Class: TradableProduct

Definition of a product as ready to be traded, i.e. included in an execution or contract, by associating a specific price and quantity to this product plus an (optional) mechanism for any potential future quantity adjustment.

URI: common_domain_model:TradableProduct

 classDiagram
    class TradableProduct
    click TradableProduct href "../TradableProduct/"
      TradableProduct <|-- Trade
        click Trade href "../Trade/"
      
      TradableProduct : adjustment
        
          
    
        
        
        TradableProduct --> "0..1" NotionalAdjustmentEnum : adjustment
        click NotionalAdjustmentEnum href "../NotionalAdjustmentEnum/"
    

        
      TradableProduct : ancillaryParty
        
          
    
        
        
        TradableProduct --> "*" AncillaryParty : ancillaryParty
        click AncillaryParty href "../AncillaryParty/"
    

        
      TradableProduct : counterparty
        
          
    
        
        
        TradableProduct --> "1..*" Counterparty : counterparty
        click Counterparty href "../Counterparty/"
    

        
      TradableProduct : product
        
          
    
        
        
        TradableProduct --> "1" NonTransferableProduct : product
        click NonTransferableProduct href "../NonTransferableProduct/"
    

        
      TradableProduct : tradeLot
        
          
    
        
        
        TradableProduct --> "1..*" TradeLot : tradeLot
        click TradeLot href "../TradeLot/"
    

        
      

Inheritance

• TradableProduct
  • Trade

Slots

Name	Cardinality and Range	Description	Inheritance
product	1 NonTransferableProduct	The underlying product to be included in a contract or execution	direct
tradeLot	1..* TradeLot	Specifies the price, quantity and effective date of each trade lot, when the …	direct
counterparty	1..* Counterparty	Specifies the parties which are the two counterparties to the transaction	direct
ancillaryParty	* AncillaryParty	Specifies the parties with ancillary roles in the transaction	direct
adjustment	0..1 NotionalAdjustmentEnum	Specifies the conditions that govern the adjustment to the quantity of a prod…	direct

Usages

used by	used in	type	used
CounterpartyPosition	positionBase	range	TradableProduct

