PREFIX common_domain_model:
PREFIX rdf:
PREFIX rdfs:
PREFIX xsd:
common_domain_model:BaseAndEligibleCurrency a rdfs:Class ;
rdfs:comment "The base and eligible currency(ies) for the document as specified by the parties to the agreement." .
common_domain_model:eligibleCurrencyOther a rdf:Property ;
rdfs:comment "Utilised where the clause data structure is not able to capture a material aspect of the clause." ;
rdfs:range xsd:string .
common_domain_model:baseCurrencyTerminationCurrency a rdf:Property ;
rdfs:comment "A flag detailing whether the Base Currency is set to the Termination Currency as defined in the related Master Agreement." ;
rdfs:range xsd:boolean .
common_domain_model:baseCurrency a rdf:Property ;
rdfs:comment "The common agreed currency into which relevant amounts of all collateral arrangements between the parties are converted, or if not an actual currency, the process through which this is determined. Where hardcoded (e.g. under the 1994 ISDA Credit Support Annex (Security Interest NY Law)), the currency that effectively performs this function." , "The base currency as defined in the GMSLA." , "The definitions regarding base currency determinations relating to the GMSLA." ;
rdfs:range common_domain_model:IsoCurrencyCodeEnum , common_domain_model:CurrencyCodeEnum , common_domain_model:BaseCurrency ;
rdfs:subPropertyOf common_domain_model:baseCurrency .
common_domain_model:eligibleCurrency a rdf:Property ;
rdfs:comment "A definition of a currency agreed by the parties, typically to indicate the currencies of eligible cash collateral." ;
rdfs:range common_domain_model:IsoCurrencyCodeEnum .
common_domain_model:eligibleCurrencyInclBaseCurrency a rdf:Property ;
rdfs:comment "A flag detailing whether the Base Currency is included as an Eligible Currency." ;
rdfs:range xsd:boolean .
common_domain_model:baseCurrencyOther a rdf:Property ;
rdfs:comment "Utilised where the clause data structure is not able to capture a material aspect of the clause." ;
rdfs:range xsd:string .
common_domain_model:BillingSummary a rdfs:Class ;
rdfs:comment "Specifies individual summaries within a billing invoice." .
common_domain_model:summaryTransfer a rdf:Property ;
rdfs:comment "The settlement terms for the billing summary" ;
rdfs:range common_domain_model:Transfer .
common_domain_model:summaryAmountType a rdf:Property ;
rdfs:comment "The account level for the billing summary." ;
rdfs:range common_domain_model:RecordAmountTypeEnum .
common_domain_model:DatedValue a rdfs:Class ;
rdfs:comment "Defines a date and value pair. This definition is used for varying rate or amount schedules, e.g. a notional amortisation or a step-up coupon schedule." .
common_domain_model:date a rdf:Property ;
rdfs:comment "The date on which the associated step value becomes effective. This day may be subject to adjustment in accordance with a business day convention." , "Defines whether a date is defined by a certain day of the week or a particular date in the month. If not specified here, then additional language must be used." , "The effective date of the Amendment to Termination Currency when specified as an actual date." , "The date on which the agreement was signed." ;
rdfs:range xsd:date , common_domain_model:ValuationDateDateEnum ;
rdfs:subPropertyOf common_domain_model:date .
common_domain_model:value a rdf:Property ;
rdfs:comment "The rate of amount which becomes effective on the associated step date. A rate of 5% would be represented as 0.05." , "Specifies the value of the measure as a number. Optional because in a measure vector or schedule, this single value may be omitted." , "The value set by the taxonomy that is specific to the className attribute." , "The value according to that taxonomy. Optional as it may not be possible to classify the object in that taxonomy." , "The multiplier value applied to the price of the underlier impacted by a Corporate Action." , "The value assigned to the rating." , "Details how particular types of collateral are valued (other than in respect of a default)." , "The value for this variable." , "The initial rate or amount, as the case may be. An initial rate of 5% would be represented as 0.05." , "Methodology for resolving disputes in respect of the determination of the value of collateral." , "The rate to be applied to the last fixing price, for price accrual calculation purposes. DatedValue may be used for the purpose of representing Price series if such calculation is required for multiple dates." , "The value of the code, e.g. USNY" , "Rating applicable to the party from a given rating agency." ;
rdfs:range xsd:decimal , xsd:string , common_domain_model:TaxonomyValue , common_domain_model:CollateralValueMethod , common_domain_model:ResolutionValue , common_domain_model:PriceSchedule ;
rdfs:subPropertyOf common_domain_model:value .
common_domain_model:ComputedAmount a rdfs:Class ;
rdfs:comment "A class to specify the outcome of a computed amount, for testing purposes." .
common_domain_model:callFunction a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:amount a rdf:Property ;
rdfs:comment "Current value of the outstanding contract" , "The elective amount when expressed as a currency amount. The associated PartyElectiveAmount_amount data rule enforces that the currency amount is actually greater than 0." , "The Minimum Transfer Amount (MTA) applicable to the Rating." , "Specifies the monetary value of the Threshold or the Minimum Transfer Amount (MTA) applicable to collateral transfer obligations." , "The maximum amount to which the difference between the calculations by the valuation agent and disputing party can be split, where Split the Difference is elected." , "The monetary quantity in currency units." , "The amount value applicable to the Threshold." , "Specifies the notional or collateral Independent Amount." ;
rdfs:range xsd:decimal , common_domain_model:Money , xsd:integer ;
rdfs:subPropertyOf common_domain_model:amount .
common_domain_model:currency a rdf:Property ;
rdfs:comment "The currency in which the computed amount is denominated. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes." , "The currency in which the dividend is denominated. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes." , "The currency in which the ISDA SIMM Calculation is denominated, when different from the Base Currency. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes." , "Specifies the currency applicable to the relevant Independent Amount." , "Defines the currency in which the commodity is priced." , "The currency in which the Delivery Amount and Return Amount rounding amounts are specified." , "An explicit specification of the domestic currency. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes." , "Defines the currency to be used as a unit for a price, quantity, or other purpose." , "The currency in which the applicable limit is denominated. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes." , "The currency in which the an amount is denominated. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes." , "Specifies the currency for which the parameters are captured." , "The currency in which the amount schedule is denominated. The currency is specified outside of the actual schedule in order to be applied uniformly to it. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes." , "The currency in which the specified currency is denominated. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes." , "The currency in which an amount is denominated." , "FRO currency - 3 character ISO currrency code" , "The Termination Currency associated with the party that referenced as part of this class. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes." , "The minimum transfer amount currency code." , "The threshold currency code." ;
rdfs:range xsd:string , common_domain_model:IsoCurrencyCodeEnum ;
rdfs:subPropertyOf common_domain_model:currency .
common_domain_model:RateObservation a rdfs:Class ;
rdfs:comment "A class defining parameters associated with an individual observation or fixing. This class forms part of the cashflow representation of a stream." .
common_domain_model:observedRate a rdf:Property ;
rdfs:comment "The actual observed rate before any required rate treatment is applied, e.g. before converting a rate quoted on a discount basis to an equivalent yield. An observed rate of 5% would be represented as 0.05." ;
rdfs:range xsd:decimal .
common_domain_model:resetDate a rdf:Property ;
rdfs:comment "The reset date." , "Specifies the date on which the reset is occuring." , "The day for which the rate is needed (e.g. period beginning or end date)." , "Specifies the date on which the reset occurred." ;
rdfs:range xsd:date ;
rdfs:subPropertyOf common_domain_model:resetDate .
common_domain_model:treatedForecastRate a rdf:Property ;
rdfs:comment "The value representing the forecast rate after applying rate treatment rules. A value of 1% should be represented as 0.01." ;
rdfs:range xsd:decimal .
common_domain_model:observationWeight a rdf:Property ;
rdfs:comment "The number of days weighting to be associated with the rate observation, i.e. the number of days such rate is in effect. This is applicable in the case of a weighted average method of calculation where more than one reset date is established for a single calculation period." ;
rdfs:range xsd:integer .
common_domain_model:rateReference a rdf:Property ;
rdfs:comment "A pointer style reference to a floating rate component defined as part of a stub calculation period amount component. It is only required when it is necessary to distinguish two rate observations for the same fixing date which could occur when linear interpolation of two different rates occurs for a stub calculation period." ;
rdfs:range common_domain_model:RateObservation .
common_domain_model:adjustedFixingDate a rdf:Property ;
rdfs:comment "The adjusted fixing date, i.e. the actual date the rate is observed. The date should already be adjusted for any applicable business day convention." ;
rdfs:range xsd:date .
common_domain_model:treatedRate a rdf:Property ;
rdfs:comment "The observed rate after any required rate treatment is applied. A treated rate of 5% would be represented as 0.05." ;
rdfs:range xsd:decimal .
common_domain_model:forecastRate a rdf:Property ;
rdfs:comment "The value representing the forecast rate used to calculate the forecast future value of the accrual period.A value of 1% should be represented as 0.01." , "A value representing the forecast rate used to calculate the forecast future value of the accrual period. This is a calculated rate determined based on averaging the rates in the rateObservation elements, and incorporates all of the rate treatment and averaging rules. A value of 1% should be represented as 0.01." ;
rdfs:domain common_domain_model:CalculationPeriod ;
rdfs:range xsd:decimal ;
rdfs:subPropertyOf common_domain_model:forecastRate .
common_domain_model:ReturnTermsBase a rdfs:Class ;
rdfs:comment "Contains all common elements in variance, volatility and correlation return Terms." .
common_domain_model:sharePriceDividendAdjustment a rdf:Property ;
rdfs:comment "Indicates whether the price of shares is adjusted for dividends or not." ;
rdfs:range xsd:boolean .
common_domain_model:valuationTerms a rdf:Property ;
rdfs:comment "Contains all non-date valuation information." ;
rdfs:range common_domain_model:ValuationTerms .
common_domain_model:expectedN a rdf:Property ;
rdfs:comment "Expected number of trading days." ;
rdfs:range xsd:integer .
common_domain_model:dividendApplicability a rdf:Property ;
rdfs:comment "The parameters which define whether dividends are applicable" ;
rdfs:range common_domain_model:DividendApplicability .
common_domain_model:equityUnderlierProvisions a rdf:Property ;
rdfs:comment "Contains Equity Underlyer provisions regarding jurisdiction and fallbacks." ;
rdfs:range common_domain_model:EquityUnderlierProvisions .
common_domain_model:initialLevelSource a rdf:Property ;
rdfs:comment "In this context, this is AgreedInitialPrice - a specified Initial Index Level." ;
rdfs:range common_domain_model:DeterminationMethodEnum .
common_domain_model:meanAdjustment a rdf:Property ;
rdfs:comment "Specifies whether Mean Adjustment is applicable or not in the calculation of the Realized Volatility, Variance or Correlation" ;
rdfs:range xsd:boolean .
common_domain_model:annualizationFactor a rdf:Property ;
rdfs:comment "This specifies the numerator of an annualization factor. Frequently this number is equal to the number of observations of prices in a year e.g. 252." ;
rdfs:range xsd:integer .
common_domain_model:performance a rdf:Property ;
rdfs:comment "Performance calculation, in accordance with Part 1 Section 12 of the 2018 ISDA CDM Equity Confirmation for Security Equity Swap, Para 75. 'Equity Performance'. Cumulative performance is used as a notional multiplier factor on both legs of an Equity Swap." ;
rdfs:range xsd:string .
common_domain_model:initialLevel a rdf:Property ;
rdfs:comment "Contract will strike off this initial level. Providing just the initialLevel without initialLevelSource, infers that this is AgreedInitialPrice - a specified Initial Index Level." ;
rdfs:range xsd:decimal .
common_domain_model:IssuerName a rdfs:Class .
common_domain_model:issuerName a rdf:Property ;
rdfs:comment "Specifies the issuing entity name or LEI." ;
rdfs:range common_domain_model:LegalEntity .
common_domain_model:MultipleDebtTypes a rdfs:Class ;
rdfs:comment "Represents a class to specify multiple credit debt types alongside a conditional 'any' or 'all' qualifier." .
common_domain_model:condition a rdf:Property ;
rdfs:comment "An enumerated attribute, to qualify whether All or Any debt type applies." , "An enumerated element, to qualify whether All or Any credit notation applies." ;
rdfs:domain common_domain_model:MultipleDebtTypes ;
rdfs:range common_domain_model:QuantifierEnum ;
rdfs:subPropertyOf common_domain_model:condition .
common_domain_model:debtType a rdf:Property ;
rdfs:comment "The type of debt, e.g. long term debt, deposit, ... FpML doesn't specific a scheme value, hence no enumeration is specified as part of the CDM. At least two debt types much be specified." , "Specifies when there is only one debt type. FpML doesn't specify values in relation to the associated scheme, which is hence not specified as an enumeration as part of the CDM." , "Represents a filter based on the type of bond." , "Identifies the type of debt and selected debt economics." ;
rdfs:range xsd:string , common_domain_model:DebtType ;
rdfs:subPropertyOf common_domain_model:debtType .
common_domain_model:CalculationAndTimingInitialMargin a rdfs:Class ;
rdfs:comment "Specification of the Calculation, Valuation and Timing terms specific to the Initial Margin Credit Support Annex." ;
rdfs:subClassOf common_domain_model:CalculationAndTimingBase .
common_domain_model:bespokeCalculationDate a rdf:Property ;
rdfs:comment "The specification of bespoke Calculation Date terms for the purposes of Initial or Variation Margin by the parties to the agreement." ;
rdfs:range common_domain_model:BespokeCalculationDate .
common_domain_model:cashSettlementDay a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:calculationDateLocation a rdf:Property ;
rdfs:comment "The specified location where the credit exposure will be calculated by the respective parties." ;
rdfs:domain common_domain_model:CalculationAndTimingCollateralTransferAgreement ;
rdfs:range common_domain_model:ValuationCalculationDateLocation ;
rdfs:subPropertyOf common_domain_model:calculationDateLocation .
common_domain_model:calculationAgentTerms a rdf:Property ;
rdfs:comment "Details of the party calculating the value of collateral to be delivered or returned." ;
rdfs:domain common_domain_model:CalculationAndTimingCollateralTransferAgreement ;
rdfs:range common_domain_model:CalculationAgentTerms ;
rdfs:subPropertyOf common_domain_model:calculationAgentTerms .
common_domain_model:notificationTime a rdf:Property ;
rdfs:comment "The time by which a demand for the Transfer of Eligible Credit Support (IM) or Posted Credit Support (IM) needs to be made in order for the transfer to take place in accordance with the Transfer Timing provisions." , "Specifies the time of day that the notification should occur." , "The time on the day of intended settlement by which the borrower must notify the lender that they will be returning the requested security. For the UK, best practice recommends that this would be 30 minutes before the CREST DVP cut-off time i.e. 15:15:00 GMT" , "What is the notification time of the GMSLA?" , "The Notification Time as a time that is qualified as a standard business center." ;
rdfs:range common_domain_model:NotificationTime , xsd:time , common_domain_model:TimeZone , common_domain_model:BusinessCenterTime ;
rdfs:subPropertyOf common_domain_model:notificationTime .
common_domain_model:bespokeCalculationTime a rdf:Property ;
rdfs:comment "Bespoke terms to describe the time as of which such party (or the Calculation Agent (IM) (if applicale)) computes its end of day valuations of derivatives transactions." ;
rdfs:range common_domain_model:BespokeCalculationTime .
common_domain_model:securitiesSettlementDay a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:AdjustableDates a rdfs:Class ;
rdfs:comment "A class for defining a series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the dates." .
common_domain_model:unadjustedDate a rdf:Property ;
rdfs:comment "A date subject to adjustment." , "A date subject to adjustment. While in FpML this date is required, this cardinality constraint has been relaxed as part of the CDM in order to support the FRA representation, which effective and termination dates are specified in FpML as adjusted dates." ;
rdfs:range xsd:date ;
rdfs:subPropertyOf common_domain_model:unadjustedDate .
common_domain_model:dateAdjustments a rdf:Property ;
rdfs:comment "The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business date in the specified business centers." , "The business day adjustment convention when it applies across all the payout components. This specification of the business day convention and financial business centers is used for adjusting any calculation period date if it would otherwise fall on a day that is not a business day in the specified business center." , "Date adjustments for all unadjusted dates in this dividend period." ;
rdfs:range common_domain_model:BusinessDayAdjustments ;
rdfs:subPropertyOf common_domain_model:dateAdjustments .
common_domain_model:adjustedDate a rdf:Property ;
rdfs:comment "The date(s) once the adjustment has been performed. (Note that this date may change if the business center holidays change)." , "The date once the adjustment has been performed. (Note that this date may change if the business center holidays change)." ;
rdfs:domain common_domain_model:AdjustableDates ;
rdfs:range xsd:date ;
rdfs:subPropertyOf common_domain_model:adjustedDate .
common_domain_model:AdditionalRightsEvent a rdfs:Class ;
rdfs:comment "A class to specify the Pledgor/Obligor/Chargor Additional Rights Event election." ;
rdfs:seeAlso , , .
common_domain_model:isApplicable a rdf:Property ;
rdfs:comment "The Pledgor Additional Rights Event election is applicable when True, and not applicable when False." , "The qualification of whether the Amendment to Termination Currency is deemed applicable by the parties (True) or not (False)." , "The Additional Representation is applicable when True, and not applicable when False." , "A boolean flag to represent bespoke amendment to the pre-print definition of Transfer." , "Collateral Access Breach terms are applicable when True and not applicable when False." , "The qualification as to whether the Custodian Event (English Law & New York Law ISDA CSA) or the Collateral Manager Event (Japanese Law ISDA CSA) is applicable." , "Specifies whether Independent Amount is applicable to the elected party. If applicable, 'True', and if not applicable then 'False'." , "The definition of Minimum Transfer Amount in any Other Regulatory CSA will be amended when applicable." , "The qualification of whether the Process Agent is applicable (True) or not applicable (False)." , "Japanese Securities Provisions are applicable when True and Not Applicable when False." , "The determination of whether the One Way Provisions are applicable (true) or not applicable (false)." , "Additional Calculation Date terms are applicable when True and not applicable when False." , "A boolean flag to specify whether bespoke transfer terms are applicable or not." , "The specification of whether the regime is elected as applicable to the party when acting as collateral taker." , "A boolean election to specify whether the Automatic Early Termination provisions of Section 6(a) are applicable (True) or not applicable (False)." , "The Interest Adjustment is applicable when True and not applicable when False." , "The qualification of whether the party elects specific language." , "Indicates whether events that could temporarily or permanently suspend rights to rehypothecate, transfer or substitute collateral are applicable. If applicable,'True'. If not applicable,'False'." , "Identification of whether the representative CTA provisions are applicable (True) or not applicable (False)." , "Boolean that indicates if it has an automaticExercise" , "The qualification of whether the French Law Addendum is deemed applicable by the parties (True) or not (False)." ;
rdfs:range xsd:boolean , common_domain_model:ExceptionEnum ;
rdfs:subPropertyOf common_domain_model:isApplicable .
common_domain_model:qualification a rdf:Property ;
rdfs:comment "The qualification of the Pledgor Additional Rights Event election, when specified." , "The timestamp qualifier is specified through an enumeration because the experience of integrating the DTCC and CME data representations suggests that a wide set of timestamps are currently utilized among service providers, while there is not at present an objective set of criteria that could help suggest a defined set of timestamps as part of the CDM. At some future point, one possible baseline could be developed from the review of the set of timestamps specified across regulatory regimes and regulations (incl. regulations such as high frequency trading). Also, the integration with a further set of implementations and the specification of business workflows such as clearing as part of the CDM development should help confirm the implementation approach in this respect." , "The Custodian Risk or Collateral Manager Risk qualification." ;
rdfs:range xsd:string , common_domain_model:EventTimestampQualificationEnum ;
rdfs:subPropertyOf common_domain_model:qualification .
common_domain_model:Money a rdfs:Class ;
rdfs:comment "Defines a monetary amount in a specified currency." ;
rdfs:subClassOf common_domain_model:Quantity .
common_domain_model:datedValue a rdf:Property ;
rdfs:comment "A schedule of step date and value pairs. On each step date the associated step value becomes effective. The step dates are used to order the steps by ascending order. This attribute is optional so the data type may be used to define a schedule with a single value." , "The schedule of step date and value pairs. On each step date the associated step value becomes effective. A list of steps may be ordered in the document by ascending step date. An FpML document containing an unordered list of steps is still regarded as a conformant document." ;
rdfs:domain common_domain_model:Schedule ;
rdfs:range common_domain_model:DatedValue ;
rdfs:subPropertyOf common_domain_model:datedValue .
common_domain_model:multiplier a rdf:Property ;
rdfs:comment "Defines an optional number that the quantity should be multiplied by to derive a total quantity. This number is associated to a unit. For example in the case of the Coal (API2) CIF ARA (ARGUS-McCloskey) Futures Contract on the CME, where the unit would be contracts, the multiplier value would 1,000 and the mulitiplier unit would be 1,000 MT (Metric Tons)." , "floating rate multiplier." ;
rdfs:domain common_domain_model:FloatingRateProcessingParameters ;
rdfs:range common_domain_model:Measure , xsd:decimal ;
rdfs:subPropertyOf common_domain_model:multiplier .
common_domain_model:frequency a rdf:Property ;
rdfs:comment "Defines the frequency to be used when defining a quantity. For example a quantity may be specified as a number of barrels of oil per day, which needs multiplying by the number of days in the relevant period to get the total quantity as a number of barrels." , "Defines the regularity of the date specified for the Valuation Date." ;
rdfs:domain common_domain_model:CSAValuationDate ;
rdfs:range common_domain_model:Frequency , common_domain_model:ValuationDateFrequencyEnum ;
rdfs:subPropertyOf common_domain_model:frequency .
common_domain_model:unit a rdf:Property ;
rdfs:comment "Qualifies the unit by which the amount is measured. Optional because a measure may be unit-less (e.g. when representing a ratio between amounts in the same unit)." ;
rdfs:range common_domain_model:UnitType , xsd:string ;
rdfs:subPropertyOf common_domain_model:unit .
common_domain_model:LegalEntity a rdfs:Class ;
rdfs:comment "A class to specify a legal entity, with a required name and an optional entity identifier (such as the LEI)." .
common_domain_model:name a rdf:Property ;
rdfs:comment "The legal entity name." , "Specifies the taxonomy value as a simple string, which may be associated to an external scheme." , "Optional textual description of the variant." , "The name of the Rating Agency." , "A description of the Index." , "The name of the resource. It is specified as a NormalizedString in FpML." , "A name used to describe the organizational unit" , "The name of the variable." , "Optional textual description of the clause." , "The name of the additional termination event." , "The party name." , "The relevant rating agency." ;
rdfs:range xsd:string , common_domain_model:CreditRatingAgencyEnum ;
rdfs:subPropertyOf common_domain_model:name .
common_domain_model:entityIdentifier a rdf:Property ;
rdfs:comment "A legal entity identifier with a source (e.g. RED entity code)." ;
rdfs:range common_domain_model:EntityIdentifier .
common_domain_model:CustomisedWorkflow a rdfs:Class ;
rdfs:comment "In its initial iteration, this class is meant to support the DTCC TIW workflow information." .
common_domain_model:itemName a rdf:Property ;
rdfs:comment "In this initial iteration, this corresponds to the DTCC TIW element name." ;
rdfs:range xsd:string .
common_domain_model:itemValue a rdf:Property ;
rdfs:comment "In this initial iteration, this corresponds to the DTCC value." ;
rdfs:range xsd:string .
common_domain_model:CommodityPayout a rdfs:Class ;
rdfs:comment "Payout based on the averaged price of a referenced underlier. (e.g. Commodities). Can represent both average (average of many) & bullet (average of 1) pricing" ;
rdfs:subClassOf common_domain_model:PayoutBase .
common_domain_model:paymentDates a rdf:Property ;
rdfs:comment "Defines the payment date schedule, as defined by the parameters that are needed to specify it, either in a parametric way or by reference to another schedule of dates (e.g. the valuation dates)." , "Specifies the parameters to generate the payment date schedule, either through a parametric representation or by reference to specified dates." , "The payment date schedule, as defined by the parameters that are needed to specify it, either in a parametric way or by reference to another schedule of dates (e.g. the reset dates)." ;
rdfs:domain common_domain_model:PayoutBase ;
rdfs:range common_domain_model:PaymentDates ;
rdfs:subPropertyOf common_domain_model:paymentDates .
common_domain_model:averagingFeature a rdf:Property ;
rdfs:comment "Indicates if the averaging calculation, when applicable, is weighted or unweighted." , "Defines an option feature in which an average market observation price is determined on valuation and compared to the strike to determine a settlement amount." ;
rdfs:domain common_domain_model:OptionFeature ;
rdfs:range common_domain_model:AveragingCalculation , common_domain_model:AveragingFeature ;
rdfs:subPropertyOf common_domain_model:averagingFeature .
common_domain_model:settlementTerms a rdf:Property ;
rdfs:comment "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." , "Per Part 1 Section 8, 'Settlement', of the 2018 ISDA CDM Equity Confirmation for Security Equity Swap." ;
rdfs:domain common_domain_model:PayoutBase ;
rdfs:range common_domain_model:SettlementTerms ;
rdfs:subPropertyOf common_domain_model:settlementTerms .
common_domain_model:commodityPriceReturnTerms a rdf:Property ;
rdfs:comment "Defines parameters in which the commodity price is assessed." ;
rdfs:range common_domain_model:CommodityPriceReturnTerms .
common_domain_model:principalPayment a rdf:Property ;
rdfs:comment "The specification of the principal exchange. Optional as only applicable in the case of cross-currency or zero-coupon swaps with a final payment." ;
rdfs:range common_domain_model:PrincipalPayments .
common_domain_model:delivery a rdf:Property ;
rdfs:comment "Contains the information relative to the delivery of the asset." ;
rdfs:range common_domain_model:AssetDeliveryInformation .
common_domain_model:payerReceiver a rdf:Property ;
rdfs:comment "Canonical representation of the payer and receiver parties applicable to each payout leg." , "Specifies the parties responsible for making and receiving payments defined by this structure." , "Represents the parties to the transfer and their role." , "Canonical representation of the payer and receiver parties applicable to each individual return leg." , "Specifies who pays / receives the asset flow, through a normalised Party1 / Party2 enumerator." , "This attribute doesn't exist as part of the FpML construct, which makes use of the PayerReceiver.model group." , "Specifies each of the parties in the collateral balance and its perspective with regards to the direction of the collateral balance, posted or received." , "This attribute doesn't exists in the FpML construct, which makes use of the PayerReceiver.model group." ;
rdfs:range common_domain_model:PayerReceiver , common_domain_model:PartyReferencePayerReceiver ;
rdfs:subPropertyOf common_domain_model:payerReceiver .
common_domain_model:schedule a rdf:Property ;
rdfs:comment "Allows the full representation of a payout by defining a set of schedule periods. It supports standard schedule customization by expressing all the dates, quantities, and pricing data in a non-parametric way." , "A derivative schedule." , "A schedule for generating averaging observation dates." ;
rdfs:range common_domain_model:CalculationSchedule , common_domain_model:AveragingSchedule ;
rdfs:subPropertyOf common_domain_model:schedule .
common_domain_model:underlier a rdf:Property ;
rdfs:comment "Identifies the underlying product that is referenced for pricing of the applicable leg in a swap. Referenced in the '2018 ISDA CDM Equity Confirmation for Security Equity Swap' as Security." , "Identifies the underlying product that is referenced for pricing of the applicable leg in a swap. Referenced in the '2018 ISDA CDM Equity Confirmation for Security Equity Swap' as Security." , "Specifies the Purchased Asset, usually a Security." , "The financial product underlying the option, which can be of any type including an Asset, Basket, Index or a NonTransferableProduct." , "Defines the product that is the subject of a tradable product definition, an underlying product definition, a physical exercise, a position, or other purposes." , "The underlier impacted by the corporate action." , "The underlying financial product that will be physically or cash settled, which can be of any type, eg an asset such as cash or a security, or the cash settlement of an index rate." ;
rdfs:range common_domain_model:Underlier , common_domain_model:Asset , common_domain_model:Observable ;
rdfs:subPropertyOf common_domain_model:underlier .
common_domain_model:fxFeature a rdf:Property ;
rdfs:comment "Defines quanto or composite FX features that are included in the swap leg." , "Describes a quanto or composite FX feature." ;
rdfs:range common_domain_model:FxFeature ;
rdfs:subPropertyOf common_domain_model:fxFeature .
common_domain_model:priceQuantity a rdf:Property ;
rdfs:comment "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)." , "Position with many price quantities." , "Specifies the settlement characteristics of a trade lot: price, quantity, observable (optionally) and the settlement terms. This attribute has a multiple cardinality to allow to specify the price, quantity and observable of different legs in a single, composite product (e.g. a Swap)." , "Defines the prices (e.g. spread, equity price, FX rate), quantities (e.g. currency amount, no. shares) and settlement terms (e.g. initial fee, broker fee, up-front cds payment or option premium settlement) associated with the constituents of the transacted product." , "Specifies both new floating rate index and spread adjustment for each leg to be updated. The spread adjustment accounts for the difference between the old floating rate index relative to the new one. This spread amount is added to the existing spread to determine the new spread, which is applied from the specified effective date forward. In the case of the IBOR Fallback Rate Adjustments, the adjustment spread (also known as the Fallback Adjustment) accounts for two distinctions: i) the fact that the replacement Risk-Free Rate is an overnight rate while IBORs have term structures (e.g., 1, 3, 6-month LIBOR); and (ii) the historical spread differential between IBORs and their term equivalent Overnight Risk-Free Rate compounded rates." ;
rdfs:range common_domain_model:ResolvablePriceQuantity , common_domain_model:PriceQuantity ;
rdfs:subPropertyOf common_domain_model:priceQuantity .
common_domain_model:pricingDates a rdf:Property ;
rdfs:comment "Specifies specific dates or parametric rules for the dates on which the price will be determined." ;
rdfs:range common_domain_model:PricingDates .
common_domain_model:calculationPeriodDates a rdf:Property ;
rdfs:comment "Defines the calculation period dates schedule." , "The parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods." , "Defines parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods. A calculation period schedule consists of an optional initial stub calculation period, one or more regular calculation periods and an optional final stub calculation period. In the absence of any initial or final stub calculation periods, the regular part of the calculation period schedule is assumed to be between the effective date and the termination date. No implicit stubs are allowed, i.e. stubs must be explicitly specified using an appropriate combination of firstPeriodStartDate, firstRegularPeriodStartDate and lastRegularPeriodEndDate." ;
rdfs:range common_domain_model:CalculationPeriodDates ;
rdfs:subPropertyOf common_domain_model:calculationPeriodDates .
common_domain_model:AnyDirectionRating a rdfs:Class ;
rdfs:comment "Used to combine two or more Ratings and associated direction using OR logic." .
common_domain_model:anyDirectionRating a rdf:Property ;
rdfs:range common_domain_model:DirectionRatingSet .
common_domain_model:SimmException a rdfs:Class ;
rdfs:comment "A class to specify the SIMM exception to the regulatory regime clause." ;
rdfs:seeAlso .
common_domain_model:standardisedException a rdf:Property ;
rdfs:comment "The Standard Initial Margin Model exception when specified by the party according to one of the enumerated values." ;
rdfs:range common_domain_model:ExceptionEnum .
common_domain_model:simmExceptionApplicable a rdf:Property ;
rdfs:comment "The Standard Initial Margin model exception approach applicable when specified by the party according to one of the enumerated values." ;
rdfs:range common_domain_model:SimmExceptionApplicableEnum .
common_domain_model:asSpecified a rdf:Property ;
rdfs:comment "The Standard Initial Margin Model exception when specified as a customized approach by the party." , "The SIMM version exception when specified as a customized approach by the party." , "The bespoke party specific Regime term elections applicable when specified." ;
rdfs:range xsd:string ;
rdfs:subPropertyOf common_domain_model:asSpecified .
common_domain_model:Term a rdfs:Class .
common_domain_model:val a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:GovernmentalAuthorityDefault a rdfs:Class ;
rdfs:seeAlso .
common_domain_model:escrowArrangement a rdf:Property ;
rdfs:comment "Refers to the segregation deposit procedure parties may want to commmit into during the time a Disruption Event is effective" ;
rdfs:range common_domain_model:EscrowArrangement ;
rdfs:subPropertyOf common_domain_model:escrowArrangement .
common_domain_model:governmentalAuthorityDefaultIsApplicable a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:localSubstituteProvisionType a rdf:Property ;
rdfs:range common_domain_model:FxSubstitutionProvisionTypeEnum .
common_domain_model:specifiedValue a rdf:Property ;
rdfs:range common_domain_model:SpecifiedValueEnum .
common_domain_model:maximumDaysOfDisruption a rdf:Property ;
rdfs:comment "Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption." ;
rdfs:range common_domain_model:ValuationPostponement ;
rdfs:subPropertyOf common_domain_model:maximumDaysOfDisruption .
common_domain_model:CalculationPeriodFrequency a rdfs:Class ;
rdfs:comment "A class to specify the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and their roll date convention." ;
rdfs:subClassOf common_domain_model:Frequency .
common_domain_model:periodMultiplier a rdf:Property ;
rdfs:comment "A time period multiplier, e.g. 1, 2, or 3. If the period value is T (Term) then period multiplier must contain the value 1." , "A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days." ;
rdfs:range xsd:integer ;
rdfs:subPropertyOf common_domain_model:periodMultiplier .
common_domain_model:period a rdf:Property ;
rdfs:comment "A time period, e.g. a day, week, month, year or term of the stream." , "A time period, e.g. a day, week, month or year of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day)." , "Specifies the time period at which calculation is performed, e.g. 1 month." , "Represents the period of the equities average trading volume on the exchange/s." , "Specifies the period is to be used as the bound, e.g. 5Y." ;
rdfs:range common_domain_model:PeriodExtendedEnum , common_domain_model:PeriodEnum , common_domain_model:PeriodTimeEnum , common_domain_model:Period ;
rdfs:subPropertyOf common_domain_model:period .
common_domain_model:rollConvention a rdf:Property ;
rdfs:comment "The roll convention specifies the period term as part of a periodic schedule, i.e. the calculation period end date within the regular part of the calculation period. The value could be a rule, e.g. IMM Settlement Dates, which is the 3rd Wednesday of the month, or it could be a specific day of the month, such as the first day of the applicable month. It is used in conjunction with a frequency and the regular period start date of a calculation period." ;
rdfs:range common_domain_model:RollConventionEnum .
common_domain_model:balanceOfFirstPeriod a rdf:Property ;
rdfs:comment "Indicates, when true, that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g. Jan 15 - Jan 31 if the calculation periods are one month long and Effective Date is Jan 15. If false, the first Calculation Period should run from the Effective Date for one whole period, e.g. Jan 15 to Feb 14 if the calculation periods are one month long and Effective Date is Jan 15. Mostly used in Commmodity Swaps." ;
rdfs:range xsd:boolean .
common_domain_model:TaxonomyValue a rdfs:Class ;
rdfs:comment "Defines a taxonomy value as either a simple string or a more granular expression with class names and values for each class." .
common_domain_model:classification a rdf:Property ;
rdfs:comment "Specifies the taxonomy value as a set of class names and values for each class." ;
rdfs:range common_domain_model:TaxonomyClassification .
common_domain_model:SubstitutedRegime a rdfs:Class ;
rdfs:comment "A class to specify each party's election with respect to the Substituted Regimes that will be applicable..." .
common_domain_model:regime a rdf:Property ;
rdfs:comment "The applicable regulatory regime, as specified through an enumeration." , "The Regime Table provision , which determines the regulatory regime(s) applicable to each of the parties to the agreement." ;
rdfs:range common_domain_model:RegulatoryRegimeEnum , common_domain_model:Regime ;
rdfs:subPropertyOf common_domain_model:regime .
common_domain_model:additionalRegime a rdf:Property ;
rdfs:comment "The additional regulatory regime as specified by the parties." ;
rdfs:range xsd:string .
common_domain_model:regimeTerms a rdf:Property ;
rdfs:comment "Specifies the applicability of the Substituted Regime as denoted in the Substituted Regime Table as part of certain legal agreements, such as the ISDA 2016 and 2018 CSA for Initial Margin." , "A class that is used by the ApplicableRegime and the AdditionalRegime classes to specify the terms that are specific to each party and regime which are referred to in the Regime Table as part of certain legal agreements, such as the ISDA 2016 and 2018 CSA for Initial Margin." ;
rdfs:domain common_domain_model:SubstitutedRegime ;
rdfs:range common_domain_model:SubstitutedRegimeTerms , common_domain_model:RegimeTerms ;
rdfs:subPropertyOf common_domain_model:regimeTerms .
common_domain_model:LoanParticipation a rdfs:Class ;
rdfs:comment "A class to specify loan with a participation agreement whereby the buyer is capable of creating, or procuring the creation of, a contractual right in favour of the seller that provides the seller with recourse to the participation seller for a specified share in any payments due under the relevant loan which are received by the participation seller. ISDA 2003 Term: Direct Loan Participation." ;
rdfs:subClassOf common_domain_model:PCDeliverableObligationCharac .
common_domain_model:applicable a rdf:Property ;
rdfs:comment "Indicates whether the provision is applicable." , "Indicates whether the volatility cap is applicable in accordance with the ISDA 2011 Equity Derivatives Definitions. Setting the element 'applicable' to 'False' - means No Volatility Cap and no 'totalVolatilityCap' or 'volatilityCapFactor' should be provided. Setting the element 'applicable' to 'True' - means Volatility Cap election, then 'totalVolatilityCap' or 'volatilityCapFactor' should be provided, otherwise it defaults to volatilityCapFactor=2.5." , "Indicates whether the grace period extension provision is applicable." , "Indicates whether the restructuring provision is applicable." , "Indicates whether the failure to pay provision is applicable." , "Indicates whether the Not Domestic Currency provision is applicable." , "Defines if the clause is applicable to this agreement or any other exceptions." , "Indicates whether the specified currency provision is applicable." ;
rdfs:range xsd:boolean ;
rdfs:subPropertyOf common_domain_model:applicable .
common_domain_model:partialCashSettlement a rdf:Property ;
rdfs:comment "Specifies whether either 'Partial Cash Settlement of Assignable Loans', 'Partial Cash Settlement of Consent Required Loans' or 'Partial Cash Settlement of Participations' is applicable. If this element is specified and Assignable Loan is a Deliverable Obligation Characteristic, any Assignable Loan that is deliverable, but where a non-receipt of Consent by the Physical Settlement Date has occurred, the Loan can be cash settled rather than physically delivered. If this element is specified and Consent Required Loan is a Deliverable Obligation Characteristic, any Consent Required Loan that is deliverable, but where a non-receipt of Consent by the Physical Settlement Date has occurred, the Loan can be cash settled rather than physically delivered. If this element is specified and Direct Loan Participation is a Deliverable Obligation Characteristic, any Participation that is deliverable, but where this participation has not been effected (has not come into effect) by the Physical Settlement Date, the participation can be cash settled rather than physically delivered." ;
rdfs:range xsd:boolean .
common_domain_model:qualifyingParticipationSeller a rdf:Property ;
rdfs:comment "If Direct Loan Participation is specified as a deliverable obligation characteristic, this specifies any requirements for the Qualifying Participation Seller. The requirements may be listed free-form. ISDA 2003 Term: Qualifying Participation Seller." ;
rdfs:range xsd:string .
common_domain_model:OptionFeature a rdfs:Class ;
rdfs:comment "Defines additional optional features that can be included in an option contract." .
common_domain_model:barrier a rdf:Property ;
rdfs:comment "Specifies a barrier feature." ;
rdfs:range common_domain_model:Barrier .
common_domain_model:strategyFeature a rdf:Property ;
rdfs:comment "Defines a simple strategy feature." ;
rdfs:range common_domain_model:StrategyFeature .
common_domain_model:passThrough a rdf:Property ;
rdfs:comment "Specifies the rules for pass-through payments from the underlier, such as dividends." ;
rdfs:range common_domain_model:PassThrough .
common_domain_model:AdditionalObligations a rdfs:Class ;
rdfs:comment "The election of party specific additional obligations applicable to the agreement." .
common_domain_model:party a rdf:Property ;
rdfs:comment "The party that the additional obligations apply to." , "The elective party." , "Specification of which party calculating the value of collateral to be delivered or returned." , "The party acting as the Single Posting Party." , "Reference to the Party who is approving/rejecting this workflow step" , "The party which the SIMM Calculation Currency qualification applies to." , "Defines all parties involved for the list of inventory records in this set of inventory. For example, when used to describe securities lending availability, this could hold the sender of the availability, the intended recipient, the beneficial owner(s), the lender (which may differ from the sender as the lender may have the same piece of availability going through multiple agents), an agent or a venue." , "Identifies the Party making the election." , "The party to which the threshold applies." , "Represents the parties to the trade. The cardinality is optional to address the case where the trade is defined within a BusinessEvent data type, in which case the party is specified in BusinessEvent." , "Represents the parties to the margin call. The cardinality is optional to address the case where both parties of the event are specified and a third party if applicable." , "The elective party to which the Security Interest for Obligations is applicable." , "The parties associated with the specification." , "Identifies the party making the election." , "The specification of the event parties. This attribute is optional, as not applicable to certain events (e.g. most of the observations)." , "The specified party." , "The party to which the election applies." , "The party which is specified as Calculation Agent for Initial Margin." , "Specifies the party to the umbrella agreement" , "Specifies the underlying parties to the agreement that either act as legal parties to the agreement or represent legal constructs that are managed by a party to the agreement but do not represent a Legal Entity as of themselves." , "Specifies whether the debt security is redeemed at the election of the Issuer/Holder." , "The party for which the regime terms are being specified when acting as collateral taker." , "The party for which the Automatic Early Termination provisions are being specified." , "The parties involved in the position, including the Clearing Organization." , "To aggregate based on a selection of party(ies) / legal entity(ies)." , "The party that is acting as the Pledgor/Obligor/Chargor/Security Provider." , "The party to which the minimum transfer amount applies." , "Specifies the party providing the security." , "Identification of the represented party." , "The party to which the elections apply." ;
rdfs:range common_domain_model:CounterpartyRoleEnum , common_domain_model:Party , common_domain_model:CalculationValuationAgentPartyEnum , common_domain_model:UmbrellaAgreementParty , common_domain_model:RedemptionPartyEnum ;
rdfs:subPropertyOf common_domain_model:party .
common_domain_model:additionalObligations a rdf:Property ;
rdfs:comment "The party specific additional obligations applicable to the agreement." , "The party specific additional obligations applicable to the document." ;
rdfs:domain common_domain_model:CoveredTransactions ;
rdfs:range xsd:string , common_domain_model:AdditionalObligations ;
rdfs:subPropertyOf common_domain_model:additionalObligations .
common_domain_model:ControlAgreement a rdfs:Class ;
rdfs:comment "A class to specify the relationship between the Control Agreement and the Credit Support Agreement." .
common_domain_model:partyElection a rdf:Property ;
rdfs:comment "The party specific elections." , "The parties' Amendment Currency election." , "The party specific election for the threshold clause." , "The parties' SIMM Calculation Currency election." , "A qualification as to whether the Additional Representation is applicable." , "The party specific elections for the Minimum Transfer Amount clause." , "Party specific elections for Sensitivity Methodology for Equity and Commodities." , "The specification of the collateral posting obligations for the security provider party(ies)." , "Specifies different termination currencies to apply depending on which party or parties are the Defaulting Party Affected Party(ies)." , "The specification of the collateral posting obligations for the security provider party(ies)" , "The parties' contact information election." , "The parties' calculation date location election." , "The parties' elections for the holding and using of posted collateral." , "Party specific elections for substitution of posted collateral." , "The party election specific to the Automatic Early Termination Clause." , "The parties' Collateral Management Agreement election." , "The parties' contact and transfer information election." , "The party specific elections for the Independent Amount clause." , "The specified events of default elections for the respective parties signing the GMSLA." , "The parties' Process Agent election." , "Defines the electice scope for a specific party." , "The parties' Recalculation of Value terms." , "The parties French Law Addendum Elections." ;
rdfs:range common_domain_model:ControlAgreementElections , common_domain_model:TerminationCurrencyElection , common_domain_model:ThresholdElection , common_domain_model:CalculationCurrencyElection , common_domain_model:SecurityProviderRightsEventElection , common_domain_model:MinimumTransferAmountElection , common_domain_model:SensitivityMethodologiesPartyElection , common_domain_model:PostingObligationsElection , common_domain_model:CustodianRiskElection , common_domain_model:PartyTerminationCurrencySelection , common_domain_model:AdditionalRepresentationElection , common_domain_model:EligibleCollateralElection , common_domain_model:NoticeInformationElection , common_domain_model:ValuationCalculationDateLocationElection , common_domain_model:HoldingAndUsingPostedCollateralElection , common_domain_model:SubstitutionPartyElection , common_domain_model:AutomaticEarlyTerminationElection , common_domain_model:CollateralManagementAgreementElection , common_domain_model:TransferInformationElection , common_domain_model:LegacyIndependentAmountParty , common_domain_model:EventsOfDefaultElection , common_domain_model:SpecifiedOrAccessConditionPartyElection , common_domain_model:ProcessAgentElection , common_domain_model:LegacyExposureScopeElection , common_domain_model:CustodianElection , common_domain_model:RecalculationOfValueElection , common_domain_model:FrenchLawAddendumElection ;
rdfs:subPropertyOf common_domain_model:partyElection .
common_domain_model:TerminationCurrencyAmendment a rdfs:Class ;
rdfs:comment "A class to specify the Amendment to Termination Currency elections by the parties to the agreement." ;
rdfs:seeAlso .
common_domain_model:effectiveDate a rdf:Property ;
rdfs:comment "The effective date of the Amendment to Termination Currency. This date can be specified as either an actual date, a specific date (e.g. the annex date) or as a custom provision." , "The date on which the event contractually takes effect, when different from the event date." , "The effective date of the Amendment to Termination Currency." , "The first day of the terms of the trade. This day may be subject to adjustment in accordance with a business day convention." , "The effective date if cancelation is invoked otherwise the cancellation period defines the cancellation date." , "Specifies the date at which the price and quantity become effective. This day may be subject to adjustment in accordance with a business day convention, or could be specified as relative to a trade date, for instance. Optional cardinality, as the effective date is usually specified in the product definition, so it may only need to be specified as part of the PriceQuantity in an increase/decrease scenario for an existing trade." , "The date the fallback rate takes effect." , "The effective date of the stock split, also known as the ex-date. This is the date on which the additional shares are paid to the shareholders, or in the case of a reverse stock split, the number shares held by each shareholder is proportionally reduced. Equity derivative transactions can be amended in firms' internal systems on such date. In most markets, the listed stock price is reduced (or increased for a reverse stock split) to account for the split on the same date, but in some markets the price adjustment occurs on a later date. In either case, equity derivative transactions should be amended on the date that the stocks are paid to the shareholders (or consolidated)." , "Specifies the effective date of the index transition event. This is first date on which the floating rate calculation will use the new floating rate index and adjusted spread in the floating rate calculation." , "When the code became/becomes effective" , "The date on which, or as of which, the agreement is effective, if different from the agreement date. It is expected that it will most often correspond to the agreement date, although there could be situations where the parties will explicitly agree on a distinct effective date." , "The date on which the closing event contractually takes effect, when different from the activity date. When an explicit event effective date attribute is associated with the closing event, it will be that date. In the case of a cancellation event, it will be the date on which the cancelled event took place." ;
rdfs:range common_domain_model:AmendmentEffectiveDate , xsd:date , common_domain_model:AdjustableOrRelativeDate , common_domain_model:AdjustableOrRelativeDates ;
rdfs:subPropertyOf common_domain_model:effectiveDate .
common_domain_model:CreditSupportDocumentElection a rdfs:Class ;
rdfs:comment "The party election of Credit Support Provider(s), if any." .
common_domain_model:creditSupportDocumentTerms a rdf:Property ;
rdfs:comment "Specification of the Credit Support Document terms." ;
rdfs:range common_domain_model:CreditSupportDocumentTermsEnum .
common_domain_model:creditSupportDocument a rdf:Property ;
rdfs:comment "The specified Credit Support Document(s), if any." , "Identification of party specific Credit Support Documents applicable to the document." ;
rdfs:domain common_domain_model:MasterAgreement ;
rdfs:range common_domain_model:LegalAgreement , common_domain_model:CreditSupportDocument ;
rdfs:subPropertyOf common_domain_model:creditSupportDocument .
common_domain_model:creditSupportDocumentTypes a rdf:Property ;
rdfs:comment "If a Credit Support Document is specified but not yet in CDM representation, it can still be captured. This argument should be used if the creditSupportDocument argument cannot be used due to not being able to represent the document fully in CDM format." ;
rdfs:range common_domain_model:LegalAgreementIdentification .
common_domain_model:bespokeCreditSuppportDocument a rdf:Property ;
rdfs:comment "Specification of a document when not captured under RelatedAgreement." ;
rdfs:range xsd:string .
common_domain_model:ProductIdentifier a rdfs:Class ;
rdfs:comment "Comprises an identifier and a source. The associated metadata key denotes the ability to associate a hash value to the ProductIdentifier instantiations for the purpose of model cross-referencing, in support of functionality such as the event effect and the lineage." .
common_domain_model:identifier a rdf:Property ;
rdfs:comment "Provides an identifier associated with a specific product. The identifier is unique within the public source specified in the source attribute." , "The identifier value." , "Specifies the unique identifier value for a non-legal entity such as a sleeve, or sub account, that is a party to the agreement and has a relationship with a legal entity defined on the agreement." , "Corresponds to the unique identifier of the Contractual Definition to which the map applies" , "Asset Identifiers are used to uniquely identify an Asset, using a specified Asset Identifier Type." , "Provides an identifier associated with a legal entity." , "Unique identifier for this variant." , "Specifies the identifier(s) to uniquely identify eligible collateral or a set of eligible collateral, such as a schedule or equivalant for an identity issuer." , "An identifier that has been created to identify the agreement." , "Represents a unique reference to the transfer." , "Provides an identifier associated with a party. The identifier is unique within the public source specified in the source attribute." , "An identifier used to uniquely identify the organizational unit" , "Provides an identifier associated with a person. The identifier is unique within the public source specified in the source attribute." , "The name or identifier associated to this clause." , "Comprises a identifier and a source to uniquely identify the nonTransferableProduct. " , "Corresponds to the unique identifier of the Contractual Definition in which the code is published" , "The legal agreement identifier. Several identifiers can be specified." ;
rdfs:range xsd:string , common_domain_model:Identifier , common_domain_model:AssetIdentifier , common_domain_model:MasterAgreementVariantIdentifierEnum , common_domain_model:ProductIdentifier ;
rdfs:subPropertyOf common_domain_model:identifier .
common_domain_model:source a rdf:Property ;
rdfs:comment "Defines the source of the identifier." , "The source of the taxonomy that defines the rules for classifying the object. The taxonomy source is taken from a enumerated list of taxonomy names. Optional as the taxonomy source may not be provided." , "Source of the valuation of the transaction by the valuation party." , "Where the code was defined,e.g. ISDA, FpML, Bloomberg" ;
rdfs:range common_domain_model:ProductIdTypeEnum , common_domain_model:TaxonomySourceEnum , common_domain_model:ValuationSourceEnum , xsd:string ;
rdfs:subPropertyOf common_domain_model:source .
common_domain_model:Nm a rdfs:Class .
common_domain_model:refRate a rdf:Property ;
rdfs:range common_domain_model:RefRate .
common_domain_model:term a rdf:Property ;
rdfs:range common_domain_model:Term .
common_domain_model:Lineage a rdfs:Class ;
rdfs:comment "A class to provide lineage information across lifecycle events through a pointer or set of pointers into the event(s), contract(s) and, possibly, payout components that the event is dependent on or relates to. As an example, if an contractFormation event is corrected, the correction event will have a lineage into the initial event, which takes the form of a globalKey into that initial contract formation event. Two referencing mechanisms are provided as part of the CDM: either the globalKey, which corresponds to the hash value of the CDM class which is referred to, or a reference qualifier which is meant to provide support for the ingestion of xml documents with id/href mechanisms. The CDM recommends the use of the globalKey and provides a default implementation which is accessible in the generated code through org.isda.cdm.globalKey.GlobalKeyHashCalculator. If implementers want to use an alternative hashing mechanism, the API in which they need to plug it is com.rosetta.model.lib.HashFunction." .
common_domain_model:tradeReference a rdf:Property ;
rdfs:comment "Reference to the Contract, in case product is contractual and the contract has been formed." , "Reference to all the trades that constitute the position." ;
rdfs:range common_domain_model:Trade , common_domain_model:TradeState ;
rdfs:subPropertyOf common_domain_model:tradeReference .
common_domain_model:eventReference a rdf:Property ;
rdfs:comment "The reference to the instantiation of an Event object, either through a globalKey or an xml-derived id/href mechanism. The definition associated to the Lineage class provides more details with respect to those referencing approaches, their expected usage and available implementation." ;
rdfs:range common_domain_model:WorkflowStep .
common_domain_model:portfolioStateReference a rdf:Property ;
rdfs:comment "The reference to the previous state of a Portfolio, in a chain of Events leading up to a build of that Portfolio as the holding of Product(s) in specific Quantity(ies). As part of the PortfolioState object, a pointer to the previous PortfolioState is provided through a Lineage object, together with pointer(s) to the Event or set of Events leading up to the current (new) state." ;
rdfs:range common_domain_model:PortfolioState .
common_domain_model:DividendApplicability a rdfs:Class ;
rdfs:comment "The parameters which define whether dividends are applicable" .
common_domain_model:optionsExchangeDividends a rdf:Property ;
rdfs:comment "If present and true, then options exchange dividends are applicable." ;
rdfs:range xsd:boolean .
common_domain_model:additionalDividends a rdf:Property ;
rdfs:comment "If present and true, then additional dividends are applicable." ;
rdfs:range xsd:boolean .
common_domain_model:allDividends a rdf:Property ;
rdfs:comment "Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed Share Price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non cash dividend per Share (including Extraordinary Dividends) declared by the Issuer. All Dividends in accordance with the ISDA 2002 Equity Derivatives Definitions." ;
rdfs:range xsd:boolean .
common_domain_model:AssignedIdentifier a rdfs:Class ;
rdfs:comment "A class to specify the identifier value and its associated version." .
common_domain_model:version a rdf:Property ;
rdfs:comment "The identifier version, which is specified as an integer and is meant to be incremented each time the transaction terms (whether contract or event) change. This version is made option to support the use case where the identifier is referenced without the version. The constraint that a contract and a lifecycle event need to have an associated version is enforced through data rules." , "The version of the agreement." , "The the most recent version of the codelist, eg. 9-1" ;
rdfs:range xsd:integer , xsd:string ;
rdfs:subPropertyOf common_domain_model:version .
common_domain_model:AdditionalRepresentationElection a rdfs:Class ;
rdfs:comment "A class to specify the parties' Additional Representation(s) election." .
common_domain_model:additionalLanguage a rdf:Property ;
rdfs:comment "Details of any Additional Representations given by the relevant parties in relation to the collateral arrangement." , "The additional language that might be specified by the parties to the legal agreement." , "Represents any additional language that may need to be captured regarding the structure or application of terms that may exist for the agreement." , "The bespoke/additional language that might be specified by the parties to the legal agreement." ;
rdfs:range xsd:string ;
rdfs:subPropertyOf common_domain_model:additionalLanguage .
common_domain_model:DirectionRating a rdfs:Class ;
rdfs:comment "A logical container to hold a defined set of related data. In this case the collation of Ratings Agency, Rating value and an associated direction." ;
rdfs:subClassOf common_domain_model:CreditNotation .
common_domain_model:debt a rdf:Property ;
rdfs:comment "Specifies the credit rating debt type (e.g. long term, high yield, deposits, ...) associated with the credit rating notation and scale." ;
rdfs:range common_domain_model:CreditRatingDebt .
common_domain_model:creditWatch a rdf:Property ;
rdfs:comment "Indicates the potential direction of a short-term or long-term rating. It focuses on identifiable events and short-term trends that cause ratings to be placed under special surveillance." ;
rdfs:range common_domain_model:CreditRatingCreditWatchEnum .
common_domain_model:scale a rdf:Property ;
rdfs:comment "Specifies the credit rating scale, with a typical distinction between short term, long term. FpML doesn't specify a default scheme, which is hence not specified as an enumeration as part of the CDM." ;
rdfs:range xsd:string .
common_domain_model:agency a rdf:Property ;
rdfs:comment "Specifies The credit agency to which the other variables (notation, scale, debt type) refer to." ;
rdfs:range common_domain_model:CreditRatingAgencyEnum .
common_domain_model:notation a rdf:Property ;
rdfs:comment "Specifies The credit rating notation. As it varies among credit rating agencies, FpML doesn't specify a default scheme." ;
rdfs:range xsd:string .
common_domain_model:outlook a rdf:Property ;
rdfs:comment "Assesses the potential direction of a long-term credit rating over the intermediate term, which is generally up to two years for investment grade and generally up to one year for speculative grade." ;
rdfs:range common_domain_model:CreditRatingOutlookEnum .
common_domain_model:direction a rdf:Property ;
rdfs:comment "Specifies the direction of measurement for the rated party." , "Direction of the quantity change specified as either an increase, decrease or replacement." ;
rdfs:domain common_domain_model:DirectionRating ;
rdfs:range common_domain_model:CompareOp , common_domain_model:QuantityChangeDirectionEnum ;
rdfs:subPropertyOf common_domain_model:direction .
common_domain_model:DirectOrRelativeTime a rdfs:Class ;
rdfs:comment "Represents a time definition that can be either an absolute (direct) time or a time calculated relative to another referenced time. Either one directTime or one relativeTime should be provided" .
common_domain_model:directTime a rdf:Property ;
rdfs:comment "An absolute time value expressed in a specific time zone." ;
rdfs:range common_domain_model:TimeZone .
common_domain_model:relativeTime a rdf:Property ;
rdfs:comment "A time value calculated relative to another reference time." ;
rdfs:range common_domain_model:RelativeTime .
common_domain_model:Id a rdfs:Class .
common_domain_model:lei a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:SettlementTerms a rdfs:Class ;
rdfs:comment "Specifies the settlement terms, which can either be cash, physical, or fx-based cash-settlement. This class can be used for the settlement of options and forwards, cash transactions (e.g. securities or foreign exchange), or in case of credit event." ;
rdfs:subClassOf common_domain_model:SettlementBase .
common_domain_model:physicalSettlementTerms a rdf:Property ;
rdfs:comment "Specifies the physical settlement terms which apply to the transaction." ;
rdfs:range common_domain_model:PhysicalSettlementTerms .
common_domain_model:settlementDate a rdf:Property ;
rdfs:comment "The date on which the settlement amount will be paid, subject to adjustment in accordance with any applicable business day convention. This component would not be present for a mandatory early termination provision where the cash settlement payment date is the mandatory early termination date." , "Represents the date on which the transfer to due." , "Specifies the settlement date of securities. In a repo transaction the purchase date would always be the effective date as specified under Economic Terms, the repurchase date would always be the termination date as specified under Economic Terms." , "The date for settlement of the transfer." ;
rdfs:range common_domain_model:SettlementDate , common_domain_model:AdjustableOrAdjustedOrRelativeDate , common_domain_model:AdjustableOrRelativeDate , common_domain_model:AdjustedRelativeDateOffset , xsd:date ;
rdfs:subPropertyOf common_domain_model:settlementDate .
common_domain_model:settlementType a rdf:Property ;
rdfs:comment "Whether the settlement will be cash, physical, by election, ..." ;
rdfs:range common_domain_model:SettlementTypeEnum .
common_domain_model:cashSettlementTerms a rdf:Property ;
rdfs:comment "Specifies the parameters associated with the cash settlement procedure." ;
rdfs:range common_domain_model:CashSettlementTerms .
common_domain_model:settlementCentre a rdf:Property ;
rdfs:comment "Optional settlement centre as an enumerated list: Euroclear, Clearstream." ;
rdfs:range common_domain_model:SettlementCentreEnum .
common_domain_model:settlementProvision a rdf:Property ;
rdfs:comment "Optionally defines the parameters that regulate a settlement." ;
rdfs:range common_domain_model:SettlementProvision .
common_domain_model:transferSettlementType a rdf:Property ;
rdfs:comment "The qualification as to how the transfer will settle, e.g. a DvP settlement." ;
rdfs:range common_domain_model:TransferSettlementEnum .
common_domain_model:standardSettlementStyle a rdf:Property ;
rdfs:comment "Settlement Style." ;
rdfs:range common_domain_model:StandardSettlementStyleEnum .
common_domain_model:settlementCurrency a rdf:Property ;
rdfs:comment "The settlement currency is to be specified when the Settlement Amount cannot be known in advance. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes." ;
rdfs:range xsd:string .
common_domain_model:ContractualMatrix a rdfs:Class .
common_domain_model:matrixType a rdf:Property ;
rdfs:comment "Identifies the form of applicable matrix." ;
rdfs:range common_domain_model:MatrixTypeEnum .
common_domain_model:matrixTerm a rdf:Property ;
rdfs:comment "Defines any applicable key into the relevant matrix. For example, the Transaction Type would be the single term required for the Credit Derivatives Physical Settlement Matrix. This element should be omitted in the case of the 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions." ;
rdfs:range common_domain_model:MatrixTermEnum .
common_domain_model:SettlementRateOption a rdfs:Class ;
rdfs:comment "Defines the settlement rate option to use for fixing in case of cash settlement. Currently only applicable to foreign exchange fixing in case of cross-currency settlement." .
common_domain_model:settlementRateOption a rdf:Property ;
rdfs:comment "The rate source for the conversion to the settlement currency. This source is specified through a scheme that reflects the terms of the Annex A to the 1998 FX and Currency Option Definitions." , "Indicates that an officially defined rate settlement rate option will be the used for the fixing." , "The rate option to use for the fixing. Currently only applicable to foreign exchange fixing in case of cross-currency settlement." ;
rdfs:range common_domain_model:SettlementRateOptionEnum , common_domain_model:SettlementRateOption , xsd:string ;
rdfs:subPropertyOf common_domain_model:settlementRateOption .
common_domain_model:priceSourceDisruption a rdf:Property ;
rdfs:comment "An attribute defining the parameters to get a new quote when a settlement rate option is disrupted." ;
rdfs:domain common_domain_model:SettlementRateOption ;
rdfs:range common_domain_model:PriceSourceDisruption , common_domain_model:FxPriceSourceDisruption ;
rdfs:subPropertyOf common_domain_model:priceSourceDisruption .
common_domain_model:Quantity a rdfs:Class ;
rdfs:comment "Specifies a quantity as a single value to be associated to a financial product, for example a transfer amount resulting from a trade. This data type extends QuantitySchedule and requires that only the single amount value exists." ;
rdfs:subClassOf common_domain_model:QuantitySchedule .
common_domain_model:Barrier a rdfs:Class ;
rdfs:comment "As per ISDA 2002 Definitions." .
common_domain_model:knockIn a rdf:Property ;
rdfs:comment "The option only becomes active when a predetermined trigger level is breached." ;
rdfs:range common_domain_model:TriggerEvent .
common_domain_model:knockOut a rdf:Property ;
rdfs:comment "The option becomes null and void when a predetermined trigger level is breached." ;
rdfs:range common_domain_model:TriggerEvent .
common_domain_model:SettlementBase a rdfs:Class ;
rdfs:comment "A base class to be extended by the SettlementTerms class." .
common_domain_model:PartyChangeInstruction a rdfs:Class ;
rdfs:comment "Specifies instruction to change the party on a trade. This primitive instruction is used in a number of scenarios including: clearing, allocation and novation. The instrution must include a trade identifier, because a change of party effectively results in a different trade." .
common_domain_model:counterparty a rdf:Property ;
rdfs:comment "The new counterparty who is stepping into the trade. The stepping out counterparty is inferred based on the counterparty role that is being updated." , "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." , "Optional counterparty role. This can be used where a clause needs to assign a different variant to the different parties on the agreement based upon their role i.e. Party A or Party B." , "Specification of the roles of the counterparties to the specification." , "Maps two defined parties to counterparty enums for the transacted product." , "Specification of the roles of the counterparties to the agreement." , "Optional counterparty role. This can be used where a clause needs to be assigned to a specific party on the agreement based upon their role i.e. Party A or Party B." ;
rdfs:range common_domain_model:Counterparty , common_domain_model:CounterpartyRoleEnum ;
rdfs:subPropertyOf common_domain_model:counterparty .
common_domain_model:ancillaryParty a rdf:Property ;
rdfs:comment "Specifies an ancillary party to be added onto the new transaction, e.g. the original executing party in an allocation." , "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." , "Maps any ancillary parties, e.g. parties involved in the transaction that are not one of the two principal parties." , "ancillary party to be changed" , "Identifies a party via its ancillary role on a transaction (e.g. CCP or DCO through which the trade should be cleared.)" ;
rdfs:range common_domain_model:AncillaryParty , common_domain_model:AncillaryRoleEnum ;
rdfs:subPropertyOf common_domain_model:ancillaryParty .
common_domain_model:partyRole a rdf:Property ;
rdfs:comment "Specifies an additional party roles to be added on to the new transaction." , "Defines the role(s) that party(ies) may have in relation to the inventory." , "Represents the role each specified party takes in the trade. further to the principal roles, payer and receiver." , "Represents the role each specified party takes in the margin call. further to the principal roles, payer and receiver." , "Specifies the role(s) that each of the party(s) is playing in the context of the specification, eg Payor or Receiver." , "Represents the legal role that each defined entity to the agreement performs within the structure of that agreement." , "An individual security may be held by several agents. Including the party role at this level allows us to reference the party holding this specific item." , "Represents the role each specified party takes in the position." ;
rdfs:range common_domain_model:PartyRole , common_domain_model:UmbrellaPartyRoleEnum ;
rdfs:subPropertyOf common_domain_model:partyRole .
common_domain_model:tradeId a rdf:Property ;
rdfs:comment "The identifier to be assigned to the new trade post change of party." ;
rdfs:range common_domain_model:TradeIdentifier .
common_domain_model:Threshold a rdfs:Class ;
rdfs:comment "Represents the amount of unsecured risk that a party is willing to tolerate without holding any posted collateral provided by the other party." ;
rdfs:seeAlso .
common_domain_model:ContactInformationElection a rdfs:Class ;
rdfs:comment "Specifies the party reference and the associated contact information." .
common_domain_model:partyReference a rdf:Property ;
rdfs:comment "The party to which the election and details apply." , "Reference to the party to which the workflow pertains to." , "Reference to a party." , "Specifies the party, or parties, associated to the ancillary role." , "Party that issued the document identifier." , "Specifies the party that is associated to the counterparty." , "A reference to the party to which the role refers to." , "A reference to the party to which the account refers to." ;
rdfs:range common_domain_model:CounterpartyRoleEnum , common_domain_model:Party ;
rdfs:subPropertyOf common_domain_model:partyReference .
common_domain_model:primaryContactInformation a rdf:Property ;
rdfs:comment "The main notice/address information of the party." ;
rdfs:range common_domain_model:ContactInformation .
common_domain_model:Exposure a rdfs:Class ;
rdfs:comment "Represents the current mark to market value or IM calculation value of the trade portfolio as recorded by the principle (in base currency)." .
common_domain_model:tradePortfolio a rdf:Property ;
rdfs:comment "Represents a Portfolio that describes all the positions held at a given time, in various states which can be either traded, settled, etc., with lineage information to the previous state." ;
rdfs:range common_domain_model:PortfolioState .
common_domain_model:aggregateValue a rdf:Property ;
rdfs:comment "Represents the aggregate value of the portfolio in base currency." , "The total sum or product of all the individual terms that went into the calculated rate." ;
rdfs:domain common_domain_model:CalculatedRateDetails ;
rdfs:range common_domain_model:Money , xsd:decimal ;
rdfs:subPropertyOf common_domain_model:aggregateValue .
common_domain_model:calculationDateTime a rdf:Property ;
rdfs:comment "Indicates the date when the exposure is calculated if different from valuation date." ;
rdfs:range xsd:dateTime .
common_domain_model:valuationDateTime a rdf:Property ;
rdfs:comment "Indicates the valuation date of the exposure underlying the calculation." ;
rdfs:range xsd:dateTime .
common_domain_model:ReturnInstruction a rdfs:Class ;
rdfs:comment "Specifies the information required to create the return of a Security Finance Transaction." .
common_domain_model:quantity a rdf:Property ;
rdfs:comment "Specifies the quantity of shares and cash to be returned in a partial return event." , "Represents the amount of the asset to be transferred. The cashflow amount is always a positive number, as the cashflow direction is implied by the payer/receiver attribute." , "Specifies a quantity to be associated with an event, for example a trade amount." , "Specifies a quantity schedule to be associated to an individual underlier that is a basket constituent. The multiple cardinality is aligned to the one of the PriceQuantity->quantity that this quantity is referencing." , "Specifies quantity amount returned if not the full amount from the TradeState, e.g. partial return" , "The quantity of the security" , "Specifies a quantity schedule for the underlier, which applies to each individual return leg." ;
rdfs:range common_domain_model:Quantity , common_domain_model:NonNegativeQuantity , common_domain_model:NonNegativeQuantitySchedule ;
rdfs:subPropertyOf common_domain_model:quantity .
common_domain_model:PartyCustomisedWorkflow a rdfs:Class ;
rdfs:comment "A class to specify a party-related, non-standardized data in a generic form." .
common_domain_model:partyName a rdf:Property ;
rdfs:comment "The party name to which the workflow pertains to." ;
rdfs:range xsd:string .
common_domain_model:customisedWorkflow a rdf:Property ;
rdfs:comment "Non-standardized data in a generic form." ;
rdfs:range common_domain_model:CustomisedWorkflow .
common_domain_model:DiscountingMethod a rdfs:Class ;
rdfs:comment "A data defining: discounting information. The 2000 ISDA definitions, section 8.4. discounting (related to the calculation of a discounted fixed amount or floating amount) apply. This type must only be included if discounting applies." .
common_domain_model:discountingType a rdf:Property ;
rdfs:comment "The discounting method that is applicable." ;
rdfs:range common_domain_model:DiscountingTypeEnum .
common_domain_model:discountRate a rdf:Property ;
rdfs:comment "A discount rate, expressed as a decimal, to be used in the calculation of a discounted amount. A discount amount of 5% would be represented as 0.05." ;
rdfs:range xsd:decimal .
common_domain_model:discountRateDayCountFraction a rdf:Property ;
rdfs:comment "A discount day count fraction to be used in the calculation of a discounted amount." ;
rdfs:range common_domain_model:DayCountFractionEnum .
common_domain_model:CreditSupportAgreementElectionsBase a rdfs:Class ;
rdfs:comment "A logical container designed to hold a set of related data. In this case, designed to hold a set of clauses that are common amongst Legacy (1994/95), Variation Margin and Initial Margin Credit Support Documents." .
common_domain_model:conditionsPrecedent a rdf:Property ;
rdfs:comment "The set of elections that may overwrite the default Condition Precedent provision, and the set of provisions that are deemed Access Condition." ;
rdfs:range common_domain_model:ConditionsPrecedent .
common_domain_model:demandsAndNotices a rdf:Property ;
rdfs:comment "The optional specification of address where the demands, specifications and notices will be communicated to for each of the parties to the agreement." ;
rdfs:range common_domain_model:DemandsAndNotices .
common_domain_model:additionalRepresentations a rdf:Property ;
rdfs:comment "The specification Additional Representations that may be applicable to the agreement." ;
rdfs:range common_domain_model:AdditionalRepresentations .
common_domain_model:holdingAndUsingPostedCollateral a rdf:Property ;
rdfs:comment "The elections for the holding and using of posted collateral by the respective parties to the Credit Support Annex for Variation Margin." ;
rdfs:range common_domain_model:HoldingAndUsingPostedCollateral .
common_domain_model:distributionAndInterestPayment a rdf:Property ;
rdfs:comment "The Distributions and Interest Payment terms specified as part of the agreement." ;
rdfs:range common_domain_model:DistributionAndInterestPayment .
common_domain_model:baseAndEligibleCurrency a rdf:Property ;
rdfs:comment "The base and eligible currency(ies) for the document as specified by the parties to the agreement." ;
rdfs:range common_domain_model:BaseAndEligibleCurrency .
common_domain_model:finalReturns a rdf:Property ;
rdfs:comment "A clause providing that final return collateral is to be provided without consideration of any Minimum Transfer Amount and collateral haircut." ;
rdfs:domain common_domain_model:CollateralTransferAgreementElections ;
rdfs:range common_domain_model:FinalReturns ;
rdfs:subPropertyOf common_domain_model:finalReturns .
common_domain_model:disputeResolution a rdf:Property ;
rdfs:comment "The election terms under which a party disputes (i) the Calculation Agents calculation of a Delivery Amount or a Return Amount, or (ii) the Value of any Transfer of Eligible Credit Support or Posted Credit Support." ;
rdfs:range common_domain_model:DisputeResolution .
common_domain_model:masterAgreementDatedAsOfDate a rdf:Property ;
rdfs:comment "Defines the dates agreed by the parties as the date of the Credit Support Annex or Credit Support Deed." , "The date agreed by the parties as the Dated as of Date for the Master Agreement." ;
rdfs:domain common_domain_model:MasterAgreementDatedAsOfDate ;
rdfs:range common_domain_model:MasterAgreementDatedAsOfDate , xsd:date ;
rdfs:subPropertyOf common_domain_model:masterAgreementDatedAsOfDate .
common_domain_model:substitution a rdf:Property ;
rdfs:comment "The conditions under which the Security Provider can substitute posted collateral." , "Value of this attribute set to 'true' indicates that substitution is applicable." ;
rdfs:domain common_domain_model:GeneralTerms ;
rdfs:range common_domain_model:Substitution , xsd:boolean ;
rdfs:subPropertyOf common_domain_model:substitution .
common_domain_model:otherEligibleAndPostedSupport a rdf:Property ;
rdfs:comment "The Other Eligible Support elections associated with margin agreements." ;
rdfs:range common_domain_model:OtherEligibleAndPostedSupport .
common_domain_model:QuotedCurrencyPair a rdfs:Class ;
rdfs:comment "A class that describes the composition of a rate that has been quoted or is to be quoted. This includes the two currencies and the quotation relationship between the two currencies and is used as a building block throughout the FX specification." .
common_domain_model:currency1 a rdf:Property ;
rdfs:comment "The first currency specified when a pair of currencies is to be evaluated." ;
rdfs:range xsd:string .
common_domain_model:currency2 a rdf:Property ;
rdfs:comment "The second currency specified when a pair of currencies is to be evaluated." ;
rdfs:range xsd:string .
common_domain_model:quoteBasis a rdf:Property ;
rdfs:comment "The method by which the exchange rate is quoted." ;
rdfs:range common_domain_model:QuoteBasisEnum .
common_domain_model:SecuredPartyRightsEvent a rdfs:Class ;
rdfs:comment "A class to specify Secured Party Rights Event language." .
common_domain_model:securedPartyRightsEventElection a rdf:Property ;
rdfs:range common_domain_model:SecuredPartyRightsEventElection .
common_domain_model:earlyTerminationDateOptionalLanguage a rdf:Property ;
rdfs:comment "A boolean attribute to specify whether Failure to Pay Early Termination language is included (True) or excluded (False) from the agreement." ;
rdfs:range xsd:boolean .
common_domain_model:failureToPayEarlyTermination a rdf:Property ;
rdfs:comment "A boolean attribute to specify whether Failure to Pay Early Termination language in the agreement is deemed applicable or not." ;
rdfs:range xsd:boolean .
common_domain_model:CreditSupportObligationsBase a rdfs:Class ;
rdfs:comment "A logical container designed to hold a set of related data. In this case, designed to hold a set of clauses that are common amongst Legacy (1994/95), Variation Margin and Initial Margin Credit Support Documents in regards to Credit Support Obligations." .
common_domain_model:minimumTransferAmount a rdf:Property ;
rdfs:comment "Represents the threshold specified in the agreement below which collateral need not be delivered, and represents the smallest incremental value of exposure that must be reached before the parties are obliged to transfer collateral." ;
rdfs:range common_domain_model:MinimumTransferAmount .
common_domain_model:bespokeTransferTiming a rdf:Property ;
rdfs:comment "The time by which the transfer of collateral must take place when different from the Regular Settlement Day as a result of parties' election." ;
rdfs:range common_domain_model:BespokeTransferTiming .
common_domain_model:deliveryAmount a rdf:Property ;
rdfs:comment "In respect of a Valuation Date, the amount of collateral which a party is entitled to demand to be transferred to it as a Delivery Amount." , "The application of Interest Amount with respect the Delivery Amount." , "The nearest integral multiple of Base Currency units to which the Delivery Amount will be rounded in accordance with the specified rounding direction." , "Specifies whether the meaning of Delivery Amount follows the pre-print definition or deviates from this (either based on a rating or some other methodology)." ;
rdfs:range common_domain_model:CSADeliveryAmount , common_domain_model:DeliveryAmount , xsd:decimal , common_domain_model:DeliveryReturnAmountEnum ;
rdfs:subPropertyOf common_domain_model:deliveryAmount .
common_domain_model:collateralTransferTiming a rdf:Property ;
rdfs:comment "Specification of transfer / settlement timing for cash and securities collateral assuming that the notice is provided before the Notification Time (and with a 1LBD lag introduced if the notice is delivered after the Notification Time), and that securities allow for a further Local Business Day for transfer / settlement." ;
rdfs:range common_domain_model:CollateralTransferTiming .
common_domain_model:returnAmount a rdf:Property ;
rdfs:comment "In respect of a Valuation Date, the amount of collateral which a party is entitled to demand to be recalled to it as a Return Amount." , "The application of Interest Amount with respect the Return Amount." , "Specifies whether the meaning of Return Amount follows the pre-print definition or deviates from this (either based on a rating or some other methodology)." , "The nearest integral multiple of Base Currency units to which the Return Amount will be rounded in accordance with the specified rounding direction." ;
rdfs:range common_domain_model:CSAReturnAmount , common_domain_model:ReturnAmount , common_domain_model:DeliveryReturnAmountEnum , xsd:decimal ;
rdfs:subPropertyOf common_domain_model:returnAmount .
common_domain_model:VarianceReturnTerms a rdfs:Class ;
rdfs:subClassOf common_domain_model:ReturnTermsBase .
common_domain_model:vegaNotionalAmount a rdf:Property ;
rdfs:comment "Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised vol) and KVol (strike vol). It does not necessarily represent the Vega Risk of the trade." ;
rdfs:range common_domain_model:NonNegativeQuantitySchedule .
common_domain_model:varianceCapFloor a rdf:Property ;
rdfs:comment "Contains possible barriers for variance products, both variance-based and underlier price based" ;
rdfs:range common_domain_model:VarianceCapFloor .
common_domain_model:exchangeTradedContractNearest a rdf:Property ;
rdfs:comment "Specification of the exchange traded contract nearest." ;
rdfs:domain common_domain_model:VolatilityReturnTerms ;
rdfs:range common_domain_model:Observable , common_domain_model:ListedDerivative ;
rdfs:subPropertyOf common_domain_model:exchangeTradedContractNearest .
common_domain_model:volatilityCapFloor a rdf:Property ;
rdfs:comment "Contains containing volatility-based barriers" , "Contains volatility-based barriers" ;
rdfs:domain common_domain_model:VolatilityReturnTerms ;
rdfs:range common_domain_model:VolatilityCapFloor ;
rdfs:subPropertyOf common_domain_model:volatilityCapFloor .
common_domain_model:varianceStrikePrice a rdf:Property ;
rdfs:comment "Variance Strike Price in accordance with the ISDA 2011 Equity Derivatives Definitions." ;
rdfs:range common_domain_model:Price .
common_domain_model:volatilityStrikePrice a rdf:Property ;
rdfs:comment "Volatility Strike Price in accordance with the ISDA 2011 Equity Derivatives Definitions." ;
rdfs:domain common_domain_model:VolatilityReturnTerms ;
rdfs:range common_domain_model:Price ;
rdfs:subPropertyOf common_domain_model:volatilityStrikePrice .
common_domain_model:RateSchedule a rdfs:Class ;
rdfs:comment "A class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs. On each step date the rate or amount changes to the new step value. The series of step date and value pairs are optional. If not specified, this implies that the initial value remains unchanged over time." .
common_domain_model:price a rdf:Property ;
rdfs:comment "The initial rate. An initial rate of 5% would be represented as 0.05." , "Fixed price step schedule, including an initial price specified as an absolute number." , "Specifies a price to be used for trade amounts and other purposes." , "The price of the package." ;
rdfs:range common_domain_model:PriceSchedule , common_domain_model:Price ;
rdfs:subPropertyOf common_domain_model:price .
common_domain_model:RelatedParty a rdfs:Class .
common_domain_model:accountReference a rdf:Property ;
rdfs:comment "Reference to an account." ;
rdfs:range common_domain_model:Account .
common_domain_model:role a rdf:Property ;
rdfs:comment "The category of the relationship. The related party performs the role specified in this field for the base party. For example, if the role is ,Guarantor, the related party acts as a guarantor for the base party." , "Specifies the AncillaryRoleEnum that is associated to the party reference. An ancillary party is any involved party that is not one of the two principal parties to the transaction." , "Specifies the CounterpartyEnum, e.g. either Party1 or Party2, that is associated to the partyReference." , "FpML specifies a person role that is distinct from the party role." , "The party role." ;
rdfs:range common_domain_model:PartyRoleEnum , common_domain_model:AncillaryRoleEnum , common_domain_model:CounterpartyRoleEnum , common_domain_model:NaturalPersonRoleEnum ;
rdfs:subPropertyOf common_domain_model:role .
common_domain_model:DividendTerms a rdfs:Class ;
rdfs:comment "Information related to dividends and payments." .
common_domain_model:manufacturedIncomeRequirement a rdf:Property ;
rdfs:comment "Specifies the proportion of the value of the dividend on the borrowed shares that the borrower is legally obligated to return to the lender." ;
rdfs:range common_domain_model:DividendPayoutRatio .
common_domain_model:dividendEntitlement a rdf:Property ;
rdfs:comment "Defines the date on which the receiver of the equity return is entitled to the dividend." ;
rdfs:range common_domain_model:DividendEntitlementEnum .
common_domain_model:minimumBillingAmount a rdf:Property ;
rdfs:comment "daily fee increments accrue until a threshold is crossed, at which point payment becomes due)" ;
rdfs:range common_domain_model:Money .
common_domain_model:AdjustableRelativeOrPeriodicDates a rdfs:Class ;
rdfs:comment "A class giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates, or as a calculation period schedule." .
common_domain_model:adjustableDates a rdf:Property ;
rdfs:comment "A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date." , "A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date. This attributes was formerly part of 'CashSettlementPaymentDate' as included into 'OptionCashSettlement' (which is now merged into a unique 'CashSettlementTerms' data type." ;
rdfs:domain common_domain_model:SettlementDate ;
rdfs:range common_domain_model:AdjustableDates ;
rdfs:subPropertyOf common_domain_model:adjustableDates .
common_domain_model:relativeDates a rdf:Property ;
rdfs:comment "A series of dates specified as some offset to another series of dates (the anchor dates)." ;
rdfs:range common_domain_model:RelativeDates .
common_domain_model:periodicDates a rdf:Property ;
rdfs:comment "A calculation period schedule." ;
rdfs:range common_domain_model:PeriodicDates .
common_domain_model:DividendReturnTerms a rdfs:Class ;
rdfs:comment "A class describing the conditions governing the payment of dividends to the receiver of the equity return, with the exception of the dividend payout ratio, which is defined for each of the underlying components." .
common_domain_model:firstOrSecondPeriod a rdf:Property ;
rdfs:comment "2002 ISDA Equity Derivatives Definitions: Dividend Period as either the First Period or the Second Period. | " ;
rdfs:range common_domain_model:DividendPeriodEnum .
common_domain_model:dividendReinvestment a rdf:Property ;
rdfs:comment "Boolean element that defines whether the dividend will be reinvested or not." ;
rdfs:range xsd:boolean .
common_domain_model:dividendAmountType a rdf:Property ;
rdfs:comment "Specifies whether the dividend is paid with respect to the Dividend Period." ;
rdfs:range common_domain_model:DividendAmountTypeEnum .
common_domain_model:specialDividends a rdf:Property ;
rdfs:comment "Specifies the method according to which special dividends are determined." ;
rdfs:range xsd:boolean .
common_domain_model:nonCashDividendTreatment a rdf:Property ;
rdfs:comment "Specifies the treatment of Non-Cash Dividends." ;
rdfs:range common_domain_model:NonCashDividendTreatmentEnum .
common_domain_model:dividendPeriod a rdf:Property ;
rdfs:comment "One to many time bounded dividend payment periods, each with a dividend payment date per period." ;
rdfs:range common_domain_model:DividendPeriod .
common_domain_model:extraordinaryDividendsParty a rdf:Property ;
rdfs:comment "Specifies the party which determines if dividends are extraordinary in relation to normal levels." ;
rdfs:range common_domain_model:AncillaryRoleEnum .
common_domain_model:dividendCurrency a rdf:Property ;
rdfs:comment "Specifies the currency in which the dividend will be denominated, e.g. the dividend currency, or a specified currency. This class is not specified as such in FpML, which makes use of the CurrencyAndDeterminationMethod.model to specify such terms." ;
rdfs:range common_domain_model:DividendCurrency .
common_domain_model:dividendComposition a rdf:Property ;
rdfs:comment "Specifies how the composition of Dividends is to be determined." ;
rdfs:range common_domain_model:DividendCompositionEnum .
common_domain_model:materialDividend a rdf:Property ;
rdfs:comment "If present and true, then material non cash dividends are applicable." ;
rdfs:range xsd:boolean .
common_domain_model:excessDividendAmount a rdf:Property ;
rdfs:comment "Determination of Gross Cash Dividend per Share." ;
rdfs:range common_domain_model:DividendAmountTypeEnum .
common_domain_model:dividendPayoutRatio a rdf:Property ;
rdfs:comment "Specifies the dividend payout ratio associated with each underlier. In FpML 5.10 the payout is positioned at the underlier level, although there is an intent to reconsider this approach and position it at the leg level. This is approach adopted by the CDM." ;
rdfs:range common_domain_model:DividendPayoutRatio .
common_domain_model:PeriodicDates a rdfs:Class ;
rdfs:comment "A class for specifying a calculation period schedule." .
common_domain_model:startDate a rdf:Property ;
rdfs:comment "The start date of the calculation period. FpML specifies that for interest rate swaps this date must only be specified if it is not equal to the effective date. It is always specified in the case of equity swaps and credit default swaps with periodic payments. This date may be subject to adjustment in accordance with a business day convention." , "The first date of a date range." , "Delivery start date" , "The date the Floating Rate Option was added to the 2006 Definitions or 2021 Floating Rate Matrix. (e.g. 2017/04/06)" , "Date on which this period begins." , "Dividend period start date." ;
rdfs:range common_domain_model:AdjustableOrRelativeDate , xsd:date , common_domain_model:DividendPaymentDate ;
rdfs:subPropertyOf common_domain_model:startDate .
common_domain_model:periodDatesAdjustments a rdf:Property ;
rdfs:comment "The specification of the business day convention and financial business centers used for adjusting any calculation period date if it would otherwise fall on a day that is not a business day in the specified business center." ;
rdfs:range common_domain_model:BusinessDayAdjustments .
common_domain_model:dayType a rdf:Property ;
rdfs:comment "Denotes the enumerated values to specify the day type classification used in counting the number of days between two dates." , "In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not. If a day type of business days is specified then non-business days are ignored when calculating the offset. The financial business centers to use for determination of business days are implied by the context in which this element is used. This element must only be included when the offset is specified as a number of days. If the offset is zero days then the dayType element should not be included." ;
rdfs:range common_domain_model:DayTypeEnum ;
rdfs:subPropertyOf common_domain_model:dayType .
common_domain_model:periodFrequency a rdf:Property ;
rdfs:comment "The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention." ;
rdfs:range common_domain_model:CalculationPeriodFrequency .
common_domain_model:endDate a rdf:Property ;
rdfs:comment "The end date of the calculation period. FpML specifies that for interest rate swaps this date must only be specified if it is not equal to the termination date. It is always specified in the case of equity swaps with periodic payments. This date may be subject to adjustment in accordance with a business day convention." , "The qualification of the Custodian Event (English Law & New York Law ISDA CSA) or Collateral Manager Event (Japanese Law ISDA CSA) End Date." , "The last date of a date range." , "Delivery end date" , "The date the Floating Rate Option was removed from the 2006 Definitions or 2021 Floating Rate Matrix. (e.g. 2014/01/01)" , "Date on which this period ends." , "Dividend period end date." ;
rdfs:range common_domain_model:AdjustableOrRelativeDate , common_domain_model:CustodianEventEndDate , xsd:date , common_domain_model:DividendPaymentDate ;
rdfs:subPropertyOf common_domain_model:endDate .
common_domain_model:AppropriatedCollateralValuation a rdfs:Class ;
rdfs:comment "A class to specify the Valuation of Appropriated Collateral." ;
rdfs:seeAlso .
common_domain_model:isSpecified a rdf:Property ;
rdfs:comment "The qualification of whether the Valuation of Appropriate Collateral provision is applicable (True) or not applicable (False)." , "The qualification of whether some other related agreement is specified (True) or not (False)." , "A boolean attribute to determine whether the SIMM version is specified for the purpose of the legal agreement." , "The qualification of whether the Termination Currency is specified in this document (True) or in an Eligible Support Credit Support (IM) Schedule (False)." , "The qualification as to whether the risk is deemed as Specified." ;
rdfs:range xsd:boolean ;
rdfs:subPropertyOf common_domain_model:isSpecified .
common_domain_model:election a rdf:Property ;
rdfs:comment "The parties' election that qualify the Valuation of Appropriate Collateral in the case where it is deemed applicable." ;
rdfs:range xsd:string .
common_domain_model:CollateralInterestNotification a rdfs:Class ;
rdfs:comment "Represents the parameters describing when notifications should be made for required collateral interest transfers." .
common_domain_model:trigger a rdf:Property ;
rdfs:comment "Specifies what triggers notification (should be enum) Interest Statement Frequency, Period End Date." , "The trigger level" ;
rdfs:domain common_domain_model:CollateralInterestNotification ;
rdfs:range xsd:string , common_domain_model:Trigger ;
rdfs:subPropertyOf common_domain_model:trigger .
common_domain_model:offset a rdf:Property ;
rdfs:comment "Specifies the number of days before (negative) or after (positive) the trigger event." ;
rdfs:domain common_domain_model:CollateralInterestNotification ;
rdfs:range xsd:decimal , common_domain_model:Offset ;
rdfs:subPropertyOf common_domain_model:offset .
common_domain_model:notificationDayType a rdf:Property ;
rdfs:comment "The type of days on which notification should occur." ;
rdfs:range common_domain_model:DayTypeEnum .
common_domain_model:CodeList a rdfs:Class ;
rdfs:comment "A type hold a list of codes for business data validation" .
common_domain_model:identification a rdf:Property ;
rdfs:comment "Identification information about the code list" ;
rdfs:range common_domain_model:CodeListIdentification .
common_domain_model:codes a rdf:Property ;
rdfs:comment "Code values" ;
rdfs:range common_domain_model:CodeValue .
common_domain_model:ValuationAgent a rdfs:Class ;
rdfs:comment "Details of the party valuating the collateral to be delivered or returned." .
common_domain_model:valuationAgent a rdf:Property ;
rdfs:comment "Specifies how the Valuation Agent is determined." , "Details of the party calculating the value of collateral to be delivered or returned." , "Details of the party valuating the collateral to be delivered or returned." ;
rdfs:range common_domain_model:ValuationAgentDeterminationEnum , common_domain_model:ValuationAgent ;
rdfs:subPropertyOf common_domain_model:valuationAgent .
common_domain_model:SinglePostingParty a rdfs:Class ;
rdfs:comment "Where only a single party is explicitly designated to post collateral, the party which is specified as the sole poster of collateral." .
common_domain_model:other a rdf:Property ;
rdfs:comment "Utilised where the clause data structure is not able to capture a material aspect of the clause." , "Exception value." ;
rdfs:domain common_domain_model:SecurityInterestForObligations ;
rdfs:range xsd:string ;
rdfs:subPropertyOf common_domain_model:other .
common_domain_model:ResourceLength a rdfs:Class ;
rdfs:comment "A class to indicate the length of the resource." .
common_domain_model:lengthUnit a rdf:Property ;
rdfs:comment "The length unit of the resource. For example, pages (pdf, text documents) or time (audio, video files)." ;
rdfs:range common_domain_model:LengthUnitEnum .
