Class: ResolvablePriceQuantity

Generic class to specify the quantity for different payout legs in a contractual product, when that quantity can vary across payout legs or across time. A resolvable quantity can always be resolved into a single quantity from the quantity notation which has a corresponding asset identifier. In addition to the base case, where quantity is directly specified as a number as part of the quantity notation, the other use cases are: (i) quantity based on some pre-defined schedule (eg amortising notional), (ii) quantity based on some pre-defined events (eg resetting cross-currency notional), or quantity set as reference to another quantity (eg equity notional as no. securities x price).

URI: common_domain_model:ResolvablePriceQuantity

 classDiagram
    class ResolvablePriceQuantity
    click ResolvablePriceQuantity href "../ResolvablePriceQuantity/"
      ResolvablePriceQuantity : futureValueNotional
        
          
    
        
        
        ResolvablePriceQuantity --> "0..1" FutureValueAmount : futureValueNotional
        click FutureValueAmount href "../FutureValueAmount/"
    

        
      ResolvablePriceQuantity : priceSchedule
        
          
    
        
        
        ResolvablePriceQuantity --> "*" PriceSchedule : priceSchedule
        click PriceSchedule href "../PriceSchedule/"
    

        
      ResolvablePriceQuantity : quantityMultiplier
        
          
    
        
        
        ResolvablePriceQuantity --> "0..1" QuantityMultiplier : quantityMultiplier
        click QuantityMultiplier href "../QuantityMultiplier/"
    

        
      ResolvablePriceQuantity : quantityReference
        
          
    
        
        
        ResolvablePriceQuantity --> "0..1" ResolvablePriceQuantity : quantityReference
        click ResolvablePriceQuantity href "../ResolvablePriceQuantity/"
    

        
      ResolvablePriceQuantity : quantitySchedule
        
          
    
        
        
        ResolvablePriceQuantity --> "0..1" NonNegativeQuantitySchedule : quantitySchedule
        click NonNegativeQuantitySchedule href "../NonNegativeQuantitySchedule/"
    

        
      ResolvablePriceQuantity : reset
        
      ResolvablePriceQuantity : resolvedQuantity
        
          
    
        
        
        ResolvablePriceQuantity --> "0..1" Quantity : resolvedQuantity
        click Quantity href "../Quantity/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
resolvedQuantity	0..1 Quantity	A product’s quantity as a single, non-negative amount	direct
quantitySchedule	0..1 NonNegativeQuantitySchedule	A payout’s quantity specified as a schedule, which may also contain a single …	direct
quantityReference	0..1 ResolvablePriceQuantity	Reference quantity when resolvable quantity is defined as relative to another…	direct
quantityMultiplier	0..1 QuantityMultiplier	Quantity multiplier is specified on top of a reference quantity and is used a…	direct
reset	0..1 Boolean	Whether the quantity is resettable	direct
futureValueNotional	0..1 FutureValueAmount	The future value notional is specific to BRL CDI swaps, and is specified alon…	direct
priceSchedule	* PriceSchedule	A payout’s price specified as a schedule, which may also contain a single val…	direct

Usages

used by	used in	type	used
CommodityPayout	priceQuantity	range	ResolvablePriceQuantity
CreditDefaultPayout	priceQuantity	range	ResolvablePriceQuantity
InterestRatePayout	priceQuantity	range	ResolvablePriceQuantity
PayoutBase	priceQuantity	range	ResolvablePriceQuantity
ResolvablePriceQuantity	quantityReference	range	ResolvablePriceQuantity
AssetPayout	priceQuantity	range	ResolvablePriceQuantity
FixedPricePayout	priceQuantity	range	ResolvablePriceQuantity
OptionPayout	priceQuantity	range	ResolvablePriceQuantity
PerformancePayout	priceQuantity	range	ResolvablePriceQuantity
SettlementPayout	priceQuantity	range	ResolvablePriceQuantity

