferenceInformation : allGuarantees
        
      ReferenceInformation : noReferenceObligation
        
      ReferenceInformation : referenceEntity
        
          
    
        
        
        ReferenceInformation --> "1" LegalEntity : referenceEntity
        click LegalEntity href "../LegalEntity/"
    

        
      ReferenceInformation : referenceObligation
        
          
    
        
        
        ReferenceInformation --> "*" ReferenceObligation : referenceObligation
        click ReferenceObligation href "../ReferenceObligation/"
    

        
      ReferenceInformation : referencePolicy
        
      ReferenceInformation : referencePrice
        
          
    
        
        
        ReferenceInformation --> "0..1" Price : referencePrice
        click Price href "../Price/"
    

        
      ReferenceInformation : securedList
        
      ReferenceInformation : unknownReferenceObligation

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
referenceEntity 1
LegalEntity		 The corporate or sovereign entity which is subject to the swap transaction an… direct
referenceObligation *
ReferenceObligation		 The Reference Obligation is a financial instrument that is either issued or g… direct
noReferenceObligation 0..1
Boolean		 Used to indicate that there is no Reference Obligation associated with this C… direct
unknownReferenceObligation 0..1
Boolean		 Used to indicate that the Reference obligation associated with the Credit Def… direct
allGuarantees 0..1
Boolean		 Indicates whether an obligation of the Reference Entity, guaranteed by the Re… direct
referencePrice 0..1
Price		 Used to determine (a) for physically settled trades, the Physical Settlement … direct
referencePolicy 0..1
Boolean		 Applicable to the transactions on mortgage-backed security, which can make us… direct
securedList 0..1
Boolean		 With respect to any day, the list of Syndicated Secured Obligations of the De… direct
Expressions & Logic

All Of

Section titled “All Of”

The class must satisfy all of:

  • AnonymousClassExpression({ ‘description’: ‘ReferenceInformationChoice: Choice rule to represent an FpML choice construct.’, ‘exactly_one_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘referenceObligation’: SlotDefinition({‘name’: ‘referenceObligation’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘noReferenceObligation’: SlotDefinition({‘name’: ‘noReferenceObligation’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘unknownReferenceObligation’: SlotDefinition({ ‘name’: ‘unknownReferenceObligation’, ‘value_presence’: PresenceEnum(text=‘PRESENT’) })} })] })

Usages

Section titled “Usages”
used by used in type used
CreditEvent referenceInformation range ReferenceInformation
CreditIndex excludedReferenceEntity range ReferenceInformation
GeneralTerms referenceInformation range ReferenceInformation

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Schema Source

Section titled “Schema Source”

Mappings

Section titled “Mappings”
Mapping Type Mapped Value
self common_domain_model:ReferenceInformation
native common_domain_model:ReferenceInformation

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: ReferenceInformation
description: A class specifying the Credit Default Swap Reference Information.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  referenceEntity:
    name: referenceEntity
    description: 'The corporate or sovereign entity which is subject to the swap transaction
      and any successor that assumes all or substantially all of its contractual and
      other obligations. Reference Entities cannot be senior or subordinated. It is
      the obligations of the Reference Entities that can be senior or subordinated.
      ISDA 2014 Credit definitions article II section 2.1: `Reference Entity` means
      the entity specified as such in the related Confirmation.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - ReferenceInformation
    - ReferencePair
    range: LegalEntity
    required: true
  referenceObligation:
    name: referenceObligation
    description: 'The Reference Obligation is a financial instrument that is either
      issued or guaranteed by the reference entity. It serves to clarify the precise
      reference entity protection is being offered upon, and its legal position with
      regard to other related firms (parents/subsidiaries). Furthermore the Reference
      Obligation is ALWAYS deliverable and establishes the Pari Passu ranking (as
      the deliverable bonds must rank equal to the reference obligation). ISDA 2003
      Term: Reference Obligation.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - ReferenceInformation
    - ReferencePair
    range: ReferenceObligation
    multivalued: true
  noReferenceObligation:
    name: noReferenceObligation
    description: Used to indicate that there is no Reference Obligation associated
      with this Credit Default Swap and that there will never be one.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - ReferenceInformation
    - ReferencePair
    range: boolean
  unknownReferenceObligation:
    name: unknownReferenceObligation
    description: Used to indicate that the Reference obligation associated with the
      Credit Default Swap is currently not known. This is not valid for Legal Confirmation
      purposes, but is valid for earlier stages in the trade life cycle (e.g. Broker
      Confirmation).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - ReferenceInformation
    range: boolean
  allGuarantees:
    name: allGuarantees
    description: 'Indicates whether an obligation of the Reference Entity, guaranteed
      by the Reference Entity on behalf of a non-Affiliate, is to be considered an
      Obligation for the purpose of the transaction. It will be considered an obligation
      if allGuarantees is applicable (true) and not if allGuarantees is inapplicable
      (false). ISDA 2003 Term: All Guarantees.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - ReferenceInformation
    range: boolean
  referencePrice:
    name: referencePrice
    description: 'Used to determine (a) for physically settled trades, the Physical
      Settlement Amount, which equals the Floating Rate Payer Calculation Amount times
      the Reference Price and (b) for cash settled trades, the Cash Settlement Amount,
      which equals the greater of (i) the difference between the Reference Price and
      the Final Price and (ii) zero. ISDA 2003 Term: Reference Price.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - ReferenceInformation
    range: Price
  referencePolicy:
    name: referencePolicy
    description: Applicable to the transactions on mortgage-backed security, which
      can make use of a reference policy. Presence of the element with value set to
      'true' indicates that the reference policy is applicable; absence implies that
      it is not.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - ReferenceInformation
    range: boolean
  securedList:
    name: securedList
    description: 'With respect to any day, the list of Syndicated Secured Obligations
      of the Designated Priority of the Reference Entity published by Markit Group
      Limited or any successor thereto appointed by the Specified Dealers (the ''Secured
      List Publisher'') on or most recently before such day, which list is currently
      available at [http://www.markit.com]. ISDA 2003 Term: Relevant Secured List.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - ReferenceInformation
    range: boolean
all_of:
- description: 'ReferenceInformationChoice: Choice rule to represent an FpML choice
    construct.'
  exactly_one_of:
  - slot_conditions:
      referenceObligation:
        name: referenceObligation
        value_presence: PRESENT
  - slot_conditions:
      noReferenceObligation:
        name: noReferenceObligation
        value_presence: PRESENT
  - slot_conditions:
      unknownReferenceObligation:
        name: unknownReferenceObligation
        value_presence: PRESENT