common_domain_model:lengthValue a rdf:Property ;
rdfs:comment "The length value of the resource." ;
rdfs:range xsd:decimal .
common_domain_model:EventInstruction a rdfs:Class ;
rdfs:comment "Specifies instructions to create a BusinessEvent." .
common_domain_model:packageInformation a rdf:Property ;
rdfs:comment "Specifies the package information in case the business event represents several trades executed as a package (hence this attribute is optional). The package information is only instantiated once at the business event level to preserve referential integrity, whereas individual trades make reference to it to identify that they are part of a package." ;
rdfs:range common_domain_model:IdentifiedList .
common_domain_model:corporateActionIntent a rdf:Property ;
rdfs:comment "The intent of a corporate action on the position." ;
rdfs:range common_domain_model:CorporateActionTypeEnum .
common_domain_model:instruction a rdf:Property ;
rdfs:comment "Specifies the instructions to create the Business Event." ;
rdfs:range common_domain_model:Instruction .
common_domain_model:eventDate a rdf:Property ;
rdfs:comment "Specifies the date on which the event is taking place. This date is equal to the trade date in the case of a simple execution. However it can be different from the trade date, for example in the case of a partial termination." ;
rdfs:range xsd:date .
common_domain_model:eventTime a rdf:Property ;
rdfs:comment "The time and zone of the date in which the event is taking place." ;
rdfs:range common_domain_model:TimeZone .
common_domain_model:intent a rdf:Property ;
rdfs:comment "The intent attribute is meant to be specified when the event qualification cannot be programmatically inferred from the event features. As a result it is only associated with those primitives that can give way to such ambiguity, the quantityChange being one of those. An example of such is a reduction in the trade notional, which could be interpreted as either a trade correction (unless a maximum period of time post-event is specified as part of the qualification), a partial termination or a portfolio rebalancing in the case of an equity swap. On the other hand, an event such as the exercise is not expected to have an associated intent as there should not be ambiguity." , "The intent attribute is meant to be specified when the event qualification cannot be programmatically inferred from the event features. As a result it is only associated with those primitives that can give way to such ambiguity, the quantityChange being one of those." ;
rdfs:domain common_domain_model:EventInstruction ;
rdfs:range common_domain_model:EventIntentEnum , common_domain_model:PositionEventIntentEnum ;
rdfs:subPropertyOf common_domain_model:intent .
common_domain_model:effectiveTime a rdf:Property ;
rdfs:comment "The time and zone of the date in which the event contractually takes effect." , "The time and zone of the first day of the terms of the trade. It can also be specified in relation to another time." ;
rdfs:domain common_domain_model:EconomicTerms ;
rdfs:range common_domain_model:TimeZone , common_domain_model:DirectOrRelativeTime ;
rdfs:subPropertyOf common_domain_model:effectiveTime .
common_domain_model:ConcentrationLimitCriteria a rdfs:Class ;
rdfs:comment "Respresents a class to describe a set of criteria to describe specific assets that the concentration limits apply to." ;
rdfs:subClassOf common_domain_model:CollateralCriteriaBase .
common_domain_model:concentrationLimitType a rdf:Property ;
rdfs:comment "Specifies the type of concentration limit to be applied." ;
rdfs:range common_domain_model:ConcentrationLimitTypeEnum .
common_domain_model:collateralCriteria a rdf:Property ;
rdfs:comment "The specific criteria that applies. It can be created using AND, OR and NOT logic, and both asset and issuer characteristics." ;
rdfs:range common_domain_model:CollateralCriteria .
common_domain_model:ratingPriorityResolution a rdf:Property ;
rdfs:comment "Denotes which Criteria has priority if more than one agency rating applies." ;
rdfs:range common_domain_model:RatingPriorityResolutionEnum .
common_domain_model:averageTradingVolume a rdf:Property ;
rdfs:comment "Specifies an average trading volume on an exchange in relation to Equity products." ;
rdfs:range common_domain_model:AverageTradingVolume .
common_domain_model:appliesTo a rdf:Property ;
rdfs:comment "Specifies which of the two counterparties the criteria applies to (either one or both counterparties). This attribute is optional, in case the applicable party is already specified elsewhere within a party election." ;
rdfs:range common_domain_model:CounterpartyRoleEnum .
common_domain_model:restrictTo a rdf:Property ;
rdfs:comment "Restrict the criteria to only apply to a specific type of margin, ie IM or VM." ;
rdfs:range common_domain_model:CollateralMarginTypeEnum .
common_domain_model:ReturnAmount a rdfs:Class ;
rdfs:comment "A class to specify the application of Interest Amount with respect the Return Amount." .
common_domain_model:includesDefaultLanguage a rdf:Property ;
rdfs:comment "Default language is included when True, and excluded when False." ;
rdfs:range xsd:boolean .
common_domain_model:customElection a rdf:Property ;
rdfs:comment "Custom election that might be specified by the parties to the agreement." , "The elective amount when expressed as a custom election by the party." , "A custom Pledgor/Obligor/Chargor Rights Event election might be specified by the parties." , "A supplemental custom election that might be specified by the parties for the purpose of specifying the Additional Representation." , "The Interest Adjustment periodicity when specified through a custom election." , "The custom election that might be specified by the parties to the agreement." ;
rdfs:range xsd:string ;
rdfs:subPropertyOf common_domain_model:customElection .
common_domain_model:MeasureSchedule a rdfs:Class ;
rdfs:comment "A set of measures, all in the same unit, where the values are defined through a schedule of steps. The initial value may be defined either as part of the steps, or using the single amount attribute." ;
rdfs:subClassOf common_domain_model:MeasureBase .
common_domain_model:InformationSource a rdfs:Class ;
rdfs:comment "A class defining the source for a piece of information (e.g. a rate fix or an FX fixing). The attribute names have been adjusted from FpML to address the fact that the information is not limited to rates." .
common_domain_model:sourceProvider a rdf:Property ;
rdfs:comment "An information source for obtaining a market data point. For example Bloomberg, Reuters, Telerate, etc." ;
rdfs:range common_domain_model:InformationProviderEnum .
common_domain_model:sourcePage a rdf:Property ;
rdfs:comment "A specific page for the source for obtaining a market data point. In FpML, this is specified as a scheme, rateSourcePageScheme, for which no coding Scheme or URI is specified." ;
rdfs:range xsd:string .
common_domain_model:sourcePageHeading a rdf:Property ;
rdfs:comment "The heading for the source on a given source page." ;
rdfs:range xsd:string .
common_domain_model:MultipleValuationDates a rdfs:Class ;
rdfs:subClassOf common_domain_model:SingleValuationDate .
common_domain_model:businessDays a rdf:Property ;
rdfs:comment "A number of business days. Its precise meaning is dependant on the context in which this element is used. ISDA 2003 Term: Business Day." ;
rdfs:range xsd:integer .
common_domain_model:businessDaysThereafter a rdf:Property ;
rdfs:comment "The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. ISDA 2003 Term: Business Days thereafter." ;
rdfs:range xsd:integer .
common_domain_model:numberValuationDates a rdf:Property ;
rdfs:comment "Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies (a) the number of applicable valuation dates, and (b) the number of business days after satisfaction of all conditions to settlement when the first such valuation date occurs, and (c) the number of business days thereafter of each successive valuation date. ISDA 2003 Term: Multiple Valuation Dates." ;
rdfs:range xsd:integer .
common_domain_model:BusinessDayOffset a rdfs:Class ;
rdfs:comment "This allows an offset to be specified as, for instance, N business days, with a business centers specified as included." ;
rdfs:subClassOf common_domain_model:Period .
common_domain_model:businessCenters a rdf:Property ;
rdfs:comment "The business centers for the offset." , "The business center(s), specified either explicitly or by reference to those specified somewhere else in the instance document." , "The enumerated values to specify the business centers." ;
rdfs:range common_domain_model:BusinessCenters ;
rdfs:subPropertyOf common_domain_model:businessCenters .
common_domain_model:fixingOffsetDefinition a rdf:Property ;
rdfs:comment "Legal text that underlies the Fixing Offset. ISDA Fixing Offset Definition. (e.g. One day that is either a Sydney Business Day or a Melbourne Business Day following the Reset Date)" ;
rdfs:range xsd:string .
common_domain_model:fixingOffsetReason a rdf:Property ;
rdfs:comment "Fixing Offset Reason" ;
rdfs:range xsd:string .
common_domain_model:WorkflowStepApproval a rdfs:Class ;
rdfs:comment "Party approvals associated to the current WorkflowStep. " .
common_domain_model:approved a rdf:Property ;
rdfs:comment "Flag denoting whether the workflow step is approved or not" ;
rdfs:range xsd:boolean .
common_domain_model:rejectedReason a rdf:Property ;
rdfs:comment "Optional reason for rejecting the workflow step" ;
rdfs:range xsd:string .
common_domain_model:timestamp a rdf:Property ;
rdfs:comment "Timestamp of the approval" , "Date and time of the last valuation marked to market, provided by the central counterparty (CCP) or calculated using the current or last available market price of the inputs." , "The set of timestamp(s) associated with the event as a collection of [dateTime, qualifier]." ;
rdfs:range common_domain_model:EventTimestamp , xsd:dateTime ;
rdfs:subPropertyOf common_domain_model:timestamp .
common_domain_model:ControlAgreementNecEventElection a rdfs:Class ;
rdfs:comment "A class to specify party specific Control Agreement language related to delivery of a Notice of Exclusive Control." .
common_domain_model:necEvent a rdf:Property ;
rdfs:comment "Indicates Control Agreement language related to delivery of a Notice of Exclusive Control." ;
rdfs:range xsd:boolean .
common_domain_model:FxRateSourceFixing a rdfs:Class ;
rdfs:comment "Describes a rate source to be fixed and the date the fixing occurs" .
common_domain_model:settlementRateSource a rdf:Property ;
rdfs:range common_domain_model:FxSettlementRateSource .
common_domain_model:fixingDate a rdf:Property ;
rdfs:comment "The date on which the fixing is scheduled to occur." ;
rdfs:range common_domain_model:AdjustableDate .
common_domain_model:NonLegalEntity a rdfs:Class ;
rdfs:comment "Specifies a non-legal entity that exists in the agreement with a defined relationship to a Legal entity to the agreement" .
common_domain_model:identifierType a rdf:Property ;
rdfs:comment "Specifies the Identifier type for a non-Legal entity to the agreement, for example the use of an alert code to uniquely identify a non-Legal entity." , "Defines the source of the identifier." , "Defines the symbology source of the Asset Identifier, eg CUSIP, ISIN, etc." , "The enumerated classification of the identifier. Optional as a position identifier may be party-specific, in which case it may not correspond to any established classification." , "The enumerated classification of the identifier. Optional as a trade identifier may be party-specific, in which case it may not correspond to any established classification." ;
rdfs:range xsd:string , common_domain_model:EntityIdentifierTypeEnum , common_domain_model:PartyIdentifierTypeEnum , common_domain_model:PersonIdentifierTypeEnum , common_domain_model:AssetIdTypeEnum , common_domain_model:TradeIdentifierTypeEnum ;
rdfs:subPropertyOf common_domain_model:identifierType .
common_domain_model:CollateralTransferTimingDefinition a rdfs:Class ;
rdfs:comment "Bespoke language removing the pre-print requirement to transfer legal title of securities collateral through written instructions to the relevant depository institution or other securities intermediaries solely for the purposes of the 1994 New York Law Credit Support Annex." .
common_domain_model:CollateralTaxonomyValue a rdfs:Class ;
rdfs:comment "Specifies the collateral taxonomy value, either as a specified enumeration or as a string." .
common_domain_model:eu_EMIR_EligibleCollateral a rdf:Property ;
rdfs:comment "Identifies European Union Eligible Collateral Assets classification categories based on EMIR Uncleared Margin Rules. Eligible Collateral asset classes for both initial margin (IM) and variation margin (VM) posted and collected between specified entities. Please note: EMIR regulation will detail which eligible collateral assets classes apply to each type of entity pairing (counterparty) and which apply to posting of IM and VM" ;
rdfs:range common_domain_model:EuEmirEligibleCollateralEnum .
common_domain_model:uk_EMIR_EligibleCollateral a rdf:Property ;
rdfs:comment "Identifies United Kingdom Eligible Collateral Assets classification categories based on UK Onshored EMIR Uncleared Margin Rules Eligible Collateral asset classes for both initial margin (IM) and variation margin (VM) posted and collected between specified entities. Please note: UK EMIR regulation will detail which eligible collateral assets classes apply to each type of entity pairing (counterparty) and which apply to posting of IM and VM." ;
rdfs:range common_domain_model:UkEmirEligibleCollateralEnum .
common_domain_model:us_CFTC_PR_EligibleCollateral a rdf:Property ;
rdfs:comment "Identifies US Eligible Collateral Assets classification categories based on Uncleared Margin Rules published by the CFTC and the US Prudential Regulator. Note: While the same basic categories exist in the CFTC and US Prudential Regulators’ margin rules, the precise definitions or application of those rules could differ between the two rules." ;
rdfs:range common_domain_model:UsCftcPrEligibleCollateralEnum .
common_domain_model:nonEnumeratedTaxonomyValue a rdf:Property ;
rdfs:comment "Identifies the taxonomy value when not specified as an enumeration." ;
rdfs:range xsd:string .
common_domain_model:GeneralSimmElections a rdfs:Class ;
rdfs:comment "A class to specify the ISDA SIMM as the Method for all Covered Transactions with respect to all Regimes." ;
rdfs:seeAlso .
common_domain_model:simmVersion a rdf:Property ;
rdfs:comment "The qualification of the ISDA SIMM version that is specified for all Covered Transactions." ;
rdfs:range common_domain_model:SimmVersion .
common_domain_model:simmCalculationCurrency a rdf:Property ;
rdfs:comment "The SIMM Calculation Currency, as specified for each of the parties to the CSA Initial Margin." ;
rdfs:range common_domain_model:SimmCalculationCurrency .
common_domain_model:Payout a rdfs:Class ;
rdfs:comment "Represents the set of future cashflow methodologies in the form of specific payout data type(s) which result from the financial product. Examples: a trade in a cash asset will use only a settlement payout; for derivatives, two interest rate payouts can be combined to specify an interest rate swap; one interest rate payout can be combined with a credit default payout to specify a credit default swap." .
common_domain_model:AveragingCalculationMethod a rdfs:Class ;
rdfs:comment "Defines the ways in which multiple values can be aggregated into a single value." .
common_domain_model:isWeighted a rdf:Property ;
rdfs:comment "Identifies whether the average values will be weighted or unweighted." ;
rdfs:range xsd:boolean .
common_domain_model:calculationMethod a rdf:Property ;
rdfs:comment "Identifies which of the Pythagorean means is being used to compute an average value." , "calculation type (averaging or compounding)." , "Indicates how to use the inflation index to calculate the payment (e.g. Ratio, Return, Spread). Added for Inflation Asset Swap" ;
rdfs:range common_domain_model:AveragingCalculationMethodEnum , common_domain_model:CalculationMethodEnum , common_domain_model:InflationCalculationMethodEnum ;
rdfs:subPropertyOf common_domain_model:calculationMethod .
common_domain_model:CollateralAccessBreach a rdfs:Class ;
rdfs:comment "A class to specify Collateral Access Breach language." .
common_domain_model:cabEndDateElection a rdf:Property ;
rdfs:comment "Determination of whether the Collateral Access Breach end date is a number of days (True) or specified (False)." ;
rdfs:range xsd:boolean .
common_domain_model:cabEndDate a rdf:Property ;
rdfs:comment "The business days following the related Collateral Access Breach when the additional terms end." ;
rdfs:range xsd:decimal .
common_domain_model:cabEndDateTerms a rdf:Property ;
rdfs:comment "Specific terms for when Collateral Access Breach terms end." ;
rdfs:range xsd:string .
common_domain_model:DividendCurrency a rdfs:Class ;
rdfs:comment "A class to specify the currency in which the dividends will be denominated, i.e. either in the dividend currency or in a currency specified as part of the contract." .
common_domain_model:determinationMethod a rdf:Property ;
rdfs:comment "Specifies the method according to which the dividend is determined, e.g. the dividend currency." , "Specifies the method according to which an amount or a date is determined." , "Represents a more granular dimention of observation. Typically relevent for resolving a unique equity price, which can be expressed as trade-weighted or volume-weighted averages." ;
rdfs:range common_domain_model:DeterminationMethodEnum ;
rdfs:subPropertyOf common_domain_model:determinationMethod .
common_domain_model:currencyReference a rdf:Property ;
rdfs:comment "Reference to a currency specified elsewhere in the document" ;
rdfs:range xsd:string .
common_domain_model:CalculationCurrencyElection a rdfs:Class ;
rdfs:comment "A class to specify the ISDA SIMM Calculation Currency." ;
rdfs:seeAlso .
common_domain_model:isBaseCurrency a rdf:Property ;
rdfs:comment "The SIMM Calculation Currency (also known as SIMM Reporting Currency) means the Base Currency when True. It means a different currency when False. In that latter case, the SIMM Calculation Currency is specified as part of the currency attribute." ;
rdfs:range xsd:boolean .
common_domain_model:ElectiveAmountElection a rdfs:Class ;
rdfs:comment "A class to specify the party elective amounts which can be used for the purpose of specifying elections such as the ISDA CSA Threshold and Minimum Transfer Amount." .
common_domain_model:electiveAmount a rdf:Property ;
rdfs:comment "Specifies an enumerated election to express the elective amount." ;
rdfs:range common_domain_model:ElectiveAmountEnum .
common_domain_model:AddtlAttrbts a rdfs:Class .
common_domain_model:rskRdcgTx a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:sctiesFincgTxInd a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:CustodianEvent a rdfs:Class ;
rdfs:comment "A class to specify the Custodian Event." ;
rdfs:seeAlso , , .
common_domain_model:FixedPricePayout a rdfs:Class ;
rdfs:comment "Represents a fixed price payout. There is no underlier associated with this payout type and is based on fixed pricing per a given unit (e.g. in commodities price per barrel)" ;
rdfs:subClassOf common_domain_model:PayoutBase .
common_domain_model:fixedPrice a rdf:Property ;
rdfs:comment "Specifies the fixed price on which fixed forward payments are based." ;
rdfs:range common_domain_model:FixedPrice .
common_domain_model:BusinessCenters a rdfs:Class ;
rdfs:comment "A class for specifying the business day calendar location used in determining whether a day is a business day or not, either by specifying this business center by reference to an enumerated list that is maintained by the FpML standard, or by reference to such specification when it exists elsewhere as part of the instance document. This class corresponds to the FpML BusinessCentersOrReference.model." .
common_domain_model:businessCenter a rdf:Property ;
rdfs:comment "A code identifying one or several business day calendar location(s). The set of business day calendar locations are specified by the business day calendar location enumeration which is maintained by the FpML standard." , "Inclusion of this business center element implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the city indicated by the businessCenter element value." , "A code identifying a business day calendar location. A business day calendar location is drawn from the list identified by the business day calendar location enumeration." , "Specifies the business center for adjustment of calculation period." , "Specifies the location where the exercise must be reported, e.g. where the exercise notice receiver is based." , "The Calculation Date Location when specified as a business center which corresponds to the FpML list of business centers or can be mapped to it." ;
rdfs:range xsd:string ;
rdfs:subPropertyOf common_domain_model:businessCenter .
common_domain_model:commodityBusinessCalendar a rdf:Property ;
rdfs:range common_domain_model:CommodityBusinessCalendarEnum .
common_domain_model:businessCentersReference a rdf:Property ;
rdfs:comment "A reference to a financial business center location specified elsewhere in the instance document." , "A reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not." , "A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not." ;
rdfs:domain common_domain_model:Offset ;
rdfs:range common_domain_model:BusinessCenters ;
rdfs:subPropertyOf common_domain_model:businessCentersReference .
common_domain_model:AveragingStrikeFeature a rdfs:Class ;
rdfs:comment "Defines the terms required to calculate the average observations associated with an averaging strike." .
common_domain_model:averagingCalculation a rdf:Property ;
rdfs:comment "Defines parameters for use in cases when a valuation or other term is based on an average of market observations." ;
rdfs:range common_domain_model:AveragingCalculation .
common_domain_model:observationTerms a rdf:Property ;
rdfs:comment "Class containing terms that are associated with observing a price/benchmark/index across either single or multple observations. " , "Defines how and when a performance type option or performance type swap is to be observed." , "Class containing terms that are associated with observing a price/benchmark/index across either single or multple observations. To be used for option contracts that reference a benchmark price." ;
rdfs:range common_domain_model:ObservationTerms ;
rdfs:subPropertyOf common_domain_model:observationTerms .
common_domain_model:TaxonomyClassification a rdfs:Class .
common_domain_model:className a rdf:Property ;
rdfs:comment "The name defined by the classification system for a specific attribute in the taxonomy" ;
rdfs:range xsd:string .
common_domain_model:description a rdf:Property ;
rdfs:comment "A description of the class." , "Provides additional information about the commodity underlier." , "A description that defines the OtherIndex." , "A description of the code list, e.g. A list of codes identifying business centers" , "A description of the meaning of the code, e.g. New York City, USA" ;
rdfs:range xsd:string ;
rdfs:subPropertyOf common_domain_model:description .
common_domain_model:ordinal a rdf:Property ;
rdfs:comment "In the case of multi-layered hierarchical classification systems such as commodity classification, the layer the value and className occupy in the classification hierarchy, where 1 represents the top-layer." ;
rdfs:range xsd:integer .
common_domain_model:BusinessDateRange a rdfs:Class ;
rdfs:comment "A class defining a range of contiguous business days by defining an unadjusted first date, an unadjusted last date and a business day convention and business centers for adjusting the first and last dates if they would otherwise fall on a non business day in the specified business centers. The days between the first and last date must also be good business days in the specified centers to be counted in the range." ;
rdfs:subClassOf common_domain_model:DateRange .
common_domain_model:businessDayConvention a rdf:Property ;
rdfs:comment "The convention for adjusting a date if it would otherwise fall on a day that is not a business day, as specified by an ISDA convention (e.g. Following, Precedent)." , "Override business date convention. This takes precedence over leg level information." , "The convention for adjusting a date if it would otherwise fall on a day that is not a business day." ;
rdfs:range common_domain_model:BusinessDayConventionEnum ;
rdfs:subPropertyOf common_domain_model:businessDayConvention .
common_domain_model:CounterpartyOwnIssuePermitted a rdfs:Class .
common_domain_model:counterpartyOwnIssuePermitted a rdf:Property ;
rdfs:comment "Represents a filter based on whether it is permitted for the underlying asset to be issued by the posting entity or part of their corporate family." ;
rdfs:range xsd:boolean .
common_domain_model:StrategyFeature a rdfs:Class ;
rdfs:comment "A class for defining option strategy features." .
common_domain_model:strikeSpread a rdf:Property ;
rdfs:comment "Definition of the upper strike in a strike spread." ;
rdfs:range common_domain_model:StrikeSpread .
common_domain_model:calendarSpread a rdf:Property ;
rdfs:comment "Definition of the later expiration date in a calendar spread." ;
rdfs:range common_domain_model:CalendarSpread .
common_domain_model:AvailableInventory a rdfs:Class ;
rdfs:comment "A data type that can be used to describe the inventory of securities that a party holds. The securities are held in the AvailableInventoryRecord, with each item in the array being an individual security and its associated criteria. Criteria can include the quantity available, the rate at which the security is available to borrow at, as well as other details that can affect the decision as to whether a party wants to utilise the securities listed." .
common_domain_model:identifer a rdf:Property ;
rdfs:comment "Unique identifier for this group. This can be used to uniquely identify a group of inventory records." , "Unique identifier for this record. This can be used to uniquely identify a specific piece of inventory." , "Unique identifier for the clause." ;
rdfs:range common_domain_model:AssignedIdentifier , common_domain_model:MasterAgreementClauseIdentifierEnum ;
rdfs:subPropertyOf common_domain_model:identifer .
common_domain_model:availableInventoryType a rdf:Property ;
rdfs:comment "Defines the purpose of this inventory." ;
rdfs:range common_domain_model:AvailableInventoryTypeEnum .
common_domain_model:comment a rdf:Property ;
rdfs:comment "Optional comments for this group of inventory records." , "A comment field to be associated with the workflow, e.g. to specify why a transaction event was rejected by a party." , "Optional comment for this specific piece of inventory." ;
rdfs:range xsd:string ;
rdfs:subPropertyOf common_domain_model:comment .
common_domain_model:messageInformation a rdf:Property ;
rdfs:comment "Allows details related to the availability messaging use case to be defined" , "Contains all information pertaining the FpML messaging header " ;
rdfs:domain common_domain_model:WorkflowStep ;
rdfs:range common_domain_model:MessageInformation ;
rdfs:subPropertyOf common_domain_model:messageInformation .
common_domain_model:availableInventoryRecord a rdf:Property ;
rdfs:comment "An array holding the list of inventory being described. Each element in the inventoryRecord array represents an individual piece of inventory i.e. a security." ;
rdfs:range common_domain_model:AvailableInventoryRecord .
common_domain_model:ObservationDates a rdfs:Class ;
rdfs:comment "Describes date details for a set of observation dates in parametric or non-parametric form." .
common_domain_model:observationSchedule a rdf:Property ;
rdfs:comment "Specifies a schedule of dates (non-parametric) on which market observations take place, and allows for the optional definition of weights where applicable. When no weight is specified, then weight of each date is assumed to be 1.0" ;
rdfs:range common_domain_model:ObservationSchedule .
common_domain_model:periodicSchedule a rdf:Property ;
rdfs:comment "Specifies the date range and frequency on which market observations take place. Weights can be assigned to dates in the schedule by assigning the weight and corresponding observationReference in the observationSchedule." ;
rdfs:range common_domain_model:PeriodicDates .
common_domain_model:parametricDates a rdf:Property ;
rdfs:comment "Specifies parametric terms to determine which days within a given calculation period the price would be observed. Typically associated with Commodities. " , "Defines rules for the dates on which the price will be determined." ;
rdfs:domain common_domain_model:PricingDates ;
rdfs:range common_domain_model:ParametricDates ;
rdfs:subPropertyOf common_domain_model:parametricDates .
common_domain_model:DistributionAndInterestPayment a rdfs:Class ;
rdfs:comment "A class to specify the Distributions and Interest Payment provisions applicable to the collateral agreement." .
common_domain_model:interestParameters a rdf:Property ;
rdfs:comment "Represents the interest parameters for the various currencies, margin types, posting parties." ;
rdfs:range common_domain_model:CollateralInterestParameters .
common_domain_model:IndependentAmountRatings a rdfs:Class ;
rdfs:comment "A logical container designed to hold a set of related data. In this case, designed to hold a set of information required when Independent Amount is determined using credit ratings." .
common_domain_model:namedAffiliate a rdf:Property ;
rdfs:comment "Details the Named Affiliate where the Rated Party is Named Affiliate." ;
rdfs:domain common_domain_model:IndependentAmountRatings ;
rdfs:range common_domain_model:LegalEntity , xsd:string ;
rdfs:subPropertyOf common_domain_model:namedAffiliate .
common_domain_model:ratingType a rdf:Property ;
rdfs:comment "The relevant rating type." ;
rdfs:range common_domain_model:RatingTypeEnum .
common_domain_model:namedEntity a rdf:Property ;
rdfs:comment "Details the Named Entity where the Rated Party is Named Entity." ;
rdfs:domain common_domain_model:IndependentAmountRatings ;
rdfs:range common_domain_model:LegalEntity , xsd:string ;
rdfs:subPropertyOf common_domain_model:namedEntity .
common_domain_model:compare a rdf:Property ;
rdfs:comment "Specifies how multiple credit ratings are compared when determining the applicable Independent Amount, and whether that measure is highest, lowest, or a comparison of either." , "Where two ratings are specified whether the higher or lower rating prevails." ;
rdfs:domain common_domain_model:IndependentAmountRatings ;
rdfs:range common_domain_model:IndependentAmountCompareEnum , common_domain_model:CreditNotationMismatchResolutionEnum ;
rdfs:subPropertyOf common_domain_model:compare .
common_domain_model:ratedParty a rdf:Property ;
rdfs:comment "Specifies the party to whom the rating agency rating applies to for the purposes of determining the Independent Amount." , "The party to which a rating applies." ;
rdfs:domain common_domain_model:IndependentAmountRatings ;
rdfs:range common_domain_model:RatedPartyEnum ;
rdfs:subPropertyOf common_domain_model:ratedParty .
common_domain_model:OptionStrike a rdfs:Class ;
rdfs:comment "Defines the strike price of an option." .
common_domain_model:strikePrice a rdf:Property ;
rdfs:comment "Defines the strike of an option in the form of a price that could be a cash price, interestRate, or other types." ;
rdfs:range common_domain_model:Price .
common_domain_model:strikeReference a rdf:Property ;
rdfs:comment "Defines the strike of an option in reference to the spread of the underlying swap (typical practice in the case of an option on a credit single name swaps)." ;
rdfs:range common_domain_model:FixedRateSpecification .
common_domain_model:referenceSwapCurve a rdf:Property ;
rdfs:comment "Defines the strike of an option when expressed by reference to a swap curve (Typically the case for a convertible bond option)." ;
rdfs:range common_domain_model:ReferenceSwapCurve .
common_domain_model:averagingStrikeFeature a rdf:Property ;
rdfs:comment "Defines an option strike that is calculated from an average of observed market prices." ;
rdfs:range common_domain_model:AveragingStrikeFeature .
common_domain_model:LegacyIndependentAmountParty a rdfs:Class ;
rdfs:comment "The party specific elections for the Independent Amount clause." .
common_domain_model:fixedAmount a rdf:Property ;
rdfs:comment "Indicates the Independent Amount is specified as a fixed amount." , "Defines that the Threshold is a Fixed Amount." , "Fixed Amount Calculation" , "Defines that the Minimum Transfer Amount (MTA) is a Fixed Amount." ;
rdfs:range common_domain_model:Money , common_domain_model:ThresholdMinimumTransferAmountFixedAmount , xsd:string ;
rdfs:subPropertyOf common_domain_model:fixedAmount .
common_domain_model:ratingsXExposure a rdf:Property ;
rdfs:comment "Indicates the Independent Amount is determined using both credit rating and exposure metrics." ;
rdfs:range common_domain_model:LegacyIndependentAmountRatingsXExposure .
common_domain_model:ratingsBased a rdf:Property ;
rdfs:comment "Indicates the Independent Amount is determined using a credit rating." , "Defines that the Threshold is based on a Ratings condition(s)." , "Defines that the Minimum Transfer Amount (MTA) is based on a Ratings condition(s)." ;
rdfs:range common_domain_model:LegacyIndependentAmountRatingsBased , common_domain_model:ThresholdRatingsBased , common_domain_model:MinimumTransferAmountRatingsBased ;
rdfs:subPropertyOf common_domain_model:ratingsBased .
common_domain_model:CreditSupportAgreementVariationMarginElections a rdfs:Class ;
rdfs:comment "The set of elections which specify a Variation Margin Credit Support Annex or Deed." ;
rdfs:subClassOf common_domain_model:CreditSupportAgreementElectionsBase .
common_domain_model:custodyArrangements a rdf:Property ;
rdfs:comment "The Custodian and Segregated Account details in respect of each party to the agreement." ;
rdfs:range common_domain_model:CustodyArrangements .
common_domain_model:securityInterestForObligations a rdf:Property ;
rdfs:comment "The party to whom obligations under the Master Agreement are owed and secured by the credit support arrangements. Applicable to 1994 NY CSA, 1995 English Law CSD and 2016 New York Law VM CSA." ;
rdfs:domain common_domain_model:CreditSupportAgreementLegacyElections ;
rdfs:range common_domain_model:SecurityInterestForObligations ;
rdfs:subPropertyOf common_domain_model:securityInterestForObligations .
common_domain_model:otherAgreements a rdf:Property ;
rdfs:comment "The bespoke definition of other agreement terms as specified by the parties to the agreement." ;
rdfs:range common_domain_model:OtherAgreements .
common_domain_model:calculationAndTiming a rdf:Property ;
rdfs:comment "The set of elections for determining Valuation and Timing terms specific to the agreement." ;
rdfs:range common_domain_model:CalculationAndTimingVariationMargin , common_domain_model:CalculationAndTimingInitialMargin , common_domain_model:CalculationAndTimingCollateralTransferAgreement , common_domain_model:CalculationAndTimingLegacy ;
rdfs:subPropertyOf common_domain_model:calculationAndTiming .
common_domain_model:coveredTransactions a rdf:Property ;
rdfs:comment "The specification of transactions covered by the terms of the agreement." , "Covered Transactions when expressed using the ISDA taxonomy." ;
rdfs:range common_domain_model:CoveredTransactions , common_domain_model:ProductTaxonomy ;
rdfs:subPropertyOf common_domain_model:coveredTransactions .
common_domain_model:creditSupportObligations a rdf:Property ;
rdfs:comment "The Credit Support Obligations applicable to the agreement." ;
rdfs:range common_domain_model:CreditSupportObligationsVariationMargin , common_domain_model:CreditSupportObligationsInitialMargin , common_domain_model:CreditSupportObligationsCollateralTransferAgreement , common_domain_model:CreditSupportObligationsLegacy ;
rdfs:subPropertyOf common_domain_model:creditSupportObligations .
common_domain_model:exchangeDate a rdf:Property ;
rdfs:comment "The bespoke exchange date terms that might be specified by the parties to the agreement." ;
rdfs:range xsd:string .
common_domain_model:creditSupportOffsets a rdf:Property ;
rdfs:comment "The specification of whether the standard Credit Support Offset provisions are applicable (true) or not applicable (false)." ;
rdfs:range xsd:boolean .
common_domain_model:fxHaircutCurrency a rdf:Property ;
rdfs:comment "The reference currency for the purpose of specifying the FX Haircut relating to a posting obligation, as being either the Termination Currency or an FX Designated Currency." ;
rdfs:range common_domain_model:FxHaircutCurrency .
common_domain_model:addressesForTransfer a rdf:Property ;
rdfs:comment "The optional specification of address for transfer as specified by the respective parties to the agreement." ;
rdfs:range common_domain_model:AddressesForTransfer .
common_domain_model:SimmCalculationCurrency a rdfs:Class ;
rdfs:comment "A class to specify the SIMM Calculation Currency elections by each party to the agreement." .
common_domain_model:MinimumTransferAmountAmendment a rdfs:Class ;
rdfs:comment " A class to specify whether Amendment to Minimum Transfer Amount language is applicable or not." .
common_domain_model:partyElections a rdf:Property ;
rdfs:comment "The party elective amounts." , "The parties' Notification Time election." ;
rdfs:domain common_domain_model:NotificationTime ;
rdfs:range common_domain_model:ElectiveAmountElection , common_domain_model:NotificationTimeElection ;
rdfs:subPropertyOf common_domain_model:partyElections .
common_domain_model:CustodianTerms a rdfs:Class ;
rdfs:comment "A class to specify the requirements applicable to the custodian with respect to the holding of posted collateral." ;
rdfs:seeAlso .
common_domain_model:minimumAssets a rdf:Property ;
rdfs:comment "The minimal level of assets requirement with respect to the custody agent." ;
rdfs:range common_domain_model:Money .
common_domain_model:minimumRating a rdf:Property ;
rdfs:comment "The minimal rating requirement with respect to the custody agent." ;
rdfs:range common_domain_model:CreditNotation .
common_domain_model:initialDesignation a rdf:Property ;
rdfs:comment "Election to specify the initial custodian." ;
rdfs:range common_domain_model:LegalEntity .
common_domain_model:ProductTaxonomy a rdfs:Class ;
rdfs:comment "Specifies the product taxonomy, which is composed of a taxonomy value and a taxonomy source." ;
rdfs:subClassOf common_domain_model:Taxonomy .
common_domain_model:primaryAssetClass a rdf:Property ;
rdfs:comment "Classifies the most important risk class of the trade." ;
rdfs:range common_domain_model:AssetClassEnum .
common_domain_model:productQualifier a rdf:Property ;
rdfs:comment "Derived from the product payout features using a CDM product qualification function that determines the product type based on the product payout features." , "To aggregate based on a selection of product type(s)." ;
rdfs:domain common_domain_model:AggregationParameters ;
rdfs:range xsd:string ;
rdfs:subPropertyOf common_domain_model:productQualifier .
common_domain_model:secondaryAssetClass a rdf:Property ;
rdfs:comment " Classifies additional risk classes of the trade, if any." ;
rdfs:range common_domain_model:AssetClassEnum .
common_domain_model:FloatingRateCalculationParameters a rdfs:Class ;
rdfs:comment "Defines the structures needed to represent the calculation parameters for daily averaged and compounded modular rates as defined in the 2021 ISDA Definitions in Section 7. This type is used to represent modular computed rates in interestRatePayouts." .
common_domain_model:applicableBusinessDays a rdf:Property ;
rdfs:comment "the business days that are applicable for the calculation." , "The default applicable business days." ;
rdfs:domain common_domain_model:FloatingRateIndexCalculationDefaults ;
rdfs:range common_domain_model:BusinessCenters ;
rdfs:subPropertyOf common_domain_model:applicableBusinessDays .
common_domain_model:lockoutCalculation a rdf:Property ;
rdfs:comment "any lockout parameters if applicable." ;
rdfs:range common_domain_model:OffsetCalculation .
common_domain_model:observationParameters a rdf:Property ;
rdfs:comment " any applicable observation parameters, such as daily caps or floors." ;
rdfs:range common_domain_model:ObservationParameters .
common_domain_model:lookbackCalculation a rdf:Property ;
rdfs:comment "any lookback parameters if applicable." ;
rdfs:range common_domain_model:OffsetCalculation .
common_domain_model:observationShiftCalculation a rdf:Property ;
rdfs:comment "any obervation shift parameters if applicable." ;
rdfs:range common_domain_model:ObservationShiftCalculation .
common_domain_model:ExerciseProcedure a rdfs:Class ;
rdfs:comment "A class describing how notice of exercise should be given. This can be either manual or automatic." .
common_domain_model:manualExercise a rdf:Property ;
rdfs:comment "Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent." ;
rdfs:range common_domain_model:ManualExercise .
common_domain_model:followUpConfirmation a rdf:Property ;
rdfs:comment "A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent." ;
rdfs:range xsd:boolean ;
rdfs:subPropertyOf common_domain_model:followUpConfirmation .
common_domain_model:splitTicket a rdf:Property ;
rdfs:comment "Typically applicable to the physical settlement of bond and convertible bond options. If present, means that the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations." ;
rdfs:range xsd:boolean .
common_domain_model:automaticExercise a rdf:Property ;
rdfs:comment "If automatic is specified, then the notional amount of the underlying swap not previously exercised under the swaption will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate. The term in-the-money is assumed to have the meaning defining in the 2000 ISDA Definitions, Section 17.4 In-the-money." ;
rdfs:range common_domain_model:AutomaticExercise .
common_domain_model:limitedRightToConfirm a rdf:Property ;
rdfs:comment "Has the meaning defined as part of the 1997 ISDA Government Bond Option Definitions, section 4.5 Limited Right to Confirm Exercise. If present, (i) the Seller may request the Buyer to confirm its intent if not done on or before the expiration time on the Expiration date (ii) specific rules will apply in relation to the settlement mode." ;
rdfs:range xsd:boolean .
common_domain_model:VolatilityCapFloor a rdfs:Class ;
rdfs:comment "Contains volatility-based barriers. Volatility Cap needs to be specified in accordance with the ISDA 2011 Equity Derivatives Definitions." .
common_domain_model:totalVolatilityCap a rdf:Property ;
rdfs:comment "Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives Definitions. This means the Volatility Cap Amount election is a number." ;
rdfs:range xsd:decimal .
common_domain_model:volatilityCapFactor a rdf:Property ;
rdfs:comment "Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives Definitions. The Calculated VolCapAmt can be optionally provided." ;
rdfs:range xsd:decimal .
common_domain_model:ValuationDate a rdfs:Class ;
rdfs:comment "A single object that represents the different methods to specify a valuation date, as used for cash settlement. The Single / Multiple ValuationDate is used for the determination of recovery in a credit event, the RelativeDateOffset is used for cash-settled option, and FxFixingDate is used for cross-currency settlement." .
common_domain_model:fxFixingSchedule a rdf:Property ;
rdfs:comment "The date, when expressed as a schedule of date(s), on which the currency rate will be determined for the purpose of specifying the amount in deliverable currency. This attribute was formerly part of 'NonDeliverableSettlement', which is now being harmonised into a common 'CashSettlementTerms' that includes a 'ValuationDate'." ;
rdfs:range common_domain_model:AdjustableDates .
common_domain_model:valuationDate a rdf:Property ;
rdfs:comment "The date on which the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount. This attribute was formerly part of 'OptionCashSettlement', which is now being harmonised into a common 'CashSettlementTerms' that includes a 'ValuationDate'." , "2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing Date" , "Details of the days on which calculations are to be made to determine the Delivery Amount and/or Return Amount." , "Defines the different methods to specify a valuation date, as used for cash settlement. The Single / Multiple ValuationDate is used for the determination of recovery in a credit event, the RelativeDateOffset is used for cash-settled option, and FxFixingDate is used for cross-currency settlement." ;
rdfs:range common_domain_model:RelativeDateOffset , common_domain_model:AdjustableOrRelativeDate , common_domain_model:CSAValuationDate , common_domain_model:AdjustedRelativeDateOffset , common_domain_model:ValuationDate ;
rdfs:subPropertyOf common_domain_model:valuationDate .
common_domain_model:multipleValuationDates a rdf:Property ;
rdfs:comment "Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies (a) the number of applicable valuation dates, and (b) the number of business days after satisfaction of all conditions to settlement when the first such valuation date occurs, and (c) the number of business days thereafter of each successive valuation date. ISDA 2003 Term: Multiple Valuation Dates." ;
rdfs:range common_domain_model:MultipleValuationDates .
common_domain_model:fxFixingDate a rdf:Property ;
rdfs:comment "The date on which the currency rate will be determined for the purpose of specifying the amount in deliverable currency. This attribute was formerly part of 'NonDeliverableSettlement', which is now being harmonised into a common 'CashSettlementTerms' that includes a 'ValuationDate'." , "Describes the specific date when a non-deliverable forward or cash-settled option will 'fix' against a particular rate, which will be used to compute the ultimate cash settlement. This element should be omitted where a single, discrete fixing date cannot be identified e.g. on an american option, where fixing may occur at any date on a continuous range. This attribute was formerly part of 'fxSettlementTerms', which is now being harmonised into a common 'CashSettlementTerms' that includes a 'ValuationDate'." ;
rdfs:domain common_domain_model:FxFixingDate ;
rdfs:range common_domain_model:FxFixingDate , common_domain_model:AdjustableOrRelativeDate ;
rdfs:subPropertyOf common_domain_model:fxFixingDate .
common_domain_model:singleValuationDate a rdf:Property ;
rdfs:comment "Where single valuation date is specified as being applicable for cash settlement, this element specifies the number of business days after satisfaction of all conditions to settlement when such valuation date occurs. ISDA 2003 Term: Single Valuation Date." ;
rdfs:range common_domain_model:SingleValuationDate .
common_domain_model:CalculationScheduleDeliveryPeriods a rdfs:Class ;
rdfs:comment "Period and time profile over which the delivery takes place." ;
rdfs:subClassOf common_domain_model:AssetDeliveryPeriods .
common_domain_model:priceTimeIntervalQuantity a rdf:Property ;
rdfs:comment "Price per quantity per delivery time interval." ;
rdfs:range common_domain_model:Price .
common_domain_model:profile a rdf:Property ;
rdfs:comment "Defines the delivery profile of the asset, including the load type and the delivery intervals." ;
rdfs:range common_domain_model:AssetDeliveryProfile .
common_domain_model:deliveryCapacity a rdf:Property ;
rdfs:comment "The number of units included in the transaction for each delivery interval" ;
rdfs:range common_domain_model:Quantity .
common_domain_model:TransferableProduct a rdfs:Class ;
rdfs:comment "A TransferableProduct is a type of financial product which can be held or transferred, represented as an Asset with the addition of specific EconomicTerms." ;
rdfs:subClassOf common_domain_model:Asset .
common_domain_model:economicTerms a rdf:Property ;
rdfs:comment "The price forming features, including payouts and provisions." ;
rdfs:range common_domain_model:EconomicTerms .
common_domain_model:FxAdditionalTerms a rdfs:Class ;
rdfs:comment "TransactionAdditionalTerms which apply to the CurrencyPair asset class." .
common_domain_model:disruptionEvents a rdf:Property ;
rdfs:range common_domain_model:FxDisruptionEvents .
common_domain_model:determinationTerms a rdf:Property ;
rdfs:domain common_domain_model:FxAdditionalTerms ;
rdfs:range common_domain_model:DeterminationRolesAndTerms ;
rdfs:subPropertyOf common_domain_model:determinationTerms .
common_domain_model:noFaultTermination a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:EconomicTerms a rdfs:Class ;
rdfs:comment " This class represents the full set of price-forming features associated with a contractual product: the payout component, the notional/quantity, the effective and termination date and the date adjustment provisions when applying uniformily across the payout components. This class also includes the legal provisions which have valuation implications: cancelable provision, extendible provision, early termination provision and extraordinary events specification." .
common_domain_model:calculationAgent a rdf:Property ;
rdfs:comment "The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions." , "The ISDA Calculation Agent responsible for performing duties associated with an optional early termination." ;
rdfs:range common_domain_model:CalculationAgent ;
rdfs:subPropertyOf common_domain_model:calculationAgent .
common_domain_model:nonStandardisedTerms a rdf:Property ;
rdfs:comment "Specifies, when boolean value is True, that additional economic terms exist that have not been included in the product representation." ;
rdfs:range xsd:boolean .
common_domain_model:collateral a rdf:Property ;
rdfs:comment "Represents the collateral obligations of a party." , "Detail the collateral requirement anticipated with the transaction." , "The definitions regarding collateral relating to the GMSLA." , "The type of collateral can often be required when determining if the piece of availability being described is suitable for a party." ;
rdfs:range common_domain_model:Collateral , common_domain_model:CollateralSpecification , common_domain_model:CollateralProvisions ;
rdfs:subPropertyOf common_domain_model:collateral .
common_domain_model:terminationDate a rdf:Property ;
rdfs:comment "The last day of the terms of the trade. This date may be subject to adjustments in accordance with the business day convention. It can also be specified in relation to another scheduled date (e.g. the last payment date)." ;
rdfs:range common_domain_model:AdjustableOrRelativeDate .
common_domain_model:terminationTime a rdf:Property ;
rdfs:comment "The time and zone of the last day of the terms of the trade. It can also be specified in relation to another time." ;
rdfs:range common_domain_model:DirectOrRelativeTime .
common_domain_model:payout a rdf:Property ;
rdfs:comment "The payout specifies the future cashflow computation methodology which characterizes a financial product." ;
rdfs:range common_domain_model:Payout ;
rdfs:subPropertyOf common_domain_model:payout .
common_domain_model:terminationProvision a rdf:Property ;
rdfs:comment "Contains optional provisions pertaining to the termination characteristics of a contract." ;
rdfs:range common_domain_model:TerminationProvision .
common_domain_model:OtherAgreements a rdfs:Class ;
rdfs:comment "The bespoke definition of other agreements or other credit support annex terms as specified by the parties to the agreement." .
common_domain_model:otherCSA a rdf:Property ;
rdfs:comment "The bespoke definition of Other CSA as specified by the parties to the agreement." ;
rdfs:range common_domain_model:OtherAgreementTerms .
common_domain_model:japaneseLawCsa a rdf:Property ;
rdfs:comment "The bespoke definition of whether Japanese Law CSA (VM) are specified by the parties to the agreement." ;
rdfs:range common_domain_model:OtherAgreementTerms .
common_domain_model:CancellationEvent a rdfs:Class ;
rdfs:comment "The adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date." .
common_domain_model:adjustedExerciseDate a rdf:Property ;
rdfs:comment "The date on which option exercise takes place. This date should already be adjusted for any applicable business day convention." , "The date on which the option exercise takes place. This date should already be adjusted for any applicable business day convention." ;
rdfs:range xsd:date ;
rdfs:subPropertyOf common_domain_model:adjustedExerciseDate .
common_domain_model:adjustedEarlyTerminationDate a rdf:Property ;
rdfs:comment "The early termination date that is applicable if an early termination provision is exercised. This date should already be adjusted for any applicable business day convention." ;
rdfs:range xsd:date .
common_domain_model:SecurityProviderRightsEvent a rdfs:Class ;
rdfs:comment "A class to specify the Pledgor/Obligor/Chargor Rights Event election." ;
rdfs:seeAlso , , .
common_domain_model:fullDischarge a rdf:Property ;
rdfs:comment "If specified as applicable here, a Pledgor/Obligor/Chargor Rights Event will not occur unless the Pledgor/Obligor/Chargor (A) has provided a statement to the Secured Party in respect of such Early Termination Date." , "Full Discharge condition." ;
rdfs:domain common_domain_model:SecurityProviderRightsEvent ;
rdfs:range xsd:boolean ;
rdfs:subPropertyOf common_domain_model:fullDischarge .
common_domain_model:automaticSetOff a rdf:Property ;
rdfs:comment "The Automatic Set-Off provision applies when the value is set to True." ;
rdfs:range xsd:boolean .
common_domain_model:includeCoolingOffLanguage a rdf:Property ;
rdfs:comment "The Pledgor/Obligor/Chargor Rights Event election includes cooling off language when the attribute is set of True." ;
rdfs:range xsd:boolean .
common_domain_model:MinimumTransferAmount a rdfs:Class ;
rdfs:comment "Represents the threshold specified in the agreement below which collateral need not be delivered, and represents the smallest incremental value of exposure that must be reached before the parties are obliged to transfer collateral." ;
rdfs:seeAlso , , , , .
common_domain_model:MessageInformation a rdfs:Class ;
rdfs:comment "This class corresponds to the components of the FpML MessageHeader.model." .
common_domain_model:messageId a rdf:Property ;
rdfs:comment "A unique identifier assigned to the message." ;
rdfs:range xsd:string .
common_domain_model:sentBy a rdf:Property ;
rdfs:comment "The identifier for the originator of a message instance." ;
rdfs:range xsd:string .
common_domain_model:sentTo a rdf:Property ;
rdfs:comment "The identifier(s) for the recipient(s) of a message instance." ;
rdfs:range xsd:string .
common_domain_model:copyTo a rdf:Property ;
rdfs:comment "A unique identifier (within the specified coding scheme) giving the details of some party to whom a copy of this message will be sent for reference." ;
rdfs:range xsd:string .
common_domain_model:IndexType a rdfs:Class ;
rdfs:comment "Specification of an index." .
common_domain_model:equityIndex a rdf:Property ;
rdfs:comment "An enumerated list for equity indices." ;
rdfs:range common_domain_model:CollateralEquityIndexEnum .
common_domain_model:FloatingRateIndexExternalMappings a rdfs:Class ;
rdfs:comment "Represents the mappings of FRO codes to other." .
common_domain_model:isoCode a rdf:Property ;
rdfs:range common_domain_model:FloatingRateIndexExternalMap .
common_domain_model:FloatingRateIndexMap a rdfs:Class ;
rdfs:comment "A map for a single FRO to or from an equivalent or similar FRO in a different contractual definitions version." .
common_domain_model:index_ a rdf:Property ;
rdfs:comment " The FRO name that is being mapped to/from." ;
rdfs:range common_domain_model:FloatingRateIndexEnum .
common_domain_model:contractualDefinitionIdentifier a rdf:Property ;
rdfs:comment "Contractual Definition to which the map applies. Includes Document Type and Document Version" , "Contractual Definition Identifier in which the code is published. Includes Document Type and Document Version" ;
rdfs:domain common_domain_model:FloatingRateIndexMap ;
rdfs:range common_domain_model:ContractualDefinitionIdentifier ;
rdfs:subPropertyOf common_domain_model:contractualDefinitionIdentifier .
common_domain_model:CollateralManagementAgreementElection a rdfs:Class ;
rdfs:comment "A class to specify the Collateral Management Agreement election." ;
rdfs:seeAlso .
common_domain_model:collateralManagementAgreement a rdf:Property ;
rdfs:comment "The designated Collateral Management Agreement with respect to the elective party as the Obligee." ;
rdfs:domain common_domain_model:CustodyArrangements ;
rdfs:range xsd:string , common_domain_model:CollateralManagementAgreement ;
rdfs:subPropertyOf common_domain_model:collateralManagementAgreement .
common_domain_model:ResolutionValue a rdfs:Class ;
rdfs:comment "Methodology for resolving disputes in respect of the determination of the value of collateral." .
common_domain_model:cash a rdf:Property ;
rdfs:comment "Details of how cash collateral is valued when resolving disputes." ;
rdfs:range common_domain_model:ValueCashEnum .
common_domain_model:securities a rdf:Property ;
rdfs:comment "Details of how securities collateral is valued when resolving disputes." ;
rdfs:range common_domain_model:ValueSecuritiesEnum .
common_domain_model:fallback a rdf:Property ;
rdfs:comment "Represents whether a fallback calculation method is applicable. 'True' if fallback calculation method is applicable." ;
rdfs:range xsd:boolean .
common_domain_model:FxLinkedNotionalAmount a rdfs:Class ;
rdfs:comment "A data to: describe the cashflow representation for FX linked notionals." .
common_domain_model:adjustedFxSpotFixingDate a rdf:Property ;
rdfs:comment "The date on which the FX spot rate is observed. This date should already be adjusted for any applicable business day convention." ;
rdfs:range xsd:date .
common_domain_model:observedFxSpotRate a rdf:Property ;
rdfs:comment "The actual observed FX spot rate." ;
rdfs:range xsd:decimal .
common_domain_model:notionalAmount a rdf:Property ;
rdfs:comment "The calculation period notional amount." , "The amount that a cashflow will accrue interest on." ;
rdfs:domain common_domain_model:FxLinkedNotionalAmount ;
rdfs:range xsd:decimal ;
rdfs:subPropertyOf common_domain_model:notionalAmount .
common_domain_model:InventoryRecord a rdfs:Class ;
rdfs:comment "An individual piece of inventory. This represents a single security." .
common_domain_model:security a rdf:Property ;
rdfs:comment "The security details." , "Identifies the underlying asset when it is a security, such as a bond or convertible bond. The security data type requires one or more productIdentifiers, specificaiton of the security type (e.g. debt), and includes optional attributes to specify a debt class, such as asset-backed, as well as seniority." ;
rdfs:domain common_domain_model:ReferenceObligation ;
rdfs:range common_domain_model:Security ;
rdfs:subPropertyOf common_domain_model:security .
common_domain_model:RateSpecification a rdfs:Class ;
rdfs:comment " A data type to specify the fixed interest rate, floating interest rate or inflation rate." .
common_domain_model:PrincipalPayment a rdfs:Class ;
rdfs:comment "Any kind of principal payments when the amount is known and thus fixed." .
common_domain_model:principalPaymentDate a rdf:Property ;
rdfs:comment "The date where the PrincipalPayment shall be settled." ;
rdfs:range common_domain_model:AdjustableDate .
common_domain_model:principalAmount a rdf:Property ;
rdfs:comment "When known at the time the transaction is made, the cash amount to be paid." ;
rdfs:range common_domain_model:Money .
common_domain_model:discountFactor a rdf:Property ;
rdfs:comment "The value representing the discount factor used to calculate the present value of the principal payment amount." , "A decimal value representing the discount factor used to calculate the present value of cash flow." , "The value representing the discount factor used to calculate the present value of the cash flow." ;
rdfs:range xsd:decimal ;
rdfs:subPropertyOf common_domain_model:discountFactor .
common_domain_model:presentValuePrincipalAmount a rdf:Property ;
rdfs:comment "The amount representing the present value of the principal payment." ;
rdfs:range common_domain_model:Money .
common_domain_model:EscrowArrangement a rdfs:Class ;
rdfs:comment "Refers to the segregation deposit procedure parties may want to commmit into during the time a Disruption Event is effective" ;
rdfs:seeAlso .
common_domain_model:escrowArrangementIsApplicable a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:bespokeEscrowArrangements a rdf:Property ;
rdfs:range common_domain_model:Clause .
common_domain_model:AdditionalType a rdfs:Class ;
rdfs:comment "The specification of the Additional Type of transaction that can require the collection or delivery of initial margin under a given regulatory regime for the purposes of Covered Transactions." ;
rdfs:seeAlso .
common_domain_model:standardValue a rdf:Property ;
rdfs:comment "The qualification of the Additional Type of transaction that can require the collection or delivery of initial margin when specified as a standard value." ;
rdfs:range common_domain_model:AdditionalTypeEnum .
common_domain_model:customValue a rdf:Property ;
rdfs:comment "The qualification of the Additional Type of transaction that can require the collection or delivery of initial margin when specified as a custom value by the parties to the legal agreement." ;
rdfs:range xsd:string .
common_domain_model:QuantityChangeInstruction a rdfs:Class ;
rdfs:comment "Instructions required to create a Quantity Change Primitive Event, which can be either an increase, a decrease or a replacement. An increase adds a new trade lot to the original trade, whereas a decrease subtracts from an existing trade lot's quantity. A replacement updates the quantity of an existing trade lot to the new value." .
common_domain_model:change a rdf:Property ;
rdfs:comment "Quantity by which the trade is being increased, decreased or replaced, and the price at which such quantity change is agreed. The quantity change should always be specified as a positive number, with the direction (increase/decrease/replacement) being specified by the direction enumeration. A fee can also be associated to the quantity change by specifying a Price component of type CashPrice, including the corresponding settlement date and direction." ;
rdfs:range common_domain_model:PriceQuantity .
common_domain_model:lotIdentifier a rdf:Property ;
rdfs:comment "Identifier for the new lot (in case of increase) or for the existing lot to be changed(in case of decrease or replacement). This optional attribute is mandatory in case of a decrease or replacement if the initial trade state contains multiple trade lots." , "Specifies one or more identifiers for the lot, if any." , "Lot Identifier associated with the transaction." ;
rdfs:range common_domain_model:Identifier ;
rdfs:subPropertyOf common_domain_model:lotIdentifier .
common_domain_model:Regime a rdfs:Class ;
rdfs:comment "A class to specify one or more regimes that may be specified as relevant to a legal agreement." ;
rdfs:seeAlso , .
common_domain_model:applicableRegime a rdf:Property ;
rdfs:comment "A class to specify the regime(s) that parties to a legal agreement, such as the ISDA 2016 and 2018 CSA for Initial Margin, might agree to apply to one or both parties when acting as collateral taker, and specific terms associated with that application." ;
rdfs:range common_domain_model:ApplicableRegime .
common_domain_model:fallbackToMandatoryMethodDays a rdf:Property ;
rdfs:comment "The specification of the number of days after effective delivery of notice that Mandatory method fallback applies. Specification is only required when one or more Regimes have Fall Back to Mandatory Method elected as a SIMM exception." ;
rdfs:range xsd:decimal .
common_domain_model:SensitivityMethodologies a rdfs:Class ;
rdfs:comment "A class to specificy methodologies to compute sensitivities specific to the agreement." .
common_domain_model:CreditNotations a rdfs:Class ;
rdfs:comment "Represents the credit rating notation higher level construct, which provides the ability to specify multiple rating notations." .
common_domain_model:creditNotation a rdf:Property ;
rdfs:comment "Specifies only one credit notation is determined." , "At least two credit notations much be specified." , "Indicates the agency rating criteria specified for the asset or issuer." ;
rdfs:range common_domain_model:CreditNotation ;
rdfs:subPropertyOf common_domain_model:creditNotation .
common_domain_model:creditNotations a rdf:Property ;
rdfs:comment "Specifies if several credit notations exist, alongside an 'any' or 'all' or all condition." ;
rdfs:range common_domain_model:MultipleCreditNotations .
common_domain_model:Valuation a rdfs:Class ;
rdfs:comment "Defines the value of an investment, asset, or security" .
common_domain_model:method a rdf:Property ;
rdfs:comment "Method used for the valuation of the transaction by the valuation party." , "The ISDA FRO calculation method (e.g. OIS Compounding)." ;
rdfs:domain common_domain_model:FloatingRateIndexCalculationDefaults ;
rdfs:range common_domain_model:ValuationTypeEnum , common_domain_model:FloatingRateIndexCalculationMethodEnum ;
rdfs:subPropertyOf common_domain_model:method .
common_domain_model:scope a rdf:Property ;
rdfs:comment " Defines the scope of the valuation, what it applies to e.g. the collateral or the trade" ;
rdfs:range common_domain_model:ValuationScopeEnum .
common_domain_model:valuationTiming a rdf:Property ;
rdfs:comment "Denotes when the valuation was sourced during a business day." ;
rdfs:range common_domain_model:PriceTimingEnum .
common_domain_model:delta a rdf:Property ;
rdfs:comment "The ratio of the change in the price of a derivative transaction to the change in the price of the underlying. This field is applicable only to options and swaptions." ;
rdfs:range xsd:decimal .
common_domain_model:priceComponent a rdf:Property ;
rdfs:comment "Denotes the price used to compute the valuation." ;
rdfs:range common_domain_model:Price .
common_domain_model:CollateralProvisions a rdfs:Class ;
rdfs:comment "Contains collateral attributes which can also inherit information from a GMRA" .
common_domain_model:collateralType a rdf:Property ;
rdfs:comment "Enumerates the collateral types which are accepted by the Seller." ;
rdfs:range common_domain_model:CollateralTypeEnum .
common_domain_model:eligibleCollateral a rdf:Property ;
rdfs:comment "The eligible collateral as specified in relation to the transaction." , "The eligible collateral as specified in relation to the pledgor/chargor/obligor(s) posting obligation." ;
rdfs:domain common_domain_model:CollateralProvisions ;
rdfs:range common_domain_model:EligibleCollateralCriteria ;
rdfs:subPropertyOf common_domain_model:eligibleCollateral .
common_domain_model:substitutionProvisions a rdf:Property ;
rdfs:comment "The provisions for collateral substitutions such as how many and when they are allowed." ;
rdfs:range common_domain_model:SubstitutionProvisions .
common_domain_model:FxInformationSource a rdfs:Class ;
rdfs:comment "Information source specific to Foreign Exchange products." ;
rdfs:subClassOf common_domain_model:InformationSource .
common_domain_model:fixingTime a rdf:Property ;
rdfs:comment "The time that the fixing will be taken along with a business center to define the time zone." , "The time at which the spot currency exchange rate will be observed. It is specified as a time in a business day calendar location, e.g. 11:00am London time." , "Parameters defining the normal fixing time (can vary by index tenor / designated maturity)." ;
rdfs:range common_domain_model:BusinessCenterTime , common_domain_model:FloatingRateIndexFixingTime ;
rdfs:subPropertyOf common_domain_model:fixingTime .
common_domain_model:RecalculationOfValueElection a rdfs:Class ;
rdfs:comment "A class to specify Recalculation of Value terms that will be applicable." .
common_domain_model:recalculationOfValueElection a rdf:Property ;
rdfs:comment "The procedure for Recalculation of Value." ;
rdfs:range common_domain_model:RecalculationOfValueElectionEnum .
common_domain_model:recalculationOfValueTerms a rdf:Property ;
rdfs:comment "Additional Recalculation of Value terms when specified." ;
rdfs:range xsd:string .
common_domain_model:CollateralCriteriaBase a rdfs:Class ;
rdfs:comment "Represents a set of criteria used to specify and describe collateral." .
common_domain_model:CalculatedRateDetails a rdfs:Class ;
rdfs:comment "Type for reporting details of calculated rates, including the observations that went into the final reported rate." .
common_domain_model:observations a rdf:Property ;
rdfs:comment "The observation dates and weights for each observation date." , "Represents an audit of the observations used to produce the reset value. If multiple observations were necessary to produce the reset value, the aggregation method should be defined on the payout." ;
rdfs:domain common_domain_model:CalculatedRateDetails ;
rdfs:range common_domain_model:CalculatedRateObservations , common_domain_model:Observation ;
rdfs:subPropertyOf common_domain_model:observations .
common_domain_model:weightedRates a rdf:Property ;
rdfs:comment "The weighted value of each observation." ;
rdfs:range xsd:decimal .
common_domain_model:calculatedRate a rdf:Property ;
rdfs:comment "The resulting calculated weight." , "The final calculated rate for a calculation period after any required averaging of rates A calculated rate of 5% would be represented as 0.05." ;
rdfs:domain common_domain_model:FloatingRateDefinition ;
rdfs:range xsd:decimal ;
rdfs:subPropertyOf common_domain_model:calculatedRate .
common_domain_model:growthFactor a rdf:Property ;
rdfs:comment "The daily growth factors, showing the weighted rates divided by the day count basis plus one, giving how much the value grows for each step in the calculation." ;
rdfs:range xsd:decimal .
common_domain_model:compoundedGrowth a rdf:Property ;
rdfs:comment "The compounding curve, showing how the initial value grew during the calculation period." ;
rdfs:range xsd:decimal .
common_domain_model:aggregateWeight a rdf:Property ;
rdfs:comment "The total weight of all the terms that went into the calculated rate." ;
rdfs:range xsd:decimal .
common_domain_model:ObservationInstruction a rdfs:Class ;
rdfs:comment "Specifies inputs needed to process an observation." .
common_domain_model:observationEvent a rdf:Property ;
rdfs:comment "Contains all information related to an observation." ;
rdfs:range common_domain_model:ObservationEvent .
common_domain_model:MoneyBound a rdfs:Class ;
rdfs:comment "The money bound is defined as a money amount and whether the bound is inclusive." .
common_domain_model:money a rdf:Property ;
rdfs:comment "The money amount to be used as the bound, e.g. 1,000 USD." ;
rdfs:range common_domain_model:Money .
common_domain_model:inclusive a rdf:Property ;
rdfs:comment "Whether the money amount bound is inclusive, e.g. for a lower bound, false would indicate greater than, whereas true would indicate greater than or equal to." , "Specifies whether the period bound is inclusive, e.g. for a lower bound, false would indicate greater than, whereas true would indicate greater than or equal to." , "Whether the number bound is inclusive, e.g. for a lower bound, false would indicate greater than, whereas true would indicate greater than or equal to." ;
rdfs:range xsd:boolean ;
rdfs:subPropertyOf common_domain_model:inclusive .
common_domain_model:ThresholdElection a rdfs:Class ;
rdfs:comment "Specifies whether the threshold is rating based, a fixed amount, or infinity." .
common_domain_model:infinity a rdf:Property ;
rdfs:comment "Specifies that the Threshold is Infinity. If 'True' then the threshold for the elective party is Infinity." ;
rdfs:range xsd:boolean .
common_domain_model:FixedPrice a rdfs:Class ;
rdfs:comment "A predefined price accorded by the counterparties." .
common_domain_model:DirectionRatingSet a rdfs:Class ;
rdfs:comment "A logical container to hold a defined set of related data. In this case the collation of Ratings Agency, Rating value and an associated direction that are grouped by either AND or OR logic." .
common_domain_model:PostingObligations a rdfs:Class ;
rdfs:comment "A class to specify the collateral posting obligations of the security provider or security providers as specified in the corresponding agreement." ;
rdfs:seeAlso .
common_domain_model:securityProvider a rdf:Property ;
rdfs:comment "The security provider party(ies) to which the posting obligations apply to, which can be either one of the parties to the legal agreement, or both of those." ;
rdfs:range common_domain_model:CounterpartyRoleEnum .
common_domain_model:ShapingProvision a rdfs:Class ;
rdfs:comment "Defines the applicable settlement limits that may require a settlement to be 'shaped', i.e. broken-down into smaller amounts." .
common_domain_model:shapeSchedule a rdf:Property ;
rdfs:comment "Defines applicable settlement limits in each currency." ;
rdfs:range common_domain_model:Money .
common_domain_model:WorkflowState a rdfs:Class ;
rdfs:comment "A class to specify workflow information, which is conceptually applicable to all lifecycle events." .
common_domain_model:workflowStatus a rdf:Property ;
rdfs:comment "The workflow status indicator, e.g. Accepted, Rejected, ..." ;
rdfs:range common_domain_model:WorkflowStatusEnum .
common_domain_model:partyCustomisedWorkflow a rdf:Property ;
rdfs:comment "Workflow data that is specific to certain market participants and is expressed as part of the CDM in a very generic manner, which can be party-specific. The initial use cases have been derived from the CME clearing and the DTCC TIW submissions." ;
rdfs:range common_domain_model:PartyCustomisedWorkflow .
common_domain_model:warehouseIdentity a rdf:Property ;
rdfs:comment "The identity of the warehouse, if any, that is executing that workflow step." ;
rdfs:range common_domain_model:WarehouseIdentityEnum .
common_domain_model:CustodianRisk a rdfs:Class ;
rdfs:comment "A class to specify the Custodian Risk elections specific to a Credit Support Agreement." .
common_domain_model:AdjustmentFactor a rdfs:Class ;
rdfs:comment "Describes the terms involved for adjusting the price of the underlier impacted by a Corporate Action." .
common_domain_model:calculationTerms a rdf:Property ;
rdfs:comment "Describes the input terms involved in the calculation of the adjustment factor applied to the price of the underlier impacted by a Corporate Action." , "Describes the input terms involved in the calculation of the accrual factor." ;
rdfs:domain common_domain_model:AccrualFactor ;
rdfs:range common_domain_model:AdjustmentFactorCalculationTerms , common_domain_model:AccrualFactorCalculationTerms ;
rdfs:subPropertyOf common_domain_model:calculationTerms .
common_domain_model:MultipleCreditNotations a rdfs:Class ;
rdfs:comment "Represetns a class to specify multiple credit notations alongside a conditional 'any' or 'all' qualifier." .
common_domain_model:mismatchResolution a rdf:Property ;
rdfs:comment "Indicator for options to be used if several agency ratings (>1) are specified and its necessary to identify specific charateristics. i.e (lowest or highest)." ;
rdfs:domain common_domain_model:AgencyRatingCriteria ;
rdfs:range common_domain_model:CreditNotationMismatchResolutionEnum ;
rdfs:subPropertyOf common_domain_model:mismatchResolution .
common_domain_model:referenceAgency a rdf:Property ;
rdfs:comment "identifies the dominant reference agency if there is a missmatch and several reference agencies exsist." ;
rdfs:domain common_domain_model:AgencyRatingCriteria ;
rdfs:range common_domain_model:CreditRatingAgencyEnum ;
rdfs:subPropertyOf common_domain_model:referenceAgency .
common_domain_model:AssetDeliveryInformation a rdfs:Class ;
rdfs:comment "Contains the information relative to the delivery of the asset." .
common_domain_model:periods a rdf:Property ;
rdfs:comment "Defines the periods of delivery, including the delivery profile." ;
rdfs:range common_domain_model:AssetDeliveryPeriods .
common_domain_model:location a rdf:Property ;
rdfs:comment "Defines the location of the delivery of the commodity." , "FpML specifies the timezoneLocationScheme by reference to the Time Zone Database (a.k.a. tz database) maintained by IANA, the Internet Assigned Numbers Authority." , "The location relevant to the timezone for the Valuation Time." ;
rdfs:range common_domain_model:LocationIdentifier , xsd:string ;
rdfs:subPropertyOf common_domain_model:location .
common_domain_model:commodityGrade a rdf:Property ;
rdfs:comment "Grade of product being delivered (e.g., grade of oil)." ;
rdfs:range common_domain_model:ProductGradeEnum .
common_domain_model:FixedRateSpecification a rdfs:Class ;
rdfs:comment "Type defining the specification for a fixed rate." .
common_domain_model:rateSchedule a rdf:Property ;
rdfs:comment "The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments." ;
rdfs:range common_domain_model:RateSchedule .
common_domain_model:SwpOut a rdfs:Class .
common_domain_model:sngl a rdf:Property ;
rdfs:range common_domain_model:Sngl .
common_domain_model:AncillaryParty a rdfs:Class ;
rdfs:comment "Defines an ancillary role enumerated value with an associated party reference. 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." .
common_domain_model:onBehalfOf a rdf:Property ;
rdfs:comment "Optionally specifies the counterparty that the ancillary party is acting on behalf of." ;
rdfs:range common_domain_model:CounterpartyRoleEnum .
common_domain_model:FxFeature a rdfs:Class ;
rdfs:comment "A type for defining FX Features." .
common_domain_model:referenceCurrency a rdf:Property ;
rdfs:comment "Specifies the reference currency of the trade." ;
rdfs:range xsd:string .
common_domain_model:composite a rdf:Property ;
rdfs:comment "If 'Composite' is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero." , "(Optionally) Specifies the underlying price components if the price can be expressed as a composite: e.g. dirty price = clean price + accrued." ;
rdfs:domain common_domain_model:FxFeature ;
rdfs:range common_domain_model:Composite , common_domain_model:PriceComposite ;
rdfs:subPropertyOf common_domain_model:composite .
common_domain_model:quanto a rdf:Property ;
rdfs:comment "If 'Quanto' is specified as the Settlement Type in the relevant Transaction Supplement, an amount, as determined by the Calculation Agent in accordance with the Section 8.2 of the Equity Definitions." ;
rdfs:range common_domain_model:Quanto .
common_domain_model:crossCurrency a rdf:Property ;
rdfs:comment "If 'Cross-Currency' is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier x one unit of the Reference Currency converted into an amount in the Settlement Currency using the rate of exchange of the Settlement Currency as quoted on the Reference Price Source on the Valuation Date, provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero." ;
rdfs:range common_domain_model:Composite .
common_domain_model:EligibleCollateralCriteria a rdfs:Class ;
rdfs:comment "Represents a set of criteria used to specify eligible collateral." ;
rdfs:subClassOf common_domain_model:CollateralCriteriaBase .
common_domain_model:treatment a rdf:Property ;
rdfs:comment "Identifies the treatment of specified collateral, e.g., haircuts,holding limits or exclusions." , "Specifies if there is any treatment to be applied to collateral, such as percentage discount which will impact collateral value." , "US rate treatment (Bond Equivalent Yield or Money Market Yield, if applicable." ;
rdfs:range common_domain_model:CollateralTreatment , common_domain_model:RateTreatmentEnum ;
rdfs:subPropertyOf common_domain_model:treatment .
common_domain_model:Trade a rdfs:Class ;
rdfs:comment "Defines the output of a financial transaction between parties - a Business Event. A Trade impacts the financial position (i.e. the balance sheet) of involved parties." ;
rdfs:subClassOf common_domain_model:TradableProduct .
common_domain_model:tradeTime a rdf:Property ;
rdfs:comment "Denotes the trade time and timezone as agreed by the parties to the trade." ;
rdfs:range common_domain_model:TimeZone .
common_domain_model:contractDetails a rdf:Property ;
rdfs:comment "Represents information specific to trades involving contractual products." , "Represents information specific to trades or positions involving contractual products." ;
rdfs:domain common_domain_model:ContractBase ;
rdfs:range common_domain_model:ContractDetails ;
rdfs:subPropertyOf common_domain_model:contractDetails .
common_domain_model:tradeLot a rdf:Property ;
rdfs:comment "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." ;
rdfs:range common_domain_model:TradeLot .
common_domain_model:tradeDate a rdf:Property ;
rdfs:comment "Specifies the date which the trade was agreed." , "Denotes the trade/execution date." ;
rdfs:domain common_domain_model:Trade ;
rdfs:range xsd:date ;
rdfs:subPropertyOf common_domain_model:tradeDate .
common_domain_model:account a rdf:Property ;
rdfs:comment "Represents a party's granular account information, which may be used in subsequent internal processing." , "Optional account information that could be associated to the event." , "Specifies the account infomation for transfers to a party." , "The account that might be associated with the party. At most one account can be specified, as it is expected that this information is used in the context of a contract or legal document where only one account per party can be associated with such object." ;
rdfs:range common_domain_model:Account ;
rdfs:subPropertyOf common_domain_model:account .
common_domain_model:clearedDate a rdf:Property ;
rdfs:comment "Specifies the date on which a trade is cleared (novated) through a central counterparty clearing service." ;
rdfs:range xsd:date .
common_domain_model:executionDetails a rdf:Property ;
rdfs:comment "Represents information specific to trades that arose from executions." , "Specifies the type and venue of execution, e.g. via voice, or electronically." , "Defines specific attributes that relate to trade or position executions." ;
rdfs:range common_domain_model:ExecutionDetails ;
rdfs:subPropertyOf common_domain_model:executionDetails .
common_domain_model:adjustment a rdf:Property ;
rdfs:comment "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." ;
rdfs:domain common_domain_model:TradableProduct ;
rdfs:range common_domain_model:NotionalAdjustmentEnum ;
rdfs:subPropertyOf common_domain_model:adjustment .
common_domain_model:product a rdf:Property ;
rdfs:comment "The underlying product to be included in a contract or execution." , "The product underlying the position." , "Defines the financial product to be executed and contract formed." , "Description of the relevant derivative transactions excluded from the calculation of exposure." , "To aggregate based on a selection of products." , "product to be changed" ;
rdfs:range common_domain_model:NonTransferableProduct , common_domain_model:Product , common_domain_model:ExposureScopeProductEnum ;
rdfs:subPropertyOf common_domain_model:product .
common_domain_model:tradeIdentifier a rdf:Property ;
rdfs:comment "Represents the identifier(s) that uniquely identify a trade for an identity issuer. A trade can include multiple identifiers, for example a trade that is reportable to both the CFTC and ESMA, and then has an associated USI (Unique Swap Identifier) UTI (Unique Trade Identifier)." , "Denotes one or more identifiers associated with the transaction." ;
rdfs:domain common_domain_model:Trade ;
rdfs:range common_domain_model:TradeIdentifier ;
rdfs:subPropertyOf common_domain_model:tradeIdentifier .
common_domain_model:MarginCallIssuance a rdfs:Class ;
rdfs:comment "Represents common attributes required for a Margin Call Issuance under a legal agreement such as a credit support document or equivalent." ;
rdfs:subClassOf common_domain_model:MarginCallBase .
common_domain_model:callIdentifier a rdf:Property ;
rdfs:comment "Represents a unique Identifier for a margin call message, that can be referenced throughout all points of the process." ;
rdfs:range common_domain_model:Identifier .
common_domain_model:collateralPortfolio a rdf:Property ;
rdfs:comment "Represents attributes to define the details of collateral assets within a collateral portfolio to be used in margin call messaging and contribute to collateral balances e.g securities in a collateral account recorded by the principal as held or posted." , "The collateral portfolios which contain the collateral which covers a trade. (NB: this can be provided by reference to a global key for each CollateralPortfolio object)" ;
rdfs:domain common_domain_model:Collateral ;
rdfs:range common_domain_model:CollateralPortfolio ;
rdfs:subPropertyOf common_domain_model:collateralPortfolio .
common_domain_model:recallNonCashCollateralDescription a rdf:Property ;
rdfs:comment "Specifies the details to describe or identify non-cash collateral eligible assets for recall purposes." ;
rdfs:range common_domain_model:EligibleCollateralCriteria .
common_domain_model:independentAmountBalance a rdf:Property ;
rdfs:comment "Represents additional credit support amount over and above mark to market value." ;
rdfs:range common_domain_model:CollateralBalance .
common_domain_model:agreementMinimumTransferAmount a rdf:Property ;
rdfs:comment "Specifies the collateral legal agreement minimum transfer amount in base currency." ;
rdfs:range common_domain_model:Money .
common_domain_model:agreementThreshold a rdf:Property ;
rdfs:comment "Specifies the collateral legal agreement threshold amount in base currency." ;
rdfs:range common_domain_model:Money .
common_domain_model:agreementRounding a rdf:Property ;
rdfs:comment "Specifies the collateral legal agreement rounding in base currency." ;
rdfs:range common_domain_model:Money .
common_domain_model:clearingBroker a rdf:Property ;
rdfs:comment "Indicates the name of the Clearing Broker FCM/DCM." ;
rdfs:range common_domain_model:Party .
common_domain_model:baseCurrencyExposure a rdf:Property ;
rdfs:comment "Represents the current mark to market value or IM calculation value of the trade portfolio as recorded by the principle (in base currency), to be referenced in a margin call." ;
rdfs:range common_domain_model:MarginCallExposure .
common_domain_model:callAgreementType a rdf:Property ;
rdfs:comment "Specifies the legal agreement type the margin call is generated from and governed by." ;
rdfs:range common_domain_model:AgreementName .
common_domain_model:callAmountInBaseCurrency a rdf:Property ;
rdfs:comment "Specifies the amount of margin being called for which accounts for margin calculation inclusive of exposure, independent amount,threshold,collateral balance, MTA, rounding increments (in base currency detailed in supporting collateral agreement)." ;
rdfs:range common_domain_model:Money .
common_domain_model:instructionType a rdf:Property ;
rdfs:comment "Identifies the enumeration values to specify the call notification type, direction, specific action type." ;
rdfs:range common_domain_model:MarginCallInstructionType .
common_domain_model:regIMRole a rdf:Property ;
rdfs:comment "Indicates the role of the party in an regulatory initial margin call instruction (i.e Pledgor party or Secured party)." ;
rdfs:range common_domain_model:RegImRoleEnum .
common_domain_model:regMarginType a rdf:Property ;
rdfs:comment "Identifies margin type and if related regulatory mandate" ;
rdfs:range common_domain_model:RegMarginTypeEnum .
common_domain_model:GracePeriodExtension a rdfs:Class .
common_domain_model:gracePeriod a rdf:Property ;
rdfs:comment "The number of calendar or business days after any due date that the reference entity has to fulfil its obligations before a failure to pay credit event is deemed to have occurred. ISDA 2003 Term: Grace Period." ;
rdfs:range common_domain_model:Offset .
common_domain_model:PerformancePayout a rdfs:Class ;
rdfs:comment "Contains the necessary specifications for all performance payouts, encompassing equity return, dividend, variance, volatility and correlation products." ;
rdfs:subClassOf common_domain_model:PayoutBase .
common_domain_model:initialValuationPrice a rdf:Property ;
rdfs:comment "Specifies the net initial valuation price(s) of the underlier at Performance Payout level. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document." , "Specifies an initial price schedule to be associated to an individual underlier that is a basket constituent. The multiple cardinality is aligned to the one of the PriceQuantity->price that this price is referencing." , "Specifies the initial valuation price(s) of the underlier. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document." ;
rdfs:range common_domain_model:PriceSchedule ;
rdfs:subPropertyOf common_domain_model:initialValuationPrice .
common_domain_model:returnTerms a rdf:Property ;
rdfs:comment "Specifies the type of return of a performance payout." ;
rdfs:range common_domain_model:ReturnTerms .
common_domain_model:portfolioReturnTerms a rdf:Property ;
rdfs:comment "Specifies an individual type of return of a Performance Payout, when such individual return is part of an aggregation of multiple similar returns, at Performance Payout level" ;
rdfs:range common_domain_model:PortfolioReturnTerms .
common_domain_model:interimValuationPrice a rdf:Property ;
rdfs:comment "Specifies the net initial valuation price(s) of the underlier at Performance Payout level. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document." , "Specifies an interim price schedule to be associated to an individual underlier that is a basket constituent. The multiple cardinality is aligned to the one of the PriceQuantity->price that this price is referencing." , "Specifies the initial valuation price(s) of the underlier. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document." ;
rdfs:range common_domain_model:PriceSchedule ;
rdfs:subPropertyOf common_domain_model:interimValuationPrice .
common_domain_model:finalValuationPrice a rdf:Property ;
rdfs:comment "Specifies the net final valuation price(s) of the underlier at Performance Payout level. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document." , "Specifies a final price schedule to be associated to an individual underlier that is a basket constituent. The multiple cardinality is aligned to the one of the PriceQuantity->price that this price is referencing." , "2018 ISDA CDM Equity Confirmation for Security Equity Swap: Final Price | Specifies the final valuation price of the underlier. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document." ;
rdfs:range common_domain_model:PriceSchedule ;
rdfs:subPropertyOf common_domain_model:finalValuationPrice .
common_domain_model:valuationDates a rdf:Property ;
rdfs:comment "Defines how and when a performance type option or performance type swap is to be valued, including both interim and final valuation." , "2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing Date" , "The parameters used to generate the 'Equity Valuation Dates' schedule, including the Effective Date and Termination Date for the Swap." ;
rdfs:range common_domain_model:ValuationDates , common_domain_model:AdjustableRelativeOrPeriodicDates ;
rdfs:subPropertyOf common_domain_model:valuationDates .
common_domain_model:ExecutionTerms a rdfs:Class ;
rdfs:comment "A class to specify execution location and language of execution to determine duty to be paid." .
common_domain_model:executionLanguage a rdf:Property ;
rdfs:comment "The bespoke execution language election." ;
rdfs:range common_domain_model:ExecutionLanguage .
common_domain_model:executionLocation a rdf:Property ;
rdfs:comment "The bespoke execution location election." , "The execution location of the agreement." ;
rdfs:domain common_domain_model:ExecutionTerms ;
rdfs:range common_domain_model:ExecutionLocation , common_domain_model:ExecutionLocationEnum ;
rdfs:subPropertyOf common_domain_model:executionLocation .
common_domain_model:CollateralInterestCalculationParameters a rdfs:Class ;
rdfs:comment "Represents parameters for calculating the amount the floating interest calculation, e.g. for a single currency or defaults for all currencies." .
common_domain_model:inBaseCurrency a rdf:Property ;
rdfs:comment "If True, specifies that the interest transfers should be converted to base currency equivalent, or if False specifies that the transfer should be in the currency of the collateral." ;
rdfs:range xsd:boolean .
common_domain_model:compoundingType a rdf:Property ;
rdfs:comment "Specifies the type of compounding to be applied (None, Business, Calendar)." ;
rdfs:range common_domain_model:CompoundingTypeEnum .
common_domain_model:fixedRate a rdf:Property ;
rdfs:comment "Specifies the applicable fixed rate if used." , "The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05." , "The value of the fixed rate that was used." ;
rdfs:range xsd:decimal ;
rdfs:subPropertyOf common_domain_model:fixedRate .
common_domain_model:floatingRate a rdf:Property ;
rdfs:comment "Specifies the floating interest rate to be used." , "The rates to be applied to the initial or final stub may be the linear interpolation of two different rates. While the majority of the time, the rate indices will be the same as that specified in the stream and only the tenor itself will be different, it is possible to specift two different rates. For example, a 2 month stub period may use the linear interpolation of a 1 month and 3 month rate. The different rates would be specified in this component. Note that a maximum of two rates can be specified. If a stub period uses the same floating rate index, including tenor, as the regular calculation periods then this should not be specified again within this component, i.e. the stub calculation period amount component may not need to be specified even if there is an initial or final stub period. If a stub period uses a different floating rate index compared to the regular calculation periods then this should be specified within this component. If specified here, they are likely to have id attributes, allowing them to be referenced from within the cashflows component." , "The resulting rate that was observed or calculated." , "The details of the floating rate setting. (If it is a calculated rate, details of that calculation will be inside that." ;
rdfs:range common_domain_model:CollateralAgreementFloatingRate , common_domain_model:StubFloatingRate , xsd:decimal , common_domain_model:FloatingRateSettingDetails ;
rdfs:subPropertyOf common_domain_model:floatingRate .
common_domain_model:dayCountFraction a rdf:Property ;
rdfs:comment "Specifies the day count fraction to use for that currency." , "The day count fraction. The cardinality has been relaxed when compared with the FpML interest rate swap for the purpose of accommodating standardized credit default swaps which DCF is not explicitly stated as part of the economic terms. The data rule InterestRatePayout_dayCountFraction requires that the DCF be stated for interest rate products." , "The default day count fraction." , "The enumerated values to specify the day count fraction." ;
rdfs:range common_domain_model:DayCountFractionEnum ;
rdfs:subPropertyOf common_domain_model:dayCountFraction .
common_domain_model:compoundingBusinessCenter a rdf:Property ;
rdfs:comment "Specifies the applicable business centers for compounding." ;
rdfs:range xsd:string .
common_domain_model:rounding a rdf:Property ;
rdfs:comment "Specifies the rounding rules for settling in that currency." , "Optional rules that define how the calculated time should be rounded after the offset has been applied." , "The rounding methodology applicable to the Delivery Amount and the Return Amount in terms of nearest integral multiple of Base Currency units." , "Defines rounding rules and precision to be used in the rounding of a number." , "THe final rate rounding to be applied." ;
rdfs:range common_domain_model:Rounding , common_domain_model:TimeRounding , common_domain_model:CollateralRounding ;
rdfs:subPropertyOf common_domain_model:rounding .
common_domain_model:roundingFrequency a rdf:Property ;
rdfs:comment "Specifies when/how often is rounding applied?" ;
rdfs:range common_domain_model:RoundingFrequencyEnum .
common_domain_model:withholdingTaxRate a rdf:Property ;
rdfs:comment "Specifies the withholding tax rate if a withholding tax is applicable." ;
rdfs:range xsd:decimal .
common_domain_model:TerminationCurrencySelection a rdfs:Class ;
rdfs:comment "Specifies Termination Currency where a currency is stated at the time the agreement is entered into." .
common_domain_model:statedCurrency a rdf:Property ;
rdfs:comment "Specifies a single Termination Currency for the agreement." ;
rdfs:range xsd:string .
common_domain_model:fallbackCurrency a rdf:Property ;
rdfs:comment "Specifies a single fallback Termination Currency should the stated currency not be freely available." ;
rdfs:range xsd:string .
common_domain_model:bothAffected a rdf:Property ;
rdfs:comment "Specifies fallback Termination Currency where both parties are Affected Parties." ;
rdfs:range xsd:string .
common_domain_model:Loan a rdfs:Class ;
rdfs:comment "Identifies a loan by referencing an asset identifier and through an optional set of attributes." ;
rdfs:subClassOf common_domain_model:InstrumentBase .
common_domain_model:taxonomy a rdf:Property ;
rdfs:comment "Defines the taxonomy of an object by combining a taxonomy source (i.e. the rules to classify the object) and a value (i.e. the output of those rules on the object." , "Specifies the product taxonomy, which is composed of a taxonomy value and a taxonomy source." ;
rdfs:domain common_domain_model:NonTransferableProduct ;
rdfs:range common_domain_model:Taxonomy , common_domain_model:ProductTaxonomy ;
rdfs:subPropertyOf common_domain_model:taxonomy .
common_domain_model:creditAgreementDate a rdf:Property ;
rdfs:comment "Specifies the credit agreement date is the closing date (the date where the agreement has been signed) for the loans in the credit agreement. Funding of the facilities occurs on (or sometimes a little after) the Credit Agreement date. This underlier attribute is used to help identify which of the company's outstanding loans are being referenced by knowing to which credit agreement it belongs. ISDA Standards Terms Supplement term: Date of Original Credit Agreement." ;
rdfs:range xsd:date .
common_domain_model:relatedExchange a rdf:Property ;
rdfs:comment "Provides the related Exchanges, if applicable." ;
rdfs:range common_domain_model:LegalEntity .
common_domain_model:exchange a rdf:Property ;
rdfs:comment "If the Asset is listed, defines the public exchange of the listing." , "Represents a filter based on the Primary Stock Exchange facilitating the listing of companies, exchange of Stocks, Exchange traded Derivatives, Bonds, and other Securities expressed in ISO standard 10383." ;
rdfs:domain common_domain_model:ListingExchange ;
rdfs:range common_domain_model:LegalEntity , xsd:string ;
rdfs:subPropertyOf common_domain_model:exchange .
common_domain_model:borrower a rdf:Property ;
rdfs:comment "Specifies the borrower. There can be more than one borrower. It is meant to be used in the event that there is no Bloomberg Id or the Secured List isn't applicable." ;
rdfs:range common_domain_model:LegalEntity .
common_domain_model:facilityType a rdf:Property ;
rdfs:comment "Specifies the type of loan facility (letter of credit, revolving, ...)." ;
rdfs:range xsd:string .
common_domain_model:lien a rdf:Property ;
rdfs:comment "Specifies the seniority level of the lien." ;
rdfs:range xsd:string .
common_domain_model:assetType a rdf:Property ;
rdfs:comment "Specifies the type of asset." , "Represents a filter based on the type of collateral asset." ;
rdfs:domain common_domain_model:AssetType ;
rdfs:range common_domain_model:AssetTypeEnum ;
rdfs:subPropertyOf common_domain_model:assetType .
common_domain_model:isExchangeListed a rdf:Property ;
rdfs:comment "Defines whether the Asset is listed on a public exchange." ;
rdfs:range xsd:boolean .
