Class: ValuationSource

A class describing the method for obtaining a settlement rate, specified through either an information source (page), a settlement rate option (fixing) or by using quotes from reference banks.

URI: common_domain_model:ValuationSource

 classDiagram
    class ValuationSource
    click ValuationSource href "../ValuationSource/"
      ValuationSource : dealerOrCCP
        
          
    
        
        
        ValuationSource --> "0..1" AncillaryEntity : dealerOrCCP
        click AncillaryEntity href "../AncillaryEntity/"
    

        
      ValuationSource : informationSource
        
          
    
        
        
        ValuationSource --> "0..1" FxSpotRateSource : informationSource
        click FxSpotRateSource href "../FxSpotRateSource/"
    

        
      ValuationSource : quotedCurrencyPair
        
          
    
        
        
        ValuationSource --> "0..1" QuotedCurrencyPair : quotedCurrencyPair
        click QuotedCurrencyPair href "../QuotedCurrencyPair/"
    

        
      ValuationSource : referenceBanks
        
          
    
        
        
        ValuationSource --> "0..1" ReferenceBanks : referenceBanks
        click ReferenceBanks href "../ReferenceBanks/"
    

        
      ValuationSource : settlementRateOption
        
          
    
        
        
        ValuationSource --> "0..1" AssetSettlementRateOption : settlementRateOption
        click AssetSettlementRateOption href "../AssetSettlementRateOption/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
quotedCurrencyPair	0..1 QuotedCurrencyPair	Defines the two currencies for an FX trade and the quotation relationship bet…	direct
informationSource	0..1 FxSpotRateSource	The information source where a published or displayed market rate will be obt…	direct
settlementRateOption	0..1 AssetSettlementRateOption	The rate option to use for the fixing	direct
referenceBanks	0..1 ReferenceBanks	A container for a set of reference institutions that may be called upon to pr…	direct
dealerOrCCP	0..1 AncillaryEntity	Holds an identifier for the reference entity that is agreed by both parties a…	direct

Expressions & Logic

All Of

The class must satisfy all of:

• AnonymousClassExpression({ ‘description’: ‘InformationSource: An information source must be provided.’, ‘exactly_one_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘informationSource’: SlotDefinition({‘name’: ‘informationSource’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘settlementRateOption’: SlotDefinition({‘name’: ‘settlementRateOption’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘referenceBanks’: SlotDefinition({‘name’: ‘referenceBanks’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘dealerOrCCP’: SlotDefinition({‘name’: ‘dealerOrCCP’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} })] })

Usages

used by	used in	type	used
ValuationMethod	valuationSource	range	ValuationSource

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: ValuationSource
description: A class describing the method for obtaining a settlement rate, specified
  through either an information source (page), a settlement rate option (fixing) or
  by using quotes from reference banks.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  quotedCurrencyPair:
    name: quotedCurrencyPair
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: address "pointsTo"=Observable->Index->ForeignExchangeRateIndex->quotedCurrencyPair
    description: Defines the two currencies for an FX trade and the quotation relationship
      between the two currencies. This attribute was formerly part of 'fxSettlementTerms',
      which is now being harmonised into a common 'CashSettlementTerms' that includes
      a 'ValuationDate'.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    domain_of:
    - ForeignExchangeRateIndex
    - FxRate
    - ValuationSource
    range: QuotedCurrencyPair
  informationSource:
    name: informationSource
    description: The information source where a published or displayed market rate
      will be obtained, e.g. Telerate Page 3750.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    domain_of:
    - CorporateAction
    - ValuationSource
    - ObservationTerms
    - ObservationIdentifier
    range: FxSpotRateSource
  settlementRateOption:
    name: settlementRateOption
    description: The rate option to use for the fixing. Currently only applicable
      to foreign exchange fixing in case of cross-currency settlement.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    domain_of:
    - AssetSettlementRateOption
    - FxSettlementRateSource
    - ValuationSource
    - NonDeliverableSubstitute
    range: AssetSettlementRateOption
  referenceBanks:
    name: referenceBanks
    description: A container for a set of reference institutions that may be called
      upon to provide rate quotations as part of the method to determine the applicable
      cash settlement amount. If institutions are not specified, it is assumed that
      reference institutions will be agreed between the parties on the exercise date,
      or in the case of swap transaction to which mandatory early termination is applicable,
      the cash settlement valuation date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - ValuationSource
    range: ReferenceBanks
  dealerOrCCP:
    name: dealerOrCCP
    description: 'Holds an identifier for the reference entity that is agreed by both
      parties as a basis for cash settlement calculations. This could be a dealer
      from whom quotations are obtained by the calculation agent on the reference
      obligation for purposes of cash settlement in a credit event. ISDA 2003 Term:
      Dealer. This could be the clearing organization (CCP, DCO) to which the trade
      should be cleared, as applicable for cash-settled swaptions.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - ValuationSource
    range: AncillaryEntity
all_of:
- description: 'InformationSource: An information source must be provided.'
  exactly_one_of:
  - slot_conditions:
      informationSource:
        name: informationSource
        value_presence: PRESENT
  - slot_conditions:
      settlementRateOption:
        name: settlementRateOption
        value_presence: PRESENT
  - slot_conditions:
      referenceBanks:
        name: referenceBanks
        value_presence: PRESENT
  - slot_conditions:
      dealerOrCCP:
        name: dealerOrCCP
        value_presence: PRESENT