Comments

• Rosetta condition NotionalAdjustment is not stated in LinkML: if adjustment exists then product -> economicTerms -> payout as PerformancePayout -> returnTerms -> priceReturnTerms exists or product -> economicTerms -> payout as PerformancePayout exists
• Rosetta condition PerformancePayout_ExtraordinaryDividendsParty is not stated in LinkML: if product -> economicTerms -> payout as PerformancePayout -> returnTerms -> dividendReturnTerms -> extraordinaryDividendsParty exists then ancillaryParty -> role contains AncillaryRoleEnum -> ExtraordinaryDividendsParty and if ancillaryParty -> role contains AncillaryRoleEnum -> ExtraordinaryDividendsParty then product -> economicTerms -> payout as PerformancePayout -> returnTerms -> dividendReturnTerms -> extraordinaryDividendsParty exists
• Rosetta condition OptionPayout_PredeterminedClearingOrganizationParty is not stated in LinkML: if product -> economicTerms -> payout as OptionPayout -> settlementTerms -> physicalSettlementTerms -> predeterminedClearingOrganizationParty exists then ancillaryParty -> role contains AncillaryRoleEnum -> PredeterminedClearingOrganizationParty
• Rosetta condition ForwardPayout_PredeterminedClearingOrganizationParty is not stated in LinkML: if product -> economicTerms -> payout as SettlementPayout -> settlementTerms -> physicalSettlementTerms -> predeterminedClearingOrganizationParty exists then ancillaryParty -> role contains AncillaryRoleEnum -> PredeterminedClearingOrganizationParty
• Rosetta condition PredeterminedClearingOrganizationParty is not stated in LinkML: if ancillaryParty -> role contains AncillaryRoleEnum -> PredeterminedClearingOrganizationParty then product -> economicTerms -> payout as SettlementPayout -> settlementTerms -> physicalSettlementTerms -> predeterminedClearingOrganizationParty exists or product -> economicTerms -> payout as OptionPayout -> settlementTerms -> physicalSettlementTerms -> predeterminedClearingOrganizationParty exists
• Rosetta condition ExerciseNoticeReceiverPartyManual is not stated in LinkML: if product -> economicTerms -> payout as OptionPayout -> exerciseTerms -> exerciseProcedure -> manualExercise -> exerciseNotice -> exerciseNoticeReceiver exists then ancillaryParty -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyManual and if ancillaryParty -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyManual then product -> economicTerms -> payout as OptionPayout -> exerciseTerms -> exerciseProcedure -> manualExercise -> exerciseNotice -> exerciseNoticeReceiver exists
• Rosetta condition ExerciseNoticeReceiverPartyOptionalEarlyTermination is not stated in LinkML: if product -> economicTerms -> terminationProvision -> earlyTerminationProvision -> optionalEarlyTermination -> exerciseNotice -> exerciseNoticeReceiver exists then ancillaryParty -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyOptionalEarlyTermination and if ancillaryParty -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyOptionalEarlyTermination then product -> economicTerms -> terminationProvision -> earlyTerminationProvision -> optionalEarlyTermination -> exerciseNotice -> exerciseNoticeReceiver exists
• Rosetta condition ExerciseNoticeReceiverPartyCancelableProvision is not stated in LinkML: if product -> economicTerms -> terminationProvision -> cancelableProvision -> exerciseNotice -> exerciseNoticeReceiver exists then ancillaryParty -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyCancelableProvision and if ancillaryParty -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyCancelableProvision then product -> economicTerms -> terminationProvision -> cancelableProvision -> exerciseNotice -> exerciseNoticeReceiver exists
• Rosetta condition ExerciseNoticeReceiverPartyExtendibleProvision is not stated in LinkML: if product -> economicTerms -> terminationProvision -> extendibleProvision -> exerciseNotice -> exerciseNoticeReceiver exists then ancillaryParty -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyExtendibleProvision and if ancillaryParty -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyExtendibleProvision then product -> economicTerms -> terminationProvision -> extendibleProvision -> exerciseNotice -> exerciseNoticeReceiver exists
• Rosetta condition CalculationAgentIndependent is not stated in LinkML: if product -> economicTerms -> calculationAgent -> calculationAgentParty exists then ancillaryParty -> role contains AncillaryRoleEnum -> CalculationAgentIndependent and if ancillaryParty -> role contains AncillaryRoleEnum -> CalculationAgentIndependent then product -> economicTerms -> calculationAgent -> calculationAgentParty exists
• Rosetta condition CalculationAgentOptionalEarlyTermination is not stated in LinkML: if product -> economicTerms -> terminationProvision -> earlyTerminationProvision -> optionalEarlyTermination -> calculationAgent -> calculationAgentParty exists then ancillaryParty -> role contains AncillaryRoleEnum -> CalculationAgentOptionalEarlyTermination and if ancillaryParty -> role contains AncillaryRoleEnum -> CalculationAgentOptionalEarlyTermination then product -> economicTerms -> terminationProvision -> earlyTerminationProvision -> optionalEarlyTermination -> calculationAgent -> calculationAgentParty exists
• Rosetta condition CalculationAgentMandatoryEarlyTermination is not stated in LinkML: if product -> economicTerms -> terminationProvision -> earlyTerminationProvision -> mandatoryEarlyTermination -> calculationAgent -> calculationAgentParty exists then ancillaryParty -> role contains AncillaryRoleEnum -> CalculationAgentMandatoryEarlyTermination and if ancillaryParty -> role contains AncillaryRoleEnum -> CalculationAgentMandatoryEarlyTermination then product -> economicTerms -> terminationProvision -> earlyTerminationProvision -> mandatoryEarlyTermination -> calculationAgent -> calculationAgentParty exists