Comments

• Rosetta condition QuantityMultiplier is not stated in LinkML: if quantityMultiplier exists then quantityReference -> reference 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:ResolvablePriceQuantity
native	common_domain_model:ResolvablePriceQuantity

LinkML Source

Direct

name: ResolvablePriceQuantity
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: 'Generic class to specify the quantity for different payout legs in a
  contractual product, when that quantity can vary across payout legs or across time.
  A resolvable quantity can always be resolved into a single quantity from the quantity
  notation which has a corresponding asset identifier. In addition to the base case,
  where quantity is directly specified as a number as part of the quantity notation,
  the other use cases are: (i) quantity based on some pre-defined schedule (eg amortising
  notional), (ii) quantity based on some pre-defined events (eg resetting cross-currency
  notional), or quantity set as reference to another quantity (eg equity notional
  as no. securities x price).'
comments:
- 'Rosetta condition QuantityMultiplier is not stated in LinkML: if quantityMultiplier
  exists then quantityReference -> reference exists'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  resolvedQuantity:
    name: resolvedQuantity
    description: A product's quantity as a single, non-negative amount. When specified
      as part of a product definition, this quantity attribute would not be set. Instead
      it is specified on the quantity notation along with an asset identifier matching
      this payout's asset identifier. This allows the quantity to be resolved for
      a payout leg, which can then be specified here for convenience during data processing.
      There needs to be at least one resolvable quantity across payout legs of a product
      to define an anchor that other payout quantities can refer to. This attribute
      is ignored when mapping existing FpML messages.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    domain_of:
    - ResolvablePriceQuantity
    range: Quantity
  quantitySchedule:
    name: quantitySchedule
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: address "pointsTo"=PriceQuantity->quantity
    description: 'A payout''s quantity specified as a schedule, which may also contain
      a single value if that quantity is constant. There can only be a single quantity
      schedule applicable to a payout: e.g. the notional for an interest rate leg.
      The quantity must be specified outside of the payout in a PriceQuantity object
      and only referenced inside the payout using an address.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    domain_of:
    - ResolvablePriceQuantity
    range: NonNegativeQuantitySchedule
  quantityReference:
    name: quantityReference
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: Reference quantity when resolvable quantity is defined as relative
      to another (resolvable) quantity. A resolvable quantity needs to contain either
      an absolute quantity or a reference to another (resolvable) quantity. This requirement
      is captured by a choice rule on the class.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    domain_of:
    - ResolvablePriceQuantity
    range: ResolvablePriceQuantity
  quantityMultiplier:
    name: quantityMultiplier
    description: Quantity multiplier is specified on top of a reference quantity and
      is used as a multiplying factor when resolving the quantity. A quantity multiplier
      can only exist when the resolvable quantity specifies a reference quantity.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    domain_of:
    - ResolvablePriceQuantity
    range: QuantityMultiplier
  reset:
    name: reset
    description: Whether the quantity is resettable
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    domain_of:
    - PrimitiveInstruction
    - ResetInstruction
    - ResolvablePriceQuantity
    range: boolean
  futureValueNotional:
    name: futureValueNotional
    description: 'The future value notional is specific to BRL CDI swaps, and is specified
      alongside the notional amount. The value is calculated as follows: Future Value
      Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction).
      The currency should always match that expressed in the notional schedule. The
      value date should match the adjusted termination date.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    domain_of:
    - ResolvablePriceQuantity
    range: FutureValueAmount
  priceSchedule:
    name: priceSchedule
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: address "pointsTo"=PriceQuantity->price
    description: 'A payout''s price specified as a schedule, which may also contain
      a single value if that price is constant. There may be multiple prices specified
      for a single payout: e.g. a floating interest rate leg may specify a spread,
      a cap and/or floor and a multiplier. The price must be specified outside of
      the payout in a PriceQuantity object and only referenced inside the payout using
      an address.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    domain_of:
    - ResolvablePriceQuantity
    range: PriceSchedule
    multivalued: true