common_domain_model:tranche a rdf:Property ;
rdfs:comment "Denotes the loan tranche that is subject to the derivative transaction. It will typically be referenced as the Bloomberg tranche number. ISDA Standards Terms Supplement term: Bloomberg Tranche Number." , "This element contains CDS tranche terms." ;
rdfs:range xsd:string , common_domain_model:Tranche ;
rdfs:subPropertyOf common_domain_model:tranche .
common_domain_model:AllDirectionRating a rdfs:Class ;
rdfs:comment "Used to combine two or more Ratings and associated direction using AND logic." .
common_domain_model:allDirectionRating a rdf:Property ;
rdfs:range common_domain_model:DirectionRatingSet .
common_domain_model:EntityIdentifier a rdfs:Class ;
rdfs:comment "Comprises an identifier and a source. The associated metadata key denotes the ability to associate a hash value to the EntityIdentifier instantiations for the purpose of model cross-referencing, in support of functionality such as the event effect and the lineage." .
common_domain_model:CreditEventNotice a rdfs:Class .
common_domain_model:notifyingParty a rdf:Property ;
rdfs:comment "The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. ISDA 2003 Term: Notifying Party." ;
rdfs:range common_domain_model:CounterpartyRoleEnum .
common_domain_model:publiclyAvailableInformation a rdf:Property ;
rdfs:comment "A specified condition to settlement. Publicly available information means information that reasonably confirms any of the facts relevant to determining that a credit event or potential repudiation/moratorium, as applicable, has occurred. The ISDA defined list (2003) is the market standard and is considered comprehensive, and a minimum of two differing public sources must have published the relevant information, to declare a Credit Event. ISDA 2003 Term: Notice of Publicly Available Information Applicable." , "A public information source, e.g. a particular newspaper or electronic news service, that may publish relevant information used in the determination of whether or not a credit event has occurred." ;
rdfs:domain common_domain_model:CreditEventNotice ;
rdfs:range common_domain_model:PubliclyAvailableInformation , common_domain_model:Resource ;
rdfs:subPropertyOf common_domain_model:publiclyAvailableInformation .
common_domain_model:MasterAgreementClauseVariant a rdfs:Class ;
rdfs:comment "Sets the details for a specific variant associated to a clause in a Master Agreement." .
common_domain_model:variableSet a rdf:Property ;
rdfs:comment "For some variants of some clauses additional details are required to work out what has been elected. This array can be used to define the name and value of these variables. Please refer to the agreement documentation for more details of the variables that are available for any clause." , "A logical container designed to hold a defined set of related data. In this case the collation of Rating Information and an associated Independent Amount." , "A logical container to hold a defined set of related data. In this case the collation of Ratings Agency, Rating value and an associated direction." , "For some variants a table of variables is required. To support this use case we need to be able to specify variables within variables. Including a variable set here gives us infinite nesting opportunities - realistically we are only ever expecting that a table would need to be defined for any particular clause, so we would expect two levels of nesting as a maximum i.e. variableSet->variableSet->name/value." , "Defines a combination of Rating Agency, Rating Value, amount and Currency code." , "Defines a combination of Rating Agency, Rating Value, Threshold amount and Currency code." ;
rdfs:range common_domain_model:MasterAgreementVariableSet , common_domain_model:RatingAgencyAmount , common_domain_model:DirectionRatingSet , common_domain_model:CSAMinimumTransferAmountVariableSet , common_domain_model:CSAThresholdVariableSet ;
rdfs:subPropertyOf common_domain_model:variableSet .
common_domain_model:otherParty a rdf:Property ;
rdfs:comment "Optional party. This can be used where a clause needs to assign different variants to different parties who may or may not be on the agreement." , "Optional party. This can be required for umbrella agreements where a clause may need to be assigned to a specific party who may or may not be on the agreement." , "The role(s) that other party(ies) may have in relation to the legal agreement, further to the contractual parties." ;
rdfs:range common_domain_model:PartyRoleEnum , common_domain_model:PartyRole ;
rdfs:subPropertyOf common_domain_model:otherParty .
common_domain_model:ReturnTerms a rdfs:Class ;
rdfs:comment "Specifies the type of return of a performance payout." .
common_domain_model:varianceReturnTerms a rdf:Property ;
rdfs:comment "Return terms based upon the observed variance of the underlier's price." ;
rdfs:range common_domain_model:VarianceReturnTerms .
common_domain_model:dividendReturnTerms a rdf:Property ;
rdfs:comment "Return terms based upon dividend payments associated to the underlier." ;
rdfs:range common_domain_model:DividendReturnTerms .
common_domain_model:priceReturnTerms a rdf:Property ;
rdfs:comment "Return terms based upon the underlier's observed price." ;
rdfs:range common_domain_model:PriceReturnTerms .
common_domain_model:volatilityReturnTerms a rdf:Property ;
rdfs:comment "Return terms based upon the observed volatility of the underlier's price." ;
rdfs:range common_domain_model:VolatilityReturnTerms .
common_domain_model:correlationReturnTerms a rdf:Property ;
rdfs:comment "Return terms based upon the observed correlation between the components of the underlying basket." ;
rdfs:range common_domain_model:CorrelationReturnTerms .
common_domain_model:StandardizedScheduleTradeInfo a rdfs:Class .
common_domain_model:assetClass a rdf:Property ;
rdfs:comment "The Asset Class of the Index." ;
rdfs:range common_domain_model:StandardizedScheduleAssetClassEnum , common_domain_model:AssetClassEnum ;
rdfs:subPropertyOf common_domain_model:assetClass .
common_domain_model:productClass a rdf:Property ;
rdfs:domain common_domain_model:StandardizedScheduleTradeInfo ;
rdfs:range common_domain_model:StandardizedScheduleProductClassEnum ;
rdfs:subPropertyOf common_domain_model:productClass .
common_domain_model:grossInitialMargin a rdf:Property ;
rdfs:range common_domain_model:Money .
common_domain_model:markToMarketValue a rdf:Property ;
rdfs:range common_domain_model:Money .
common_domain_model:SpreadSchedule a rdfs:Class ;
rdfs:comment "Adds an optional spread type element to the Schedule to identify a long or short spread value." ;
rdfs:subClassOf common_domain_model:RateSchedule .
common_domain_model:spreadScheduleType a rdf:Property ;
rdfs:comment "An element which purpose is to identify a long or short spread value." ;
rdfs:range common_domain_model:SpreadScheduleTypeEnum .
common_domain_model:CashflowRepresentation a rdfs:Class ;
rdfs:comment "A data defining: the cashflow representation of a swap trade." .
common_domain_model:cashflowsMatchParameters a rdf:Property ;
rdfs:comment "A true/false flag to indicate whether the cashflows match the parametric definition of the stream, i.e. whether the cashflows could be regenerated from the parameters without loss of information." ;
rdfs:range xsd:boolean .
common_domain_model:paymentCalculationPeriod a rdf:Property ;
rdfs:comment "The adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount. A list of payment calculation period elements may be ordered in the document by ascending adjusted payment date. An FpML document containing an unordered list of payment calculation periods is still regarded as a conformant document." ;
rdfs:range common_domain_model:PaymentCalculationPeriod .
common_domain_model:InterestShortFall a rdfs:Class ;
rdfs:comment "A class to specify the interest shortfall floating rate payment event." .
common_domain_model:interestShortfallCap a rdf:Property ;
rdfs:comment "Specifies the nature of the interest Shortfall cap (i.e. Fixed Cap or Variable Cap) in the case where it is applicable. ISDA 2003 Term: Interest Shortfall Cap." ;
rdfs:range common_domain_model:InterestShortfallCapEnum .
common_domain_model:compounding a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:rateSource a rdf:Property ;
rdfs:comment "The rate source in the case of a variable cap." ;
rdfs:range common_domain_model:FloatingRateIndexEnum .
common_domain_model:Position a rdfs:Class ;
rdfs:comment "A Position describes how much of a given Product is being held and constitutes the atomic element of a Portfolio." ;
rdfs:subClassOf common_domain_model:PositionBase .
common_domain_model:asset a rdf:Property ;
rdfs:comment "The asset that underlies the position." , "Represents the object that is subject to the transfer, it could be an asset or a reference." ;
rdfs:domain common_domain_model:AssetFlowBase ;
rdfs:range common_domain_model:Asset ;
rdfs:subPropertyOf common_domain_model:asset .
common_domain_model:cashBalance a rdf:Property ;
rdfs:comment "The aggregate cost of proceeds." ;
rdfs:range common_domain_model:Money .
common_domain_model:StrikeSchedule a rdfs:Class ;
rdfs:comment "A class describing a schedule of cap or floor rates." ;
rdfs:subClassOf common_domain_model:RateSchedule .
common_domain_model:buyer a rdf:Property ;
rdfs:comment "The buyer of the option." , "Buyer party that can be resolved as one of the two principal parties to the transaction. The party that buys this instrument, i.e. pays for this instrument and receives the rights defined by it. ISDA 2002 Equity Definitions section 1.18: `Buyer` means the party specified as such in the related Confirmation. | ISDA 2006 Definitions article 12.1 (b)(i) relating to a Swaption: 'Buyer' means the party that will, on each Premium Payment Date, pay to Seller the Premium | ISDA 2006 Definitions article 12.1 (b)(ii) relating to Swap Transactions with applicable Early Termination: the party specified as such in the related Confirmation, or the Exercising Party if neither party is specified | ISDA 2006 Definitions article 12.1 (b)(iii) relating to any other Option Transaction: the party specified as such in the related Confirmation. | ISDA 2014 Credit Definition article 1.4: `Buyer` means the Fixed Rate Payer." ;
rdfs:range common_domain_model:PayerReceiverEnum , common_domain_model:CounterpartyRoleEnum ;
rdfs:subPropertyOf common_domain_model:buyer .
common_domain_model:seller a rdf:Property ;
rdfs:comment "The party that has sold." , "Seller party that can be resolved as one of the two principal parties to the transaction. The party that sells ('writes') this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. ISDA 2002 Equity Definitions section 1.19: `Seller` means the party specified as such in the related Confirmation. | ISDA 2006 Definitions article 12.1 (a)(i) relating to a Swaption: 'Seller' means the party the party specified as such or as writer in the related Confirmation | ISDA 2006 Definitions article 12.1 (a)(ii) relating to Swap Transactions with applicable Early Termination: the party specified as such or as writer in the related Confirmation or, if neither party is specified as such, the Non-exercising Party | ISDA 2006 Definitions article 12.1 (a)(iii) relating to any other Option Transaction: the party specified as such in the related Confirmation. | ISDA 2014 Credit Definition article 1.4: `Seller` means the Floating Rate Payer." ;
rdfs:range common_domain_model:PayerReceiverEnum , common_domain_model:CounterpartyRoleEnum ;
rdfs:subPropertyOf common_domain_model:seller .
common_domain_model:ObservationEvent a rdfs:Class ;
rdfs:comment "Specifies the necessary information to create any observation event." .
common_domain_model:creditEvent a rdf:Property ;
rdfs:comment "Specifies the necessary information to create a credit event." ;
rdfs:range common_domain_model:CreditEvent .
common_domain_model:corporateAction a rdf:Property ;
rdfs:comment "Specifies the necessary information to create a corporate action." ;
rdfs:range common_domain_model:CorporateAction .
common_domain_model:FallbackReferencePrice a rdfs:Class ;
rdfs:comment "The method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option." .
common_domain_model:valuationPostponement a rdf:Property ;
rdfs:comment "Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption." ;
rdfs:range common_domain_model:ValuationPostponement .
common_domain_model:fallBackSettlementRateOption a rdf:Property ;
rdfs:comment "This settlement rate option will be used in its place." ;
rdfs:range common_domain_model:SettlementRateOptionEnum .
common_domain_model:fallbackSurveyValuationPostponement a rdf:Property ;
rdfs:comment "Request rate quotes from the market. This element is set as type Empty in FpML. When present, the FpML synonym is mapped to a value True in the CDM." ;
rdfs:range xsd:boolean .
common_domain_model:calculationAgentDetermination a rdf:Property ;
rdfs:comment "The calculation agent will decide the rate." ;
rdfs:range common_domain_model:CalculationAgent .
common_domain_model:SensitivityMethodology a rdfs:Class ;
rdfs:comment "A class to specify the methodology according to which sensitivities are computed." ;
rdfs:seeAlso .
common_domain_model:specifiedMethodology a rdf:Property ;
rdfs:comment "The methodology according to which sensitivities will be computed, when specified through a normalized election." ;
rdfs:range common_domain_model:SensitivitiesEnum .
common_domain_model:customMethodology a rdf:Property ;
rdfs:comment "The methodology according to which sensitivities will be computed, when specified through a custom election." ;
rdfs:range xsd:string .
common_domain_model:Address a rdfs:Class ;
rdfs:comment "A class to specify a post or street address." .
common_domain_model:city a rdf:Property ;
rdfs:comment "The city component of the postal address." ;
rdfs:range xsd:string .
common_domain_model:state a rdf:Property ;
rdfs:comment "A country subdivision used in postal addresses in some countries. For example, US states, Canadian provinces, Swiss cantons, ..." , "Represents the State of the Trade through its life-cycle." , "Represents the State of the Position through its life-cycle." , "The qualification of what gave way to the contract or execution closure, e.g. allocation, termination, ..." ;
rdfs:range xsd:string , common_domain_model:State , common_domain_model:ClosedStateEnum ;
rdfs:subPropertyOf common_domain_model:state .
common_domain_model:country a rdf:Property ;
rdfs:comment "The ISO 3166 standard code for the country within which the postal address is located." , "The ISO 3166 standard code for the country issuing the identifier." ;
rdfs:domain common_domain_model:PersonIdentifier ;
rdfs:range xsd:string ;
rdfs:subPropertyOf common_domain_model:country .
common_domain_model:postalCode a rdf:Property ;
rdfs:comment "The code, required for computerized mail sorting systems, that is allocated to a physical address by a national postal authority." ;
rdfs:range xsd:string .
common_domain_model:street a rdf:Property ;
rdfs:comment "The set of street and building number information that identifies a postal address within a city." ;
rdfs:range xsd:string .
common_domain_model:DividendPaymentDate a rdfs:Class ;
rdfs:comment "A class describing the date on which the dividend will be paid/received. This class is also used to specify the date on which the FX rate will be determined, when applicable." .
common_domain_model:dividendDateReference a rdf:Property ;
rdfs:range common_domain_model:DividendDateReference .
common_domain_model:dividendDate a rdf:Property ;
rdfs:range common_domain_model:AdjustableOrRelativeDate .
common_domain_model:ManualExercise a rdfs:Class ;
rdfs:comment "A class defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise." .
common_domain_model:exerciseNotice a rdf:Property ;
rdfs:comment "Definition of the party to whom notice of exercise should be given." ;
rdfs:domain common_domain_model:OptionalEarlyTermination ;
rdfs:range common_domain_model:ExerciseNotice ;
rdfs:subPropertyOf common_domain_model:exerciseNotice .
common_domain_model:fallbackExercise a rdf:Property ;
rdfs:comment "If fallback exercise is specified then the notional amount of the underlying swap, not previously exercised under the swaption, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). The term in-the-money is assumed to have the meaning defined in the 2000 ISDA Definitions, Section 17.4. In-the-money." ;
rdfs:range xsd:boolean .
common_domain_model:Composite a rdfs:Class ;
rdfs:comment "Specifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront." .
common_domain_model:relativeDate a rdf:Property ;
rdfs:comment "A date specified as some offset to another date (the anchor date)." ;
rdfs:domain common_domain_model:AdjustableOrRelativeDate ;
rdfs:range common_domain_model:RelativeDateOffset , common_domain_model:AdjustedRelativeDateOffset ;
rdfs:subPropertyOf common_domain_model:relativeDate .
common_domain_model:fxSpotRateSource a rdf:Property ;
rdfs:comment "Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate." , "The information source and time at which the spot currency exchange rate will be observed." ;
rdfs:range common_domain_model:FxSpotRateSource ;
rdfs:subPropertyOf common_domain_model:fxSpotRateSource .
common_domain_model:TransferState a rdfs:Class ;
rdfs:comment "Defines the fundamental financial information associated with a Transfer event. Each TransferState specifies where a Transfer is in its life-cycle. TransferState is a root type and as such, can be created independently to any other CDM data type, but can also be used as part of the CDM Event Model." .
common_domain_model:transfer a rdf:Property ;
rdfs:comment "Represents the Transfer that has been effected by a business or life-cycle event." , "Specifies instructions describing a transfer primitive event." ;
rdfs:domain common_domain_model:TransferState ;
rdfs:range common_domain_model:Transfer , common_domain_model:TransferInstruction ;
rdfs:subPropertyOf common_domain_model:transfer .
common_domain_model:transferStatus a rdf:Property ;
rdfs:comment "Represents the State of the Transfer through its life-cycle." ;
rdfs:range common_domain_model:TransferStatusEnum .
common_domain_model:PassThrough a rdfs:Class ;
rdfs:comment "Type which contains pass through payments." .
common_domain_model:passThroughItem a rdf:Property ;
rdfs:comment "One to many pass through payment items." ;
rdfs:range common_domain_model:PassThroughItem .
common_domain_model:BondReference a rdfs:Class ;
rdfs:comment "Reference to a bond underlier to represent an asset swap or Condition Precedent Bond." .
common_domain_model:bond a rdf:Property ;
rdfs:comment "Reference to a bond underlier." ;
rdfs:range common_domain_model:Security .
common_domain_model:conditionPrecedentBond a rdf:Property ;
rdfs:comment "To indicate whether the Condition Precedent Bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used." ;
rdfs:range xsd:boolean .
common_domain_model:discrepancyClause a rdf:Property ;
rdfs:comment "To indicate whether the Discrepancy Clause is applicable." ;
rdfs:range xsd:boolean .
common_domain_model:couponRate a rdf:Property ;
rdfs:comment "Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond." ;
rdfs:range common_domain_model:FixedRateSpecification .
common_domain_model:FxInconvertibilityOrNonTransferability a rdfs:Class ;
rdfs:seeAlso .
common_domain_model:generalInconvertibility a rdf:Property ;
rdfs:range common_domain_model:GeneralInconvertibility .
common_domain_model:generalNonTransferability a rdf:Property ;
rdfs:range common_domain_model:GeneralNonTransferability .
common_domain_model:specificInconvertibility a rdf:Property ;
rdfs:range common_domain_model:SpecificInconvertibility .
common_domain_model:specificNonTransferability a rdf:Property ;
rdfs:range common_domain_model:SpecificNonTransferability .
common_domain_model:RelativeTime a rdfs:Class ;
rdfs:comment "Defines a time value calculated relative to a reference time. The final value is derived by applying any offset and rounding rules inherited from RelativeTimeOffset to the reference time." ;
rdfs:subClassOf common_domain_model:RelativeTimeOffset .
common_domain_model:offsetTimeUnit a rdf:Property ;
rdfs:comment "The unit of time for the offset (e.g., seconds, minutes, hours, days). " ;
rdfs:range common_domain_model:TimeUnitEnum .
common_domain_model:offsetMultiplier a rdf:Property ;
rdfs:comment "A time offset multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying a negative offset, e.g. -2 hours." ;
rdfs:range xsd:integer .
common_domain_model:timeRelativeTo a rdf:Property ;
rdfs:comment "The reference time zone or base time from which the relative time is calculated." ;
rdfs:range common_domain_model:TimeZone .
common_domain_model:ValuationPostponement a rdfs:Class ;
rdfs:comment "Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption." .
common_domain_model:maximumDaysOfPostponement a rdf:Property ;
rdfs:comment "The maximum number of days to wait for a quote from the disrupted settlement rate option before proceeding to the next method." ;
rdfs:range xsd:integer .
common_domain_model:ProcessAgentElection a rdfs:Class ;
rdfs:comment "Specifies the parties' respective elections with respect to the Process Agent." ;
rdfs:subClassOf common_domain_model:ContactInformationElection .
common_domain_model:entity a rdf:Property ;
rdfs:comment "Specification of the process agent entity." ;
rdfs:range common_domain_model:LegalEntity .
common_domain_model:additionalInformation a rdf:Property ;
rdfs:comment "Additional information relating to the Process Agent." , "Additional information on the recipient." , "Additional transfer information." ;
rdfs:range xsd:string ;
rdfs:subPropertyOf common_domain_model:additionalInformation .
common_domain_model:BillingSummaryInstruction a rdfs:Class ;
rdfs:comment "Specifies the instructions for creation of a billing summary." .
common_domain_model:PartyTerminationCurrencySelection a rdfs:Class ;
rdfs:comment "Specifies the termination currency to be used by a party when it is the Non-Defaulting Party or the Party which is not the Affected Party." .
common_domain_model:statedPartyCurrency a rdf:Property ;
rdfs:comment "Specifies termination Currency." ;
rdfs:range xsd:string .
common_domain_model:CreditSupportObligationsCollateralTransferAgreement a rdfs:Class ;
rdfs:comment "Specification of the Credit Support Obligations applicable to the Initial Margin Credit Support Annex." ;
rdfs:seeAlso , , ;
rdfs:subClassOf common_domain_model:CreditSupportObligationsBase .
common_domain_model:creditSupportAmount a rdf:Property ;
rdfs:comment "The total amount one counterparty must deliver to the other at any time: the combination of the Exposure to that party and the net Independent Amounts it must post, minus any agreed Threshold." , "Specifies whether the meaning of credit support amount follows the pre-print definition or deviates from the standard (either based on a rating or some other methodology)." ;
rdfs:domain common_domain_model:CreditSupportAmount ;
rdfs:range common_domain_model:CreditSupportAmount , common_domain_model:CreditSupportAmountEnum ;
rdfs:subPropertyOf common_domain_model:creditSupportAmount .
common_domain_model:threshold a rdf:Property ;
rdfs:comment "Represents the amount of unsecured risk that a party is willing to tolerate without holding any posted collateral provided by the other party." ;
rdfs:range common_domain_model:Threshold .
common_domain_model:marginApproach a rdf:Property ;
rdfs:comment "The selection of Margin Approach applicable to the agreement." , "Specifies the margin approach specific to Initial Margin agreements." ;
rdfs:domain common_domain_model:CreditSupportObligationsBase ;
rdfs:range common_domain_model:MarginApproach , common_domain_model:MarginApproachEnum ;
rdfs:subPropertyOf common_domain_model:marginApproach .
common_domain_model:otherEligibleSupportIM a rdf:Property ;
rdfs:comment "The Other Eligible Support election. If not specified, this election is deemed as not applicable." ;
rdfs:range xsd:string .
common_domain_model:PriceSource a rdfs:Class ;
rdfs:comment "Specifies a publication that provides the commodity price, including, where applicable, the details of where in the publication the price is published." .
common_domain_model:pricePublisher a rdf:Property ;
rdfs:comment "Defines a publication in which the price can be found. (e.g Gas Daily, Platts Bloomberg. Commodity publishers can be found at this URL: http://www.fpml.org/coding-scheme/commodity-information-provider>" ;
rdfs:range xsd:string .
common_domain_model:priceSourceLocation a rdf:Property ;
rdfs:comment "Specifies the location of the price which may be a specific page, electornic screen name, or a code (e.g. a RIC code) where the price can be found." ;
rdfs:range xsd:string .
common_domain_model:priceSourceHeading a rdf:Property ;
rdfs:comment "Specifies the heading or field name for the price on a given page or screen, where applicable." ;
rdfs:range xsd:string .
common_domain_model:priceSourceTime a rdf:Property ;
rdfs:comment "Specifies the time at which the price should be observed." ;
rdfs:range xsd:time .
common_domain_model:ProtectionTerms a rdfs:Class ;
rdfs:comment "A class to specify the terms for calculating a payout to protect the buyer of the swap in the case of a qualified credit event. These terms include the applicable credit events, the reference obligation, and in the case of a CDS on mortgage-backed securities, the floatingAmountEvents." .
common_domain_model:creditEvents a rdf:Property ;
rdfs:comment "Specifies the applicable Credit Events that would trigger a settlement, as specified in the related Confirmation and defined in the ISDA 2014 Credit Definition article IV section 4.1." ;
rdfs:domain common_domain_model:ProtectionTerms ;
rdfs:range common_domain_model:CreditEvents ;
rdfs:subPropertyOf common_domain_model:creditEvents .
common_domain_model:obligations a rdf:Property ;
rdfs:comment "The underlying obligations of the reference entity on which you are buying or selling protection. The credit events Failure to Pay, Obligation Acceleration, Obligation Default, Restructuring, Repudiation/Moratorium are defined with respect to these obligations." , "A description of any additional obligations secured by the credit support arrangements." ;
rdfs:domain common_domain_model:ProtectionTerms ;
rdfs:range common_domain_model:Obligations , common_domain_model:SecurityInterestObligationsEnum ;
rdfs:subPropertyOf common_domain_model:obligations .
common_domain_model:floatingAmountEvents a rdf:Property ;
rdfs:comment "This element contains the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement." ;
rdfs:range common_domain_model:FloatingAmountEvents .
common_domain_model:SovereignAgencyRating a rdfs:Class .
common_domain_model:sovereignAgencyRating a rdf:Property ;
rdfs:comment "Represents an agency rating based on default risk of the country of the issuer." ;
rdfs:range common_domain_model:AgencyRatingCriteria .
common_domain_model:DeliveryDateParameters a rdfs:Class ;
rdfs:comment "Specifies a specific date or the parameters for identifying the relevant contract date when the commodity reference price is a futures contract." .
common_domain_model:SecurityInterestForObligations a rdfs:Class ;
rdfs:comment "Security Interest for Obligations clause applicable to 1994 NY CSA, 1995 English Law CSA, 1995 English Law Credit Support Deed, 2016 English Law VM CSA and 2016 New York Law VM CSA." ;
rdfs:seeAlso .
common_domain_model:obligee a rdf:Property ;
rdfs:comment "The party to whom obligations under the Master Agreement are owed and secured by the credit support arrangements." ;
rdfs:range common_domain_model:SecurityInterestObligeeEnum .
common_domain_model:JapaneseSecuritiesProvisions a rdfs:Class ;
rdfs:comment "A class to specify Japanese Securities Provision elections." .
common_domain_model:relevantProvisionsTerms a rdf:Property ;
rdfs:comment "Specific terms applicable to Recommended Japanese Securities Provisions." ;
rdfs:range xsd:string .
common_domain_model:amendmentsToJapaneseProvisions a rdf:Property ;
rdfs:comment "Additional Amendments to Japanese Securities Provisions are specified when True, and not specified when False." ;
rdfs:range xsd:boolean .
common_domain_model:relevantProvisionsElection a rdf:Property ;
rdfs:comment "Recommended Japanese Securities Provisions are applicable when True, additional Provisions are specified when False." ;
rdfs:range xsd:boolean .
common_domain_model:clearstreamAmendmentToJapaneseProvisions a rdf:Property ;
rdfs:comment "Specification of whether Clearstream Event amendment language is included (true) or excluded (false)." ;
rdfs:range xsd:boolean .
common_domain_model:amendmentsToJapaneseProvisionsTerms a rdf:Property ;
rdfs:comment "Specific terms applicable to Additional Amendments to Japanese Securities Provisions." ;
rdfs:range xsd:string .
common_domain_model:EventCurrency a rdfs:Class ;
rdfs:comment "Defines the currency referenced as such in any terms related to FX Disruption Events" ;
rdfs:seeAlso .
common_domain_model:eventCurrency a rdf:Property ;
rdfs:comment "Defines the currency referenced as such in any terms related to FX Disruption Events" , "Additional Provisions for a Confirmation of an FX or Currency Option Transaction." ;
rdfs:domain common_domain_model:EventCurrency ;
rdfs:range xsd:string , common_domain_model:EventCurrency ;
rdfs:subPropertyOf common_domain_model:eventCurrency .
common_domain_model:eventCurrentAmount a rdf:Property ;
rdfs:comment "Defines the Event Currency Amount to be exchanged on the Settlement Date." ;
rdfs:range common_domain_model:Quantity .
common_domain_model:eventCurrencyBuyerSeller a rdf:Property ;
rdfs:comment "Unless otherwised specified, the Buyer is the party to which the Event Currency Amount is owed on the Settlement Date and the Seller is the party which owes the Event Currency Amount on the Settlement Date." ;
rdfs:range common_domain_model:BuyerSeller .
common_domain_model:CSAValuationDate a rdfs:Class ;
rdfs:comment "Specifies the date on which the value of collateral or exposure are calculated in accordance with the agreement." .
common_domain_model:day a rdf:Property ;
rdfs:comment "Specific day(s) or day of the week, if any, specified for Valuation Time." , "The day in respect of which the Valuation Time is being specified. If not specified, addional language must be used to define the methodology." ;
rdfs:domain common_domain_model:CSAValuationDate ;
rdfs:range common_domain_model:ValuationDateDayEnum , common_domain_model:ValuationTimeDayEnum ;
rdfs:subPropertyOf common_domain_model:day .
common_domain_model:calendarDay a rdf:Property ;
rdfs:comment "Defines the day of the calendar if this is specified for in the ValuationDateDateEnum." ;
rdfs:range xsd:decimal .
common_domain_model:FinalCalculationPeriodDateAdjustment a rdfs:Class ;
rdfs:comment "A data to: define business date convention adjustment to final payment period per leg." .
common_domain_model:relevantUnderlyingDateReference a rdf:Property ;
rdfs:comment "Reference to the unadjusted cancellation effective dates." ;
rdfs:range common_domain_model:AdjustableOrRelativeDates .
common_domain_model:swapStreamReference a rdf:Property ;
rdfs:comment "Reference to the leg, where date adjustments may apply." ;
rdfs:range common_domain_model:InterestRatePayout .
common_domain_model:EligibleCollateralSpecification a rdfs:Class ;
rdfs:comment "Represents a set of criteria used to specify eligible collateral." .
common_domain_model:criteria a rdf:Property ;
rdfs:comment "Represents a set of criteria used to specify eligible collateral." , "A logical container to hold a defined set of related data. In this case the collation of criteria required by the party and its custodian to Hold the other party's Posted Collateral." ;
rdfs:domain common_domain_model:EligibleCollateralSpecification ;
rdfs:range common_domain_model:EligibleCollateralCriteria , common_domain_model:EligibilityToHoldCollateralCriteria ;
rdfs:subPropertyOf common_domain_model:criteria .
common_domain_model:CreditRatingDebt a rdfs:Class ;
rdfs:comment "Specifies the credit rating debt type(s) associated with the credit rating notation and scale. When several debt types are specified, they must be qualified through an 'any' or 'all'." .
common_domain_model:debtTypes a rdf:Property ;
rdfs:comment "Specifies if there are several debt types, alongside an 'any' or 'all' or all condition. As an example, Baa1 rating is required for any long term debt and deposit." ;
rdfs:range common_domain_model:MultipleDebtTypes .
common_domain_model:CreditSupportObligationsLegacy a rdfs:Class ;
rdfs:comment "Specification of the Credit Support Obligations applicable to the Legacy (1994/95) Credit Support Annex." ;
rdfs:subClassOf common_domain_model:CreditSupportObligationsBase .
common_domain_model:independentAmount a rdf:Property ;
rdfs:comment "Specifies the additional amount of collateral that is required to be delivered by a party irrespective of the mark-to-market exposure under the related Transactions. It may take the form of a fixed amount or may be determined using ratings." , "Independent Amount is an amount that usually less creditworthy counterparties are asked to provide. It can either be a fixed amount or a percentage of the Transaction's value. The Independent Amount can be: (i) transferred before any trading between the parties occurs (as a deposit at a third party's account or with the counterparty) or (ii) callable after trading has occurred (typically because a downgrade has occurred). In situation (i), the Independent Amount is not included in the calculation of Exposure, but in situation (ii), it is included in the calculation of Exposure. Thus, for situation (ii), the Independent Amount may be transferred along with any collateral call. Independent Amount is a defined term in the ISDA Credit Support Annex. ('with respect to a party, the amount specified as such for that party in Paragraph 13; if no amount is specified, zero')." ;
rdfs:domain common_domain_model:Collateral ;
rdfs:range common_domain_model:LegacyIndependentAmount , common_domain_model:IndependentAmount ;
rdfs:subPropertyOf common_domain_model:independentAmount .
common_domain_model:eligibleCreditSupport a rdf:Property ;
rdfs:comment "Specification of the Eligible Collateral or Credit Support applicable to the Agreement." ;
rdfs:range common_domain_model:EligibleCreditSupport .
common_domain_model:CSAMinimumTransferAmountVariableSet a rdfs:Class ;
rdfs:comment "Defines a combination of Rating Agency, Rating Value, amount and Currency code." .
common_domain_model:amountIsInfinity a rdf:Property ;
rdfs:comment "A flag that defines the Minimum Transfer Amount (MTA) as Infinity." ;
rdfs:range xsd:boolean .
common_domain_model:FloatingAmountProvisions a rdfs:Class .
common_domain_model:wacCapInterestProvision a rdf:Property ;
rdfs:comment "As specified by the ISDA Supplement for use with trades on mortgage-backed securities, 'WAC Cap' means a weighted average coupon or weighted average rate cap provision (however defined in the Underlying Instruments) of the Underlying Instruments that limits, increases or decreases the interest rate or interest entitlement, as set out in the Underlying Instruments on the Effective Date without regard to any subsequent amendment The presence of the element with value set to 'true' signifies that the provision is applicable. From a usage standpoint, this provision is typically applicable in the case of CMBS and not applicable in case of RMBS trades." ;
rdfs:range xsd:boolean .
common_domain_model:stepUpProvision a rdf:Property ;
rdfs:comment "As specified by the ISDA Standard Terms Supplement for use with trades on mortgage-backed securities. The presence of the element with value set to 'true' signifies that the provision is applicable. If applicable, the applicable step-up terms are specified as part of that ISDA Standard Terms Supplement. From a usage standpoint, this provision is typically applicable in the case of RMBS and not applicable in case of CMBS trades." ;
rdfs:range xsd:boolean .
common_domain_model:FxRate a rdfs:Class ;
rdfs:comment "A class describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate." .
common_domain_model:quotedCurrencyPair a rdf:Property ;
rdfs:comment "Defines the two currencies for an FX trade and the quotation relationship between the two currencies." , "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'." , "Describes the composition of a rate that has been quoted or is to be quoted." ;
rdfs:range common_domain_model:QuotedCurrencyPair ;
rdfs:subPropertyOf common_domain_model:quotedCurrencyPair .
common_domain_model:rate a rdf:Property ;
rdfs:comment "The rate of exchange between the two currencies of the leg of a deal. Must be specified with a quote basis." ;
rdfs:range xsd:decimal .
common_domain_model:ContractualDefinitionIdentifier a rdfs:Class .
common_domain_model:contractualDefinitionType a rdf:Property ;
rdfs:comment "e.g. ISDA2021Definitions" ;
rdfs:range common_domain_model:ContractualDefinitionsEnum .
common_domain_model:contractualDefinitionVersion a rdf:Property ;
rdfs:comment "e.g. V1" ;
rdfs:range xsd:string .
common_domain_model:RetrospectiveEffect a rdfs:Class ;
rdfs:comment "A class to specify the retrospective effect exception to the regulatory regime clause of Initial Margin documents as either a normalized value specified as part of an enumeration or a customized value specified of type string." .
common_domain_model:AdditionalRepresentation a rdfs:Class ;
rdfs:comment "A class to specify the Additional Representation." ;
rdfs:seeAlso .
common_domain_model:PartyAgreementIdentifier a rdfs:Class ;
rdfs:comment "A class defining a legal agreement identifier issued by the indicated party." .
common_domain_model:documentIdentifier a rdf:Property ;
rdfs:comment "While FpML specifies the document identifier with a value and an associated scheme, the CDM makes use of the Identifier, which has an explicit issuer. The issuer of this identifier is not necessarily the same as the party reference." ;
rdfs:range common_domain_model:Identifier .
common_domain_model:NaturalPerson a rdfs:Class ;
rdfs:comment "A class to represent the attributes that are specific to a natural person." .
common_domain_model:suffix a rdf:Property ;
rdfs:comment "Name suffix, such as Jr., III, etc." ;
rdfs:range xsd:string .
common_domain_model:firstName a rdf:Property ;
rdfs:comment "The natural person's first name. It is optional in FpML." ;
rdfs:range xsd:string .
common_domain_model:contactInformation a rdf:Property ;
rdfs:comment "The contact information for such person, when different from the contact information associated with the party." , "The contact information for such business unit, when different from the contact information associated with the party." , "The postal/street address, telephone number, email address and/or web page. If the contact information is specific to the associated business unit(s) or person (s), it should be associated with those." ;
rdfs:range common_domain_model:ContactInformation ;
rdfs:subPropertyOf common_domain_model:contactInformation .
common_domain_model:honorific a rdf:Property ;
rdfs:comment "An honorific title, such as Mr., Ms., Dr. etc." ;
rdfs:range xsd:string .
common_domain_model:personId a rdf:Property ;
rdfs:comment "The identifier associated with a person, e.g. the internal identification code." ;
rdfs:range common_domain_model:PersonIdentifier .
common_domain_model:middleName a rdf:Property ;
rdfs:comment "The natural person's middle name(s). If a middle name is provided then an initial should be absent." ;
rdfs:range xsd:string .
common_domain_model:initial a rdf:Property ;
rdfs:comment "The natural person's middle initial(s). If a middle initial is provided then a name should be absent." ;
rdfs:range xsd:string .
common_domain_model:surname a rdf:Property ;
rdfs:comment "The natural person's surname." ;
rdfs:range xsd:string .
common_domain_model:dateOfBirth a rdf:Property ;
rdfs:comment "The natural person's date of birth." ;
rdfs:range xsd:date .
common_domain_model:AdjustableOrAdjustedOrRelativeDate a rdfs:Class ;
rdfs:comment "This Rosetta class specifies the date as either an unadjusted, adjusted or relative date. It supplements the features of the AdjustableOrAdjustedDate to support the credit default swap option premium, which uses the relative date construct." .
common_domain_model:FxPriceSourceDisruption a rdfs:Class ;
rdfs:seeAlso .
common_domain_model:priceSourceDisruptionIsApplicable a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:fallbackReferencePrice a rdf:Property ;
rdfs:comment "The method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option." ;
rdfs:range common_domain_model:SettlementRateOption , common_domain_model:FallbackReferencePrice ;
rdfs:subPropertyOf common_domain_model:fallbackReferencePrice .
common_domain_model:BusinessEvent a rdfs:Class ;
rdfs:comment "A business event represents a life cycle event of a trade. The combination of the state changes results in a qualifiable life cycle event. An example of a Business Event is a PartialTermination which is a defined by a quantity change primitive event." ;
rdfs:subClassOf common_domain_model:EventInstruction .
common_domain_model:eventQualifier a rdf:Property ;
rdfs:comment "The CDM event qualifier, which corresponds to the outcome of the isEvent qualification logic which qualifies the lifecycle event as a function of its features (e.g. PartialTermination, ClearingSubmission, Novation, ...)." ;
rdfs:range xsd:string .
common_domain_model:after a rdf:Property ;
rdfs:comment "Specifies the after trade state(s) created." , "Specifies the after position state(s) created." ;
rdfs:domain common_domain_model:CounterpartyPositionBusinessEvent ;
rdfs:range common_domain_model:TradeState , common_domain_model:CounterpartyPositionState ;
rdfs:subPropertyOf common_domain_model:after .
common_domain_model:InflationRateSpecification a rdfs:Class ;
rdfs:comment "A data to: specify the inflation rate." ;
rdfs:subClassOf common_domain_model:FloatingRateSpecification .
common_domain_model:floorRateSchedule a rdf:Property ;
rdfs:comment "The floor rate or floor rate schedule, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. A floor rate schedule is expressed as explicit floor rates and dates and the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05." ;
rdfs:domain common_domain_model:StubFloatingRate ;
rdfs:range common_domain_model:StrikeSchedule ;
rdfs:subPropertyOf common_domain_model:floorRateSchedule .
common_domain_model:calculationParameters a rdf:Property ;
rdfs:comment "Support for modular calculated rates, such such as lockout compound calculations." ;
rdfs:range common_domain_model:FloatingRateCalculationParameters .
common_domain_model:mainPublication a rdf:Property ;
rdfs:comment "The current main publication source such as relevant web site or a government body. FpML specifies mainPublication to be of type mainPublicationSource, but without specifying actual values." ;
rdfs:range xsd:string .
common_domain_model:initialIndexLevel a rdf:Property ;
rdfs:comment "Initial known index level for the first calculation period." ;
rdfs:range xsd:decimal .
common_domain_model:finalRateRounding a rdf:Property ;
rdfs:comment "The rounding convention to apply to the final rate used in determination of a calculation period amount." ;
rdfs:range common_domain_model:Rounding .
common_domain_model:rateTreatment a rdf:Property ;
rdfs:comment "The specification of any rate conversion which needs to be applied to the observed rate before being used in any calculations. The two common conversions are for securities quoted on a bank discount basis which will need to be converted to either a Money Market Yield or Bond Equivalent Yield. See the Annex to the 2000 ISDA Definitions, Section 7.3. Certain General Definitions Relating to Floating Rate Options, paragraphs (g) and (h) for definitions of these terms." ;
rdfs:range common_domain_model:RateTreatmentEnum .
common_domain_model:fallbackRate a rdf:Property ;
rdfs:comment "Definition of any fallback rate that may be applicable." ;
rdfs:range common_domain_model:FallbackRateParameters .
common_domain_model:capRateSchedule a rdf:Property ;
rdfs:comment "The cap rate or cap rate schedule, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. A cap rate schedule is expressed as explicit cap rates and dates and the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05." ;
rdfs:domain common_domain_model:StubFloatingRate ;
rdfs:range common_domain_model:StrikeSchedule ;
rdfs:subPropertyOf common_domain_model:capRateSchedule .
common_domain_model:fallbackBondApplicable a rdf:Property ;
rdfs:comment "The applicability of a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8." ;
rdfs:range xsd:boolean .
common_domain_model:finalPrincipalExchangeCalculation a rdf:Property ;
rdfs:comment "To be specified only for products that embed a redemption payment." ;
rdfs:range common_domain_model:FinalPrincipalExchangeCalculationEnum .
common_domain_model:calculationStyle a rdf:Property ;
rdfs:comment "Indicates the style of how the inflation index calculates the payment (e.g. YearOnYear, ZeroCoupon)." ;
rdfs:range common_domain_model:InflationCalculationStyleEnum .
common_domain_model:inflationLag a rdf:Property ;
rdfs:comment "An off-setting period from the payment date which determines the reference period for which the inflation index is observed." ;
rdfs:range common_domain_model:Offset .
common_domain_model:indexSource a rdf:Property ;
rdfs:comment "The reference source such as Reuters or Bloomberg. FpML specifies indexSource to be of type rateSourcePageScheme, but without specifying actual values." ;
rdfs:range xsd:string .
common_domain_model:initialRate a rdf:Property ;
rdfs:comment "The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05." , "The rate to be applied for the initial period." ;
rdfs:domain common_domain_model:FloatingRateProcessingParameters ;
rdfs:range common_domain_model:Price ;
rdfs:subPropertyOf common_domain_model:initialRate .
common_domain_model:rateOption a rdf:Property ;
rdfs:range common_domain_model:InterestRateIndex .
common_domain_model:interpolationMethod a rdf:Property ;
rdfs:comment "The method used when calculating the Inflation Index Level from multiple points. The most common is Linear." , "The type of interpolation method that the calculation agent reserves the right to use." ;
rdfs:domain common_domain_model:InflationRateSpecification ;
rdfs:range common_domain_model:InterpolationMethodEnum ;
rdfs:subPropertyOf common_domain_model:interpolationMethod .
common_domain_model:averagingMethod a rdf:Property ;
rdfs:comment "If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used. The component must only be included when averaging applies." , "Specifies enumerations for the type of averaging calculation." ;
rdfs:range common_domain_model:AveragingWeightingMethodEnum , common_domain_model:AveragingCalculationMethodEnum , common_domain_model:AveragingCalculationMethod ;
rdfs:subPropertyOf common_domain_model:averagingMethod .
common_domain_model:floatingRateMultiplierSchedule a rdf:Property ;
rdfs:comment "A rate multiplier or multiplier schedule to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be a positive or negative decimal. This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream." ;
rdfs:domain common_domain_model:StubFloatingRate ;
rdfs:range common_domain_model:RateSchedule , common_domain_model:Schedule ;
rdfs:subPropertyOf common_domain_model:floatingRateMultiplierSchedule .
common_domain_model:spreadSchedule a rdf:Property ;
rdfs:comment "The ISDA Spread or a Spread schedule expressed as explicit spreads and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001." ;
rdfs:domain common_domain_model:StubFloatingRate ;
rdfs:range common_domain_model:SpreadSchedule ;
rdfs:subPropertyOf common_domain_model:spreadSchedule .
common_domain_model:negativeInterestRateTreatment a rdf:Property ;
rdfs:comment "The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate)." ;
rdfs:range common_domain_model:NegativeInterestRateTreatmentEnum .
common_domain_model:MakeWholeAmount a rdfs:Class ;
rdfs:comment "A class to specify the amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date (typically applicable to the convertible bond options)." ;
rdfs:subClassOf common_domain_model:SwapCurveValuation .
common_domain_model:spread a rdf:Property ;
rdfs:comment "Spread in basis points over the floating rate index." , "Defines a spread value for one or more defined dates." , "spread to be added to the floating rate." , "The ISDA Spread, if any, which applies for the calculation period. The spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001." ;
rdfs:range xsd:decimal , common_domain_model:SpreadSchedule ;
rdfs:subPropertyOf common_domain_model:spread .
common_domain_model:indexTenor a rdf:Property ;
rdfs:comment "The ISDA Designated Maturity, i.e. the tenor of the floating rate." , "The ISDA Designated Maturity, i.e. the floating rate tenor." ;
rdfs:range common_domain_model:Period ;
rdfs:subPropertyOf common_domain_model:indexTenor .
common_domain_model:earlyCallDate a rdf:Property ;
rdfs:comment "Date prior to which the option buyer will have to pay a Make Whole Amount to the option seller if he/she exercises the option." ;
rdfs:range xsd:date .
common_domain_model:floatingRateIndex a rdf:Property ;
rdfs:comment "The reference index that is used to specify the floating interest rate." , "The floating rate index." , "The floating rate index that is used as the basis of the fallback rate." , "The reference index that is used to specify the floating interest rate. The FpML standard maintains the list of such indices, which are positioned as enumeration values as part of the CDM." ;
rdfs:range common_domain_model:FloatingRateIndexEnum ;
rdfs:subPropertyOf common_domain_model:floatingRateIndex .
common_domain_model:side a rdf:Property ;
rdfs:comment "The side (bid/mid/ask) of the measure." ;
rdfs:range common_domain_model:QuotationSideEnum .
common_domain_model:PayoutBase a rdfs:Class ;
rdfs:comment "A data type that contains the common attributes (e.g. payer and receiver parties) and validation conditions that apply across all payout types" .
common_domain_model:PCDeliverableObligationCharac a rdfs:Class ;
rdfs:comment "A class to specify the Partial Cash Deliverable Obligation Characteristic." .
common_domain_model:Velocity a rdfs:Class .
common_domain_model:DigitalAsset a rdfs:Class ;
rdfs:comment "An Asset that exists only in digital form, eg Bitcoin or Ethereum, that is not backed by other Assets; excludes the digital representation of other Assets, eg coins or Tokenised assets." ;
rdfs:subClassOf common_domain_model:AssetBase .
common_domain_model:FroHistory a rdfs:Class ;
rdfs:comment "FRO History" .
common_domain_model:firstDefinedIn a rdf:Property ;
rdfs:comment "The supplement or version the FRO was first added to the 2006 Definitions or 2021 Floating Rate Matrix. (e.g. S52)" ;
rdfs:range common_domain_model:ContractualDefinition .
common_domain_model:updateDate a rdf:Property ;
rdfs:comment "The date the Floating Rate Option was last updated in the 2006 Definitions or 2021 Floating Rate Matrix. (e.g. 2021/06/11)" ;
rdfs:range xsd:date .
common_domain_model:lastUpdatedIn a rdf:Property ;
rdfs:comment "The supplement or version the FRO was last updated in the 2006 Definitions or 2021 Floating Rate Matrix. (e.g. FRO-M-V1)" ;
rdfs:range common_domain_model:ContractualDefinition .
common_domain_model:PostedCreditSupportItem a rdfs:Class ;
rdfs:comment "Posted Credit Support item with corresponding Valuation Percentage, FX Haircut Percentage and any related disputed Posted Credit Support valuation." .
common_domain_model:disputedCashOrSecurityValue a rdf:Property ;
rdfs:comment "Paragraph 5. If a party (a 'Disputing Party') disputes the Value of any Posted Credit Support (IM)." ;
rdfs:range common_domain_model:Money .
common_domain_model:fxHaircutPercentage a rdf:Property ;
rdfs:comment "FX Haircut Percentage means, for any item of Eligible Collateral (IM), the percentage specified in accordance with Paragraph 13." , "Specifies an FX haircut applied to a specific asset which is agreed between the parties (for example, if pledgor eligible collateral is not denominated in the termination currency or under other specified cases in collateral support documents both for initial margin and variation margin).The percentage value is expressed as the discount haircut to the value of the collateral- as an example an 8% FX haircut would be expressed as 0.08." ;
rdfs:domain common_domain_model:CollateralValuationTreatment ;
rdfs:range xsd:decimal ;
rdfs:subPropertyOf common_domain_model:fxHaircutPercentage .
common_domain_model:cashOrSecurityValue a rdf:Property ;
rdfs:comment "The Base Currency Equivalent of Cash or Security." ;
rdfs:range common_domain_model:Money .
common_domain_model:additionalHaircutPercentage a rdf:Property ;
rdfs:comment "Percentage value of any additional haircut to be applied to a collateral asset,the percentage value is expressed as the discount haircut to the value of the collateral- as an example a 5% haircut would be expressed as 0.05." , "Specifies a percentage value of any additional haircut to be applied to a collateral asset,the percentage value is expressed as the discount haircut to the value of the collateral- as an example a 5% haircut would be expressed as 0.05. " ;
rdfs:domain common_domain_model:CollateralValuationTreatment ;
rdfs:range xsd:decimal ;
rdfs:subPropertyOf common_domain_model:additionalHaircutPercentage .
common_domain_model:haircutPercentage a rdf:Property ;
rdfs:comment "Valuation Percentage means, for any item of Eligible Collateral (IM), the percentage specified in accordance with Paragraph 13." , "Specifies a haircut percentage to be applied to the value of asset and used as a discount factor to the value of the collateral asset,expressed as a percentage in decimal terms. As an example a 0.5% haircut would be represented as a decimal number 0.005." ;
rdfs:domain common_domain_model:CollateralValuationTreatment ;
rdfs:range xsd:decimal ;
rdfs:subPropertyOf common_domain_model:haircutPercentage .
common_domain_model:SpecifiedOrAccessConditionPartyElection a rdfs:Class ;
rdfs:comment "The party specific elections in respect to the Specified Condition and Access Condition clause." .
common_domain_model:specifiedOrAccessCondition a rdf:Property ;
rdfs:comment "Specifies events that may temporarily or permanently suspend a partys rights to rehypothecate, transfer, or substitute collateral." ;
rdfs:range common_domain_model:CsaSpecifiedOrAccessConditionEnum .
common_domain_model:additionalTerminationEvent a rdf:Property ;
rdfs:comment "Specifies events that may lead to the early termination of the Master Agreement, including suspension of the affected party's rights to rehypothecate, transfer, or substitute collateral." ;
rdfs:range common_domain_model:AdditionalTerminationEventEnum .
common_domain_model:specifiedAdditionalTerminationEvent a rdf:Property ;
rdfs:comment "Specifies any bespoke Additional Termination Event(s) that are set out in the related Specified Condition clause." ;
rdfs:range xsd:string .
common_domain_model:CalculationAgent a rdfs:Class ;
rdfs:comment "A class defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions." .
common_domain_model:calculationAgentParty a rdf:Property ;
rdfs:comment "Specifies the party which is the ISDA Calculation Agent for the trade. If more than one party is referenced then the parties are assumed to be co-calculation agents, i.e. they have joint responsibility." ;
rdfs:range common_domain_model:AncillaryRoleEnum .
common_domain_model:calculationAgentPartyEnum a rdf:Property ;
rdfs:comment "Specifies the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions. For example, the Calculation Agent may be defined as being the Non-exercising Party." ;
rdfs:range common_domain_model:PartyDeterminationEnum .
common_domain_model:calculationAgentBusinessCenter a rdf:Property ;
rdfs:comment "The city in which the office through which ISDA Calculation Agent is acting for purposes of the transaction is located The short-form confirm for a trade that is executed under a Sovereign or Asia Pacific Master Confirmation Agreement ( MCA ), does not need to specify the Calculation Agent. However, the confirm does need to specify the Calculation Agent City. This is due to the fact that the MCA sets the value for Calculation Agent but does not set the value for Calculation Agent City." ;
rdfs:range xsd:string .
common_domain_model:ExercisePeriod a rdfs:Class ;
rdfs:comment "This defines the time interval to the start of the exercise period, i.e. the earliest exercise date, and the frequency of subsequent exercise dates (if any)." .
common_domain_model:earliestExerciseDateTenor a rdf:Property ;
rdfs:comment "The time interval to the first (and possibly only) exercise date in the exercise period." ;
rdfs:range common_domain_model:Period .
common_domain_model:exerciseFrequency a rdf:Property ;
rdfs:comment "The frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period." ;
rdfs:range common_domain_model:Period .
common_domain_model:PerformanceValuationDates a rdfs:Class ;
rdfs:comment "Defines how and when a performance type option or performance type swap is to be valued." .
common_domain_model:valuationTimeType a rdf:Property ;
rdfs:comment "The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange." ;
rdfs:range common_domain_model:TimeTypeEnum .
common_domain_model:valuationTime a rdf:Property ;
rdfs:comment "The specific time of day at which the calculation agent values the underlying. The SpecificTime is the only case when the valuationTime (time + business center location e.g. 10:00:00 USNY) should be provided. You should be able to provide just the valuationTime without valuationTimeType, which infer that this is a specific time." , "Specifies the time on which the value of collateral or exposure are calculated in accordance with the agreement." , "The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method, if the parties have not otherwise been able to agree the cash settlement amount. When using quations, this is the time of day in the specified business center when the calculation agent seeks quotations for an amount of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Time." ;
rdfs:range common_domain_model:BusinessCenterTime , common_domain_model:ValuationTime ;
rdfs:subPropertyOf common_domain_model:valuationTime .
common_domain_model:ExecutionLocation a rdfs:Class ;
rdfs:comment "A class to specify execution location terms of a Security Agreement." .
common_domain_model:dutyPayer a rdf:Property ;
rdfs:comment "The payer of documentary duty." ;
rdfs:range xsd:string .
common_domain_model:dutyPaymentLanguage a rdf:Property ;
rdfs:comment "Bespoke terms specific to the date that documentary duty will be paid." ;
rdfs:range xsd:string .
common_domain_model:dutyPayerLanguage a rdf:Property ;
rdfs:comment "Bespoke terms specific to the payment of documentary duty." ;
rdfs:range xsd:string .
common_domain_model:otherLanguage a rdf:Property ;
rdfs:comment "Bespoke execution location language to be included when specified." , "Bespoke execution language to be included when specified." ;
rdfs:domain common_domain_model:ExecutionLocation ;
rdfs:range xsd:string ;
rdfs:subPropertyOf common_domain_model:otherLanguage .
common_domain_model:dutyPaymentDate a rdf:Property ;
rdfs:comment "The date that documentary duty will be paid." ;
rdfs:range xsd:date .
common_domain_model:EarlyTerminationProvision a rdfs:Class ;
rdfs:comment "A data defining: an early termination provision for a swap. This early termination is at fair value, i.e. on termination the fair value of the product must be settled between the parties." .
common_domain_model:mandatoryEarlyTermination a rdf:Property ;
rdfs:comment "A mandatory early termination provision to terminate the swap at fair value." ;
rdfs:range common_domain_model:MandatoryEarlyTermination .
common_domain_model:mandatoryEarlyTerminationDateTenor a rdf:Property ;
rdfs:comment "Period after trade date of the mandatory early termination date." ;
rdfs:range common_domain_model:Period .
common_domain_model:optionalEarlyTermination a rdf:Property ;
rdfs:comment "An option for either or both parties to terminate the swap at fair value." ;
rdfs:range common_domain_model:OptionalEarlyTermination .
common_domain_model:optionalEarlyTerminationParameters a rdf:Property ;
rdfs:comment "Definition of the first early termination date and the frequency of the termination dates subsequent to that. American exercise is defined by having a frequency of one day." ;
rdfs:range common_domain_model:ExercisePeriod .
common_domain_model:CreditIndex a rdfs:Class ;
rdfs:comment "Specification of an index based on credit risk, typically composed using corporate debt instruments in a region or industry sector, e.g. the iTraxx indices." ;
rdfs:subClassOf common_domain_model:IndexBase .
common_domain_model:seniority a rdf:Property ;
rdfs:comment "Seniority of debt instruments comprising the index." , "Specifies the order of repayment in the event of a sale or bankruptcy of the issuer or a related party (eg guarantor)." ;
rdfs:domain common_domain_model:CreditIndex ;
rdfs:range common_domain_model:CreditSeniorityEnum , common_domain_model:DebtSeniorityEnum ;
rdfs:subPropertyOf common_domain_model:seniority .
common_domain_model:indexSeries a rdf:Property ;
rdfs:comment "A CDS index series identifier, e.g. 1, 2, 3 etc." ;
rdfs:range xsd:integer .
common_domain_model:indexAnnexVersion a rdf:Property ;
rdfs:comment "A CDS index series version identifier, e.g. 1, 2, 3 etc." ;
rdfs:range xsd:integer .
common_domain_model:indexAnnexDate a rdf:Property ;
rdfs:comment "A CDS index series annex date." ;
rdfs:range xsd:date .
common_domain_model:settledEntityMatrix a rdf:Property ;
rdfs:comment "Used to specify the Relevant Settled Entity Matrix when there are settled entities at the time of the trade." ;
rdfs:range common_domain_model:SettledEntityMatrix .
common_domain_model:indexAnnexSource a rdf:Property ;
rdfs:comment "A CDS index series annex source." ;
rdfs:range common_domain_model:IndexAnnexSourceEnum .
common_domain_model:provider a rdf:Property ;
rdfs:comment "The organisation that creates or maintains the Index." ;
rdfs:range common_domain_model:LegalEntity .
common_domain_model:excludedReferenceEntity a rdf:Property ;
rdfs:comment "Excluded reference entity." ;
rdfs:range common_domain_model:ReferenceInformation .
common_domain_model:indexFactor a rdf:Property ;
rdfs:comment "Index Factor is the index version factor or percent, expressed as an absolute decimal value between 0 and 1, that multiplied by the original notional amount yields the notional amount covered by the seller of protection." ;
rdfs:range xsd:decimal .
common_domain_model:SpecificInconvertibility a rdfs:Class .
common_domain_model:specificInconvertibilityIsApplicable a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:relevantClass a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:nonDeliverableSubstitute a rdf:Property ;
rdfs:range common_domain_model:NonDeliverableSubstitute .
common_domain_model:minimumAmount a rdf:Property ;
rdfs:range common_domain_model:Quantity .
common_domain_model:CoveredTransactions a rdfs:Class ;
rdfs:comment "Specification of Transactions covered by the legal agreement." .
common_domain_model:bespokeCoveredTransactions a rdf:Property ;
rdfs:comment "Covered Transactions when not expressed using the ISDA taxonomy." ;
rdfs:range xsd:string .
common_domain_model:inclusionDate a rdf:Property ;
rdfs:comment "Includes any Transaction specified below that is entered into on or after the specified date." ;
rdfs:range xsd:date .
common_domain_model:exposure a rdf:Property ;
rdfs:comment "Specification of amendments to the calculation of Exposure in terms of the Transactions covered." ;
rdfs:range common_domain_model:ExposureScope .
common_domain_model:Portfolio a rdfs:Class ;
rdfs:comment " A Portfolio represents an aggregation of multiple Positions, by describing the parameters that this Portfolio should be aggregated based on. The resulting PortfolioState is calculated using these aggregation parameters as inputs, by aggregating all the Events that are relevant to this Portfolio. The concept of Portfolio works at all levels in the model: from the highest for a given LegalEntity for instance, to the lowest to account for security substitutions in a secutity financing transaction. As such, Portfolio can be used either above or below the Contract level." .
common_domain_model:aggregationParameters a rdf:Property ;
rdfs:comment "Describes the portfolio by describing how to aggregate all its relevant Events." ;
rdfs:range common_domain_model:AggregationParameters .
common_domain_model:portfolioState a rdf:Property ;
rdfs:comment "Describes the state of the Portfolio as a list of Positions resulting from the aggregation." ;
rdfs:range common_domain_model:PortfolioState .
common_domain_model:AdjustableDate a rdfs:Class ;
rdfs:comment "A class for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date." .
common_domain_model:dateAdjustmentsReference a rdf:Property ;
rdfs:comment "A pointer style reference to date adjustments defined elsewhere in the document." ;
rdfs:range common_domain_model:BusinessDayAdjustments .
common_domain_model:UmbrellaAgreement a rdfs:Class ;
rdfs:comment "Specifies the set of agreements, the parties of which are set within UmbrellaAgreementSet, beyond the two contracting parties to that agreement." .
common_domain_model:agreementSet a rdf:Property ;
rdfs:comment "The language associated with the umbrella agreement, and which applies to all the parties to the umbrella agreement." ;
rdfs:range common_domain_model:UmbrellaAgreementSet .
common_domain_model:CustomisableOffset a rdfs:Class ;
rdfs:comment "A class to specify an offset either as a normalized [multiplier, period, dayType] or as a custom provision of type string." .
common_domain_model:customProvision a rdf:Property ;
rdfs:comment "The effective date of the Amendment to Termination Currency when specified as a non normalized custom provision." , "The custom provisions that might be specified by the parties to the agreement for the purpose of overwriting the default Condition Precedent provision specified in the CSA." ;
rdfs:range xsd:string ;
rdfs:subPropertyOf common_domain_model:customProvision .
common_domain_model:OtherAgreementTerms a rdfs:Class ;
rdfs:comment "A class to specify a related legal agreement. For example, ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (s): Other CSA and Japanese Law CSA (VM). | ISDA 2016 Credit Support Annex for Variation Margin, paragraph 13, (o): Other CSA." .
common_domain_model:legalDocument a rdf:Property ;
rdfs:comment "The specification of this other agreement, when the qualification is True." ;
rdfs:range xsd:string .
common_domain_model:InflationIndex a rdfs:Class ;
rdfs:comment "Specification of an index that measures inflation in a specific market, e.g. the US Consumer Price Index." ;
rdfs:subClassOf common_domain_model:IndexBase .
common_domain_model:inflationRateIndex a rdf:Property ;
rdfs:comment "The reference index that is used to specify the inflation interest rate." ;
rdfs:range common_domain_model:InflationRateIndexEnum .
common_domain_model:MarginCallBase a rdfs:Class ;
rdfs:comment "Represents common attributes required for Issuance and Response to a Margin Call action as a result of a demand for delivery or return of collateral determined under a legal agreement such as a credit support document or equivalent." .
common_domain_model:MarginCallInstructionType a rdfs:Class ;
rdfs:comment "Represents enumeration values to specify the call notification type, direction, specific action type." .
common_domain_model:callType a rdf:Property ;
rdfs:comment "Indicates the status of the call message type, such as expected call, notification of a call or an actionable margin call." ;
rdfs:range common_domain_model:CallTypeEnum .
common_domain_model:visibilityIndicator a rdf:Property ;
rdfs:comment "Indicates the choice if the call instruction is visible or not to the other party." ;
rdfs:range xsd:boolean .
common_domain_model:LegacyIndependentAmountRatingsBased a rdfs:Class ;
rdfs:comment "Specifies that the Independent Amount is determined using a credit rating." ;
rdfs:subClassOf common_domain_model:IndependentAmountRatings .
common_domain_model:DividendDateReference a rdfs:Class ;
rdfs:comment "A class to specify the dividend date by reference to another date, with the ability to apply and offset. This class doesn't exist in FpML and is meant to simplify the choice constraint associated with the DividendPaymentDate class." .
common_domain_model:dateReference a rdf:Property ;
rdfs:comment "Specification of the dividend date using an enumeration, with values such as the pay date, the ex-date or the record date." ;
rdfs:range common_domain_model:DividendDateReferenceEnum .
common_domain_model:paymentDateOffset a rdf:Property ;
rdfs:comment "Only to be used when SharePayment has been specified in the dividendDateReference element. The number of Currency Business Days following the day on which the Issuer of the Shares pays the relevant dividend to holders of record of the Shares." ;
rdfs:range common_domain_model:Offset .
common_domain_model:FloatingRateIndexDefinition a rdfs:Class .
common_domain_model:definitionalSource a rdf:Property ;
rdfs:comment "The source of an FRO, particularly if not a Contractual Definition (e.g. the broker rates matrix)." ;
rdfs:range xsd:string .
common_domain_model:mappings a rdf:Property ;
rdfs:comment "Any mappings to other FRos." ;
rdfs:range common_domain_model:FloatingRateIndexMappings .
common_domain_model:history a rdf:Property ;
rdfs:comment "FRO History" ;
rdfs:range common_domain_model:FroHistory .
common_domain_model:fpmlDescription a rdf:Property ;
rdfs:comment "FpML Description" ;
rdfs:range xsd:string .
common_domain_model:externalMappings a rdf:Property ;
rdfs:comment "Any mappings to other codes for this index." ;
rdfs:range common_domain_model:FloatingRateIndexExternalMappings .
common_domain_model:calculationDefaults a rdf:Property ;
rdfs:comment "Any calculation default values." ;
rdfs:range common_domain_model:FloatingRateIndexCalculationDefaults .
common_domain_model:deprecationReason a rdf:Property ;
rdfs:comment "Deprecation and Code Descriptions" ;
rdfs:range xsd:string .
common_domain_model:inLoan a rdf:Property ;
rdfs:comment "YES / NO to flag FROs identified by the FpML Syndicated Loan WG as having underlying benchmark that may also be referenced in syndicated loans." ;
rdfs:range xsd:boolean .
common_domain_model:designatedMaturityApplicable a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:fro a rdf:Property ;
rdfs:comment "The underlying FRO name and designated maturity." ;
rdfs:range common_domain_model:FloatingRateIndexIdentification .
common_domain_model:supportedDefinition a rdf:Property ;
rdfs:comment "The definition version or versions supported by the FRO." ;
rdfs:range common_domain_model:ContractualDefinition .
common_domain_model:OtherEligibleAndPostedSupport a rdfs:Class ;
rdfs:comment "Specifies the Other Eligible Support elections." .
common_domain_model:applicableValue a rdf:Property ;
rdfs:comment "The definition of 'Value' with respect to Other Eligible Support and Other Posted Support." ;
rdfs:range xsd:boolean .
common_domain_model:applicableTransfer a rdf:Property ;
rdfs:comment "The definition of 'Transfer' with respect to Other Eligible Support and Other Posted Support." ;
rdfs:range xsd:boolean .
common_domain_model:CollateralIssuerType a rdfs:Class ;
rdfs:comment "Represents a class to allow specification of the type of entity issuing the collateral." .
common_domain_model:issuerType a rdf:Property ;
rdfs:comment "Specifies the origin of entity issuing the collateral." , "Represents a filter based on the type of entity issuing the asset." ;
rdfs:domain common_domain_model:EligibilityQuery ;
rdfs:range common_domain_model:CollateralEntityTypeEnum , common_domain_model:CollateralIssuerType ;
rdfs:subPropertyOf common_domain_model:issuerType .
common_domain_model:regionalGovernmentType a rdf:Property ;
rdfs:comment "Specifies Regional government, local authority or municipal." ;
rdfs:range common_domain_model:RegionalGovernmentIssuerType .
common_domain_model:quasiGovernmentType a rdf:Property ;
rdfs:comment "Specifies debt issues by institutions or bodies, typically constituted by statute, with a function mandated by the government and subject to government supervision inclusive of profit- and non-profit making bodies. Includes the US Agencies and GSEs and the EU concept of public sector entities. Excluding any entities which are also Regional Government." ;
rdfs:range common_domain_model:QuasiGovernmentIssuerType .
common_domain_model:supraNationalType a rdf:Property ;
rdfs:comment "Specifies debt issued by international organisations and multilateral banks." ;
rdfs:range common_domain_model:SupraNationalIssuerTypeEnum .
common_domain_model:specialPurposeVehicleType a rdf:Property ;
rdfs:comment "Specifies a subsidiary company that is formed to undertake a specific business purpose of acquisition and financing of specific assets on a potentially limited recourse basis dependent of how it is designed. E.g. asset backed securities, including securitisations." ;
rdfs:range common_domain_model:SpecialPurposeVehicleIssuerType .
common_domain_model:ControlAgreementNecEvent a rdfs:Class ;
rdfs:comment "A class to specify Control Agreement language related to delivery of a Notice of Exclusive Control." .
common_domain_model:controlAgreementNecEventElection a rdf:Property ;
rdfs:comment "Indicates party specific Control Agreement language related to delivery of a Notice of Exclusive Control." ;
rdfs:range common_domain_model:ControlAgreementNecEventElection .
common_domain_model:CreditSupportObligationsVariationMargin a rdfs:Class ;
rdfs:comment "Specification of the Credit Support Obligations applicable to the Variation Margin Credit Support Annex." ;
rdfs:seeAlso ;
rdfs:subClassOf common_domain_model:CreditSupportObligationsBase .
common_domain_model:majorCurrency a rdf:Property ;
rdfs:comment "The additional currencies that are specified as Major Currency for the purpose of applying the FX Haircut Percentage." ;
rdfs:range xsd:string .
common_domain_model:fxHaircut a rdf:Property ;
rdfs:comment "The alternative definition for FX haircut percentage that applies to each party and item of Eligible Collateral unless this item is denominated in a Major Currency or in the Base Currency." ;
rdfs:range xsd:string .
common_domain_model:ineligibleCreditSupport a rdf:Property ;
rdfs:comment "The parties to which the provisions of the Credit Support Annex for Variation Margin will apply to." ;
rdfs:range common_domain_model:IneligibleCreditSupport .
common_domain_model:CancelableProvision a rdfs:Class ;
rdfs:comment "A data defining: the right of a party to cancel a swap transaction on the specified exercise dates. The provision is for 'walk-away' cancellation (i.e. the fair value of the swap is not paid). A fee payable on exercise can be specified. As a difference from the FpML construct, the canonical model extends the BuyerSeller class." ;
rdfs:subClassOf common_domain_model:BuyerSeller .
common_domain_model:effectivePeriod a rdf:Property ;
rdfs:comment "Effective period for cancelation when notice is given. This is the period after notice is given that cancellation becomes effecticve." ;
rdfs:range common_domain_model:Period .
common_domain_model:callingParty a rdf:Property ;
rdfs:comment "The party with right to exercise a cancellation. Allows for buyer, seller or either." ;
rdfs:range common_domain_model:CallingPartyEnum .
common_domain_model:exerciseTerms a rdf:Property ;
rdfs:comment "The exercise terms associated with the cancelable provision, including details such as exercise style, exercise fees, and any other relevant conditions or terms governing the cancellation of the swap transaction." , "The exercise terms associated with the optional early termination, including details such as exercise style, exercise fees, and any other relevant conditions or terms." , "The terms for exercising the option, which include the option style (e.g. American style option), the exercise procedure (e.g. manual exercise) and the settlement terms (e.g. physical vs. cash)." , "The exercise terms associated with the extendible provision, including details such as exercise style, exercise fees, and any other relevant conditions or terms governing the extension of the swap transaction." ;
rdfs:range common_domain_model:ExerciseTerms ;
rdfs:subPropertyOf common_domain_model:exerciseTerms .
common_domain_model:earliestDate a rdf:Property ;
rdfs:comment "The first day when cancelation is permitted to take effect. A party may give notice prior to this date and taken together with the effective period would be necessary to cancel on this date." ;
rdfs:range common_domain_model:AdjustableOrRelativeDate .
common_domain_model:cancelableProvisionAdjustedDates a rdf:Property ;
rdfs:comment "The adjusted dates associated with a cancelable provision. These dates have been adjusted for any applicable business day convention." ;
rdfs:range common_domain_model:CancelableProvisionAdjustedDates .
common_domain_model:latestCancelationTime a rdf:Property ;
rdfs:comment "The latest time at which notice of cancelation can be given." ;
rdfs:range common_domain_model:BusinessCenterTime .
common_domain_model:earliestCancellationTime a rdf:Property ;
rdfs:comment "The earliest time in a business day that notice of cancelation can be given." ;
rdfs:range common_domain_model:BusinessCenterTime .
common_domain_model:expirationDate a rdf:Property ;
rdfs:comment "The last day within the term of the contract that cancelation is allowed." , "The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period." ;
rdfs:domain common_domain_model:ExerciseTerms ;
rdfs:range common_domain_model:AdjustableOrRelativeDate ;
rdfs:subPropertyOf common_domain_model:expirationDate .
common_domain_model:finalCalculationPeriodDateAdjustment a rdf:Property ;
rdfs:comment "Business date convention adjustment to final payment period per leg (swapStream) upon exercise event. The adjustments can be made in-line with leg level BDC's or they can be specified separately." ;
rdfs:range common_domain_model:FinalCalculationPeriodDateAdjustment .
common_domain_model:initialFee a rdf:Property ;
rdfs:comment "An initial fee for the cancelable option." ;
rdfs:range common_domain_model:Transfer .
common_domain_model:OneWayProvisions a rdfs:Class ;
rdfs:comment "A class to specify whether One Way Provisions apply." ;
rdfs:seeAlso .
common_domain_model:postingParty a rdf:Property ;
rdfs:comment "The Posting Party for the purposes of One Way Provisions. It is specified in the case where the One Way Provision is deemed applicable." , "Represents the party to which these parameters apply (the applicable party). In other words, if the parameters are different depending on which party is posting/holding the collateral, for which party to the Collateral Agreement (Party 1 or Party 2) that is posting the collateral do these parameters apply?" ;
rdfs:domain common_domain_model:CollateralInterestParameters ;
rdfs:range common_domain_model:CounterpartyRoleEnum ;
rdfs:subPropertyOf common_domain_model:postingParty .
common_domain_model:ReferenceBanks a rdfs:Class ;
rdfs:comment "A class defining the list of reference institutions polled for relevant rates or prices when determining the cash settlement amount for a product where cash settlement is applicable." .
common_domain_model:referenceBank a rdf:Property ;
rdfs:comment "An institution (party) identified by means of a coding scheme and an optional name." ;
rdfs:range common_domain_model:ReferenceBank .
common_domain_model:AmendmentEffectiveDate a rdfs:Class ;
rdfs:comment "A class to specify the effective date of the Amendment to Termination Currency. This date can be specified as either an actual date, a specific date (e.g. the annex date) or as a custom provision." .
common_domain_model:specificDate a rdf:Property ;
rdfs:comment "The effective date of the Amendment to Termination Currency when specified as relative to another date (e.g. the annex date)." ;
rdfs:range common_domain_model:AmendmentEffectiveDateEnum .
common_domain_model:AssetPayout a rdfs:Class ;
rdfs:comment "Security finance payout specification in case the product payout involves some form of security collateral, as in a securities financing transaction. Plus additional description for ICMA." ;
rdfs:subClassOf common_domain_model:PayoutBase .
common_domain_model:tradeType a rdf:Property ;
rdfs:comment "The trade type, eg repurchase transaction or buy/sell-back." ;
rdfs:range common_domain_model:AssetPayoutTradeTypeEnum .
common_domain_model:dividendTerms a rdf:Property ;
rdfs:comment "Specifies the terms under which dividends received by the borrower are passed through to the lender." , "Specifies the dividend requirements if applicable." ;
rdfs:domain common_domain_model:AssetPayout ;
rdfs:range common_domain_model:DividendTerms ;
rdfs:subPropertyOf common_domain_model:dividendTerms .
common_domain_model:minimumFee a rdf:Property ;
rdfs:comment "A contractual minimum amount which the borrower will pay, regardless of the duration of the loan. A mechanism for making sure that a trade generates enough income." , "Indicates the minimum fee amount applied to the billing record, if any." ;
rdfs:domain common_domain_model:AssetPayout ;
rdfs:range common_domain_model:Money ;
rdfs:subPropertyOf common_domain_model:minimumFee .
common_domain_model:assetLeg a rdf:Property ;
rdfs:comment "Defines each asset movement as a buy/sell at different dates, typically 1 near leg and 1 far leg in a securities financing transaction." ;
rdfs:range common_domain_model:AssetLeg .
common_domain_model:DeterminationMethodology a rdfs:Class ;
rdfs:comment "Specifies the method according to which an amount or a date is determined." .
common_domain_model:BespokeCalculationTime a rdfs:Class ;
rdfs:comment "A class to specify additional Calculation Time terms for the purposes of Initial Margin." .
common_domain_model:asCalculationAgent a rdf:Property ;
rdfs:comment "If set to True, the Calculation Time for Initial Margin is the time as of which the Calculation Agent (IM) computes its end of day valuations of derivatives transactions." ;
rdfs:range xsd:boolean .
common_domain_model:bespokeCalculationTimeTerms a rdf:Property ;
rdfs:comment "Additional Terms applicable to Calculation Time for Initial Margin." ;
rdfs:range xsd:string .
common_domain_model:Tx a rdfs:Class .
common_domain_model:tradVn a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:tradDt a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:ctryOfBrnch a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:qty a rdf:Property ;
rdfs:range common_domain_model:Qty .
common_domain_model:pric a rdf:Property ;
rdfs:range common_domain_model:Pric .
common_domain_model:tradgCpcty a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:newTx a rdf:Property ;
rdfs:range common_domain_model:New .
common_domain_model:OtherAgreement a rdfs:Class ;
rdfs:comment "A class for defining an agreement executed between parties." .
common_domain_model:otherAgreementType a rdf:Property ;
rdfs:comment "The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties." ;
rdfs:range xsd:string .
common_domain_model:ApplicableRegime a rdfs:Class ;
rdfs:comment "A class to specify the applicable regulatory regime(s) that parties to a legal agreement, such as the ISDA 2016 and 2018 CSA for Initial Margin, might be subject to." .
common_domain_model:additionalType a rdf:Property ;
rdfs:range common_domain_model:AdditionalTypeEnum .
common_domain_model:additionalTerms a rdf:Property ;
rdfs:comment "The bespoke Additional Type for the purposes of Covered Transactions (IM)." ;
rdfs:range xsd:string .
common_domain_model:SplitInstruction a rdfs:Class ;
rdfs:comment "Specifies instructions for a split, consisting of a breakdown of instructions to be applied to each branch of the split. This instruction can be used to duplicate a trade, as in a clearing scenario, or to split a trade into smaller quantities (in which case each breakdown instruction needs to include a quantity change), as in an allocation." .
common_domain_model:breakdown a rdf:Property ;
rdfs:comment "Each split breakdown specifies the set of primitive instructions to be applied to a single branch of that split. N split breakdowns result in N output trades, which include the original trade. Instructions for how to handle the original trade (e.g. if it must be closed) must be specified in one of the breakdowns." ;
rdfs:range common_domain_model:PrimitiveInstruction .
common_domain_model:WorkflowStep a rdfs:Class ;
rdfs:comment "A workflow step represents the state of a business event. The workflow step contains a reference to a previous WorkflowStep in order to preserve lineage. A workflow step is accepted if it contains a business event, proposed if proposedEvent is present and is rejected if the rejected flag is set." .
common_domain_model:previousWorkflowStep a rdf:Property ;
rdfs:comment "Optional previous workflow step that provides lineage to workflow steps that precedes it." ;
rdfs:range common_domain_model:WorkflowStep .
common_domain_model:counterpartyPositionBusinessEvent a rdf:Property ;
rdfs:comment "Documents the life cycle event for a position." ;
rdfs:range common_domain_model:CounterpartyPositionBusinessEvent .
common_domain_model:approval a rdf:Property ;
rdfs:comment "Optional party approvals for the current workflow step. A workflow step can have any number of parties associated to it, thus this object is represented as a list. All parties that are expected to provide approval should have an item in this list that references them." ;
rdfs:range common_domain_model:WorkflowStepApproval .
common_domain_model:workflowState a rdf:Property ;
rdfs:comment "The event workflow information, i.e. the workflow status, the associated comment and the partyCustomisedWorkflow which purpose is to provide the ability to associate custom workflow information to the CDM." ;
rdfs:range common_domain_model:WorkflowState .
common_domain_model:proposedEvent a rdf:Property ;
rdfs:comment "The proposed event for a workflow step." ;
rdfs:range common_domain_model:EventInstruction .
common_domain_model:eventIdentifier a rdf:Property ;
rdfs:comment "The identifier(s) that uniquely identify a lifecycle event. The unbounded cardinality is meant to provide the ability to associate identifiers that are issued by distinct parties. As an example, each of the parties to the event may choose to associate their own identifiers to the event." ;
rdfs:range common_domain_model:Identifier .
common_domain_model:creditLimitInformation a rdf:Property ;
rdfs:range common_domain_model:CreditLimitInformation .
common_domain_model:rejected a rdf:Property ;
rdfs:comment "Flags this step as rejected." ;
rdfs:range xsd:boolean .
common_domain_model:businessEvent a rdf:Property ;
rdfs:comment "Life cycle event for the step." ;
rdfs:range common_domain_model:BusinessEvent .
common_domain_model:lineage a rdf:Property ;
rdfs:comment "The lineage attribute provides a linkage among lifecycle events through the globalKey hash value. One example is when a given lifecycle event is being corrected or cancelled. In such case, each subsequent event will have lineage into the prior version of that event. The second broad use case is when an event has a dependency upon either another event (e.g. the regular payment associated with a fix/float swap will have a lineage into the reset event, which will in turn have a lineage into the observation event for the floating rate and the contract) or a contract (e.g. the exercise of an option has a lineage into that option)." , "Pointer to the previous PortfolioState and new Event(s) leading to the current (new) state. Previous PortfolioState in the Lineage can be Null in case this is the start of the chain of Events." ;
rdfs:domain common_domain_model:WorkflowStep ;
rdfs:range common_domain_model:Lineage ;
rdfs:subPropertyOf common_domain_model:lineage .
common_domain_model:action a rdf:Property ;
rdfs:comment "Specifies whether the event is a new, a correction or a cancellation." ;
rdfs:range common_domain_model:ActionEnum .
common_domain_model:nextEvent a rdf:Property ;
rdfs:comment "The intended next event can be specified, even if the instructions are not known yet." ;
rdfs:range common_domain_model:EventInstruction .
common_domain_model:DividendPayoutRatio a rdfs:Class ;
rdfs:comment "A class describing the dividend payout ratio associated with an equity underlier. In certain cases the actual ratio is not known on trade inception, and only general conditions are then specified." .
common_domain_model:totalRatio a rdf:Property ;
rdfs:comment "Specifies the total actual dividend payout ratio associated with the equity underlier. A ratio of 90% should be expressed at 0.90." ;
rdfs:range xsd:decimal .
common_domain_model:cashRatio a rdf:Property ;
rdfs:comment "Specifies the cash actual dividend payout ratio associated with the equity underlier. A ratio of 90% should be expressed at 0.90." ;
rdfs:range xsd:decimal .
common_domain_model:nonCashRatio a rdf:Property ;
rdfs:comment "Specifies the non cash actual dividend payout ratio associated with the equity underlier. A ratio of 90% should be expressed at 0.90." ;
rdfs:range xsd:decimal .
common_domain_model:basketConstituent a rdf:Property ;
rdfs:comment "In the case of a basket underlier, specifies to which component of the basket this particular set of dividend payout ratios correspond." , "Identifies the constituents of the basket" , "For basket underliers, reference to the basket component which is paying dividends in the specified period." ;
rdfs:range common_domain_model:BasketConstituent ;
rdfs:subPropertyOf common_domain_model:basketConstituent .
common_domain_model:GeneralTerms a rdfs:Class ;
rdfs:comment " A class specifying a set of non-monetary terms for the Credit Derivative Transaction, including the buyer and seller and selected items from the ISDA 2014 Credit Definition article II, such as the reference obligation and related terms. The CDM GeneralTerms class corresponds to the FpML GeneralTerms complex type, except that the effectiveDate and scheduledTerminationDate have been positioned as part of the InterestRatePayout class in the CDM instead of in GeneralTerms." .
common_domain_model:indexReferenceInformation a rdf:Property ;
rdfs:comment "This attribute contains all the terms relevant to the underlying Index." ;
rdfs:range common_domain_model:CreditIndex .
common_domain_model:additionalTerm a rdf:Property ;
rdfs:comment "This attribute is used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm." ;
rdfs:range xsd:string .
common_domain_model:referenceInformation a rdf:Property ;
rdfs:comment "This attribute contains all the terms relevant to defining the reference entity and reference obligation(s)." , "The reference entity, part of a credit basket, impacted by the credit event." ;
rdfs:domain common_domain_model:GeneralTerms ;
rdfs:range common_domain_model:ReferenceInformation ;
rdfs:subPropertyOf common_domain_model:referenceInformation .
common_domain_model:basketReferenceInformation a rdf:Property ;
rdfs:comment "This attribute contains all the terms relevant to defining the Credit Default Swap Basket." ;
rdfs:range common_domain_model:BasketReferenceInformation .
common_domain_model:modifiedEquityDelivery a rdf:Property ;
rdfs:comment "Value of this attribute set to 'true' indicates that modified equity delivery is applicable." ;
rdfs:range xsd:boolean .
common_domain_model:CalculationAndTimingCollateralTransferAgreement a rdfs:Class ;
rdfs:comment "Specification of the Calculation, Valuation and Timing terms specific to the Initial Margin Credit Support Annex." ;
rdfs:subClassOf common_domain_model:CalculationAndTimingBase .
common_domain_model:EligibleCreditSupport a rdfs:Class ;
rdfs:comment "Specifies the collateral posting obligations of the security provider or security providers as specified in the corresponding agreement" .
common_domain_model:DeterminationRolesAndTerms a rdfs:Class ;
rdfs:comment "Defines the roles and related terms which document the agreement of parties about any determination requirements ; mostly about Extraordinary Events, without being necessarily restricted to such scope, as further specified in the particular product at stake e.g. for instance when Calculation Agent is mentioned as the Price Determination Method enumarated value, etc." .
common_domain_model:determinationRole a rdf:Property ;
rdfs:comment "Defines the enumerated values to specify the determination roles to the transaction. Such roles mostly address any determination that would be required when some Extraordinary Events would happen, for instance qualifying the effectiveness of such event, or when a calculation is required, etc. else any other kind of determination as need be. Yet for clarity, other kinds of determination may be covered by such roles, which are not necessarily restricted to the scope of Extarordinary Events, depending on particular product specifications e.g. for instance when Calculation Agent is mentioned as the Price Determination Method enumarated value, etc." ;
rdfs:range common_domain_model:DeterminationRoleEnum .
common_domain_model:whoToDetermine a rdf:Property ;
rdfs:comment "Designates which Counterparty to the transaction is granted with the particular role ; cardinality of this object is 2, in case parties are both having the same role e.g. jointly CalculationAgent, jointly Determining Party, etc. " ;
rdfs:range common_domain_model:CounterpartyRoleEnum .
common_domain_model:disputingParty a rdf:Property ;
rdfs:comment "Where the party who is not granted with the determination role at least has a right to dispute the determination given by the counterparty with such role. As an example, a given PartyA is the unique Counterparty with the Role of CalculationAgent, yet Party B could be Disputing Party in regard of such Role." , "Where the party who is not granted with the substitution role at least has a right to dispute the determination given by the counterparty with such role. As an example, a given PartyA is the unique Counterparty with the Role of WhoMaySubstitute, yet PartyB could be Disputing Party in regard of such Role." ;
rdfs:domain common_domain_model:DeterminationRolesAndTerms ;
rdfs:range common_domain_model:CounterpartyRoleEnum ;
rdfs:subPropertyOf common_domain_model:disputingParty .
common_domain_model:fallbackLanguageBespokeTerms a rdf:Property ;
rdfs:comment "Where parties may optionnaly describe any extra bespoke agreements about fallback procedure attached to a particular determination role. This fallback bespoke paragraph would typically address topics such as : delay for the Disputing Party to notify a disagreement when receiving a determination from the Calculation Agent ; Independent Third Party Dealers election terms e.g. number of Dealers to be jointly elected by the counterparties ; delay for joint election of Dealers by the counterparties ; further fallback election procedure in case of disagreement between parties to jointly elect all the Dealers e.g. typically each party designates 1 Dealer, each a Party Representant, which thus result in 2 Dealers in charge of joint election of 3 other Dealers who will be the final ones to provide the response, each a Final Dealer ; delay for joint election of the Final Dealers by the Party Representants ; fees repartition e.g. typically cost and fees incurred by the election of Dealers are equally shared by the parties ; etc." , "Where parties may optionaly describe any extra bespoke agreements about fallback procedure attached to a particular determination role." ;
rdfs:domain common_domain_model:FxDisruptionEvents ;
rdfs:range common_domain_model:Clause ;
rdfs:subPropertyOf common_domain_model:fallbackLanguageBespokeTerms .
common_domain_model:TradeLot a rdfs:Class ;
rdfs:comment "Specifies the price and quantity of a trade lot, where the same product could be traded multiple times with the same counterparty but in different lots (at a different date, in a different quantity and at a different price). One trade lot combined with a product definition specifies the entire economics of a trade. The lifecycle mechanics of each such trade lot (e.g. cashflow payments) is independent of the other lots." .
common_domain_model:UnscheduledTransfer a rdfs:Class ;
rdfs:comment "An ad-hoc transfer instigated by a party to the contract." ;
rdfs:subClassOf common_domain_model:TransferBase .
common_domain_model:paymentDiscounting a rdf:Property ;
rdfs:comment "FpML specifies the FpML PaymentDiscounting.model group for representing the discounting elements that can be associated with a payment." ;
rdfs:range common_domain_model:PaymentDiscounting .
common_domain_model:transferType a rdf:Property ;
rdfs:comment "Specifies the type of unscheduled transfer." , "Specifies the type of scheduled transfer." ;
rdfs:domain common_domain_model:ScheduledTransfer ;
rdfs:range common_domain_model:UnscheduledTransferEnum , common_domain_model:ScheduledTransferEnum ;
rdfs:subPropertyOf common_domain_model:transferType .
common_domain_model:EventsOfDefaultElection a rdfs:Class ;
rdfs:comment "The specific party elections for events of default." .
common_domain_model:automation a rdf:Property ;
rdfs:comment "Are third party vendors allowed to automate the processing of loans in the event of default (Only relevant to 2010 GMSLAs)?" ;
rdfs:range common_domain_model:ApplicabilityOfElectionEnum .
common_domain_model:automaticEarlyTerminationSpecifiedSeparatelyForEachPrinciple a rdf:Property ;
rdfs:comment "In the case where party is acting as an agent, is automatic early termination specified on a per principle basis?" ;
rdfs:range xsd:boolean .
common_domain_model:automaticEarlyTerminationApplies a rdf:Property ;
rdfs:comment "Does automatic early termination apply to the specified party?" ;
rdfs:range common_domain_model:ApplicabilityOfElectionEnum .
common_domain_model:existingLoans a rdf:Property ;
rdfs:comment "Are existing loans covered in the event of default (Only relevant to 2010 GMSLAs)?" ;
rdfs:range common_domain_model:ApplicabilityOfElectionEnum .
common_domain_model:automaticEarlyTerminationOther a rdf:Property ;
rdfs:comment "Optional string to capture any further information regarding the automatic early termination even of default." ;
rdfs:range xsd:string .
common_domain_model:automaticEarlyTerminationRequiredDueToSystemOfLaw a rdf:Property ;
rdfs:comment "Automatic early termination only applies if required due to system of law, otherwise it is not applicable." ;
rdfs:range xsd:boolean .
common_domain_model:automaticEarlyTerminationInModifiedForm a rdf:Property ;
rdfs:comment "Automatic early termination applies in a modified form only." ;
rdfs:range xsd:boolean .
common_domain_model:PaymentCalculationPeriod a rdfs:Class ;
rdfs:comment "A data defining: the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount. This data forms: part of the cashflow representation of a swap stream." .
common_domain_model:calculationPeriod a rdf:Property ;
rdfs:comment "The parameters used in the calculation of a fixed or floating rate calculation period amount. A list of calculation period elements may be ordered in the document by ascending start date. An FpML document which contains an unordered list of calculation periods is still regarded as a conformant document." , "The calculation period for which the floating calculation was performed." , "Period for which the payment is generated." ;
rdfs:range common_domain_model:CalculationPeriod , common_domain_model:CalculationPeriodBase , common_domain_model:DateRange ;
rdfs:subPropertyOf common_domain_model:calculationPeriod .