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: TradableProduct
description: Definition of a product as ready to be traded, i.e. included in an execution
  or contract, by associating a specific price and quantity to this product plus an
  (optional) mechanism for any potential future quantity adjustment.
comments:
- 'Rosetta condition NotionalAdjustment is not stated in LinkML: if adjustment exists
  then product -> economicTerms -> payout as PerformancePayout -> returnTerms -> priceReturnTerms
  exists or product -> economicTerms -> payout as PerformancePayout exists'
- 'Rosetta condition PerformancePayout_ExtraordinaryDividendsParty is not stated in
  LinkML: if product -> economicTerms -> payout as PerformancePayout -> returnTerms
  -> dividendReturnTerms -> extraordinaryDividendsParty exists then ancillaryParty
  -> role contains AncillaryRoleEnum -> ExtraordinaryDividendsParty and if ancillaryParty
  -> role contains AncillaryRoleEnum -> ExtraordinaryDividendsParty then product ->
  economicTerms -> payout as PerformancePayout -> returnTerms -> dividendReturnTerms
  -> extraordinaryDividendsParty exists'
- 'Rosetta condition OptionPayout_PredeterminedClearingOrganizationParty is not stated
  in LinkML: if product -> economicTerms -> payout as OptionPayout -> settlementTerms
  -> physicalSettlementTerms -> predeterminedClearingOrganizationParty exists then
  ancillaryParty -> role contains AncillaryRoleEnum -> PredeterminedClearingOrganizationParty'
- 'Rosetta condition ForwardPayout_PredeterminedClearingOrganizationParty is not stated
  in LinkML: if product -> economicTerms -> payout as SettlementPayout -> settlementTerms
  -> physicalSettlementTerms -> predeterminedClearingOrganizationParty exists then
  ancillaryParty -> role contains AncillaryRoleEnum -> PredeterminedClearingOrganizationParty'
- 'Rosetta condition PredeterminedClearingOrganizationParty is not stated in LinkML:
  if ancillaryParty -> role contains AncillaryRoleEnum -> PredeterminedClearingOrganizationParty
  then product -> economicTerms -> payout as SettlementPayout -> settlementTerms ->
  physicalSettlementTerms -> predeterminedClearingOrganizationParty exists or product
  -> economicTerms -> payout as OptionPayout -> settlementTerms -> physicalSettlementTerms
  -> predeterminedClearingOrganizationParty exists'
- 'Rosetta condition ExerciseNoticeReceiverPartyManual is not stated in LinkML: if
  product -> economicTerms -> payout as OptionPayout -> exerciseTerms -> exerciseProcedure
  -> manualExercise -> exerciseNotice -> exerciseNoticeReceiver exists then ancillaryParty
  -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyManual and if ancillaryParty
  -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyManual then product
  -> economicTerms -> payout as OptionPayout -> exerciseTerms -> exerciseProcedure
  -> manualExercise -> exerciseNotice -> exerciseNoticeReceiver exists'
- 'Rosetta condition ExerciseNoticeReceiverPartyOptionalEarlyTermination is not stated
  in LinkML: if product -> economicTerms -> terminationProvision -> earlyTerminationProvision
  -> optionalEarlyTermination -> exerciseNotice -> exerciseNoticeReceiver exists then
  ancillaryParty -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyOptionalEarlyTermination
  and if ancillaryParty -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyOptionalEarlyTermination
  then product -> economicTerms -> terminationProvision -> earlyTerminationProvision
  -> optionalEarlyTermination -> exerciseNotice -> exerciseNoticeReceiver exists'
- 'Rosetta condition ExerciseNoticeReceiverPartyCancelableProvision is not stated
  in LinkML: if product -> economicTerms -> terminationProvision -> cancelableProvision
  -> exerciseNotice -> exerciseNoticeReceiver exists then ancillaryParty -> role contains
  AncillaryRoleEnum -> ExerciseNoticeReceiverPartyCancelableProvision and if ancillaryParty
  -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyCancelableProvision
  then product -> economicTerms -> terminationProvision -> cancelableProvision ->
  exerciseNotice -> exerciseNoticeReceiver exists'
- 'Rosetta condition ExerciseNoticeReceiverPartyExtendibleProvision is not stated
  in LinkML: if product -> economicTerms -> terminationProvision -> extendibleProvision
  -> exerciseNotice -> exerciseNoticeReceiver exists then ancillaryParty -> role contains
  AncillaryRoleEnum -> ExerciseNoticeReceiverPartyExtendibleProvision and if ancillaryParty
  -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyExtendibleProvision
  then product -> economicTerms -> terminationProvision -> extendibleProvision ->
  exerciseNotice -> exerciseNoticeReceiver exists'
- 'Rosetta condition CalculationAgentIndependent is not stated in LinkML: if product
  -> economicTerms -> calculationAgent -> calculationAgentParty exists then ancillaryParty
  -> role contains AncillaryRoleEnum -> CalculationAgentIndependent and if ancillaryParty