Induced

name: ResolvablePriceQuantity
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: 'Generic class to specify the quantity for different payout legs in a
  contractual product, when that quantity can vary across payout legs or across time.
  A resolvable quantity can always be resolved into a single quantity from the quantity
  notation which has a corresponding asset identifier. In addition to the base case,
  where quantity is directly specified as a number as part of the quantity notation,
  the other use cases are: (i) quantity based on some pre-defined schedule (eg amortising
  notional), (ii) quantity based on some pre-defined events (eg resetting cross-currency
  notional), or quantity set as reference to another quantity (eg equity notional
  as no. securities x price).'
comments:
- 'Rosetta condition QuantityMultiplier is not stated in LinkML: if quantityMultiplier
  exists then quantityReference -> reference exists'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  resolvedQuantity:
    name: resolvedQuantity
    description: A product's quantity as a single, non-negative amount. When specified
      as part of a product definition, this quantity attribute would not be set. Instead
      it is specified on the quantity notation along with an asset identifier matching
      this payout's asset identifier. This allows the quantity to be resolved for
      a payout leg, which can then be specified here for convenience during data processing.
      There needs to be at least one resolvable quantity across payout legs of a product
      to define an anchor that other payout quantities can refer to. This attribute
      is ignored when mapping existing FpML messages.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    owner: ResolvablePriceQuantity
    domain_of:
    - ResolvablePriceQuantity
    range: Quantity
  quantitySchedule:
    name: quantitySchedule
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: address "pointsTo"=PriceQuantity->quantity
    description: 'A payout''s quantity specified as a schedule, which may also contain
      a single value if that quantity is constant. There can only be a single quantity
      schedule applicable to a payout: e.g. the notional for an interest rate leg.
      The quantity must be specified outside of the payout in a PriceQuantity object
      and only referenced inside the payout using an address.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    owner: ResolvablePriceQuantity
    domain_of:
    - ResolvablePriceQuantity
    range: NonNegativeQuantitySchedule
  quantityReference:
    name: quantityReference
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: Reference quantity when resolvable quantity is defined as relative
      to another (resolvable) quantity. A resolvable quantity needs to contain either
      an absolute quantity or a reference to another (resolvable) quantity. This requirement
      is captured by a choice rule on the class.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    owner: ResolvablePriceQuantity
    domain_of:
    - ResolvablePriceQuantity
    range: ResolvablePriceQuantity
  quantityMultiplier:
    name: quantityMultiplier
    description: Quantity multiplier is specified on top of a reference quantity and
      is used as a multiplying factor when resolving the quantity. A quantity multiplier
      can only exist when the resolvable quantity specifies a reference quantity.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    owner: ResolvablePriceQuantity
    domain_of:
    - ResolvablePriceQuantity
    range: QuantityMultiplier
  reset:
    name: reset
    description: Whether the quantity is resettable
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    owner: ResolvablePriceQuantity
    domain_of:
    - PrimitiveInstruction
    - ResetInstruction
    - ResolvablePriceQuantity
    range: boolean
  futureValueNotional:
    name: futureValueNotional
    description: 'The future value notional is specific to BRL CDI swaps, and is specified
      alongside the notional amount. The value is calculated as follows: Future Value
      Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction).
      The currency should always match that expressed in the notional schedule. The
      value date should match the adjusted termination date.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    owner: ResolvablePriceQuantity
    domain_of:
    - ResolvablePriceQuantity
    range: FutureValueAmount
  priceSchedule:
    name: priceSchedule
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: address "pointsTo"=PriceQuantity->price
    description: 'A payout''s price specified as a schedule, which may also contain
      a single value if that price is constant. There may be multiple prices specified
      for a single payout: e.g. a floating interest rate leg may specify a spread,
      a cap and/or floor and a multiplier. The price must be specified outside of
      the payout in a PriceQuantity object and only referenced inside the payout using
      an address.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    owner: ResolvablePriceQuantity
    domain_of:
    - ResolvablePriceQuantity
    range: PriceSchedule
    multivalued: true