common_domain_model:unadjustedPaymentDate a rdf:Property ;
rdfs:comment "The unadjusted payment date." ;
rdfs:range xsd:date .
common_domain_model:adjustedPaymentDate a rdf:Property ;
rdfs:comment "The adjusted payment date. This date should already be adjusted for any applicable business day convention. This component is not intended for use in trade confirmation but may be specified to allow the fee structure to also serve as a cashflow type component." ;
rdfs:range xsd:date .
common_domain_model:presentValueAmount a rdf:Property ;
rdfs:comment "A monetary amount representing the present value of the forecast payment." , "The amount representing the present value of the forecast payment." ;
rdfs:domain common_domain_model:PaymentDiscounting ;
rdfs:range common_domain_model:Money ;
rdfs:subPropertyOf common_domain_model:presentValueAmount .
common_domain_model:forecastPaymentAmount a rdf:Property ;
rdfs:comment "A monetary amount representing the forecast of the future value of the payment." ;
rdfs:range common_domain_model:Money .
common_domain_model:fixedPaymentAmount a rdf:Property ;
rdfs:comment "A known fixed payment amount." ;
rdfs:range common_domain_model:Money .
common_domain_model:PhysicalSettlementTerms a rdfs:Class ;
rdfs:comment "Specifies Physical Settlement Terms characteristics for the settlement of a Credit Default Swap or Option." .
common_domain_model:physicalSettlementPeriod a rdf:Property ;
rdfs:comment "The number of business days used in the determination of the physical settlement date. The physical settlement date is this number of business days after all applicable conditions to settlement are satisfied. If a number of business days is not specified fallback provisions apply for determining the number of business days. If Section 8.5/8.6 of the 1999/2003 ISDA Definitions are to apply the businessDaysNotSpecified element should be included. If a specified number of business days are to apply these should be specified in the businessDays element. If Section 8.5/8.6 of the 1999/2003 ISDA Definitions are to apply but capped at a maximum number of business days then the maximum number should be specified in the maximumBusinessDays element. ISDA 2003 Term: Physical Settlement Period." ;
rdfs:range common_domain_model:PhysicalSettlementPeriod .
common_domain_model:deliverableObligations a rdf:Property ;
rdfs:comment "This element contains all the ISDA terms relevant to defining the deliverable obligations." ;
rdfs:range common_domain_model:DeliverableObligations .
common_domain_model:sixtyBusinessDaySettlementCap a rdf:Property ;
rdfs:comment "If this element is specified and set to 'true', for a transaction documented under the 2003 ISDA Credit Derivatives Definitions, has the effect of incorporating the language set forth below into the confirmation. The section references are to the 2003 ISDA Credit Derivatives Definitions. Notwithstanding Section 1.7 or any provisions of Sections 9.9 or 9.10 to the contrary, but without prejudice to Section 9.3 and (where applicable) Sections 9.4, 9.5 and 9.6, if the Termination Date has not occurred on or prior to the date that is 60 Business Days following the Physical Settlement Date, such 60th Business Day shall be deemed to be the Termination Date with respect to this Transaction except in relation to any portion of the Transaction (an 'Affected Portion') in respect of which: (1) a valid notice of Buy-in Price has been delivered that is effective fewer than three Business Days prior to such 60th Business Day, in which case the Termination Date for that Affected Portion shall be the third Business Day following the date on which such notice is effective; or (2) Buyer has purchased but not Delivered Deliverable Obligations validly specified by Seller pursuant to Section 9.10(b), in which case the Termination Date for that Affected Portion shall be the tenth Business Day following the date on which Seller validly specified such Deliverable Obligations to Buyer." ;
rdfs:range xsd:boolean .
common_domain_model:escrow a rdf:Property ;
rdfs:comment "If this element is specified and set to 'true', indicates that physical settlement must take place through the use of an escrow agent. (For Canadian counterparties this is always 'Not Applicable'. ISDA 2003 Term: Escrow." ;
rdfs:range xsd:boolean .
common_domain_model:predeterminedClearingOrganizationParty a rdf:Property ;
rdfs:comment "Specifies the clearing organization (CCP, DCO) to which the trade should be cleared." ;
rdfs:range common_domain_model:AncillaryRoleEnum .
common_domain_model:clearedPhysicalSettlement a rdf:Property ;
rdfs:comment "Specifies whether the swap resulting from physical settlement of the swaption transaction will clear through a clearing house. The meaning of Cleared Physical Settlement is defined in the 2006 ISDA Definitions, Section 15.2 (published in Supplement number 28)." ;
rdfs:range xsd:boolean .
common_domain_model:PrincipalPaymentSchedule a rdfs:Class ;
rdfs:comment "Describe dates schedules for Principal Exchanges and related role of the parties when known." .
common_domain_model:initialPrincipalPayment a rdf:Property ;
rdfs:comment "Principal Payment made at Trade inception." ;
rdfs:range common_domain_model:PrincipalPayment .
common_domain_model:intermediatePrincipalPayment a rdf:Property ;
rdfs:comment "Principal Payment as part of the Trade lifecycle e.g. as part of notional reset adjustements in a Cross Currency Swap with a varying notional leg." ;
rdfs:range common_domain_model:AdjustableRelativeOrPeriodicDates .
common_domain_model:finalPrincipalPayment a rdf:Property ;
rdfs:comment "Principal Payment at Trade maturity" ;
rdfs:range common_domain_model:PrincipalPayment .
common_domain_model:EligibilityToHoldCollateral a rdfs:Class ;
rdfs:comment "Specifies the conditions under which a party and its custodian(s) are entitled to hold collateral." ;
rdfs:seeAlso .
common_domain_model:custodianCondition a rdf:Property ;
rdfs:comment "Specifies any additional conditions relevant to the Custodian of the respective parties as set out in the Holding and Using Posted Collateral clause." ;
rdfs:range xsd:string .
common_domain_model:custodianEligibility a rdf:Property ;
rdfs:comment "Specifies whether the party's custodian is eligible to hold the other party's posted collateral. If 'True' then the custodian is eligible to hold the Posted Collateral given that the specified criteria are met." ;
rdfs:range xsd:boolean .
common_domain_model:initialCustodian a rdf:Property ;
rdfs:comment "Election to specify the initial custodian." ;
rdfs:range common_domain_model:LegalEntity .
common_domain_model:eligibleCountry a rdf:Property ;
rdfs:comment "The restrictions that might be required by a party and its custodian in terms of country(ies) where the other party's collateral can be held." ;
rdfs:range xsd:string .
common_domain_model:RecallProvision a rdfs:Class ;
rdfs:comment "Defines the additional features that allow securities to be recalled by the lender before the term of the loan. A recall is not the same as an early termination, but may result in the early termination of a loan." .
common_domain_model:isRecallable a rdf:Property ;
rdfs:comment "Whether the securities on loan can be recalled by the lender." ;
rdfs:range xsd:boolean .
common_domain_model:issuanceCutoffTime a rdf:Property ;
rdfs:comment "The operational deadline on T+0 before which a recall must be requested. For the UK, best practice recommends that this would be 30 minutes before market close i.e. 16:00:00 GMT." ;
rdfs:range common_domain_model:TimeZone .
common_domain_model:intendedSettlementDate a rdf:Property ;
rdfs:comment "The intended settlement date of the recall, expressed as an offset against a relative date e.g. T+1. The best practice is that the borrower must make their best efforts to settle on T+1." ;
rdfs:range common_domain_model:RelativeDateOffset .
common_domain_model:Curve a rdfs:Class .
common_domain_model:interestRateCurve a rdf:Property ;
rdfs:range common_domain_model:InterestRateCurve .
common_domain_model:commodityCurve a rdf:Property ;
rdfs:range common_domain_model:CommodityReferencePriceEnum .
common_domain_model:IneligibleCreditSupport a rdfs:Class ;
rdfs:comment "Identifies collateral that has been designated as not meeting the eligibility criteria set out in the agreement." ;
rdfs:seeAlso .
common_domain_model:totalIneligibilityDate a rdf:Property ;
rdfs:comment "Specifies the date from which all credit support provided by a party is treated as ineligible under the agreement." ;
rdfs:range xsd:string .
common_domain_model:transferIneligibilityDate a rdf:Property ;
rdfs:comment "Specifies the date from which the transfer of credit support by a party is treated as ineligible under the agreement." ;
rdfs:range xsd:string .
common_domain_model:specifiedParty a rdf:Property ;
rdfs:comment "Identifies a party designated in the agreement for the purpose of applying particular rights, obligations, or elections." ;
rdfs:range common_domain_model:CounterpartyRoleEnum .
common_domain_model:AdditionalFixedPayments a rdfs:Class ;
rdfs:comment "A class to specify the events that will give rise to the payment additional fixed payments." .
common_domain_model:interestShortfallReimbursement a rdf:Property ;
rdfs:comment "An additional Fixed Payment Event. Corresponds to the payment by or on behalf of the Issuer of an actual interest amount in respect to the reference obligation that is greater than the expected interest amount. ISDA 2003 Term: Interest Shortfall Reimbursement." ;
rdfs:range xsd:boolean .
common_domain_model:principalShortfallReimbursement a rdf:Property ;
rdfs:comment "An additional Fixed Payment Event. Corresponds to the payment by or on behalf of the Issuer of an actual principal amount in respect to the reference obligation that is greater than the expected principal amount. ISDA 2003 Term: Principal Shortfall Reimbursement." ;
rdfs:range xsd:boolean .
common_domain_model:writedownReimbursement a rdf:Property ;
rdfs:comment "An Additional Fixed Payment. Corresponds to the payment by or on behalf of the issuer of an amount in respect to the reference obligation in reduction of the prior writedowns. ISDA 2003 Term: Writedown Reimbursement." ;
rdfs:range xsd:boolean .
common_domain_model:SensitivityMethodologiesPartyElection a rdfs:Class ;
rdfs:comment "A class to specificy methodologies to compute sensitivities specific to the agreement." .
common_domain_model:sensitivityToEquity a rdf:Property ;
rdfs:comment "The methodology to compute sensitivities to equity indices, funds and ETFs for the purpose of Initial Margin agreements." ;
rdfs:range common_domain_model:SensitivityToEquity .
common_domain_model:sensitivityToCommodity a rdf:Property ;
rdfs:comment "The methodology to compute sensitivities to commodity indices for the purpose of Initial Margin agreements." ;
rdfs:range common_domain_model:SensitivityMethodology .
common_domain_model:CollateralValuationTreatment a rdfs:Class ;
rdfs:comment "Specification of the valuation treatment for the specified collateral." .
common_domain_model:marginPercentage a rdf:Property ;
rdfs:comment "Specifies a percentage value of transaction needing to be posted as collateral expressed as a valuation. As an example a 104% requirement would be represented as a decimal number 1.04." ;
rdfs:range xsd:decimal .
common_domain_model:InterestAmountApplication a rdfs:Class ;
rdfs:comment "A class to specify the application of Interest Amount with respect to the Delivery Amount and the Return Amount." .
common_domain_model:CalculationAndTimingLegacy a rdfs:Class ;
rdfs:comment "Specification of the Calculation, Valuation and Timing terms specific to the Legacy (1994/95) Credit Support Annex." ;
rdfs:subClassOf common_domain_model:CalculationAndTimingBase .
common_domain_model:Obligations a rdfs:Class ;
rdfs:comment "A class to specify the underlying obligations of the reference entity on which protection is purchased or sold through the Credit Default Swap." .
common_domain_model:continuity a rdf:Property ;
rdfs:comment "An obligation and deliverable obligation characteristic. Defined in the ISDA published Standard Terms Supplement for use with CDS Transactions on Leveraged Loans. ISDA 2003 Term: Continuity." ;
rdfs:range xsd:boolean .
common_domain_model:notSovereignLender a rdf:Property ;
rdfs:comment "An obligation and deliverable obligation characteristic. Any obligation that is not primarily (majority) owed to a Sovereign or Supranational Organisation. ISDA 2003 Term: Not Sovereign Lender." ;
rdfs:range xsd:boolean .
common_domain_model:notSubordinated a rdf:Property ;
rdfs:comment "An obligation and deliverable obligation characteristic. An obligation that ranks at least equal with the most senior Reference Obligation in priority of payment or, if no Reference Obligation is specified in the related Confirmation, the obligations of the Reference Entity that are senior. ISDA 2003 Term: Not Subordinated." ;
rdfs:range xsd:boolean .
common_domain_model:designatedPriority a rdf:Property ;
rdfs:comment "Applies to Loan CDS, to indicate what lien level is appropriate for a deliverable obligation. Applies to European Loan CDS, to indicate the Ranking of the obligation. Example: a 2nd lien Loan CDS would imply that the deliverable obligations are 1st or 2nd lien loans." ;
rdfs:range xsd:string .
common_domain_model:fullFaithAndCreditObLiability a rdf:Property ;
rdfs:comment "An obligation and deliverable obligation characteristic. Defined in the ISDA published additional provisions for U.S. Municipal as Reference Entity. ISDA 2003 Term: Full Faith and Credit Obligation Liability." ;
rdfs:range xsd:boolean .
common_domain_model:notDomesticLaw a rdf:Property ;
rdfs:comment "An obligation and deliverable obligation characteristic. If the reference entity is a Sovereign, this means any obligation that is not subject to the laws of the reference entity. If the reference entity is not a sovereign, this means any obligation that is not subject to the laws of the jurisdiction of the reference entity. ISDA 2003 Term: Not Domestic Law." ;
rdfs:range xsd:boolean .
common_domain_model:revenueObligationLiability a rdf:Property ;
rdfs:comment "An obligation and deliverable obligation characteristic. Defined in the ISDA published additional provisions for U.S. Municipal as Reference Entity. ISDA 2003 Term: Revenue Obligation Liability." ;
rdfs:range xsd:boolean .
common_domain_model:notDomesticCurrency a rdf:Property ;
rdfs:comment "An obligation and deliverable obligation characteristic. Any obligation that is payable in any currency other than the domestic currency. Domestic currency is either the currency so specified or, if no currency is specified, the currency of (a) the reference entity, if the reference entity is a sovereign, or (b) the jurisdiction in which the relevant reference entity is organised, if the reference entity is not a sovereign. ISDA 2003 Term: Not Domestic Currency." ;
rdfs:range common_domain_model:NotDomesticCurrency .
common_domain_model:cashSettlementOnly a rdf:Property ;
rdfs:comment "An obligation and deliverable obligation characteristic. Defined in the ISDA published Standard Terms Supplement for use with CDS Transactions on Leveraged Loans. ISDA 2003 Term: Cash Settlement Only." ;
rdfs:range xsd:boolean .
common_domain_model:deliveryOfCommitments a rdf:Property ;
rdfs:comment "An obligation and deliverable obligation characteristic. Defined in the ISDA published Standard Terms Supplement for use with CDS Transactions on Leveraged Loans. ISDA 2003 Term: Delivery of Commitments." ;
rdfs:range xsd:boolean .
common_domain_model:notDomesticIssuance a rdf:Property ;
rdfs:comment "An obligation and deliverable obligation characteristic. Any obligation other than an obligation that was intended to be offered for sale primarily in the domestic market of the relevant Reference Entity. This specifies that the obligation must be an internationally recognised bond. ISDA 2003 Term: Not Domestic Issuance." ;
rdfs:range xsd:boolean .
common_domain_model:othReferenceEntityObligations a rdf:Property ;
rdfs:comment "This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations. The obligations can be specified free-form. ISDA 2003 Term: Other Obligations of a Reference Entity." ;
rdfs:range xsd:string .
common_domain_model:specifiedCurrency a rdf:Property ;
rdfs:comment "An obligation and deliverable obligation characteristic. The currency or currencies in which an obligation or deliverable obligation must be payable. ISDA 2003 Term: Specified Currency." ;
rdfs:range common_domain_model:SpecifiedCurrency .
common_domain_model:notContingent a rdf:Property ;
rdfs:comment "OTE: Only allowed as an obligation characteristic under ISDA Credit 1999. In essence Not Contingent means the repayment of principal cannot be dependent on a formula/index, i.e. to prevent the risk of being delivered an instrument that may never pay any element of principal, and to ensure that the obligation is interest bearing (on a regular schedule). ISDA 2003 Term: Not Contingent." , "A deliverable obligation characteristic. In essence Not Contingent means the repayment of principal cannot be dependant on a formula/index, i.e. to prevent the risk of being delivered an instrument that may never pay any element of principal, and to ensure that the obligation is interest bearing (on a regular schedule). ISDA 2003 Term: Not Contingent." ;
rdfs:domain common_domain_model:DeliverableObligations ;
rdfs:range xsd:boolean ;
rdfs:subPropertyOf common_domain_model:notContingent .
common_domain_model:generalFundObligationLiability a rdf:Property ;
rdfs:comment "An obligation and deliverable obligation characteristic. Defined in the ISDA published additional provisions for U.S. Municipal as Reference Entity. ISDA 2003 Term: General Fund Obligation Liability." ;
rdfs:range xsd:boolean .
common_domain_model:category a rdf:Property ;
rdfs:comment "Used in both obligations and deliverable obligations to represent a class or type of securities which apply. ISDA 2003 Term: Obligation Category/Deliverable Obligation Category." , "The ISDA FRO category (e.g. screen rate or calculated rate)." ;
rdfs:range common_domain_model:ObligationCategoryEnum , common_domain_model:FloatingRateIndexCategoryEnum ;
rdfs:subPropertyOf common_domain_model:category .
common_domain_model:listed a rdf:Property ;
rdfs:comment "An obligation and deliverable obligation characteristic. Indicates whether or not the obligation is quoted, listed or ordinarily purchased and sold on an exchange. ISDA 2003 Term: Listed." ;
rdfs:range xsd:boolean .
common_domain_model:excluded a rdf:Property ;
rdfs:comment "A free format string to specify any excluded obligations or deliverable obligations, as the case may be, of the reference entity or excluded types of obligations or deliverable obligations. ISDA 2003 Term: Excluded Obligations/Excluded Deliverable Obligations." , "A flag to indicate whether transactions entered into by a specific branch with respect to the relevant party are excluded; set to True if excluded, false if included." ;
rdfs:domain common_domain_model:ExcludedProducts ;
rdfs:range xsd:string , xsd:boolean ;
rdfs:subPropertyOf common_domain_model:excluded .
common_domain_model:DateTimeList a rdfs:Class ;
rdfs:comment "List of dateTimes." .
common_domain_model:dateTime a rdf:Property ;
rdfs:comment "The CDM specifies that the zoned date time is to be expressed in accordance with ISO 8601, either as UTC as an offset to UTC." , "Observation date time, which should be used when literal observation dates are required. The CDM specifies that the zoned date time is to be expressed in accordance with ISO 8601, either as UTC as an offset to UTC." , "To aggregate as of a particular date" ;
rdfs:range xsd:dateTime ;
rdfs:subPropertyOf common_domain_model:dateTime .
common_domain_model:CreditSupportProvider a rdfs:Class ;
rdfs:comment "Identification of party specific Credit Support Providers applicable to the document." .
common_domain_model:creditSupportProviderElection a rdf:Property ;
rdfs:comment "The party election of Credit Support Provider(s), if any." ;
rdfs:range common_domain_model:CreditSupportProviderElection .
common_domain_model:ScheduledTransfer a rdfs:Class ;
rdfs:comment "A scheduled transfer built into the contract." ;
rdfs:subClassOf common_domain_model:TransferBase .
common_domain_model:corporateActionTransferType a rdf:Property ;
rdfs:range common_domain_model:CorporateActionTypeEnum .
common_domain_model:payoutReference a rdf:Property ;
rdfs:comment "Represents the origin to the transfer as a reference for lineage purposes, whether it originated from trade level settlement terms or from payment terms on an economic payout." ;
rdfs:range common_domain_model:Payout .
common_domain_model:CreditSupportProviderElection a rdfs:Class ;
rdfs:comment "The party election of Credit Support Provider(s), if any." .
common_domain_model:creditSupportProviderTerms a rdf:Property ;
rdfs:comment "Specification of the Credit Support Provider terms." ;
rdfs:range common_domain_model:CreditSupportProviderTermsEnum .
common_domain_model:creditSupportProvider a rdf:Property ;
rdfs:comment "The specified Credit Support Provider(s), if any." , "Identification of party specific Credit Support Providers applicable to the document." ;
rdfs:domain common_domain_model:MasterAgreement ;
rdfs:range common_domain_model:LegalEntity , common_domain_model:CreditSupportProvider ;
rdfs:subPropertyOf common_domain_model:creditSupportProvider .
common_domain_model:bespokeCreditSuppportProvider a rdf:Property ;
rdfs:comment "..." ;
rdfs:range xsd:string .
common_domain_model:TimeZone a rdfs:Class ;
rdfs:comment "The time alongside with the timezone location information. This class makes use of the FpML TimezoneLocation construct." .
common_domain_model:time a rdf:Property ;
rdfs:comment "The observation time." , "The type of time specified for the Valuation Time." , "The feature payment time." ;
rdfs:range xsd:time , common_domain_model:ValuationTimeEnum , common_domain_model:TimeTypeEnum ;
rdfs:subPropertyOf common_domain_model:time .
common_domain_model:MarginCallResponse a rdfs:Class ;
rdfs:comment "Represents common attributes required for a Margin Call Response under a legal agreement such as a credit support document or equivalent." ;
rdfs:subClassOf common_domain_model:MarginCallBase .
common_domain_model:marginResponseType a rdf:Property ;
rdfs:comment "Indicates the response type, such as, is the margin call response a 'full' 'part' agreement or 'dispute'." ;
rdfs:range common_domain_model:MarginCallResponseTypeEnum .
common_domain_model:agreedAmountBaseCurrency a rdf:Property ;
rdfs:comment "Indicates the amount that posting entity agrees to remit in response to margin call (in base currency)." ;
rdfs:range common_domain_model:Money .
common_domain_model:marginCallResponseAction a rdf:Property ;
rdfs:comment "Specifies the margin call action details, including collateral to be moved and direction." ;
rdfs:range common_domain_model:MarginCallResponseAction .
common_domain_model:CSAReturnAmount a rdfs:Class ;
rdfs:comment "In respect of a Valuation Date, the amount of collateral which a party is entitled to demand to be recalled to it as a Return Amount." .
common_domain_model:PricingDates a rdfs:Class ;
rdfs:comment "Specifies specific dates or parametric rules for the dates on which the price will be determined" .
common_domain_model:specifiedDates a rdf:Property ;
rdfs:comment "Defines specified dates on which the price will be determined." ;
rdfs:range common_domain_model:AdjustableDates .
common_domain_model:Counterparty a rdfs:Class ;
rdfs:comment "Defines a counterparty enumerated value, e.g. Party1 or Party2, with an associated party reference. 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 CounterpartyEnum (e.g. values Party1 or Party2). The CounterpartyEnum can then be positioned in the product (e.g. to specify which counterparty is the payer, receiver etc) and this Counterparty type, which is positioned outside of the product definition, allows the CounterpartyEnum to be associated with an actual party reference." .
common_domain_model:CommodityReferenceFramework a rdfs:Class ;
rdfs:comment "Specifies the type of commodity." .
common_domain_model:commodityName a rdf:Property ;
rdfs:comment "Identifies the commodity more specifically. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions SubAnnex A, including the subCommodity and additional qualifiers, but should be limited to 256 characters or less." ;
rdfs:range xsd:string .
common_domain_model:capacityUnit a rdf:Property ;
rdfs:comment "Provides an enumerated value for a capacity unit, generally used in the context of defining quantities for commodities." ;
rdfs:range common_domain_model:CapacityUnitEnum .
common_domain_model:weatherUnit a rdf:Property ;
rdfs:comment "Provides an enumerated values for a weather unit, generally used in the context of defining quantities for commodities." ;
rdfs:range common_domain_model:WeatherUnitEnum .
common_domain_model:MaterialChangeInCircumstance a rdfs:Class ;
rdfs:seeAlso .
common_domain_model:materialChangeInCircumstanceIsApplicable a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:Price a rdfs:Class ;
rdfs:comment "Specifies a price as a single value to be associated to a financial product. This data type extends PriceSchedule and requires that only the amount value exists." ;
rdfs:subClassOf common_domain_model:PriceSchedule .
common_domain_model:arithmeticOperator a rdf:Property ;
rdfs:comment "(Optionally) When the price is to be understood as an operator to apply to an observable, i.e. a spread, multiplier or min/max." , "Specifies the arithmetic operator via an enumeration." ;
rdfs:domain common_domain_model:PriceSchedule ;
rdfs:range common_domain_model:ArithmeticOperationEnum ;
rdfs:subPropertyOf common_domain_model:arithmeticOperator .
common_domain_model:premiumType a rdf:Property ;
rdfs:comment "(Optionally) Additional attribute that can further define any premium to the price." ;
rdfs:range common_domain_model:PremiumTypeEnum .
common_domain_model:priceType a rdf:Property ;
rdfs:comment "Specifies the price type as an enumeration: interest rate, exchange rate, asset price etc. This attribute is mandatory so that prices can always be clasiffied according to their type. The price type implies some constraints on the price's units." ;
rdfs:range common_domain_model:PriceTypeEnum .
common_domain_model:perUnitOf a rdf:Property ;
rdfs:comment "Provides an attribute to define the unit of the thing being priced. For example, {amount, unitOfAmount, PerUnitOfAmount} = [10, EUR, Shares] = (10.00 EUR/SHARE) * (300,000 SHARES) = EUR 3,000,000.00 (Shares cancel out in the calculation)." ;
rdfs:range common_domain_model:UnitType .
common_domain_model:priceExpression a rdf:Property ;
rdfs:comment "(Optionally) Specifies whether the price is expressed in absolute or percentage terms." ;
rdfs:range common_domain_model:PriceExpressionEnum .
common_domain_model:priceSubType a rdf:Property ;
rdfs:comment "Allows further classification of the chosen price type." ;
rdfs:range common_domain_model:PriceSubTypeEnum .
common_domain_model:PubliclyAvailableInformation a rdfs:Class .
common_domain_model:standardPublicSources a rdf:Property ;
rdfs:comment "If this element is specified and set to 'true', indicates that ISDA defined Standard Public Sources are applicable." ;
rdfs:range xsd:boolean .
common_domain_model:publicSource a rdf:Property ;
rdfs:comment "A public information source, e.g. a particular newspaper or electronic news service, that may publish relevant information used in the determination of whether or not a credit event has occurred. ISDA 2003 Term: Public Source." ;
rdfs:range xsd:string .
common_domain_model:specifiedNumber a rdf:Property ;
rdfs:comment "The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number." ;
rdfs:range xsd:integer .
common_domain_model:ExecutionInstruction a rdfs:Class ;
rdfs:comment "Specifies instructions for execution of a transaction, consisting of a product, price, quantity, parties, trade identifier, execution details, and settlement terms." .
common_domain_model:partyRoles a rdf:Property ;
rdfs:comment "Defines the role(s) that party(ies) may have in relation to the execution." ;
rdfs:range common_domain_model:PartyRole .
common_domain_model:parties a rdf:Property ;
rdfs:comment "Defines all parties to that execution, including agents and brokers." ;
rdfs:range common_domain_model:Party .
common_domain_model:PriceQuantity a rdfs:Class ;
rdfs:comment "Defines a settlement as an exchange between two parties of a specified quantity of an asset (the quantity) against a specified quantity of another asset (the price). The settlement is optional and can be either cash or physical. The quantity can additionally be specified in terms of one or more currency amounts. In the case of non-cash products, the settlement of the price/quantity would not be specified here and instead would be delegated to the product mechanics, as parameterised by the price/quantity values." .
common_domain_model:observable a rdf:Property ;
rdfs:comment "Specifies the object to be observed for a price, it could be an asset or an index. The cardinality is optional as some quantity / price cases have no observable (e.g. a fixed rate in a given currency)." , "Represents the asset or rate to which the observation relates." ;
rdfs:domain common_domain_model:ObservationIdentifier ;
rdfs:range common_domain_model:Observable ;
rdfs:subPropertyOf common_domain_model:observable .
common_domain_model:ReferenceObligation a rdfs:Class ;
rdfs:comment "A class to specify the reference obligation that is associated with a credit derivative instrument." .
common_domain_model:standardReferenceObligation a rdf:Property ;
rdfs:comment "Indicates if the reference obligation is a Standard Reference Obligation. ISDA 2014 Term: Standard Reference Obligation." ;
rdfs:range xsd:boolean .
common_domain_model:primaryObligor a rdf:Property ;
rdfs:comment "The entity primarily responsible for repaying debt to a creditor as a result of borrowing or issuing bonds. ISDA 2003 Term: Primary Obligor." ;
rdfs:range common_domain_model:LegalEntity .
common_domain_model:guarantor a rdf:Property ;
rdfs:comment "The party that guarantees by way of a contractual arrangement to pay the debts of an obligor if the obligor is unable to make the required payments itself. ISDA 2003 Term: Guarantor." ;
rdfs:range common_domain_model:LegalEntity .
common_domain_model:primaryObligorReference a rdf:Property ;
rdfs:comment "A pointer style reference to a reference entity defined elsewhere in the document. Used when the reference entity is the primary obligor." ;
rdfs:range common_domain_model:LegalEntity .
common_domain_model:loan a rdf:Property ;
rdfs:comment "Identifies the underlying asset when it is a loan." ;
rdfs:range common_domain_model:Loan .
common_domain_model:guarantorReference a rdf:Property ;
rdfs:comment "A pointer style reference to a reference entity defined elsewhere in the document. Used when the reference entity is the guarantor." ;
rdfs:range xsd:string .
common_domain_model:ReferenceBank a rdfs:Class ;
rdfs:comment "A class to describe an institution (party) identified by means of a coding scheme and an optional name." .
common_domain_model:referenceBankId a rdf:Property ;
rdfs:comment "An institution (party) identifier, e.g. a bank identifier code (BIC). FpML specifies a referenceBankIdScheme." ;
rdfs:range xsd:string .
common_domain_model:referenceBankName a rdf:Property ;
rdfs:comment "The name of the institution (party). A free format string. FpML does not define usage rules for the element." ;
rdfs:range xsd:string .
common_domain_model:RefRate a rdfs:Class .
common_domain_model:indx a rdf:Property ;
rdfs:domain common_domain_model:RefRate ;
rdfs:range xsd:string , common_domain_model:Indx ;
rdfs:subPropertyOf common_domain_model:indx .
common_domain_model:nm a rdf:Property ;
rdfs:domain common_domain_model:Indx ;
rdfs:range xsd:string , common_domain_model:Nm ;
rdfs:subPropertyOf common_domain_model:nm .
common_domain_model:BasketConstituent a rdfs:Class ;
rdfs:comment "Identifies the constituents of the basket" ;
rdfs:subClassOf common_domain_model:Observable .
common_domain_model:CollateralRounding a rdfs:Class ;
rdfs:comment "A class to specify the rounding methodology applicable to the Delivery Amount and the Return Amount." ;
rdfs:seeAlso , , .
common_domain_model:returnDirection a rdf:Property ;
rdfs:comment "The rounding rule applicable to the Return Amount (which can be (i) up to nearest; (ii) down to nearest)." ;
rdfs:range common_domain_model:RoundingModeEnum .
common_domain_model:deliveryDirection a rdf:Property ;
rdfs:comment "The rounding rule applicable to the Delivery Amount (which can be (i) up to nearest; (ii) down to nearest)." ;
rdfs:range common_domain_model:RoundingModeEnum .
common_domain_model:CustodyArrangements a rdfs:Class ;
rdfs:comment "Describes how posted collateral is held, maintained, and safeguarded by a custodian or third-party agent, in accordance with the terms of the governing agreement." .
common_domain_model:controlAgreement a rdf:Property ;
rdfs:comment "The party-specific election with respect to the control agreement." ;
rdfs:range common_domain_model:ControlAgreement .
common_domain_model:custodianEvent a rdf:Property ;
rdfs:comment "Specifies if and until when a Custodian Event clause applies." ;
rdfs:range common_domain_model:CustodianEvent .
common_domain_model:hasControlAgreementLanguage a rdf:Property ;
rdfs:comment "Control Agreement language is specified when True." ;
rdfs:range xsd:boolean .
common_domain_model:collateralAccessBreach a rdf:Property ;
rdfs:comment "The elections specific to Collateral Access Breach language." ;
rdfs:range common_domain_model:CollateralAccessBreach .
common_domain_model:isCreditSupportDocument a rdf:Property ;
rdfs:comment "Unless specified as True, the Control Agreement is not a Credit Support Document under the agreement with respect to a party." ;
rdfs:range xsd:boolean .
common_domain_model:custodianRisk a rdf:Property ;
rdfs:comment "The qualification of the Custodian Risk." ;
rdfs:range common_domain_model:CustodianRisk .
common_domain_model:otherProvisions a rdf:Property ;
rdfs:comment "Other Custom Provisions of Custody Arrangements." ;
rdfs:range xsd:string .
common_domain_model:custodian a rdf:Property ;
rdfs:comment "The custodian and segregated account details for each party to the agreement." , "The custody agent. While CreateiQ only specifies the custodian's name, specifying the legal entity as part of the CDM is deemed more appropriate, while this will still provide the ability to accommodate situations where only the entity name is available, as the entityId attribute is optional as part of the LegalEntity class." ;
rdfs:domain common_domain_model:CustodyArrangements ;
rdfs:range common_domain_model:Custodian , common_domain_model:LegalEntity ;
rdfs:subPropertyOf common_domain_model:custodian .
common_domain_model:Merger a rdfs:Class ;
rdfs:comment "Defines the underlier for both the Purchaser Company and the Acquired Compagny involved in Merger corporate action, as well as th respective price observation for each." .
common_domain_model:purchaserSecurity a rdf:Property ;
rdfs:comment "Defines the underlier for the Purchaser Company involved in Merger corporate action." ;
rdfs:range common_domain_model:Security .
common_domain_model:purchaserSecurityPrice a rdf:Property ;
rdfs:comment "The price observation that relates to underlier for the Purchaser Company." ;
rdfs:range common_domain_model:Price .
common_domain_model:acquiredSecurity a rdf:Property ;
rdfs:comment "Defines the underlier for the Acquired Company involved in Merger corporate action." ;
rdfs:range common_domain_model:Security .
common_domain_model:acquiredSecurityPrice a rdf:Property ;
rdfs:comment "The price observation that relates to underlier for the Acquired Company." ;
rdfs:range common_domain_model:Price .
common_domain_model:AssetCountryOfOrigin a rdfs:Class .
common_domain_model:assetCountryOfOrigin a rdf:Property ;
rdfs:comment "Represents a filter on the asset country of origin based on the ISO Standard 3166." , "The asset country of origin." ;
rdfs:domain common_domain_model:AssetCountryOfOrigin ;
rdfs:range common_domain_model:IsoCountryCodeEnum ;
rdfs:subPropertyOf common_domain_model:assetCountryOfOrigin .
common_domain_model:SpecifiedEntity a rdfs:Class ;
rdfs:comment "The party specific election of Specified Entities for the Event of Default or Termination Event specified." .
common_domain_model:otherSpecifiedEntityTerms a rdf:Property ;
rdfs:comment "The non standard terms for the Event of Default or Termination Event specified." ;
rdfs:range xsd:string .
common_domain_model:materialSubsidiaryTerms a rdf:Property ;
rdfs:comment "The meaning of Material Subsidiary for the Event of Default or Termination Event specified." ;
rdfs:range xsd:string .
common_domain_model:specifiedEntityTerms a rdf:Property ;
rdfs:comment "The specified entity terms for the Event of Default or Termination Event specified." ;
rdfs:range common_domain_model:SpecifiedEntityTermsEnum .
common_domain_model:specifiedEntity a rdf:Property ;
rdfs:comment "The specified entities for the Event of Default or Termination Event specified." , "The party specific election of Specified Entities for the Event of Default or Termination Event specified." ;
rdfs:domain common_domain_model:SpecifiedEntity ;
rdfs:range common_domain_model:LegalEntity , common_domain_model:SpecifiedEntity ;
rdfs:subPropertyOf common_domain_model:specifiedEntity .
common_domain_model:ReferenceInformation a rdfs:Class ;
rdfs:comment "A class specifying the Credit Default Swap Reference Information." .
common_domain_model:noReferenceObligation a rdf:Property ;
rdfs:comment "Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one." ;
rdfs:range xsd:boolean .
common_domain_model:referenceObligation a rdf:Property ;
rdfs:comment "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." ;
rdfs:domain common_domain_model:ReferencePair ;
rdfs:range common_domain_model:ReferenceObligation ;
rdfs:subPropertyOf common_domain_model:referenceObligation .
common_domain_model:securedList a rdf:Property ;
rdfs:comment "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." ;
rdfs:range xsd:boolean .
common_domain_model:referenceEntity a rdf:Property ;
rdfs:comment "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." , "The corporate or sovereign entity on which you are buying or selling protection and any successor that assumes all or substantially all of its contractual and other obligations. It is vital to use the correct legal name of the entity and to be careful not to choose a subsidiary if you really want to trade protection on a parent company. Please note, Reference Entities cannot be senior or subordinated. It is the obligations of the Reference Entities that can be senior or subordinated. ISDA 2003 Term: Reference Entity." ;
rdfs:domain common_domain_model:ReferencePair ;
rdfs:range common_domain_model:LegalEntity ;
rdfs:subPropertyOf common_domain_model:referenceEntity .
common_domain_model:referencePrice a rdf:Property ;
rdfs:comment "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." ;
rdfs:range common_domain_model:Price .
common_domain_model:referencePolicy a rdf:Property ;
rdfs:comment "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." ;
rdfs:range xsd:boolean .
common_domain_model:allGuarantees a rdf:Property ;
rdfs:comment "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." ;
rdfs:range xsd:boolean .
common_domain_model:unknownReferenceObligation a rdf:Property ;
rdfs:comment "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)." ;
rdfs:range xsd:boolean .
common_domain_model:DirectionRatingMultiplier a rdfs:Class ;
rdfs:comment "A logical container to hold a defined set of related data. In this case the collation of Ratings Information and associated exposure multiplier." .
common_domain_model:exposureMultiplier a rdf:Property ;
rdfs:comment "Specifies the multiplier applied to exposure based on the credit rating of the rated party." ;
rdfs:range xsd:decimal .
common_domain_model:StubFloatingRate a rdfs:Class ;
rdfs:comment "A class defining a floating rate." .
common_domain_model:SwpIn a rdfs:Class .
common_domain_model:AssetLeg a rdfs:Class ;
rdfs:comment "Defines each asset movement of an asset payout." .
common_domain_model:deliveryMethod a rdf:Property ;
rdfs:comment "Specifies a delivery method for the security transaction." ;
rdfs:range common_domain_model:DeliveryMethodEnum .
common_domain_model:AveragingObservationList a rdfs:Class ;
rdfs:comment "An unordered list of weighted averaging observations." .
common_domain_model:averagingObservation a rdf:Property ;
rdfs:comment "A single weighted averaging observation." ;
rdfs:range common_domain_model:WeightedAveragingObservation .
common_domain_model:AgencyRatingCriteria a rdfs:Class ;
rdfs:comment "Represents a class to specify a credit notation." .
common_domain_model:boundary a rdf:Property ;
rdfs:comment "Indicates the boundary of a credit agency rating i.e minimum or maximum." ;
rdfs:range common_domain_model:CreditNotationBoundaryEnum .
common_domain_model:MasterConfirmationBase a rdfs:Class ;
rdfs:comment "Legal agreement specification for General Terms and Elections that are applicable across multiple confirmations and are referenced by these confirmations." .
common_domain_model:CalculationPeriodDates a rdfs:Class ;
rdfs:comment "A data for: defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods. A calculation period schedule consists of an optional initial stub calculation period, one or more regular calculation periods and an optional final stub calculation period. In the absence of any initial or final stub calculation periods, the regular part of the calculation period schedule is assumed to be between the effective date and the termination date. No implicit stubs are allowed, i.e. stubs must be explicitly specified using an appropriate combination of firstPeriodStartDate, firstRegularPeriodStartDate and lastRegularPeriodEndDate." .
common_domain_model:firstRegularPeriodStartDate a rdf:Property ;
rdfs:comment "The start date of the regular part of the calculation period schedule. It must only be specified if there is an initial stub calculation period. This day may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments." ;
rdfs:range xsd:date .
common_domain_model:firstCompoundingPeriodEndDate a rdf:Property ;
rdfs:comment "The end date of the initial compounding period when compounding is applicable. It must only be specified when the compoundingMethod element is present and not equal to a value of None. This date may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments." ;
rdfs:range xsd:date .
common_domain_model:lastRegularPeriodEndDate a rdf:Property ;
rdfs:comment "The end date of the regular part of the calculation period schedule. It must only be specified if there is a final stub calculation period. This day may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments." ;
rdfs:range xsd:date .
common_domain_model:firstPeriodStartDate a rdf:Property ;
rdfs:comment "The start date of the calculation period. FpML specifies that for interest rate swaps this date must only be specified if it is not equal to the effective date. It is always specified in the case of equity swaps and credit default swaps with periodic payments. This date may be subject to adjustment in accordance with a business day convention." ;
rdfs:range common_domain_model:AdjustableOrRelativeDate .
common_domain_model:calculationPeriodDatesAdjustments a rdf:Property ;
rdfs:comment "The specification of the business day convention and financial business centers used for adjusting any calculation period date if it would otherwise fall on a day that is not a business day in the specified business center." ;
rdfs:range common_domain_model:BusinessDayAdjustments .
common_domain_model:calculationPeriodFrequency a rdf:Property ;
rdfs:comment "The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention." ;
rdfs:range common_domain_model:CalculationPeriodFrequency .
common_domain_model:stubPeriodType a rdf:Property ;
rdfs:comment "Method to allocate any irregular period remaining after regular periods have been allocated between the effective and termination date. The multiplicity of 2 allows the possibility of expressing the type for both an initial and final stub at the same time." ;
rdfs:range common_domain_model:StubPeriodTypeEnum .
common_domain_model:FloatingRateIndexFixingOffset a rdfs:Class ;
rdfs:comment "This type holds parameters defining the normal fixing offset for a floating rate index." ;
rdfs:subClassOf common_domain_model:BusinessDayOffset .
common_domain_model:designatedMaturity a rdf:Property ;
rdfs:comment "Allows a reason to be specified for using the alternative fixing offset." , "Allows a designed maturity to be specified for the fixing time." ;
rdfs:domain common_domain_model:FloatingRateIndexFixingOffset ;
rdfs:range xsd:string ;
rdfs:subPropertyOf common_domain_model:designatedMaturity .
common_domain_model:GlobalMasterRepoAgreement a rdfs:Class ;
rdfs:comment "The set of elections that define a GMRA" ;
rdfs:subClassOf common_domain_model:MasterAgreementBase .
common_domain_model:Restructuring a rdfs:Class .
common_domain_model:restructuringType a rdf:Property ;
rdfs:comment "Specifies the type of restructuring that is applicable." ;
rdfs:range common_domain_model:RestructuringEnum .
common_domain_model:multipleHolderObligation a rdf:Property ;
rdfs:comment "In relation to a restructuring credit event, unless multiple holder obligation is not specified restructurings are limited to multiple holder obligations. A multiple holder obligation means an obligation that is held by more than three holders that are not affiliates of each other and where at least two thirds of the holders must agree to the event that constitutes the restructuring credit event. ISDA 2003 Term: Multiple Holder Obligation." ;
rdfs:range xsd:boolean .
common_domain_model:multipleCreditEventNotices a rdf:Property ;
rdfs:comment "Presence of this element and value set to 'true' indicates that Section 3.9 of the 2003 Credit Derivatives Definitions shall apply. Absence of this element indicates that Section 3.9 shall not apply. NOTE: Not allowed under ISDA Credit 1999." ;
rdfs:range xsd:boolean .
common_domain_model:CreditLimitUtilisationPosition a rdfs:Class .
common_domain_model:shortPosition a rdf:Property ;
rdfs:comment "Credit limit utilisation attributable to short positions." ;
rdfs:range xsd:decimal .
common_domain_model:longPosition a rdf:Property ;
rdfs:comment "Credit limit utilisation attributable to long positions." ;
rdfs:range xsd:decimal .
common_domain_model:global_ a rdf:Property ;
rdfs:comment "Global credit limit utilisation amount, agnostic of long/short position direction." ;
rdfs:range xsd:decimal .
common_domain_model:EquityAdditionalTerms a rdfs:Class ;
rdfs:comment "Transaction AdditionalTerms that apply to Equity asset class." .
common_domain_model:extraordinaryEvents a rdf:Property ;
rdfs:range common_domain_model:ExtraordinaryEvents .
common_domain_model:substitutionProvision a rdf:Property ;
rdfs:range common_domain_model:UnderlierSubstitutionProvision .
common_domain_model:NoticeInformationElection a rdfs:Class ;
rdfs:comment "Specifies the party reference and the associated notice and contact information." ;
rdfs:subClassOf common_domain_model:ContactInformationElection .
common_domain_model:additionalContactInformation a rdf:Property ;
rdfs:comment "Additional notice/address information of the party." ;
rdfs:range common_domain_model:NoticeContactInformation .
common_domain_model:BaseCurrency a rdfs:Class ;
rdfs:comment "The definitions regarding base currency determinations relating to the GMSLA." .
common_domain_model:baseCurrencyMustBeFreelyConvertible a rdf:Property ;
rdfs:comment "The base currency that is defined must be freely convertible." ;
rdfs:range xsd:boolean .
common_domain_model:baseCurrencyIfOriginalNotFreelyConvertible a rdf:Property ;
rdfs:comment "If the base currency is not freely convertible, the fallback currency can be defined here." ;
rdfs:range common_domain_model:CurrencyCodeEnum .
common_domain_model:StubValue a rdfs:Class ;
rdfs:comment "A type defining how a stub calculation period amount is calculated. A single floating rate tenor different to that used for the regular part of the calculation periods schedule may be specified, or two floating rate tenors many be specified. If two floating rate tenors are specified then Linear Interpolation (in accordance with the 2000 ISDA Definitions, Section 8.3 Interpolation) is assumed to apply. Alternatively, an actual known stub rate or stub amount may be specified." .
common_domain_model:stubRate a rdf:Property ;
rdfs:comment "An actual rate to apply for the initial or final stub period may have been agreed between the principal parties (in a similar way to how an initial rate may have been agreed for the first regular period). If an actual stub rate has been agreed then it would be included in this component. It will be a per annum rate, expressed as a decimal. A stub rate of 5% would be represented as 0.05." ;
rdfs:range xsd:decimal .
common_domain_model:stubAmount a rdf:Property ;
rdfs:comment "An actual amount to apply for the initial or final stub period may have been agreed between the two parties. If an actual stub amount has been agreed then it would be included in this component." ;
rdfs:range common_domain_model:Money .
common_domain_model:NonDeliverableSubstitute a rdfs:Class .
common_domain_model:nonDeliverableSubstituteIsApplicable a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:PartyOptionTerminationCurrency a rdfs:Class ;
rdfs:comment "Specifies mechanism for Termination currency to be selected by the Non-defaulting Party/party which is not the Affected Party." .
common_domain_model:bothAffectedTermCurrencyOption a rdf:Property ;
rdfs:comment "Specifies termination currency where there are two Affected Parties and they cannot agree on the termination currency." ;
rdfs:range xsd:string .
common_domain_model:terminationCurrencySpecifiedCondition a rdf:Property ;
rdfs:comment "Specifies alternative conditions for selection of the termination currency." ;
rdfs:range xsd:string .
common_domain_model:terminationCurrencyCondition a rdf:Property ;
rdfs:comment "Specifies the enumerated conditions for selection of the termination currency." ;
rdfs:range common_domain_model:TerminationCurrencyConditionEnum .
common_domain_model:Observation a rdfs:Class ;
rdfs:comment "Defines a single, numerical value that was observed in the marketplace. Observations of market data are made independently to business events or trade life-cycle events, so data instances of Observation can be created independently of any other model type, hence it is annotated as a root type. Observations will be broadly reused in many situations, so references to Observation are supported via the 'key' annotation." .
common_domain_model:observedValue a rdf:Property ;
rdfs:comment "Specifies the observed value as a number." ;
rdfs:range common_domain_model:Price .
common_domain_model:observationIdentifier a rdf:Property ;
rdfs:comment "Represents the observation was made i.e. how to uniquely identify the observed value among the population of all available market data." ;
rdfs:range common_domain_model:ObservationIdentifier .
common_domain_model:CalculationAgentTerms a rdfs:Class ;
rdfs:comment "Details of the party calculating the value of collateral to be delivered or returned." .
common_domain_model:bespokeCalculationAgentTerms a rdf:Property ;
rdfs:comment "The Calculation Agent (IM) terms when specified." ;
rdfs:range xsd:string .
common_domain_model:UndrlygInstrm a rdfs:Class .
common_domain_model:swp a rdf:Property ;
rdfs:range common_domain_model:Swp .
common_domain_model:Taxonomy a rdfs:Class ;
rdfs:comment "Defines the taxonomy of an object by combining a taxonomy source (i.e. the rules to classify the object) and a value (i.e. the output of those rules on the object)." .
common_domain_model:PaymentDiscounting a rdfs:Class ;
rdfs:comment "This class corresponds to the FpML PaymentDiscounting.model group for representing the discounting elements that can be associated with a payment." .
common_domain_model:TransactedPrice a rdfs:Class ;
rdfs:comment " A class to represent the transacted price attributes that are positioned as part of the FpML FeeLeg." .
common_domain_model:marketFixedRate a rdf:Property ;
rdfs:comment "An optional element that only has meaning in a credit index trade. This element contains the credit spread ('fair value') at which the trade was executed. Unlike the fixedRate of an index, the marketFixedRate varies over the life of the index depending on market conditions. The marketFixedRate is the price of the index as quoted by trading desks." ;
rdfs:range xsd:decimal .
common_domain_model:initialPoints a rdf:Property ;
rdfs:comment "An optional element that contains the up-front points expressed as a percentage of the notional. An initialPoints value of 5% would be represented as 0.05. The initialPoints element is an alternative to marketFixedRate in quoting the traded level of a trade. When initialPoints is used, the traded level is the sum of fixedRate and initialPoints. The initialPoints is one of the items that are factored into the initialPayment calculation and is payable by the Buyer to the Seller. Note that initialPoints and marketFixedRate may both be present in the same document when both implied values are desired." ;
rdfs:range xsd:decimal .
common_domain_model:marketPrice a rdf:Property ;
rdfs:comment "An optional element that only has meaning in a credit index trade. This element contains the price at which the trade was executed and is used instead of marketFixedRate on credit trades on certain indicies which are quoted using a price rather than a spread." ;
rdfs:range xsd:decimal .
common_domain_model:quotationStyle a rdf:Property ;
rdfs:comment "An optional element that contains the up-front points expressed as a percentage of the notional. An initialPoints value of 5% would be represented as 0.05. The initialPoints element is an alternative to marketFixedRate in quoting the traded level of a trade. When initialPoints is used, the traded level is the sum of fixedRate and initialPoints. The initialPoints is one of the items that are factored into the initialPayment calculation and is payable by the Buyer to the Seller. Note that initialPoints and marketFixedRate may both be present in the same document when both implied values are desired." ;
rdfs:range common_domain_model:QuotationStyleEnum .
common_domain_model:DemandsAndNotices a rdfs:Class ;
rdfs:comment "Specifies the address where the demands, specifications and notices will be communicated to for each of the parties to the agreement." ;
rdfs:seeAlso .
common_domain_model:deemedEffectiveNextLBD a rdf:Property ;
rdfs:comment "Specifies if notice shall be deemed to be effective at the time such notice is actually received unless such notice is received on a day which is not a Local Business Day or after the Notification Time on any Local Business Day in which event such notice shall be deemed to be effective on the next succeeding Local Business Day. If deemed effective,'True'. If not deemed effective, or not stated,'False'." ;
rdfs:range xsd:boolean .
common_domain_model:Buyr a rdfs:Class .
common_domain_model:acctOwnr a rdf:Property ;
rdfs:range common_domain_model:AcctOwnr .
common_domain_model:QuasiGovernmentIssuerType a rdfs:Class ;
rdfs:comment "Represents a class to allow specification of different types of Quasi Government collateral." .
common_domain_model:sovereignEntity a rdf:Property ;
rdfs:comment "True if sovereign entity (e.g. not separate legal personality from sovereign) or false if non-sovereign entity (e.g. separate legal personality from sovereign)." ;
rdfs:range xsd:boolean .
common_domain_model:sovereignRecourse a rdf:Property ;
rdfs:comment "Applies to non-sovereign entity (e.g. separate legal personality from sovereign). True if entity has recourse to sovereign (e.g. debt guaranteed by government). False if entity does not have recourse to sovereign." , "Applies to regional governments, local authorities or municipals. True if entity has recourse to sovereign (e.g. debt guaranteed by government). False if entity does not have recourse to sovereign." ;
rdfs:domain common_domain_model:RegionalGovernmentIssuerType ;
rdfs:range xsd:boolean ;
rdfs:subPropertyOf common_domain_model:sovereignRecourse .
common_domain_model:MasterAgreement a rdfs:Class ;
rdfs:comment "The set of elections that define an ISDA Master Agreement." ;
rdfs:subClassOf common_domain_model:MasterAgreementBase .
common_domain_model:addressForNotices a rdf:Property ;
rdfs:comment "Specification of the address and other details for notices." ;
rdfs:range common_domain_model:DemandsAndNotices .
common_domain_model:terminationCurrency a rdf:Property ;
rdfs:comment "Specification of the currency in which the termination payment is made (including the process by which such currency is determined)." ;
rdfs:range common_domain_model:TerminationCurrency .
common_domain_model:specifiedEntities a rdf:Property ;
rdfs:comment "A provision that allows each party to specify its Specified Entities for certain Events of Default and Termination Events." ;
rdfs:range common_domain_model:SpecifiedEntities .
common_domain_model:automaticEarlyTermination a rdf:Property ;
rdfs:comment "The specification of whether there is an automatic occurrence of an Early Termination Date in respect of Transactions upon the occurrence of certain bankruptcy / insolvency related events." ;
rdfs:range common_domain_model:AutomaticEarlyTermination .
common_domain_model:nonContractualObligations a rdf:Property ;
rdfs:comment "Specification of whether the Governing Law clause extends to Non-Contractual Obligations (True) or does not extend to Non-Contractual Obligations (False)." ;
rdfs:range xsd:boolean .
common_domain_model:InterestRateIndex a rdfs:Class ;
rdfs:comment "An index based in interest rates or inflation rates in a certain market." .
common_domain_model:TradableProduct a rdfs:Class ;
rdfs:comment "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." .
common_domain_model:SimmVersion a rdfs:Class ;
rdfs:comment "A class to specify the ISDA SIMM version that applies to the ISDA 2018 CSA for Initial Margin." ;
rdfs:seeAlso .
common_domain_model:partyVersion a rdf:Property ;
rdfs:comment "The party which the specified SIMM version applies to." ;
rdfs:range common_domain_model:CounterpartyRoleEnum .
common_domain_model:UmbrellaAgreementParty a rdfs:Class ;
rdfs:comment "Specifies the entities that are part of the umbrella agreement." .
common_domain_model:parentParty a rdf:Property ;
rdfs:comment "Represents the identification of a parent child relationship between two entities in the Umbrella agreement, allowing non-legal entities to be linked to the appropriate legal entity and allowing funds, portfolio or managed accounts to be linked to their applicable Investment Manager or Agent within the agreement." ;
rdfs:range common_domain_model:Party .
common_domain_model:nonLegalEntity a rdf:Property ;
rdfs:comment "Specifies a non-legal entity that exists in the agreement with a defined relationship to a Legal entity to the agreement." ;
rdfs:range common_domain_model:NonLegalEntity .
common_domain_model:actingAs a rdf:Property ;
rdfs:comment "Specifies the CounterpartyRoleEnum, e.g. either Party1 or Party2, that is associated to the party." ;
rdfs:range common_domain_model:CounterpartyRoleEnum .
common_domain_model:BespokeCalculationDate a rdfs:Class ;
rdfs:comment "A class to specify bespoke Calculation Date terms for the purposes of Initial Margin." .
common_domain_model:calculationDateImTerms a rdf:Property ;
rdfs:comment "The Additional Calculation Date terms for the purposes of Initial Margin." ;
rdfs:range xsd:string .
common_domain_model:BespokeTransferTiming a rdfs:Class ;
rdfs:comment "A class to specify any bespoke Transfer Timing language by each party to the agreement." .
common_domain_model:bespokeTransferTimingTerms a rdf:Property ;
rdfs:comment "The bespoke transfer timing terms applicable to the agreement." ;
rdfs:range xsd:string .
common_domain_model:FxSpotRateSource a rdfs:Class ;
rdfs:comment "A class defining the rate source and fixing time for an FX rate." .
common_domain_model:primarySource a rdf:Property ;
rdfs:comment "The primary source for where the rate observation will occur. Will typically be either a page or a reference bank published rate." ;
rdfs:range common_domain_model:InformationSource .
common_domain_model:secondarySource a rdf:Property ;
rdfs:comment "An alternative, or secondary, source for where the rate observation will occur. Will typically be either a page or a reference bank published rate." ;
rdfs:range common_domain_model:InformationSource .
common_domain_model:TradeState a rdfs:Class ;
rdfs:comment "Defines the fundamental financial information that can be changed by a Primitive Event and by extension any business or life-cycle event. Each TradeState specifies where a Trade is in its life-cycle. TradeState is a root type and as such, can be created independently to any other CDM data type, but can also be used as part of the CDM Event Model." .
common_domain_model:transferHistory a rdf:Property ;
rdfs:comment "Represents the updated Trade attributes which can change as the result of a transfer event." ;
rdfs:range common_domain_model:TransferState .
common_domain_model:valuationHistory a rdf:Property ;
rdfs:range common_domain_model:Valuation .
common_domain_model:resetHistory a rdf:Property ;
rdfs:comment "Represents the updated Trade attributes which can change as the result of a reset event. Only the changed values are captured, leaving the remaining data attributes empty. See Create_Reset function for further details on how TradeState is used in the Reset event. The TradeState data type is used to maintain backwards compatibility with the current Reset mechanism." ;
rdfs:range common_domain_model:Reset .
common_domain_model:observationHistory a rdf:Property ;
rdfs:comment "Represents the observed events related to a particular product or process, such as credit events or corporate actions." ;
rdfs:range common_domain_model:ObservationEvent .
common_domain_model:trade a rdf:Property ;
rdfs:comment "Represents the Trade that has been effected by a business or life-cycle event." , "Represents the cosensus based pricing parameters on a trade basis." ;
rdfs:domain common_domain_model:TradePricingReport ;
rdfs:range common_domain_model:Trade ;
rdfs:subPropertyOf common_domain_model:trade .
common_domain_model:SettlementDate a rdfs:Class ;
rdfs:comment "A data defining the settlement date(s) for cash or physical settlement as either a set of explicit dates, together with applicable adjustments, or as a date relative to some other (anchor) date, or as any date in a range of contiguous business days. This data type provides a level of abstraction on top of the different legacy methods used to specify a settlement / payment date, which vary across product types, asset classes and delivery types." .
common_domain_model:cashSettlementBusinessDays a rdf:Property ;
rdfs:comment "The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. This attribute was formerly part of 'CashSettlementTerms' as used for credit event settlement, which now includes a common 'SettlementDate' attribute." ;
rdfs:range xsd:integer .
common_domain_model:valueDate a rdf:Property ;
rdfs:comment "The settlement date for a forward settling product. For Foreign Exchange contracts, this represents a common settlement date between both currency legs. To specify different settlement dates for each currency leg, see the ForeignExchange class. This attribute was formerly part of 'SettlementTerms', which is now being harmonised to include a common 'SettlementDate', as inherited from 'SettlementBase'." , "Adjusted value date of the future value amount." ;
rdfs:domain common_domain_model:SettlementDate ;
rdfs:range xsd:date ;
rdfs:subPropertyOf common_domain_model:valueDate .
common_domain_model:businessDateRange a rdf:Property ;
rdfs:comment "A range of contiguous business days. This attribute is meant to be merged with the 'settlementDate' at some future point once we refactor 'Date' to use a single complex type across the model. This attributes was formerly part of 'CashSettlementPaymentDate', as included into 'OptionCashSettlement' (which is now merged into a unique 'CashSettlementTerms' data type." ;
rdfs:range common_domain_model:BusinessDateRange .
common_domain_model:paymentDelay a rdf:Property ;
rdfs:comment "Applicable to CDS on MBS to specify whether payment delays are applicable to the fixed Amount. RMBS typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. CMBS do not, on the other hand, with both payment dates being on the 25th of each month." ;
rdfs:range xsd:boolean .
common_domain_model:adjustableOrRelativeDate a rdf:Property ;
rdfs:comment "A single settlement date subject to adjustment or specified as relative to another date (e.g. the trade date). This attribute was formerly part of 'SettlementTerms', which is now being harmonised to include a common 'SettlementDate', as inherited from 'SettlementBase'." ;
rdfs:range common_domain_model:AdjustableOrAdjustedOrRelativeDate .
common_domain_model:SecuredPartyRightsEventElection a rdfs:Class ;
rdfs:comment "A class to specify party specific Secured Party Rights Event language." .
common_domain_model:rightsEvent a rdf:Property ;
rdfs:comment "A boolean attribute to specify whether a Secured Party Rights Event will only occur upon the occurrence of one or more of the event specified in a Control Agreement." , "If True, the Rights Event language applies for the specified Party." ;
rdfs:domain common_domain_model:SecurityProviderRightsEventElection ;
rdfs:range xsd:boolean ;
rdfs:subPropertyOf common_domain_model:rightsEvent .
common_domain_model:Collateral a rdfs:Class ;
rdfs:comment "A type for defining the obligations of the counterparty subject to credit support requirements." .
common_domain_model:portfolioIdentifier a rdf:Property ;
rdfs:comment "A list of identifiers pointing to the collateral portfolios which contain the collateral which covers a trade." , "Specifies a unique identifier for a set of collateral positions in a portfolio." ;
rdfs:domain common_domain_model:Collateral ;
rdfs:range common_domain_model:Identifier ;
rdfs:subPropertyOf common_domain_model:portfolioIdentifier .
common_domain_model:collateralProvisions a rdf:Property ;
rdfs:comment "specifies the collateral provisions of the product." ;
rdfs:range common_domain_model:CollateralProvisions .
common_domain_model:UmbrellaAgreementSet a rdfs:Class ;
rdfs:comment "Represents the groups of agreement term elections that exist within the agreement and to which entities that particular group of elections apply. Where all entities under the umbrella have the same set of elections only one agreement set will exist. At least one agreement set must be defined for an Umbrella agreement" .
common_domain_model:agreement a rdf:Property ;
rdfs:comment "Specification of the standard set of terms that define a legal agreement." ;
rdfs:range common_domain_model:Agreement .
common_domain_model:InterestRateCurve a rdfs:Class .
common_domain_model:tenor a rdf:Property ;
rdfs:range common_domain_model:Period .
common_domain_model:ValuationCalculationDateLocation a rdfs:Class ;
rdfs:comment "Specification of the Calculation Date Location for the respective parties to the legal agreement." ;
rdfs:seeAlso , , .
common_domain_model:Resource a rdfs:Class ;
rdfs:comment "Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information). For example, can describe a file or a URL that represents the event. This type is an extended version of a type defined by RIXML (www.rixml.org). Rosetta restricts the FpML implementation by not providing the ability to associated a document in hexadecimalBinary or base64Binary until such time that actual use cases will come up." .
common_domain_model:resourceId a rdf:Property ;
rdfs:comment "The unique identifier of the resource within the event. FpML specifies this element of type resourceIdScheme but with no specified value." ;
rdfs:range xsd:string .
common_domain_model:url a rdf:Property ;
rdfs:comment "Indicates where the resource can be found, as a URL that references the information on a web server accessible to the message recipient." ;
rdfs:range xsd:string .
common_domain_model:resourceType a rdf:Property ;
rdfs:comment "A description of the type of the resource, e.g. a confirmation." ;
rdfs:range common_domain_model:ResourceTypeEnum .
common_domain_model:string a rdf:Property ;
rdfs:comment "Provides extra information as string. In case the extra information is in XML format, a CDATA section must be placed around the source message to prevent its interpretation as XML content." ;
rdfs:range xsd:string .
common_domain_model:mimeType a rdf:Property ;
rdfs:comment "Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content. MIME Types are described in RFC 2046." ;
rdfs:range xsd:string .
common_domain_model:language a rdf:Property ;
rdfs:comment "Indicates the language of the resource, described using the ISO 639-2/T Code." ;
rdfs:range xsd:string .
common_domain_model:sizeInBytes a rdf:Property ;
rdfs:comment "Indicates the size of the resource in bytes. It could be used by the end user to estimate the download time and storage needs." ;
rdfs:range xsd:decimal .
common_domain_model:length a rdf:Property ;
rdfs:comment "Indicates the length of the resource. For example, if the resource were a PDF file, the length would be in pages." ;
rdfs:range common_domain_model:ResourceLength .
common_domain_model:comments a rdf:Property ;
rdfs:comment "Any additional comments that are deemed necessary. For example, which software version is required to open the document? Or, how does this resource relate to the others for this event?" ;
rdfs:range xsd:string .
common_domain_model:CreditEvent a rdfs:Class ;
rdfs:comment "Specifies the relevant data regarding a credit event." .
common_domain_model:eventDeterminationDate a rdf:Property ;
rdfs:comment "The date in which the credit event is determined by the Credit Derivatives Determinations Comitee." ;
rdfs:range xsd:date .
common_domain_model:recoveryPercent a rdf:Property ;
rdfs:comment "The percentage of the original value of the asset affected by the credit event that can be recovered." ;
rdfs:range xsd:decimal .
common_domain_model:finalPrice a rdf:Property ;
rdfs:comment "The final price resulting from the auction." ;
rdfs:range common_domain_model:Price .
common_domain_model:creditEventType a rdf:Property ;
rdfs:comment "The type of credit event taking place." ;
rdfs:range common_domain_model:CreditEventTypeEnum .
common_domain_model:auctionDate a rdf:Property ;
rdfs:comment "The date on which the auction is scheduled to occur." ;
rdfs:range xsd:date .
common_domain_model:CollateralCriteria a rdfs:Class ;
rdfs:comment "The possible different terms that can be combined, using AND, OR and NOT logic, to define the issuers and/or assets that meet a given criteria for collateral." .
common_domain_model:AllCriteria a rdfs:Class ;
rdfs:comment "Used to combine two or more Collateral Criteria using AND logic." .
common_domain_model:allCriteria a rdf:Property ;
rdfs:domain common_domain_model:AllCriteria ;
rdfs:range common_domain_model:CollateralCriteria , common_domain_model:EligibilityToHoldCollateralCriteria ;
rdfs:subPropertyOf common_domain_model:allCriteria .
common_domain_model:FailureToPay a rdfs:Class .
common_domain_model:gracePeriodExtension a rdf:Property ;
rdfs:comment "If this element is specified, indicates whether or not a grace period extension is applicable. ISDA 2003 Term: Grace Period Extension Applicable." ;
rdfs:range common_domain_model:GracePeriodExtension .
common_domain_model:paymentRequirement a rdf:Property ;
rdfs:comment "Specifies a threshold for the failure to pay credit event. Market standard is USD 1,000,000 (JPY 100,000,000 for Japanese Yen trades) or its equivalent in the relevant obligation currency. This is applied on an aggregate basis across all Obligations of the Reference Entity. Intended to prevent technical/operational errors from triggering credit events. ISDA 2003 Term: Payment Requirement" ;
rdfs:range common_domain_model:Money .
common_domain_model:NotDomesticCurrency a rdfs:Class ;
rdfs:comment "A class to specify the ISDA 2003 Term: Not Domestic Currency." .
common_domain_model:MasterAgreementDatedAsOfDate a rdfs:Class ;
rdfs:comment "Defines the dates agreed by the parties as the date of the Credit Support Annex or Credit Support Deed." .
common_domain_model:StandardizedScheduleInitialMargin a rdfs:Class .
common_domain_model:tradeInfo a rdf:Property ;
rdfs:range common_domain_model:StandardizedScheduleTradeInfo .
common_domain_model:netInitialMargin a rdf:Property ;
rdfs:range common_domain_model:Money .
common_domain_model:HoldingAndUsingPostedCollateral a rdfs:Class ;
rdfs:comment "Specifies the conditions that need to be satisfied before the Secured Party or Custodian acting on its behalf can hold and use posted collateral." ;
rdfs:seeAlso , , .
common_domain_model:BoundedCorrelation a rdfs:Class ;
rdfs:comment "Describes correlation bounds, which form a cap and a floor on the realized correlation." .
common_domain_model:minimumBoundaryPercent a rdf:Property ;
rdfs:comment "Minimum Boundary as a percentage of the Strike Price." ;
rdfs:range xsd:decimal .
common_domain_model:maximumBoundaryPercent a rdf:Property ;
rdfs:comment "Maximum Boundary as a percentage of the Strike Price." ;
rdfs:range xsd:decimal .
common_domain_model:NonNegativeQuantitySchedule a rdfs:Class ;
rdfs:subClassOf common_domain_model:QuantitySchedule .
common_domain_model:SensitivityToEquity a rdfs:Class ;
rdfs:comment "Represents risk sensitivity calculated with respect to the value of an individual equity instrument." .
common_domain_model:sensitivityToIndices a rdf:Property ;
rdfs:comment "Represents risk sensitivity calculated with respect to the level of an equity or market index." ;
rdfs:range common_domain_model:SensitivityMethodology .
common_domain_model:sensitivityToFunds a rdf:Property ;
rdfs:comment "Represents risk sensitivity calculated with respect to the value of a fund, such as a mutual fund or collective investment vehicle." ;
rdfs:range common_domain_model:SensitivityMethodology .
common_domain_model:sensitivityToETFs a rdf:Property ;
rdfs:comment "Represents risk sensitivity calculated with respect to the value of an exchange-traded fund (ETF)." ;
rdfs:range common_domain_model:SensitivityMethodology .
common_domain_model:CalculatedRateObservations a rdfs:Class ;
rdfs:comment "Type for reporting observations that went into the final reported rate." .
common_domain_model:observationDates a rdf:Property ;
rdfs:comment "The observation date upon which the rate is observed." , "Describes date details for a set of observation dates in parametric or non-parametric form." ;
rdfs:domain common_domain_model:ObservationTerms ;
rdfs:range xsd:date , common_domain_model:ObservationDates ;
rdfs:subPropertyOf common_domain_model:observationDates .
common_domain_model:weights a rdf:Property ;
rdfs:comment "The corresponding weight for each date." ;
rdfs:range xsd:decimal .
common_domain_model:observedRates a rdf:Property ;
rdfs:comment "The value observed for that date" ;
rdfs:range xsd:decimal .
common_domain_model:processedRates a rdf:Property ;
rdfs:comment "The value after any processing, such as application of caps or floors." ;
rdfs:range xsd:decimal .
common_domain_model:UnitType a rdfs:Class ;
rdfs:comment "Defines the unit to be used for price, quantity, or other purposes" .
common_domain_model:financialUnit a rdf:Property ;
rdfs:comment "Provides an enumerated value for financial units, generally used in the context of defining quantities for securities." ;
rdfs:range common_domain_model:FinancialUnitEnum .
common_domain_model:VarianceCapFloor a rdfs:Class .
common_domain_model:varianceCap a rdf:Property ;
rdfs:comment "If present and true, then variance cap is applicable." ;
rdfs:range xsd:boolean .
common_domain_model:unadjustedVarianceCap a rdf:Property ;
rdfs:comment "For use when varianceCap is applicable. Contains the scaling factor of the Variance Cap that can differ on a trade-by-trade basis in the European market. For example, a Variance Cap of 2.5^2 x Variance Strike Price has an unadjustedVarianceCap of 2.5." ;
rdfs:range xsd:decimal .
common_domain_model:boundedVariance a rdf:Property ;
rdfs:comment "Conditions which bound variance. The contract specifies one or more boundary levels. These levels are expressed as prices for confirmation purposes Underlyer price must be equal to or higher than Lower Barrier is known as Up Conditional Swap Underlyer price must be equal to or lower than Upper Barrier is known as Down Conditional Swap Underlyer price must be equal to or higher than Lower Barrier and must be equal to or lower than Upper Barrier is known as Barrier Conditional Swap." ;
rdfs:range common_domain_model:BoundedVariance .
common_domain_model:FxLinkedNotionalSchedule a rdfs:Class ;
rdfs:comment "A data to: describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period." .
common_domain_model:varyingNotionalInterimExchangePaymentDates a rdf:Property ;
rdfs:comment "The dates on which interim exchanges of notional are paid. Interim exchanges will arise as a result of changes in the spot currency exchange amount or changes in the constant notional schedule (e.g. amortisation)." ;
rdfs:range common_domain_model:RelativeDateOffset .
common_domain_model:varyingNotionalFixingDates a rdf:Property ;
rdfs:comment "The dates on which spot currency exchange rates are observed for purposes of determining the varying notional currency amount that will apply to a calculation period." ;
rdfs:range common_domain_model:RelativeDateOffset .
common_domain_model:varyingNotionalCurrency a rdf:Property ;
rdfs:comment "The currency of the varying notional amount, i.e. the notional amount being determined periodically based on observation of a spot currency exchange rate. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes." ;
rdfs:range xsd:string .
common_domain_model:LimitApplicableExtended a rdfs:Class ;
rdfs:comment "A class to represent the CDM attributes that are not part of the FpML standard. Once broader usage is confirmed, it is expected that those two classes can be collapsed." ;
rdfs:subClassOf common_domain_model:LimitApplicable .
common_domain_model:amountUtilized a rdf:Property ;
rdfs:comment "The limit utilised by all the cleared trades for the limit level and limit type. While the attribute is of type integer in FpML and the CME schema, it has been specified to be of type number in the CDM to take into consideration java size limits as well as for consistency purposes with the way most monetary amounts are expressed." ;
rdfs:range xsd:decimal .
common_domain_model:clipSize a rdf:Property ;
rdfs:comment "This element is required in FpML, optional in CDM for the purpose of accommodating the CME data representation while making reference to the FpML one." ;
rdfs:range xsd:integer .
common_domain_model:limitAmount a rdf:Property ;
rdfs:comment "The total limit available for the limit level and limit type. While the attribute is of type integer in the CME schema, it has been specified to be of type number in the CDM to take into consideration java size limits as well as for consistency purposes with the way most monetary amounts are expressed." ;
rdfs:range xsd:decimal .
common_domain_model:limitType a rdf:Property ;
rdfs:comment "Standard code to indicate which type of credit line is being referred to - i.e. IM, DV01, PV01, CS01, Notional, Clip Size, Notional, maximumOrderQuantity." ;
rdfs:range common_domain_model:CreditLimitTypeEnum .
common_domain_model:amountRemaining a rdf:Property ;
rdfs:comment "The limit remaining for the limit level and limit type. This does not take into account any pending trades. While the attribute is of type integer in FpML and the CME schema, it has been specified to be of type number in the CDM to take into consideration java size limits as well as for consistency purposes with the way most monetary amounts are expressed." ;
rdfs:range xsd:decimal .
common_domain_model:velocity a rdf:Property ;
rdfs:range common_domain_model:Velocity .
common_domain_model:utilization a rdf:Property ;
rdfs:range common_domain_model:CreditLimitUtilisation .
common_domain_model:limitImpactDueToTrade a rdf:Property ;
rdfs:comment "The limit utilized by this specific trade. While the attribute is of type integer in the CME schema, it has been specified to be of type number in the CDM to take into consideration java size limits as well as for consistency purposes with the way most monetary amounts are expressed." ;
rdfs:range xsd:decimal .
common_domain_model:limitLevel a rdf:Property ;
rdfs:comment "The level at which the limit is set: customer business, proprietary business or account level. This attribute is specified as a string as part of the CME clearing confirmation specification." ;
rdfs:range common_domain_model:LimitLevelEnum .
common_domain_model:DebtType a rdfs:Class ;
rdfs:comment "Specifies the type of debt security." .
common_domain_model:debtEconomics a rdf:Property ;
rdfs:comment "Specifies selected financial terms of a debt security." ;
rdfs:range common_domain_model:DebtEconomics .
common_domain_model:RightsEvents a rdfs:Class ;
rdfs:comment "A class to specify the rights of Security Taker and/or Security Provider when an Early Termination or Access Condition event has occurred." .
common_domain_model:controlAgreementNecEvent a rdf:Property ;
rdfs:comment "The bespoke provisions that might be specified by the parties to the agreement applicable to a Notice of Exclusive Control Event." ;
rdfs:range common_domain_model:ControlAgreementNecEvent .
common_domain_model:deliveryInLieuRight a rdf:Property ;
rdfs:comment "The specification of whether Delivery In Lieu language is applicable to the agreement (true) or not (false)." , "Delivery In Lieu rights." ;
rdfs:domain common_domain_model:RightsEvents ;
rdfs:range xsd:boolean ;
rdfs:subPropertyOf common_domain_model:deliveryInLieuRight .
common_domain_model:securityProviderRightsEvent a rdf:Property ;
rdfs:comment "The bespoke provisions that might be specified by the parties to the agreement applicable to a Security Provider Rights Event." ;
rdfs:range common_domain_model:SecurityProviderRightsEvent .
common_domain_model:securityTakerRightsEvent a rdf:Property ;
rdfs:comment "The bespoke provisions that might be specified by the parties to the agreement applicable to a Security Taker Rights Event." ;
rdfs:range common_domain_model:SecuredPartyRightsEvent .
common_domain_model:additionalRightsEvent a rdf:Property ;
rdfs:comment "The Additional Rights Event election." ;
rdfs:range common_domain_model:AdditionalRightsEvent .
common_domain_model:Swp a rdfs:Class .
common_domain_model:swpIn a rdf:Property ;
rdfs:range common_domain_model:SwpIn .
common_domain_model:swpOut a rdf:Property ;
rdfs:range common_domain_model:SwpOut .
common_domain_model:Indx a rdfs:Class .
common_domain_model:AdditionalRepresentations a rdfs:Class ;
rdfs:comment "A class to specify Additional Representations that may be applicable to an agreement." .
common_domain_model:additionalRepresentation a rdf:Property ;
rdfs:comment "The specification of the Additional Representation that may be applicable to the agreement." ;
rdfs:range common_domain_model:AdditionalRepresentation .
common_domain_model:regulatoryComplianceRepresentation a rdf:Property ;
rdfs:comment "The qualification of whether Additional Information related to Regulatory Compliance and Concentration Limits is applicable or not." ;
rdfs:range xsd:boolean .
common_domain_model:PartyReferencePayerReceiver a rdfs:Class ;
rdfs:comment "Specifies the parties responsible for making and receiving payments defined by this structure." .
common_domain_model:payerPartyReference a rdf:Property ;
rdfs:comment "The party responsible for making the payments defined by this structure." ;
rdfs:range common_domain_model:Party .
common_domain_model:payerAccountReference a rdf:Property ;
rdfs:comment "A reference to the account responsible for making the payments defined by this structure." ;
rdfs:range common_domain_model:Account .
common_domain_model:receiverPartyReference a rdf:Property ;
rdfs:comment "The party that receives the payments corresponding to this structure." ;
rdfs:range common_domain_model:Party .
common_domain_model:receiverAccountReference a rdf:Property ;
rdfs:comment "A reference to the account that receives the payments corresponding to this structure." ;
rdfs:range common_domain_model:Account .
common_domain_model:CollateralValueMethod a rdfs:Class ;
rdfs:comment "Details how particular types of collateral are valued (other than in respect of a default)." .
common_domain_model:cashCollateral a rdf:Property ;
rdfs:comment "Details of how cash collateral is valued." ;
rdfs:range common_domain_model:ValueCashEnum .
common_domain_model:securitiesCollateral a rdf:Property ;
rdfs:comment "Details of how securities collateral is valued." ;
rdfs:range common_domain_model:ValueSecuritiesEnum .
common_domain_model:AssetDeliveryPeriods a rdfs:Class ;
rdfs:comment "Defines the periods of delivery, including the delivery profile." .
common_domain_model:FxDualExchangeRate a rdfs:Class ;
rdfs:seeAlso .
common_domain_model:dualExchangeRateIsApplicable a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:TransferSettlementTiming a rdfs:Class ;
rdfs:comment "Specification of transfer / settlement timing for cash and securities collateral assuming that the notice is provided before the Notification Time (and with a 1LBD lag introduced if the notice is delivered after the Notification Time), and that securities allow for a further Local Business Day for transfer / settlement." .
common_domain_model:cashCollateralTransferSettlementTime a rdf:Property ;
rdfs:comment "Details the day on which collateral is required to be transferred relative to the Notification Time." ;
rdfs:range common_domain_model:CashCtsTimeEnum .
common_domain_model:securititesCollateralTransferSettlementTime a rdf:Property ;
rdfs:comment "Details the day on which collateral is required to be transferred relative to the Notification Time." ;
rdfs:range common_domain_model:SecuritiesCtsTimeEnum .
common_domain_model:CollateralSpecification a rdfs:Class ;
rdfs:comment "The definitions regarding collateral relating to the GMSLA." .
common_domain_model:standardDefinitionOfMarketValueUsed a rdf:Property ;
rdfs:comment "Is the standard definition of 'Market Value' used in the GMSLA?" ;
rdfs:range xsd:boolean .
common_domain_model:definitionOfMarketValueNonStandard a rdf:Property ;
rdfs:comment "If the definition of 'Market Value' is non standard, it can be specified here." ;
rdfs:range xsd:string .
common_domain_model:aggregation a rdf:Property ;
rdfs:comment "How does paragraph 5.4 (aggregation) apply to the GMSLA?" ;
rdfs:range common_domain_model:Aggregation .
common_domain_model:failureToDevliverIndemnityApplies a rdf:Property ;
rdfs:comment "Does paragraph 6.4 (indemnity for failure to redeliver Equivalent Non-Cash Collateral) apply to the GMSLA?" ;
rdfs:range common_domain_model:ApplicabilityOfElectionEnum .
common_domain_model:nettingObligationsApply a rdf:Property ;
rdfs:comment "Does paragraph 5.6 (netting of obligations to deliver Collateral and redeliver Equivalent Collateral) apply to the GMSLA?" ;
rdfs:range common_domain_model:ApplicabilityOfElectionEnum .
common_domain_model:PositionBase a rdfs:Class ;
rdfs:comment "Base class to describe a Position, which could be a group of products (e.g. trade portfolio) or a group of assets (e.g. collateral portfolio)." .
common_domain_model:Representations a rdfs:Class .
common_domain_model:additionalBespokeTerms a rdf:Property ;
rdfs:comment "Any additional terms that might be specified applicable." , "Where parties may optionnaly describe any extra bespoke agreements, in regards of the standardized Extraordinary Events." ;
rdfs:range common_domain_model:Clause , xsd:string ;
rdfs:subPropertyOf common_domain_model:additionalBespokeTerms .
common_domain_model:indexDisclaimer a rdf:Property ;
rdfs:comment "If present and true, then index disclaimer is applicable." ;
rdfs:range xsd:boolean .
common_domain_model:agreementsRegardingHedging a rdf:Property ;
rdfs:comment "If true, then agreements regarding hedging are applicable." ;
rdfs:range xsd:boolean .
common_domain_model:nonReliance a rdf:Property ;
rdfs:comment "If true, then non reliance is applicable." ;
rdfs:range xsd:boolean .
common_domain_model:additionalAcknowledgements a rdf:Property ;
rdfs:comment "If true, then additional acknowledgements are applicable." ;
rdfs:range xsd:boolean .
common_domain_model:PaymentRule a rdfs:Class ;
rdfs:comment "A class defining the payment calculation rule. As of FpML 5.10, percentage rule is the only calculation rule that has been specified as part of the standard." .
common_domain_model:percentageRule a rdf:Property ;
rdfs:comment "This attribute is not present as part of the FpML construct, as the payment rule is specialised by means of runtime type extension through the xsi:type." ;
rdfs:range common_domain_model:PercentageRule .
common_domain_model:CollateralPosition a rdfs:Class ;
rdfs:comment "Specifies the individual components of collateral positions." ;
rdfs:subClassOf common_domain_model:PositionBase .
common_domain_model:collateralPositionStatus a rdf:Property ;
rdfs:comment "Indicates the collateral positions settlement status." ;
rdfs:range common_domain_model:CollateralStatusEnum .
common_domain_model:InvstmtDcsnPrsn a rdfs:Class .
common_domain_model:prsn a rdf:Property ;
rdfs:range common_domain_model:Prsn .
common_domain_model:MoneyRange a rdfs:Class ;
rdfs:comment "The money range defined as either a lower and upper money bound, or both." .
common_domain_model:lowerBound a rdf:Property ;
rdfs:comment "The lower bound of a money range, e.g. greater than or equal to 1,000 USD." , "Specifies the lower bound of a period range, e.g. greater than or equal to 5Y." , "The lower bound of a number range, e.g. greater than or equal to 5." ;
rdfs:range common_domain_model:MoneyBound , common_domain_model:PeriodBound , common_domain_model:NumberBound ;
rdfs:subPropertyOf common_domain_model:lowerBound .
common_domain_model:upperBound a rdf:Property ;
rdfs:comment "The upper bound of a money range, e.g. less than 10,000 USD." , "Specifies the upper bound of a period range, e.g. less than to 10Y." , "The upper bound of a number range, e.g. less than 10." ;
rdfs:range common_domain_model:MoneyBound , common_domain_model:PeriodBound , common_domain_model:NumberBound ;
rdfs:subPropertyOf common_domain_model:upperBound .
common_domain_model:CustodianEventEndDate a rdfs:Class ;
rdfs:comment "A class to specify the Custodian Event." ;
rdfs:seeAlso , , .
common_domain_model:daysAfterCustodianEvent a rdf:Property ;
rdfs:comment "Election to specify the number of days after the occurrence of the Custodian Event/Collateral Management Event for the purpose of qualifying the CE/CME End Date." ;
rdfs:range common_domain_model:CustomisableOffset .
common_domain_model:releaseDate a rdf:Property ;
rdfs:comment "Election to specify the number of days prior to the termination of the Control Agreement /Collateral Management Event for the purpose of qualifying the CE/CME End Date, in the case where advance notice is given." ;
rdfs:range common_domain_model:CustomisableOffset .
common_domain_model:safekeepingPeriodExpiry a rdf:Property ;
rdfs:comment "The parties' election to specify the number of days prior to the end of the safekeeping period (Clearstream CTA) purpose of qualifying the CE/CME End Date, in the case where advance notice is given." ;
rdfs:range common_domain_model:CustomisableOffset .
common_domain_model:dateOfTimelyStatement a rdf:Property ;
rdfs:comment "The parties' election to specify the number of days one party has effectively provided the Timely Statement to the other party." ;
rdfs:range common_domain_model:CustomisableOffset .
common_domain_model:ExtraordinaryEvents a rdfs:Class ;
rdfs:comment "Where the underlying is shares, defines market events affecting the issuer of those shares that may require the terms of the transaction to be adjusted." ;
rdfs:seeAlso , .
common_domain_model:mergerEvents a rdf:Property ;
rdfs:range common_domain_model:EquityCorporateEvents .
common_domain_model:failureToDeliver a rdf:Property ;
rdfs:comment "If true, failure to deliver is applicable." ;
rdfs:range xsd:boolean .
common_domain_model:representations a rdf:Property ;
rdfs:range common_domain_model:Representations .
common_domain_model:compositionOfCombinedConsideration a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:tenderOfferEvents a rdf:Property ;
rdfs:range common_domain_model:EquityCorporateEvents .
common_domain_model:nationalizationOrInsolvency a rdf:Property ;
rdfs:range common_domain_model:NationalizationOrInsolvencyOrDelistingEventEnum .
common_domain_model:delisting a rdf:Property ;
rdfs:range common_domain_model:NationalizationOrInsolvencyOrDelistingEventEnum .
common_domain_model:additionalDisruptionEvents a rdf:Property ;
rdfs:range common_domain_model:AdditionalDisruptionEvents .
common_domain_model:indexAdjustmentEvents a rdf:Property ;
rdfs:range common_domain_model:IndexAdjustmentEvents .
common_domain_model:Pric a rdfs:Class .
common_domain_model:bsisPts a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:StrikeSpread a rdfs:Class ;
rdfs:comment "A class for defining a strike spread feature." .
common_domain_model:upperStrike a rdf:Property ;
rdfs:comment "Upper strike in a strike spread." ;
rdfs:range common_domain_model:OptionStrike .
common_domain_model:upperStrikeNumberOfOptions a rdf:Property ;
rdfs:comment "Number of options at the upper strike price in a strike spread." ;
rdfs:range xsd:decimal .
common_domain_model:Substitution a rdfs:Class ;
rdfs:comment "A class to specify the conditions under which the Security Provider can substitute posted collateral. The details required for 'Legacy' agreements are substantially different to those required for newer agreements; where the agreement is a 1994 or 1995 CSA, or 1995 CSD, the legacyConsent attribute needs to be used which contains additional values beyond a simple true/false value." .
common_domain_model:Period a rdfs:Class ;
rdfs:comment "A class to define recurring periods or time offsets." .
common_domain_model:AmountOfNetCapital a rdfs:Class ;
rdfs:comment "The amount of net capital." .
common_domain_model:amountOfNetCapital a rdf:Property ;
rdfs:comment "The amount of net capital." ;
rdfs:range common_domain_model:Money .
common_domain_model:Strike a rdfs:Class ;
rdfs:comment "A class describing a single cap or floor rate." .
common_domain_model:strikeRate a rdf:Property ;
rdfs:comment "The rate for a cap or floor." ;
rdfs:range xsd:decimal .
common_domain_model:FutureValueAmount a rdfs:Class ;
rdfs:comment "A class defining a currency and a future value date." .
common_domain_model:calculationPeriodNumberOfDays a rdf:Property ;
rdfs:comment "The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction." , "The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction." ;
rdfs:domain common_domain_model:CalculationPeriod ;
rdfs:range xsd:integer ;
rdfs:subPropertyOf common_domain_model:calculationPeriodNumberOfDays .
common_domain_model:AutomaticEarlyTermination a rdfs:Class ;
rdfs:comment "A class to specify the Automatic Early Termination provision applicable to a Master Agreement." ;
rdfs:seeAlso , .
common_domain_model:fallbackAET a rdf:Property ;
rdfs:comment "Specifies whether automatic termination applies in the event of certain bankruptcy events." ;
rdfs:range xsd:boolean .
common_domain_model:indemnity a rdf:Property ;
rdfs:comment "Specifies whether indemnity applies in the event AET is applicable to one or both of the parties." ;
rdfs:range xsd:boolean .
common_domain_model:AveragingCalculation a rdfs:Class ;
rdfs:comment "Defines parameters for use in cases when a valuation or other term is based on an average of market observations." .
common_domain_model:precision a rdf:Property ;
rdfs:comment "Rounding applied to the average calculation. " , "Defines rounding rules and precision to be used in the rounding of observations." , "Specifies the rounding precision in terms of a number of decimal places when the number is evaluated in decimal form (not percentage), e.g. 0.09876543 rounded to the nearest 5 decimal places is 0.0987654." ;
rdfs:range common_domain_model:Rounding , xsd:integer ;
rdfs:subPropertyOf common_domain_model:precision .
common_domain_model:FloatingRateIndexFixingTime a rdfs:Class ;
rdfs:comment "This type holds parameters defining the normal fixing time for a floating rate index." ;
rdfs:subClassOf common_domain_model:BusinessCenterTime .
common_domain_model:fixingReason a rdf:Property ;
rdfs:comment "Fixing Reason" ;
rdfs:range xsd:string .
common_domain_model:hourMinuteTime a rdf:Property ;
rdfs:comment "A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00." ;
rdfs:range xsd:time .
common_domain_model:fixingTimeDefinition a rdf:Property ;
rdfs:comment "Legal text that underlies the Fixing Time. ISDA Fixing Time Definition. (e.g. 09:30, Sydney time)." ;
rdfs:range xsd:string .
common_domain_model:OptionalEarlyTermination a rdfs:Class ;
rdfs:comment "A data defining: an early termination provision where either or both parties have the right to exercise." .
common_domain_model:optionalEarlyTerminationAdjustedDates a rdf:Property ;
rdfs:comment "An early termination provision to terminate the trade at fair value where one or both parties have the right to decide on termination." ;
rdfs:range common_domain_model:OptionalEarlyTerminationAdjustedDates .