  -> role contains AncillaryRoleEnum -> CalculationAgentIndependent then product ->
  economicTerms -> calculationAgent -> calculationAgentParty exists'
- 'Rosetta condition CalculationAgentOptionalEarlyTermination is not stated in LinkML:
  if product -> economicTerms -> terminationProvision -> earlyTerminationProvision
  -> optionalEarlyTermination -> calculationAgent -> calculationAgentParty exists
  then ancillaryParty -> role contains AncillaryRoleEnum -> CalculationAgentOptionalEarlyTermination
  and if ancillaryParty -> role contains AncillaryRoleEnum -> CalculationAgentOptionalEarlyTermination
  then product -> economicTerms -> terminationProvision -> earlyTerminationProvision
  -> optionalEarlyTermination -> calculationAgent -> calculationAgentParty exists'
- 'Rosetta condition CalculationAgentMandatoryEarlyTermination is not stated in LinkML:
  if product -> economicTerms -> terminationProvision -> earlyTerminationProvision
  -> mandatoryEarlyTermination -> calculationAgent -> calculationAgentParty exists
  then ancillaryParty -> role contains AncillaryRoleEnum -> CalculationAgentMandatoryEarlyTermination
  and if ancillaryParty -> role contains AncillaryRoleEnum -> CalculationAgentMandatoryEarlyTermination
  then product -> economicTerms -> terminationProvision -> earlyTerminationProvision
  -> mandatoryEarlyTermination -> calculationAgent -> calculationAgentParty exists'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  product:
    name: product
    description: The underlying product to be included in a contract or execution.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    domain_of:
    - ExecutionInstruction
    - TermsChangeInstruction
    - AggregationParameters
    - PositionBase
    - ExcludedProducts
    - TradableProduct
    range: NonTransferableProduct
    required: true
  tradeLot:
    name: tradeLot
    description: Specifies the price, quantity and effective date of each trade lot,
      when the same product may be traded multiple times in different lots with the
      same counterparty. In a trade increase, a new trade lot is added to the list,
      with the corresponding effective date. In a trade decrease, the existing trade
      lot(s) are decreased of the corresponding quantity (and an unwind fee may have
      to be settled). The multiple cardinality and the ability to increase existing
      trades is used for Equity Swaps in particular.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - TradableProduct
    range: TradeLot
    required: true
    multivalued: true
  counterparty:
    name: counterparty
    annotations:
      doc_reference:
        tag: doc_reference
        value: ICMA GMRA namingConvention Party
    description: Specifies the parties which are the two counterparties to the transaction.
      The product is agnostic to the actual parties to the transaction, with the party
      references abstracted away from the product definition and replaced by the counterparty
      enum (e.g. CounterpartyEnum values Party1 or Party2). The counterparty enum
      can then be positioned in the product (e.g. to specify which counterparty is
      the payer, receiver etc) and this counterparties attribute, which is positioned
      outside of the product definition, allows the counterparty enum to be associated
      with an actual party reference.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    domain_of:
    - ExecutionInstruction
    - PartyChangeInstruction
    - AgreementTerms
    - ClauseLibraryClause
    - ClauseLibraryClauseVariant
    - EligibleCollateralSpecification
    - TradableProduct
    range: Counterparty
    required: true
    multivalued: true
    minimum_cardinality: 2
    maximum_cardinality: 2
  ancillaryParty:
    name: ancillaryParty
    description: Specifies the parties with ancillary roles in the transaction. The
      product is agnostic to the actual parties involved in the transaction, with
      the party references abstracted away from the product definition and replaced
      by the AncillaryRoleEnum. The AncillaryRoleEnum can then be positioned in the
      product and this AncillaryParty type, which is positioned outside of the product
      definition, allows the AncillaryRoleEnum to be associated with an actual party
      reference.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    domain_of:
    - AncillaryEntity
    - ExecutionInstruction
    - PartyChangeInstruction
    - TermsChangeInstruction
    - TradableProduct
    range: AncillaryParty
    multivalued: true
  adjustment:
    name: adjustment
    description: 'Specifies the conditions that govern the adjustment to the quantity
      of a product being traded: e.g. execution, portfolio rebalancing etc. It is
      typically used in the context of Equity Swaps.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    domain_of:
    - TermsChangeInstruction
    - TradableProduct
    range: NotionalAdjustmentEnum