Induced

name: ValuationSource
description: A class describing the method for obtaining a settlement rate, specified
  through either an information source (page), a settlement rate option (fixing) or
  by using quotes from reference banks.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  quotedCurrencyPair:
    name: quotedCurrencyPair
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: address "pointsTo"=Observable->Index->ForeignExchangeRateIndex->quotedCurrencyPair
    description: Defines the two currencies for an FX trade and the quotation relationship
      between the two currencies. This attribute was formerly part of 'fxSettlementTerms',
      which is now being harmonised into a common 'CashSettlementTerms' that includes
      a 'ValuationDate'.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    owner: ValuationSource
    domain_of:
    - ForeignExchangeRateIndex
    - FxRate
    - ValuationSource
    range: QuotedCurrencyPair
  informationSource:
    name: informationSource
    description: The information source where a published or displayed market rate
      will be obtained, e.g. Telerate Page 3750.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    owner: ValuationSource
    domain_of:
    - CorporateAction
    - ValuationSource
    - ObservationTerms
    - ObservationIdentifier
    range: FxSpotRateSource
  settlementRateOption:
    name: settlementRateOption
    description: The rate option to use for the fixing. Currently only applicable
      to foreign exchange fixing in case of cross-currency settlement.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    owner: ValuationSource
    domain_of:
    - AssetSettlementRateOption
    - FxSettlementRateSource
    - ValuationSource
    - NonDeliverableSubstitute
    range: AssetSettlementRateOption
  referenceBanks:
    name: referenceBanks
    description: A container for a set of reference institutions that may be called
      upon to provide rate quotations as part of the method to determine the applicable
      cash settlement amount. If institutions are not specified, it is assumed that
      reference institutions will be agreed between the parties on the exercise date,
      or in the case of swap transaction to which mandatory early termination is applicable,
      the cash settlement valuation date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: ValuationSource
    domain_of:
    - ValuationSource
    range: ReferenceBanks
  dealerOrCCP:
    name: dealerOrCCP
    description: 'Holds an identifier for the reference entity that is agreed by both
      parties as a basis for cash settlement calculations. This could be a dealer
      from whom quotations are obtained by the calculation agent on the reference
      obligation for purposes of cash settlement in a credit event. ISDA 2003 Term:
      Dealer. This could be the clearing organization (CCP, DCO) to which the trade
      should be cleared, as applicable for cash-settled swaptions.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: ValuationSource
    domain_of:
    - ValuationSource
    range: AncillaryEntity
all_of:
- description: 'InformationSource: An information source must be provided.'
  exactly_one_of:
  - slot_conditions:
      informationSource:
        name: informationSource
        value_presence: PRESENT
  - slot_conditions:
      settlementRateOption:
        name: settlementRateOption
        value_presence: PRESENT
  - slot_conditions:
      referenceBanks:
        name: referenceBanks
        value_presence: PRESENT
  - slot_conditions:
      dealerOrCCP:
        name: dealerOrCCP
        value_presence: PRESENT