common_domain_model:singlePartyOption a rdf:Property ;
rdfs:comment "If optional early termination is not available to both parties then this component specifies the buyer and seller of the option. In FpML, this attribute is of type SinglePsrtyOption, which actually consists of the BuyerSeller.model." , "If evergreen termination is not available to both parties then this component specifies the buyer and seller of the option." , "If the ability to extend the contract is not available to both parties then this component specifies the buyer and seller of the option." ;
rdfs:range common_domain_model:BuyerSeller , common_domain_model:PartyRole ;
rdfs:subPropertyOf common_domain_model:singlePartyOption .
common_domain_model:mutualEarlyTermination a rdf:Property ;
rdfs:comment "Used for specifying whether the Mutual Early Termination Right that is detailed in the Master Confirmation will apply." ;
rdfs:range xsd:boolean .
common_domain_model:cashSettlement a rdf:Property ;
rdfs:comment "If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement procedure. If not specified, then physical settlement is applicable." ;
rdfs:domain common_domain_model:OptionalEarlyTermination ;
rdfs:range common_domain_model:SettlementTerms ;
rdfs:subPropertyOf common_domain_model:cashSettlement .
common_domain_model:CollateralGuarantorType a rdfs:Class ;
rdfs:comment "Specifies the origin of entity guaranteeing the collateral." .
common_domain_model:guarantorType a rdf:Property ;
rdfs:comment "Specifies the origin of entity guaranteeing the collateral." ;
rdfs:range common_domain_model:CollateralEntityTypeEnum .
common_domain_model:Workflow a rdfs:Class ;
rdfs:comment "A collection of workflow steps which together make up an entire workflow sequence." .
common_domain_model:steps a rdf:Property ;
rdfs:range common_domain_model:WorkflowStep .
common_domain_model:CalculationPeriodData a rdfs:Class .
common_domain_model:isFirstPeriod a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:daysInLeapYearPeriod a rdf:Property ;
rdfs:range xsd:integer .
common_domain_model:isLastPeriod a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:daysInPeriod a rdf:Property ;
rdfs:range xsd:integer .
common_domain_model:CreditSupportAgreementInitialMarginElections a rdfs:Class ;
rdfs:comment "The set of elections which specify an Initial Margin Credit Support Annex or Deed." ;
rdfs:subClassOf common_domain_model:CreditSupportAgreementElectionsBase .
common_domain_model:substitutedRegime a rdf:Property ;
rdfs:comment "The specification of Additional regimes for purposes of determining whether a Regulatory Event has occurred." ;
rdfs:range common_domain_model:SubstitutedRegime .
common_domain_model:postingObligations a rdf:Property ;
rdfs:comment "The security providers posting obligations." ;
rdfs:range common_domain_model:PostingObligations .
common_domain_model:additionalAmendments a rdf:Property ;
rdfs:comment "Any additional amendments that might be specified by the parties to the agreement." ;
rdfs:range xsd:string .
common_domain_model:jurisdictionRelatedTerms a rdf:Property ;
rdfs:comment "The jurisdiction specific terms relevant to the agreement." , "The jurisdiction specific terms." ;
rdfs:domain common_domain_model:SecurityAgreementElections ;
rdfs:range common_domain_model:JurisdictionRelatedTerms ;
rdfs:subPropertyOf common_domain_model:jurisdictionRelatedTerms .
common_domain_model:processAgent a rdf:Property ;
rdfs:comment "The Process Agent that might be appointed by the parties to the agreement." ;
rdfs:range common_domain_model:ProcessAgent ;
rdfs:subPropertyOf common_domain_model:processAgent .
common_domain_model:identifiedCrossCurrencySwap a rdf:Property ;
rdfs:comment "The qualification of whether cross-currency swaps need to be identified in the Confirmation so that the obligations to exchange principal be disregarded for the purpose of determining the Delivery Amount or Return Amount." ;
rdfs:range xsd:boolean .
common_domain_model:sensitivityMethodologies a rdf:Property ;
rdfs:comment "The specification of methodologies to compute sensitivities specific to the agreement." ;
rdfs:range common_domain_model:SensitivityMethodologies .
common_domain_model:trustSchemeAddendum a rdf:Property ;
rdfs:comment "The qualification of whether Trust Scheme Addendum is applicable (True) or not applicable (False)." ;
rdfs:range xsd:boolean .
common_domain_model:minimumTransferAmountAmendment a rdf:Property ;
rdfs:comment "The bespoke provision that might be specified by the parties to the agreement applicable to Minimum Transfer Amount. Unless specified the definition of Minimum Transfer Amount in any Other Regulatory CSA has the meaning specified in such Other Regulatory CSA." ;
rdfs:range common_domain_model:MinimumTransferAmountAmendment .
common_domain_model:interpretationTerms a rdf:Property ;
rdfs:comment "The bespoke provision that might be specified by the parties to the agreement applicable to Interpretations." ;
rdfs:range xsd:string .
common_domain_model:terminationCurrencyAmendment a rdf:Property ;
rdfs:comment "The bespoke provision that might be specified by the parties to the agreement applicable to Termination Currency. Unless specified the definition of Termination Currency has the meaning specified in the Schedule to the ISDA Master Agreement." ;
rdfs:range common_domain_model:TerminationCurrencyAmendment .
common_domain_model:clientAssetSourcebookAdditionalLanguage a rdf:Property ;
rdfs:comment "Details of language relating to Client Asset and Money Rules (CASS)." ;
rdfs:range xsd:string .
common_domain_model:oneWayProvisions a rdf:Property ;
rdfs:comment "The determination of whether the One Way Provisions are applicable (true) or not applicable (false)." ;
rdfs:range common_domain_model:OneWayProvisions .
common_domain_model:generalSimmElections a rdf:Property ;
rdfs:comment "The specification of the ISDA SIMM Method for all Covered Transactions with respect to all Regimes." ;
rdfs:range common_domain_model:GeneralSimmElections .
common_domain_model:rightsEvents a rdf:Property ;
rdfs:comment "The bespoke provisions that might be specified by the parties to the agreement to specify the rights of Security Taker and/or Security Provider when an Early Termination or Access Condition event has occurred." ;
rdfs:domain common_domain_model:CollateralTransferAgreementElections ;
rdfs:range common_domain_model:RightsEvents ;
rdfs:subPropertyOf common_domain_model:rightsEvents .
common_domain_model:appropriatedCollateralValuation a rdf:Property ;
rdfs:comment "The election for the Valuation of Appropriate Collateral." ;
rdfs:range common_domain_model:AppropriatedCollateralValuation .
common_domain_model:MarginCallResponseAction a rdfs:Class ;
rdfs:comment "Specifies the margin call action details, including collateral to be moved and its direction." .
common_domain_model:collateralPositionComponent a rdf:Property ;
rdfs:comment "Specifies the collateral to be moved and its direction." ;
rdfs:range common_domain_model:CollateralPosition .
common_domain_model:marginCallAction a rdf:Property ;
rdfs:comment "Specifies the margin call action details, specified as either Delivery or Return." ;
rdfs:range common_domain_model:MarginCallActionEnum .
common_domain_model:FloatingRateSpecification a rdfs:Class ;
rdfs:comment "A class to specify the floating interest rate by extending the floating rate definition with a set of attributes that specify such rate: the initial value specified as part of the trade, the rounding convention, the averaging method and the negative interest rate treatment." ;
rdfs:subClassOf common_domain_model:FloatingRate .
common_domain_model:ExerciseInstruction a rdfs:Class ;
rdfs:comment "Specifies the information required to communicate the choices made by the exercising party, in a financial product endowing the party with at least one option." .
common_domain_model:exerciseDate a rdf:Property ;
rdfs:comment "Specifies the date on which an option contained within the financial product would be exercised. The date may be omitted if the contractual product allows for only a single date of exercise (European exercise)." ;
rdfs:range common_domain_model:AdjustableOrAdjustedDate .
common_domain_model:exerciseOption a rdf:Property ;
rdfs:comment "Specifies the Option Payout being exercised on the trade." ;
rdfs:range common_domain_model:OptionPayout .
common_domain_model:exerciseQuantity a rdf:Property ;
rdfs:comment "Contains instructions for exercising the option including a quantity change, and optionally a transfer." ;
rdfs:range common_domain_model:PrimitiveInstruction .
common_domain_model:exerciseTime a rdf:Property ;
rdfs:comment "Specifies the time at which an option contained within the financial product woulld be exercised. The time may be omitted if the contractual product allows for only a single time of exercise (European exercise). " ;
rdfs:range common_domain_model:BusinessCenterTime .
common_domain_model:replacementTradeIdentifier a rdf:Property ;
rdfs:comment "Specifies the trade identifier to apply to the replacement trade for physical exercise." ;
rdfs:range common_domain_model:TradeIdentifier .
common_domain_model:FallbackRateParameters a rdfs:Class ;
rdfs:comment "Defines the structure needed to represent fallback rate parameters. This type is used to represent modular computed rates in interestRatePayouts." .
common_domain_model:spreadAdjustment a rdf:Property ;
rdfs:comment "The economic spread applied to the underlying fallback rate to replicate the original risky rate." ;
rdfs:range xsd:decimal .
common_domain_model:ResetInstruction a rdfs:Class ;
rdfs:comment "Defines the information needed to create a Reset Business Event. " .
common_domain_model:rateRecordDate a rdf:Property ;
rdfs:comment "Specifies the 'Rate Record Day' for a Fallback rate. Fallback rate fixing processes typically set the fixing rate in arrears, i.e., the Fallback Rate corresponding to a Rate Record Date is set at the end of the interest accural period. When this applies, Reset->resetDate occurs at the end of the interest period, and the Reset->rateRecordDate occurs near the start of the interest period. The Reset->rateRecordDate and Reset->observations->observationIdentifier->observationDate will differ if a Fallback rate is unavailable on the Rate Record Date, and the latest previous available rate is used as the observation." ;
rdfs:range xsd:date .
common_domain_model:SchmeNm a rdfs:Class .
common_domain_model:prtry a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:PartyIdentifier a rdfs:Class ;
rdfs:comment "Comprises an identifier and a source. The associated metadata key denotes the ability to associate a hash value to the PartyIdentifier instantiations for the purpose of model cross-referencing, in support of functionality such as the event effect and the lineage." .
common_domain_model:AssetType a rdfs:Class ;
rdfs:comment "Represents a class to allow specification of the asset product type." .
common_domain_model:fundType a rdf:Property ;
rdfs:comment "Represents a filter based on the type of fund." , "Identifies the type of fund." ;
rdfs:domain common_domain_model:AssetType ;
rdfs:range common_domain_model:FundProductTypeEnum ;
rdfs:subPropertyOf common_domain_model:fundType .
common_domain_model:securityType a rdf:Property ;
rdfs:comment "Represents a filter based on the type of security." , "Identifies the type of security using an enumerated list." ;
rdfs:domain common_domain_model:AssetType ;
rdfs:range common_domain_model:SecurityTypeEnum ;
rdfs:subPropertyOf common_domain_model:securityType .
common_domain_model:otherAssetType a rdf:Property ;
rdfs:comment "Specifies the eligible asset type when not enumerated." ;
rdfs:range xsd:string .
common_domain_model:equityType a rdf:Property ;
rdfs:comment "Represents a filter based on the type of equity." , "Identifies the type of equity." ;
rdfs:range common_domain_model:EquityType , common_domain_model:EquityTypeEnum ;
rdfs:subPropertyOf common_domain_model:equityType .
common_domain_model:NaturalPersonRole a rdfs:Class ;
rdfs:comment "A class to specify the role(s) that natural person(s) may have in relation to the contract." .
common_domain_model:personReference a rdf:Property ;
rdfs:comment "A reference to the natural person to whom the role refers to." ;
rdfs:range common_domain_model:NaturalPerson .
common_domain_model:SpinOff a rdfs:Class ;
rdfs:comment "Defines the underlier for both the Parent Company and the Child Compagny involved in Spin Off corporate action, as well as th respective price observation for each." .
common_domain_model:parentSecurity a rdf:Property ;
rdfs:comment "Defines the underlier for the Parent Company involved in Spin Off corporate action." ;
rdfs:range common_domain_model:Security .
common_domain_model:parentSecurityPrice a rdf:Property ;
rdfs:comment "The price observation that relates to underlier for the Parent Company." ;
rdfs:range common_domain_model:Price .
common_domain_model:childSecurity a rdf:Property ;
rdfs:comment "Defines the underlier for the Child Company involved in Spin Off corporate action." ;
rdfs:range common_domain_model:Security .
common_domain_model:childSecurityPrice a rdf:Property ;
rdfs:comment "The price observation that relates to underlier for the Child Company." ;
rdfs:range common_domain_model:Price .
common_domain_model:AgreementName a rdfs:Class ;
rdfs:comment "Specifies the agreement name through an agreement type and optional detailed sub agreement type." .
common_domain_model:masterConfirmationAnnexType a rdf:Property ;
rdfs:comment "The type of master confirmation annex executed between the parties." ;
rdfs:range common_domain_model:MasterConfirmationAnnexTypeEnum .
common_domain_model:creditSupportAgreementType a rdf:Property ;
rdfs:comment "Specification of the credit support agreement type." ;
rdfs:range common_domain_model:CreditSupportAgreementTypeEnum .
common_domain_model:contractualMatrix a rdf:Property ;
rdfs:comment "A reference to a contractual matrix of elected terms/values (such as those published by ISDA) that shall be deemed to apply to the trade. The applicable matrix is identified by reference to a name and optionally a publication date. Depending on the structure of the matrix, an additional term (specified in the matrixTerm element) may be required to further identify a subset of applicable terms/values within the matrix." ;
rdfs:range common_domain_model:ContractualMatrix .
common_domain_model:creditSupportAgreementMarginType a rdf:Property ;
rdfs:comment "specifies the type of margin for which a legal agreement is named." ;
rdfs:range common_domain_model:CollateralMarginTypeEnum .
common_domain_model:masterAgreementType a rdf:Property ;
rdfs:comment "Specification of the master agreement type." ;
rdfs:range common_domain_model:MasterAgreementTypeEnum .
common_domain_model:brokerConfirmationType a rdf:Property ;
rdfs:comment "The type of broker confirmation executed between the parties." ;
rdfs:domain common_domain_model:BrokerConfirmation ;
rdfs:range common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:subPropertyOf common_domain_model:brokerConfirmationType .
common_domain_model:contractualTermsSupplement a rdf:Property ;
rdfs:comment "A contractual supplement (such as those published by ISDA) that will apply to the trade." ;
rdfs:range common_domain_model:ContractualTermsSupplement .
common_domain_model:agreementType a rdf:Property ;
rdfs:comment "Specification of the legal agreement type." ;
rdfs:range common_domain_model:LegalAgreementTypeEnum .
common_domain_model:otherAgreement a rdf:Property ;
rdfs:comment "Definition of an agreement that is not enumerated in the CDM." ;
rdfs:range xsd:string .
common_domain_model:contractualDefinitionsType a rdf:Property ;
rdfs:comment "The definitions such as those published by ISDA that will define the terms of the trade." ;
rdfs:range common_domain_model:ContractualDefinitionsEnum .
common_domain_model:masterConfirmationType a rdf:Property ;
rdfs:comment "The type of master confirmation executed between the parties." ;
rdfs:range common_domain_model:MasterConfirmationTypeEnum .
common_domain_model:ContactInformation a rdfs:Class ;
rdfs:comment "A class to specify contact information associated with a party: telephone, postal/street address, email and web page." .
common_domain_model:telephone a rdf:Property ;
rdfs:comment "The telephone number." ;
rdfs:range common_domain_model:TelephoneNumber .
common_domain_model:address a rdf:Property ;
rdfs:comment "The street/postal address." ;
rdfs:range common_domain_model:Address .
common_domain_model:email a rdf:Property ;
rdfs:comment "The email address." ;
rdfs:range xsd:string .
common_domain_model:webPage a rdf:Property ;
rdfs:comment "The web page. This attribute is not specified as part of the FpML ContactInformation complex type." ;
rdfs:range xsd:string .
common_domain_model:CalculationAndTimingBase a rdfs:Class ;
rdfs:comment "A logical container designed to hold a set of related data. In this case, designed to hold a set of clauses that are common amongst Legacy (1994/95), Variation Margin and Initial Margin Credit Support Documents in regards to Calculation, Valuation and Timing terms." .
common_domain_model:Asset a rdfs:Class ;
rdfs:comment "An Asset is defined as something that can be owned and transferred in the financial markets. As a choice data type, one and only one of the attributes must be used." .
common_domain_model:GeneralInconvertibility a rdfs:Class .
common_domain_model:generalInconvertibilityIsApplicable a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:TradePricingReport a rdfs:Class ;
rdfs:comment "The attributes that are specific for consensus based pricing reporting." .
common_domain_model:pricingTime a rdf:Property ;
rdfs:comment "The regional exchange close time for the underlying contract,including time zone, at which the trades should be priced. This provides an indication for which regional snapshot should be used for pricing primarily for Global markets where there are multiple regional close times." ;
rdfs:range common_domain_model:TimeZone .
common_domain_model:discountingIndex a rdf:Property ;
rdfs:comment "It specifies the interest payable on collateral delivered under a CSA covering the trade." ;
rdfs:range common_domain_model:FloatingRateIndexEnum .
common_domain_model:BusinessUnit a rdfs:Class ;
rdfs:comment "A class to specify an organizational unit." .
common_domain_model:MarginApproach a rdfs:Class ;
rdfs:comment "A class for selection of Margin Approach." .
common_domain_model:MandatoryEarlyTermination a rdfs:Class ;
rdfs:comment "A data to: define an early termination provision for which exercise is mandatory." .
common_domain_model:mandatoryEarlyTerminationDate a rdf:Property ;
rdfs:comment "The early termination date associated with a mandatory early termination of a swap." ;
rdfs:range common_domain_model:AdjustableDate .
common_domain_model:mandatoryEarlyTerminationAdjustedDates a rdf:Property ;
rdfs:comment "The adjusted dates associated with a mandatory early termination provision. These dates have been adjusted for any applicable business day convention." ;
rdfs:range common_domain_model:MandatoryEarlyTerminationAdjustedDates .
common_domain_model:ExerciseEvent a rdfs:Class ;
rdfs:comment "A data defining: the adjusted dates associated with a particular exercise event." .
common_domain_model:adjustedCashSettlementValuationDate a rdf:Property ;
rdfs:comment "The date by which the cash settlement amount must be agreed. This date should already be adjusted for any applicable business day convention." ;
rdfs:range xsd:date ;
rdfs:subPropertyOf common_domain_model:adjustedCashSettlementValuationDate .
common_domain_model:adjustedExerciseFeePaymentDate a rdf:Property ;
rdfs:comment "The date on which the exercise fee amount is paid. This date should already be adjusted for any applicable business day convention." ;
rdfs:range xsd:date .
common_domain_model:adjustedCashSettlementPaymentDate a rdf:Property ;
rdfs:comment "The date on which the cash settlement amount is paid. This date should already be adjusted for any applicable business day convention." , "The date on which the cash settlement amount is paid. This date should already be adjusted for any applicable business date convention." ;
rdfs:range xsd:date ;
rdfs:subPropertyOf common_domain_model:adjustedCashSettlementPaymentDate .
common_domain_model:adjustedRelevantSwapEffectiveDate a rdf:Property ;
rdfs:comment "The effective date of the underlying swap associated with a given exercise date. This date should already be adjusted for any applicable business day convention." ;
rdfs:range xsd:date .
common_domain_model:GlobalMasterSecuritiesLendingAgreement a rdfs:Class ;
rdfs:comment "The set of elections that define a GMSLA." ;
rdfs:subClassOf common_domain_model:MasterAgreementBase .
common_domain_model:eventsOfDefault a rdf:Property ;
rdfs:comment "The definitions regarding any different events of default relating to the GMSLA." ;
rdfs:range common_domain_model:EventsOfDefault .
common_domain_model:EnforcementEvent a rdfs:Class ;
rdfs:comment "A class to specify Enforcement Events specific to Security Agreements." .
common_domain_model:earlyTerminationDate a rdf:Property ;
rdfs:comment "The early termination election." ;
rdfs:range xsd:boolean .
common_domain_model:failureToPay a rdf:Property ;
rdfs:comment "The failure to pay election." , "A credit event. This credit event triggers, after the expiration of any applicable grace period, if the reference entity fails to make due payments in an aggregate amount of not less than the payment requirement on one or more obligations (e.g. a missed coupon payment). ISDA 2003 Term: Failure to Pay." ;
rdfs:domain common_domain_model:CreditEvents ;
rdfs:range xsd:boolean , common_domain_model:FailureToPay ;
rdfs:subPropertyOf common_domain_model:failureToPay .
common_domain_model:AveragingFeature a rdfs:Class ;
rdfs:comment "As per ISDA 2002 Definitions." .
common_domain_model:averagingPeriodOut a rdf:Property ;
rdfs:comment "The averaging out period." ;
rdfs:range common_domain_model:AveragingPeriod .
common_domain_model:averagingPeriodIn a rdf:Property ;
rdfs:comment "The averaging in period." ;
rdfs:range common_domain_model:AveragingPeriod .
common_domain_model:averagingInOut a rdf:Property ;
rdfs:range common_domain_model:AveragingInOutEnum .
common_domain_model:strikeFactor a rdf:Property ;
rdfs:comment "The factor of strike." ;
rdfs:range xsd:decimal .
common_domain_model:NegativeCriteria a rdfs:Class ;
rdfs:comment "Used to apply a NOT logic condition to a single Collateral Criteria." .
common_domain_model:negativeCriteria a rdf:Property ;
rdfs:range common_domain_model:CollateralCriteria .
common_domain_model:OrdrTrnsmssn a rdfs:Class .
common_domain_model:trnsmssnInd a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:EquityUnderlierProvisions a rdfs:Class .
common_domain_model:multipleExchangeIndexAnnexFallback a rdf:Property ;
rdfs:comment "For an index option or swap transaction, a flag to indicate whether a relevant Multiple Exchange Index Annex is applicable to the transaction. This annex defines additional provisions which are applicable where an index is comprised of component securities that are traded on multiple exchanges." , "For an index option transaction, a flag to indicate whether a relevant Multiple Exchange Index Annex is applicable to the transaction. This annex defines additional provisions which are applicable where an index is comprised of component securities that are traded on multiple exchanges." ;
rdfs:domain common_domain_model:EquityUnderlierProvisions ;
rdfs:range xsd:boolean ;
rdfs:subPropertyOf common_domain_model:multipleExchangeIndexAnnexFallback .
common_domain_model:componentSecurityIndexAnnexFallback a rdf:Property ;
rdfs:comment "For an index option or swap transaction, a flag to indicate whether a relevant Component Security Index Annex is applicable to the transaction." , "For an index option transaction, a flag to indicate whether a relevant Component Security Index Annex is applicable to the transaction." ;
rdfs:domain common_domain_model:EquityUnderlierProvisions ;
rdfs:range xsd:boolean ;
rdfs:subPropertyOf common_domain_model:componentSecurityIndexAnnexFallback .
common_domain_model:localJurisdiction a rdf:Property ;
rdfs:comment "The ISO 3166 standard code for the country within which the postal address is located." ;
rdfs:range xsd:string .
common_domain_model:relevantJurisdiction a rdf:Property ;
rdfs:comment "The ISO 3166 standard code for the country within which the postal address is located." ;
rdfs:range xsd:string .
common_domain_model:CalculationPeriodBase a rdfs:Class ;
rdfs:comment "The calculation period adjusted start and end dates, which are the baseline arguments needed to compute an interest accrual calculation." .
common_domain_model:adjustedStartDate a rdf:Property ;
rdfs:comment "The calculation period start date, adjusted according to any relevant business day convention." ;
rdfs:range xsd:date .
common_domain_model:adjustedEndDate a rdf:Property ;
rdfs:comment "The calculation period end date, adjusted according to any relevant business day convention." ;
rdfs:range xsd:date .
common_domain_model:CreditLimitInformation a rdfs:Class ;
rdfs:comment "A class to represent the credit limit utilisation information." .
common_domain_model:limitApplicable a rdf:Property ;
rdfs:range common_domain_model:LimitApplicableExtended .
common_domain_model:QuantitySchedule a rdfs:Class ;
rdfs:comment "Specifies a quantity schedule to be associated to a financial product to represent a trade amount. This data type extends MeasureSchedule with several unit or multiplier attributes that are used to define financial quantities. This data type is generically based on a schedule and can also be used to represent a quantity as a single value." ;
rdfs:subClassOf common_domain_model:MeasureSchedule .
common_domain_model:IndependentAmount a rdfs:Class ;
rdfs:comment "A class specifying the Independent Amount as the combination of a payer/receiver, a payment amount, a payment date and an associated payment calculation rule." ;
rdfs:subClassOf common_domain_model:PartyReferencePayerReceiver .
common_domain_model:paymentDetail a rdf:Property ;
rdfs:comment "An attribute that specifies a payment as the combination of a payment amount, a payment date and an associated payment calculation rule." ;
rdfs:range common_domain_model:PaymentDetail .
common_domain_model:Inventory a rdfs:Class ;
rdfs:comment "A data type that can be used to describe an inventory of securities." .
common_domain_model:inventoryRecord a rdf:Property ;
rdfs:comment "An array holding the list of inventory being described. Each element in the inventoryRecord array represents an individual piece of inventory i.e. a security." ;
rdfs:range common_domain_model:InventoryRecord .
common_domain_model:RatingAgencyValue a rdfs:Class ;
rdfs:comment "A logical container designed to hold a set of related data. In this case the Rating Agency, Rating Value and Rating Type." ;
rdfs:subClassOf common_domain_model:CreditNotation .
common_domain_model:MasterAgreementVariableSet a rdfs:Class ;
rdfs:comment "Defines a type where additional variables associated to clauses and their variants can be described." .
common_domain_model:EquityCorporateEvents a rdfs:Class ;
rdfs:comment "A class for defining the merger events and their treatment." ;
rdfs:seeAlso .
common_domain_model:shareForShare a rdf:Property ;
rdfs:comment "Shall occur if a Merger Event occurs and the consideration for the relevant Security consists solely of Combined Consideration." ;
rdfs:range common_domain_model:ShareExtraordinaryEventEnum .
common_domain_model:shareForOther a rdf:Property ;
rdfs:comment "Shall occur if a Merger Event occurs and the consideration for the relevant Security consists solely of Other Consideration." ;
rdfs:range common_domain_model:ShareExtraordinaryEventEnum .
common_domain_model:shareForCombined a rdf:Property ;
rdfs:comment "Shall occur if a Merger Event occurs and the consideration for the relevant Security consists solely of Combined Consideration." ;
rdfs:range common_domain_model:ShareExtraordinaryEventEnum .
common_domain_model:Basket a rdfs:Class ;
rdfs:comment "Defines a custom basket by referencing an identifier and its constituents." ;
rdfs:subClassOf common_domain_model:AssetBase .
common_domain_model:PriceSourceDisruption a rdfs:Class ;
rdfs:comment "A data defining: the parameters used to get a price quote to replace the settlement rate option that is disrupted." .
common_domain_model:FxFixingDate a rdfs:Class ;
rdfs:comment "Extends the Offset structure to specify an FX fixing date as an offset to dates specified somewhere else in the document." ;
rdfs:subClassOf common_domain_model:Offset .
common_domain_model:dateRelativeToValuationDates a rdf:Property ;
rdfs:comment "The calculation period references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure. Implemented for Brazilian-CDI swaps where it will refer to the termination date of the appropriate leg." ;
rdfs:range common_domain_model:DateRelativeToValuationDates .
common_domain_model:dateRelativeToCalculationPeriodDates a rdf:Property ;
rdfs:comment "The calculation period references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure. Implemented for Brazilian-CDI swaps where it will refer to the termination date of the appropriate leg." ;
rdfs:range common_domain_model:DateRelativeToCalculationPeriodDates .
common_domain_model:dateRelativeToPaymentDates a rdf:Property ;
rdfs:comment "The payment date references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure." ;
rdfs:range common_domain_model:DateRelativeToPaymentDates .
common_domain_model:ThresholdMinimumTransferAmountBase a rdfs:Class ;
rdfs:comment "A logical container designed to hold a set of related data. In this case, designed to hold a set of information required to specify conditions under which Threshold or Minimum Transfer Amount can fall to zero." .
common_domain_model:zeroEvent a rdf:Property ;
rdfs:comment "Indicates whether a trigger applies for the Threshold or Minimum Transfer Amount to fall to zero. If 'True' then such a trigger exists." ;
rdfs:range xsd:boolean .
common_domain_model:event a rdf:Property ;
rdfs:comment "Specifies the relevant trigger for the Threshold or Minimum Transfer Amount to fall to zero." ;
rdfs:range common_domain_model:ZeroEventEnum .
common_domain_model:PrincipalPayments a rdfs:Class ;
rdfs:comment "A class defining which principal exchanges occur for the stream." .
common_domain_model:finalPayment a rdf:Property ;
rdfs:comment "A true/false flag to indicate whether there is a final exchange of principal on the termination date." ;
rdfs:range xsd:boolean .
common_domain_model:intermediatePayment a rdf:Property ;
rdfs:comment "A true/false flag to indicate whether there are intermediate or interim exchanges of principal during the term of the swap." ;
rdfs:range xsd:boolean .
common_domain_model:varyingLegNotionalCurrency a rdf:Property ;
rdfs:comment "Indicate the Payout legs which nominal amount may vary in regards of FX Fixing dates as determined in the product terms." ;
rdfs:range xsd:string .
common_domain_model:principalPaymentSchedule a rdf:Property ;
rdfs:comment "Describe dates schedules for Principal Exchanges and related role of the parties when known." ;
rdfs:range common_domain_model:PrincipalPaymentSchedule .
common_domain_model:initialPayment a rdf:Property ;
rdfs:comment "A true/false flag to indicate whether there is an initial exchange of principal on the effective date." ;
rdfs:range xsd:boolean .
common_domain_model:CreditSupportObligationsInitialMargin a rdfs:Class ;
rdfs:comment "Specification of the Credit Support Obligations applicable to the Initial Margin Credit Support Annex." ;
rdfs:seeAlso , , ;
rdfs:subClassOf common_domain_model:CreditSupportObligationsBase .
common_domain_model:TransferBase a rdfs:Class ;
rdfs:comment "Defines the movement of an Asset (eg cash, securities or commodities) between two parties on a date." ;
rdfs:subClassOf common_domain_model:AssetFlowBase .
common_domain_model:ClearingInstruction a rdfs:Class ;
rdfs:comment "All information required to perform the clear life cycle event; the clearing party (CCP), the two parties facing each other on the alpha contract, and optionally the parties acting as clearing members." .
common_domain_model:alphaContract a rdf:Property ;
rdfs:comment "The contract that will be submitted to the clearing house for clearing. The contract should indicate that it should be cleared by assigning a clearing organisation as a party role." ;
rdfs:range common_domain_model:TradeState .
common_domain_model:party2 a rdf:Property ;
rdfs:comment "Second party facing the CCP if it is clearing for its own account." ;
rdfs:range common_domain_model:Party .
common_domain_model:isOpenOffer a rdf:Property ;
rdfs:comment "Open Offer" ;
rdfs:range xsd:boolean .
common_domain_model:clearingParty a rdf:Property ;
rdfs:comment "The Central Counter party (CCP) that the contract will be submitted to for clearing." ;
rdfs:range common_domain_model:Party .
common_domain_model:clearerParty2 a rdf:Property ;
rdfs:comment "Optional party facing the CCP, acting as clearing member for party2." ;
rdfs:range common_domain_model:Party .
common_domain_model:party1 a rdf:Property ;
rdfs:comment "First party facing the CCP if it is clearing for its own account." ;
rdfs:range common_domain_model:Party .
common_domain_model:clearerParty1 a rdf:Property ;
rdfs:comment "Optional party facing the CCP, acting as clearing member for party1." ;
rdfs:range common_domain_model:Party .
common_domain_model:ExerciseTerms a rdfs:Class ;
rdfs:comment "A class defining the exercise period for an option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees." .
common_domain_model:commencementDate a rdf:Property ;
rdfs:comment "The first day of the exercise period for an American style option." ;
rdfs:range common_domain_model:AdjustableOrRelativeDate .
common_domain_model:expirationTime a rdf:Property ;
rdfs:comment "The latest time for exercise on expirationDate. It is made mandatory given that for all option styles, this field is required." ;
rdfs:range common_domain_model:BusinessCenterTime .
common_domain_model:exerciseDates a rdf:Property ;
rdfs:comment "The dates that define the Bermuda option exercise dates and the expiration date. The last specified date is assumed to be the expiration date. The dates can either be specified as a series of explicit dates and associated adjustments or as a series of dates defined relative to another schedule of dates, for example, the calculation period start dates. Where a relative series of dates are defined the first and last possible exercise dates can be separately specified." ;
rdfs:range common_domain_model:AdjustableOrRelativeDates .
common_domain_model:style a rdf:Property ;
rdfs:comment "Whether the option has a single exercise (european), multiple exercise dates (bermuda), or a continuous range of exercise (american)." ;
rdfs:range common_domain_model:OptionExerciseStyleEnum .
common_domain_model:exerciseProcedure a rdf:Property ;
rdfs:comment "The set of parameters defining the procedure associated with the exercise, e.g. manual exercise." ;
rdfs:range common_domain_model:ExerciseProcedure .
common_domain_model:partialExercise a rdf:Property ;
rdfs:comment "As defined in the 2000 ISDA Definitions, Section 12.3. Partial Exercise, the buyer of the option has the right to exercise all or less than all the notional amount of the underlying swap on the expiration date, but may not exercise less than the minimum notional amount, and if an integral multiple amount is specified, the notional amount exercised must be equal to, or be an integral multiple of, the integral multiple amount." ;
rdfs:range common_domain_model:PartialExercise .
common_domain_model:relevantUnderlyingDate a rdf:Property ;
rdfs:comment "The effective date on the underlying product if the option is exercised. For example, for a swaption it is the swap effective date, for an option on an FX spot or forward it is the value date for settlement, and in an extendible/cancelable provision it is the swap termination date, which is the date on which the termination is effective.'" ;
rdfs:range common_domain_model:AdjustableOrRelativeDates .
common_domain_model:latestExerciseTime a rdf:Property ;
rdfs:comment "For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day." ;
rdfs:range common_domain_model:BusinessCenterTime .
common_domain_model:exerciseFeeSchedule a rdf:Property ;
rdfs:comment "The fees associated with an exercise date. The fees are conditional on the exercise occurring. The fees can be specified as actual currency amounts or as percentages of the notional amount being exercised." ;
rdfs:range common_domain_model:ExerciseFeeSchedule .
common_domain_model:earliestExerciseTime a rdf:Property ;
rdfs:comment "The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) to, and including, the expiration date." ;
rdfs:range common_domain_model:BusinessCenterTime .
common_domain_model:multipleExercise a rdf:Property ;
rdfs:comment "As defined in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more that the maximum notional amount, and if an integral multiple amount is specified, the notional amount exercised must be equal to, or be an integral multiple of, the integral multiple amount." ;
rdfs:range common_domain_model:MultipleExercise .
common_domain_model:exerciseFee a rdf:Property ;
rdfs:comment "A fee to be paid on exercise. This could be represented as an amount or a rate and notional reference on which to apply the rate." ;
rdfs:range common_domain_model:ExerciseFee .
common_domain_model:expirationTimeType a rdf:Property ;
rdfs:comment "The time of day at which the equity option expires, for example the official closing time of the exchange." ;
rdfs:range common_domain_model:ExpirationTimeTypeEnum .
common_domain_model:PriceSchedule a rdfs:Class ;
rdfs:comment "Specifies the price of a financial instrument in a trade as a schedule of measures. A price generically expresses the value of an exchange as a ratio: it measures the amount of one thing needed to be exchanged for 1 unit of another thing (e.g. cash in a specific currency in exchange for a bond or share). This generic representation can be used to support any type of financial price beyond just cash price: e.g. an interest rate, a foreign exchange rate, etc. This data type is generically based on a schedule and can also be used to represent a price as a single value." ;
rdfs:subClassOf common_domain_model:MeasureSchedule .
common_domain_model:BillingInstruction a rdfs:Class ;
rdfs:comment "Specifies the instructions for creation of a Security Lending billing invoice." .
common_domain_model:billingStartDate a rdf:Property ;
rdfs:comment "The starting date of the period described by this invoice" ;
rdfs:range xsd:date .
common_domain_model:sendingParty a rdf:Property ;
rdfs:comment "The party issuing the invoice" ;
rdfs:range common_domain_model:Party .
common_domain_model:receivingParty a rdf:Property ;
rdfs:comment "The party receiving the invoice" ;
rdfs:range common_domain_model:Party .
common_domain_model:billingEndDate a rdf:Property ;
rdfs:comment "The ending date of the period described by this invoice" ;
rdfs:range xsd:date .
common_domain_model:billingRecordInstruction a rdf:Property ;
rdfs:comment "Instructions for creating the billing records contained within the invoice" ;
rdfs:range common_domain_model:BillingRecordInstruction .
common_domain_model:billingSummary a rdf:Property ;
rdfs:comment "The billing summaries contained within the invoice" ;
rdfs:domain common_domain_model:BillingInstruction ;
rdfs:range common_domain_model:BillingSummaryInstruction , common_domain_model:BillingSummary ;
rdfs:subPropertyOf common_domain_model:billingSummary .
common_domain_model:ReferenceSwapCurve a rdfs:Class ;
rdfs:comment "A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve." .
common_domain_model:swapUnwindValue a rdf:Property ;
rdfs:range common_domain_model:SwapCurveValuation .
common_domain_model:makeWholeAmount a rdf:Property ;
rdfs:comment "Amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date. (The market practice in the convertible bond option space being that the buyer should be penalised if he/she exercises the option early on.)" ;
rdfs:range common_domain_model:MakeWholeAmount .
common_domain_model:BusinessDayAdjustments a rdfs:Class ;
rdfs:comment "A class defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business center." .
common_domain_model:StockSplitInstruction a rdfs:Class ;
rdfs:comment "Data required to perform a stock split business event." .
common_domain_model:adjustmentRatio a rdf:Property ;
rdfs:comment "The number that denotes the cumulative quantity of post-split shares issued to shareholders versus the quantity of pre-split shares previously issued to shareholders. This number will be multiplied by existing shares in an equity derivative contract or other positions to determine the post-split number of shares. With regard to any reference to price, the pre-split reference price will be divided by this number to determine the post-split reference price." ;
rdfs:range xsd:decimal .
common_domain_model:DebtRedemption a rdfs:Class ;
rdfs:comment "Specifies the redemption features and whether the redemption right is exercised at the discretion of the issuer or the holder." .
common_domain_model:redemptionType a rdf:Property ;
rdfs:comment "Specifies the contractual redemption or conversion features associated with a debt security." ;
rdfs:range common_domain_model:RedemptionTypeEnum .
common_domain_model:putCall a rdf:Property ;
rdfs:comment "Specifies the embedded option feature of a debt security." ;
rdfs:range common_domain_model:PutCallEnum .
common_domain_model:SecurityAgreementElections a rdfs:Class ;
rdfs:comment "The set of elections which specify a Security Agremeent." .
common_domain_model:pledgedAccount a rdf:Property ;
rdfs:comment "The pledged account associated with the agreement." ;
rdfs:range common_domain_model:Account .
common_domain_model:enforcementEvent a rdf:Property ;
rdfs:comment "Enforcement Events specific to the agreement." ;
rdfs:range common_domain_model:EnforcementEvent .
common_domain_model:executionTerms a rdf:Property ;
rdfs:comment "The location and language of execution to determine duty to be paid." ;
rdfs:range common_domain_model:ExecutionTerms .
common_domain_model:OptionPayout a rdfs:Class ;
rdfs:comment " The option payout specification terms. The associated globalKey denotes the ability to associate a hash value to the respective OptionPayout instantiation for the purpose of model cross-referencing, in support of functionality such as the event effect and the lineage." ;
rdfs:subClassOf common_domain_model:PayoutBase .
common_domain_model:feature a rdf:Property ;
rdfs:comment "The option feature, such as quanto, Asian, barrier, knock." ;
rdfs:range common_domain_model:OptionFeature .
common_domain_model:optionType a rdf:Property ;
rdfs:comment "The type of option transaction. From a usage standpoint, put/call is the default option type, while payer/receiver indicator is used for options on index credit default swaps, consistently with the industry practice. Straddle is used for the case of straddle strategy, that combine a call and a put with the same strike." , "The type of option, ie Put or Call. Left empty if it is a Future." ;
rdfs:domain common_domain_model:OptionPayout ;
rdfs:range common_domain_model:OptionTypeEnum , common_domain_model:PutCallEnum ;
rdfs:subPropertyOf common_domain_model:optionType .
common_domain_model:buyerSeller a rdf:Property ;
rdfs:range common_domain_model:BuyerSeller .
common_domain_model:strike a rdf:Property ;
rdfs:comment "Specifies the strike of the option" , "Specifies the strike of the option." ;
rdfs:domain common_domain_model:OptionPayout ;
rdfs:range common_domain_model:OptionStrike , xsd:decimal ;
rdfs:subPropertyOf common_domain_model:strike .
common_domain_model:DateRange a rdfs:Class ;
rdfs:comment "A class defining a contiguous series of calendar dates. The date range is defined as all the dates between and including the start and the end date. The start date must fall on or before the end date." .
common_domain_model:CommodityPriceReturnTerms a rdfs:Class ;
rdfs:comment "Defines parameters in which the commodity price is assessed." .
common_domain_model:rollFeature a rdf:Property ;
rdfs:comment "Used in conjunction with an exchange-based pricing source. Identifies a way in which the futures contracts referenced will roll between periods. " ;
rdfs:range common_domain_model:RollFeature .
common_domain_model:conversionFactor a rdf:Property ;
rdfs:comment "Defines the conversion applied if the quantity unit on contract is different from unit on referenced underlier." ;
rdfs:range xsd:decimal .
common_domain_model:SingleValuationDate a rdfs:Class ;
rdfs:comment "A class to specify the number of business days after satisfaction of all conditions to settlement." .
common_domain_model:FinalReturns a rdfs:Class ;
rdfs:comment "A clause providing that final return collateral is to be provided without consideration of any Minimum Transfer Amount and collateral haircut." .
common_domain_model:ValuationTime a rdfs:Class ;
rdfs:comment "Specifies the time by which the value of the collateral and obligations to transfer or return collateral are to be calculated relative to the Valuation Date." .
common_domain_model:timezone a rdf:Property ;
rdfs:comment "Any relevant time zone where specified." ;
rdfs:range xsd:string .
common_domain_model:hourminutetime a rdf:Property ;
rdfs:comment "A time specified in a 24-hour notation, e.g. 3pm would be represented as 15:00." ;
rdfs:range xsd:time .
common_domain_model:AvailableInventoryRecord a rdfs:Class ;
rdfs:comment "An individual piece of available inventory. This represents a single security and its associated criteria. The criteria are used to describe any restrictions on the securities." ;
rdfs:subClassOf common_domain_model:InventoryRecord .
common_domain_model:interestRate a rdf:Property ;
rdfs:comment "An optional element which can be used to hold a rate associated to this piece of availability." ;
rdfs:range common_domain_model:Price .
common_domain_model:expirationDateTime a rdf:Property ;
rdfs:comment "There may be a set period/time restriction associated to the security." ;
rdfs:range xsd:dateTime .
common_domain_model:PartialExercise a rdfs:Class ;
rdfs:comment "A class defining partial exercise. As defined in the 2000 ISDA Definitions, Section 12.3 Partial Exercise, the buyer of the option may exercise all or less than all the notional amount of the underlying swap but may not be less than the minimum notional amount (if specified) and must be an integral multiple of the integral multiple amount if specified." .
common_domain_model:notionalReference a rdf:Property ;
rdfs:comment "A pointer style reference to the associated notional schedule defined elsewhere in the document. This element has been made optional as part of its integration in the OptionBaseExtended, because not required for the options on securities." , "A pointer style reference to the associated notional schedule defined elsewhere in the document." ;
rdfs:domain common_domain_model:PartialExercise ;
rdfs:range common_domain_model:Money ;
rdfs:subPropertyOf common_domain_model:notionalReference .
common_domain_model:integralMultipleAmount a rdf:Property ;
rdfs:comment "A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised." ;
rdfs:range xsd:decimal .
common_domain_model:minimumNotionalAmount a rdf:Property ;
rdfs:comment "The minimum notional amount that can be exercised on a given exercise date. See multipleExercise." ;
rdfs:range xsd:decimal .
common_domain_model:minimumNumberOfOptions a rdf:Property ;
rdfs:comment "The minimum number of options that can be exercised on a given exercise date." ;
rdfs:range xsd:integer .
common_domain_model:InstrumentBase a rdfs:Class ;
rdfs:comment "Defines the common attributes for all Instrument data types." ;
rdfs:subClassOf common_domain_model:AssetBase .
common_domain_model:ObservationSchedule a rdfs:Class ;
rdfs:comment "Specifies a single date on which market observations take place and specifies optional associated weighting." .
common_domain_model:observationDate a rdf:Property ;
rdfs:comment "Specifies an adjusted or unadjusted date for a market observation." , "The day upon which the rate was observed (for term rates)." , "Specifies the date value to use when resolving the market data." ;
rdfs:range common_domain_model:ObservationDate , xsd:date ;
rdfs:subPropertyOf common_domain_model:observationDate .
common_domain_model:CorrelationReturnTerms a rdfs:Class ;
rdfs:subClassOf common_domain_model:ReturnTermsBase .
common_domain_model:numberOfDataSeries a rdf:Property ;
rdfs:comment "Number of data series, normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific, each of these geographic areas will have its own data series to avoid contagion." ;
rdfs:range xsd:integer .
common_domain_model:boundedCorrelation a rdf:Property ;
rdfs:comment "Describes correlation bounds, which form a cap and a floor on the realized correlation." ;
rdfs:range common_domain_model:NumberRange .
common_domain_model:correlationStrikePrice a rdf:Property ;
rdfs:comment "Correlation Strike Price in accordance with the ISDA 2011 Equity Derivatives Definitions." ;
rdfs:range common_domain_model:Price .
common_domain_model:IdentifiedList a rdfs:Class ;
rdfs:comment "Attaches an identifier to a collection of objects, when those objects themselves can each be represented by an identifier. One use case is the representation of package transactions, where each component is a separate trade with its own identifier, and those trades are linked together as a package with its own identifier. The data type has been named generically rather than referring to 'packages' as it may have a number of other uses." .
common_domain_model:listId a rdf:Property ;
rdfs:comment "The identifier for the list. In the case of a package transaction, this would be the package identifier. This attribute is mandatory to allow the list itself to be identified." ;
rdfs:range common_domain_model:Identifier .
common_domain_model:componentId a rdf:Property ;
rdfs:comment "Identifiers for each component of the list. Since the data type is used to link multiple identified objects together, at least 2 components are required in the list. Creating an identified list with only 1 identified component has been deemed unnecessary, because it would just create a redundant identifier." ;
rdfs:range common_domain_model:Identifier .
common_domain_model:RegimeTerms a rdfs:Class ;
rdfs:comment "A class that is used by the ApplicableRegime and the AdditionalRegime classes to specify the regulatory regime terms." ;
rdfs:seeAlso , .
common_domain_model:simmException a rdf:Property ;
rdfs:comment "The election for SIMM exception to the regulatory regime clause." ;
rdfs:range common_domain_model:SimmException .
common_domain_model:retrospectiveEffect a rdf:Property ;
rdfs:comment "Specifies the retrospective effect exception to the regulatory regime clause of Initial Margin documents as either a normalized value specified as part of an enumeration or a customized value specified of type string." ;
rdfs:range common_domain_model:RetrospectiveEffect .
common_domain_model:AutomaticEarlyTerminationElection a rdfs:Class ;
rdfs:comment "A class to specify the party elections specific to the Automatic Early Termination Clause." .
common_domain_model:InterestRatePayout a rdfs:Class ;
rdfs:comment " A class to specify all of the terms necessary to define and calculate a cash flow based on a fixed, a floating or an inflation index rate. The interest rate payout can be applied to interest rate swaps and FRA (which both have two associated interest rate payouts), credit default swaps (to represent the fee leg when subject to periodic payments) and equity swaps (to represent the funding leg). The associated globalKey denotes the ability to associate a hash value to the InterestRatePayout instantiations for the purpose of model cross-referencing, in support of functionality such as the event effect and the lineage." ;
rdfs:subClassOf common_domain_model:PayoutBase .
common_domain_model:compoundingMethod a rdf:Property ;
rdfs:comment "If one or more calculation period contributes to a single payment amount this element specifies whether compounding is applicable and, if so, what compounding method is to be used. This element must only be included when more than one calculation period contributes to a single payment amount." ;
rdfs:range common_domain_model:CompoundingMethodEnum .
common_domain_model:stubPeriod a rdf:Property ;
rdfs:comment "The stub calculation period amount parameters. This element must only be included if there is an initial or final stub calculation period. Even then, it must only be included if either the stub references a different floating rate tenor to the regular calculation periods, or if the stub is calculated as a linear interpolation of two different floating rate tenors, or if a specific stub rate or stub amount has been negotiated." ;
rdfs:range common_domain_model:StubPeriod .
common_domain_model:cashflowRepresentation a rdf:Property ;
rdfs:comment "The cashflow representation of the swap stream." ;
rdfs:range common_domain_model:CashflowRepresentation .
common_domain_model:paymentDate a rdf:Property ;
rdfs:comment "The payment date, where only one date is specified, as for the FRA product." , "The feature payment date." , "Adjusted payment date." ;
rdfs:range common_domain_model:AdjustableDate , common_domain_model:AdjustableOrRelativeDate , xsd:date ;
rdfs:subPropertyOf common_domain_model:paymentDate .
common_domain_model:bondReference a rdf:Property ;
rdfs:comment "Reference to a bond underlier to represent an asset swap or Condition Precedent Bond." ;
rdfs:range common_domain_model:BondReference .
common_domain_model:rateSpecification a rdf:Property ;
rdfs:comment "The specification of the rate value(s) applicable to the contract using either a floating rate calculation, a single fixed rate, a fixed rate schedule, or an inflation rate calculation." ;
rdfs:range common_domain_model:RateSpecification .
common_domain_model:spreadCalculationMethod a rdf:Property ;
rdfs:comment "Method by which spread is calculated. For example on an asset swap: 'ParPar' or 'Proceeds' may be the method indicated." ;
rdfs:range common_domain_model:SpreadCalculationMethodEnum .
common_domain_model:discountingMethod a rdf:Property ;
rdfs:comment "The parameters specifying any discounting conventions that may apply. This element must only be included if discounting applies." ;
rdfs:range common_domain_model:DiscountingMethod .
common_domain_model:resetDates a rdf:Property ;
rdfs:comment "The reset dates schedule, i.e. the dates on which the new observed index value is applied for each period and the interest rate hence begins to accrue." ;
rdfs:range common_domain_model:ResetDates .
common_domain_model:floatingAmount a rdf:Property ;
rdfs:comment "Floating Amount Calculation" ;
rdfs:range xsd:string .
common_domain_model:Cash a rdfs:Class ;
rdfs:comment "An Asset that consists solely of a monetary holding in a currency. The currency of the Cash asset is held in the string Identifier (from AssetBase) and the AssetIdTypeEnum must be set to define that a CurrencyCode is set. The function SetCashCurrency can be used to create (or update) a Cash object and the function GetCashCurrency can be used to retrieve the currency of a Cash object." ;
rdfs:subClassOf common_domain_model:AssetBase .
common_domain_model:SettledEntityMatrix a rdfs:Class ;
rdfs:comment "A class to specify the Relevant Settled Entity Matrix." .
common_domain_model:matrixSource a rdf:Property ;
rdfs:comment "Relevant settled entity matrix source." ;
rdfs:range common_domain_model:SettledEntityMatrixSourceEnum .
common_domain_model:publicationDate a rdf:Property ;
rdfs:comment "Specifies the publication date of the applicable version of the matrix. When this element is omitted, the Standard Terms Supplement defines rules for which version of the matrix is applicable." , "The most recent date the code list was published, e.g. 2021-10-05" , "2021-06-11" , "Specifies the publication date of the applicable version of the contractual supplement." ;
rdfs:range xsd:date , xsd:string ;
rdfs:subPropertyOf common_domain_model:publicationDate .
common_domain_model:FxSettlementRateSource a rdfs:Class ;
rdfs:comment "The source of the Foreign Exchange settlement rate." .
common_domain_model:nonstandardSettlementRate a rdf:Property ;
rdfs:comment "Indicates that a non-standard rate source will be used for the fixing." ;
rdfs:range common_domain_model:FxInformationSource .
common_domain_model:CollateralInterestParameters a rdfs:Class ;
rdfs:comment "Represents the floating interest calculation and distribution parameters for a single currency." .
common_domain_model:marginType a rdf:Property ;
rdfs:comment "Specifies the type of margin for which interest is being calculated, if the parameters are different depending on type of margin (initial or variation)." ;
rdfs:range common_domain_model:CollateralMarginTypeEnum .
common_domain_model:interestCalculationParameters a rdf:Property ;
rdfs:comment "Represents the basic interest calculation parameters." ;
rdfs:range common_domain_model:CollateralInterestCalculationParameters .
common_domain_model:interestHandlingParameters a rdf:Property ;
rdfs:comment "Represents the parameters describing how and when interest transfer occurs." ;
rdfs:range common_domain_model:CollateralInterestHandlingParameters .
common_domain_model:interestCalculationFrequency a rdf:Property ;
rdfs:comment "Represents how often and when interest is calculated." ;
rdfs:range common_domain_model:CalculationFrequency .
common_domain_model:PayerReceiver a rdfs:Class ;
rdfs:comment "Specifies the parties responsible for making and receiving payments defined by this structure." .
common_domain_model:payer a rdf:Property ;
rdfs:comment "Specifies the counterparty responsible for making the payments defined by this structure. The party is one of the two principal parties to the transaction." ;
rdfs:range common_domain_model:CounterpartyRoleEnum .
common_domain_model:receiver a rdf:Property ;
rdfs:comment "Specifies the party that receives the payments corresponding to this structure. The party is one of the two counterparties to the transaction." ;
rdfs:range common_domain_model:CounterpartyRoleEnum .
common_domain_model:MasterAgreementSchedule a rdfs:Class ;
rdfs:comment "The set of elections which specify a Master Agreement." .
common_domain_model:clause a rdf:Property ;
rdfs:comment "Clauses that have had elections made against them in this Master Agreement. There must be at least one clause defined in the agreement." ;
rdfs:range common_domain_model:MasterAgreementClause .
common_domain_model:InterestAdjustment a rdfs:Class ;
rdfs:comment "A class to specify whether the Interest Adjustment is applicable and what its periodicity is." ;
rdfs:seeAlso .
common_domain_model:periodicity a rdf:Property ;
rdfs:comment "The qualification of the Interest Adjustment periodicity." ;
rdfs:range common_domain_model:InterestAdjustmentPeriodicity .
common_domain_model:FloatingRateProcessingParameters a rdfs:Class ;
rdfs:comment "Type to hold the processing parameters that should be or were used to calculate a floating amount. These parameters can vary over a schedule so this type holds the acutal values applicable to this calculation." .
common_domain_model:floorRate a rdf:Property ;
rdfs:comment "floor to be applied to the floating rate." , "The floor rate, if any, which applies to the floating rate for the calculation period. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. The floor rate of 5% would be represented as 0.05." ;
rdfs:domain common_domain_model:FloatingRateProcessingParameters ;
rdfs:range xsd:decimal , common_domain_model:Strike ;
rdfs:subPropertyOf common_domain_model:floorRate .
common_domain_model:capRate a rdf:Property ;
rdfs:comment "capt to be applied to the floating rate." , "The cap rate, if any, which applies to the floating rate for the calculation period. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain strike level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05." ;
rdfs:domain common_domain_model:FloatingRateProcessingParameters ;
rdfs:range xsd:decimal , common_domain_model:Strike ;
rdfs:subPropertyOf common_domain_model:capRate .
common_domain_model:negativeTreatment a rdf:Property ;
rdfs:comment "How to handle negative interest rates." ;
rdfs:range common_domain_model:NegativeInterestRateTreatmentEnum .
common_domain_model:ExcludedProducts a rdfs:Class ;
rdfs:comment "Description of the relevant derivative transactions excluded from the calculation of exposure." .
common_domain_model:branch a rdf:Property ;
rdfs:comment "Description of the specific branch entered into by the relevant party." ;
rdfs:range xsd:string .
common_domain_model:CollateralManagementAgreement a rdfs:Class ;
rdfs:comment "A class to specify the Collateral Management Agreement election." ;
rdfs:seeAlso .
common_domain_model:Commodity a rdfs:Class ;
rdfs:comment "Identifies a specific commodity by referencing a product identifier or by a product definition." ;
rdfs:subClassOf common_domain_model:AssetBase .
common_domain_model:priceQuoteType a rdf:Property ;
rdfs:comment "Describes the required quote type of the underlying price that will be observed. Example values include 'Bid, 'Ask', 'Settlement' (for a futures contract) and 'WeightedAverage' (for some published prices and indices)." ;
rdfs:range common_domain_model:QuotationSideEnum .
common_domain_model:commodityProductDefinition a rdf:Property ;
rdfs:comment "Specifies the commodity underlier in the event that no ISDA Commodity Reference Benchmark exists." ;
rdfs:range common_domain_model:CommodityProductDefinition .
common_domain_model:deliveryDateReference a rdf:Property ;
rdfs:comment "Specifies the parameters for identifying the relevant contract date when the commodity reference price is a futures contract." ;
rdfs:range common_domain_model:DeliveryDateParameters .
common_domain_model:JurisdictionRelatedTerms a rdfs:Class ;
rdfs:comment "A class to specify terms jurisdiction related terms." .
common_domain_model:juryWaiver a rdf:Property ;
rdfs:comment "The Jury Waiver conditions specific to the agreement." ;
rdfs:range xsd:boolean .
common_domain_model:exclusiveJurisdiction a rdf:Property ;
rdfs:comment "Classification of optional exclusive jurisdiction terms." ;
rdfs:range xsd:boolean .
common_domain_model:frenchLawAddendum a rdf:Property ;
rdfs:comment "The French Law Addendum Provisions specific to the agreement." ;
rdfs:range common_domain_model:FrenchLawAddendum .
common_domain_model:japaneseSecuritiesProvisions a rdf:Property ;
rdfs:comment "The Japanese Securities Provisions election." ;
rdfs:range common_domain_model:JapaneseSecuritiesProvisions .
common_domain_model:belgianLawSecurityAgreement a rdf:Property ;
rdfs:comment "The qualification of whether the Belgian Law Security Agreement Addendum is deemed applicable by the parties (True) or not (False)." ;
rdfs:range xsd:boolean .
common_domain_model:PersonIdentifier a rdfs:Class ;
rdfs:comment "Comprises an identifier and a source. The associated metadata key denotes the ability to associate a hash value to the PersonIdentifier instantiations for the purpose of model cross-referencing, in support of functionality such as the event effect and the lineage." .
common_domain_model:BuyerSeller a rdfs:Class ;
rdfs:comment "This class corresponds to the FpML BuyerSeller.model construct." .
common_domain_model:CheckEligibilityResult a rdfs:Class ;
rdfs:comment "Result for the CheckEligibilityByDetails and CheckEligibilityForProduct functions" .
common_domain_model:isEligible a rdf:Property ;
rdfs:comment "a simple boolean which is set to true if the asset described in the EligibilityQuery input is eligible" ;
rdfs:range xsd:boolean .
common_domain_model:matchingEligibleCriteria a rdf:Property ;
rdfs:comment "if there was a match, this will be the one or more criteria that were supplied in the EligbilityCollateralSpecification which matched with the query input" ;
rdfs:range common_domain_model:EligibleCollateralCriteria .
common_domain_model:eligibilityQuery a rdf:Property ;
rdfs:comment "a copy of the input query that was checked against the eligible collateral specification" ;
rdfs:range common_domain_model:EligibilityQuery .
common_domain_model:specification a rdf:Property ;
rdfs:comment "a copy of the input EligbilityCollateralSpecification that was checked against the query" ;
rdfs:range common_domain_model:EligibleCollateralSpecification .
common_domain_model:ValuationMethod a rdfs:Class ;
rdfs:comment "Specifies the parameters required to obtain a valuation, including the source, quotation method (bid, mid etc.) and any applicable quotation amount." .
common_domain_model:cashCollateralValuationMethod a rdf:Property ;
rdfs:comment "Specifies the parameters representing several mid-market valuation and replacement value methods." ;
rdfs:range common_domain_model:CashCollateralValuationMethod .
common_domain_model:valuationMethod a rdf:Property ;
rdfs:comment "The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. (ISDA 2003 Term: Valuation Method). For example, Market, Highest etc." , "Specifies the parameters required to obtain a valuation, including the source, quotation method (bid, mid etc.) and any applicable quotation amount." ;
rdfs:domain common_domain_model:CashSettlementTerms ;
rdfs:range common_domain_model:ValuationMethodEnum , common_domain_model:ValuationMethod ;
rdfs:subPropertyOf common_domain_model:valuationMethod .
common_domain_model:minimumQuotationAmount a rdf:Property ;
rdfs:comment "In the determination of a cash settlement amount, if weighted average quotations are to be obtained, the minimum quotation amount specifies a minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD 1,000,000 (or its equivalent in the relevant obligation currency) or the quotation amount. ISDA 2003 Term: Minimum Quotation Amount." ;
rdfs:range common_domain_model:Money .
common_domain_model:valuationSource a rdf:Property ;
rdfs:comment "The source for obtaining a valuation. This may come from some information source (e.g. Reuters), from a rate option fixing (e.g. FX fixing for cross-currency settlement), or from a set of reference banks. This is a mandatory attribute as the valuation method relies on one of those sources to be specified." ;
rdfs:range common_domain_model:ValuationSource .
common_domain_model:quotationMethod a rdf:Property ;
rdfs:comment "The type of price quotations to be requested from dealers when determining the market value of the reference obligation for purposes of cash settlement, or which rate quote is to be observed for a fixing. For example, Bid, Offer, Mid-market or Exercising Party Pays. ISDA 2003 Term: Quotation Method. The meaning of Exercising Party Pays is defined in the 2000 ISDA Definitions, Section 17.2. Certain Definitions Relating to Cash Settlement, paragraph (j)." ;
rdfs:range common_domain_model:QuotationRateTypeEnum .
common_domain_model:quotationAmount a rdf:Property ;
rdfs:comment "In the determination of a cash settlement amount, if weighted average quotations are to be obtained, the quotation amount specifies an upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount equal to the floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount." ;
rdfs:range common_domain_model:Money .
common_domain_model:Clause a rdfs:Class ;
rdfs:comment "A type for documenting additional clause that cannot yet be represented with the model and yet needed for a digital representation of the agreement." .
common_domain_model:terms a rdf:Property ;
rdfs:comment "Content of this bespoke clause." ;
rdfs:range xsd:string .
common_domain_model:subcomponents a rdf:Property ;
rdfs:comment "Additional hierarchical components of the clause if relevant." ;
rdfs:range common_domain_model:Clause .
common_domain_model:ExecutionLanguage a rdfs:Class ;
rdfs:comment "A class to specify execution language terms of a Security Agreement." .
common_domain_model:standardLanguage a rdf:Property ;
rdfs:comment "A boolean attribute to determine if standard language is applicable or not." ;
rdfs:range xsd:boolean .
common_domain_model:numberOfOriginals a rdf:Property ;
rdfs:comment "The number of original documents." ;
rdfs:range xsd:string .
common_domain_model:FloatingRateIndex a rdfs:Class ;
rdfs:comment "Specification of an interest rate index which can change over time, e.g. the SONIA (Sterling Overnight Index Average) in the UK." ;
rdfs:subClassOf common_domain_model:IndexBase .
common_domain_model:CreditSupportAgreementElections a rdfs:Class ;
rdfs:comment "The set of elections which specify a Credit Support Annex or Deed." .
common_domain_model:FinInstrmGnlAttrbts a rdfs:Class .
common_domain_model:fullNm a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:clssfctnTp a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:ntnlCcy a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:CounterpartyPositionState a rdfs:Class ;
rdfs:comment "Defines the fundamental financial information that can be changed by a Primitive Event and by extension any business or life-cycle event. Each PositionState specifies where a Position is in its life-cycle. PositionState is a root type and as such, can be created independently to any other CDM data type, but can also be used as part of the CDM Event Model." .
common_domain_model:counterpartyPosition a rdf:Property ;
rdfs:comment "Represents the Position that has been effected by a business or life-cycle event." ;
rdfs:range common_domain_model:CounterpartyPosition .
common_domain_model:DomesticCurrencyIssued a rdfs:Class .
common_domain_model:domesticCurrencyIssued a rdf:Property ;
rdfs:comment "Identifies that the Security must be denominated in the domestic currency of the issuer." ;
rdfs:range xsd:boolean .
common_domain_model:Lag a rdfs:Class ;
rdfs:comment "The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period." .
common_domain_model:lagDuration a rdf:Property ;
rdfs:comment "Defines the offset of the series of pricing dates relative to the calculation period." ;
rdfs:range common_domain_model:Offset .
common_domain_model:firstObservationDateOffset a rdf:Property ;
rdfs:comment "Defines the offset of the series of pricing dates relative to the calculation period." ;
rdfs:range common_domain_model:Offset .
common_domain_model:FloatingRateSettingDetails a rdfs:Class ;
rdfs:comment "Type for reporting the raw (untreated) observed or calculated rate for a calculation period. If this is a calculated rate, it allows details of the observations and the resulting rate to be returned." .
common_domain_model:calculationDetails a rdf:Property ;
rdfs:comment "Calculated rate details (observation dates, values, and weights)." ;
rdfs:range common_domain_model:CalculatedRateDetails .
common_domain_model:DateRelativeToCalculationPeriodDates a rdfs:Class ;
rdfs:comment "A data to: provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference." .
common_domain_model:calculationPeriodDatesReference a rdf:Property ;
rdfs:comment "A set of href pointers to calculation period dates defined somewhere else in the document." , "A pointer style reference to the associated calculation period dates component defined elsewhere in the document." ;
rdfs:range common_domain_model:CalculationPeriodDates ;
rdfs:subPropertyOf common_domain_model:calculationPeriodDatesReference .
common_domain_model:AnyCriteria a rdfs:Class ;
rdfs:comment "Used to combine two or more Collateral Criteria using OR logic." .
common_domain_model:anyCriteria a rdf:Property ;
rdfs:domain common_domain_model:AnyCriteria ;
rdfs:range common_domain_model:CollateralCriteria , common_domain_model:EligibilityToHoldCollateralCriteria ;
rdfs:subPropertyOf common_domain_model:anyCriteria .
common_domain_model:EquitySwapMasterConfirmation2018 a rdfs:Class ;
rdfs:comment "Specification for the General Terms and Relationship Supplement Elections as provided in the 2018 ISDA CDM Equity Confirmation for Security Equity Swap." ;
rdfs:subClassOf common_domain_model:EquityMasterConfirmation .
common_domain_model:pricingMethodElection a rdf:Property ;
rdfs:comment "Per Part 1 Section 5, 'Pricing', of the 2018 ISDA CDM Equity Confirmation, Para 5.1." ;
rdfs:range common_domain_model:PriceReturnTerms .
common_domain_model:typeOfSwapElection a rdf:Property ;
rdfs:comment "Per Part 1 Section 4, 'Dividend Obligations', of the 2018 ISDA CDM Equity Confirmation, Para 4.2 'Dividend Returns'." ;
rdfs:range common_domain_model:ReturnTypeEnum .
common_domain_model:linearInterpolationElection a rdf:Property ;
rdfs:comment "Per Part 1 Section 3, 'Floating Obligations', of the 2018 ISDA CDM Equity Confirmation. Para 3.3." ;
rdfs:range common_domain_model:InterpolationMethodEnum .
common_domain_model:equityCashSettlementDates a rdf:Property ;
rdfs:comment "The parameters used to generate the payment date schedule, relative to the equityCalculationPeriod. Per Part 1 Section 12, 'Definitions', of the 2018 ISDA CDM Equity Confirmation. Para 73." ;
rdfs:range common_domain_model:PaymentDates .
common_domain_model:Aggregation a rdfs:Class ;
rdfs:comment "The definitions for whether aggregation applies to the GMSLA, and if so how it applies." .
common_domain_model:aggregationType a rdf:Property ;
rdfs:comment "How is the mark to market value determined?" ;
rdfs:range common_domain_model:AggregationSpecificationEnum .
common_domain_model:loansCanBeGrouped a rdf:Property ;
rdfs:comment "The mark to market can be defined separately for different groups of loans." ;
rdfs:range xsd:boolean .
common_domain_model:otherDetails a rdf:Property ;
rdfs:comment "Any specfic elections that are not captured by the above options, such as grouping information." ;
rdfs:range xsd:string .
common_domain_model:PortfolioReturnTerms a rdfs:Class ;
rdfs:comment "Specifies an individual type of return of a Performance Payout, when such individual return is part of an aggregation of multiple similar returns, at Performance Payout level." ;
rdfs:subClassOf common_domain_model:ReturnTerms .
common_domain_model:TransferInstruction a rdfs:Class ;
rdfs:comment "Defines the payout on which to create a Transfer along with all necessary resets." .
common_domain_model:transferState a rdf:Property ;
rdfs:comment "Specifies the terms and state of a transfers." ;
rdfs:range common_domain_model:TransferState .
common_domain_model:ConditionsPrecedent a rdfs:Class ;
rdfs:comment "A class to specify the two set of elections that may overwrite the default Condition Precedent provision." ;
rdfs:seeAlso , , , , , , , .
common_domain_model:conditionsPrecedentElection a rdf:Property ;
rdfs:comment "The election to specify whether the standard Conditions Precedent apply." ;
rdfs:range common_domain_model:ExceptionEnum .
common_domain_model:specifiedConditionOrAccessCondition a rdf:Property ;
rdfs:comment "Specifies the events elected by the parties that are deemed an Access Condition (for Initial Margin CSA) or a Specified Condition (for Variation Margin and Legacy CSA), which, if triggered, may temporarily or permanently suspend rights to rehypothecate, transfer, or substitute collateral." ;
rdfs:range common_domain_model:SpecifiedConditionOrAccessCondition .
common_domain_model:DateRelativeToPaymentDates a rdfs:Class ;
rdfs:comment "A data to: provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference." .
common_domain_model:paymentDatesReference a rdf:Property ;
rdfs:comment "A set of href pointers to payment dates defined somewhere else in the document." ;
rdfs:range common_domain_model:PaymentDates .
common_domain_model:AcctOwnr a rdfs:Class .
common_domain_model:id a rdf:Property ;
rdfs:domain common_domain_model:Othr ;
rdfs:range common_domain_model:Id , xsd:string ;
rdfs:subPropertyOf common_domain_model:id .
common_domain_model:ListingExchange a rdfs:Class ;
rdfs:comment "Specifies a filter based on a stock exchange." .
common_domain_model:FloatingRateProcessingDetails a rdfs:Class ;
rdfs:comment "Type for reporting the details of the rate treatment. This could potentially be replaced by the existing FloatingRateDefinition type , but this is slightly more detailed." .
common_domain_model:rawRate a rdf:Property ;
rdfs:comment "The raw or untreated rate, prior to any of the rate treatments." ;
rdfs:range xsd:decimal .
common_domain_model:processingParameters a rdf:Property ;
rdfs:range common_domain_model:FloatingRateProcessingParameters .
common_domain_model:processedRate a rdf:Property ;
rdfs:comment "The value of the rate after processing." ;
rdfs:range xsd:decimal .
common_domain_model:spreadExclusiveRate a rdf:Property ;
rdfs:comment "The value of the processed rate without the spread applied, for subsequent compounding, etc." ;
rdfs:range xsd:decimal .
common_domain_model:AdjustableOrRelativeDates a rdfs:Class ;
rdfs:comment "A class giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates." .
common_domain_model:RelativeDates a rdfs:Class ;
rdfs:comment "A class describing a set of dates defined as relative to another set of dates." ;
rdfs:subClassOf common_domain_model:RelativeDateOffset .
common_domain_model:periodSkip a rdf:Property ;
rdfs:comment "The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1." ;
rdfs:range xsd:integer .
common_domain_model:dateRelativeTo a rdf:Property ;
rdfs:comment "Specifies the anchor as an href attribute. The href attribute value is a pointer style reference to the element or component elsewhere in the document where the anchor date is defined." ;
rdfs:range xsd:date .
common_domain_model:scheduleBounds a rdf:Property ;
rdfs:comment "The first and last dates of a schedule. This can be used to restrict the range of values in a reference series of dates." ;
rdfs:range common_domain_model:DateRange .
common_domain_model:VolatilityReturnTerms a rdfs:Class ;
rdfs:subClassOf common_domain_model:ReturnTermsBase .
common_domain_model:SecurityLendingInvoice a rdfs:Class ;
rdfs:comment "Specifies the information required for inclusion in a securities lending billing invoice." .
common_domain_model:billingRecord a rdf:Property ;
rdfs:comment "The billing records contained within the invoice" ;
rdfs:range common_domain_model:BillingRecord .
common_domain_model:InterestAdjustmentPeriodicity a rdfs:Class ;
rdfs:comment "A class to specify the Interest Adjustment periodicity." ;
rdfs:seeAlso .
common_domain_model:standardElection a rdf:Property ;
rdfs:comment "The Interest Adjustment periodicity when specified through a standardized election." , "The standard election as specified by an enumeration." ;
rdfs:domain common_domain_model:DeliveryAmount ;
rdfs:range common_domain_model:InterestAdjustmentPeriodicityEnum , common_domain_model:DeliveryAmountElectionEnum ;
rdfs:subPropertyOf common_domain_model:standardElection .
common_domain_model:SubstitutedRegimeTerms a rdfs:Class ;
rdfs:comment "Specifies the applicability of the Substituted Regime as denoted in the Substituted Regime Table as part of certain legal agreements, such as such as the ISDA 2016 and 2018 CSA for Initial Margin." .
common_domain_model:AssetIdentifier a rdfs:Class ;
rdfs:comment "The unique identifier for an Asset, specified using an Asset Identifier Type enumerator." .
common_domain_model:PriceReturnTerms a rdfs:Class .
common_domain_model:returnType a rdf:Property ;
rdfs:comment "The type of return associated with the equity swap." ;
rdfs:range common_domain_model:ReturnTypeEnum .
common_domain_model:ValuationDates a rdfs:Class ;
rdfs:comment "Defines how and when a performance type option or performance type swap is to be valued, including initial, interim and final valuation dates." .
common_domain_model:initialValuationDate a rdf:Property ;
rdfs:comment "Specifies the initial valuation dates of the underlyer." ;
rdfs:range common_domain_model:PerformanceValuationDates .
common_domain_model:interimValuationDate a rdf:Property ;
rdfs:comment "Specifies the interim valuation dates of the underlyer." ;
rdfs:range common_domain_model:PerformanceValuationDates .
common_domain_model:finalValuationDate a rdf:Property ;
rdfs:comment "Specifies the final valuation dates of the underlyer." ;
rdfs:range common_domain_model:PerformanceValuationDates .
common_domain_model:FloatingRateIndexCalculationDefaults a rdfs:Class ;
rdfs:comment "This holds the rate calculation defaults applicable for a floating rate index." .
common_domain_model:indexStyle a rdf:Property ;
rdfs:comment "The ISDA FRO style (e.g. term rate, swap rate, etc)." ;
rdfs:range common_domain_model:FloatingRateIndexStyleEnum .
common_domain_model:fixing a rdf:Property ;
rdfs:comment "The default fixing details." ;
rdfs:range common_domain_model:FloatingRateIndexFixingDetails .
common_domain_model:publicationCalendar a rdf:Property ;
rdfs:comment "Publication Calendar (e.g. EUR-ICESWAP)" ;
rdfs:range xsd:string .
common_domain_model:TimeRounding a rdfs:Class ;
rdfs:comment "Specifies how a calculated time should be rounded, including both the direction of rounding and the unit to which the time is rounded. Rounding is applied after all offsets have been calculated." .
common_domain_model:roundingDirection a rdf:Property ;
rdfs:comment "The direction in which rounding is performed (e.g., up, down, or to the nearest value)." , "Specifies the rounding rounding rule as up, down, or nearest." ;
rdfs:domain common_domain_model:Rounding ;
rdfs:range common_domain_model:RoundingDirectionEnum ;
rdfs:subPropertyOf common_domain_model:roundingDirection .
common_domain_model:roundToUnit a rdf:Property ;
rdfs:comment "The time unit to which the value should be rounded (e.g., minute, hour, day)." ;
rdfs:range common_domain_model:TimeUnitEnum .
common_domain_model:DeliveryAmount a rdfs:Class ;
rdfs:comment "A class to specify the application of Interest Amount with respect the Delivery Amount." .
common_domain_model:NotificationTimeElection a rdfs:Class ;
rdfs:comment "A class to specify the notification time election by the respective parties to the agreement." ;
rdfs:seeAlso , , .
common_domain_model:customNotification a rdf:Property ;
rdfs:comment "The Notification Time as a bespoke election." ;
rdfs:range xsd:string .
common_domain_model:localBusinessDay a rdf:Property ;
rdfs:comment "Whether the Notification Time is precluded on the day being a local business day." ;
rdfs:range xsd:boolean .
common_domain_model:ValuationSource a rdfs:Class ;
rdfs:comment "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." .
common_domain_model:referenceBanks a rdf:Property ;
rdfs:comment "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." ;
rdfs:range common_domain_model:ReferenceBanks .
common_domain_model:informationSource a rdf:Property ;
rdfs:comment "The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750." , "A class defining the source of data used in an Observation for any purposes. The data is either sourced from a Provider, or from a Party." , "Represents where the market data published and should be observed." ;
rdfs:range common_domain_model:FxSpotRateSource , common_domain_model:InformationSource ;
rdfs:subPropertyOf common_domain_model:informationSource .
common_domain_model:dealerOrCCP a rdf:Property ;
rdfs:comment "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." ;
rdfs:range common_domain_model:AncillaryEntity .
common_domain_model:DeliverableObligations a rdfs:Class ;
rdfs:comment "A class to specify all the ISDA terms relevant to defining the deliverable obligations." .
common_domain_model:notBearer a rdf:Property ;
rdfs:comment "A deliverable obligation characteristic. Any obligation that is not a bearer instrument. This applies to Bonds only and is meant to avoid tax, fraud and security/delivery provisions that can potentially be associated with Bearer Bonds. ISDA 2003 Term: Not Bearer." ;
rdfs:range xsd:boolean .
common_domain_model:indirectLoanParticipation a rdf:Property ;
rdfs:comment "ISDA 1999 Term: Indirect Loan Participation. NOTE: Only applicable as a deliverable obligation under ISDA Credit 1999." ;
rdfs:range common_domain_model:LoanParticipation .
common_domain_model:directLoanParticipation a rdf:Property ;
rdfs:comment "A deliverable obligation characteristic. A loan with a participation agreement whereby the buyer is capable of creating, or procuring the creation of, a contractual right in favour of the seller that provides the seller with recourse to the participation seller for a specified share in any payments due under the relevant loan which are received by the participation seller. ISDA 2003 Term: Direct Loan Participation." ;
rdfs:range common_domain_model:LoanParticipation .
common_domain_model:accruedInterest a rdf:Property ;
rdfs:comment "Indicates whether accrued interest is included (true) or not (false). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest." ;
rdfs:range xsd:boolean .
common_domain_model:consentRequiredLoan a rdf:Property ;
rdfs:comment "A deliverable obligation characteristic. A loan that is capable of being assigned with the consent of the Reference Entity or the guarantor, if any, of the loan or any agent. ISDA 2003 Term: Consent Required Loan." ;
rdfs:range common_domain_model:PCDeliverableObligationCharac .
common_domain_model:acceleratedOrMatured a rdf:Property ;
rdfs:comment "A deliverable obligation characteristic. An obligation at time of default is due to mature and due to be repaid, or as a result of downgrade/bankruptcy is due to be repaid as a result of an acceleration clause. ISDA 2003 Term: Accelerated or Matured." ;
rdfs:range xsd:boolean .
common_domain_model:maximumMaturity a rdf:Property ;
rdfs:comment "A deliverable obligation characteristic. An obligation that has a remaining maturity from the Physical Settlement Date of not greater than the period specified. ISDA 2003 Term: Maximum Maturity." ;
rdfs:range common_domain_model:Period .
common_domain_model:transferable a rdf:Property ;
rdfs:comment "A deliverable obligation characteristic. An obligation that is transferable to institutional investors without any contractual, statutory or regulatory restrictions. ISDA 2003 Term: Transferable." ;
rdfs:range xsd:boolean .
common_domain_model:assignableLoan a rdf:Property ;
rdfs:comment "A deliverable obligation characteristic. A loan that is freely assignable to a bank or financial institution without the consent of the Reference Entity or the guarantor, if any, of the loan (or the consent of the applicable borrower if a Reference Entity is guaranteeing the loan) or any agent. ISDA 2003 Term: Assignable Loan." ;
rdfs:range common_domain_model:PCDeliverableObligationCharac .
common_domain_model:CalculationAndTimingVariationMargin a rdfs:Class ;
rdfs:comment "Specification of the Calculation, Valuation and Timing terms specific to the Variation Margin Credit Support Annex." ;
rdfs:subClassOf common_domain_model:CalculationAndTimingBase .
common_domain_model:valuationDateLocation a rdf:Property ;
rdfs:comment "The specified location where the credit exposure will be calculated by the respective parties." ;
rdfs:range common_domain_model:ValuationCalculationDateLocation .
common_domain_model:MasterAgreementBase a rdfs:Class ;
rdfs:comment "A set of elections that can be shared across master agreement types - this should be built upon for specific contracts." .
common_domain_model:CorporateAction a rdfs:Class ;
rdfs:comment "Specifies the relevant data regarding a corporate action" .
common_domain_model:adjustmentFactor a rdf:Property ;
rdfs:comment "Specifies any additional details e.g. further descriptions depending on the particular type of Corporate Action, adjustmentFactor, calculations" ;
rdfs:range common_domain_model:AdjustmentFactor .
common_domain_model:bespokeEventDescription a rdf:Property ;
rdfs:comment "Corporate action triggered by the occurrence of an event which description is seperatly agreed between the parties and/or described in any referenced agreement (for instance bespoke term described in any string type objects present in most root attributes of Agreement type)." ;
rdfs:range xsd:string .
common_domain_model:payDate a rdf:Property ;
rdfs:comment "The date on which resulting from the corporate action are delivered." ;
rdfs:range xsd:date .
common_domain_model:announcementDate a rdf:Property ;
rdfs:comment "The date on which the corporate action is announced by the issuer." ;
rdfs:range xsd:date .
common_domain_model:recordDate a rdf:Property ;
rdfs:comment "The date on which the account phyical balance and related underlier ownership is recorded by the custodian." ;
rdfs:range xsd:date .
common_domain_model:exDate a rdf:Property ;
rdfs:comment "The date on which the corporate action is known to have taken place." ;
rdfs:range xsd:date .
common_domain_model:dividendObservation a rdf:Property ;
rdfs:comment "To record observations of dividends." ;
rdfs:range common_domain_model:PriceSchedule .
common_domain_model:corporateActionType a rdf:Property ;
rdfs:comment "The type of corporate action taking place." ;
rdfs:range common_domain_model:CorporateActionTypeEnum .
common_domain_model:ResetDates a rdfs:Class ;
rdfs:comment "A data defining: the parameters used to generate the reset dates schedule and associated fixing dates. The reset dates are the dates on which the new index value (which is observed on the fixing date) is applied for each period and on which the interest rate hence begins to accrue." .
common_domain_model:fixingDates a rdf:Property ;
rdfs:comment "The fixing dates are the dates on which the index values are observed. The fixing dates are specified by reference to the reset date through business days offset and an associated set of financial business centers. Normally these offset calculation rules will be those specified in the ISDA definition for the relevant floating rate index (ISDA's Floating Rate Option). However, non-standard offset calculation rules may apply for a trade if mutually agreed by the principal parties to the transaction." ;
rdfs:range common_domain_model:RelativeDateOffset .
common_domain_model:resetFrequency a rdf:Property ;
rdfs:comment "The frequency at which the reset dates occur. In the case of a weekly reset frequency, also specifies the day of the week that the reset occurs. If the reset frequency is greater than the calculation period frequency then this implies that more than one reset is established for each calculation period and some form of rate averaging is applicable." ;
rdfs:range common_domain_model:ResetFrequency .
common_domain_model:resetDatesAdjustments a rdf:Property ;
rdfs:comment "The definition of the business day convention and financial business centers used for adjusting the reset date if it would otherwise fall on a day that is not a business day in the specified business center." ;
rdfs:range common_domain_model:BusinessDayAdjustments .
common_domain_model:finalFixingDate a rdf:Property ;
rdfs:comment "This attribute is not part of the FpML ResetDate, and has been added as part of the CDM to support the credit derivatives final fixing date." ;
rdfs:range common_domain_model:AdjustableDate .
common_domain_model:rateCutOffDaysOffset a rdf:Property ;
rdfs:comment "Specifies the number of business days before the period end date when the rate cut-off date is assumed to apply. The financial business centers associated with determining the rate cut-off date are those specified in the reset dates adjustments. The rate cut-off number of days must be a negative integer (a value of zero would imply no rate cut off applies in which case the rateCutOffDaysOffset element should not be included). The relevant rate for each reset date in the period from, and including, a rate cut-off date to, but excluding, the next applicable period end date (or, in the case of the last calculation period, the termination date) will (solely for purposes of calculating the floating amount payable on the next applicable payment date) be deemed to be the relevant rate in effect on that rate cut-off date. For example, if rate cut-off days for a daily averaging deal is -2 business days, then the refix rate applied on (period end date - 2 days) will also be applied as the reset on (period end date - 1 day), i.e. the actual number of reset dates remains the same but from the rate cut-off date until the period end date, the same refix rate is applied. Note that in the case of several calculation periods contributing to a single payment, the rate cut-off is assumed only to apply to the final calculation period contributing to that payment. The day type associated with the offset must imply a business days offset." ;
rdfs:range common_domain_model:Offset .
common_domain_model:initialFixingDate a rdf:Property ;
rdfs:comment "The initial fixing date." ;
rdfs:domain common_domain_model:InitialFixingDate ;
rdfs:range common_domain_model:InitialFixingDate , xsd:date ;
rdfs:subPropertyOf common_domain_model:initialFixingDate .
common_domain_model:resetRelativeTo a rdf:Property ;
rdfs:comment "Specifies whether the reset dates are determined with respect to each adjusted calculation period start date or adjusted calculation period end date. If the reset frequency is specified as daily this element must not be included." ;
rdfs:range common_domain_model:ResetRelativeToEnum .
common_domain_model:EquityType a rdfs:Class .
common_domain_model:depositaryReceipt a rdf:Property ;
rdfs:range common_domain_model:DepositaryReceiptTypeEnum .
common_domain_model:Transfer a rdfs:Class ;
rdfs:comment "The type of transfer." .
common_domain_model:Quanto a rdfs:Class ;
rdfs:comment "Determines the currency rate that the seller of the equity amounts will apply at each valuation date for converting the respective amounts into a currency that is different from the currency denomination of the underlier." .
common_domain_model:fxRate a rdf:Property ;
rdfs:comment "Specifies a currency conversion rate." ;
rdfs:range common_domain_model:FxRate .
common_domain_model:AveragingSchedule a rdfs:Class ;
rdfs:comment "Class to representing a method for generating a series of dates." .
common_domain_model:averagingPeriodFrequency a rdf:Property ;
rdfs:comment "The frequency at which averaging period occurs with the regular part of the valuation schedule and their roll date convention." ;
rdfs:range common_domain_model:CalculationPeriodFrequency .
common_domain_model:Nationalization a rdfs:Class ;
rdfs:seeAlso .
common_domain_model:relevantAffiliate a rdf:Property ;
rdfs:range common_domain_model:AncillaryEntity .
common_domain_model:assignmentOfClaim a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:nationalizationIsApplicable a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:ThresholdMinimumTransferAmountFixedAmount a rdfs:Class ;
rdfs:comment "Defines the Threshold or the Minimum Transfer Amount (MTA) as a fixed amount." ;
rdfs:subClassOf common_domain_model:ThresholdMinimumTransferAmountBase .
common_domain_model:ExerciseFee a rdfs:Class ;
rdfs:comment "A class defining the fee payable on exercise of an option. This fee may be defined as an amount or a percentage of the notional exercised. As a difference with FpML, it extends the BuyerSeller class." ;
rdfs:subClassOf common_domain_model:PayerReceiver .
common_domain_model:feePaymentDate a rdf:Property ;
rdfs:comment "The date on which exercise fee(s) will be paid. It is specified as a relative date." ;
rdfs:range common_domain_model:RelativeDateOffset .
common_domain_model:feeRate a rdf:Property ;
rdfs:comment "A fee represented as a percentage of some referenced notional. A percentage of 5% would be represented as 0.05." ;
rdfs:range xsd:decimal .
common_domain_model:feeAmount a rdf:Property ;
rdfs:comment "The amount of fee to be paid on exercise. The fee currency is that of the referenced notional." ;
rdfs:range xsd:decimal .
common_domain_model:AssetMaturity a rdfs:Class .
common_domain_model:maturityType a rdf:Property ;
rdfs:comment "Specifies whether the maturity range is the remaining or original maturity." ;
rdfs:range common_domain_model:MaturityTypeEnum .
common_domain_model:maturityRange a rdf:Property ;
rdfs:comment "Represents a filter based on the underlying asset maturity." ;
rdfs:range common_domain_model:PeriodRange .
common_domain_model:AgreementTerms a rdfs:Class ;
rdfs:comment "Specification of the content of a legal agreement." .
common_domain_model:clauseLibrary a rdf:Property ;
rdfs:comment "Specification of whether the agreement terms have been negotiated using the clause library methodology." ;
rdfs:range xsd:boolean .
common_domain_model:ObservationDate a rdfs:Class ;
rdfs:comment "Specifies a single date on which market observations take place and specifies optional associated weighting." .
common_domain_model:weight a rdf:Property ;
rdfs:comment "Specifies the degree of importance of the observation." , "Observation weight, which is used as a multiplier for the observation value." ;
rdfs:domain common_domain_model:WeightedAveragingObservation ;
rdfs:range xsd:decimal ;
rdfs:subPropertyOf common_domain_model:weight .
common_domain_model:observationReference a rdf:Property ;
rdfs:comment "Specifies an identification key for the market observation. This attribute can be used as a reference to assign weights to a series of dates defined in a parametricSchedule." ;
rdfs:range xsd:string .
common_domain_model:NotificationTime a rdfs:Class ;
rdfs:comment "Specifies the time by which a demand for the Transfer of Eligible Credit Support or Posted Credit Support needs to be made in order for the transfer to take place in accordance with the Transfer Timing provisions." ;
rdfs:seeAlso , , , , , , , .
common_domain_model:disputeNotificationReference a rdf:Property ;
rdfs:comment "The determination of whether reference is made to dispute resolution notification timing in the agreement." ;
rdfs:range xsd:boolean .
common_domain_model:transferTimingProviso a rdf:Property ;
rdfs:comment "The determination of whether transfer timing language is applicable or not." ;
rdfs:range xsd:boolean .
common_domain_model:OtherIndex a rdfs:Class ;
rdfs:comment "Specification of a user-defined index that does not meet the criteria of other Index data types." ;
rdfs:subClassOf common_domain_model:IndexBase .
common_domain_model:WeightedAveragingObservation a rdfs:Class ;
rdfs:comment "A single weighted averaging observation." .
common_domain_model:observationNumber a rdf:Property ;
rdfs:comment "Observation number, which should be unique, within a series generated by a date schedule." ;
rdfs:range xsd:integer .
common_domain_model:PercentageRule a rdfs:Class ;
rdfs:comment "A class defining a content model for a calculation rule defined as percentage of the notional amount." .
common_domain_model:paymentPercent a rdf:Property ;
rdfs:comment "A percentage of the notional amount." ;
rdfs:range xsd:decimal .
common_domain_model:notionalAmountReference a rdf:Property ;
rdfs:comment "A reference to the notional amount." ;
rdfs:range common_domain_model:Money .
common_domain_model:AssetFlow a rdfs:Class ;
rdfs:comment "Specifies an asset flow, i.e. the outcome of either of computation (e.g. interest accrual) or an assessment of some sort. The asset flow can then be turned into an asset transfer artefact to be used as the input to a payment system or the outcome of it. The associated globalKey denotes the ability to associate a hash value to the AssetFlow instantiations for the purpose of model cross-referencing, in support of functionality such as the event effect and the lineage." ;
rdfs:subClassOf common_domain_model:AssetFlowBase .