Induced

name: TradableProduct
description: Definition of a product as ready to be traded, i.e. included in an execution
  or contract, by associating a specific price and quantity to this product plus an
  (optional) mechanism for any potential future quantity adjustment.
comments:
- 'Rosetta condition NotionalAdjustment is not stated in LinkML: if adjustment exists
  then product -> economicTerms -> payout as PerformancePayout -> returnTerms -> priceReturnTerms
  exists or product -> economicTerms -> payout as PerformancePayout exists'
- 'Rosetta condition PerformancePayout_ExtraordinaryDividendsParty is not stated in
  LinkML: if product -> economicTerms -> payout as PerformancePayout -> returnTerms
  -> dividendReturnTerms -> extraordinaryDividendsParty exists then ancillaryParty
  -> role contains AncillaryRoleEnum -> ExtraordinaryDividendsParty and if ancillaryParty
  -> role contains AncillaryRoleEnum -> ExtraordinaryDividendsParty then product ->
  economicTerms -> payout as PerformancePayout -> returnTerms -> dividendReturnTerms
  -> extraordinaryDividendsParty exists'
- 'Rosetta condition OptionPayout_PredeterminedClearingOrganizationParty is not stated
  in LinkML: if product -> economicTerms -> payout as OptionPayout -> settlementTerms
  -> physicalSettlementTerms -> predeterminedClearingOrganizationParty exists then
  ancillaryParty -> role contains AncillaryRoleEnum -> PredeterminedClearingOrganizationParty'
- 'Rosetta condition ForwardPayout_PredeterminedClearingOrganizationParty is not stated
  in LinkML: if product -> economicTerms -> payout as SettlementPayout -> settlementTerms
  -> physicalSettlementTerms -> predeterminedClearingOrganizationParty exists then
  ancillaryParty -> role contains AncillaryRoleEnum -> PredeterminedClearingOrganizationParty'
- 'Rosetta condition PredeterminedClearingOrganizationParty is not stated in LinkML:
  if ancillaryParty -> role contains AncillaryRoleEnum -> PredeterminedClearingOrganizationParty
  then product -> economicTerms -> payout as SettlementPayout -> settlementTerms ->
  physicalSettlementTerms -> predeterminedClearingOrganizationParty exists or product
  -> economicTerms -> payout as OptionPayout -> settlementTerms -> physicalSettlementTerms
  -> predeterminedClearingOrganizationParty exists'
- 'Rosetta condition ExerciseNoticeReceiverPartyManual is not stated in LinkML: if
  product -> economicTerms -> payout as OptionPayout -> exerciseTerms -> exerciseProcedure
  -> manualExercise -> exerciseNotice -> exerciseNoticeReceiver exists then ancillaryParty
  -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyManual and if ancillaryParty
  -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyManual then product
  -> economicTerms -> payout as OptionPayout -> exerciseTerms -> exerciseProcedure
  -> manualExercise -> exerciseNotice -> exerciseNoticeReceiver exists'
- 'Rosetta condition ExerciseNoticeReceiverPartyOptionalEarlyTermination is not stated
  in LinkML: if product -> economicTerms -> terminationProvision -> earlyTerminationProvision
  -> optionalEarlyTermination -> exerciseNotice -> exerciseNoticeReceiver exists then
  ancillaryParty -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyOptionalEarlyTermination
  and if ancillaryParty -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyOptionalEarlyTermination
  then product -> economicTerms -> terminationProvision -> earlyTerminationProvision
  -> optionalEarlyTermination -> exerciseNotice -> exerciseNoticeReceiver exists'
- 'Rosetta condition ExerciseNoticeReceiverPartyCancelableProvision is not stated
  in LinkML: if product -> economicTerms -> terminationProvision -> cancelableProvision
  -> exerciseNotice -> exerciseNoticeReceiver exists then ancillaryParty -> role contains
  AncillaryRoleEnum -> ExerciseNoticeReceiverPartyCancelableProvision and if ancillaryParty
  -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyCancelableProvision
  then product -> economicTerms -> terminationProvision -> cancelableProvision ->
  exerciseNotice -> exerciseNoticeReceiver exists'
- 'Rosetta condition ExerciseNoticeReceiverPartyExtendibleProvision is not stated
  in LinkML: if product -> economicTerms -> terminationProvision -> extendibleProvision
  -> exerciseNotice -> exerciseNoticeReceiver exists then ancillaryParty -> role contains
  AncillaryRoleEnum -> ExerciseNoticeReceiverPartyExtendibleProvision and if ancillaryParty
  -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyExtendibleProvision
  then product -> economicTerms -> terminationProvision -> extendibleProvision ->
  exerciseNotice -> exerciseNoticeReceiver exists'
- 'Rosetta condition CalculationAgentIndependent is not stated in LinkML: if product
  -> economicTerms -> calculationAgent -> calculationAgentParty exists then ancillaryParty
  -> role contains AncillaryRoleEnum -> CalculationAgentIndependent and if ancillaryParty
  -> role contains AncillaryRoleEnum -> CalculationAgentIndependent then product ->