Induced

Section titled “Induced”
name: ReferenceInformation
description: A class specifying the Credit Default Swap Reference Information.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  referenceEntity:
    name: referenceEntity
    description: 'The corporate or sovereign entity which is subject to the swap transaction
      and any successor that assumes all or substantially all of its contractual and
      other obligations. Reference Entities cannot be senior or subordinated. It is
      the obligations of the Reference Entities that can be senior or subordinated.
      ISDA 2014 Credit definitions article II section 2.1: `Reference Entity` means
      the entity specified as such in the related Confirmation.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: ReferenceInformation
    domain_of:
    - ReferenceInformation
    - ReferencePair
    range: LegalEntity
    required: true
  referenceObligation:
    name: referenceObligation
    description: 'The Reference Obligation is a financial instrument that is either
      issued or guaranteed by the reference entity. It serves to clarify the precise
      reference entity protection is being offered upon, and its legal position with
      regard to other related firms (parents/subsidiaries). Furthermore the Reference
      Obligation is ALWAYS deliverable and establishes the Pari Passu ranking (as
      the deliverable bonds must rank equal to the reference obligation). ISDA 2003
      Term: Reference Obligation.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: ReferenceInformation
    domain_of:
    - ReferenceInformation
    - ReferencePair
    range: ReferenceObligation
    multivalued: true
  noReferenceObligation:
    name: noReferenceObligation
    description: Used to indicate that there is no Reference Obligation associated
      with this Credit Default Swap and that there will never be one.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: ReferenceInformation
    domain_of:
    - ReferenceInformation
    - ReferencePair
    range: boolean
  unknownReferenceObligation:
    name: unknownReferenceObligation
    description: Used to indicate that the Reference obligation associated with the
      Credit Default Swap is currently not known. This is not valid for Legal Confirmation
      purposes, but is valid for earlier stages in the trade life cycle (e.g. Broker
      Confirmation).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: ReferenceInformation
    domain_of:
    - ReferenceInformation
    range: boolean
  allGuarantees:
    name: allGuarantees
    description: 'Indicates whether an obligation of the Reference Entity, guaranteed
      by the Reference Entity on behalf of a non-Affiliate, is to be considered an
      Obligation for the purpose of the transaction. It will be considered an obligation
      if allGuarantees is applicable (true) and not if allGuarantees is inapplicable
      (false). ISDA 2003 Term: All Guarantees.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: ReferenceInformation
    domain_of:
    - ReferenceInformation
    range: boolean
  referencePrice:
    name: referencePrice
    description: 'Used to determine (a) for physically settled trades, the Physical
      Settlement Amount, which equals the Floating Rate Payer Calculation Amount times
      the Reference Price and (b) for cash settled trades, the Cash Settlement Amount,
      which equals the greater of (i) the difference between the Reference Price and
      the Final Price and (ii) zero. ISDA 2003 Term: Reference Price.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: ReferenceInformation
    domain_of:
    - ReferenceInformation
    range: Price
  referencePolicy:
    name: referencePolicy
    description: Applicable to the transactions on mortgage-backed security, which
      can make use of a reference policy. Presence of the element with value set to
      'true' indicates that the reference policy is applicable; absence implies that
      it is not.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: ReferenceInformation
    domain_of:
    - ReferenceInformation
    range: boolean
  securedList:
    name: securedList
    description: 'With respect to any day, the list of Syndicated Secured Obligations
      of the Designated Priority of the Reference Entity published by Markit Group
      Limited or any successor thereto appointed by the Specified Dealers (the ''Secured
      List Publisher'') on or most recently before such day, which list is currently
      available at [http://www.markit.com]. ISDA 2003 Term: Relevant Secured List.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: ReferenceInformation
    domain_of:
    - ReferenceInformation
    range: boolean
all_of:
- description: 'ReferenceInformationChoice: Choice rule to represent an FpML choice
    construct.'
  exactly_one_of:
  - slot_conditions:
      referenceObligation:
        name: referenceObligation
        value_presence: PRESENT
  - slot_conditions:
      noReferenceObligation:
        name: noReferenceObligation
        value_presence: PRESENT
  - slot_conditions:
      unknownReferenceObligation:
        name: unknownReferenceObligation
        value_presence: PRESENT