common_domain_model:assetFlowType a rdf:Property ;
rdfs:comment "Type of asset flow corresponding to a scheduled event." ;
rdfs:range common_domain_model:ScheduledTransferEnum .
common_domain_model:PositionIdentifier a rdfs:Class ;
rdfs:comment "Defines a position identifier as a special case of the generic identifier type, that also includes the position identifier class." ;
rdfs:subClassOf common_domain_model:Identifier .
common_domain_model:issuerReference a rdf:Property ;
rdfs:comment "The identifier issuer, when specified by reference to a party specified as part of the transaction." ;
rdfs:range common_domain_model:Party .
common_domain_model:issuer a rdf:Property ;
rdfs:comment "The identifier issuer, when specified explicitly alongside the identifier value (instead of being specified by reference to a party)." ;
rdfs:range xsd:string .
common_domain_model:assignedIdentifier a rdf:Property ;
rdfs:comment "The identifier value. This level of indirection between the issuer and the identifier and its version provides the ability to associate multiple identifiers to one issuer, consistently with the FpML PartyTradeIdentifier." ;
rdfs:range common_domain_model:AssignedIdentifier .
common_domain_model:ObservationTerms a rdfs:Class ;
rdfs:comment "Class containing terms that are associated with observing a price/benchmark/index across either single or multiple observations. " .
common_domain_model:observationTime a rdf:Property ;
rdfs:comment "Defines time in respect to a business calendar location that the price/benchmark/index is observed" , "Represents the time and time-zone." ;
rdfs:domain common_domain_model:ObservationTerms ;
rdfs:range common_domain_model:BusinessCenterTime , common_domain_model:TimeZone ;
rdfs:subPropertyOf common_domain_model:observationTime .
common_domain_model:numberOfObservationDates a rdf:Property ;
rdfs:comment "The number of observation dates between observation start date and observation end date." ;
rdfs:range xsd:integer .
common_domain_model:observationTimeType a rdf:Property ;
rdfs:comment "The enumerated values to specify points in the day when option exercise and valuation can occur." ;
rdfs:range common_domain_model:TimeTypeEnum .
common_domain_model:CounterpartyPosition a rdfs:Class ;
rdfs:comment "A Position describes the accumulated effect of a set of securities or financial transactions." ;
rdfs:subClassOf common_domain_model:ContractBase .
common_domain_model:openDateTime a rdf:Property ;
rdfs:comment "The date and time when the position was opened." ;
rdfs:range xsd:dateTime .
common_domain_model:positionBase a rdf:Property ;
rdfs:comment "Encapsulates the core constituents that characterize a position." ;
rdfs:range common_domain_model:TradableProduct .
common_domain_model:positionIdentifier a rdf:Property ;
rdfs:comment "Represents the identifier(s) that uniquely identify a position for an identity issuer. A position can include multiple identifiers, for example an internal position identifer and a UTI (Unique Trade Identifier)." ;
rdfs:range common_domain_model:PositionIdentifier .
common_domain_model:FloatingRateBase a rdfs:Class ;
rdfs:comment "A class defining a floating interest rate through the specification of the floating rate index, the tenor, the multiplier schedule, the spread, the qualification of whether a specific rate treatment and/or a cap or floor apply." .
common_domain_model:MeasureBase a rdfs:Class ;
rdfs:comment "Provides an abstract type to define a measure as a number associated to a unit. This type is abstract because all its attributes are optional. The types that extend it can specify further existence constraints." .
common_domain_model:CodeListIdentification a rdfs:Class ;
rdfs:comment "A type to identify the version of a codelist" .
common_domain_model:locationUri a rdf:Property ;
rdfs:comment "Suggested retrieval location for this version, in genericode format. An application must signal an error to the user if a document retrieved using a LocationUri is not in genericode format." ;
rdfs:range xsd:string .
common_domain_model:codeShortId a rdf:Property ;
rdfs:comment "The name of the code list, e.g. business-center" ;
rdfs:range xsd:string .
common_domain_model:canonicalVersionUri a rdf:Property ;
rdfs:comment "Canonical URI which uniquely identifies a specific version of the referenced code list. Must be an absolute URI. Must not be used as a de facto location URI." ;
rdfs:range xsd:string .
common_domain_model:canonicalUri a rdf:Property ;
rdfs:comment "Canonical URI which uniquely identifies all versions (collectively) of the referenced code list. Must be an absolute URI. Must not be used as a de facto location URI." ;
rdfs:range xsd:string .
common_domain_model:shortName a rdf:Property ;
rdfs:comment "A short name (without whitespace) for the code list, e.g. businessCenterScheme" ;
rdfs:range xsd:string .
common_domain_model:FxDisruptionEvents a rdfs:Class ;
rdfs:comment "Additional Provisions for a Confirmation of an FX or Currency Option Transaction" ;
rdfs:seeAlso .
common_domain_model:forceMajeureOrActOfSState a rdf:Property ;
rdfs:range common_domain_model:FxForceMajeureOrActOfSStateEnum .
common_domain_model:dualExchangeRate a rdf:Property ;
rdfs:range common_domain_model:FxDualExchangeRate .
common_domain_model:inconvertibilityOrNonTransferability a rdf:Property ;
rdfs:range common_domain_model:FxInconvertibilityOrNonTransferability .
common_domain_model:benchmarkObligationDefault a rdf:Property ;
rdfs:range common_domain_model:FxBenchmarkObligationDefault .
common_domain_model:governmentalAuthorityDefault a rdf:Property ;
rdfs:range common_domain_model:GovernmentalAuthorityDefault .
common_domain_model:illiquidity a rdf:Property ;
rdfs:range common_domain_model:Illiquidity .
common_domain_model:materialChangeInCircumstance a rdf:Property ;
rdfs:range common_domain_model:MaterialChangeInCircumstance .
common_domain_model:priceMateriality a rdf:Property ;
rdfs:range common_domain_model:PriceMateriality .
common_domain_model:illegalityOrImpossibility a rdf:Property ;
rdfs:range common_domain_model:FxIllegalityOrImpossibilityEnum .
common_domain_model:nationalization a rdf:Property ;
rdfs:range common_domain_model:Nationalization .
common_domain_model:NoticeContactInformation a rdfs:Class ;
rdfs:comment "Specifies notice information including address and, optionally, an associated person. This type also supports the ISDA CSA representation as a single string, through the address attribute in Contact Information." ;
rdfs:subClassOf common_domain_model:ContactInformation .
common_domain_model:naturalPerson a rdf:Property ;
rdfs:comment "Optional information about people involved in a transaction or business process." ;
rdfs:range common_domain_model:NaturalPerson .
common_domain_model:SwapCurveValuation a rdfs:Class ;
rdfs:comment "A class to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options." .
common_domain_model:LegacyIndependentAmountRatingsXExposure a rdfs:Class ;
rdfs:comment "Specifies that the Independent Amount is determined using both credit rating and exposure metrics." ;
rdfs:subClassOf common_domain_model:IndependentAmountRatings .
common_domain_model:highestLowestVariableSet a rdf:Property ;
rdfs:comment "A logical container to hold a defined set of related data. In this case the collation of Ratings Information and associated exposure multiplier where highest or lowest of the associated credit ratings are used when determining the applicable Independent Amount." ;
rdfs:range common_domain_model:RatingMultiplier .
common_domain_model:compareVariableSet a rdf:Property ;
rdfs:comment "A logical container to hold a defined set of related data. In this case the collation of Ratings Information and associated exposure multiplier where multiple credit ratings are compared when determining the applicable Independent Amount." ;
rdfs:range common_domain_model:DirectionRatingMultiplier .
common_domain_model:Sngl a rdfs:Class .
common_domain_model:isin a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:Identifier a rdfs:Class ;
rdfs:comment "A class to specify a generic identifier, applicable to CDM artefacts such as executions, contracts, lifecycle events and legal documents. An issuer can be associated with the actual identifier value as a way to properly qualify it." .
common_domain_model:DividendPeriod a rdfs:Class ;
rdfs:comment "Time bounded dividend payment periods, each with a dividend payment date per period." .
common_domain_model:dividendValuationDate a rdf:Property ;
rdfs:comment "Specifies the dividend valuation dates of the swap." ;
rdfs:range common_domain_model:AdjustableOrRelativeDate .
common_domain_model:dividendPaymentDate a rdf:Property ;
rdfs:comment "Specifies when the dividend will be paid to the receiver of the equity return. Has the meaning as defined in the ISDA 2002 Equity Derivatives Definitions. Is not applicable in the case of a dividend reinvestment election." ;
rdfs:range common_domain_model:DividendPaymentDate .
common_domain_model:EvergreenProvision a rdfs:Class ;
rdfs:comment "Specifies a transaction which automatically extends for a specified timeframe until the exercise of an embedded option." .
common_domain_model:extensionFrequency a rdf:Property ;
rdfs:comment "The frequency with which the evergreen contract will be extended if notice is not given." ;
rdfs:range common_domain_model:AdjustableRelativeOrPeriodicDates .
common_domain_model:noticePeriod a rdf:Property ;
rdfs:comment "The length of each evergreen extension period relative to the effective date of the preceding contract." ;
rdfs:range common_domain_model:RelativeDateOffset .
common_domain_model:finalPeriodFeeAdjustment a rdf:Property ;
rdfs:comment "An optional adjustment to the rate for the last period of the evergreen i.e. the period from when notice is given to stop rolling the contract through to the termination date." ;
rdfs:range common_domain_model:Price .
common_domain_model:noticeDeadlinePeriod a rdf:Property ;
rdfs:comment "Defines the minimum period before an evergreen is scheduled to terminate that notice can be given that it will terminate beyond the scheduled termination date." , "Defines the min period for notify of a substitution." , "Defines the minimum period before a contract is scheduled to terminate that notice can be given that it will terminate beyond the scheduled termination date." ;
rdfs:range common_domain_model:RelativeDateOffset , common_domain_model:Period ;
rdfs:subPropertyOf common_domain_model:noticeDeadlinePeriod .
common_domain_model:noticeDeadlineDateTime a rdf:Property ;
rdfs:comment "A specific date and time for the notice deadline" ;
rdfs:range xsd:dateTime .
common_domain_model:Sellr a rdfs:Class .
common_domain_model:Offset a rdfs:Class ;
rdfs:comment "A class defining an offset used in calculating a new date relative to a reference date, e.g. calendar days, business days, commodity Business days, etc." ;
rdfs:subClassOf common_domain_model:Period .
common_domain_model:PeriodRange a rdfs:Class ;
rdfs:comment "Indicates The period range defined as either a lower and upper period bound, or both." .
common_domain_model:AdjustableOrAdjustedDate a rdfs:Class ;
rdfs:comment "A class for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date." .
common_domain_model:AddressesForTransfer a rdfs:Class ;
rdfs:comment "Specifies the address for transfer as specified by the respective parties to the agreement." .
common_domain_model:CalculatedRateObservationDatesAndWeights a rdfs:Class ;
rdfs:comment "Type for reporting the observations dates and the corresponding weights going into a daily calculated rate" .
common_domain_model:NonTransferableProduct a rdfs:Class ;
rdfs:comment "A data type to specify the financial product's economic terms, alongside the product identification and product taxonomy. The non-transferable product data type represents a product that can be traded (as part of a TradableProduct) but cannot be transferred to others. It is meant to be used across the pre-execution, execution and (as part of the Contract) post-execution lifecycle contexts." .
common_domain_model:CalculationPeriod a rdfs:Class ;
rdfs:comment "A data defining: the parameters used in the calculation of a fixed or floating rate calculation period amount. This data forms: part of cashflows representation of a swap stream." ;
rdfs:subClassOf common_domain_model:CalculationPeriodBase .
common_domain_model:unadjustedEndDate a rdf:Property ;
rdfs:comment "The calculation end date, unadjusted." ;
rdfs:range xsd:date .
common_domain_model:dayCountYearFraction a rdf:Property ;
rdfs:comment "The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex." ;
rdfs:range xsd:decimal .
common_domain_model:floatingRateDefinition a rdf:Property ;
rdfs:comment "The floating rate reset information for the calculation period." ;
rdfs:range common_domain_model:FloatingRateDefinition .
common_domain_model:unadjustedStartDate a rdf:Property ;
rdfs:comment "The calculation start date, unadjusted." ;
rdfs:range xsd:date .
common_domain_model:forecastAmount a rdf:Property ;
rdfs:comment "The amount representing the forecast of the accrued value of the calculation period. An intermediate value used to generate the forecastPaymentAmount in the PaymentCalculationPeriod." ;
rdfs:range common_domain_model:Money .
common_domain_model:fxLinkedNotionalAmount a rdf:Property ;
rdfs:comment "The amount that a cashflow will accrue interest on. This is the calculated amount of the FX linked - i.e. the other currency notional amount multiplied by the appropriate FX spot rate." ;
rdfs:range common_domain_model:FxLinkedNotionalAmount .
common_domain_model:CollateralTaxonomy a rdfs:Class ;
rdfs:comment "Specifies the collateral taxonomy, which is composed of a taxonomy value and a taxonomy source." .
common_domain_model:taxonomyValue a rdf:Property ;
rdfs:comment "Specifies the taxonomy value." ;
rdfs:range common_domain_model:CollateralTaxonomyValue .
common_domain_model:taxonomySource a rdf:Property ;
rdfs:comment "Specifies the taxonomy source." ;
rdfs:range common_domain_model:TaxonomySourceEnum .
common_domain_model:CashCollateralValuationMethod a rdfs:Class ;
rdfs:comment "This type is a generic structure that can represent the parameters of several mid-market valuation and replacement value methods described in the 2021 ISDA Definitions." .
common_domain_model:protectedParty a rdf:Property ;
rdfs:comment "This may be used to specify which party is protected (e.g. under Replacement Value cash settlement methods)." ;
rdfs:range common_domain_model:PartyDeterminationEnum .
common_domain_model:agreedDiscountRate a rdf:Property ;
rdfs:comment "This may be used to indicate the discount rate to be used for cash collateral for cash settlement purposes." ;
rdfs:range xsd:string .
common_domain_model:prescribedDocumentationAdjustment a rdf:Property ;
rdfs:comment "This may be used to indicate that 'prescribed documentation adjustment' is applicable." ;
rdfs:range xsd:boolean .
common_domain_model:cashCollateralInterestRate a rdf:Property ;
rdfs:comment "This may be used to indicate the interest rate to be used for cash collateral for cash settlement purposes." ;
rdfs:range xsd:string .
common_domain_model:applicableCsa a rdf:Property ;
rdfs:comment "This may be used to specify what type of CSA (credit support annex/agreement) is to be used for cash settlement purposes." ;
rdfs:range common_domain_model:CsaTypeEnum .
common_domain_model:cashCollateralCurrency a rdf:Property ;
rdfs:comment "This may be used to indicate the currency of cash collateral for cash settlement purposes." ;
rdfs:range xsd:string .
common_domain_model:ExerciseFeeSchedule a rdfs:Class ;
rdfs:comment "A class to define a fee or schedule of fees to be payable on the exercise of an option. This fee may be defined as an amount or a percentage of the notional exercised. As a difference with FpML, it extends the BuyerSeller class." ;
rdfs:subClassOf common_domain_model:PayerReceiver .
common_domain_model:feeAmountSchedule a rdf:Property ;
rdfs:comment "The exercise fee amount schedule. The fees are expressed as currency amounts. The currency of the fee is assumed to be that of the notional schedule referenced." ;
rdfs:range common_domain_model:AmountSchedule .
common_domain_model:feeRateSchedule a rdf:Property ;
rdfs:comment "The exercise free rate schedule. The fees are expressed as percentage rates of the notional being exercised. The currency of the fee is assumed to be that of the notional schedule referenced." ;
rdfs:range common_domain_model:Schedule .
common_domain_model:FrenchLawAddendumElection a rdfs:Class ;
rdfs:comment "A class to specify party specific French Law Addendum language." .
common_domain_model:addendumLanguage a rdf:Property ;
rdfs:comment "The party specific language to be included in the agreement." ;
rdfs:range xsd:string .
common_domain_model:ListedDerivative a rdfs:Class ;
rdfs:comment "A securitized derivative on another asset." ;
rdfs:subClassOf common_domain_model:InstrumentBase .
common_domain_model:deliveryTerm a rdf:Property ;
rdfs:comment "Also called contract month or delivery month. However, it's not always a month. It is usually expressed using a code, e.g. Z23 would be the Dec 2023 contract, (Z = December). For crude oil, the corresponding contract might be called CLZ23. Optional as this can be uniquely identified in the identifier." , "Also called contract month or delivery month. However, it's not always a month. It is usually expressed using a code, e.g. Z23 would be the Dec 2023 contract, (Z = December). For crude oil, the corresponding contract might be called CLZ23." ;
rdfs:domain common_domain_model:SettlementPayout ;
rdfs:range xsd:string ;
rdfs:subPropertyOf common_domain_model:deliveryTerm .
common_domain_model:BusinessCenterTime a rdfs:Class ;
rdfs:comment "A class for defining a time with respect to a business day calendar location. For example, 11:00:00 GBLO." .
common_domain_model:DerivInstrmAttrbts a rdfs:Class .
common_domain_model:xpryDt a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:pricMltplr a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:undrlygInstrm a rdf:Property ;
rdfs:range common_domain_model:UndrlygInstrm .
common_domain_model:dlvryTp a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:ParametricDates a rdfs:Class ;
rdfs:comment "Defines rules for the dates on which the price will be determined." .
common_domain_model:dayFrequency a rdf:Property ;
rdfs:comment "Defines the occurrence of the dayOfWeek within the pricing period on which pricing will take place, e.g. the 3rd Friday within each Calculation Period. If omitted, every dayOfWeek will be a pricing day." ;
rdfs:range xsd:decimal .
common_domain_model:lag a rdf:Property ;
rdfs:comment "The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period." ;
rdfs:range common_domain_model:Lag .
common_domain_model:dayDistribution a rdf:Property ;
rdfs:comment "Denotes the method by which the pricing days are distributed across the pricing period." ;
rdfs:range common_domain_model:DayDistributionEnum .
common_domain_model:dayOfWeek a rdf:Property ;
rdfs:comment "Indicates the days of the week on which the price will be determined." , "Specifies the day of the week if used." , "The days of the week of the delivery." ;
rdfs:range common_domain_model:DayOfWeekEnum ;
rdfs:subPropertyOf common_domain_model:dayOfWeek .
common_domain_model:PaymentDateSchedule a rdfs:Class ;
rdfs:comment "The payment dates when specified as relative to a set of dates specified somewhere else in the instance document/transaction, e.g. the valuation dates as typically the case for equity swaps, or when specified as a calculation period schedule." .
common_domain_model:interimPaymentDates a rdf:Property ;
rdfs:range common_domain_model:AdjustableRelativeOrPeriodicDates .
common_domain_model:finalPaymentDate a rdf:Property ;
rdfs:comment "The last payment when specified as an adjustable or relative date, as in the FpML total return construct." ;
rdfs:range common_domain_model:AdjustableOrRelativeDate .
common_domain_model:TransferInformationElection a rdfs:Class ;
rdfs:comment "Specifies the party reference and the associated transfer & contact information." ;
rdfs:subClassOf common_domain_model:ContactInformationElection .
common_domain_model:MasterAgreementClause a rdfs:Class ;
rdfs:comment "Defines clauses that make up a Master Agreement." .
common_domain_model:variant a rdf:Property ;
rdfs:comment "Allows multiple variants to be defined for a clause. This needs to be an array as some clauses can specify different variants for different parties. At least one variant must be specified for a clause." ;
rdfs:range common_domain_model:MasterAgreementClauseVariant .
common_domain_model:DateList a rdfs:Class ;
rdfs:comment "List of dates." .
common_domain_model:PartyRole a rdfs:Class ;
rdfs:comment "A class to specify the role(s) that party(ies) may have in relation to the execution, contract or other legal agreement." .
common_domain_model:ownershipPartyReference a rdf:Property ;
rdfs:comment "A reference to the party that has ownership of this party role information. FpML specifies that For shared trade information, this attribute will reference the originator of the data (for example, an execution facility or clearing house)." ;
rdfs:range common_domain_model:Party .
common_domain_model:LegalAgreementIdentification a rdfs:Class ;
rdfs:comment "Specifies the type of legal agreement, identified via a set of composable attributes: agreementName, publisher, governing law and version, e.g. ISDA 2013 Standard Credit Support Annex English Law." .
common_domain_model:governingLaw a rdf:Property ;
rdfs:comment "The law governing the legal agreement, e.g. English Law, New York Law or Japanese Law." , "Represents the law governing the trade and associated contractual product terms." ;
rdfs:domain common_domain_model:LegalAgreementIdentification ;
rdfs:range common_domain_model:GoverningLawEnum ;
rdfs:subPropertyOf common_domain_model:governingLaw .
common_domain_model:agreementName a rdf:Property ;
rdfs:comment "The legal agreement name, e.g. Credit Support Annex for Variation Margin." ;
rdfs:range common_domain_model:AgreementName .
common_domain_model:publisher a rdf:Property ;
rdfs:comment "The legal agreement publisher, e.g. ISDA." ;
rdfs:range common_domain_model:LegalAgreementPublisherEnum .
common_domain_model:vintage a rdf:Property ;
rdfs:comment "In the case where successive definitions of the legal agreement have been developed, the vintage identification. This is typically (but not necessarily) done by referencing the year, e.g. 2013 in the case of the ISDA 2013 Standard Credit Support Annex." ;
rdfs:range xsd:integer .
common_domain_model:MandatoryEarlyTerminationAdjustedDates a rdfs:Class ;
rdfs:comment "A data defining: the adjusted dates associated with a mandatory early termination provision." .
common_domain_model:EventTimestamp a rdfs:Class ;
rdfs:comment "A class to represent the various set of timestamps that can be associated with lifecycle events, as a collection of [dateTime, qualifier]." .
common_domain_model:DateRelativeToValuationDates a rdfs:Class ;
rdfs:comment "A data to: provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference." .
common_domain_model:valuationDatesReference a rdf:Property ;
rdfs:comment "A set of href pointers to valuation period dates defined somewhere else in the document." ;
rdfs:range common_domain_model:PerformanceValuationDates .
common_domain_model:TriggerEvent a rdfs:Class ;
rdfs:comment "Observation point for trigger." .
common_domain_model:triggerDates a rdf:Property ;
rdfs:comment "The trigger Dates." ;
rdfs:range common_domain_model:DateList .
common_domain_model:featurePayment a rdf:Property ;
rdfs:comment "The feature payment, i.e. the payment made following trigger occurrence." ;
rdfs:range common_domain_model:FeaturePayment .
common_domain_model:ForeignExchangeRateIndex a rdfs:Class ;
rdfs:comment "Specification of a rate based on the exchange of a pair of cash assets in specific currencies, e.g. USD versus GBP." ;
rdfs:subClassOf common_domain_model:IndexBase .
common_domain_model:secondaryFxSpotRateSource a rdf:Property ;
rdfs:comment "Specifies an alternative, or secondary, source from which a rate should be observed." ;
rdfs:range common_domain_model:InformationSource .
common_domain_model:primaryFxSpotRateSource a rdf:Property ;
rdfs:comment "Specifies the primary source from which a rate should be observed." ;
rdfs:range common_domain_model:InformationSource .
common_domain_model:Tranche a rdfs:Class ;
rdfs:comment "The class to represent a CDS Tranche." .
common_domain_model:attachmentPoint a rdf:Property ;
rdfs:comment "Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal. An attachment point of 5% would be represented as 0.05. The difference between Attachment and Exhaustion points is called the width of the Tranche." ;
rdfs:range xsd:decimal .
common_domain_model:exhaustionPoint a rdf:Property ;
rdfs:comment "Upper bound percentage of the loss that the Tranche can endure, expressed as a decimal. An exhaustion point of 5% would be represented as 0.05. The difference between Attachment and Exhaustion points is call the width of the Tranche." ;
rdfs:range xsd:decimal .
common_domain_model:incurredRecoveryApplicable a rdf:Property ;
rdfs:comment "Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time." ;
rdfs:range xsd:boolean .
common_domain_model:PriceMateriality a rdfs:Class ;
rdfs:seeAlso .
common_domain_model:priceMaterialityIsApplicable a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:ContractBase a rdfs:Class ;
rdfs:comment "Encapsulates data features common to trade and position." .
common_domain_model:Underlier a rdfs:Class ;
rdfs:comment "The underlying financial product that will be physically or cash settled, which can be of any type, eg an asset such as cash or a security, a product, or the cash settlement of an index rate. Conditions are usually applied when used in a data type, such as a payout, to ensure this aligns with the use case." .
common_domain_model:AggregationParameters a rdfs:Class ;
rdfs:comment " Parameters to be used to filter events that are relevant to a given portfolio in order to calculate the state of this portfolio. The attributes correspond to all the possible aggregation criteria that can be used and these criteria can be combined. All the attributes are optional." .
common_domain_model:positionStatus a rdf:Property ;
rdfs:comment "To aggregate based on position status (EXECUTED, SETTLED etc)" ;
rdfs:range common_domain_model:PositionStatusEnum .
common_domain_model:totalPosition a rdf:Property ;
rdfs:comment "Specifies whether to calculate total position to given date, or only daily position for the given date." ;
rdfs:range xsd:boolean .
common_domain_model:ReferencePair a rdfs:Class .
common_domain_model:entityType a rdf:Property ;
rdfs:comment "Defines the reference entity types corresponding to a list of types in the ISDA First to Default documentation." ;
rdfs:range common_domain_model:EntityTypeEnum .
common_domain_model:SpecificAsset a rdfs:Class ;
rdfs:comment "A single, specifically identified Asset chosen from the Asset data type" ;
rdfs:subClassOf common_domain_model:Asset .
common_domain_model:LegacyIndependentAmount a rdfs:Class ;
rdfs:comment "Sets out the additional amount of collateral that is required to be delivered by that party irrespective of the mark-to-market exposure under the related Transactions. It may take the form of a fixed amount, or be determined using credit ratings." ;
rdfs:seeAlso .
common_domain_model:IssuerAgencyRating a rdfs:Class .
common_domain_model:issuerAgencyRating a rdf:Property ;
rdfs:comment "Represents an agency rating based on default risk and creditors claim in event of default associated with asset issuer." ;
rdfs:range common_domain_model:AgencyRatingCriteria .
common_domain_model:LegacyResolutionAlternative a rdfs:Class ;
rdfs:comment "Alternative procedures to those in the pre-print for resolving collateral related disputes." .
common_domain_model:resolutionAlternative a rdf:Property ;
rdfs:comment "Details of the alternative dispute resolution procedure (if any)." ;
rdfs:range common_domain_model:LegacyResolutionAlternativeEnum .
common_domain_model:BoundedVariance a rdfs:Class .
common_domain_model:realisedVarianceMethod a rdf:Property ;
rdfs:comment "The contract specifies which price must satisfy the boundary condition." ;
rdfs:range common_domain_model:RealisedVarianceMethodEnum .
common_domain_model:daysInRangeAdjustment a rdf:Property ;
rdfs:comment "The contract specifies whether the notional should be scaled by the Number of Days in Range divided by the Expected N. The number of Days in Ranges refers to the number of returns that contribute to the realized volatility." ;
rdfs:range xsd:boolean .
common_domain_model:upperBarrier a rdf:Property ;
rdfs:comment "All observations above this price level will be excluded from the variance calculation." ;
rdfs:range xsd:decimal .
common_domain_model:lowerBarrier a rdf:Property ;
rdfs:comment "All observations below this price level will be excluded from the variance calculation." ;
rdfs:range xsd:decimal .
common_domain_model:FixedAmountCalculationDetails a rdfs:Class ;
rdfs:comment "Type for reporting the detailed results of calculating a cash flow for a calculation period. This is enhanced relative to the FpML-based cashflows structure to allow more information to be returned about daily compounded rates." .
common_domain_model:yearFraction a rdf:Property ;
rdfs:comment "The fraction of a year that this calculation represents, according to the day count fraction method." ;
rdfs:range xsd:decimal .
common_domain_model:calculationPeriodNotionalAmount a rdf:Property ;
rdfs:comment "The notional in effect during the calculation period." ;
rdfs:range common_domain_model:Money .
common_domain_model:calculatedAmount a rdf:Property ;
rdfs:comment "The amount of the cash flow that was computed, including any spreads and other processing." ;
rdfs:range xsd:decimal .
common_domain_model:CalculationFrequency a rdfs:Class ;
rdfs:comment "Represents the parameters for describing how often something (such as collateral interest) is to be calculated." .
common_domain_model:dayOfMonth a rdf:Property ;
rdfs:comment "Specifies the day of the month if used." ;
rdfs:range xsd:decimal .
common_domain_model:dateLocation a rdf:Property ;
rdfs:comment "Specifies where is the time measured." ;
rdfs:range common_domain_model:BusinessCenterTime .
common_domain_model:weekOfMonth a rdf:Property ;
rdfs:comment "Specifies the week of the month if used." ;
rdfs:range xsd:decimal .
common_domain_model:monthOfYear a rdf:Property ;
rdfs:comment "Specifies the month of the year if used." ;
rdfs:range xsd:decimal .
common_domain_model:offsetDays a rdf:Property ;
rdfs:comment "Specifies how many days from the trigger event should the payment occur." , "The number of business days offset." , "The number of days of observation shift." ;
rdfs:range xsd:decimal , xsd:integer ;
rdfs:subPropertyOf common_domain_model:offsetDays .
common_domain_model:Rounding a rdfs:Class ;
rdfs:comment "Defines rounding rules and precision to be used in the rounding of a number." .
common_domain_model:AmountSchedule a rdfs:Class ;
rdfs:comment "A class to specify a currency amount or a currency amount schedule." ;
rdfs:subClassOf common_domain_model:Schedule .
common_domain_model:CalculateTransferInstruction a rdfs:Class ;
rdfs:comment "Defines the tradeState or payout on which to create a Transfer along with all necessary resets." .
common_domain_model:resets a rdf:Property ;
rdfs:range common_domain_model:Reset .
common_domain_model:tradeState a rdf:Property ;
rdfs:comment "The trade for the individual billing record." ;
rdfs:range common_domain_model:TradeState ;
rdfs:subPropertyOf common_domain_model:tradeState .
common_domain_model:ValuationTerms a rdfs:Class .
common_domain_model:numberOfValuationDates a rdf:Property ;
rdfs:comment "The number of valuation dates between valuation start date and valuation end date." ;
rdfs:range xsd:integer .
common_domain_model:dividendValuationDates a rdf:Property ;
rdfs:comment "Specifies the dividend valuation dates of the swap." ;
rdfs:range common_domain_model:AdjustableRelativeOrPeriodicDates .
common_domain_model:fPVFinalPriceElectionFallback a rdf:Property ;
rdfs:comment "Specifies the fallback provisions for Hedging Party in the determination of the Final Price." ;
rdfs:range common_domain_model:FpvFinalPriceElectionFallbackEnum .
common_domain_model:futuresPriceValuation a rdf:Property ;
rdfs:comment "The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions." ;
rdfs:range xsd:boolean .
common_domain_model:optionsPriceValuation a rdf:Property ;
rdfs:comment "The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions" ;
rdfs:range xsd:boolean .
common_domain_model:FxHaircutCurrency a rdfs:Class ;
rdfs:comment "A class to specify the reference currency for the purpose of specifying the FX Haircut relating to a posting obligation, as being either the Termination Currency or an FX Designated Currency." .
common_domain_model:isTerminationCurrency a rdf:Property ;
rdfs:comment "The reference currency for the purpose of specifying the FX Haircut relating to a posting obligation is the Termination Currency when the Boolean value is set to True." ;
rdfs:range xsd:boolean .
common_domain_model:fxDesignatedCurrency a rdf:Property ;
rdfs:comment "When specified, the reference currency for the purpose of specifying the FX Haircut relating to a posting obligation. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes." ;
rdfs:range xsd:string .
common_domain_model:PaymentDetail a rdfs:Class .
common_domain_model:paymentRule a rdf:Property ;
rdfs:comment "The calculation rule." ;
rdfs:range common_domain_model:PaymentRule .
common_domain_model:paymentAmount a rdf:Property ;
rdfs:comment "A fixed payment amount." ;
rdfs:range common_domain_model:Money .
common_domain_model:AssetBase a rdfs:Class ;
rdfs:comment "The base data type to specify common attributes for all Assets." .
common_domain_model:SubstitutionPartyElection a rdfs:Class ;
rdfs:comment "Party specific elections for substitution of posted collateral." .
common_domain_model:needsConsent a rdf:Property ;
rdfs:comment "The election as to whether the Pledgor/Obligor/Chargor/Security Provider must obtain the Secured Partys consent for any collateral substitution." ;
rdfs:range xsd:boolean .
common_domain_model:legacyConsent a rdf:Property ;
rdfs:comment "The process for substituting/exchanging one form of collateral held by a party for a different form of collateral, used with legacy agreements." ;
rdfs:range common_domain_model:LegacyConsentEnum .
common_domain_model:substitutionDateLanguage a rdf:Property ;
rdfs:comment "Substitution Date has the meaning specified in Paragraph4(d)(ii), unless otherwise specified." ;
rdfs:range xsd:string .
common_domain_model:specificConsentLanguage a rdf:Property ;
rdfs:comment "Specific consent language might be specified by the parties." ;
rdfs:range xsd:string .
common_domain_model:FxBenchmarkObligationDefault a rdfs:Class ;
rdfs:seeAlso .
common_domain_model:benchmarkObligationDefaultIsApplicable a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:AdjustableOrRelativeDate a rdfs:Class ;
rdfs:comment "A class giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date." .
common_domain_model:adjustableDate a rdf:Property ;
rdfs:comment "A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date." ;
rdfs:range common_domain_model:AdjustableDate .
common_domain_model:SecuredDebt a rdfs:Class .
common_domain_model:coveredBond a rdf:Property ;
rdfs:comment "Specifies the type of Covered Bond." ;
rdfs:range common_domain_model:CoveredBondEnum .
common_domain_model:securedType a rdf:Property ;
rdfs:comment "Specifies the type of secured debt product." ;
rdfs:range common_domain_model:SecuredTypeEnum .
common_domain_model:assetBacked a rdf:Property ;
rdfs:comment "Specifies the type of Asset Backed Security." ;
rdfs:range common_domain_model:AssetBackedEnum .
common_domain_model:propertyType a rdf:Property ;
rdfs:comment "Specifies the type of property when the security is linked to a property asset." ;
rdfs:range common_domain_model:PropertyTypeEnum .
common_domain_model:collateralizedObligation a rdf:Property ;
rdfs:comment "Specifies the type of Collateralized Obligation." ;
rdfs:range common_domain_model:CollateralizedObligationEnum .
common_domain_model:SpecifiedCurrency a rdfs:Class .
common_domain_model:DebtEconomics a rdfs:Class ;
rdfs:comment "Specifies selected economics of a debt security." .
common_domain_model:secured a rdf:Property ;
rdfs:comment "Specifies the type of secured debt." ;
rdfs:range common_domain_model:SecuredDebt .
common_domain_model:interest a rdf:Property ;
rdfs:comment "Specifies the general rule for periodic interest rate payment." ;
rdfs:range common_domain_model:DebtInterestEnum .
common_domain_model:principal a rdf:Property ;
rdfs:comment "Specifies the general rule for repayment of principal." ;
rdfs:range common_domain_model:DebtPrincipalEnum .
common_domain_model:redemption a rdf:Property ;
rdfs:comment "Specifies the general rule for redemption of a debt security." ;
rdfs:range common_domain_model:DebtRedemption .
common_domain_model:AllEligibilityToHoldCollateralCriteria a rdfs:Class ;
rdfs:comment "Used to combine two or more Criteria using AND logic." .
common_domain_model:ListingSector a rdfs:Class ;
rdfs:comment "Specifies a filter based on an industry sector." .
common_domain_model:sector a rdf:Property ;
rdfs:comment "Represents a filter based on an industry sector defined under a system for classifying industry types such as Global Industry Classification Standard (GICS) and North American Industry Classification System (NAICS)" ;
rdfs:range xsd:string .
common_domain_model:FloatingRateIndexExternalMap a rdfs:Class ;
rdfs:comment "A map for a single FRO to or from an equivalent or similar codes in a different standard such as ISO." .
common_domain_model:externalId a rdf:Property ;
rdfs:comment " The FRO name that is being mapped to/from." ;
rdfs:range xsd:string .
common_domain_model:externalStandard a rdf:Property ;
rdfs:comment "The standard/version to which the map applies." ;
rdfs:range xsd:string .
common_domain_model:EventsOfDefault a rdfs:Class ;
rdfs:comment "The definitions regarding any different events of default relating to the GMSLA." .
common_domain_model:CollateralInterestHandlingParameters a rdfs:Class ;
rdfs:comment "Represents parameters that describe how calculated interest amounts are handled, i.e. are they transferred/distributed, or is the collateral balance adjusted, is netting done, and any other special handling." .
common_domain_model:interestAmountApplication a rdf:Property ;
rdfs:comment "The application of Interest Amount with respect to the Delivery Amount and the Return Amount." ;
rdfs:range common_domain_model:InterestAmountApplication .
common_domain_model:includeAccrualInMarginCalc a rdf:Property ;
rdfs:comment "Indicates whether or not to include the open interest accrual in the margin calculation." ;
rdfs:range xsd:boolean .
common_domain_model:alternativeToInterestAmount a rdf:Property ;
rdfs:comment "Specifies the alternative to interest amounts." ;
rdfs:range common_domain_model:AlternativeToInterestAmountEnum .
common_domain_model:interestRolloverLimit a rdf:Property ;
rdfs:comment "Specifies the level below which the interest will be rolled over." ;
rdfs:range common_domain_model:NumberBound .
common_domain_model:accrueInterestOnUnsettledInterest a rdf:Property ;
rdfs:comment "Indicates whether interest accruing on unsettled interest amount is included (continues to be accrued) in the following period." ;
rdfs:range xsd:boolean .
common_domain_model:alternativeProvision a rdf:Property ;
rdfs:comment "Specifies an alternative to interest amount, when the alternative provision clause is specified." ;
rdfs:range xsd:string .
common_domain_model:cutoffTime a rdf:Property ;
rdfs:comment "Specifies the time of day that interest needs to be confirmed by." ;
rdfs:range xsd:time .
common_domain_model:onFullReturn a rdf:Property ;
rdfs:comment "Indicates the option that accrued interest should be calculated and distributed when a full return of collateral occurs." ;
rdfs:range xsd:boolean .
common_domain_model:netPostedAndHeldInterest a rdf:Property ;
rdfs:comment "Indicates whether to net Held and Posted Interest Payments (i.e. whether interest payable for a period can be netted with interest receivable)." ;
rdfs:range xsd:boolean .
common_domain_model:paymentBusinessCenter a rdf:Property ;
rdfs:comment "Specifies applicable business centers for payments." ;
rdfs:range xsd:string .
common_domain_model:interestPaymentHandling a rdf:Property ;
rdfs:comment "Specifies how the collateral interest is to be handled." ;
rdfs:range common_domain_model:CollateralInterestHandlingEnum .
common_domain_model:notification a rdf:Property ;
rdfs:comment "Specifies the terms describing notification requirements." ;
rdfs:range common_domain_model:CollateralInterestNotification .
common_domain_model:netInterestWithMarginCalls a rdf:Property ;
rdfs:comment "Indicates whether the interest amount may be offset against any margin call deliver or return amounts? (aka 'net payments' indicator)." ;
rdfs:range xsd:boolean .
common_domain_model:writeoffLimit a rdf:Property ;
rdfs:comment "Specifies the level below which the interest will be written off; if omitted write-off is not applicable." ;
rdfs:range common_domain_model:NumberBound .
common_domain_model:onPartialReturn a rdf:Property ;
rdfs:comment "Indicates the option that accrued interest should be calculated and distributed when a partial return collateral occurs." ;
rdfs:range xsd:boolean .
common_domain_model:SpecifiedConditionOrAccessCondition a rdfs:Class ;
rdfs:comment "Specifies the events elected by the parties that are deemed an Access Condition (for Initial Margin CSA) or a Specified Condition (for Variation Margin and Legacy CSA), which, if triggered, may temporarily or permanently suspend rights to rehypothecate, transfer, or substitute collateral." ;
rdfs:seeAlso .
common_domain_model:ControlAgreementElections a rdfs:Class ;
rdfs:comment "A class to specify the Control Agreement election sby each party to the agreement." .
common_domain_model:controlAgreementAsCsd a rdf:Property ;
rdfs:comment "The identification of whether the Control Agreement is a Credit Support Document with respect to each party." ;
rdfs:range xsd:boolean .
common_domain_model:consistencyWithControlAgreement a rdf:Property ;
rdfs:comment "Unless specified as inapplicable in the event of any inconsistency between this Deed and the Control Agreement, this Deed will prevail over the Control Agreement." ;
rdfs:range xsd:boolean .
common_domain_model:relationshipWithControlAgreement a rdf:Property ;
rdfs:comment "Unless specified as inapplicable the parties recognise that the Control Agreement is a means by which the parties can perform their obligations." ;
rdfs:range xsd:boolean .
common_domain_model:FeaturePayment a rdfs:Class ;
rdfs:comment "Payment made following trigger occurrence." .
common_domain_model:levelPercentage a rdf:Property ;
rdfs:comment "The trigger level percentage." ;
rdfs:range xsd:decimal .
common_domain_model:RelativeTimeOffset a rdfs:Class ;
rdfs:comment "Describes how a time is offset from a reference point, including the unit, magnitude, and rounding behavior." .
common_domain_model:CreditSupportDocument a rdfs:Class ;
rdfs:comment "Identification of party specific Credit Support Documents applicable to the document." .
common_domain_model:creditSupportDocumentElection a rdf:Property ;
rdfs:comment "The party election of Credit Support Document(s), if any." ;
rdfs:range common_domain_model:CreditSupportDocumentElection .
common_domain_model:Prsn a rdfs:Class .
common_domain_model:othr a rdf:Property ;
rdfs:range common_domain_model:Othr .
common_domain_model:ConstituentWeight a rdfs:Class ;
rdfs:comment "A class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms." .
common_domain_model:openUnits a rdf:Property ;
rdfs:comment "The number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this element is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms." ;
rdfs:range xsd:decimal .
common_domain_model:basketPercentage a rdf:Property ;
rdfs:comment "The relative weight of each respective basket constituent, expressed in percentage. A basket percentage of 5% would be represented as 0.05." ;
rdfs:range xsd:decimal .
common_domain_model:TelephoneNumber a rdfs:Class ;
rdfs:comment "A class to specify a telephone number as a type of phone number (e.g. work, personal, ...) alongside with the actual number." .
common_domain_model:telephoneNumberType a rdf:Property ;
rdfs:comment "The type of telephone number, e.g. work, mobile." ;
rdfs:range common_domain_model:TelephoneTypeEnum .
common_domain_model:number a rdf:Property ;
rdfs:comment "The actual telephone number." , "The number to be used as the bound, e.g. 5." ;
rdfs:domain common_domain_model:TelephoneNumber ;
rdfs:range xsd:string , xsd:decimal ;
rdfs:subPropertyOf common_domain_model:number .
common_domain_model:AnyEligibilityToHoldCollateralCriteria a rdfs:Class ;
rdfs:comment "Used to combine two or more Criteria using OR logic." .
common_domain_model:CreditNotation a rdfs:Class ;
rdfs:comment "Represents a class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications." .
common_domain_model:SettlementProvision a rdfs:Class ;
rdfs:comment "Defines parameters that regulate a settlement, for instance whether this settlement should be netted with other ones or broken-down into smaller amounts." .
common_domain_model:shapingProvisions a rdf:Property ;
rdfs:comment "Defines the parameters that are necessary to 'shape' a settlement, i.e. break it down into smaller amounts." ;
rdfs:range common_domain_model:ShapingProvision .
common_domain_model:TransferContactInformation a rdfs:Class ;
rdfs:comment "Specifies transfer information including address and, optionally, an associated account. This type also supports the ISDA CSA representation as a single string, through the address attribute in Contact Information." ;
rdfs:subClassOf common_domain_model:ContactInformation .
common_domain_model:BillingRecordInstruction a rdfs:Class ;
rdfs:comment "Specifies the instructions for creation of a billing record." .
common_domain_model:observation a rdf:Property ;
rdfs:comment "The observations used to calculate the billing amount." , "Specifies inputs needed to process an observation." ;
rdfs:domain common_domain_model:BillingRecordInstruction ;
rdfs:range common_domain_model:Observation , common_domain_model:ObservationInstruction ;
rdfs:subPropertyOf common_domain_model:observation .
common_domain_model:recordEndDate a rdf:Property ;
rdfs:comment "The ending date of the period described by this record" ;
rdfs:range xsd:date .
common_domain_model:recordStartDate a rdf:Property ;
rdfs:comment "The starting date of the period described by this record" ;
rdfs:range xsd:date .
common_domain_model:CollateralTransferAgreementElections a rdfs:Class ;
rdfs:comment "The set of elections which specify a Collateral Transfer Agreement." .
common_domain_model:pledgeeRepresentativeRider a rdf:Property ;
rdfs:comment "The terms of the Rider for the ISDA Euroclear 2019 Collateral Transfer Agreement with respect to the use of a Pledgee Representative attached to this Agreement." ;
rdfs:range common_domain_model:PledgeeRepresentativeRider .
common_domain_model:CollateralBalance a rdfs:Class ;
rdfs:comment "Represents common attributes to define a collateral balance recorded by the principal as held or posted." .
common_domain_model:collateralBalanceStatus a rdf:Property ;
rdfs:comment "Defines the collateral balance breakdown of settlement status." ;
rdfs:range common_domain_model:CollateralStatusEnum .
common_domain_model:haircutIndicator a rdf:Property ;
rdfs:comment "Indicates if the collateral balance amount is based on pre or post haircut, if a haircut is associated with the collateral asset" ;
rdfs:range common_domain_model:HaircutIndicatorEnum .
common_domain_model:amountBaseCurrency a rdf:Property ;
rdfs:comment "Specifies the collateral balance amount in base currency determined within a collateral legal agreement, or defined for reporting purposes." ;
rdfs:range common_domain_model:Money .
common_domain_model:NonNegativeQuantity a rdfs:Class ;
rdfs:comment "Specifies a quantity as a non-negative number, which condition is enforced through a data rule that only applies to the extending class." ;
rdfs:subClassOf common_domain_model:Quantity .
common_domain_model:DisputeResolution a rdfs:Class ;
rdfs:comment "A class to specify the election terms under which a party disputes the Value of any Transfer of Eligible Credit Support or Posted Credit Support." ;
rdfs:seeAlso , , .
common_domain_model:alternativeTerms a rdf:Property ;
rdfs:comment "The alternative dispute resolution procedure if specified." ;
rdfs:range xsd:string .
common_domain_model:resolutionTime a rdf:Property ;
rdfs:comment "The time by which the dispute needs to be resolved, failure of which would trigger a recalculation alongside a process that is specified as part of the agreement." ;
rdfs:range common_domain_model:BusinessCenterTime .
common_domain_model:recalculationOfValue a rdf:Property ;
rdfs:comment "The elections to specify terms for recalculation of the market value of posted collateral." ;
rdfs:range common_domain_model:RecalculationOfValue .
common_domain_model:legacyAlternative a rdf:Property ;
rdfs:comment "Alternative procedures to those in the pre-print for resolving collateral related disputes." ;
rdfs:range common_domain_model:LegacyResolutionAlternative .
common_domain_model:otherTerms a rdf:Property ;
rdfs:comment "The custom Resolution Time election that might be specified by the parties." ;
rdfs:range xsd:string .
common_domain_model:SpecifiedEntities a rdfs:Class ;
rdfs:comment "A provision that allows each party to specify its Specified Entities for certain Events of Default and Termination Events." .
common_domain_model:specifiedEntityClause a rdf:Property ;
rdfs:comment "The Event of Default or Termination event for which Specified Entities terms are being defined." ;
rdfs:range common_domain_model:SpecifiedEntityClauseEnum .
common_domain_model:CalendarSpread a rdfs:Class ;
rdfs:comment "A type for defining a calendar spread feature." .
common_domain_model:expirationDateTwo a rdf:Property ;
rdfs:range common_domain_model:AdjustableOrRelativeDate .
common_domain_model:ExtendibleProvisionAdjustedDates a rdfs:Class ;
rdfs:comment "A data defining: the adjusted dates associated with a provision to extend a swap." .
common_domain_model:extensionEvent a rdf:Property ;
rdfs:comment "The adjusted dates associated with a single extendible exercise date." ;
rdfs:range common_domain_model:ExtensionEvent .
common_domain_model:SettlementPayout a rdfs:Class ;
rdfs:comment "Represents a forward settling payout. The underlier attribute captures the underlying payout, which is settled according to the settlementTerms attribute (which is part of PayoutBase). Both FX Spot and FX Forward should use this component." ;
rdfs:subClassOf common_domain_model:PayoutBase .
common_domain_model:ExecutionDetails a rdfs:Class ;
rdfs:comment "Defines specific attributes that relate to trade executions." .
common_domain_model:executionType a rdf:Property ;
rdfs:comment "Identifies the type of execution, e.g. via voice, electronically..." ;
rdfs:range common_domain_model:ExecutionTypeEnum .
common_domain_model:executionVenue a rdf:Property ;
rdfs:comment "Represents the venue on which a trade was executed." ;
rdfs:range common_domain_model:LegalEntity .
common_domain_model:packageReference a rdf:Property ;
rdfs:comment "A reference to the package linking the trade with other trades, in case the trade was executed as part of a package (hence this attribute is optional)." ;
rdfs:range common_domain_model:IdentifiedList .
common_domain_model:MasterAgreementElections a rdfs:Class ;
rdfs:comment "A representation of a master agreement extended from a base agreement of shared elections." .
common_domain_model:PaymentDates a rdfs:Class ;
rdfs:comment "Specifies the parameters to generate the payment date schedule, either through a parametric representation or by reference to specified dates." .
common_domain_model:payRelativeTo a rdf:Property ;
rdfs:comment "Specifies whether the payments occur relative to each adjusted calculation period start date or end date, each reset date, valuation date or the last pricing date. Calculation period start date means relative to the start of the first calculation period contributing to a given payment. Similarly, calculation period end date means the end of the last calculation period contributing to a given payment. The valuation date is applicable for Brazilian-CDI and equity swaps." ;
rdfs:range common_domain_model:PayRelativeToEnum .
common_domain_model:lastRegularPaymentDate a rdf:Property ;
rdfs:comment "The last regular payment date when specified as a date, as in the FpML interest rate construct. FpML specifies that this date may be subject to adjustment in accordance with any business day convention specified in the paymentDatesAdjustments attribute." ;
rdfs:range xsd:date .
common_domain_model:paymentDaysOffset a rdf:Property ;
rdfs:comment "If early payment or delayed payment is required, specifies the number of days offset that the payment occurs relative to what would otherwise be the unadjusted payment date. The offset can be specified in terms of either calendar or business days. Even in the case of a calendar days offset, the resulting payment date, adjusted for the specified calendar days offset, will still be adjusted in accordance with the specified payment dates adjustments. This element should only be included if early or delayed payment is applicable, i.e. if the periodMultiplier element value is not equal to zero. An early payment would be indicated by a negative periodMultiplier element value and a delayed payment (or payment lag) would be indicated by a positive periodMultiplier element value." ;
rdfs:range common_domain_model:Offset .
common_domain_model:paymentFrequency a rdf:Property ;
rdfs:comment "The frequency at which regular payment dates occur. If the payment frequency is equal to the frequency defined in the calculation period dates component then one calculation period contributes to each payment amount. If the payment frequency is less frequent than the frequency defined in the calculation period dates component then more than one calculation period will contribute to the payment amount. A payment frequency more frequent than the calculation period frequency or one that is not a multiple of the calculation period frequency is invalid. If the payment frequency is of value T (term), the period is defined by the effectiveDate and the terminationDate." ;
rdfs:range common_domain_model:Frequency .
common_domain_model:paymentDatesAdjustments a rdf:Property ;
rdfs:comment "The definition of the business day convention and financial business centers used for adjusting the payment date if it would otherwise fall on a day that is not a business day in the specified business center." ;
rdfs:range common_domain_model:BusinessDayAdjustments .
common_domain_model:paymentDateSchedule a rdf:Property ;
rdfs:comment "The payment dates when specified as relative to a set of dates specified somewhere else in the instance document/transaction, e.g. the valuation dates as typically the case for equity swaps, or when specified as a calculation period schedule." ;
rdfs:range common_domain_model:PaymentDateSchedule .
common_domain_model:firstPaymentDate a rdf:Property ;
rdfs:comment "The first unadjusted payment date. This day may be subject to adjustment in accordance with any business day convention specified in paymentDatesAdjustments. This element must only be included if there is an initial stub. This date will normally correspond to an unadjusted calculation period start or end date. This is true even if early or delayed payment is specified to be applicable since the actual first payment date will be the specified number of days before or after the applicable adjusted calculation period start or end date with the resulting payment date then being adjusted in accordance with any business day convention specified in paymentDatesAdjustments." ;
rdfs:range xsd:date .
common_domain_model:Schedule a rdfs:Class ;
rdfs:comment "A class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs. On each step date the rate or amount changes to the new step value. The series of step date and value pairs are optional. If not specified, this implies that the initial value remains unchanged over time." .
common_domain_model:AccrualFactor a rdfs:Class ;
rdfs:comment "The accrual rate and related terms, to adjust the price of an underlier impacted by a Corporate Action when economic impact consists in freezing the underlier price to the last fixing then applying accruals per each remaining underlier price fixing date required i.e. for each fixing date, adjustedPrice = lastFixingPrice x accrualFactor, where: accrualFactor = (1 + accrualRateValue x DCF)." .
common_domain_model:FloatingRateIndexIdentification a rdfs:Class .
common_domain_model:froType a rdf:Property ;
rdfs:comment "FRO type (e.g. OIS)" ;
rdfs:range xsd:string .
common_domain_model:Product a rdfs:Class ;
rdfs:comment "Enables either a TransferableProduct or a NonTransferableProduct to be used in an underlier." .
common_domain_model:PortfolioState a rdfs:Class ;
rdfs:comment "State-full representation of a Portfolio that describes all the positions held at a given time, in various states which can be either traded, settled, etc., with lineage information to the previous state" .
common_domain_model:positions a rdf:Property ;
rdfs:comment "The list of positions, each containing a Quantity and a Product." ;
rdfs:range common_domain_model:Position .
common_domain_model:ContractDetails a rdfs:Class ;
rdfs:comment "Defines specific attributes that relate to contractual details of trades." .
common_domain_model:documentation a rdf:Property ;
rdfs:comment "Represents the legal document(s) that governs a trade and associated contractual product terms, either as a reference to such documents when specified as part of the CDM, or through identification of some of the key terms of those documents, such as the type of document, the document identifier, the publisher, the document vintage and the agreement date." ;
rdfs:range common_domain_model:LegalAgreement .
common_domain_model:TransactionAdditionalTerms a rdfs:Class ;
rdfs:comment "Additional specification for the extraordinary events that may affect a trade and the related contractual rights and obligation of the parties when this happens. Such terms are typically required to extend the economics terms, for the purpose of producing the final legal contractual form of the Transaction." .
common_domain_model:foreignExchangeAdditionalTerms a rdf:Property ;
rdfs:range common_domain_model:FxAdditionalTerms .
common_domain_model:interestRateAdditionalTerms a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:equityAdditionalTerms a rdf:Property ;
rdfs:range common_domain_model:EquityAdditionalTerms .
common_domain_model:digitalAssetAdditionalTerms a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:creditAdditionalTerms a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:commoditiesAdditionalTerms a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:AverageTradingVolume a rdfs:Class ;
rdfs:comment "Represents the average trading volume of an Equity product upon an exchange or set of exchanges." .
common_domain_model:methodology a rdf:Property ;
rdfs:comment "Indicates the type of equity average trading volume being stated (single) the highest amount on one exchange, or (consolidated) volumes across multiple exchanges." ;
rdfs:range common_domain_model:AverageTradingVolumeMethodologyEnum .
common_domain_model:AssetDeliveryProfile a rdfs:Class ;
rdfs:comment "Defines the delivery profile of the asset, including the load type and the delivery intervals." .
common_domain_model:loadType a rdf:Property ;
rdfs:comment "Identification of the delivery profile." ;
rdfs:range common_domain_model:LoadTypeEnum .
common_domain_model:block a rdf:Property ;
rdfs:comment "Defines a delivery profile block, including start and end time, days of the week, duration, delivery capacity and price time interval quantity." ;
rdfs:range common_domain_model:AssetDeliveryProfileBlock .
common_domain_model:bankHolidaysTreatment a rdf:Property ;
rdfs:comment "Specifies whether the dates defined include holidays or not." ;
rdfs:range common_domain_model:BankHolidayTreatmentEnum .
common_domain_model:TerminationProvision a rdfs:Class ;
rdfs:comment "A class for defining option provisions." .
common_domain_model:cancelableProvision a rdf:Property ;
rdfs:comment "A provision that allows the specification of an embedded option within a swap giving the buyer of the option the right to terminate the swap, in whole or in part, on the early termination date." ;
rdfs:range common_domain_model:CancelableProvision .
common_domain_model:extendibleProvision a rdf:Property ;
rdfs:comment "A provision that allows the specification of an embedded option with a swap giving the buyer of the option the right to extend the swap, in whole or in part, to the extended termination date." ;
rdfs:range common_domain_model:ExtendibleProvision .
common_domain_model:earlyTerminationProvision a rdf:Property ;
rdfs:comment "Parameters specifying provisions relating to the optional and mandatory early termination of a swap transaction." ;
rdfs:range common_domain_model:EarlyTerminationProvision .
common_domain_model:recallProvision a rdf:Property ;
rdfs:comment "A provision defining criteria controlling the ability for a lender to recall securities it has lent out." ;
rdfs:range common_domain_model:RecallProvision .
common_domain_model:evergreenProvision a rdf:Property ;
rdfs:comment "A data defining: the right of a party to exercise an Evergreen option" ;
rdfs:range common_domain_model:EvergreenProvision .
common_domain_model:Illiquidity a rdfs:Class ;
rdfs:seeAlso .
common_domain_model:illiquidityIsApplicable a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:illiquidityValuationDate a rdf:Property ;
rdfs:range common_domain_model:AdjustedRelativeDateOffset .
common_domain_model:CashSettlementTerms a rdfs:Class ;
rdfs:comment "Defines the terms required to compute and settle a cash settlement amount according to a fixing value, including the fixing source, fixing method and fixing date. In FpML, PhysicalSettlementTerms and CashSettlementTerms extend SettlementTerms. In the CDM, this extension paradigm has not been used because SettlementTerms class has been used for purposes related to securities transactions, while it is not used as such in the FpML standard (i.e. only as an abstract construct." .
common_domain_model:cashSettlementAmount a rdf:Property ;
rdfs:comment "The amount paid by the seller to the buyer for cash settlement on the cash settlement date. If not otherwise specified, would typically be calculated as 100 (or the Reference Price) minus the price of the Reference Obligation (all expressed as a percentage) times Floating Rate Payer Calculation Amount. ISDA 2003 Term: Cash Settlement Amount." ;
rdfs:range common_domain_model:Money .
common_domain_model:fixedSettlement a rdf:Property ;
rdfs:comment "Used for Recovery Lock, to indicate whether fixed Settlement is Applicable or Not Applicable. If Buyer fails to deliver an effective Notice of Physical Settlement on or before the Buyer NOPS Cut-off Date, and if Seller fails to deliver an effective Seller NOPS on or before the Seller NOPS Cut-off Date, then either: (a) if Fixed Settlement is specified in the related Confirmation as not applicable, then the Seller NOPS Cut-off Date shall be the Termination Date; or (b) if Fixed Settlement is specified in the related Confirmation as applicable, then: (i) if the Fixed Settlement Amount is a positive number, Seller shall, subject to Section 3.1 (except for the requirement of satisfaction of the Notice of Physical Settlement Condition to Settlement), pay the Fixed Settlement Amount to Buyer on the Fixed Settlement Payment Date; and (ii) if the Fixed Settlement Amount is a negative number, Buyer shall, subject to Section 3.1 (except for the requirement of satisfaction of the Notice of Physical Settlement Condition to Settlement), pay the absolute value of the Fixed Settlement Amount to Seller on the Fixed Settlement Payment Date." ;
rdfs:range xsd:boolean .
common_domain_model:cashSettlementMethod a rdf:Property ;
rdfs:comment "Specifies the type of cash settlement method: cash price, yield curve etc." ;
rdfs:range common_domain_model:CashSettlementMethodEnum .
common_domain_model:recoveryFactor a rdf:Property ;
rdfs:comment "Used for fixed recovery, specifies the recovery level, determined at contract formation, to be applied on a default. Used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. Amount calculation is (1 minus the Recovery Factor) multiplied by the Floating Rate Payer Calculation Amount. The currency will be derived from the Floating Rate Payer Calculation Amount." ;
rdfs:range xsd:decimal .
common_domain_model:ProcessAgent a rdfs:Class ;
rdfs:comment "Specifies the Process Agent that might be appointed by the parties as part of a Credit Support Annex/Deed or Collateral Transfer Agreement." .
common_domain_model:NumberRange a rdfs:Class ;
rdfs:comment "The number range defined as either a lower and upper number bound, or both." .
common_domain_model:ContractualDefinition a rdfs:Class .
common_domain_model:MinimumTransferAmountElection a rdfs:Class ;
rdfs:comment "Specifies the method by which the minimum transfer amount is defined, such as a fixed amount, ratings based, or an alternative basis set out in the agreement." .
common_domain_model:CalculationSchedule a rdfs:Class ;
rdfs:comment "A class that allows the full representation of a payout by defining a set of schedule periods. It supports standard schedule customization by expressing all the dates, quantities, and pricing data in a non-parametric way." .
common_domain_model:schedulePeriod a rdf:Property ;
rdfs:comment "Defines a period of a calculation schedule structure." ;
rdfs:range common_domain_model:SchedulePeriod .
common_domain_model:CSADeliveryAmount a rdfs:Class ;
rdfs:comment "In respect of a Valuation Date, the amount of collateral which a party is entitled to demand to be transferred to it as a Delivery Amount." .
common_domain_model:BrokerConfirmation a rdfs:Class ;
rdfs:comment "Identifies the market sector in which the trade has been arranged." .
common_domain_model:StubCalculationPeriodAmount a rdfs:Class ;
rdfs:comment "A data defining: how the initial or final stub calculation period amounts is calculated. For example, the rate to be applied to the initial or final stub calculation period may be the linear interpolation of two different tenors for the floating rate index specified in the calculation period amount component, e.g. A two month stub period may used the linear interpolation of a one month and three month floating rate. The different rate tenors would be specified in this component. Note that a maximum of two rate tenors can be specified. If a stub period uses a single index tenor and this is the same as that specified in the calculation period amount component then the initial stub or final stub component, as the case may be, must not be included." .
common_domain_model:initialStub a rdf:Property ;
rdfs:comment "Specifies how the initial stub amount is calculated. A single floating rate tenor different to that used for the regular part of the calculation periods schedule may be specified, or two floating tenors may be specified. If two floating rate tenors are specified then Linear Interpolation (in accordance with the 2000 ISDA Definitions, Section 8.3. Interpolation) is assumed to apply. Alternatively, an actual known stub rate or stub amount may be specified." ;
rdfs:range common_domain_model:StubValue .
common_domain_model:finalStub a rdf:Property ;
rdfs:comment "Specifies how the final stub amount is calculated. A single floating rate tenor different to that used for the regular part of the calculation periods schedule may be specified, or two floating tenors may be specified. If two floating rate tenors are specified then Linear Interpolation (in accordance with the 2000 ISDA Definitions, Section 8.3. Interpolation) is assumed to apply. Alternatively, an actual known stub rate or stub amount may be specified." ;
rdfs:range common_domain_model:StubValue .
common_domain_model:New a rdfs:Class .
common_domain_model:finInstrm a rdf:Property ;
rdfs:range common_domain_model:FinInstrm .
common_domain_model:ordrTrnsmssn a rdf:Property ;
rdfs:range common_domain_model:OrdrTrnsmssn .
common_domain_model:buyr a rdf:Property ;
rdfs:range common_domain_model:Buyr .
common_domain_model:addtlAttrbts a rdf:Property ;
rdfs:range common_domain_model:AddtlAttrbts .
common_domain_model:exctgPty a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:submitgPty a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:invstmtPtyInd a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:invstmtDcsnPrsn a rdf:Property ;
rdfs:range common_domain_model:InvstmtDcsnPrsn .
common_domain_model:sellr a rdf:Property ;
rdfs:range common_domain_model:Sellr .
common_domain_model:txId a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:exctgPrsn a rdf:Property ;
rdfs:range common_domain_model:ExctgPrsn .
common_domain_model:tx a rdf:Property ;
rdfs:range common_domain_model:Tx .
common_domain_model:MultipleExercise a rdfs:Class ;
rdfs:comment "A class defining multiple exercises. As defined in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more than the maximum notional amount, and if an integral multiple amount is specified, the notional exercised must be equal to or, be an integral multiple of, the integral multiple amount. In FpML, MultipleExercise is built upon the PartialExercise.model." ;
rdfs:subClassOf common_domain_model:PartialExercise .
common_domain_model:maximumNumberOfOptions a rdf:Property ;
rdfs:comment "The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options." ;
rdfs:range xsd:integer .
common_domain_model:maximumNotionalAmount a rdf:Property ;
rdfs:comment "The maximum notional amount that can be exercised on a given exercise date." ;
rdfs:range xsd:decimal .
common_domain_model:ValuationInstruction a rdfs:Class ;
rdfs:comment "Specifies inputs needed to process a valuation." .
common_domain_model:valuation a rdf:Property ;
rdfs:comment "Contains all information related to a valuation." , "Specifies inputs needed to process an update of a valuation." ;
rdfs:domain common_domain_model:ValuationInstruction ;
rdfs:range common_domain_model:Valuation , common_domain_model:ValuationInstruction ;
rdfs:subPropertyOf common_domain_model:valuation .
common_domain_model:replace a rdf:Property ;
rdfs:comment "Specifies whether the previous valuation tracks in the valuation history are removed (True) or kept (False)." ;
rdfs:range xsd:boolean .
common_domain_model:EligibleCollateralElection a rdfs:Class ;
rdfs:comment "Specifies the collateral posting obligations for the security provider party(ies)." ;
rdfs:subClassOf common_domain_model:PostingObligationsElection .
common_domain_model:excludedCollateral a rdf:Property ;
rdfs:comment "The excluded collateral as specified in relation to the pledgor/chargor/obligor(s) posting obligation." ;
rdfs:range xsd:string .
common_domain_model:otherEligibleSupport a rdf:Property ;
rdfs:comment "Specifies the Other Eligible Support conditions. If not specified, this election is deemed as not applicable." ;
rdfs:range xsd:string .
common_domain_model:asPermitted a rdf:Property ;
rdfs:comment "If set to True, the Control Agreement is a Credit Support Document with respect to the party(ies)." ;
rdfs:range xsd:boolean .
common_domain_model:State a rdfs:Class ;
rdfs:comment "Defines the state of a trade at a point in the Trade's life cycle. Trades have many state dimensions, all of which are represented here. For example, states useful for position keeping are represented alongside those needed for regulatory reporting." .
common_domain_model:closedState a rdf:Property ;
rdfs:comment "Represents the qualification of what led to the trade's closure alongside the dates on which this closure took effect." ;
rdfs:range common_domain_model:ClosedState .
common_domain_model:positionState a rdf:Property ;
rdfs:comment "Identifies the state of the position, to distinguish if just executed, formed, already settled, closed, etc." ;
rdfs:range common_domain_model:PositionStatusEnum .
common_domain_model:ReferencePool a rdfs:Class ;
rdfs:comment "This type contains all the reference pool items to define the reference entity and reference obligation(s) in the basket." .
common_domain_model:referencePoolItem a rdf:Property ;
rdfs:comment "This type contains all the constituent weight and reference information." ;
rdfs:range common_domain_model:ReferencePoolItem .
common_domain_model:ContractFormationInstruction a rdfs:Class ;
rdfs:comment "Specifies instructions to create a fully formed contract, with optional legal agreements." .
common_domain_model:legalAgreement a rdf:Property ;
rdfs:comment "Optional legal agreements associated to the contract being formed, for instance a master agreement." , " The specification of a legal agreement between two parties governing the collateral relationship such as Credit Support Agreement or Collateral Transfer Agreement etc. (NB: this can be provided by reference to a global key for each LegalAgreement object)." ;
rdfs:domain common_domain_model:CollateralPortfolio ;
rdfs:range common_domain_model:LegalAgreement ;
rdfs:subPropertyOf common_domain_model:legalAgreement .
common_domain_model:ReferencePoolItem a rdfs:Class ;
rdfs:comment "This type contains all the constituent weight and reference information." .
common_domain_model:physicalSettlementTermsReference a rdf:Property ;
rdfs:comment "Reference to the physical settlement terms applicable to this item." ;
rdfs:range common_domain_model:PhysicalSettlementTerms .
common_domain_model:protectionTermsReference a rdf:Property ;
rdfs:comment "Reference to the documentation terms applicable to this item." ;
rdfs:range common_domain_model:ProtectionTerms .
common_domain_model:constituentWeight a rdf:Property ;
rdfs:comment "Describes the weight of each of the constituents within the basket. If not provided, it is assumed to be equal weighted." ;
rdfs:range common_domain_model:ConstituentWeight .
common_domain_model:cashSettlementTermsReference a rdf:Property ;
rdfs:comment "Reference to the cash settlement terms applicable to this item." ;
rdfs:range common_domain_model:CashSettlementTerms .
common_domain_model:referencePair a rdf:Property ;
rdfs:range common_domain_model:ReferencePair .
common_domain_model:QuantityMultiplier a rdfs:Class ;
rdfs:comment " Class to specify a mechanism for a quantity to be set as a multiplier to another (reference) quantity, based on a price observation. At the moment this class only supports FX or Equity-linked notional and re-uses existing building blocks for those 2 cases, until such time when component can be made more generic. This captures the case of resetting cross-currency swaps and resetting equity swaps." .
common_domain_model:fxLinkedNotionalSchedule a rdf:Property ;
rdfs:comment "Multiplier specified as an FX-linked schedule, e.g. for a resetting cross-currency swap.." ;
rdfs:range common_domain_model:FxLinkedNotionalSchedule .
common_domain_model:multiplierValue a rdf:Property ;
rdfs:range xsd:decimal .
common_domain_model:Observable a rdfs:Class ;
rdfs:comment "Specifies the object to be observed for a price, it could be an asset or a reference." .
common_domain_model:CollateralTreatment a rdfs:Class ;
rdfs:comment "Specifies the treatment terms for the eligible collateral criteria specified." .
common_domain_model:valuationTreatment a rdf:Property ;
rdfs:comment "Specification of the valuation treatment for the specified collateral." ;
rdfs:range common_domain_model:CollateralValuationTreatment .
common_domain_model:concentrationLimit a rdf:Property ;
rdfs:comment "Specification of concentration limits applicable to the collateral criteria." ;
rdfs:range common_domain_model:ConcentrationLimit .
common_domain_model:isIncluded a rdf:Property ;
rdfs:comment "A boolean attribute to specify whether collateral critieria are inclusion (True) or exclusion (False) criteria." ;
rdfs:range xsd:boolean .
common_domain_model:ResetFrequency a rdfs:Class ;
rdfs:comment "A class defining the reset frequency. In the case of a weekly reset, also specifies the day of the week that the reset occurs. If the reset frequency is greater than the calculation period frequency the this implies that more or more reset dates is established for each calculation period and some form of rate averaging is applicable. The specific averaging method of calculation is specified in FloatingRateCalculation. In case the reset frequency is of value T (term), the period is defined by the swap/swapStream/calculationPerioDates/effectiveDate and the swap/swapStream/calculationPerioDates/terminationDate." ;
rdfs:subClassOf common_domain_model:Frequency .
common_domain_model:weeklyRollConvention a rdf:Property ;
rdfs:comment "The day of the week on which a weekly reset date occurs. This element must be included if the reset frequency is defined as weekly and not otherwise." ;
rdfs:range common_domain_model:WeeklyRollConventionEnum .
common_domain_model:LegacyExposureScopeElection a rdfs:Class ;
rdfs:comment "Specification of amendments to the calculation of Exposure in terms of the Transactions and Products covered." .
common_domain_model:excludedTransactions a rdf:Property ;
rdfs:comment "A boolean flag to represent whether any transactions are excluded (ie True) or not (ie False)." ;
rdfs:range xsd:boolean .
common_domain_model:excludedProducts a rdf:Property ;
rdfs:comment "Description of the relevant derivative transactions excluded from the calculation of exposure." ;
rdfs:range common_domain_model:ExcludedProducts .
common_domain_model:TermsChangeInstruction a rdfs:Class ;
rdfs:comment "Specifies instructions for terms change consisting of the new transaction terms, and the renegotiation fee." .
common_domain_model:ExposureScope a rdfs:Class ;
rdfs:comment "Optionally, for each party, specifies the amendments to the included coverage in the calculation of Exposure." .
common_domain_model:IndexTransitionInstruction a rdfs:Class ;
rdfs:comment "Defines the information needed to create a Index Transition Business Event." .
common_domain_model:cashTransfer a rdf:Property ;
rdfs:comment "Specifies the cash transfer that can optionally be tied to an index transition event." ;
rdfs:range common_domain_model:Transfer .
common_domain_model:PrimitiveInstruction a rdfs:Class ;
rdfs:comment "A Primitive Instruction describes the inputs required to pass into the corresponding PrimitiveEvent function." .
common_domain_model:execution a rdf:Property ;
rdfs:comment "Specifies instructions describing an execution primitive event." ;
rdfs:range common_domain_model:ExecutionInstruction .
common_domain_model:indexTransition a rdf:Property ;
rdfs:comment "Specifies inputs needed to process a Index Transition business event." ;
rdfs:range common_domain_model:IndexTransitionInstruction .
common_domain_model:termsChange a rdf:Property ;
rdfs:comment "Specifies instructions describing a terms change primitive event." ;
rdfs:range common_domain_model:TermsChangeInstruction .
common_domain_model:contractFormation a rdf:Property ;
rdfs:comment "Specifies instructions describing an contract formation primitive event." ;
rdfs:range common_domain_model:ContractFormationInstruction .
common_domain_model:stockSplit a rdf:Property ;
rdfs:comment "Specifies inputs needed to process a Stock Split business event." ;
rdfs:range common_domain_model:StockSplitInstruction .
common_domain_model:partyChange a rdf:Property ;
rdfs:comment "Specifies instructions describing a party change primitive event." ;
rdfs:range common_domain_model:PartyChangeInstruction .
common_domain_model:split a rdf:Property ;
rdfs:comment "Specifies instructions to split a trade into multiple branches." ;
rdfs:range common_domain_model:SplitInstruction .
common_domain_model:reset a rdf:Property ;
rdfs:comment "Specifies instructions describing a reset event." , "Whether the quantity is resettable" ;
rdfs:domain common_domain_model:ResolvablePriceQuantity ;
rdfs:range common_domain_model:ResetInstruction , xsd:boolean ;
rdfs:subPropertyOf common_domain_model:reset .
common_domain_model:quantityChange a rdf:Property ;
rdfs:comment "Specifies instructions describing an quantity change primitive event." ;
rdfs:range common_domain_model:QuantityChangeInstruction .
common_domain_model:exercise a rdf:Property ;
rdfs:comment "Specifies instructions describing an exercise primitive event." ;
rdfs:range common_domain_model:ExerciseInstruction .
common_domain_model:PledgeeRepresentativeRider a rdfs:Class ;
rdfs:comment "The terms of the Rider for the ISDA Euroclear 2019 Collateral Transfer Agreement with respect to the use of a Pledgee Representative attached to this Agreement." .
common_domain_model:representativeEndDate a rdf:Property ;
rdfs:comment "The definition of representative end date in relation to a representative event." ;
rdfs:range common_domain_model:CustomisableOffset .
common_domain_model:representativeTerms a rdf:Property ;
rdfs:comment "The specific representative terms applicable when specified." ;
rdfs:range xsd:string .
common_domain_model:representativeEventTerms a rdf:Property ;
rdfs:comment "The specific representative event terms applicable when specified." ;
rdfs:range xsd:string .
common_domain_model:representativeEvent a rdf:Property ;
rdfs:comment "The specification of whether the representative event terms are applicable." ;
rdfs:range common_domain_model:ExceptionEnum .
common_domain_model:EquityIndex a rdfs:Class ;
rdfs:comment "Specification of an index based on equity securities, e.g. the S&P 500." ;
rdfs:subClassOf common_domain_model:IndexBase .
common_domain_model:PhysicalSettlementPeriod a rdfs:Class .
common_domain_model:businessDaysNotSpecified a rdf:Property ;
rdfs:comment "An explicit indication that a number of business days are not specified and therefore ISDA fallback provisions should apply." ;
rdfs:range xsd:boolean .
common_domain_model:maximumBusinessDays a rdf:Property ;
rdfs:comment "A maximum number of business days. Its precise meaning is dependant on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision." ;
rdfs:range xsd:integer .
common_domain_model:PeriodBound a rdfs:Class ;
rdfs:comment "Indicator to specify if the period bound is defined as a period and whether the bound is inclusive." .
common_domain_model:ExerciseNotice a rdfs:Class ;
rdfs:comment "Defines to whom and where notice of execution should be given. The exerciseNoticeGiver refers to one or both of the principal parties of the trade. If present the exerciseNoticeReceiver refers to a party, other than the principal party, to whom notice should be given." .
common_domain_model:exerciseNoticeGiver a rdf:Property ;
rdfs:comment "Specifies the principal party of the trade that has the right to exercise." ;
rdfs:range common_domain_model:ExerciseNoticeGiverEnum .
common_domain_model:exerciseNoticeReceiver a rdf:Property ;
rdfs:comment "Specifies the party to which notice of exercise should be given, e.g. by the buyer of the option. Although in many cases it is the buyer of the option who sends the exercise notice to the seller of the option, this component is reused, e.g. in case of OptionEarlyTermination, either or both parties have the right to exercise." ;
rdfs:range common_domain_model:AncillaryRoleEnum .
common_domain_model:SecurityProviderRightsEventElection a rdfs:Class ;
rdfs:comment "A class to specify party specific Secured Party Rights Event language." .
common_domain_model:EligibilityQuery a rdfs:Class ;
rdfs:comment "Query to check against an EligibleCollateralSpecification" .
common_domain_model:collateralAssetType a rdf:Property ;
rdfs:comment "The asset product type." ;
rdfs:range common_domain_model:AssetType .
common_domain_model:denominatedCurrency a rdf:Property ;
rdfs:comment "The underlying asset denominated currency." ;
rdfs:range common_domain_model:CurrencyCodeEnum .
common_domain_model:maturity a rdf:Property ;
rdfs:comment "Maturity in years" ;
rdfs:range xsd:decimal .
common_domain_model:agencyRating a rdf:Property ;
rdfs:comment "The agency rating based on default risk and creditors claim in event of default associated with specific instrument." ;
rdfs:range common_domain_model:AgencyRatingCriteria .
common_domain_model:Instruction a rdfs:Class ;
rdfs:comment "Instruction to a function that will be used to perform a business event" .
common_domain_model:primitiveInstruction a rdf:Property ;
rdfs:comment "Specifies the primitive instructions that will be used to call primitive event functions." ;
rdfs:range common_domain_model:PrimitiveInstruction .
common_domain_model:before a rdf:Property ;
rdfs:comment "Specifies the trade state that will be acted on by the primitive event functions." ;
rdfs:range common_domain_model:TradeState .
common_domain_model:StandardizedSchedule a rdfs:Class .
common_domain_model:notional a rdf:Property ;
rdfs:range xsd:decimal .
common_domain_model:notionalCurrency a rdf:Property ;
rdfs:range xsd:string .
common_domain_model:durationInYears a rdf:Property ;
rdfs:range xsd:decimal .
common_domain_model:StubPeriod a rdfs:Class ;
rdfs:comment " A class defining how the initial or final stub calculation period amounts is calculated. For example, the rate to be applied to the initial or final stub calculation period may be the linear interpolation of two different tenors for the floating rate index specified in the calculation period amount component, e.g. A two month stub period may used the linear interpolation of a one month and three month floating rate. The different rate tenors would be specified in this component. Note that a maximum of two rate tenors can be specified. If a stub period uses a single index tenor and this is the same as that specified in the calculation period amount component then the initial stub or final stub component, as the case may be, must not be included." .
common_domain_model:CancelableProvisionAdjustedDates a rdfs:Class ;
rdfs:comment "A data to: define the adjusted dates for a cancelable provision on a swap transaction." .
common_domain_model:cancellationEvent a rdf:Property ;
rdfs:comment "The adjusted dates for an individual cancellation date." ;
rdfs:range common_domain_model:CancellationEvent .
common_domain_model:Reset a rdfs:Class ;
rdfs:comment "Defines the reset value or fixing value produced in cashflow calculations, during the life-cycle of a financial instrument. The reset process defined in Create_Reset function joins product definition details with observations to compute the reset value." .
common_domain_model:averagingMethodology a rdf:Property ;
rdfs:comment "Identifies the aggregation method to use in the case where multiple observations are used to compute the reset value and the method is not defined in a payout." ;
rdfs:range common_domain_model:AveragingCalculation .
common_domain_model:resetValue a rdf:Property ;
rdfs:comment "Specifies the reset or fixing value. The fixing value could be a cash price, interest rate, or other value." ;
rdfs:range common_domain_model:Price .
common_domain_model:TradeIdentifier a rdfs:Class ;
rdfs:comment "Defines a trade identifier as a special case of the generic identifier type, that also includes the trade identifier class." ;
rdfs:subClassOf common_domain_model:Identifier .
common_domain_model:AdjustedRelativeDateOffset a rdfs:Class ;
rdfs:comment "A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date) plus optional date adjustments." ;
rdfs:subClassOf common_domain_model:RelativeDateOffset .
common_domain_model:relativeDateAdjustments a rdf:Property ;
rdfs:comment "The business day convention and financial business centers used for adjusting the relative date if it would otherwise fall on a day that is not a business date in the specified business centers." ;
rdfs:range common_domain_model:BusinessDayAdjustments .
common_domain_model:CreditDefaultPayout a rdfs:Class ;
rdfs:comment " The credit default payout specification provides the details necessary for determining when a credit payout will be triggered as well as the parameters for calculating the payout and the settlement terms. The associated globalKey denotes the ability to associate a hash value to the CreditDefaultPayout instantiations for the purpose of model cross-referencing, in support of functionality such as the event effect and the lineage." ;
rdfs:subClassOf common_domain_model:PayoutBase .
common_domain_model:transactedPrice a rdf:Property ;
rdfs:comment "The qualification of the price at which the contract has been transacted, in terms of market fixed rate, initial points, market price and/or quotation style. In FpML, those attributes are positioned as part of the fee leg." ;
rdfs:range common_domain_model:TransactedPrice .
common_domain_model:generalTerms a rdf:Property ;
rdfs:comment "The specification of the non-monetary terms for the Credit Derivative Transaction, including the buyer and seller and selected items from the ISDA 2014 Credit Definition article II, such as the reference obligation and related terms." ;
rdfs:range common_domain_model:GeneralTerms .
common_domain_model:protectionTerms a rdf:Property ;
rdfs:comment "Specifies the terms for calculating a payout to protect the buyer of the swap in the case of a qualified credit event. These terms include the applicable credit events, the reference obligation, and in the case of a CDS on mortgage-backed securities, the floatingAmountEvents." ;
rdfs:range common_domain_model:ProtectionTerms .
common_domain_model:Custodian a rdfs:Class ;
rdfs:comment "A class to specify the custodian and custody account details for each party to the agreement." .
common_domain_model:AdditionalTerminationEvent a rdfs:Class ;
rdfs:comment "A class to specify an optional termination event, additional to the Termination Events that will be deemed an Access Condition (Initial Margin CSA) or a Specified Condition (Variation Margin CSA)." .
common_domain_model:applicableParty a rdf:Property ;
rdfs:comment "Whether the additional termination event is applicable for the relevant party." ;
rdfs:range common_domain_model:CounterpartyRoleEnum .
common_domain_model:PassThroughItem a rdfs:Class ;
rdfs:comment "Class to represent a single pass through payment." .
common_domain_model:passThroughPercentage a rdf:Property ;
rdfs:comment "Percentage of payments from the underlier which are passed through." ;
rdfs:range xsd:decimal .
common_domain_model:CreditEvents a rdfs:Class ;
rdfs:comment "A class to specify the applicable Credit Events that would trigger a settlement, as specified in the related Confirmation and defined in the ISDA 2014 Credit Definition article IV section 4.1." .
common_domain_model:impliedWritedown a rdf:Property ;
rdfs:comment "A credit event. Results from the fact that losses occur to the underlying instruments that do not result in reductions of the outstanding principal of the reference obligation." , "A floating rate payment event. Results from the fact that losses occur to the underlying instruments that do not result in reductions of the outstanding principal of the reference obligation." ;
rdfs:domain common_domain_model:FloatingAmountEvents ;
rdfs:range xsd:boolean ;
rdfs:subPropertyOf common_domain_model:impliedWritedown .
common_domain_model:repudiationMoratorium a rdf:Property ;
rdfs:comment "A credit event. The reference entity, or a governmental authority, either refuses to recognise or challenges the validity of one or more obligations of the reference entity, or imposes a moratorium thereby postponing payments on one or more of the obligations of the reference entity. Subject to the default requirement amount. ISDA 2003 Term: Repudiation/Moratorium." ;
rdfs:range xsd:boolean .
common_domain_model:bankruptcy a rdf:Property ;
rdfs:comment "A credit event. The reference entity has been dissolved or has become insolvent. It also covers events that may be a precursor to insolvency such as instigation of bankruptcy or insolvency proceedings. Sovereign trades are not subject to Bankruptcy as 'technically' a Sovereign cannot become bankrupt. ISDA 2003 Term: Bankruptcy." ;
rdfs:range xsd:boolean .
common_domain_model:maturityExtension a rdf:Property ;
rdfs:comment "A credit event. Results from the fact that the underlier fails to make principal payments as expected." ;
rdfs:range xsd:boolean .
common_domain_model:writedown a rdf:Property ;
rdfs:comment "A credit event. Results from the fact that the underlier writes down its outstanding principal amount." , "A floating rate payment event. Results from the fact that the underlier writes down its outstanding principal amount. ISDA 2003 Term: Writedown." ;
rdfs:domain common_domain_model:FloatingAmountEvents ;
rdfs:range xsd:boolean ;
rdfs:subPropertyOf common_domain_model:writedown .
common_domain_model:defaultRequirement a rdf:Property ;
rdfs:comment "In relation to certain credit events, serves as a threshold for Obligation Acceleration, Obligation Default, Repudiation/Moratorium and Restructuring. Market standard is USD 10,000,000 (JPY 1,000,000,000 for all Japanese Yen trades). This is applied on an aggregate or total basis across all Obligations of the Reference Entity. Used to prevent technical/operational errors from triggering credit events. ISDA 2003 Term: Default Requirement." ;
rdfs:range common_domain_model:Money .
common_domain_model:obligationAcceleration a rdf:Property ;
rdfs:comment "A credit event. One or more of the obligations have been declared due and payable before they would otherwise have been due and payable as a result of, or on the basis of, the occurrence of a default, event of default or other similar condition or event other than failure to pay (preferred by the market over Obligation Default, because more definitive and encompasses the definition of Obligation Default - this is more favorable to the Seller). Subject to the default requirement amount. ISDA 2003 Term: Obligation Acceleration." ;
rdfs:range xsd:boolean .
common_domain_model:failureToPayInterest a rdf:Property ;
rdfs:comment "A credit event. Corresponds to the failure by the Reference Entity to pay an expected interest amount or the payment of an actual interest amount that is less than the expected interest amount. ISDA 2003 Term: Failure to Pay Interest." ;
rdfs:range xsd:boolean .
common_domain_model:restructuring a rdf:Property ;
rdfs:comment "A credit event. A restructuring is an event that materially impacts the reference entity's obligations, such as an interest rate reduction, principal reduction, deferral of interest or principal, change in priority ranking, or change in currency or composition of payment. ISDA 2003 Term: Restructuring." ;
rdfs:range common_domain_model:Restructuring .
common_domain_model:failureToPayPrincipal a rdf:Property ;
rdfs:comment "A credit event. Corresponds to the failure by the Reference Entity to pay an expected principal amount or the payment of an actual principal amount that is less than the expected principal amount. ISDA 2003 Term: Failure to Pay Principal." , "A floating rate payment event. Corresponds to the failure by the Reference Entity to pay an expected principal amount or the payment of an actual principal amount that is less than the expected principal amount. ISDA 2003 Term: Failure to Pay Principal." ;
rdfs:domain common_domain_model:FloatingAmountEvents ;
rdfs:range xsd:boolean ;
rdfs:subPropertyOf common_domain_model:failureToPayPrincipal .
common_domain_model:creditEventNotice a rdf:Property ;
rdfs:comment "A specified condition to settlement. An irrevocable written or verbal notice that describes a credit event that has occurred. The notice is sent from the notifying party (either the buyer or the seller) to the counterparty. It provides information relevant to determining that a credit event has occurred. This is typically accompanied by Publicly Available Information. ISDA 2003 Term: Credit Event Notice." ;
rdfs:range common_domain_model:CreditEventNotice .
common_domain_model:governmentalIntervention a rdf:Property ;
rdfs:comment "A credit event. A governmental intervention is an event resulting from an action by a governmental authority that materially impacts the reference entity's obligations, such as an interest rate reduction, principal reduction, deferral of interest or principal, change in priority ranking, or change in currency or composition of payment. ISDA 2014 Term: Governmental Intervention." ;
rdfs:range xsd:boolean .
common_domain_model:obligationDefault a rdf:Property ;
rdfs:comment "A credit event. One or more of the obligations have become capable of being declared due and payable before they would otherwise have been due and payable as a result of, or on the basis of, the occurrence of a default, event of default or other similar condition or event other than failure to pay. ISDA 2003 Term: Obligation Default." ;
rdfs:range xsd:boolean .
common_domain_model:distressedRatingsDowngrade a rdf:Property ;
rdfs:comment "A credit event. Results from the fact that the rating of the reference obligation is down-graded to a distressed rating level. From a usage standpoint, this credit event is typically not applicable in case of RMBS trades." ;
rdfs:range xsd:boolean .
common_domain_model:AssetDeliveryProfileBlock a rdfs:Class ;
rdfs:comment "Defines a delivery profile block, including start and end time, days of the week, duration, delivery capacity and price time interval quantity." .
common_domain_model:startTime a rdf:Property ;
rdfs:comment "The start time of the delivery interval for each block or shape." ;
rdfs:range xsd:time .
common_domain_model:endTime a rdf:Property ;
rdfs:comment "The end time of the delivery interval for each block or shape." ;
rdfs:range xsd:time .
common_domain_model:AccrualFactorCalculationTerms a rdfs:Class ;
rdfs:comment "Describes the input terms involved in the calculation of the accrual factor. Optionnally, long and short stub interpolation rates can be specified." .
common_domain_model:tenorTillMaturity a rdf:Property ;
rdfs:comment "The duration between last fixing date and the payment date of accruals, calculated in accordance with the appropriate DayCountFraction." ;
rdfs:range xsd:decimal .
common_domain_model:interpolationTerms a rdf:Property ;
rdfs:comment "Describes the rate, tenor, period duration for the short and long stubs, when the accrualRate optionnaly results from an interpolation method." ;
rdfs:range common_domain_model:StubValue .
common_domain_model:IssuerCountryOfOrigin a rdfs:Class .
common_domain_model:issuerCountryOfOrigin a rdf:Property ;
rdfs:comment "Represents a filter on the issuing entity country of origin based on the ISO Standard 3166, which is the same as filtering by eligible Sovereigns." ;
rdfs:range common_domain_model:IsoCountryCodeEnum .
common_domain_model:UnderlierSubstitutionProvision a rdfs:Class ;
rdfs:comment "Where parties describe any substitution terms." .
common_domain_model:whoMaySubstitute a rdf:Property ;
rdfs:comment "Designates which Counterparty to the transaction who has the right to trigger a substitution or to provide related determination e.g. for instance to qualify the effectiveness of an Event which may be a trigger for substitution, determine the replacement Share to substitute, etc. ; cardinality of this object is 2, in case parties jointly have this role." ;
rdfs:range common_domain_model:CounterpartyRoleEnum .