  economicTerms -> calculationAgent -> calculationAgentParty exists'
- 'Rosetta condition CalculationAgentOptionalEarlyTermination is not stated in LinkML:
  if product -> economicTerms -> terminationProvision -> earlyTerminationProvision
  -> optionalEarlyTermination -> calculationAgent -> calculationAgentParty exists
  then ancillaryParty -> role contains AncillaryRoleEnum -> CalculationAgentOptionalEarlyTermination
  and if ancillaryParty -> role contains AncillaryRoleEnum -> CalculationAgentOptionalEarlyTermination
  then product -> economicTerms -> terminationProvision -> earlyTerminationProvision
  -> optionalEarlyTermination -> calculationAgent -> calculationAgentParty exists'
- 'Rosetta condition CalculationAgentMandatoryEarlyTermination is not stated in LinkML:
  if product -> economicTerms -> terminationProvision -> earlyTerminationProvision
  -> mandatoryEarlyTermination -> calculationAgent -> calculationAgentParty exists
  then ancillaryParty -> role contains AncillaryRoleEnum -> CalculationAgentMandatoryEarlyTermination
  and if ancillaryParty -> role contains AncillaryRoleEnum -> CalculationAgentMandatoryEarlyTermination
  then product -> economicTerms -> terminationProvision -> earlyTerminationProvision
  -> mandatoryEarlyTermination -> calculationAgent -> calculationAgentParty exists'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  product:
    name: product
    description: The underlying product to be included in a contract or execution.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    owner: TradableProduct
    domain_of:
    - ExecutionInstruction
    - TermsChangeInstruction
    - AggregationParameters
    - PositionBase
    - ExcludedProducts
    - TradableProduct
    range: NonTransferableProduct
    required: true
  tradeLot:
    name: tradeLot
    description: Specifies the price, quantity and effective date of each trade lot,
      when the same product may be traded multiple times in different lots with the
      same counterparty. In a trade increase, a new trade lot is added to the list,
      with the corresponding effective date. In a trade decrease, the existing trade
      lot(s) are decreased of the corresponding quantity (and an unwind fee may have
      to be settled). The multiple cardinality and the ability to increase existing
      trades is used for Equity Swaps in particular.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: TradableProduct
    domain_of:
    - TradableProduct
    range: TradeLot
    required: true
    multivalued: true
  counterparty:
    name: counterparty
    annotations:
      doc_reference:
        tag: doc_reference
        value: ICMA GMRA namingConvention Party
    description: Specifies the parties which are the two counterparties to the transaction.
      The product is agnostic to the actual parties to the transaction, with the party
      references abstracted away from the product definition and replaced by the counterparty
      enum (e.g. CounterpartyEnum values Party1 or Party2). The counterparty enum
      can then be positioned in the product (e.g. to specify which counterparty is
      the payer, receiver etc) and this counterparties attribute, which is positioned
      outside of the product definition, allows the counterparty enum to be associated
      with an actual party reference.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    owner: TradableProduct
    domain_of:
    - ExecutionInstruction
    - PartyChangeInstruction
    - AgreementTerms
    - ClauseLibraryClause
    - ClauseLibraryClauseVariant
    - EligibleCollateralSpecification
    - TradableProduct
    range: Counterparty
    required: true
    multivalued: true
    minimum_cardinality: 2
    maximum_cardinality: 2
  ancillaryParty:
    name: ancillaryParty
    description: Specifies the parties with ancillary roles in the transaction. The
      product is agnostic to the actual parties involved in the transaction, with
      the party references abstracted away from the product definition and replaced
      by the AncillaryRoleEnum. The AncillaryRoleEnum can then be positioned in the
      product and this AncillaryParty type, which is positioned outside of the product
      definition, allows the AncillaryRoleEnum to be associated with an actual party
      reference.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    owner: TradableProduct
    domain_of:
    - AncillaryEntity
    - ExecutionInstruction
    - PartyChangeInstruction
    - TermsChangeInstruction
    - TradableProduct
    range: AncillaryParty
    multivalued: true
  adjustment:
    name: adjustment
    description: 'Specifies the conditions that govern the adjustment to the quantity
      of a product being traded: e.g. execution, portfolio rebalancing etc. It is
      typically used in the context of Equity Swaps.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    owner: TradableProduct
    domain_of:
    - TermsChangeInstruction
    - TradableProduct
    range: NotionalAdjustmentEnum