common_domain_model:substitutionBeSpokeTerms a rdf:Property ;
rdfs:comment "Where parties describe any substitution terms e.g. for instance the election criteria for an Asset to be eligible as the Substitute Asset to the prior Affected Asset in terms of sector of activity, currency, market capitalisation, liquidity, volatility, or any additional features that parties would agree to take into considerations, etc." ;
rdfs:range common_domain_model:Clause .
common_domain_model:substitutionTriggerEvents a rdf:Property ;
rdfs:comment "Where the parties may optionnally explictly specify the list of Events to be considered as a trigger for a Substitution." ;
rdfs:range common_domain_model:ExtraordinaryEvents .
common_domain_model:SubstitutionProvisions a rdfs:Class ;
rdfs:comment "Defines collateral substitution provisions such as how many and with how much notice are substitutions allowed." .
common_domain_model:numberOfSubstitutionsAllowed a rdf:Property ;
rdfs:comment "Specifies if 1 or more substitutions are allowed." ;
rdfs:range xsd:integer .
common_domain_model:TerminationCurrencyElection a rdfs:Class ;
rdfs:comment "A class to specify the Amendment to Termination Currency election by the parties to the agreement." ;
rdfs:seeAlso .
common_domain_model:CodeValue a rdfs:Class ;
rdfs:comment "A type to hold the value of the code in a codelist" .
common_domain_model:deprecatedDate a rdf:Property ;
rdfs:comment "When the code ceased to be valid for new uses" ;
rdfs:range xsd:date .
common_domain_model:FloatingAmountCalculationDetails a rdfs:Class ;
rdfs:comment "Type for reporting the detailed results of calculating a cash flow for a calculation period. This is enhanced relative to the FpML-based cashflows structure to allow more information to be returned about daily compounded rates." .
common_domain_model:spreadExclusiveCalculatedAMount a rdf:Property ;
rdfs:comment "The amount of the cash flow excluding any spread, for subsequent processing." ;
rdfs:range xsd:decimal .
common_domain_model:appliedRate a rdf:Property ;
rdfs:comment "The rate that was actually applied, after all calculations and treatments." ;
rdfs:range xsd:decimal .
common_domain_model:processingDetails a rdf:Property ;
rdfs:comment "Details fo the floating rate treatment after the rate is observed or calculated. This will include details of things like multipliers, spreads, caps and floors, and the raw and treated rates." ;
rdfs:range common_domain_model:FloatingRateProcessingDetails .
common_domain_model:BasketReferenceInformation a rdfs:Class ;
rdfs:comment "CDS Basket Reference Information." .
common_domain_model:mthToDefault a rdf:Property ;
rdfs:comment "M th reference obligation to default to allow representation of N th to M th defaults." ;
rdfs:range xsd:integer .
common_domain_model:basketId a rdf:Property ;
rdfs:comment "A CDS basket identifier." ;
rdfs:range xsd:string .
common_domain_model:basketName a rdf:Property ;
rdfs:comment "The name of the basket expressed as a free format string. FpML does not define usage rules for this element." ;
rdfs:range xsd:string .
common_domain_model:nthToDefault a rdf:Property ;
rdfs:comment "N th reference obligation to default triggers payout." ;
rdfs:range xsd:integer .
common_domain_model:referencePool a rdf:Property ;
rdfs:comment "This element contains all the reference pool items to define the reference entity and reference obligation(s) in the basket." ;
rdfs:range common_domain_model:ReferencePool .
common_domain_model:ExtensionEvent a rdfs:Class ;
rdfs:comment "A data to: define the adjusted dates associated with an individual extension event." .
common_domain_model:adjustedExtendedTerminationDate a rdf:Property ;
rdfs:comment "The termination date if an extendible provision is exercised. This date should already be adjusted for any applicable business day convention." ;
rdfs:range xsd:date .
common_domain_model:CollateralTransferTiming a rdfs:Class ;
rdfs:comment "Specification of transfer / settlement timing for cash and securities collateral assuming that the notice is provided before the Notification Time (and with a 1LBD lag introduced if the notice is delivered after the Notification Time), and that securities allow for a further Local Business Day for transfer / settlement." .
common_domain_model:transferSettlementTiming a rdf:Property ;
rdfs:comment "Specification of transfer / settlement timing for cash and securities collateral assuming that the notice is provided before the Notification Time (and with a 1LBD lag introduced if the notice is delivered after the Notification Time), and that securities allow for a further Local Business Day for transfer / settlement." ;
rdfs:range common_domain_model:TransferSettlementTiming .
common_domain_model:collateralTransferTimingDefinition a rdf:Property ;
rdfs:comment "Bespoke language removing the pre-print requirement to transfer legal title of securities collateral through written instructions to the relevant depository institution or other securities intermediaries solely for the purposes of the 1994 New York Law Credit Support Annex." ;
rdfs:range common_domain_model:CollateralTransferTimingDefinition .
common_domain_model:TerminationCurrency a rdfs:Class ;
rdfs:comment "Specifies how the Termination Currency for the agreement will be determined." .
common_domain_model:statedTerminationCurrency a rdf:Property ;
rdfs:comment "Allows for specific Termination Currency(ies) and a fallback Termination Currency to be selected." ;
rdfs:range common_domain_model:TerminationCurrencySelection .
common_domain_model:partyOptionTerminationCurrency a rdf:Property ;
rdfs:comment "Provides that the Termination Currency will be determined by reference to a contractual mechanism when closing out the Agreement." ;
rdfs:range common_domain_model:PartyOptionTerminationCurrency .
common_domain_model:CollateralPortfolio a rdfs:Class ;
rdfs:comment "Represents common attributes to define the details of collateral assets, to be used in margin call messaging and contribute to collateral balances e.g securities in a collateral account." .
common_domain_model:collateralPosition a rdf:Property ;
rdfs:comment "Specifies the individual components of the collateral positions in the collateral portfolio." ;
rdfs:range common_domain_model:CollateralPosition .
common_domain_model:collateralBalance a rdf:Property ;
rdfs:comment "Represents the populated or calculated collateral aggregate balance amount for the collateral portfolio." ;
rdfs:range common_domain_model:CollateralBalance .
common_domain_model:LegalAgreement a rdfs:Class ;
rdfs:comment "The specification of a legal agreement between two parties, being negotiated or having been executed. This includes the baseline information and the optional specialised elections" ;
rdfs:subClassOf common_domain_model:LegalAgreementBase .
common_domain_model:legalAgreementIdentification a rdf:Property ;
rdfs:comment "The type of legal agreement, identified via a set of composable attributes: agreementName, publisher, governing law and version, e.g. ISDA 2013 Standard Credit Support Annex English Law." ;
rdfs:range common_domain_model:LegalAgreementIdentification .
common_domain_model:agreementTerms a rdf:Property ;
rdfs:comment "Specification of the content of the legal agreement." ;
rdfs:range common_domain_model:AgreementTerms .
common_domain_model:contractualParty a rdf:Property ;
rdfs:comment "The two contractual parties to the legal agreement, which reference information is positioned as part of the partyInformation attribute." ;
rdfs:range common_domain_model:Party .
common_domain_model:attachment a rdf:Property ;
rdfs:comment "A human readable document, for example a confirmation." ;
rdfs:range common_domain_model:Resource .
common_domain_model:relatedAgreements a rdf:Property ;
rdfs:comment "Specifies the agreement(s) that govern the agreement, either as a reference to such agreements when specified as part of the CDM, or through identification of some of the key terms of those agreements, such as the type of agreement, the publisher, the vintage, the agreement identifier and the agreement date." ;
rdfs:range common_domain_model:LegalAgreement .
common_domain_model:umbrellaAgreement a rdf:Property ;
rdfs:comment "Specifies a set of legal entities which are part of a legal agreement beyond the two contracting parties to that agreement." ;
rdfs:range common_domain_model:UmbrellaAgreement .
common_domain_model:agreementDate a rdf:Property ;
rdfs:comment "The date on which the legal agreement has been agreed between the parties. This corresponds to the Date of Deed in an English Law document." ;
rdfs:range xsd:date .
common_domain_model:HoldingAndUsingPostedCollateralElection a rdfs:Class ;
rdfs:comment "Specifies the parties' elections related to the holding and using of posted collateral." ;
rdfs:seeAlso , , .
common_domain_model:eligibilityToHoldCollateral a rdf:Property ;
rdfs:comment "The specification of the conditions under which a party and its custodian(s) are entitled to hold posted collateral." ;
rdfs:range common_domain_model:EligibilityToHoldCollateral .
common_domain_model:useOfPostedCollateral a rdf:Property ;
rdfs:comment "Indicates whether the party has the right to reuse, rehypothecate, or otherwise make use of the posted collateral. 'True' if the party has the right,'False' if the party does not have the right." ;
rdfs:range xsd:boolean .
common_domain_model:BillingRecord a rdfs:Class ;
rdfs:comment "Specifies individual records within a billing invoice." .
common_domain_model:recordTransfer a rdf:Property ;
rdfs:comment "The settlement terms for the billing record" ;
rdfs:range common_domain_model:Transfer .
common_domain_model:NonNegativeStep a rdfs:Class ;
rdfs:comment "A class defining a step date and non-negative step value pair. This step definitions are used to define varying rate or amount schedules, e.g. a notional amortisation or a step-up coupon schedule." .
common_domain_model:stepDate a rdf:Property ;
rdfs:comment "The date on which the associated stepValue becomes effective. This day may be subject to adjustment in accordance with a business day convention." ;
rdfs:range xsd:date .
common_domain_model:stepValue a rdf:Property ;
rdfs:comment "The non-negative rate or amount which becomes effective on the associated stepDate. A rate of 5% would be represented as 0.05." ;
rdfs:range xsd:decimal .
common_domain_model:CollateralAgreementFloatingRate a rdfs:Class ;
rdfs:comment "Represents the parameters needed to calculate the floating rate paid on collateral holdings." ;
rdfs:subClassOf common_domain_model:FloatingRateBase .
common_domain_model:compressibleSpread a rdf:Property ;
rdfs:comment "Specifies how spreads should be applied in a low/negative rate environment. If true, spread is applied only if rate is positive." ;
rdfs:range xsd:boolean .
common_domain_model:negativeInterest a rdf:Property ;
rdfs:comment "Specifies how negative rates should be applied. If rates go negative, should the payment be reversed (true) or zeroed out (false)?" ;
rdfs:range xsd:boolean .
common_domain_model:Instrument a rdfs:Class ;
rdfs:comment "A type of Asset that is issued by one party to one or more others." .
common_domain_model:CreditSupportAmount a rdfs:Class ;
rdfs:comment "The total amount one counterparty must deliver to the other at any time: the combination of the Exposure to that party and the net Independent Amounts it must post, minus any agreed Threshold." .
common_domain_model:SpecificNonTransferability a rdfs:Class .
common_domain_model:specificNonTransferabilityIsApplicable a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:LocationIdentifier a rdfs:Class ;
rdfs:comment "Specifies a location identifier. An issuer and an identifier type can be associated with the actual identifier value as a way to properly qualify it." ;
rdfs:subClassOf common_domain_model:Identifier .
common_domain_model:locationIdentifierType a rdf:Property ;
rdfs:comment "Specifies the nature of a location identifier." ;
rdfs:range common_domain_model:CommodityLocationIdentifierTypeEnum .
common_domain_model:Trigger a rdfs:Class ;
rdfs:comment "Trigger point at which feature is effective." .
common_domain_model:creditEventsReference a rdf:Property ;
rdfs:range common_domain_model:CreditEvents .
common_domain_model:triggerTimeType a rdf:Property ;
rdfs:comment "The valuation time type of knock condition." ;
rdfs:range common_domain_model:TriggerTimeTypeEnum .
common_domain_model:level a rdf:Property ;
rdfs:comment "The trigger level." ;
rdfs:range common_domain_model:PriceSchedule .
common_domain_model:triggerType a rdf:Property ;
rdfs:comment "The Triggering condition." ;
rdfs:range common_domain_model:TriggerTypeEnum .
common_domain_model:MarginCallExposure a rdfs:Class ;
rdfs:comment "Represents attributes required for mark to market value or IM calculation value of the trade portfolio as recorded by the principle (in base currency)." ;
rdfs:subClassOf common_domain_model:MarginCallBase .
common_domain_model:scheduleGridIMExposure a rdf:Property ;
rdfs:comment "Represents Initial Margin (IM) exposure derived from schedule or Grid calculation." ;
rdfs:range common_domain_model:Exposure .
common_domain_model:overallExposure a rdf:Property ;
rdfs:comment "Represents the whole overall mark to market value or IM calculation value of the trade portfolio as recorded by the principle (in base currency)." ;
rdfs:range common_domain_model:Exposure .
common_domain_model:simmIMExposure a rdf:Property ;
rdfs:comment "Represents Initial Margin (IM) exposure derived from ISDA SIMM calculation." ;
rdfs:range common_domain_model:Exposure .
common_domain_model:RegionalGovernmentIssuerType a rdfs:Class ;
rdfs:comment "Represents a class to allow specification of different type of Regional government collateral." .
common_domain_model:CommodityProductDefinition a rdfs:Class ;
rdfs:comment "Specifies the commodity underlier in the event that no ISDA Commodity Reference Price exists." .
common_domain_model:referenceFramework a rdf:Property ;
rdfs:comment "Specifies the type of commodity." ;
rdfs:range common_domain_model:CommodityReferenceFramework .
common_domain_model:priceSource a rdf:Property ;
rdfs:comment "Specifies a publication that provides the commodity price, including, where applicable the details of where in the publication the price is published. Applicable when the commodity reference price is not a futures contract" ;
rdfs:range common_domain_model:PriceSource .
common_domain_model:commodityInfoPublisher a rdf:Property ;
rdfs:comment "Specifies the publication where the commodity prices can be found." ;
rdfs:range common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:exchangeId a rdf:Property ;
rdfs:comment " Identifies the exchange from which the reference price should be sourced, using the scheme at the following url: http://www.fpml.org/coding-scheme/external/exchange-id-MIC-1-0" ;
rdfs:range xsd:string .
common_domain_model:CreditSupportAgreementLegacyElections a rdfs:Class ;
rdfs:comment "The set of elections which specify a Legacy (1994 or 1995) Credit Support Annex or Deed." ;
rdfs:subClassOf common_domain_model:CreditSupportAgreementElectionsBase .
common_domain_model:singlePostingParty a rdf:Property ;
rdfs:comment "Where only a single party is explicitly designated to post collateral, the party which is specified as the sole poster of collateral." ;
rdfs:range common_domain_model:SinglePostingParty .
common_domain_model:InitialFixingDate a rdfs:Class ;
rdfs:comment "A CDM class which purpose is to specify the initial fixing date either alongside the FpML interest rate specification as an offset of another date, or alongside the credit derivative specification as an unadjusted date." .
common_domain_model:relativeDateOffset a rdf:Property ;
rdfs:range common_domain_model:RelativeDateOffset .
common_domain_model:OptionalEarlyTerminationAdjustedDates a rdfs:Class ;
rdfs:comment "A data defining: the adjusted dates associated with an optional early termination provision." .
common_domain_model:earlyTerminationEvent a rdf:Property ;
rdfs:comment "The adjusted dates associated with an individual early termination date." ;
rdfs:range common_domain_model:EarlyTerminationEvent .
common_domain_model:LegalAgreementBase a rdfs:Class ;
rdfs:comment "Specifies the legal agreement baseline information, being negotiated or having been executed. It excludes specialized elections" .
common_domain_model:CreditLimitUtilisation a rdfs:Class ;
rdfs:comment "Credit limit utilisation breakdown by executed trades and pending orders." .
common_domain_model:executed a rdf:Property ;
rdfs:comment "Credit limit utilisation attributable to executed trades." ;
rdfs:range common_domain_model:CreditLimitUtilisationPosition .
common_domain_model:pending a rdf:Property ;
rdfs:comment "Credit limit utilisation attributable to pending unexecuted orders." ;
rdfs:range common_domain_model:CreditLimitUtilisationPosition .
common_domain_model:Security a rdfs:Class ;
rdfs:comment "Identifies a security by referencing an identifier and by specifying the sector." ;
rdfs:seeAlso ;
rdfs:subClassOf common_domain_model:InstrumentBase .
common_domain_model:Agreement a rdfs:Class ;
rdfs:comment "Specification of the standard set of terms that define a legal agreement." .
common_domain_model:transactionAdditionalTerms a rdf:Property ;
rdfs:comment "Any additional terms which mainly intend to specify the extraordinary events that may affect a trade and the related contractual rights and obligation of the parties when this happens" ;
rdfs:range common_domain_model:TransactionAdditionalTerms .
common_domain_model:creditSupportAgreementElections a rdf:Property ;
rdfs:comment "Elections to specify a Credit Support Annex or Credit Support Deed for Intial or Variation Margin." ;
rdfs:range common_domain_model:CreditSupportAgreementElections .
common_domain_model:masterAgreementElections a rdf:Property ;
rdfs:comment "A legal representation of the different possible master agreements" ;
rdfs:range common_domain_model:MasterAgreementElections .
common_domain_model:masterAgreementSchedule a rdf:Property ;
rdfs:comment "Elections to specify a Master Agreement Schedule." ;
rdfs:range common_domain_model:MasterAgreementSchedule .
common_domain_model:securityAgreementElections a rdf:Property ;
rdfs:comment "Elections to specify a Security agreement." ;
rdfs:range common_domain_model:SecurityAgreementElections .
common_domain_model:collateralTransferAgreementElections a rdf:Property ;
rdfs:comment "Elections to specify a Collateral Transfer Agreement." ;
rdfs:range common_domain_model:CollateralTransferAgreementElections .
common_domain_model:FloatingAmountEvents a rdfs:Class ;
rdfs:comment "A class to specify the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement." .
common_domain_model:additionalFixedPayments a rdf:Property ;
rdfs:comment "Specifies the events that will give rise to the payment additional fixed payments." ;
rdfs:range common_domain_model:AdditionalFixedPayments .
common_domain_model:interestShortfall a rdf:Property ;
rdfs:comment "A floating rate payment event. With respect to any Reference Obligation Payment Date, either (a) the non-payment of an Expected Interest Amount or (b) the payment of an Actual Interest Amount that is less than the Expected Interest Amount. ISDA 2003 Term: Interest Shortfall." ;
rdfs:range common_domain_model:InterestShortFall .
common_domain_model:floatingAmountProvisions a rdf:Property ;
rdfs:comment "Specifies the floating amount provisions associated with the floatingAmountEvents." ;
rdfs:range common_domain_model:FloatingAmountProvisions .
common_domain_model:FloatingRateIndexFixingDetails a rdfs:Class ;
rdfs:comment "This type holds parameters defining the fixingt time and offset for a floating rate index." .
common_domain_model:fixingOffset a rdf:Property ;
rdfs:comment "Parameters defining the normal fixing offset (can vary by index tenor / designated maturity)." ;
rdfs:range common_domain_model:BusinessDayOffset .
common_domain_model:SpecialPurposeVehicleIssuerType a rdfs:Class ;
rdfs:comment "Represents a class to allow specification of different types of special purpose vehicle (SPV) collateral." .
common_domain_model:creditRisk a rdf:Property ;
rdfs:comment "Indicates tranched or untranched credit risk." ;
rdfs:range common_domain_model:CreditRiskEnum .
common_domain_model:Party a rdfs:Class ;
rdfs:comment "A class to specify a party, without a qualification as to whether this party is a legal entity or a natural person, although the model provides the ability to associate a person (or set of persons) to a party, which use case would imply that such party would be a legal entity (even if not formally specified as such). " .
common_domain_model:businessUnit a rdf:Property ;
rdfs:comment "Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process, incl. the contact information (when relevant)." ;
rdfs:range common_domain_model:BusinessUnit .
common_domain_model:personRole a rdf:Property ;
rdfs:comment "The role of the person(s) " ;
rdfs:range common_domain_model:NaturalPersonRole .
common_domain_model:person a rdf:Property ;
rdfs:comment "The person(s) who might be associated with the party as part of the execution, contract or legal document." ;
rdfs:range common_domain_model:NaturalPerson .
common_domain_model:partyId a rdf:Property ;
rdfs:comment "The identifier associated with a party, e.g. the 20 digits LEI code." ;
rdfs:range common_domain_model:PartyIdentifier .
common_domain_model:OffsetCalculation a rdfs:Class ;
rdfs:comment "Defines business day shifts for daily componded or averaged rates. This type is used for lookback and lockout rates. This type is used to represent modular computed rates in interestRatePayouts." .
common_domain_model:ResolvablePriceQuantity a rdfs:Class ;
rdfs:comment "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)." .
common_domain_model:priceSchedule a rdf:Property ;
rdfs:comment "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." ;
rdfs:range common_domain_model:PriceSchedule .
common_domain_model:quantityReference a rdf:Property ;
rdfs:comment "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." ;
rdfs:range common_domain_model:ResolvablePriceQuantity .
common_domain_model:resolvedQuantity a rdf:Property ;
rdfs:comment "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." ;
rdfs:range common_domain_model:Quantity .
common_domain_model:quantityMultiplier a rdf:Property ;
rdfs:comment "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." ;
rdfs:range common_domain_model:QuantityMultiplier .
common_domain_model:quantitySchedule a rdf:Property ;
rdfs:comment "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." ;
rdfs:range common_domain_model:NonNegativeQuantitySchedule .
common_domain_model:futureValueNotional a rdf:Property ;
rdfs:comment "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." ;
rdfs:range common_domain_model:FutureValueAmount .
common_domain_model:FinInstrmRptgTxRpt a rdfs:Class .
common_domain_model:LimitApplicable a rdfs:Class .
common_domain_model:AutomaticExercise a rdfs:Class ;
rdfs:comment "A type to define automatic exercise of a swaption. With automatic exercise the option is deemed to have exercised if it is in the money by more than the threshold amount on the exercise date." .
common_domain_model:thresholdRate a rdf:Property ;
rdfs:comment "A threshold rate. The threshold of 0.10% would be represented as 0.001" ;
rdfs:range xsd:decimal .
common_domain_model:AncillaryEntity a rdfs:Class ;
rdfs:comment "Holds an identifier for an ancillary entity, either identified directly via its ancillary role or directly as a legal entity." .
common_domain_model:legalEntity a rdf:Property ;
rdfs:range common_domain_model:LegalEntity .
common_domain_model:AssetFlowBase a rdfs:Class ;
rdfs:comment "Defines the basic parameters of an asset transfer, e.g. a cashflow: what (the asset), how much (the quantity) and when (the settlement date)." .
common_domain_model:AdjustmentFactorCalculationTerms a rdfs:Class ;
rdfs:comment "Describes the input terms involved in the calculation of the adjustment factor applied to the price of the underlier impacted by a Corporate Action." .
common_domain_model:accrualFactor a rdf:Property ;
rdfs:comment "The accrual rate and related terms, to adjust the price of an underlier impacted by a Corporate Action when economic impact consists in freezing the underlier price to last fixing and applying accruals for each remaining underlier price fixing date required i.e. for each, adjustedPrice = lastFixingPrice x (1 + accrualRate x DCF)." ;
rdfs:range common_domain_model:AccrualFactor .
common_domain_model:spinOff a rdf:Property ;
rdfs:comment "Defines the underlier for both the Parent Company and the Child Compagny involved in Spin Off corporate action, as well as the respective price observation for each." ;
rdfs:range common_domain_model:SpinOff .
common_domain_model:shareForRightsRatio a rdf:Property ;
rdfs:comment "Multiple value, say 'M/N' where 'M' is the number of rights after the event, and 'N' of shares prior to the event. " ;
rdfs:range xsd:decimal .
common_domain_model:shareForShareRatio a rdf:Property ;
rdfs:comment "Multiple value, say 'M/N' where 'M' is the number of shares after the event and 'N' is the number of shares prior to the event. " ;
rdfs:range xsd:decimal .
common_domain_model:dividendRatio a rdf:Property ;
rdfs:comment "Multiplier value (e.g. 85 %, etc.) to calculate net dividend amount, given gross amount before taking into account the relevant fiscal features." ;
rdfs:range xsd:decimal .
common_domain_model:merger a rdf:Property ;
rdfs:comment "Defines the underlier for both the Purchaser Company and the Acquired Compagny involved in Spin Off corporate action, as well as the respective price observation for each." ;
rdfs:range common_domain_model:Merger .
common_domain_model:rightsSubscriptionPrice a rdf:Property ;
rdfs:comment "The price to pay per each right." ;
rdfs:range common_domain_model:Price .
common_domain_model:lastFixingPriceBeforeAdjustment a rdf:Property ;
rdfs:comment "The last fixing price of the Underlier affected by the CorporateAction, before any adjustment with regards to the CorporateAction." ;
rdfs:range common_domain_model:Price .
common_domain_model:bespokeCalculationFormula a rdf:Property ;
rdfs:comment "To describe the formula used to calculate the Adjustment Factor." ;
rdfs:range xsd:string .
common_domain_model:CSAThresholdVariableSet a rdfs:Class ;
rdfs:comment "Defines a combination of Rating Agency, Rating Value, Threshold amount and Currency code." .
common_domain_model:AssetAgencyRating a rdfs:Class .
common_domain_model:assetAgencyRating a rdf:Property ;
rdfs:comment "Represents an agency rating based on default risk and creditors claim in event of default associated with specific instrument." ;
rdfs:range common_domain_model:AgencyRatingCriteria .
common_domain_model:EquityMasterConfirmation a rdfs:Class ;
rdfs:comment "Specification for General Terms and Elections of an Equity Master Confirmation that is applicable across multiple Equity confirmations and is referenced by each of these confirmations, an example of which being the 2018 ISDA CDM Equity Confirmation for Security Equity Swap." ;
rdfs:subClassOf common_domain_model:MasterConfirmationBase .
common_domain_model:ObservationParameters a rdfs:Class ;
rdfs:comment "Parameters on daily observed computed rates, specifically daily caps and floors. This type is used to represent modular computed rates in interestRatePayouts." .
common_domain_model:observationCapRate a rdf:Property ;
rdfs:comment "A daily observation cap rate." ;
rdfs:range xsd:decimal .
common_domain_model:observationFloorRate a rdf:Property ;
rdfs:comment "A daily observation floor rate." ;
rdfs:range xsd:decimal .
common_domain_model:FloatingRate a rdfs:Class ;
rdfs:subClassOf common_domain_model:FloatingRateBase .
common_domain_model:Othr a rdfs:Class .
common_domain_model:finInstrmGnlAttrbts a rdf:Property ;
rdfs:range common_domain_model:FinInstrmGnlAttrbts .
common_domain_model:derivInstrmAttrbts a rdf:Property ;
rdfs:range common_domain_model:DerivInstrmAttrbts .
common_domain_model:schmeNm a rdf:Property ;
rdfs:range common_domain_model:SchmeNm .
common_domain_model:ExctgPrsn a rdfs:Class .
common_domain_model:EarlyTerminationEvent a rdfs:Class ;
rdfs:comment "A data to: define the adjusted dates associated with an early termination provision." .
common_domain_model:AdditionalDisruptionEvents a rdfs:Class ;
rdfs:comment "A type for defining the Additional Disruption Events." ;
rdfs:seeAlso .
common_domain_model:initialStockLoanRate a rdf:Property ;
rdfs:comment "Specifies the initial stock loan per ISDA Def. A percentage of 5% is represented as 0.05." ;
rdfs:range xsd:decimal .
common_domain_model:insolvencyFiling a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:determiningParty a rdf:Property ;
rdfs:comment "Specifies the party which determines additional disruption events." ;
rdfs:range common_domain_model:AncillaryRoleEnum .
common_domain_model:increasedCostOfHedging a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:maximumStockLoanRate a rdf:Property ;
rdfs:comment "Specifies the maximum stock loan rate for Loss of Stock Borrow. A percentage of 5% is represented as 0.05." ;
rdfs:range xsd:decimal .
common_domain_model:changeInLaw a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:increasedCostOfStockBorrow a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:hedgingDisruption a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:foreignOwnershipEvent a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:lossOfStockBorrow a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:FloatingRateDefinition a rdfs:Class ;
rdfs:comment "A data defining: parameters associated with a floating rate reset. This data forms: part of the cashflows representation of a stream." .
common_domain_model:floatingRateMultiplier a rdf:Property ;
rdfs:comment "A rate multiplier to apply to the floating rate. The multiplier can be a positive or negative decimal. This element should only be included if the multiplier is not equal to 1 (one)." ;
rdfs:range xsd:decimal .
common_domain_model:rateObservation a rdf:Property ;
rdfs:comment "The details of a particular rate observation, including the fixing date and observed rate. A list of rate observation elements may be ordered in the document by ascending adjusted fixing date. An FpML document containing an unordered list of rate observations is still regarded as a conformant document." ;
rdfs:range common_domain_model:RateObservation .
common_domain_model:PriceComposite a rdfs:Class ;
rdfs:comment "Defines the inputs required to calculate a price as a simple composite of 2 other values. The inputs consist of 2 numbers and a simple arithmetic operator. This generic data type applies to a variety of use cases where a price is obtained by simple composition, e.g. dirty = clean + accrued (Bond), forward rate = spot rate + forward point (FX) etc." .
common_domain_model:baseValue a rdf:Property ;
rdfs:comment "The 1st value in the arithmetic operation, which may be non-commutative in some cases: Subtract, Divide). This 1st operand is called 'baseValue' as it refers to the price anchor in the arithmetic operation: e.g. the clean price (Bond) or the spot rate (FX)." ;
rdfs:range xsd:decimal .
common_domain_model:operand a rdf:Property ;
rdfs:comment "The 2nd value in the arithmetic operation, which may be non-commutative in some cases: Subtract, Divide). The 2nd operand is called 'operand' to distinguish it from the 1st one which is the price anchor." ;
rdfs:range xsd:decimal .
common_domain_model:operandType a rdf:Property ;
rdfs:comment "Optionally qualifies the type of operand: e.g. accrued or forward point." ;
rdfs:range common_domain_model:PriceOperandEnum .
common_domain_model:RatingMultiplier a rdfs:Class ;
rdfs:comment "A logical container to hold a defined set of related data. In this case the collation of Ratings Information and associated exposure multiplier." .
common_domain_model:ratingVariableSet a rdf:Property ;
rdfs:comment "Allows a grouping of Rating agencies and Rating values." ;
rdfs:range common_domain_model:CreditNotation .
common_domain_model:EligibilityToHoldCollateralCriteria a rdfs:Class ;
rdfs:comment "Defines a set of Criteria required by the party and its custodian to hold the other party's Posted Collateral." .
common_domain_model:RatingAgencyAmount a rdfs:Class ;
rdfs:comment "A logical container to hold a defined set of related data. In this case the collation of Rating Information and an associated Independent Amount." .
common_domain_model:IndexAdjustmentEvents a rdfs:Class ;
rdfs:comment "Defines the specification of the consequences of Index Events" ;
rdfs:seeAlso .
common_domain_model:indexModification a rdf:Property ;
rdfs:comment "Consequence of index modification." ;
rdfs:range common_domain_model:IndexEventConsequenceEnum .
common_domain_model:indexCancellation a rdf:Property ;
rdfs:comment "Consequence of index cancellation." ;
rdfs:range common_domain_model:IndexEventConsequenceEnum .
common_domain_model:indexDisruption a rdf:Property ;
rdfs:comment "Consequence of index disruption." ;
rdfs:range common_domain_model:IndexEventConsequenceEnum .
common_domain_model:PostingObligationsElection a rdfs:Class ;
rdfs:comment "Specifies the collateral posting obligations for the security provider party(ies)." ;
rdfs:seeAlso .
common_domain_model:AveragingPeriod a rdfs:Class ;
rdfs:comment "Period over which an average value is taken." .
common_domain_model:averagingDateTimes a rdf:Property ;
rdfs:comment "An unweighted list of averaging observation date and times." ;
rdfs:range common_domain_model:DateTimeList .
common_domain_model:averagingObservations a rdf:Property ;
rdfs:comment "A weighted list of averaging observation date and times." ;
rdfs:range common_domain_model:AveragingObservationList .
common_domain_model:marketDisruption a rdf:Property ;
rdfs:comment "The market disruption event as defined by ISDA 2002 Definitions." ;
rdfs:range common_domain_model:MarketDisruptionEnum .
common_domain_model:CounterpartyPositionBusinessEvent a rdfs:Class ;
rdfs:comment "A business event represents a life cycle event of a position. The combination of the state changes results in a qualifiable life cycle event." .
common_domain_model:FloatingRateIndexMappings a rdfs:Class ;
rdfs:comment "This type defines mappings between FROs in different definitional versions." .
common_domain_model:mapsTo a rdf:Property ;
rdfs:comment "The successor FRO that this index maps to." ;
rdfs:range common_domain_model:FloatingRateIndexMap .
common_domain_model:mapsFrom a rdf:Property ;
rdfs:comment "The predecessor FRO(s) that this index maps to." ;
rdfs:range common_domain_model:FloatingRateIndexMap .
common_domain_model:Qty a rdfs:Class .
common_domain_model:ValuationCalculationDateLocationElection a rdfs:Class ;
rdfs:comment "A class to specify each of the party elections with respect to the Calculation Date Location." ;
rdfs:seeAlso , , .
common_domain_model:customLocation a rdf:Property ;
rdfs:comment "The Calculation Date Location when specified a location which doesn't correspond to the FpML list of business centers or cannot be mapped to it." ;
rdfs:range xsd:string .
common_domain_model:RecalculationOfValue a rdfs:Class ;
rdfs:comment "A class to specify terms for Recalculation of the Market Value of Posted Collateral when a dispute has been failed to be resolved by Resolution Time." .
common_domain_model:CustodianElection a rdfs:Class ;
rdfs:comment "A class to specify the custodian and custody account details for each party to the agreement." .
common_domain_model:segregatedSecurityAccount a rdf:Property ;
rdfs:comment "The identification of the segregated security account for the purpose of holding security collateral." ;
rdfs:range common_domain_model:Account .
common_domain_model:legacyNamedEntity a rdf:Property ;
rdfs:comment "The identity of the relevant custodian where Named Entity is elected." ;
rdfs:range common_domain_model:LegalEntity .
common_domain_model:segregatedCashAccount a rdf:Property ;
rdfs:comment "The identification of the segregated cash account for the purpose of holding cash collateral." ;
rdfs:range common_domain_model:Account .
common_domain_model:legacyVMCustodian a rdf:Property ;
rdfs:comment "Details how the Custodian is determined." ;
rdfs:range common_domain_model:LegacyVmCustodianEnum .
common_domain_model:IndexBase a rdfs:Class ;
rdfs:comment "Identifies an index by referencing an identifier." ;
rdfs:subClassOf common_domain_model:AssetBase .
common_domain_model:ObservationShiftCalculation a rdfs:Class ;
rdfs:comment "Parameters to describe the observation shift for a daily compounded or averaged floating rate. This type is used to represent modular computed rates in interestRatePayouts." .
common_domain_model:calculationBase a rdf:Property ;
rdfs:comment "Whether the rate is calculated in advance, in arrears, or relative to a reset date." ;
rdfs:range common_domain_model:ObservationPeriodDatesEnum .
common_domain_model:additionalBusinessDays a rdf:Property ;
rdfs:comment "Any additional business days that be applicable." ;
rdfs:range common_domain_model:BusinessCenters .
common_domain_model:MinimumTransferAmountRatingsBased a rdfs:Class ;
rdfs:comment "Defines that the Minimum Transfer Amount (MTA) is based on a Ratings condition(s)." ;
rdfs:subClassOf common_domain_model:ThresholdMinimumTransferAmountBase .
common_domain_model:noRating a rdf:Property ;
rdfs:comment "What conditions apply where a party has no rating." ;
rdfs:range xsd:boolean .
common_domain_model:notRatedBy a rdf:Property ;
rdfs:comment "Defines where conditions apply if no Rating where ratings may not exist." ;
rdfs:range common_domain_model:NotRatedByEnum .
common_domain_model:numberOfRatingAgencies a rdf:Property ;
rdfs:comment "Defines the number of Rating Agencies that the Party must be rated by." ;
rdfs:range common_domain_model:NumberOfRatingAgenciesEnum .
common_domain_model:ContractualTermsSupplement a rdfs:Class ;
rdfs:comment "A contractual supplement (such as those published by ISDA) and its publication date that will apply to the trade." .
common_domain_model:contractualTermsSupplementType a rdf:Property ;
rdfs:comment "Identifies the form of applicable contractual supplement." ;
rdfs:range common_domain_model:ContractualSupplementTypeEnum .
common_domain_model:FrenchLawAddendum a rdfs:Class ;
rdfs:comment "A class to specify party specific elections when a Collateral Transfer Agreement is governed by French Law." .
common_domain_model:Frequency a rdfs:Class ;
rdfs:comment "A class for defining a date frequency, e.g. one day, three months, through the combination of an integer value and a standardized period value that is specified as part of an enumeration." .
common_domain_model:ExtendibleProvision a rdfs:Class ;
rdfs:comment "A data defining: an option to extend an existing swap transaction on the specified exercise dates for a term ending on the specified new termination date. As a difference from FpML, it extends the BuyerSeller class, which represents the BuyerSeller.model." ;
rdfs:subClassOf common_domain_model:BuyerSeller .
common_domain_model:extendibleProvisionAdjustedDates a rdf:Property ;
rdfs:comment "The adjusted dates associated with an extendible provision. These dates have been adjusted for any applicable business day convention." ;
rdfs:range common_domain_model:ExtendibleProvisionAdjustedDates .
common_domain_model:extensionPeriod a rdf:Property ;
rdfs:comment "The period within which notice can be given that the contract will be extended." ;
rdfs:range common_domain_model:AdjustableRelativeOrPeriodicDates .
common_domain_model:extensionTerm a rdf:Property ;
rdfs:comment "The length of each extension period relative to the effective date of the preceding contract." ;
rdfs:range common_domain_model:RelativeDateOffset .
common_domain_model:ConcentrationLimit a rdfs:Class ;
rdfs:comment "Represents a class to describe concentration limits that may be applicable to eligible collateral criteria." .
common_domain_model:concentrationLimitCriteria a rdf:Property ;
rdfs:comment "Specifies a set of criteria to describe the assets that the concentration limits apply to." ;
rdfs:range common_domain_model:ConcentrationLimitCriteria .
common_domain_model:valueLimit a rdf:Property ;
rdfs:comment "Specifies the value of collateral limit represented as a range." ;
rdfs:range common_domain_model:MoneyRange .
common_domain_model:percentageLimit a rdf:Property ;
rdfs:comment "Specifies the perecentage of collateral limit represented as a decimal number - example 25% is 0.25." ;
rdfs:range common_domain_model:NumberRange .
common_domain_model:Index a rdfs:Class ;
rdfs:comment "An Index is an Observable which is computed based on the prices, rates or valuations of a number of assets that are tracked in a standardized way. Examples include equity market indices as well as indices on interest rates, inflation and credit instruments." .
common_domain_model:Measure a rdfs:Class ;
rdfs:comment "Defines a concrete measure as a number associated to a unit. It extends MeasureBase by requiring the value attribute to be present. A measure may be unit-less so the unit attribute is still optional." ;
rdfs:subClassOf common_domain_model:MeasureBase .
common_domain_model:ObservationIdentifier a rdfs:Class ;
rdfs:comment "Defines the parameters needed to uniquely identify a piece of data among the population of all available market data." .
common_domain_model:determinationMethodology a rdf:Property ;
rdfs:comment "Specifies the method according to which an amount or a date is determined." ;
rdfs:range common_domain_model:DeterminationMethodology .
common_domain_model:ThresholdRatingsBased a rdfs:Class ;
rdfs:comment "Defines that the Threshold is based on Ratings condition(s)." ;
rdfs:subClassOf common_domain_model:ThresholdMinimumTransferAmountBase .
common_domain_model:SecurityLocate a rdfs:Class ;
rdfs:comment "A locate is an approval from a broker that needs to be obtained prior to effecting a short sale in an equity security. Similar to security availability, a borrower can request a single or multiple securities, but at least one must be requested." ;
rdfs:subClassOf common_domain_model:AvailableInventory .
common_domain_model:CustodianRiskElection a rdfs:Class ;
rdfs:comment "A class to specify the Custodian Risk." ;
rdfs:seeAlso , , , .
common_domain_model:FinInstrm a rdfs:Class .
common_domain_model:SchedulePeriod a rdfs:Class ;
rdfs:comment "A class that defines the period of a schedule. The period contains a set of start and end dates, quantities, fixing, and pricing data." .
common_domain_model:fixingPeriod a rdf:Property ;
rdfs:comment "Period over which the underlying price is observed." ;
rdfs:range common_domain_model:DateRange .
common_domain_model:deliveryPeriod a rdf:Property ;
rdfs:comment "Period and time profile over which the delivery takes place." ;
rdfs:range common_domain_model:CalculationScheduleDeliveryPeriods .
common_domain_model:RelativeDateOffset a rdfs:Class ;
rdfs:comment "A class defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date). If the anchor date is itself an adjustable date then the offset is assumed to be calculated from the adjusted anchor date. A number of different scenarios can be supported, namely; 1) the derived date may simply be a number of calendar periods (days, weeks, months or years) preceding or following the anchor date; 2) the unadjusted derived date may be a number of calendar periods (days, weeks, months or years) preceding or following the anchor date with the resulting unadjusted derived date subject to adjustment in accordance with a specified business day convention, i.e. the derived date must fall on a good business day; 3) the derived date may be a number of business days preceding or following the anchor date. Note that the businessDayConvention specifies any required adjustment to the unadjusted derived date. A negative or positive value in the periodMultiplier indicates whether the unadjusted derived precedes or follows the anchor date. The businessDayConvention should contain a value NONE if the day type element contains a value of Business (since specifying a negative or positive business days offset would already guarantee that the derived date would fall on a good business day in the specified business centers)." ;
rdfs:subClassOf common_domain_model:Offset .
common_domain_model:NumberBound a rdfs:Class ;
rdfs:comment "The number bound is defined as a number and whether the bound is inclusive." .
common_domain_model:RollFeature a rdfs:Class ;
rdfs:comment "Used in conjunction with an exchange-based pricing source. Identifies a way in which the futures contracts referenced will roll between periods. " .
common_domain_model:rollSourceCalendar a rdf:Property ;
rdfs:comment "Used in conjunction with an exchange-based pricing source. Identifies a date source calendar from which the pricing dates and thus roll to the next contract will be based off (e.g. pricing is based on the NYMEX WTI First Nearby Futures Contract, if Future is chosen, the pricing will roll to the next futures contract on expiration, if ListedOption is chosen, the pricing will roll to the next futures contract on the Option expiration date which is three business days before the expiration of the NYMEX WTI futures contract.) Omitting this element will result in the default behavior expected with the pricing source described within the commodity element." ;
rdfs:range common_domain_model:RollSourceCalendarEnum .
common_domain_model:deliveryDateRollConvention a rdf:Property ;
rdfs:comment "Specifies, for a Commodity Transaction that references a delivery date for a listed future, the day on which the specified future will roll to the next nearby month prior to the expiration of the referenced future. If the future will not roll at all - i.e. the price will be taken from the expiring contract, 0 should be specified here. If the future will roll to the next nearby on the last trading day - i.e. the price will be taken from the next nearby on the last trading day, then 1 should be specified and so on." ;
rdfs:range common_domain_model:Offset .
common_domain_model:Document a rdfs:Class .
common_domain_model:finInstrmRptgTxRpt a rdf:Property ;
rdfs:range common_domain_model:FinInstrmRptgTxRpt .
common_domain_model:InterestAmount a rdfs:Class ;
rdfs:comment "A class to specify the application of Interest Amount with respect to the Delivery Amount and the Return Amount." ;
rdfs:seeAlso .
common_domain_model:Account a rdfs:Class ;
rdfs:comment "A class to specify an account as an account number alongside, optionally. an account name, an account type, an account beneficiary and a servicing party." .
common_domain_model:servicingParty a rdf:Property ;
rdfs:comment "The reference to the legal entity that services the account, i.e. in the books of which the account is held." ;
rdfs:range common_domain_model:Party .
common_domain_model:accountName a rdf:Property ;
rdfs:comment "The name by which the account is known." ;
rdfs:range xsd:string .
common_domain_model:accountType a rdf:Property ;
rdfs:comment "The type of account, e.g. client, house." ;
rdfs:range common_domain_model:AccountTypeEnum .
common_domain_model:accountNumber a rdf:Property ;
rdfs:comment "The account number." ;
rdfs:range xsd:string .
common_domain_model:accountBeneficiary a rdf:Property ;
rdfs:comment "A reference to the party beneficiary of the account." ;
rdfs:range common_domain_model:Party .
common_domain_model:ClosedState a rdfs:Class ;
rdfs:comment " A class to qualify the closed state of an execution or a contract through the combination or a state (e.g. terminated, novated) and a set of dates: activity date, effective date and, when relevant, last payment date." .
common_domain_model:activityDate a rdf:Property ;
rdfs:comment "The activity date on which the closing state took place, i.e. either the event date of the closing event (e.g. option exercise, contract early termination) or the contractual termination date." ;
rdfs:range xsd:date .
common_domain_model:lastPaymentDate a rdf:Property ;
rdfs:comment "The date associated with the last payment in relation to the artefact (e.g. contract) to which this closed state applies. As an example, in the case of an early termination event, it would be the settlement date of the associated fee, if applicable." ;
rdfs:range xsd:date .
common_domain_model:GeneralNonTransferability a rdfs:Class .
common_domain_model:generalNonTransferabilityIsApplicable a rdf:Property ;
rdfs:range xsd:boolean .
common_domain_model:LimitLevelEnum a rdfs:Class ;
rdfs:comment "The enumeration values to specify the level at which the limit is set: customer business, proprietary business or account level. This is part of the CME specification for clearing credit limits, although not specified as a set of enumerated values as part of the clearing confirmation specification." .
common_domain_model:LimitLevelEnum.ACCOUNT a common_domain_model:LimitLevelEnum ;
rdfs:comment "The limit is set in relation to the proprietary business undertaken by the clearing counterparty." .
common_domain_model:LimitLevelEnum.CUSTOMER a common_domain_model:LimitLevelEnum ;
rdfs:comment "The limit is set in relation to the customer business undertaken by the clearing counterparty." .
common_domain_model:LimitLevelEnum.HOUSE a common_domain_model:LimitLevelEnum ;
rdfs:comment "The limit is set at the account level in relation to the clearing counterparty." .
common_domain_model:EntityIdentifierTypeEnum a rdfs:Class ;
rdfs:comment "The enumeration values associated with legal entity identifier sources." .
common_domain_model:EntityIdentifierTypeEnum.REDID a common_domain_model:EntityIdentifierTypeEnum ;
rdfs:comment "The Reference Entity Database identifier." .
common_domain_model:EntityIdentifierTypeEnum.COUNTRY_CODE a common_domain_model:EntityIdentifierTypeEnum ;
rdfs:comment "The ISO 3166 Country Code." .
common_domain_model:EntityIdentifierTypeEnum.OTHER a common_domain_model:EntityIdentifierTypeEnum ;
rdfs:comment "Used when the identifier type is not otherwise in this enumerated list because it is internal or other reasons. The source can be identified in the scheme which is part of the identifier attribute." .
common_domain_model:ExceptionEnum a rdfs:Class ;
rdfs:comment "Values to specify the normalized exceptions applicable to an Initial Margin CSA." .
common_domain_model:ExceptionEnum.APPLICABLE a common_domain_model:ExceptionEnum ;
rdfs:comment "The election is applicable." .
common_domain_model:ExceptionEnum.NOT_APPLICABLE a common_domain_model:ExceptionEnum ;
rdfs:comment "The election is not applicable." .
common_domain_model:ExceptionEnum.OTHER a common_domain_model:ExceptionEnum ;
rdfs:comment "An alternative approach is described in the document as follows." .
common_domain_model:DeliveryNearbyTypeEnum a rdfs:Class .
common_domain_model:DeliveryNearbyTypeEnum.CALCULATION_PERIOD a common_domain_model:DeliveryNearbyTypeEnum ;
rdfs:comment "Describes the reference contract as the one that pertains to the month-year of the calculation period. If used, the nearby count is expected to be 0." .
common_domain_model:DeliveryNearbyTypeEnum.NEARBY_MONTH a common_domain_model:DeliveryNearbyTypeEnum ;
rdfs:comment "Specifies that the reference delivery date of the underlying Commodity shall be the expiration date of the futures contract in the nth nearby month." .
common_domain_model:DeliveryNearbyTypeEnum.NEARBY_WEEK a common_domain_model:DeliveryNearbyTypeEnum ;
rdfs:comment "Specifies that the reference delivery date of the underlying Commodity shall be the expiration date of the futures contract in the nth nearby week." .
common_domain_model:SettlementTypeEnum a rdfs:Class ;
rdfs:comment "The enumeration values to specify how the option is to be settled when exercised." .
common_domain_model:SettlementTypeEnum.CASH a common_domain_model:SettlementTypeEnum ;
rdfs:comment "The intrinsic value of the option will be delivered by way of a cash settlement amount determined, (i) by reference to the differential between the strike price and the settlement price; or (ii) in accordance with a bilateral agreement between the parties." .
common_domain_model:SettlementTypeEnum.PHYSICAL a common_domain_model:SettlementTypeEnum ;
rdfs:comment "The securities underlying the transaction will be delivered by (i) in the case of a call, the seller to the buyer, or (ii) in the case of a put, the buyer to the seller versus a settlement amount equivalent to the strike price per share." .
common_domain_model:SettlementTypeEnum.ELECTION a common_domain_model:SettlementTypeEnum ;
rdfs:comment "Allow Election of either Cash or Physical settlement." .
common_domain_model:SettlementTypeEnum.CASH_OR_PHYSICAL a common_domain_model:SettlementTypeEnum ;
rdfs:comment "Allow use of either Cash or Physical settlement without prior Election." .
common_domain_model:DebtPrincipalEnum a rdfs:Class ;
rdfs:comment "Represents an enumeration list that specifies the general rule for repayment of principal." .
common_domain_model:DebtPrincipalEnum.BULLET a common_domain_model:DebtPrincipalEnum ;
rdfs:comment "Denotes that the principal is paid all at once on maturity of the debt insrument. Bullet debt instruments cannot be redeemed early by an issuer, which means they are non-callable." .
common_domain_model:DebtPrincipalEnum.CALLABLE a common_domain_model:DebtPrincipalEnum ;
rdfs:comment "Denotes that the principal on the debt can be repaid early, in whole or in part, at the option of the issuer." .
common_domain_model:DebtPrincipalEnum.PUTTABLE a common_domain_model:DebtPrincipalEnum ;
rdfs:comment "Denotes that the principal on the debt can be repaid early, in whole or in part, at the option of the holder." .
common_domain_model:DebtPrincipalEnum.AMORTISING a common_domain_model:DebtPrincipalEnum ;
rdfs:comment "Denotes that the principal on the debt is paid down regularly, along with its interest expense over the life of the debt instrument. Includes amortising instruments with a bullet balance repayment at maturity." .
common_domain_model:DebtPrincipalEnum.INFLATION_LINKED a common_domain_model:DebtPrincipalEnum ;
rdfs:comment "Denotes that the principal on the debt is calculated with reference to one or more specified inflation rates." .
common_domain_model:DebtPrincipalEnum.INDEX_LINKED a common_domain_model:DebtPrincipalEnum ;
rdfs:comment "Denotes that the principal on the debt is calculated with reference to one or more price or other indices (other than inflation rates)." .
common_domain_model:DebtPrincipalEnum.OTHER_STRUCTURED a common_domain_model:DebtPrincipalEnum ;
rdfs:comment "Denotes that the principal on the debt is calculated with reference to other underlyings (not being floating interest rates, inflation rates or indices) or with a non-linear relationship to floating interest rates, inflation rates or indices." .
common_domain_model:DebtPrincipalEnum.PRINCIPAL_ONLY a common_domain_model:DebtPrincipalEnum ;
rdfs:comment "Denotes a stripped bond representing only the principal component." .
common_domain_model:AverageTradingVolumeMethodologyEnum a rdfs:Class ;
rdfs:comment "Indicates the type of equity average trading volume (single) the highest amount on one exchange, or (consolidated) volumes across more than one exchange." .
common_domain_model:AverageTradingVolumeMethodologyEnum.SINGLE a common_domain_model:AverageTradingVolumeMethodologyEnum ;
rdfs:comment "Single, the highest amount on one exchange." .
common_domain_model:AverageTradingVolumeMethodologyEnum.CONSOLIDATED a common_domain_model:AverageTradingVolumeMethodologyEnum ;
rdfs:comment "Consolidated volume across more than one exchange." .
common_domain_model:LegalAgreementTypeEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify the legal agreement type." .
common_domain_model:LegalAgreementTypeEnum.BROKER_CONFIRMATION a common_domain_model:LegalAgreementTypeEnum ;
rdfs:comment "A Broker Confirmation." .
common_domain_model:LegalAgreementTypeEnum.CONFIRMATION a common_domain_model:LegalAgreementTypeEnum ;
rdfs:comment "A Transaction Confirmation." .
common_domain_model:LegalAgreementTypeEnum.CREDIT_SUPPORT_AGREEMENT a common_domain_model:LegalAgreementTypeEnum ;
rdfs:comment "A Credit Support Agreement." .
common_domain_model:LegalAgreementTypeEnum.MASTER_AGREEMENT a common_domain_model:LegalAgreementTypeEnum ;
rdfs:comment "A Master Agreement." .
common_domain_model:LegalAgreementTypeEnum.MASTER_CONFIRMATION a common_domain_model:LegalAgreementTypeEnum ;
rdfs:comment "A Master Confirmation." .
common_domain_model:LegalAgreementTypeEnum.SECURITY_AGREEMENT a common_domain_model:LegalAgreementTypeEnum ;
rdfs:comment "A Security Agreement related to a Collateral Transfer Agreement (CTA)." .
common_domain_model:LegalAgreementTypeEnum.OTHER a common_domain_model:LegalAgreementTypeEnum ;
rdfs:comment "Another type of agreement." .
common_domain_model:DayTypeEnum a rdfs:Class ;
rdfs:comment "Lists the enumerated values to specify the day type classification used in counting the number of days between two dates." .
common_domain_model:DayTypeEnum.BUSINESS a common_domain_model:DayTypeEnum ;
rdfs:comment "Applies when calculating the number of days between two dates the count includes only business days." .
common_domain_model:DayTypeEnum.CALENDAR a common_domain_model:DayTypeEnum ;
rdfs:comment "Applies when calculating the number of days between two dates the count includes all calendar days." .
common_domain_model:DayTypeEnum.CURRENCY_BUSINESS a common_domain_model:DayTypeEnum ;
rdfs:comment "Applies when calculating the number of days between two dates the count includes only currency business days." .
common_domain_model:DayTypeEnum.EXCHANGE_BUSINESS a common_domain_model:DayTypeEnum ;
rdfs:comment "Applies when calculating the number of days between two dates the count includes only stock exchange business days." .
common_domain_model:DayTypeEnum.SCHEDULED_TRADING_DAY a common_domain_model:DayTypeEnum ;
rdfs:comment "Applies when calculating the number of days between two dates the count includes only scheduled trading days." .
common_domain_model:DayDistributionEnum a rdfs:Class ;
rdfs:comment "Denotes the method by which the pricing days are distributed across the pricing period." .
common_domain_model:DayDistributionEnum.ALL a common_domain_model:DayDistributionEnum .
common_domain_model:DayDistributionEnum.FIRST a common_domain_model:DayDistributionEnum .
common_domain_model:DayDistributionEnum.LAST a common_domain_model:DayDistributionEnum .
common_domain_model:DayDistributionEnum.PENULTIMATE a common_domain_model:DayDistributionEnum .
common_domain_model:MarginCallActionEnum a rdfs:Class ;
rdfs:comment "Represents the enumeration values to identify the collateral action instruction." .
common_domain_model:MarginCallActionEnum.DELIVERY a common_domain_model:MarginCallActionEnum ;
rdfs:comment "Indicates an instruction of a new collateral asset delivery." .
common_domain_model:MarginCallActionEnum.RETURN a common_domain_model:MarginCallActionEnum ;
rdfs:comment "Indicates an instruction for a return of a principals collateral asset delivery." .
common_domain_model:SpecifiedValueEnum a rdfs:Class .
common_domain_model:SpecifiedValueEnum.OUTSTANDING_PRINCIPAL_BALANCE a common_domain_model:SpecifiedValueEnum .
common_domain_model:SpecifiedValueEnum.STATED_PRINCIPAL_BALANCE a common_domain_model:SpecifiedValueEnum .
common_domain_model:SpecifiedValueEnum.FACE_VALUE a common_domain_model:SpecifiedValueEnum .
common_domain_model:SpecifiedValueEnum.MARKET_VALUE a common_domain_model:SpecifiedValueEnum .
common_domain_model:FinalPrincipalExchangeCalculationEnum a rdfs:Class ;
rdfs:comment "To be specified only for products that embed a redemption payment." .
common_domain_model:FinalPrincipalExchangeCalculationEnum.FLOORED a common_domain_model:FinalPrincipalExchangeCalculationEnum ;
rdfs:comment "If Floored is set then Principal Exchange takes the form: Notional Amount * Max(1, Index Final/ Index Base)." .
common_domain_model:FinalPrincipalExchangeCalculationEnum.NON_FLOORED a common_domain_model:FinalPrincipalExchangeCalculationEnum ;
rdfs:comment "If NonFloored is set then the Principal Exchange takes the form: Notional Amount * Index Final / Index Base." .
common_domain_model:CallingPartyEnum a rdfs:Class ;
rdfs:comment "Identifies a party to the on-demand repo transaction that has a right to demand for termination of the Security Finance transaction." .
common_domain_model:CallingPartyEnum.INITIAL_BUYER a common_domain_model:CallingPartyEnum ;
rdfs:comment "Initial buyer to the repo transaction." .
common_domain_model:CallingPartyEnum.INITIAL_SELLER a common_domain_model:CallingPartyEnum ;
rdfs:comment "Initial seller to the repo transaction." .
common_domain_model:CallingPartyEnum.EITHER a common_domain_model:CallingPartyEnum ;
rdfs:comment "Either, Buyer or Seller to the repo transaction." .
common_domain_model:CallingPartyEnum.AS_DEFINED_IN_MASTER_AGREEMENT a common_domain_model:CallingPartyEnum ;
rdfs:comment "As defined in Master Agreement." .
common_domain_model:ValueCashEnum a rdfs:Class ;
rdfs:comment "Details of how cash collateral is valued when resolving disputes." .
common_domain_model:ValueCashEnum.CASH_AMOUNT a common_domain_model:ValueCashEnum ;
rdfs:comment "Cash - Amount thereof." .
common_domain_model:ValueCashEnum.CASH_PERCENTAGE a common_domain_model:ValueCashEnum ;
rdfs:comment "Cash - amount thereof multiplied by Valuation Percentage." .
common_domain_model:ValueCashEnum.CASH_PERCENTAGE_LESS_HAIRCUT a common_domain_model:ValueCashEnum ;
rdfs:comment "Cash - Amount Thereof multiplied by (Valuation Percentage - FX Haircut)." .
common_domain_model:ValueCashEnum.OTHER a common_domain_model:ValueCashEnum ;
rdfs:comment "Exception value." .
common_domain_model:IndependentAmountEligibilityEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify the instances where the independent amount eligible collateral is not defined as a set of eligible collateral assets." .
a common_domain_model:IndependentAmountEligibilityEnum ;
rdfs:comment "None." .
a common_domain_model:IndependentAmountEligibilityEnum ;
rdfs:comment "None, unless otherwise specified in a Confirmation." .
common_domain_model:ShareExtraordinaryEventEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify the consequences of extraordinary events relating to the underlying." .
common_domain_model:ShareExtraordinaryEventEnum.ALTERNATIVE_OBLIGATION a common_domain_model:ShareExtraordinaryEventEnum ;
rdfs:comment "The trade continues such that the underlying now consists of the New Shares and/or the Other Consideration, if any, and the proceeds of any redemption, if any, that the holder of the underlying Shares would have been entitled to." .
common_domain_model:ShareExtraordinaryEventEnum.CANCELLATION_AND_PAYMENT a common_domain_model:ShareExtraordinaryEventEnum ;
rdfs:comment "The trade is cancelled and a cancellation fee will be paid by one party to the other." .
common_domain_model:ShareExtraordinaryEventEnum.OPTIONS_EXCHANGE a common_domain_model:ShareExtraordinaryEventEnum ;
rdfs:comment "The trade will be adjusted by the Calculation Agent in accordance with the adjustments made by any exchange on which options on the underlying are listed." .
common_domain_model:ShareExtraordinaryEventEnum.CALCULATION_AGENT a common_domain_model:ShareExtraordinaryEventEnum ;
rdfs:comment "The Calculation Agent will determine what adjustment is required to offset any change to the economics of the trade. If the Calculation Agent cannot achieve this, the trade goes to Cancellation and Payment with the Calculation Agent deciding on the value of the cancellation fee. Adjustments may not be made to account solely for changes in volatility, expected dividends, stock loan rate or liquidity." .
common_domain_model:ShareExtraordinaryEventEnum.MODIFIED_CALCULATION_AGENT a common_domain_model:ShareExtraordinaryEventEnum ;
rdfs:comment "The Calculation Agent will determine what adjustment is required to offset any change to the economics of the trade. If the Calculation Agent cannot achieve this, the trade goes to Cancellation and Payment with the Calculation Agent deciding on the value of the cancellation fee. Adjustments to account for changes in volatility, expected dividends, stock loan rate or liquidity are allowed." .
common_domain_model:ShareExtraordinaryEventEnum.PARTIAL_CANCELLATION_AND_PAYMENT a common_domain_model:ShareExtraordinaryEventEnum ;
rdfs:comment "Applies to Basket Transactions. The portion of the Basket made up by the affected Share will be cancelled and a cancellation fee will be paid from one party to the other. The remainder of the trade continues." .
common_domain_model:ShareExtraordinaryEventEnum.COMPONENT a common_domain_model:ShareExtraordinaryEventEnum ;
rdfs:comment "If this is a Share-for-Combined merger event (Shares are replaced with New Shares and Other Consideration), then different treatment can be applied to each component if the parties have specified this." .
common_domain_model:ValuationTypeEnum a rdfs:Class ;
rdfs:comment "Method used for the valuation of the transaction by the valuation party." .
common_domain_model:ValuationTypeEnum.MARK_TO_MARKET a common_domain_model:ValuationTypeEnum ;
rdfs:comment "Mark-to-Market" .
common_domain_model:ValuationTypeEnum.MARK_TO_MODEL a common_domain_model:ValuationTypeEnum ;
rdfs:comment "Mark-to-Model" .
common_domain_model:InformationProviderEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify the list of information providers." .
a common_domain_model:InformationProviderEnum ;
rdfs:comment "The Association of Banks in Singapore." .
a common_domain_model:InformationProviderEnum ;
rdfs:comment "The central bank of Chile." .
a common_domain_model:InformationProviderEnum ;
rdfs:comment "The central bank of Canada." .
a common_domain_model:InformationProviderEnum ;
rdfs:comment "The Bank Of England." .
a common_domain_model:InformationProviderEnum ;
rdfs:comment "The central bank of Japan." .
a common_domain_model:InformationProviderEnum ;
rdfs:comment "Bloomberg LP." .
a common_domain_model:InformationProviderEnum ;
rdfs:comment "The European Central Bank." .
a common_domain_model:InformationProviderEnum ;
rdfs:comment "The Federal Reserve, the central bank of the United States." .
a common_domain_model:InformationProviderEnum ;
rdfs:comment "The Federal Home Loan Bank of San Francisco, or its successor." .
a common_domain_model:InformationProviderEnum ;
rdfs:comment "ICESWAP Rate Administrator which means ICE Benchmark Administration, or any successor thereto, as administrator of the ICE Swap Rate." .
a common_domain_model:InformationProviderEnum ;
rdfs:comment "International Swaps and Derivatives Association, Inc." .
a common_domain_model:InformationProviderEnum ;
rdfs:comment "Refinitiv, formerly Thomson Reuters Financial & Risk." .
a common_domain_model:InformationProviderEnum ;
rdfs:comment "The Reserve Bank of Australia." .
a common_domain_model:InformationProviderEnum ;
rdfs:comment "The Reserve Bank of New Zealand." .
a common_domain_model:InformationProviderEnum ;
rdfs:comment "Reuters Group Plc." .
a common_domain_model:InformationProviderEnum ;
rdfs:comment "South African Futures Exchange, or its successor." .
a common_domain_model:InformationProviderEnum ;
rdfs:comment "Telerate, Inc." .
a common_domain_model:InformationProviderEnum ;
rdfs:comment "The Tokyo Swap Reference Rate (or TSR) Administrator, which means Refinitiv Asia Pacific Limited, or any successor thereto, as administrator of the TSR." .
common_domain_model:RegMarginTypeEnum a rdfs:Class ;
rdfs:comment "Represents the enumeration values to specify the margin type in relation to bilateral or regulatory obligation." .
common_domain_model:RegMarginTypeEnum.VM a common_domain_model:RegMarginTypeEnum ;
rdfs:comment "Indicates Variation Margin" .
common_domain_model:RegMarginTypeEnum.REG_IM a common_domain_model:RegMarginTypeEnum ;
rdfs:comment "Indicates Regulatory Initial Margin" .
common_domain_model:RegMarginTypeEnum.NON_REG_IM a common_domain_model:RegMarginTypeEnum ;
rdfs:comment "Indicates Non Regulatory Initial margin or independent amount" .
common_domain_model:CorporateActionTypeEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify the origin of a corporate action transfer." .
common_domain_model:CorporateActionTypeEnum.CASH_DIVIDEND a common_domain_model:CorporateActionTypeEnum ;
rdfs:comment "Corporate action triggered by the distribution of a cash dividend." .
common_domain_model:CorporateActionTypeEnum.STOCK_DIVIDEND a common_domain_model:CorporateActionTypeEnum ;
rdfs:comment "Corporate action triggered by the distribution of a stock dividend." .
common_domain_model:CorporateActionTypeEnum.STOCK_SPLIT a common_domain_model:CorporateActionTypeEnum ;
rdfs:comment "Corporate action triggered by a stock split. A stock split or stock divide increases the number of shares in a public company. The price is adjusted such that the before and after market capitalization of the company remains the same and dilutiondoes not occur. The value maps closely to the ISO code (SPLF) defined as a distribution of subsidiary stock to the shareholders of the parent company without a surrender of shares." .
common_domain_model:CorporateActionTypeEnum.REVERSE_STOCK_SPLIT a common_domain_model:CorporateActionTypeEnum ;
rdfs:comment "Corporate action triggered by a reverse split. A reverse stock split or reverse split is a process by a company of issuing to each shareholder in that company a smaller number of new shares in proportion to that shareholder's original shares that are subsequently canceled. A reverse stock split is also called a stock merge. The reduction in the number of issued shares is accompanied by a proportional increase in the share price. The value maps closely to the ISO code (SPLR) defined as a decrease in a company's number of outstanding equities without any change in the shareholder's equity or the aggregate market value at the time of the split. Equity price and nominal value are increased accordingly." .
common_domain_model:CorporateActionTypeEnum.SPIN_OFF a common_domain_model:CorporateActionTypeEnum ;
rdfs:comment "Corporate action triggered by a spin Off. A spin-out, also known as a spin-off or a starburst, refers to a type of corporate action where a company splits off sections of itself as a separate business. The value maps closely to the ISO code (SOFF) defined as a a distribution of subsidiary stock to the shareholders of the parent company without a surrender of shares. Spin-off represents a form of divestiture usually resulting in an independent company or in an existing company. For example, demerger, distribution, unbundling." .
common_domain_model:CorporateActionTypeEnum.MERGER a common_domain_model:CorporateActionTypeEnum ;
rdfs:comment "Corporate action triggered by a merger. Mergers and acquisitions (abbreviated M&A) is an aspect of corporate strategy, corporate finance and management dealing with the buying, selling, dividing and combining of different companies and similar entities that can help an enterprise grow rapidly in its sector or location of origin, or a new field or new location, without creating a subsidiary, other child entity or using a joint venture. The distinction between a merger and an acquisition has become increasingly blurred in various respects (particularly in terms of the ultimate economic outcome), although it has not completely disappeared in all situations. The value maps closely to the ISO code (MRGR) defined as an offer made to shareholders, normally by a third party, requesting them to sell (tender) or exchange their equities." .
common_domain_model:CorporateActionTypeEnum.DELISTING a common_domain_model:CorporateActionTypeEnum ;
rdfs:comment "Corporate action triggered by the removal of a security from a stock exchange." .
common_domain_model:CorporateActionTypeEnum.STOCK_NAME_CHANGE a common_domain_model:CorporateActionTypeEnum ;
rdfs:comment "Corporate action triggered by a change in the name used to trade the security." .
common_domain_model:CorporateActionTypeEnum.STOCK_IDENTIFIER_CHANGE a common_domain_model:CorporateActionTypeEnum ;
rdfs:comment "Corporate action triggered by a change in the code used to trade the security." .
common_domain_model:CorporateActionTypeEnum.RIGHTS_ISSUE a common_domain_model:CorporateActionTypeEnum ;
rdfs:comment "Corporate action triggered by an issuance to shareholders of rights to purchase additional shares at a discount." .
common_domain_model:CorporateActionTypeEnum.TAKEOVER a common_domain_model:CorporateActionTypeEnum ;
rdfs:comment "Corporate action triggered by a takeover. A takeover is the purchase of onecompany (the target) by another (the acquirer, or bidder). The value maps to the ISO code (TEND) but is finer grained than TEND which emcompasses Tender/Acquisition/Takeover/Purchase Offer/Buyback. ISO defines the TEND code as an offer made to shareholders, normally by a third party, requesting them to sell (tender) or exchange their equities." .
common_domain_model:CorporateActionTypeEnum.STOCK_RECLASSIFICATION a common_domain_model:CorporateActionTypeEnum ;
rdfs:comment "Corporate action triggered by a Stock Reclassification." .
common_domain_model:CorporateActionTypeEnum.BONUS_ISSUE a common_domain_model:CorporateActionTypeEnum ;
rdfs:comment "Corporate action triggered by a bonus issue. A bonus issue or bonus share is a free share of stock given to current shareholders in a company, based upon the number of shares that the shareholder already owns. While the issue of bonus shares increases the total number of shares issued and owned, it does not change the value of the company. The value maps closely to the ISO code (BONU) defined as a bonus, scrip or capitalisation issue. Security holders receive additional assets free of payment from the issuer, in proportion to their holding." .
common_domain_model:CorporateActionTypeEnum.CLASS_ACTION a common_domain_model:CorporateActionTypeEnum ;
rdfs:comment "Corporate action triggered by a Class Action. An action where an individual represents a group in a court claim. The judgment from the suit is for all the members of the group (class). The value maps closely to the ISO code (CLSA) defined as the situation where interested parties seek restitution for financial loss. The security holder may be offered the opportunity to join a class action proceeding and would need to respond with an instruction." .
common_domain_model:CorporateActionTypeEnum.EARLY_REDEMPTION a common_domain_model:CorporateActionTypeEnum ;
rdfs:comment "Corporate action triggered by an early redemption. The value maps closely to the ISO code (MCAL) defined as the redemption of an entire issue outstanding of securities, for example, bonds, preferred equity, funds, by the issuer or its agent, for example, asset manager, before final maturity." .
common_domain_model:CorporateActionTypeEnum.LIQUIDATION a common_domain_model:CorporateActionTypeEnum ;
rdfs:comment "Corporate action triggered by a liquidation. When a business or firm is terminated or bankrupt, its assets are sold (liquidated) and the proceeds pay creditors. Any leftovers are distributed to shareholders. The value maps closely to the ISO code (LIQU) defined as a distribution of cash, assets or both. Debt may be paid in order of priority based on preferred claims to assets specified by the security." .
common_domain_model:CorporateActionTypeEnum.BANKRUPTCY_OR_INSOLVENCY a common_domain_model:CorporateActionTypeEnum ;
rdfs:comment "Corporate action triggered by bankruptcy, insolvency filing or insolvency of the issuer of the Security." .
common_domain_model:CorporateActionTypeEnum.ISSUER_NATIONALIZATION a common_domain_model:CorporateActionTypeEnum ;
rdfs:comment "Corporate action triggered by the nationalization of the issuer of the Security." .
common_domain_model:CorporateActionTypeEnum.RELISTING a common_domain_model:CorporateActionTypeEnum ;
rdfs:comment "Corporate action triggered by the relisting of a security from the original stock exchange to another exchange." .
common_domain_model:CorporateActionTypeEnum.BESPOKE_EVENT a common_domain_model:CorporateActionTypeEnum ;
rdfs:comment "Corporate Action which is separately agreed between the parties and/or described elsewhere in the document (for instance in bespoke term described in string type objects present in some root attributes of Agreement type)." .
common_domain_model:DeliveryAmountElectionEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify the application of Interest Amount with respect to the Delivery Amount through standard language." .
common_domain_model:DeliveryAmountElectionEnum.LAST_LOCAL_BUSINESS_DAY a common_domain_model:DeliveryAmountElectionEnum ;
rdfs:comment "The delivery only includes `Transfer on last Local Business Day." .
common_domain_model:DeliveryAmountElectionEnum.LAST_AND_ANY_LOCAL_BUSINESS_DAY a common_domain_model:DeliveryAmountElectionEnum ;
rdfs:comment "The delivery includes both `Transfer on last Local Business Day` and `Transfer a Delivery Amount (IM) consisting of cash on any Local Business Day.`" .
common_domain_model:IndexEventConsequenceEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify the consequences of Index Events." .
common_domain_model:IndexEventConsequenceEnum.CALCULATION_AGENT_ADJUSTMENT a common_domain_model:IndexEventConsequenceEnum ;
rdfs:comment "Calculation Agent Adjustment." .
common_domain_model:IndexEventConsequenceEnum.NEGOTIATED_CLOSE_OUT a common_domain_model:IndexEventConsequenceEnum ;
rdfs:comment "Negotiated Close Out." .
common_domain_model:IndexEventConsequenceEnum.CANCELLATION_AND_PAYMENT a common_domain_model:IndexEventConsequenceEnum ;
rdfs:comment "Cancellation and Payment." .
common_domain_model:IndexEventConsequenceEnum.RELATED_EXCHANGE a common_domain_model:IndexEventConsequenceEnum ;
rdfs:comment "Related Exchange." .
common_domain_model:SecurityInterestObligeeEnum a rdfs:Class ;
rdfs:comment "The enumerated values applicable for Security Interest for Obligations Obligee." .
common_domain_model:SecurityInterestObligeeEnum.PARTY_A a common_domain_model:SecurityInterestObligeeEnum ;
rdfs:comment "Party A." .
common_domain_model:SecurityInterestObligeeEnum.PARTY_A_OR_AFFILIATE a common_domain_model:SecurityInterestObligeeEnum ;
rdfs:comment "Party A or any Affiliate of Party A." .
common_domain_model:SecurityInterestObligeeEnum.PARTY_B a common_domain_model:SecurityInterestObligeeEnum ;
rdfs:comment "Party B." .
common_domain_model:SecurityInterestObligeeEnum.PARTY_B_OR_AFFILIATE a common_domain_model:SecurityInterestObligeeEnum ;
rdfs:comment "Party B or any Affiliate of Party B." .
common_domain_model:SecurityInterestObligeeEnum.OTHER a common_domain_model:SecurityInterestObligeeEnum ;
rdfs:comment "Utilised where the clause data structure is not able to capture a material aspect of the clause." .
common_domain_model:CollateralMarginTypeEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify the type of margin for which a legal agreement is named." .
common_domain_model:CollateralMarginTypeEnum.VARIATION_MARGIN a common_domain_model:CollateralMarginTypeEnum ;
rdfs:comment "Denotes a margin agreement that is identified for use with Variation Margin/VM." .
common_domain_model:CollateralMarginTypeEnum.INITIAL_MARGIN a common_domain_model:CollateralMarginTypeEnum ;
rdfs:comment "Denotes a margin agreement that is identified for use with Initial Margin/IM." .
common_domain_model:SensitivitiesEnum a rdfs:Class ;
rdfs:comment "Values to specify the methodology according to which sensitivities to (i) equity indices, funds and ETFs, and (ii) commodity indices are computed." .
common_domain_model:SensitivitiesEnum.ALTERNATIVE a common_domain_model:SensitivitiesEnum ;
rdfs:comment "The parties agree that in respect of the relevant sensitivities, the delta is allocated back to individual constituents." .
common_domain_model:SensitivitiesEnum.STANDARD a common_domain_model:SensitivitiesEnum ;
rdfs:comment "The relevant sensitivities are addressed by the standard preferred approach where the entire delta is put into the applicable asset class/category." .
common_domain_model:SettlementRateOptionEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify the settlement rate options as specified in the Annex A to the 1998 FX and Currency Options Definitions." .
common_domain_model:SettlementRateOptionEnum.ARS_BNAR_ARS_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Argentine Peso/U.S. Dollar Specified Rate, expressed as the amount of Argentine Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Buenos Aires and New York) which appears on the Reuters Screen BNAR Page at the close of business in Buenos Aires on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.ARS_EMTA_INDICATIVE_SURVEY_RATE_ARS_04 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Argentine Peso/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Argentine Pesos per one U.S. Dollar, for settlement on the same day, as published on EMTA's web site (www.emta.org) at approximately 1:00 p.m. (Buenos Aires time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA ARS Indicative Survey Methodology (which means a methodology, dated as of January 2, 2003, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Argentine Peso/U.S. Dollar markets for the purpose of determining the EMTA ARS Indicative Survey Rate)." .
common_domain_model:SettlementRateOptionEnum.ARS_EMTA_INDUSTRY_SURVEY_RATE_ARS_03 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Argentine Peso/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Argentine Pesos per one U.S. Dollar, for settlement on the same day, as published on EMTA's web site (www.emta.org) at approximately 1:00 p.m. (Buenos Aires time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA ARS Industry Survey Methodology (which means a methodology, dated as of January 2, 2003, as amended from time to time, for a centralized industry-wide survey of financial institutions in Buenos Aires that are active participants in the Argentine Peso/U.S. Dollar spot markets for the purpose of determining the EMTA ARS Industry Survey Rate)." .
common_domain_model:SettlementRateOptionEnum.ARS_MAE_ARS_05 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the volume weighted average Argentine Peso/U.S. Dollar Rate of all trades executed in the electronic market for a Rate Calculation Day expressed as the amount of Argentine Pesos per one U.S. Dollar, for settlement on the same day, reported by the Mercado Abierto Electronico (the 'MAE') at approximately 3:00 pm, Buenos Aires time, and published on the FOREX-MAE Page as the 'PPN' rate ('Promedio Ponderado Noticiado') on www.mae.com.ar on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.ARS_OFFICIAL_RATE_ARS_02 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Argentine Peso/U.S. Dollar offered rate for U.S. Dollars, expressed as the amount of Argentine Pesos per one U.S. Dollar, for settlement on the same day quoted by Banco de la Nacion (in accordance with the Convertibility Law of March 27, 1991 and Regulatory Decree No. 529/91 of April 1, 1991, as may be amended from time to time) for that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.BRL_BRBY_BRL_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar Specified Rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) which appears on the Reuters Screen BRBY Page under the caption 'INTBK FLTING (LAST)' at approximately 11:00 a.m., Sao Paulo time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.BRL_EMTA_INDICATIVE_SURVEY_RATE_BRL_13 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days, as published on EMTA's web site (www.emta.org) at approximately 12:00 p.m. (Sao Paulo time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA BRL Indicative Survey Methodology (which means a methodology, dated as of March 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Brazilian Real/U.S. Dollar markets for the purpose of determining the EMTA BRL Indicative Survey Rate)." .
common_domain_model:SettlementRateOptionEnum.BRL_EMTA_INDUSTRY_SURVEY_RATE_BRL_12 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days, as published on EMTA's web site (www.emta.org) at approximately 3:45 p.m. (Sao Paulo time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA BRL Industry Survey Methodology (which means a methodology, dated as of March 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions in Brazil that are active participants in the Brazilian Real/U.S. Dollar spot markets for the purpose of determining the EMTA BRL Industry Survey Rate)." .
common_domain_model:SettlementRateOptionEnum.BRL_OFFICIAL_RATE_BRL_02 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar Specified Rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil in the 'Diario Oficial da Uniao' on the first Business Day following that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.BRL_PCOT_COMMERCIAL_BRL_03 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar commercial rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil on SISBACEN Data System under transaction code PCOT- 390, Option 3, at the Specified Time, if any, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.BRL_PCOT_FLOATING_BRL_04 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar floating rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil on SISBACEN Data System under transaction code PCOT- 390, Option 3, at the Specified Time, if any, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.BRL_PTAX_BRL_09 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar offered rate for U.S. Dollars, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days reported by the Banco Central do Brasil on SISBACEN Data System under transaction code PTAX-800 ('Consulta de Cambio' or Exchange Rate Inquiry), Option 5 ('Cotacoes para Contabilidade' or 'Rates for Accounting Purposes') by approximately 6:00 p.m., Sao Paulo time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.BRL_PTAX_COMMERCIAL_BRL_05 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar commercial rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil on SISBACEN Data System under transaction code PTAX- 800 ('Consultas de Cambio' or Exchange Rate Inquiry), Option 5 ('Cotacoes para Contabilidad' or Rates for Accounting Purposes) market type 'L' (corresponding to U.S. Dollars traded in the foreign exchange market segment officially denominated 'Livre' and commonly known as 'Comercial') as of 7:30 p.m., Sao Paulo time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.BRL_PTAX_COMMERCIAL_BRFR_BRL_06 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar commercial rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil which appears on the Reuters Screen BRFR Page at PTAX-800 as of 11:00 a.m., Sao Paulo time, on the first Business Day following that Rate Calculation Date. 23" .
common_domain_model:SettlementRateOptionEnum.BRL_PTAX_FLOATING_BRL_07 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar floating rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil on SISBACEN Data System under transaction code PTAX- 800 ('Consultas de Cambio' or Exchange Rate Inquiry), Option 5 ('Cotacoes para Contabilidad' or Rates for Accounting Purposes) market type 'F' (corresponding to U.S. Dollars traded in the foreign exchange market segment officially denominated 'Flutuante') as of 7:30 p.m., Sao Paulo time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.BRL_PTAX_FLOATING_BRFR_BRL_08 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar floating rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil on the SISBACEN Data System which appears on the Reuters Screen BRFR Page at PTAX-800 as of 11:00 a.m., Sao Paulo time, on the first Business Day following that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.CLP_BCCH_CLP_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar observado rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile which appears on the Reuters Screen BCCH Page under the caption 'OBSERVADO' at 10:00 a.m., Santiago time, on the first Business Day following that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.CLP_CHILD_INFORMAL_CLP_02 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar informal rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) of the informal exchange market which appears on the Reuters Screen CHILD Page at the Specified Time, if any, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.CLP_CHILD_INTERBANK_CLP_03 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar interbank rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile for the formal exchange market which appears on the Reuters Screen CHILD Page at the Specified Time, if any, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.CLP_CHILD_OBSERVADO_CLP_04 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar observado rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile which appears on the Reuters Screen CHILD Page on the first Business Day following that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.CLP_CHILG_INFORMAL_CLP_05 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar informal rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) of the informal exchange market which appears on the Reuters Screen CHILG Page at the Specified Time, if any, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.CLP_CHILG_INTERBANK_CLP_06 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar interbank rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile for the formal exchange market which appears on the Reuters Screen CHILG Page at the Specified Time, if any, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.CLP_CHILG_OBSERVADO_CLP_07 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar observado rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile which appears on the Reuters Screen CHILG Page under 'OBSERVADO' at the Specified Time, if any, on the first Business Day following that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.CLP_DOLAR_OBS_CLP_10 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar 'observado' rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement in one Business Day reported by the Banco Central de Chile (www.bcentral.cl) as the 'Dolar Observado' (Dollar Observado) rate by not later than 10:30 a.m., Santiago time, on the first Business Day following that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.CLP_EMTA_INDICATIVE_SURVEY_RATE_CLP_11 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day, as published on EMTA's web site (www.emta.org) at approximately 11:00 a.m., Santiago time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA CLP Indicative Survey Methodology (which means a methodology, dated as of August 1, 2006, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Chilean Peso/U.S. Dollar markets for the purpose of determining the EMTA CLP Indicative Survey Rate)." .
common_domain_model:SettlementRateOptionEnum.CLP_OFFICIAL_RATE_CLP_08 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar Specified Rate, expressed as the amount of Chilean Pesos per one U.S. Dollar (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York), calculated in accordance with Title I, Chapter 1 Number 6 of the Compendium of International Exchange Norms of the Banco Central de Chile and published by the Banco Central de Chile at the Specified Time, if any, on the first Business Day following that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.CLP_TELERATE_38942_CLP_09 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar observado rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile which appears on the Telerate Page 38942 opposite the caption 'Observado' at the Specified Time, if any, on the first Business Day following the Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.CNY_SAEC_CNY_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Chinese Renminbi/U.S. Dollar official fixing rate, expressed as the amount of Chinese Renminbi per one U.S. Dollar, for settlement in two Business Days reported by the People's Bank of China, Beijing, People's Republic of China, which appears on the Reuters Screen 'SAEC' Page opposite the symbol 'USDCNY=' at approximately 9:15 a.m., Beijing time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.CNY_SFEMC_INDICATIVE_SURVEY_RATE_CNY_02 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Chinese Renminbi/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Chinese Renminbi per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m. (Singapore time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC CNY Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Chinese Renminbi/U.S. Dollar markets for the purpose of determining the SFEMC CNY Indicative Survey Rate)." .
common_domain_model:SettlementRateOptionEnum.COP_CO_COL_03_COP_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Colombian Peso/U.S. Dollar fixing rate, expressed as the amount of Colombian Pesos per one U.S. Dollar, for settlement on the same day (unless such day is not a Business Day in New York, then for settlement on the first succeeding day that is a Business Day in Bogota and New York) reported by the Colombian Banking Superintendency which appears on the Reuters Screen CO/COL03 Page opposite the caption 'TRCM' ('Tasa de Cierre Representative del Mercado' or closing market price) at 12:00 noon, Bogota time, on the first Business Day following that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.COP_EMTA_INDICATIVE_SURVEY_RATE_COP_03 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Colombian Peso/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Colombian Pesos per one U.S. Dollar, for settlement on the same day, as published on EMTA's web site (www.emta.org) at approximately 11:30 a.m., Bogota time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA COP Indicative Survey Methodology (which means a methodology, dated as of August 1, 2006, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Colombian Peso/U.S. Dollar markets for the purpose of determining the EMTA COP Indicative Survey Rate)." .
common_domain_model:SettlementRateOptionEnum.COP_TRM_COP_02 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Colombian Peso/U.S. Dollar fixing rate, expressed as the amount of Colombian Pesos per one U.S. Dollar, for settlement on the same day reported by the Colombian Financial Superintendency (www.banrep.gov.co) as the 'Tasa Representativa del Mercado (TRM)' (also referred to as the 'Tasa de Cambio Representativa del Mercado' (TCRM)) by not later than 10:30 a.m., Bogota time, on the first Business Day following that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.CURRENCY_IMPLIED_RATE_ADR_CURA_1 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "the Spot Rate for a Rate Calculation Date will be the Reference Currency/U.S. Dollar exchange rate, expressed as the amount of Reference Currency per one U.S. Dollar, determined on the basis of quotations provided by Reference Dealers on that Rate Calculation Date of that day's price of a Specified Company's American Depositary Receipt or American Depositary Receipts (the 'ADR' or 'ADRs', as appropriate) and the price of the local share or shares of such Specified Company of the same type and in the same quantity represented by such ADR or ADRs, as the case may be (the 'Share' or 'Shares', as appropriate). The Calculation Agent will request each of the Reference Dealers to provide a firm quotation of (A) in the case where one ADR represents less than one Share, its bid and offer price (in the Reference Currency) for one Share and its bid and offer price (in U.S. Dollars) for the number of ADRs which represent such Share and (B) in all other cases, its bid and offer price (in the Reference Currency) for the Share or Shares, as the case may be, and its bid and offer price (in U.S. Dollars) for one ADR. If one or more quotations are provided, the rate for a Rate Calculation Date will equal the ratio of (1) the arithmetic mean of the midpoint of the bid and offer prices quoted in the Reference Currency by each Reference Dealer for such Share or Shares, as the case may be, and (2) the arithmetic mean of the midpoint of the bid and offer prices quoted in U.S. Dollars by each Reference Dealer for such ADR or ADRs, as the case may be, subject to an adjustment, if any, by the Calculation Agent to reduce the effect of momentary disparities in the prices of the Share or Shares and the ADR or ADRs, as appropriate. The quotations used to determine the Spot Rate for a Rate Calculation Date will be determined in each case at the Specified Time on the Rate Calculation Date or, if no such time is specified, the time chosen by the Calculation Agent." .
common_domain_model:SettlementRateOptionEnum.CURRENCY_IMPLIED_RATE_LOCAL_ASSET_CURA_2 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Reference Currency/Settlement Currency exchange rate, expressed as the amount of Reference Currency per one unit of Settlement Currency, determined on the basis of quotations provided by Reference Dealers on that Rate Calculation Date for that day's price of Local Assets. The Calculation Agent will request each of the Reference Dealers to provide a firm quotation of its bid and offer price (in both the Reference Currency and the Settlement Currency) for an amount of Local Assets whose face value equals the Specified Amount. If one or more quotations are provided, the rate for a Rate Calculation Date will equal the ratio of (A) the arithmetic mean of the midpoint of the bid and offer prices quoted in the Reference Currency by each Reference Dealer for such Local Assets and (B) the arithmetic mean of the midpoint of the bid and offer prices quoted in the Settlement Currency by each Reference Dealer for such Local Assets. The quotations used to determine the Spot Rate for a Rate Calculation Date will be determined in each case at the Specified Time on the Rate Calculation Date or, if no such time is specified, the time chosen by the Calculation Agent." .
common_domain_model:SettlementRateOptionEnum.CURRENCY_MUTUAL_AGREEMENT_CURA_3 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Reference Currency/Settlement Currency Specified Rate, expressed as the amount of the Reference Currency per one unit of Settlement Currency, for settlement on the Settlement Date agreed upon by the parties on or prior to that Rate Calculation Date (or, if different, the day on which rates for that date would, in the ordinary course, be published or announced)." .
common_domain_model:SettlementRateOptionEnum.CURRENCY_REFERENCE_DEALERS_CURA_4 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be determined on the basis of quotations provided by Reference Dealers on that Rate Calculation Date of that day's Specified Rate, expressed as the amount of Reference Currency per one unit of Settlement Currency, for settlement on the Settlement Date. The Calculation Agent will request the Specified Office of each of the Reference Dealers to provide a firm quotation of its Specified Rate for a transaction where the amount of Reference Currency equals the Specified Amount. If four quotations are provided, the rate for a Rate Calculation Date will be the arithmetic mean of the Specified Rates, without regard to the Specified Rates having the highest and lowest value. If exactly three quotations are provided, the rate for a Rate Calculation Date will be the Specified Rate provided by the Reference Dealer that remains after disregarding the Specified Rates having the highest and lowest values. For this purpose, if more than one quotation has the same highest value or lowest value, then the Specified Rate of one of such quotations shall be disregarded. If exactly two quotations are provided, the rate for a Rate Calculation Date will be the arithmetic mean of the Specified Rates. If only one quotation is provided, the rate for a Rate Calculation Date will be the Specified Rate quoted by that Reference Dealer. The quotations used to determine the Spot Rate for a Rate Calculation Date will be determined in each case at the Specified Time on that Rate Calculation Date or, if no such time is specified, the time chosen by the Calculation Agent." .
common_domain_model:SettlementRateOptionEnum.CURRENCY_WHOLESALE_MARKET_CURA_5 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be determined by the Calculation Agent on the basis of that day's Specified Rate, expressed as the amount of Reference Currency per one unit of Settlement Currency, in a legal and customary wholesale market in which there is no, or minimal, Governmental Authority controls or interference, except as a participant in such market." .
common_domain_model:SettlementRateOptionEnum.ECS_DNRP_ECS_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Ecuadorian Sucre/U.S. Dollar Specified Rate, expressed as the amount of Ecuadorian Sucres per one U.S. Dollar, for settlement in one Business Day (where such day is a Business Day in Guayaquil and New York) which appears on Reuters Screen DNRP Page at 12:00 noon, Guayaquil time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.IDR_ABS_IDR_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Indonesian Rupiah/U.S. Dollar spot rate at 11:00 a.m., Singapore time, expressed as the amount of Indonesian Rupiah per one U.S. Dollar, for settlement in two Business Days, reported by the Association of Banks in Singapore which appears on the Telerate Page 50157 to the right of the caption 'Spot' under the column 'IDR' at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.IDR_JISDOR_IDR_04 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Indonesian Rupiah/U.S. Dollar weighted average spot rate in the interbank market based on traded IDR/USD spot foreign exchange transactions during a specified time period which are captured on a real time basis, expressed as the amount of Indonesian Rupiah per one U.S. Dollar, for settlement in two Business Days, published by Bank Indonesia at approximately 10:00 a.m., Jakarta time, on that Rate Calculation Date as the Jakarta Interbank Spot Dollar Rate USD - IDR on Bank Indonesia's website or otherwise made available by Bank Indonesia (or its successor as administrator)." .
common_domain_model:SettlementRateOptionEnum.IDR_SFEMC_INDICATIVE_SURVEY_RATE_IDR_02 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Indonesian Rupiah/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Indonesian Rupiah per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC IDR Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Indonesian Rupiah/U.S. Dollar markets for the purpose of determining the SFEMC IDR Indicative Survey Rate)." .
common_domain_model:SettlementRateOptionEnum.IDR_VWAP_IDR_03 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Indonesian Rupiah/U.S. Dollar implied spot rate expressed as the amount of Indonesian Rupiah per one U.S. Dollar, for settlement in two Business Days, reported by ABS Benchmarks Administration Co Pte. Ltd. (or its successor as administrator or sponsor of that rate), which appears on Thomson Reuters Screen ABSFIX01 Page at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.ILS_BOIJ_ILS_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Israeli Shekel/U.S. Dollar Specified Rate, expressed as the amount of Israeli Shekels per one U.S. Dollar, for settlement in two Business Days which appears on the Reuters Screen BOIJ Page as of 1:00 p.m., Tel Aviv time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.ILS_FXIL_ILS_02 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Israeli Shekel/U.S. Dollar Specified Rate, expressed as the amount of Israeli Shekels per one U.S. Dollar, for settlement in two Business Days which appears on the Reuters Screen FXIL Page as of 1:00 p.m., Tel Aviv time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.INR_FBIL_INR_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Indian Rupee/U.S. Dollar reference rate, expressed as the amount of Indian Rupee per one U.S. Dollar, for settlement in two Business Days, reported by Financial Benchmarks India Pvt. Ltd. (www.fbil.org.in) at approximately 1:30 p.m., Mumbai time, or as soon thereafter as practicable, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.INR_RBIB_INR_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Indian Rupee/U.S. Dollar reference rate, expressed as the amount of Indian Rupee per one U.S. Dollar, for settlement in two Business Days reported by the Reserve Bank of India which appears on the Reuters Screen RBIB Page at approximately 12:30 p.m., Mumbai time, or as soon thereafter as practicable, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.INR_SFEMC_INDICATIVE_SURVEY_RATE_INR_02 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Indian Rupee/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Indian Rupee per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m. (Singapore time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC INR Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Indian Rupee/U.S. Dollar markets for the purpose of determining the SFEMC INR Indicative Survey Rate)." .
common_domain_model:SettlementRateOptionEnum.KRW_KEBEY_KRW_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Korean Won/U.S. Dollar Specified Rate, expressed as the amount of Korean Won per one U.S. Dollar, for settlement in two Business Days which appears on the Reuters Screen KEBEY Page at the Specified Time, if any, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.KRW_KFTC_18_KRW_02 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Korean Won/U.S. Dollar market average rate, expressed as the amount of Korean Won per one U.S. Dollar, for settlement in two Business Days reported by the Korea Financial Telecommunications and Clearing Corporation which appears on the Reuters Screen KFTC18 Page to the right of the caption 'USD Today' that is available at approximately 3:30 p.m., Seoul time, on the Rate Calculation Date or as soon thereafter as practicable." .
common_domain_model:SettlementRateOptionEnum.KRW_SFEMC_INDICATIVE_SURVEY_RATE_KRW_04 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Korean Won/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Korean Won per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC KRW Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Korean Won/U.S. Dollar markets for the purpose of determining the SFEMC KRW Indicative Survey Rate)." .
common_domain_model:SettlementRateOptionEnum.KRW_TELERATE_45644_KRW_03 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Korean Won/U.S. Dollar market average rate, expressed as the amount of Korean Won per one U.S. Dollar, for settlement in two Business Days reported by the Korea Financial Telecommunications and Clearing Corporation which appears on Telerate Page 45644 to the right of the caption 'USD Today' that is available at approximately 3:30 p.m., Seoul time, on the Rate Calculation Date or as soon thereafter as practicable." .
common_domain_model:SettlementRateOptionEnum.KZT_EMTA_INDICATIVE_SURVEY_RATE_KZT_02 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Kazakhstan Tenge / U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Kazakhstan Tenge per one U.S. Dollar, for settlement on the same Business Day, as published on EMTA's website (www.emta.org) at approximately 1:00 p.m., Almaty time, or as soon thereafter as practicable, on that Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA KZT Indicative Survey Methodology (which means a methodology, dated as of March 16, 2009, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Kazakhstan Tenge/U.S. Dollar markets for the purpose of determining the EMTA KZT Indicative Survey Rate)." .
common_domain_model:SettlementRateOptionEnum.KZT_KASE_KZT_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Kazakhstan Tenge / U.S. Dollar weighted average rate, expressed as the amount of Kazakhstan Tenge per one U.S. Dollar, for settlement on the same Business Day reported by the Kazakhstan Stock Exchange (www.kase.kz) at approximately 11:00 am, Almaty time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.LBP_BDLX_LBP_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Lebanese Pound/U.S. Dollar Specified Rate, expressed as the amount of Lebanese Pounds per one U.S. Dollar, for settlement in two Business Days which appears on the Reuters Screen BDLX Page as of 12:00 noon, Beirut time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.MAD_OFFICIAL_RATE_MAD_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Moroccan Dirham/U.S. Dollar Specified Rate, expressed as the amount of Moroccan Dirham per one U.S. Dollar, for settlement in two Business Days reported by the Central Bank of Morocco as of 1:00 p.m., Rabat time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.MXP_BNMX_MXP_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Mexican Pesos/U.S. Dollar Specified rate, expressed as the amount of Mexican Pesos per one U.S. Dollar, for settlement in two Business Days reported by Banco de Mexico which appears on the Reuters Screen BNMX Page opposite the caption 'Fix' at the close of business in Mexico City on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.MXP_FIXING_RATE_MXP_02 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Mexican Peso/U.S. Dollar fixing rate, expressed as the amount of Mexican Pesos per one U.S. Dollar, for settlement in two Business Days which is published by Banco de Mexico in the Official Gazette of the Federation pursuant to the 'Disposiciones aplicables a la determinacion del tipo de Cambio para solventar obligaciones denominadas en moneda extranjera pagaderas en la Republica Mexicana' (Rules applicable to determine the exchange rate to pay obligations denominated in foreign currency payable in Mexico) on the first Business Day following that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.MXP_MEX_01_MXP_03 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Mexican Peso/U.S. Dollar fixing rate, expressed as the amount of Mexican Pesos per one U.S. Dollar, for settlement in two Business Days reported by Banco de Mexico which appears on Reuters Screen MEX01 Page under the heading 'MXNFIX=RR', at the close of business in Mexico City on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.MXP_PUBLISHED_MXP_04 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Mexican Peso/U.S. Dollar fixing rate, expressed as the amount of Mexican Pesos per one U.S. Dollar, for settlement in two Business Days which is published by the Bolsa Mexicana de Valores, S.A. de C.V. (as established in Section 2 of the 'Resolution concerning the exchange rate applicable for calculating the Mexican Peso equivalent of principal and interest of Mexican Treasury Notes denominated in foreign currency and payable in Mexican Pesos' published in the Diario Oficial de la Federacion on November 11, 1991) in the Movimiento Diario del Mercado de Valores de la Bolsa Mexicana de Valores, S.A. de C.V. under the heading 'Movimiento Diario del Mercado de Valores' on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.MYR_ABS_MYR_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Malaysian Ringgit/U.S. Dollar spot rate at 11:00 a.m., Singapore time, expressed as the amount of Malaysian Ringgit per one U.S. Dollar, for settlement in two Business Days, reported by the Association of Banks in Singapore, which appears on the Telerate Page 50157 to the right of the caption 'Spot' under the column 'MYR' at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.MYR_KL_REF_MYR_04 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Malaysian Ringgit/U.S. Dollar reference rate, expressed as the amount of Malaysian Ringgit per one U.S. Dollar, for settlement in two Business Days, calculated and reported by Bank Negara Malaysia as its Kuala Lumpur USD/MYR Reference Rate, which appears on Thomson Reuters Screen MYRFIX2 Page at approximately 3:30 p.m., Kuala Lumpur time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.MYR_PPKM_MYR_03 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Malaysian Ringgit/U.S. Dollar spot rate expressed as the amount of Malaysian Ringgit per one U.S. Dollar, for settlement in two Business Days, reported by Persatuan Pasaran Kewangan Malaysia (ACI - Malaysia), which appears on Thomson Reuters Screen MYRFIX2 Page at approximately 11:10 a.m., Kuala Lumpur time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.MYR_SFEMC_INDICATIVE_SURVEY_RATE_MYR_02 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Malaysian Ringgit/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Malaysian Ringgit per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC MYR Indicative Survey Methodology (which means a methodology, dated as of July 15, 2005, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Malaysian Ringgit/U.S. Dollar markets for the purpose of determining the SFEMC MYR Indicative Survey Rate)." .
common_domain_model:SettlementRateOptionEnum.PEN_EMTA_INDICATIVE_SURVEY_RATE_PEN_04 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Peruvian Sol/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Peruvian Soles per one U.S. Dollar, for settlement on the same day, as published on EMTA's web site (www.emta.org) at approximately 11:00 a.m., Lima time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA PEN Indicative Survey Methodology (which means a methodology, dated as of August 1, 2006, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Peruvian Sol/U.S. Dollar markets for the purpose of determining the EMTA PEN Indicative Survey Rate)." .
common_domain_model:SettlementRateOptionEnum.PEN_INTERBANK_AVE_PEN_05 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Peruvian Sol/U.S. Dollar average exchange rate in the interbank market expressed as the amount of Peruvian New Soles per one U.S. Dollar for settlement on the same day reported by the Banco Central de Reserva del Peru (www.bcrp.gob.pe) as the 'Tipo de Cambio Interbancario Promedio' at approximately 2:00 p.m., Lima time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.PEN_PDSB_PEN_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Peruvian Sol/U.S. Dollar fixing rate (mid market last), expressed as the amount of Peruvian Sols per one U.S. Dollar, for settlement on that same day which appears on the Reuters Screen PDSB Page opposite the caption 'PEN=' as of 12:00 noon, Lima time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.PEN_WT_AVE_PEN_03 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the midpoint of the Peruvian Sol/U.S. Dollar closing weighted average bid and offer ('compra y venta') exchange rates expressed as the amount of Peruvian New Soles per one U.S. Dollar for settlement on the same day, reported by the Superintendencia de Banca, Seguros y AFP (www.sbs.gob.pe) of the Republic of Peru at approximately 5:00 p.m., Lima time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.PHP_BAPPESO_PHP_06 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar morning weighted average rate for that Rate Calculation Date, expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day, sponsored by Bankers Association of the Philippines (www.bap.org.ph) as its 'BAP AM Weighted Average Rate' at approximately 11:30 a.m., Manila time, or as soon thereafter as practicable, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.PHP_PDSPESO_PHP_06 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar morning weighted average rate for that Rate Calculation Date, expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day reported by the Philippine Dealing System PDEX which appears on the Reuters Screen PDSPESO Page to the right of the caption 'AM WT AVE' at approximately 11:30 a.m., Manila time, or as soon thereafter as practicable, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.PHP_PHPESO_PHP_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar tom rate (mid market), expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day which appears on the Reuters Screen PHPESO Page at approximately 11:00 a.m., Manila time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.PHP_SFEMC_INDICATIVE_SURVEY_RATE_PHP_05 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC PHP Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Philippine Peso/U.S. Dollar markets for the purpose of determining the SFEMC PHP Indicative Survey Rate)." .
common_domain_model:SettlementRateOptionEnum.PHP_TELERATE_15439_PHP_03 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar tom rate (mid market), expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day which appears on the Telerate Page 15439 at approximately 11:00 a.m., Manila time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.PHP_TELERATE_2920_PHP_02 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar Specified Rate, expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day which appears on the Telerate Page 2920 at the Specified Time, if any, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.PKR_SBPK_PKR_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Pakistani Rupee/U.S. Dollar reference rate expressed as the amount of Pakistani Rupees per one U.S. Dollar, for settlement in two Business Days reported by the State Bank of Pakistan (www.sbp.org.pk) at approximately 2:30 pm, Karachi time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.PKR_SFEMC_INDICATIVE_SURVEY_RATE_PKR_02 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Pakistani Rupee/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Pakistani Rupees per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m. Singapore time, or as soon thereafter as practicable, on that Rate Calculation Date. The Spot Rate shall be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC PKR Indicative Survey Methodology (which means a methodology, dated as of July 14, 2008, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Pakistani Rupee/U.S. Dollar markets for the purpose of determining the SFEMC PKR Indicative Survey Rate)." .
common_domain_model:SettlementRateOptionEnum.PLZ_NBPQ_PLZ_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Polish Zloty/U.S. Dollar Specified Rate, expressed as the amount of Polish Zloty per one U.S. Dollar, for settlement in two Business Days reported by the National Bank of Poland which appears on the Reuters Screen NBPQ Page at the Specified Time, if any, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.PLZ_NBPR_PLZ_02 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Polish Zloty/U.S. Dollar fixing rate, expressed as the amount of Polish Zloty per one U.S. Dollar, for settlement in two Business Days reported by the National Bank of Poland which appears on the Reuters Screen NBPR Page at the Specified Time, if any, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.RUB_CME_EMTA_RUB_03 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Russian Ruble/U.S. Dollar Specified Rate, expressed as the amount of Russian Rubles per one U.S. Dollar, for settlement in one Business Day, calculated by the Chicago Mercantile Exchange ('CME') and as published on CME's website, which appears on the Reuters Screen EMTA Page, at approximately 1:30 p.m., Moscow time, on that Rate Calculation Date. The Spot Rate shall be calculated by the CME pursuant to the Chicago Mercantile Exchange / EMTA, Inc. Daily Russian Ruble Per U.S. Dollar Reference Rate Methodology (which means a methodology, effective as of June 16, 2005, as amended from time to time, for a centralized industry-wide survey of financial institutions in Russia that are active participants in the Russian Ruble/U.S. Dollar spot market for the purpose of determining the RUB CME-EMTA Rate)." .
common_domain_model:SettlementRateOptionEnum.RUB_EMTA_INDICATIVE_SURVEY_RATE_RUB_04 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Russian Ruble/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Russian Rubles per one U.S. Dollar, for settlement in one Business Day, as published on EMTA's web site (www.emta.org) at approximately 2:45 p.m., Moscow time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA RUB Indicative Survey Methodology (which means a methodology dated as of June 16, 2005, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Russian Ruble/U.S. Dollar spot market for the purpose of determining the EMTA RUB Indicative Survey Rate)." .
common_domain_model:SettlementRateOptionEnum.RUB_MICEXFRX_RUB_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Russian Ruble/U.S. Dollar Specified Rate, expressed as the amount of Russian Rubies per one U.S. Dollar, for settlement on the same day reported by the Moscow Interbank Currency Exchange which appears on the Reuters Screen MICEXFRX Page as of 10:30 a.m., Moscow time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.RUB_MMVB_RUB_02 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Russian Ruble/U.S. Dollar Specified Rate, expressed as the amount of Russian Rubies per one U.S. Dollar, for settlement on the same day reported by the Moscow Interbank Currency Exchange which appears on the Reuters Screen MMVB Page as of 10:30 a.m., Moscow time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.SGD_VWAP_SGD_3 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Singapore Dollar/U.S. Dollar spot rate expressed as the amount of Singapore Dollar per one U.S. Dollar for settlement in two Business Days, reported by ABS Benchmarks Administration Co Pte. Ltd. (or its successor as administrator or sponsor of the rate), which appears on Thomson Reuters Screen ABSFIX01 Page at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.SKK_NBSB_SKK_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Slovak Koruna/U.S. Dollar Specified Rate, expressed as the amount of Slovak Koruna per one U.S. Dollar, for settlement in two Business Days reported by the National Bank of Slovakia which appears on the Reuters Screen NBSB Page as of 11:40 a.m., Bratislava time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.THB_ABS_THB_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Thai Baht/U.S. Dollar spot rate at 11:00 a.m., Singapore time, expressed as the amount of Thai Bhaht per one U.S. Dollar, for settlement in two Business Days, reported by the Association of Banks in Singapore which appears on the Reuters Screen ABSIRFIX01 Page to the right of the caption 'Spot' under the column 'THB' at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.THB_VWAP_THB_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Thai Baht / U.S. Dollar spot rate expressed as the amount of Thai Baht per one U.S. Dollar for settlement in two Business Days, reported by ABS Benchmarks Administration Co Pte. Ltd. (or its successor as administrator or sponsor of the rate), which appears on Thomson Reuters Screen ABSFIX01 Page at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.TWD_SFEMC_INDICATIVE_SURVEY_RATE_TWD_04 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Taiwanese Dollar/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Taiwanese Dollars per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC TWD Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Taiwanese Dollar/U.S. Dollar markets for the purpose of determining the SFEMC TWD Indicative Survey Rate)." .
common_domain_model:SettlementRateOptionEnum.TWD_TAIFX_1_TWD_03 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Taiwanese Dollar/U.S. Dollar spot rate, expressed as the amount of Taiwanese Dollars per one U.S. Dollar, for settlement in two Business Days, reported by the Taipei Forex Inc. which appears on the Reuters Screen TAIFX1 Page under the heading 'Spot' as of 11:00 a.m. Taipei time, on that Rate Calculation Date, or if no rate appears as of 11:00 a.m., Taipei time, the rate that first appears in any of the next succeeding 15 minute intervals after such time, up to and including 12:00 noon, Taipei time on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.TWD_TELERATE_6161_TWD_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Taiwanese Dollar/U.S. Dollar spot rate, expressed as the amount of Taiwanese Dollars per one U.S. Dollar, for settlement in two Business Days, reported by the Taipei Forex Inc. which appears on the Telerate Page 6161 under the heading 'Spot' as of 11:00 a.m., Taipei time, on that Rate Calculation Date, or if no rate appears as of 11:00 a.m., Taipei time, the rate that first appears in any of the next succeeding 15 minute intervals after such time, up to and including 12:00 noon, Taipei time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.TWD_TFEMA_TWD_02 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Taiwanese Dollar/U.S. Dollar Specified Rate, expressed as the amount of Taiwanese Dollars per one U.S. Dollar, for settlement in two Business Days which appears on the Reuters Screen TFEMA Page as of 11:00 a.m., Taipei time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.UAH_EMTA_INDICATIVE_SURVEY_RATE_UAH_03 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Ukrainian Hryvnia/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Ukrainian Hryvnia per one U.S. Dollar, for settlement on the same Business Day, as published on EMTA's website (www.emta.org) at approximately 2:00 p.m., Kiev time, or as soon thereafter as practicable, on that Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA UAH Indicative Survey Methodology (which means a methodology, dated as of March 16, 2009, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Ukrainian Hryvnia / U.S. Dollar markets for the purpose of determining the EMTA UAH Indicative Survey Rate)." .
common_domain_model:SettlementRateOptionEnum.UAH_EMTA_INDUSTRY_SURVEY_RATE_UAH_02 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Ukrainian Hryvnia/U.S. Dollar Specified Rate for U.S. Dollars expressed as the amount of Ukrainian Hryvnia per one U.S. Dollar, for settlement on the same Business Day calculated by Thomson Reuters pursuant to the EMTA UAH Industry Survey Methodology, which rate appears on EMTA's website (www.emta.org) and on Thomson Reuters Page EMTAUAHFIX at approximately 11:30 am, Kiev time, on that Rate Calculation Date. The 'EMTA UAH Industry Survey Methodology' as used herein means the methodology dated as of March 16, 2009, for a centralized industry wide survey of financial institutions in the Ukrainian Hryvnia/U.S. Dollar spot market for the purposes of determining the EMTA UAH Industry Survey Rate." .
common_domain_model:SettlementRateOptionEnum.UAH_GFI_UAH_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Ukrainian Hryvnia/U.S. Dollar spot rate, expressed as the amount of Ukrainian Hryvnia per one U.S. Dollar, for settlement on the same Business Day reported by GFI Brokers on Thomson Reuters Page GFIU by 9:30 am, London time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.VEF_FIX_VEF_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the midpoint of the Venezuelan Bolivar /U.S. Dollar Tipo de Cambio De Referencia buying and selling rates, expressed as the amount of Venezuelan Bolivar per one U.S. Dollar, for settlement in two Business Days reported by the Banco Central de Venezuela (www.bcv.org.ve) at approximately 5:00 p.m., Caracas time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.VND_ABS_VND_01 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Vietnamese Dong/U.S. Dollar spot rate at 11:00 a.m., Singapore time, expressed as the amount of Vietnamese Dong per one U.S. Dollar, for settlement in two Business Days reported by the Association of Banks in Singapore, which appears on the Reuters Screen ABSIRFIX01 Page to the right of the caption 'Spot' under the column 'VND' at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.VND_FX_VND_02 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Vietnamese Dong/U.S. Dollar spot rate expressed as the amount of Vietnamese Dong per one U.S. Dollar, for settlement in two Business Days which appears on Reuters Screen VNDFIX=VN Page under the caption 'Spot' and to the right of the caption 'Average' at approximately 11:00 am, Hanoi time, on that Rate Calculation Date." .
common_domain_model:SettlementRateOptionEnum.VND_SFEMC_INDICATIVE_SURVEY_RATE_VND_03 a common_domain_model:SettlementRateOptionEnum ;
rdfs:comment "The Spot Rate for a Rate Calculation Date will be the Vietnamese Dong/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Vietnamese Dong per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon as thereafter as practicable, on that Rate Calculation Date. The Spot Rate shall be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC VND Indicative Survey Methodology (which means a methodology, dated as of July 14, 2008, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Vietnamese Dong/U.S. Dollar markets for the purpose of determining the SFEMC VND Indicative Survey Rate)." .
common_domain_model:DividendPeriodEnum a rdfs:Class ;
rdfs:comment "2002 ISDA Equity Derivatives Definitions: First Period, Second Period |" .
common_domain_model:DividendPeriodEnum.FIRST_PERIOD a common_domain_model:DividendPeriodEnum ;
rdfs:comment "2002 ISDA Equity Derivatives Definitions: First Period means each period from, and including, one Cash Settlement Payment Date or Settlement Date, as the case may be, to, but excluding, the next following Cash Settlement Payment Date or Settlement Date, as the case may be, except that (i) the initial Dividend Period will commence on, and include, the Clearance System Business Day that is one Settlement Cycle following the Trade Date and (ii) the final Dividend Period will end on, but exclude, the final Cash Settlement Payment Date or Settlement Date, as the case may be." .
common_domain_model:DividendPeriodEnum.SECOND_PERIOD a common_domain_model:DividendPeriodEnum ;
rdfs:comment "2002 ISDA Equity Derivatives Definitions: Second Period means each period from, but excluding, one Valuation Date to, and including, the next Valuation Date, except that (i) the initial Dividend Period will commence on, but exclude, the Trade Date and (ii) the final Dividend Period will end on, and include, the final Valuation Date or, in respect of a Physically-settled Forward Transaction to which Variable Obligation is not applicable, the date that is one Settlement Cycle prior to the Settlement Date." .
common_domain_model:IsoCountryCodeEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify standard currency codes according to the International Standards Organization (ISO). The set of codes in this enumerated list is sourced from ISO Standard 3166 (ISO-3166-1alpha-2)(https://www.iso.org/iso-3166-country-codes.html) as at 14-Aug-23." .
common_domain_model:IsoCountryCodeEnum.AF a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Afghanistan" .
common_domain_model:IsoCountryCodeEnum.AL a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Albania" .
common_domain_model:IsoCountryCodeEnum.DZ a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Algeria" .
common_domain_model:IsoCountryCodeEnum.AS a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "American Samoa" .
common_domain_model:IsoCountryCodeEnum.AD a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Andorra" .
common_domain_model:IsoCountryCodeEnum.AO a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Angola" .
common_domain_model:IsoCountryCodeEnum.AI a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Anguilla" .
common_domain_model:IsoCountryCodeEnum.AQ a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Antarctica" .
common_domain_model:IsoCountryCodeEnum.AG a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Antigua and Barbuda" .
common_domain_model:IsoCountryCodeEnum.AR a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Argentina" .
common_domain_model:IsoCountryCodeEnum.AM a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Armenia" .
common_domain_model:IsoCountryCodeEnum.AW a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Aruba" .
common_domain_model:IsoCountryCodeEnum.AU a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Australia" .
common_domain_model:IsoCountryCodeEnum.AT a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Austria" .
common_domain_model:IsoCountryCodeEnum.AZ a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Azerbaijan" .
common_domain_model:IsoCountryCodeEnum.BS a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Bahamas (the)" .
common_domain_model:IsoCountryCodeEnum.BH a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Bahrain" .
common_domain_model:IsoCountryCodeEnum.BD a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Bangladesh" .
common_domain_model:IsoCountryCodeEnum.BB a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Barbados" .
common_domain_model:IsoCountryCodeEnum.BY a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Belarus" .
common_domain_model:IsoCountryCodeEnum.BE a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Belgium" .
common_domain_model:IsoCountryCodeEnum.BZ a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Belize" .
common_domain_model:IsoCountryCodeEnum.BJ a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Benin" .
common_domain_model:IsoCountryCodeEnum.BM a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Bermuda" .
common_domain_model:IsoCountryCodeEnum.AX a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Aland Islands" .
common_domain_model:IsoCountryCodeEnum.BT a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Bhutan" .
common_domain_model:IsoCountryCodeEnum.BO a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Bolivia (Plurinational State of)" .
common_domain_model:IsoCountryCodeEnum.BQ a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Bonaire, Sint Eustatius and Saba" .
common_domain_model:IsoCountryCodeEnum.BA a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Bosnia and Herzegovina" .
common_domain_model:IsoCountryCodeEnum.BW a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Botswana" .
common_domain_model:IsoCountryCodeEnum.BV a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Bouvet Island" .
common_domain_model:IsoCountryCodeEnum.BR a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Brazil" .
common_domain_model:IsoCountryCodeEnum.IO a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "British Indian Ocean Territory (the)" .
common_domain_model:IsoCountryCodeEnum.BN a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Brunei Darussalam" .
common_domain_model:IsoCountryCodeEnum.BG a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Bulgaria" .
common_domain_model:IsoCountryCodeEnum.BF a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Burkina Faso" .
common_domain_model:IsoCountryCodeEnum.BI a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Burundi" .
common_domain_model:IsoCountryCodeEnum.CV a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Cabo Verde" .
common_domain_model:IsoCountryCodeEnum.KH a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Cambodia" .
common_domain_model:IsoCountryCodeEnum.CM a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Cameroon" .
common_domain_model:IsoCountryCodeEnum.CA a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Canada" .
common_domain_model:IsoCountryCodeEnum.KY a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Cayman Islands (the)" .
common_domain_model:IsoCountryCodeEnum.CF a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Central African Republic (the)" .
common_domain_model:IsoCountryCodeEnum.TD a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Chad" .
common_domain_model:IsoCountryCodeEnum.CL a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Chile" .
common_domain_model:IsoCountryCodeEnum.CN a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "China" .
common_domain_model:IsoCountryCodeEnum.CX a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Christmas Island" .
common_domain_model:IsoCountryCodeEnum.CC a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Cocos (Keeling) Islands (the)" .
common_domain_model:IsoCountryCodeEnum.CO a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Colombia" .
common_domain_model:IsoCountryCodeEnum.KM a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Comoros (the)" .
common_domain_model:IsoCountryCodeEnum.CD a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Congo (the Democratic Republic of the)" .
common_domain_model:IsoCountryCodeEnum.CG a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Congo (the)" .
common_domain_model:IsoCountryCodeEnum.CK a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Cook Islands (the)" .
common_domain_model:IsoCountryCodeEnum.CR a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Costa Rica" .
common_domain_model:IsoCountryCodeEnum.HR a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Croatia" .
common_domain_model:IsoCountryCodeEnum.CU a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Cuba" .
common_domain_model:IsoCountryCodeEnum.CW a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Curaao" .
common_domain_model:IsoCountryCodeEnum.CY a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Cyprus" .
common_domain_model:IsoCountryCodeEnum.CZ a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Czechia" .
common_domain_model:IsoCountryCodeEnum.CI a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Cte d'Ivoire" .
common_domain_model:IsoCountryCodeEnum.DK a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Denmark" .
common_domain_model:IsoCountryCodeEnum.DJ a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Djibouti" .
common_domain_model:IsoCountryCodeEnum.DM a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Dominica" .
common_domain_model:IsoCountryCodeEnum.DO a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Dominican Republic (the)" .
common_domain_model:IsoCountryCodeEnum.EC a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Ecuador" .
common_domain_model:IsoCountryCodeEnum.EG a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Egypt" .
common_domain_model:IsoCountryCodeEnum.SV a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "El Salvador" .
common_domain_model:IsoCountryCodeEnum.GQ a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Equatorial Guinea" .
common_domain_model:IsoCountryCodeEnum.ER a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Eritrea" .
common_domain_model:IsoCountryCodeEnum.EE a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Estonia" .
common_domain_model:IsoCountryCodeEnum.SZ a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Eswatini" .
common_domain_model:IsoCountryCodeEnum.ET a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Ethiopia" .
common_domain_model:IsoCountryCodeEnum.FK a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Falkland Islands (the) [Malvinas]" .
common_domain_model:IsoCountryCodeEnum.FO a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Faroe Islands (the)" .
common_domain_model:IsoCountryCodeEnum.FJ a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Fiji" .
common_domain_model:IsoCountryCodeEnum.FI a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Finland" .
common_domain_model:IsoCountryCodeEnum.FR a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "France" .
common_domain_model:IsoCountryCodeEnum.GF a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "French Guiana" .
common_domain_model:IsoCountryCodeEnum.PF a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "French Polynesia" .
common_domain_model:IsoCountryCodeEnum.TF a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "French Southern Territories (the)" .
common_domain_model:IsoCountryCodeEnum.GA a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Gabon" .
common_domain_model:IsoCountryCodeEnum.GM a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Gambia (the)" .
common_domain_model:IsoCountryCodeEnum.GE a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Georgia" .
common_domain_model:IsoCountryCodeEnum.DE a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Germany" .
common_domain_model:IsoCountryCodeEnum.GH a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Ghana" .
common_domain_model:IsoCountryCodeEnum.GI a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Gibraltar" .
common_domain_model:IsoCountryCodeEnum.GR a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Greece" .
common_domain_model:IsoCountryCodeEnum.GL a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Greenland" .
common_domain_model:IsoCountryCodeEnum.GD a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Grenada" .
common_domain_model:IsoCountryCodeEnum.GP a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Guadeloupe" .
common_domain_model:IsoCountryCodeEnum.GU a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Guam" .
common_domain_model:IsoCountryCodeEnum.GT a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Guatemala" .
common_domain_model:IsoCountryCodeEnum.GG a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Guernsey" .
common_domain_model:IsoCountryCodeEnum.GN a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Guinea" .
common_domain_model:IsoCountryCodeEnum.GW a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Guinea-Bissau" .
common_domain_model:IsoCountryCodeEnum.GY a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Guyana" .
common_domain_model:IsoCountryCodeEnum.HT a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Haiti" .
common_domain_model:IsoCountryCodeEnum.HM a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Heard Island and McDonald Islands" .
common_domain_model:IsoCountryCodeEnum.VA a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Holy See (the)" .
common_domain_model:IsoCountryCodeEnum.HN a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Honduras" .
common_domain_model:IsoCountryCodeEnum.HK a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Hong Kong" .
common_domain_model:IsoCountryCodeEnum.HU a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Hungary" .
common_domain_model:IsoCountryCodeEnum.IS a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Iceland" .
common_domain_model:IsoCountryCodeEnum.IN a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "India" .
common_domain_model:IsoCountryCodeEnum.ID a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Indonesia" .
common_domain_model:IsoCountryCodeEnum.IR a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Iran (Islamic Republic of)" .
common_domain_model:IsoCountryCodeEnum.IQ a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Iraq" .
common_domain_model:IsoCountryCodeEnum.IE a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Ireland" .
common_domain_model:IsoCountryCodeEnum.IM a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Isle of Man" .
common_domain_model:IsoCountryCodeEnum.IL a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Israel" .
common_domain_model:IsoCountryCodeEnum.IT a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Italy" .
common_domain_model:IsoCountryCodeEnum.JM a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Jamaica" .
common_domain_model:IsoCountryCodeEnum.JP a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Japan" .
common_domain_model:IsoCountryCodeEnum.JE a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Jersey" .
common_domain_model:IsoCountryCodeEnum.JO a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Jordan" .
common_domain_model:IsoCountryCodeEnum.KZ a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Kazakhstan" .
common_domain_model:IsoCountryCodeEnum.KE a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Kenya" .
common_domain_model:IsoCountryCodeEnum.KI a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Kiribati" .
common_domain_model:IsoCountryCodeEnum.KP a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Korea (the Democratic People's Republic of)" .
common_domain_model:IsoCountryCodeEnum.KR a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Korea (the Republic of)" .
common_domain_model:IsoCountryCodeEnum.KW a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Kuwait" .
common_domain_model:IsoCountryCodeEnum.KG a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Kyrgyzstan" .
common_domain_model:IsoCountryCodeEnum.LA a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Lao People's Democratic Republic (the)" .
common_domain_model:IsoCountryCodeEnum.LV a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Latvia" .
common_domain_model:IsoCountryCodeEnum.LB a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Lebanon" .
common_domain_model:IsoCountryCodeEnum.LS a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Lesotho" .
common_domain_model:IsoCountryCodeEnum.LR a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Liberia" .
common_domain_model:IsoCountryCodeEnum.LY a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Libya" .
common_domain_model:IsoCountryCodeEnum.LI a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Liechtenstein" .
common_domain_model:IsoCountryCodeEnum.LT a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Lithuania" .
common_domain_model:IsoCountryCodeEnum.LU a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Luxembourg" .
common_domain_model:IsoCountryCodeEnum.MO a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Macao" .
common_domain_model:IsoCountryCodeEnum.MG a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Madagascar" .
common_domain_model:IsoCountryCodeEnum.MW a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Malawi" .
common_domain_model:IsoCountryCodeEnum.MY a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Malaysia" .
common_domain_model:IsoCountryCodeEnum.MV a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Maldives" .
common_domain_model:IsoCountryCodeEnum.ML a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Mali" .
common_domain_model:IsoCountryCodeEnum.MT a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Malta" .
common_domain_model:IsoCountryCodeEnum.MH a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Marshall Islands (the)" .
common_domain_model:IsoCountryCodeEnum.MQ a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Martinique" .
common_domain_model:IsoCountryCodeEnum.MR a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Mauritania" .
common_domain_model:IsoCountryCodeEnum.MU a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Mauritius" .
common_domain_model:IsoCountryCodeEnum.YT a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Mayotte" .
common_domain_model:IsoCountryCodeEnum.MX a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Mexico" .
common_domain_model:IsoCountryCodeEnum.FM a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Micronesia (Federated States of)" .
common_domain_model:IsoCountryCodeEnum.MD a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Moldova (the Republic of)" .
common_domain_model:IsoCountryCodeEnum.MC a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Monaco" .
common_domain_model:IsoCountryCodeEnum.MN a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Mongolia" .
common_domain_model:IsoCountryCodeEnum.ME a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Montenegro" .
common_domain_model:IsoCountryCodeEnum.MS a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Montserrat" .
common_domain_model:IsoCountryCodeEnum.MA a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Morocco" .
common_domain_model:IsoCountryCodeEnum.MZ a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Mozambique" .
common_domain_model:IsoCountryCodeEnum.MM a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Myanmar" .
common_domain_model:IsoCountryCodeEnum.NA a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Namibia" .
common_domain_model:IsoCountryCodeEnum.NR a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Nauru" .
common_domain_model:IsoCountryCodeEnum.NP a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Nepal" .
common_domain_model:IsoCountryCodeEnum.NL a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Netherlands (Kingdom of the)" .
common_domain_model:IsoCountryCodeEnum.NC a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "New Caledonia" .
common_domain_model:IsoCountryCodeEnum.NZ a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "New Zealand" .
common_domain_model:IsoCountryCodeEnum.NI a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Nicaragua" .
common_domain_model:IsoCountryCodeEnum.NE a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Niger (the)" .
common_domain_model:IsoCountryCodeEnum.NG a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Nigeria" .
common_domain_model:IsoCountryCodeEnum.NU a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Niue" .
common_domain_model:IsoCountryCodeEnum.NF a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Norfolk Island" .
common_domain_model:IsoCountryCodeEnum.MK a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "North Macedonia" .
common_domain_model:IsoCountryCodeEnum.MP a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Northern Mariana Islands (the)" .
common_domain_model:IsoCountryCodeEnum.NO a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Norway" .
common_domain_model:IsoCountryCodeEnum.OM a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Oman" .
common_domain_model:IsoCountryCodeEnum.PK a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Pakistan" .
common_domain_model:IsoCountryCodeEnum.PW a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Palau" .
common_domain_model:IsoCountryCodeEnum.PS a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Palestine, State of" .
common_domain_model:IsoCountryCodeEnum.PA a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Panama" .
common_domain_model:IsoCountryCodeEnum.PG a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Papua New Guinea" .
common_domain_model:IsoCountryCodeEnum.PY a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Paraguay" .
common_domain_model:IsoCountryCodeEnum.PE a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Peru" .
common_domain_model:IsoCountryCodeEnum.PH a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Philippines (the)" .
common_domain_model:IsoCountryCodeEnum.PN a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Pitcairn" .
common_domain_model:IsoCountryCodeEnum.PL a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Poland" .
common_domain_model:IsoCountryCodeEnum.PT a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Portugal" .
common_domain_model:IsoCountryCodeEnum.PR a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Puerto Rico" .
common_domain_model:IsoCountryCodeEnum.QA a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Qatar" .
common_domain_model:IsoCountryCodeEnum.RO a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Romania" .
common_domain_model:IsoCountryCodeEnum.RU a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Russian Federation (the)" .
common_domain_model:IsoCountryCodeEnum.RW a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Rwanda" .
common_domain_model:IsoCountryCodeEnum.RE a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Runion" .
common_domain_model:IsoCountryCodeEnum.BL a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Saint Barthlemy" .
common_domain_model:IsoCountryCodeEnum.SH a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Saint Helena, Ascension and Tristan da Cunha" .
common_domain_model:IsoCountryCodeEnum.KN a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Saint Kitts and Nevis" .
common_domain_model:IsoCountryCodeEnum.LC a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Saint Lucia" .
common_domain_model:IsoCountryCodeEnum.MF a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Saint Martin (French part)" .
common_domain_model:IsoCountryCodeEnum.PM a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Saint Pierre and Miquelon" .
common_domain_model:IsoCountryCodeEnum.VC a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Saint Vincent and the Grenadines" .
common_domain_model:IsoCountryCodeEnum.WS a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Samoa" .
common_domain_model:IsoCountryCodeEnum.SM a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "San Marino" .
common_domain_model:IsoCountryCodeEnum.ST a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Sao Tome and Principe" .
common_domain_model:IsoCountryCodeEnum.SA a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Saudi Arabia" .
common_domain_model:IsoCountryCodeEnum.SN a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Senegal" .
common_domain_model:IsoCountryCodeEnum.RS a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Serbia" .
common_domain_model:IsoCountryCodeEnum.SC a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Seychelles" .
common_domain_model:IsoCountryCodeEnum.SL a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Sierra Leone" .
common_domain_model:IsoCountryCodeEnum.SG a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Singapore" .
common_domain_model:IsoCountryCodeEnum.SX a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Sint Maarten (Dutch part)" .
common_domain_model:IsoCountryCodeEnum.SK a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Slovakia" .
common_domain_model:IsoCountryCodeEnum.SI a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Slovenia" .
common_domain_model:IsoCountryCodeEnum.SB a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Solomon Islands" .
common_domain_model:IsoCountryCodeEnum.SO a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Somalia" .
common_domain_model:IsoCountryCodeEnum.ZA a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "South Africa" .
common_domain_model:IsoCountryCodeEnum.GS a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "South Georgia and the South Sandwich Islands" .
common_domain_model:IsoCountryCodeEnum.SS a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "South Sudan" .
common_domain_model:IsoCountryCodeEnum.ES a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Spain" .
common_domain_model:IsoCountryCodeEnum.LK a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Sri Lanka" .
common_domain_model:IsoCountryCodeEnum.SD a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Sudan (the)" .
common_domain_model:IsoCountryCodeEnum.SR a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Suriname" .
common_domain_model:IsoCountryCodeEnum.SJ a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Svalbard and Jan Mayen" .
common_domain_model:IsoCountryCodeEnum.SE a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Sweden" .
common_domain_model:IsoCountryCodeEnum.CH a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Switzerland" .
common_domain_model:IsoCountryCodeEnum.SY a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Syrian Arab Republic (the)" .
common_domain_model:IsoCountryCodeEnum.TW a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Taiwan (Province of China)" .
common_domain_model:IsoCountryCodeEnum.TJ a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Tajikistan" .
common_domain_model:IsoCountryCodeEnum.TZ a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Tanzania, the United Republic of" .
common_domain_model:IsoCountryCodeEnum.TH a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Thailand" .
common_domain_model:IsoCountryCodeEnum.TL a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Timor-Leste" .
common_domain_model:IsoCountryCodeEnum.TG a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Togo" .
common_domain_model:IsoCountryCodeEnum.TK a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Tokelau" .
common_domain_model:IsoCountryCodeEnum.TO a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Tonga" .
common_domain_model:IsoCountryCodeEnum.TT a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Trinidad and Tobago" .
common_domain_model:IsoCountryCodeEnum.TN a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Tunisia" .
common_domain_model:IsoCountryCodeEnum.TM a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Turkmenistan" .
common_domain_model:IsoCountryCodeEnum.TC a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Turks and Caicos Islands (the)" .
common_domain_model:IsoCountryCodeEnum.TV a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Tuvalu" .
common_domain_model:IsoCountryCodeEnum.TR a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Trkiye" .
common_domain_model:IsoCountryCodeEnum.UG a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Uganda" .
common_domain_model:IsoCountryCodeEnum.UA a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Ukraine" .
common_domain_model:IsoCountryCodeEnum.AE a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "United Arab Emirates (the)" .
common_domain_model:IsoCountryCodeEnum.GB a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "United Kingdom of Great Britain and Northern Ireland (the)" .
common_domain_model:IsoCountryCodeEnum.UM a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "United States Minor Outlying Islands (the)" .
common_domain_model:IsoCountryCodeEnum.US a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "United States of America (the)" .
common_domain_model:IsoCountryCodeEnum.UY a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Uruguay" .
common_domain_model:IsoCountryCodeEnum.UZ a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Uzbekistan" .
common_domain_model:IsoCountryCodeEnum.VU a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Vanuatu" .
common_domain_model:IsoCountryCodeEnum.VE a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Venezuela (Bolivarian Republic of)" .
common_domain_model:IsoCountryCodeEnum.VN a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Viet Nam" .
common_domain_model:IsoCountryCodeEnum.VG a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Virgin Islands (British)" .
common_domain_model:IsoCountryCodeEnum.VI a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Virgin Islands (U.S.)" .
common_domain_model:IsoCountryCodeEnum.WF a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Wallis and Futuna" .
common_domain_model:IsoCountryCodeEnum.EH a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Western Sahara*" .
common_domain_model:IsoCountryCodeEnum.YE a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Yemen" .
common_domain_model:IsoCountryCodeEnum.ZM a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Zambia" .
common_domain_model:IsoCountryCodeEnum.ZW a common_domain_model:IsoCountryCodeEnum ;
rdfs:comment "Zimbabwe" .
common_domain_model:NonCashDividendTreatmentEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify the treatment of Non-Cash Dividends." .
common_domain_model:NonCashDividendTreatmentEnum.POTENTIAL_ADJUSTMENT_EVENT a common_domain_model:NonCashDividendTreatmentEnum ;
rdfs:comment "The treatment of any non-cash dividend shall be determined in accordance with the Potential Adjustment Event provisions." .
common_domain_model:NonCashDividendTreatmentEnum.CASH_EQUIVALENT a common_domain_model:NonCashDividendTreatmentEnum ;
rdfs:comment "Any non-cash dividend shall be treated as a Declared Cash Equivalent Dividend." .
common_domain_model:CommodityReferencePriceEnum a rdfs:Class ;
rdfs:comment "The enumeration values to specify the Commodity Reference Prices specified in the Annex to the 2005 ISDA Commodity Definitions." .
common_domain_model:CommodityReferencePriceEnum.ALUMINIUM_ALLOY_LME_15_MONTH a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference Prices, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:CommodityReferencePriceEnum.COAL_CENTRAL_APPALACHIAN_NYMEX a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the NYMEX Central Appalachian Coal commodity" .
common_domain_model:CommodityReferencePriceEnum.COCOA_ICE a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the ICE Futures U.S. (‘ICUS’) Cocoa commodity" .
common_domain_model:CommodityReferencePriceEnum.COFFEE_ARABICA_ICE a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the ICUS Coffee C commodity" .
common_domain_model:CommodityReferencePriceEnum.COFFEE_ROBUSTA_ICE a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the ICUS Coffee C commodity" .
common_domain_model:CommodityReferencePriceEnum.COPPER_COMEX a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the COMEX (‘CMX’) Copper Grade #1 commodity" .
common_domain_model:CommodityReferencePriceEnum.CORN_CBOT a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the Chicago Board of Trade (‘CBOT’) Corn commodity" .
common_domain_model:CommodityReferencePriceEnum.COTTON_NO_2_ICE a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the ICUS Cotton No. 2 commodity" .
common_domain_model:CommodityReferencePriceEnum.ETHANOL_CBOT a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the CBOT Ethanol commodity" .
common_domain_model:CommodityReferencePriceEnum.FEEDER_CATTLE_CME a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the CME Feeder Cattle commodity" .
common_domain_model:CommodityReferencePriceEnum.FROZEN_CONCENTRATED_ORANGE_JUICE_NO_1_ICE a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the ICUS Frozen Concentrated Orange Juice commodity" .
common_domain_model:CommodityReferencePriceEnum.GASOLINE_RBOB_NEW_YORK_ICE a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the NYMEX Gasoline Blendstock (RBOB) commodity" .
common_domain_model:CommodityReferencePriceEnum.GASOLINE_RBOB_NEW_YORK_NYMEX a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the NYMEX Gasoline Blendstock (RBOB) commodity" .
common_domain_model:CommodityReferencePriceEnum.GOLD_COMEX a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the CMX Gold commodity" .
common_domain_model:CommodityReferencePriceEnum.HEATING_OIL_NEW_YORK_NYMEX a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the NYMEX No. 2 Heating Oil, New York Harbor commodity" .
common_domain_model:CommodityReferencePriceEnum.LEAN_HOGS_CME a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the CME Lean Hogs commodity" .
common_domain_model:CommodityReferencePriceEnum.LIVE_CATTLE_CME a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the CME Live Cattle commodity" .
common_domain_model:CommodityReferencePriceEnum.LUMBER_CME a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the CME Random Length Lumber commodity" .
common_domain_model:CommodityReferencePriceEnum.MILK_CLASS_III_CME a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the CME Milk Class III commodity" .
common_domain_model:CommodityReferencePriceEnum.MILK_NONFAT_DRY_CME a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the CME Non Fat Dry Milk commodity" .
common_domain_model:CommodityReferencePriceEnum.NATURAL_GAS_NYMEX a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the NYMEX Natural Gas commodity" .
common_domain_model:CommodityReferencePriceEnum.NATURAL_GAS_PEPL_TEXOK_MAINLINE_INSIDE_FERC a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the NYMEX Panhandle Basis Swap commodity" .
common_domain_model:CommodityReferencePriceEnum.NATURAL_GAS_W_TEXAS_WAHA_INSIDE_FERC a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the NYMEX Waha Basis Swap commodity" .
common_domain_model:CommodityReferencePriceEnum.OATS_CBOT a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the CBOT Oats commodity" .
common_domain_model:CommodityReferencePriceEnum.OIL_WTI_NYMEX a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the NYMEX Crude Oil, Light Sweet commodity" .
common_domain_model:CommodityReferencePriceEnum.PALLADIUM_NYMEX a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the NYMEX Palladium commodity" .
common_domain_model:CommodityReferencePriceEnum.PLATINUM_NYMEX a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the NYMEX Platinum commodity" .
common_domain_model:CommodityReferencePriceEnum.RICE_CBOT a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the CBOT Rough Rice commodity" .
common_domain_model:CommodityReferencePriceEnum.SILVER_COMEX a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the CMX Silver commodity" .
common_domain_model:CommodityReferencePriceEnum.SOYBEANS_CBOT a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the CBOT Soybeans commodity" .
common_domain_model:CommodityReferencePriceEnum.SOYBEAN_MEAL_CBOT a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the CBOT Soybean Meal commodity" .
common_domain_model:CommodityReferencePriceEnum.SOYBEAN_OIL_CBOT a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the CBOT Soybean Oil commodity" .
common_domain_model:CommodityReferencePriceEnum.SUGAR_11_WORLD_ICE a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the ICUS Sugar No. 11 commodity" .
common_domain_model:CommodityReferencePriceEnum.SUGAR_16_US_ICE a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the ICUS Sugar No. 16 commodity" .
common_domain_model:CommodityReferencePriceEnum.WHEAT_CBOT a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the CBOT Wheat commodity" .
common_domain_model:CommodityReferencePriceEnum.WHEAT_HRW_KCBOT a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the Kansas City Board of Trade (‘KCBT’)Wheat commodity" .
common_domain_model:CommodityReferencePriceEnum.WHEAT_RED_SPRING_MGE a common_domain_model:CommodityReferencePriceEnum ;
rdfs:comment "A code for the Wheat commodity" .
common_domain_model:DividendDateReferenceEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify the date by reference to which the dividend will be paid." .
common_domain_model:DividendDateReferenceEnum.AD_HOC_DATE a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "The dividend date will be specified ad-hoc by the parties, typically on the dividend ex-date." .
common_domain_model:DividendDateReferenceEnum.CASH_SETTLEMENT_PAYMENT_DATE a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "If 'Dividend Payment Date(s)' is specified in the Transaction Supplement as 'Cash Settlement Payment Date', then the Dividend Payment Date in respect of a Dividend Amount shall be the Cash Settlement Payment Date relating to the end of the Dividend Period during which the Shares commenced trading 'ex' the relevant dividend on the Exchange." .
common_domain_model:DividendDateReferenceEnum.CASH_SETTLE_PAYMENT_DATE_EX_DIV a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "If 'Dividend Payment Date(s)' is specified in the Transaction Supplement as 'Cash Settlement Payment Date – Ex Dividend'', then the Dividend Payment Date in respect of a Dividend Amount shall be the Cash Settlement Payment Date relating to the end of the Dividend Period during which the Shares commenced trading 'ex' the relevant dividend on the Exchange." .
common_domain_model:DividendDateReferenceEnum.CASH_SETTLE_PAYMENT_DATE_ISSUER_PAYMENT a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "If 'Dividend Payment Date(s)' is specified in the Transaction Supplement as 'Cash Settlement Payment Date – Issuer Payment', then the Dividend Payment Date in respect of a Dividend Amount shall be the Cash Settlement Payment Date relating to the end of the Dividend Period during which the issuer pays the relevant dividend to a holder of record provided that in the case where the Equity Amount Payer is the party specified to be the sole Hedging Party and the Hedging Party has not received the Dividend Amount by such date, then the date falling a number of Currency Business Days as specified in the Cash Settlement Payment Date after actual receipt by the Hedging Party of the Received Ex Amount or Paid Ex Amount (as applicable)." .
common_domain_model:DividendDateReferenceEnum.CUMULATIVE_EQUITY_EX_DIV a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "Total of dividends which go ex, paid on next following Equity Payment Date, which is immediately following the Dividend Period during which the Shares commence trading ex-dividend on the Exchange." .
common_domain_model:DividendDateReferenceEnum.CUMULATIVE_EQUITY_PAID a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "Total of paid dividends, paid on next following Equity Payment Date, which is immediately following the Dividend Period during which the dividend is paid by the Issuer to the holders of record of a Share." .
common_domain_model:DividendDateReferenceEnum.CUMULATIVE_EQUITY_EX_DIV_BEFORE_RESET a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "Total of paid dividends, paid on next following Equity Payment Date, which is immediately following the Dividend Ex Date, unless the Dividend Ex Date is between the Equity Valuation and Payment Date in which case the dividend is deferred to the following Equity Payment Date" .
common_domain_model:DividendDateReferenceEnum.CUMULATIVE_EQUITY_PAID_BEFORE_RESET a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "Total of paid dividends, paid on next following Equity Payment Date, which is immediately following the Dividend Pay Date, unless the Dividend Pay Date is between the Equity Valuation and Payment Date (not including the Valuation Date) in which case the dividend is deferred to the following Equity Payment Date" .
common_domain_model:DividendDateReferenceEnum.CUMULATIVE_EQUITY_PAID_INCL_RESET a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "Total of paid dividends, paid on next following Equity Payment Date, which is immediately following the Dividend Pay Date, unless the Dividend Pay Date is between the Equity Valuation and Payment Date (including the Valuation Date) in which case the dividend is deferred to the following Equity Payment Date" .
common_domain_model:DividendDateReferenceEnum.CUMULATIVE_INTEREST_EX_DIV a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "Total of dividends which go ex, paid on next following Interest Payment Date, which is immediately following the Dividend Period during which the Shares commence trading ex-dividend on the Exchange, or where the date on which the Shares commence trading ex-dividend is a Payment Date, such Payment Date." .
common_domain_model:DividendDateReferenceEnum.CUMULATIVE_INTEREST_PAID a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "Total of paid dividends, paid on next following Interest Payment Date, which is immediately following the Dividend Period during which the dividend is paid by the Issuer to the holders of record of a Share." .
common_domain_model:DividendDateReferenceEnum.CUMULATIVE_INTEREST_PAID_INCL_RESET a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "Total of paid dividends, paid on next following Interest Payment Date, which is immediately following the Dividend Pay Date, unless the Dividend Pay Date is between the Equity Valuation and Payment Date (including the Valuation Date) in which case the dividend is deferred to the following Interest Payment Date." .
common_domain_model:DividendDateReferenceEnum.CUMULATIVE_INTEREST_PAID_BEFORE_RESET a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "Total of paid dividends, paid on next following Interest Payment Date, which is immediately following the Dividend Pay Date, unless the Dividend Pay Date is between the Equity Valuation and Payment Date (not including the Valuation Date) in which case the dividend is deferred to the following Interest Payment Date." .
common_domain_model:DividendDateReferenceEnum.DIVIDEND_PAYMENT_DATE a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "Date on which the dividend will be paid by the issuer." .
common_domain_model:DividendDateReferenceEnum.DIVIDEND_VALUATION_DATE a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "In respect of each Dividend Period, the relevant Dividend Valuation Date." .
common_domain_model:DividendDateReferenceEnum.EQUITY_PAYMENT_DATE a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "Equity payment date of the swap." .
common_domain_model:DividendDateReferenceEnum.EX_DATE a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "Date on which a holder of the security is entitled to the dividend." .
common_domain_model:DividendDateReferenceEnum.FLOATING_AMOUNT_PAYMENT_DATE a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "If 'Dividend Payment Date(s)' is specified in the Transaction Supplement as 'Floating Amount Payment Date', then the Dividend Payment Date in respect of a Dividend Amount shall be the first Payment Date falling at least one Settlement Cycle after the date that the Shares have commenced trading 'ex' the relevant dividend on the Exchange." .
common_domain_model:DividendDateReferenceEnum.FOLLOWING_PAYMENT_DATE a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "The next payment date of the swap." .
common_domain_model:DividendDateReferenceEnum.RECORD_DATE a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "Date on which the dividend will be recorded in the books of the paying agent." .
common_domain_model:DividendDateReferenceEnum.SHARE_PAYMENT a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "If 'Dividend Payment Date(s)' is specified in the Transaction Supplement as 'Share Payment', then the Dividend Payment Date in respect of a Dividend Amount shall fall on a date on or before the date that is two (or any other number that is specified in the Transaction Supplement) Currency Business Days following the day on which the Issuer of the Shares pays the relevant dividend to holders of record of the Shares." .
common_domain_model:DividendDateReferenceEnum.TERMINATION_DATE a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "Termination date of the swap." .
common_domain_model:DividendDateReferenceEnum.TRADE_DATE a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "Trade date of the swap" .
common_domain_model:DividendDateReferenceEnum.UNWIND_OR_EQUITY_EX_DIV a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "Pays a fraction of the Dividend Amount on each Unwind Trade Settlement Date which occurs after the Dividend Ex Date, until position is fully unwound OR on the next Equity Pay Date after the Dividend Pay Date. This will be whichever date comes first or a combination of both." .
common_domain_model:DividendDateReferenceEnum.UNWIND_OR_EQUITY_PAID a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "Pays a fraction of the Dividend Amount on each Unwind Trade Settlement Date which occurs after the Dividend Pay Date, until position is fully unwound OR on the next Equity Pay Date after the Dividend Pay Date. This will be whichever date comes first or a combination of both." .
common_domain_model:DividendDateReferenceEnum.UNWIND_OR_INTEREST_EX_DIV a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "Pays a fraction of the Dividend Amount on each Unwind Trade Settlement Date which occurs after the Dividend Ex Date, until position is fully unwound OR on the next Interest Pay Date after the Dividend Ex Date. This will be whichever date comes first or a combination of both." .
common_domain_model:DividendDateReferenceEnum.UNWIND_OR_INTEREST_PAID a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "Pays a fraction of the Dividend Amount on each Unwind Trade Settlement Date which occurs after the Dividend Pay Date, until position is fully unwound OR on the next Interest Pay Date after the Dividend Pay Date. This will be whichever date comes first or a combination of both." .
common_domain_model:DividendDateReferenceEnum.UNWIND_EX_DIV a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "Pays a fraction of the total on each Unwind Trade Settlement Date which occurs after the Dividend Ex Date, until trade is fully unwound." .
common_domain_model:DividendDateReferenceEnum.UNWIND_PAID a common_domain_model:DividendDateReferenceEnum ;
rdfs:comment "Pays a fraction of the total on each Unwind Trade Settlement Date which occurs after the Dividend Pay Date, until trade is fully unwound." .
common_domain_model:RegulatoryRegimeEnum a rdfs:Class ;
rdfs:comment "Values to specify the regulatory regimes." .
common_domain_model:RegulatoryRegimeEnum.AUSTRALIA_MARGIN_RULES a common_domain_model:RegulatoryRegimeEnum ;
rdfs:comment "Australian Prudential Standard CPS 226 Margining and risk mitigation for non-centrally cleared derivatives." .
common_domain_model:RegulatoryRegimeEnum.CANADA_MARGIN_RULES a common_domain_model:RegulatoryRegimeEnum ;
rdfs:comment "Guideline E-22, Margin Requirements for Non-Centrally Cleared Derivatives issued by the Canadian Office of the Superintendent of Financial Institutions in February 2016." .
common_domain_model:RegulatoryRegimeEnum.CFTC_MARGIN_RULES a common_domain_model:RegulatoryRegimeEnum ;
rdfs:comment "Margin requirements adopted by the U.S. Commodity Futures Trading Commission pursuant to CEA 4s(e)." .
common_domain_model:RegulatoryRegimeEnum.EMIR_MARGIN_RULES a common_domain_model:RegulatoryRegimeEnum ;
rdfs:comment "Regulation (EU) No 648/2012 of the European Parliament and of the Council of 4 July 2012 on OTC derivatives, central counterparties and trade repositories (including the EMIR RTS, which means the published regulatory technical standards on risk-mitigation techniques for OTC-derivative contracts not cleared by a CCP under Article 11(15) of EMIR)." .
common_domain_model:RegulatoryRegimeEnum.HONG_KONG_MARGIN_RULES a common_domain_model:RegulatoryRegimeEnum ;
rdfs:comment "Chapter CR-G-14 'Non-centrally Cleared OTC Derivatives Transactions Margin and Other Risk Mitigation Standards' in the Banking Supervisory Policy Manual issued by the Hong Kong Monetary Authority." .
common_domain_model:RegulatoryRegimeEnum.JAPAN_MARGIN_RULES a common_domain_model:RegulatoryRegimeEnum ;
rdfs:comment "Margin rules adopted by the Financial Services Agency of Japan pursuant to Article 40, Item 2 of the Financial Instruments and Exchange Act (kinyuu shouhin torihiki hou) (Act No. 25 of 1948) and by the Ministry of Agriculture, Forestry and Fisheries and the Ministry of Economy, Trade and Industry pursuant to the Commodity Derivatives Act (shouhin sakimono torihiki hou) (Act No. 239 of 1950) (including their subordinated regulations and the related supervisory guidelines)." .
common_domain_model:RegulatoryRegimeEnum.US_PRUDENTIAL_MARGIN_RULES a common_domain_model:RegulatoryRegimeEnum ;
rdfs:comment "Margin requirements adopted by a 'prudential regulator' (as defined in CEA 1a(39)) pursuant to CEA 4s(e) and Exchange Act 15F(e)." .
common_domain_model:RegulatoryRegimeEnum.SEC_MARGIN_RULES a common_domain_model:RegulatoryRegimeEnum ;
rdfs:comment "Margin requirements adopted by the U.S. Securities and Exchange Commission pursuant to Exchange Act 15F(e)." .
common_domain_model:RegulatoryRegimeEnum.SINGAPORE_MARGIN_RULES a common_domain_model:RegulatoryRegimeEnum ;
rdfs:comment "Guidelines on Margin Requirements for Non-centrally Cleared OTC Derivatives Contracts issued by the Monetary Authority of Singapore (MAS) pursuant to section 321 of the Securities and Futures Act, Chapter 289 of Singapore." .
common_domain_model:RegulatoryRegimeEnum.SWITZERLAND_MARGIN_RULES a common_domain_model:RegulatoryRegimeEnum ;
rdfs:comment "Margin rules adopted by the Swiss Federal Council pursuant to Article 110-111 of the Financial Market Infrastructure Act as well as Articles 100 to 107 and Annexes 3 to 5 of the Financial Market Infrastructure Ordinance." .
common_domain_model:RegulatoryRegimeEnum.BRAZIL_MARGIN_RULES a common_domain_model:RegulatoryRegimeEnum ;
rdfs:comment "The Central Bank of Brazil margin requirements adopted pursuant to Resolution no. 4,662, of 25 May 2018, enacted by the National Monetary Council." .
common_domain_model:RegulatoryRegimeEnum.UNITED_KINGDOM_MARGIN_RULES a common_domain_model:RegulatoryRegimeEnum ;
rdfs:comment "EMIR (including, for the avoidance of doubt, the EMIR RTS) as it forms part of UK domestic law by virtue of section 3 of the European Union (Withdrawal) Act 2018 (as amended) (the EUWA) (including any amendments made to such legislation when it is brought into UK domestic law pursuant to section 8 of the EUWA or any regulations made thereunder), and which, for the avoidance of doubt, shall be subject to the interpretation provision in Paragraph [11(g)].3." .
common_domain_model:RegulatoryRegimeEnum.SOUTH_AFRICA_MARGIN_RULES a common_domain_model:RegulatoryRegimeEnum ;
rdfs:comment "the requirements contained in Joint Standard 2 of 2020 made in terms of the South African Financial Sector Regulation Act, 2017." .
common_domain_model:RegulatoryRegimeEnum.SOUTH_KOREA_MARGIN_RULES a common_domain_model:RegulatoryRegimeEnum ;
rdfs:comment "Margin requirements adopted by the Korean Financial Services Commission and Financial Supervisory Service pursuant to the Guidelines on Margin Requirements for Non-Centrally Cleared OTC Derivatives Transactions, which are expected to be incorporated into the Financial Investment Services and Capital Markets Act." .
common_domain_model:RegulatoryRegimeEnum.HONG_KONG_SFC_MARGIN_RULES a common_domain_model:RegulatoryRegimeEnum ;
rdfs:comment "Part III of Schedule 10 to Code of Conduct for Persons Licensed by or Registered with the Securities and Futures Commission of Hong Kong." .
common_domain_model:SimmExceptionApplicableEnum a rdfs:Class ;
rdfs:comment "Values to specify the SIMM normalized exception approaches." .
common_domain_model:SimmExceptionApplicableEnum.FALL_BACK_TO_MANDATORY_METHOD a common_domain_model:SimmExceptionApplicableEnum ;
rdfs:comment "The ISDA Standard Initial Margin Model exception is applicable as a Fallback to Mandatory Method." .
common_domain_model:SimmExceptionApplicableEnum.MANDATORY_METHOD a common_domain_model:SimmExceptionApplicableEnum ;
rdfs:comment "The ISDA Standard Initial Margin Model exception is applicable as a Mandatory Method." .
common_domain_model:SimmExceptionApplicableEnum.OTHER_METHOD a common_domain_model:SimmExceptionApplicableEnum ;
rdfs:comment "An alternative approach is described in the document." .
common_domain_model:StubPeriodTypeEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify how to deal with a non standard calculation period within a swap stream." .
common_domain_model:StubPeriodTypeEnum.SHORT_INITIAL a common_domain_model:StubPeriodTypeEnum ;
rdfs:comment "If there is a non regular period remaining it is left shorter than the streams calculation period frequency and placed at the start of the stream." .
common_domain_model:StubPeriodTypeEnum.SHORT_FINAL a common_domain_model:StubPeriodTypeEnum ;
rdfs:comment "If there is a non regular period remaining it is left shorter than the streams calculation period frequency and placed at the end of the stream." .
common_domain_model:StubPeriodTypeEnum.LONG_INITIAL a common_domain_model:StubPeriodTypeEnum ;
rdfs:comment "If there is a non regular period remaining it is placed at the start of the stream and combined with the adjacent calculation period to give a long first calculation period." .
common_domain_model:StubPeriodTypeEnum.LONG_FINAL a common_domain_model:StubPeriodTypeEnum ;
rdfs:comment "If there is a non regular period remaining it is placed at the end of the stream and combined with the adjacent calculation period to give a long last calculation period." .
common_domain_model:CollateralizedObligationEnum a rdfs:Class ;
rdfs:comment "Specifies the type of Collateralized Obligation." .
common_domain_model:CollateralizedObligationEnum.CDO a common_domain_model:CollateralizedObligationEnum ;
rdfs:comment "Collateralized Debt Obligation." .
common_domain_model:CollateralizedObligationEnum.CMO a common_domain_model:CollateralizedObligationEnum ;
rdfs:comment "Collateralized Mortgage Obligation." .
common_domain_model:CollateralizedObligationEnum.CLO a common_domain_model:CollateralizedObligationEnum ;
rdfs:comment "Collateralized Loan Obligation." .
common_domain_model:CollateralizedObligationEnum.CBO a common_domain_model:CollateralizedObligationEnum ;
rdfs:comment "Collateralized Bond Obligation." .
common_domain_model:IndependentAmountCompareEnum a rdfs:Class ;
rdfs:comment "Specifies how multiple credit ratings are compared when determining the applicable Independent Amount, and whether that measure is highest, lowest, or a comparison of the ratings." .
common_domain_model:IndependentAmountCompareEnum.COMPARE a common_domain_model:IndependentAmountCompareEnum ;
rdfs:comment "Represents that the credit ratings across multiple credit rating agencies will be compared against one another." .
common_domain_model:DividendEntitlementEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify the date on which the receiver of the equity payout is entitled to the dividend." .
common_domain_model:DividendEntitlementEnum.EX_DATE a common_domain_model:DividendEntitlementEnum ;
rdfs:comment "Dividend entitlement is on the dividend ex-date." .
common_domain_model:DividendEntitlementEnum.RECORD_DATE a common_domain_model:DividendEntitlementEnum ;
rdfs:comment "Dividend entitlement is on the dividend record date." .
common_domain_model:ValuationTimeDayEnum a rdfs:Class ;
rdfs:comment "The day at which the value of the collateral and obligations to transfer or return collateral are to be calculated relative to the Valuation Date." .
common_domain_model:ValuationTimeDayEnum.PREVIOUS_LOCAL_BUSINESS_DAY a common_domain_model:ValuationTimeDayEnum ;
rdfs:comment "Should be calculated relative to the previous local business day." .
common_domain_model:ValuationTimeDayEnum.PREVIOUS_LOCAL_BUSINESS_DAY_MARKET a common_domain_model:ValuationTimeDayEnum ;
rdfs:comment "Should be calculated relative to the previous local business day in the Relevant Market)." .
common_domain_model:ValuationTimeDayEnum.PREVIOUS_LOCAL_BUSINESS_DAY_CITY_OF_AGENT a common_domain_model:ValuationTimeDayEnum ;
rdfs:comment "Should be calculated relative to the previous local business day in the city of the Valuation Agent." .
common_domain_model:ValuationTimeDayEnum.VALUATION_DATE a common_domain_model:ValuationTimeDayEnum ;
rdfs:comment "Should be calculated on the Valuation Date." .
common_domain_model:ValuationTimeDayEnum.AS_SELECTED a common_domain_model:ValuationTimeDayEnum ;
rdfs:comment "Should be calculated relative to the previous local business day as selected." .
common_domain_model:PeriodTimeEnum a rdfs:Class ;
rdfs:comment "The enumeration values to specify a time period containing additional values such as Term." .
common_domain_model:PeriodTimeEnum.HOUR a common_domain_model:PeriodTimeEnum ;
rdfs:comment "Period measured in hours." .
common_domain_model:PeriodTimeEnum.MINUTE a common_domain_model:PeriodTimeEnum ;
rdfs:comment "Period measured in minutes." .
common_domain_model:PeriodTimeEnum.SECOND a common_domain_model:PeriodTimeEnum ;
rdfs:comment "Period measured in seconds." .
common_domain_model:RestructuringEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify the form of the restructuring credit event that is applicable to the credit default swap." .
a common_domain_model:RestructuringEnum ;
rdfs:comment "Restructuring (Section 4.7) and Modified Restructuring Maturity Limitation and Conditionally Transferable Obligation (2014 Definitions: Section 3.31, 2003 Definitions: 2.32) apply." .
a common_domain_model:RestructuringEnum ;
rdfs:comment "Restructuring (Section 4.7) and Restructuring Maturity Limitation and Fully Transferable Obligation (2014 Definitions: Section 3.31, 2003 Definitions: 2.32) apply." .
a common_domain_model:RestructuringEnum ;
rdfs:comment "Restructuring as defined in the applicable ISDA Credit Derivatives Definitions. (2003 or 2014)." .
common_domain_model:CreditSupportDocumentTermsEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify the Credit Support Document Terms" .
common_domain_model:CreditSupportDocumentTermsEnum.SPECIFIED a common_domain_model:CreditSupportDocumentTermsEnum ;
rdfs:comment "A specified Credit Support Document is provided" .
common_domain_model:CreditSupportDocumentTermsEnum.ANY a common_domain_model:CreditSupportDocumentTermsEnum ;
rdfs:comment "Any guarantee, collateral arrangement and/or other agreement or arrangement which provides for credit support with respect to the party’s obligations under this Agreement." .
common_domain_model:CreditSupportDocumentTermsEnum.NONE a common_domain_model:CreditSupportDocumentTermsEnum ;
rdfs:comment "No Credit Support Document is specified." .
common_domain_model:RecordAmountTypeEnum a rdfs:Class ;
rdfs:comment "The enumeration of the account level for the billing summary." .
common_domain_model:RecordAmountTypeEnum.ACCOUNT_TOTAL a common_domain_model:RecordAmountTypeEnum .
common_domain_model:RecordAmountTypeEnum.GRAND_TOTAL a common_domain_model:RecordAmountTypeEnum .
common_domain_model:RecordAmountTypeEnum.PARENT_TOTAL a common_domain_model:RecordAmountTypeEnum .
common_domain_model:IsoCurrencyCodeEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify standard currency codes according to the International Standards Organization (ISO). The set of codes in this enumerated list is sourced from ISO Standard 4217 (https://www.currency-iso.org/en/home/tables/table-a1.html), as of 29-Aug-18." .
common_domain_model:IsoCurrencyCodeEnum.AED a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "UAE Dirham" .
common_domain_model:IsoCurrencyCodeEnum.AFN a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Afghani" .
common_domain_model:IsoCurrencyCodeEnum.ALL a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Lek" .
common_domain_model:IsoCurrencyCodeEnum.AMD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Armenian Dram" .
common_domain_model:IsoCurrencyCodeEnum.AOA a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Kwanza" .
common_domain_model:IsoCurrencyCodeEnum.ARS a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Argentine Peso" .
common_domain_model:IsoCurrencyCodeEnum.AUD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Australian Dollar" .
common_domain_model:IsoCurrencyCodeEnum.AWG a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Aruban Florin" .
common_domain_model:IsoCurrencyCodeEnum.AZN a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Azerbaijan Manat" .
common_domain_model:IsoCurrencyCodeEnum.BAM a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Convertible Mark" .
common_domain_model:IsoCurrencyCodeEnum.BBD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Barbados Dollar" .
common_domain_model:IsoCurrencyCodeEnum.BDT a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Taka" .
common_domain_model:IsoCurrencyCodeEnum.BHD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Bahraini Dinar" .
common_domain_model:IsoCurrencyCodeEnum.BIF a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Burundi Franc" .
common_domain_model:IsoCurrencyCodeEnum.BMD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Bermudian Dollar" .
common_domain_model:IsoCurrencyCodeEnum.BND a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Brunei Dollar" .
common_domain_model:IsoCurrencyCodeEnum.BOB a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Boliviano" .
common_domain_model:IsoCurrencyCodeEnum.BOV a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Mvdol" .
common_domain_model:IsoCurrencyCodeEnum.BRL a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Brazilian Real" .
common_domain_model:IsoCurrencyCodeEnum.BSD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Bahamian Dollar" .
common_domain_model:IsoCurrencyCodeEnum.BTN a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Ngultrum" .
common_domain_model:IsoCurrencyCodeEnum.BWP a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Pula" .
common_domain_model:IsoCurrencyCodeEnum.BYN a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Belarusian Ruble" .
common_domain_model:IsoCurrencyCodeEnum.BZD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Belize Dollar" .
common_domain_model:IsoCurrencyCodeEnum.CAD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Canadian Dollar" .
common_domain_model:IsoCurrencyCodeEnum.CDF a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Congolese Franc" .
common_domain_model:IsoCurrencyCodeEnum.CHE a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "WIR Euro" .
common_domain_model:IsoCurrencyCodeEnum.CHF a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Swiss Franc" .
common_domain_model:IsoCurrencyCodeEnum.CHW a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "WIR Franc" .
common_domain_model:IsoCurrencyCodeEnum.CLF a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Unidad de Fomento" .
common_domain_model:IsoCurrencyCodeEnum.CLP a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Chilean Peso" .
common_domain_model:IsoCurrencyCodeEnum.CNY a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Yuan Renminbi" .
common_domain_model:IsoCurrencyCodeEnum.COP a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Colombian Peso" .
common_domain_model:IsoCurrencyCodeEnum.COU a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Unidad de Valor Real" .
common_domain_model:IsoCurrencyCodeEnum.CRC a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Costa Rican Colon" .
common_domain_model:IsoCurrencyCodeEnum.CUP a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Cuban Peso" .
common_domain_model:IsoCurrencyCodeEnum.CVE a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Cabo Verde Escudo" .
common_domain_model:IsoCurrencyCodeEnum.CZK a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Czech Koruna" .
common_domain_model:IsoCurrencyCodeEnum.DJF a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Djibouti Franc" .
common_domain_model:IsoCurrencyCodeEnum.DKK a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Danish Krone" .
common_domain_model:IsoCurrencyCodeEnum.DOP a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Dominican Peso" .
common_domain_model:IsoCurrencyCodeEnum.DZD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Algerian Dinar" .
common_domain_model:IsoCurrencyCodeEnum.EGP a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Egyptian Pound" .
common_domain_model:IsoCurrencyCodeEnum.ERN a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Nakfa" .
common_domain_model:IsoCurrencyCodeEnum.ETB a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Ethiopian Birr" .
common_domain_model:IsoCurrencyCodeEnum.EUR a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Euro" .
common_domain_model:IsoCurrencyCodeEnum.FJD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Fiji Dollar" .
common_domain_model:IsoCurrencyCodeEnum.FKP a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Falkland Islands Pound" .
common_domain_model:IsoCurrencyCodeEnum.GBP a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Pound Sterling" .
common_domain_model:IsoCurrencyCodeEnum.GEL a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Lari" .
common_domain_model:IsoCurrencyCodeEnum.GHS a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Ghana Cedi" .
common_domain_model:IsoCurrencyCodeEnum.GIP a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Gibraltar Pound" .
common_domain_model:IsoCurrencyCodeEnum.GMD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Dalasi" .
common_domain_model:IsoCurrencyCodeEnum.GNF a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Guinean Franc" .
common_domain_model:IsoCurrencyCodeEnum.GTQ a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Quetzal" .
common_domain_model:IsoCurrencyCodeEnum.GYD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Guyana Dollar" .
common_domain_model:IsoCurrencyCodeEnum.HKD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Hong Kong Dollar" .
common_domain_model:IsoCurrencyCodeEnum.HNL a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Lempira" .
common_domain_model:IsoCurrencyCodeEnum.HTG a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Gourde" .
common_domain_model:IsoCurrencyCodeEnum.HUF a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Forint" .
common_domain_model:IsoCurrencyCodeEnum.IDR a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Rupiah" .
common_domain_model:IsoCurrencyCodeEnum.ILS a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "New Israeli Sheqel" .
common_domain_model:IsoCurrencyCodeEnum.INR a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Indian Rupee" .
common_domain_model:IsoCurrencyCodeEnum.IQD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Iraqi Dinar" .
common_domain_model:IsoCurrencyCodeEnum.IRR a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Iranian Rial" .
common_domain_model:IsoCurrencyCodeEnum.ISK a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Iceland Krona" .
common_domain_model:IsoCurrencyCodeEnum.JMD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Jamaican Dollar" .
common_domain_model:IsoCurrencyCodeEnum.JOD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Jordanian Dinar" .
common_domain_model:IsoCurrencyCodeEnum.JPY a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Yen" .
common_domain_model:IsoCurrencyCodeEnum.KES a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Kenyan Shilling" .
common_domain_model:IsoCurrencyCodeEnum.KGS a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Som" .
common_domain_model:IsoCurrencyCodeEnum.KHR a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Riel" .
common_domain_model:IsoCurrencyCodeEnum.KMF a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Comorian Franc " .
common_domain_model:IsoCurrencyCodeEnum.KPW a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "North Korean Won" .
common_domain_model:IsoCurrencyCodeEnum.KRW a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Won" .
common_domain_model:IsoCurrencyCodeEnum.KWD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Kuwaiti Dinar" .
common_domain_model:IsoCurrencyCodeEnum.KYD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Cayman Islands Dollar" .
common_domain_model:IsoCurrencyCodeEnum.KZT a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Tenge" .
common_domain_model:IsoCurrencyCodeEnum.LAK a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Lao Kip" .
common_domain_model:IsoCurrencyCodeEnum.LBP a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Lebanese Pound" .
common_domain_model:IsoCurrencyCodeEnum.LKR a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Sri Lanka Rupee" .
common_domain_model:IsoCurrencyCodeEnum.LRD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Liberian Dollar" .
common_domain_model:IsoCurrencyCodeEnum.LSL a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Loti" .
common_domain_model:IsoCurrencyCodeEnum.LYD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Libyan Dinar" .
common_domain_model:IsoCurrencyCodeEnum.MAD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Moroccan Dirham" .
common_domain_model:IsoCurrencyCodeEnum.MDL a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Moldovan Leu" .
common_domain_model:IsoCurrencyCodeEnum.MGA a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Malagasy Ariary" .
common_domain_model:IsoCurrencyCodeEnum.MKD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Denar" .
common_domain_model:IsoCurrencyCodeEnum.MMK a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Kyat" .
common_domain_model:IsoCurrencyCodeEnum.MNT a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Tugrik" .
common_domain_model:IsoCurrencyCodeEnum.MOP a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Pataca" .
common_domain_model:IsoCurrencyCodeEnum.MRU a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Ouguiya" .
common_domain_model:IsoCurrencyCodeEnum.MUR a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Mauritius Rupee" .
common_domain_model:IsoCurrencyCodeEnum.MVR a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Rufiyaa" .
common_domain_model:IsoCurrencyCodeEnum.MWK a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Malawi Kwacha" .
common_domain_model:IsoCurrencyCodeEnum.MXN a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Mexican Peso" .
common_domain_model:IsoCurrencyCodeEnum.MXV a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Mexican Unidad de Inversion (UDI)" .
common_domain_model:IsoCurrencyCodeEnum.MYR a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Malaysian Ringgit" .
common_domain_model:IsoCurrencyCodeEnum.MZN a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Mozambique Metical" .
common_domain_model:IsoCurrencyCodeEnum.NAD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Namibia Dollar" .
common_domain_model:IsoCurrencyCodeEnum.NGN a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Naira" .
common_domain_model:IsoCurrencyCodeEnum.NIO a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Cordoba Oro" .
common_domain_model:IsoCurrencyCodeEnum.NOK a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Norwegian Krone" .
common_domain_model:IsoCurrencyCodeEnum.NPR a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Nepalese Rupee" .
common_domain_model:IsoCurrencyCodeEnum.NZD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "New Zealand Dollar" .
common_domain_model:IsoCurrencyCodeEnum.OMR a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Rial Omani" .
common_domain_model:IsoCurrencyCodeEnum.PAB a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Balboa" .
common_domain_model:IsoCurrencyCodeEnum.PEN a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Sol" .
common_domain_model:IsoCurrencyCodeEnum.PGK a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Kina" .
common_domain_model:IsoCurrencyCodeEnum.PHP a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Philippine Peso" .
common_domain_model:IsoCurrencyCodeEnum.PKR a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Pakistan Rupee" .
common_domain_model:IsoCurrencyCodeEnum.PLN a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Zloty" .
common_domain_model:IsoCurrencyCodeEnum.PYG a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Guarani" .
common_domain_model:IsoCurrencyCodeEnum.QAR a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Qatari Rial" .
common_domain_model:IsoCurrencyCodeEnum.RON a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Romanian Leu" .
common_domain_model:IsoCurrencyCodeEnum.RSD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Serbian Dinar" .
common_domain_model:IsoCurrencyCodeEnum.RUB a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Russian Ruble" .
common_domain_model:IsoCurrencyCodeEnum.RWF a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Rwanda Franc" .
common_domain_model:IsoCurrencyCodeEnum.SAR a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Saudi Riyal" .
common_domain_model:IsoCurrencyCodeEnum.SBD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Solomon Islands Dollar" .
common_domain_model:IsoCurrencyCodeEnum.SCR a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Seychelles Rupee" .
common_domain_model:IsoCurrencyCodeEnum.SDG a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Sudanese Pound" .
common_domain_model:IsoCurrencyCodeEnum.SEK a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Swedish Krona" .
common_domain_model:IsoCurrencyCodeEnum.SGD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Singapore Dollar" .
common_domain_model:IsoCurrencyCodeEnum.SHP a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Saint Helena Pound" .
common_domain_model:IsoCurrencyCodeEnum.SLE a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Leone" .
common_domain_model:IsoCurrencyCodeEnum.SOS a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Somali Shilling" .
common_domain_model:IsoCurrencyCodeEnum.SRD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Surinam Dollar" .
common_domain_model:IsoCurrencyCodeEnum.SSP a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "South Sudanese Pound" .
common_domain_model:IsoCurrencyCodeEnum.STN a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Dobra" .
common_domain_model:IsoCurrencyCodeEnum.SVC a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "El Salvador Colon" .
common_domain_model:IsoCurrencyCodeEnum.SYP a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Syrian Pound" .
common_domain_model:IsoCurrencyCodeEnum.SZL a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Lilangeni" .
common_domain_model:IsoCurrencyCodeEnum.THB a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Baht" .
common_domain_model:IsoCurrencyCodeEnum.TJS a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Somoni" .
common_domain_model:IsoCurrencyCodeEnum.TMT a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Turkmenistan New Manat" .
common_domain_model:IsoCurrencyCodeEnum.TND a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Tunisian Dinar" .
common_domain_model:IsoCurrencyCodeEnum.TOP a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Pa’anga" .
common_domain_model:IsoCurrencyCodeEnum.TRY a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Turkish Lira" .
common_domain_model:IsoCurrencyCodeEnum.TTD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Trinidad and Tobago Dollar" .
common_domain_model:IsoCurrencyCodeEnum.TWD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "New Taiwan Dollar" .
common_domain_model:IsoCurrencyCodeEnum.TZS a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Tanzanian Shilling" .
common_domain_model:IsoCurrencyCodeEnum.UAH a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Hryvnia" .
common_domain_model:IsoCurrencyCodeEnum.UGX a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Uganda Shilling" .
common_domain_model:IsoCurrencyCodeEnum.USD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "US Dollar" .
common_domain_model:IsoCurrencyCodeEnum.USN a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "US Dollar (Next day)" .
common_domain_model:IsoCurrencyCodeEnum.UYI a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Uruguay Peso en Unidades Indexadas (UI)" .
common_domain_model:IsoCurrencyCodeEnum.UYU a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Peso Uruguayo" .
common_domain_model:IsoCurrencyCodeEnum.UYW a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Unidad Previsional" .
common_domain_model:IsoCurrencyCodeEnum.UZS a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Uzbekistan Sum" .
common_domain_model:IsoCurrencyCodeEnum.VED a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "BolxEDvar Soberano" .
common_domain_model:IsoCurrencyCodeEnum.VES a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "BolxEDvar Soberano" .
common_domain_model:IsoCurrencyCodeEnum.VND a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Dong" .
common_domain_model:IsoCurrencyCodeEnum.VUV a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Vatu" .
common_domain_model:IsoCurrencyCodeEnum.WST a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Tala" .
common_domain_model:IsoCurrencyCodeEnum.XAD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Arab Accounting Dinar" .
common_domain_model:IsoCurrencyCodeEnum.XAF a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "CFA Franc BEAC" .
common_domain_model:IsoCurrencyCodeEnum.XAG a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Silver" .
common_domain_model:IsoCurrencyCodeEnum.XAU a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Gold" .
common_domain_model:IsoCurrencyCodeEnum.XBA a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Bond Markets Unit European Composite Unit (EURCO)" .
common_domain_model:IsoCurrencyCodeEnum.XBB a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Bond Markets Unit European Monetary Unit (E.M.U.-6)" .
common_domain_model:IsoCurrencyCodeEnum.XBC a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Bond Markets Unit European Unit of Account 9 (E.U.A.-9)" .
common_domain_model:IsoCurrencyCodeEnum.XBD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Bond Markets Unit European Unit of Account 17 (E.U.A.-17)" .
common_domain_model:IsoCurrencyCodeEnum.XCD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "East Caribbean Dollar" .
common_domain_model:IsoCurrencyCodeEnum.XCG a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Caribbean Guilder" .
common_domain_model:IsoCurrencyCodeEnum.XDR a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "SDR (Special Drawing Right)" .
common_domain_model:IsoCurrencyCodeEnum.XOF a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "CFA Franc BCEAO" .
common_domain_model:IsoCurrencyCodeEnum.XPD a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Palladium" .
common_domain_model:IsoCurrencyCodeEnum.XPF a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "CFP Franc" .
common_domain_model:IsoCurrencyCodeEnum.XPT a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Platinum" .
common_domain_model:IsoCurrencyCodeEnum.XSU a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Sucre" .
common_domain_model:IsoCurrencyCodeEnum.XTS a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Codes specifically reserved for testing purposes" .
common_domain_model:IsoCurrencyCodeEnum.XUA a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "ADB Unit of Account" .
common_domain_model:IsoCurrencyCodeEnum.XXX a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "The codes assigned for transactions where no currency is involved" .
common_domain_model:IsoCurrencyCodeEnum.YER a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Yemeni Rial" .
common_domain_model:IsoCurrencyCodeEnum.ZAR a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Rand" .
common_domain_model:IsoCurrencyCodeEnum.ZMW a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Zambian Kwacha" .
common_domain_model:IsoCurrencyCodeEnum.ZWG a common_domain_model:IsoCurrencyCodeEnum ;
rdfs:comment "Zimbabwe Gold" .
common_domain_model:AlternativeToInterestAmountEnum a rdfs:Class ;
rdfs:comment "If there is an alternative to interest amounts, how is it specified?" .
common_domain_model:AlternativeToInterestAmountEnum.STANDARD a common_domain_model:AlternativeToInterestAmountEnum ;
rdfs:comment "Interest amount is not transferred if transfer would create or increase a delivery amount." .
common_domain_model:AlternativeToInterestAmountEnum.ACTUAL_AMOUNT_RECEIVED a common_domain_model:AlternativeToInterestAmountEnum ;
rdfs:comment "The standard calculation of the Interest Amount is replaced with the amount of interest the secured party actually receives in relation to the Cash collateral." .
common_domain_model:AlternativeToInterestAmountEnum.TRANSFER_IF_DELIVERY_AMOUNT_BELOW_MTA a common_domain_model:AlternativeToInterestAmountEnum ;
rdfs:comment "Interest amount is not transferred if transfer would create or increase a delivery amount. (This is the 'Standard' provision). However, interest Amount will be transferred if Delivery Amount is below Minimum Transfer Amount." .
common_domain_model:AlternativeToInterestAmountEnum.OTHER a common_domain_model:AlternativeToInterestAmountEnum ;
rdfs:comment "An other alternative option outside these choices that can be described as an alternative provision." .
common_domain_model:FloatingRateIndexEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify the list of floating rate index." .
common_domain_model:FloatingRateIndexEnum.AED_EBOR_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AED_EIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_AONIA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_AONIA_OIS_COMPOUND_1 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_AONIA_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_AONIA_OIS_COMPOUND_SWAP_MARKER a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_BBR_AUBBSW a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_BBR_BBSW a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_BBR_BBSW_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_BBR_BBSY_BID a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_BBR_ISDC a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_BBSW a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_BBSW_QUARTERLY_SWAP_RATE_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_BBSW_SEMI_ANNUAL_SWAP_RATE_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_BBSY_BID a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_LIBOR_BBA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_LIBOR_BBA_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_LIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_QUARTERLY_SWAP_RATE_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_QUARTERLY_SWAP_RATE_ICAP_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_SEMI_ANNUAL_SWAP_RATE_11_00_BGCANTOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_SEMI_ANNUAL_SWAP_RATE_BGCANTOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_SEMI_ANNUAL_SWAP_RATE_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_SEMI_ANNUAL_SWAP_RATE_ICAP_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.AUD_SWAP_RATE_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.BRL_CDI a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CAD_BA_CDOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CAD_BA_CDOR_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CAD_BA_ISDD a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CAD_BA_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CAD_BA_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CAD_BA_TELERATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CAD_CDOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CAD_CORRA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CAD_CORRA_CAN_DEAL_TMX_TERM a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CAD_CORRA_COMPOUNDED_INDEX a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CAD_CORRA_OIS_COMPOUND_1 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CAD_CORRA_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CAD_ISDA_SWAP_RATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CAD_LIBOR_BBA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CAD_LIBOR_BBA_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CAD_LIBOR_BBA_SWAP_MARKER a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CAD_LIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CAD_REPO_CORRA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CAD_TBILL_ISDD a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CAD_TBILL_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CAD_TBILL_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CAD_TBILL_TELERATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_3_M_LIBOR_SWAP_CME_VS_LCH_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_3_M_LIBOR_SWAP_CME_VS_LCH_ICAP_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_3_M_LIBOR_SWAP_EUREX_VS_LCH_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_3_M_LIBOR_SWAP_EUREX_VS_LCH_ICAP_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_6_M_LIBOR_SWAP_CME_VS_LCH_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_6_M_LIBORSWAP_CME_VS_LCH_ICAP_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_6_M_LIBOR_SWAP_EUREX_VS_LCH_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_6_M_LIBOR_SWAP_EUREX_VS_LCH_ICAP_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_ANNUAL_SWAP_RATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_ANNUAL_SWAP_RATE_11_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_ANNUAL_SWAP_RATE_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_BASIS_SWAP_3_M_VS_6_M_LIBOR_11_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_ISDAFIX_SWAP_RATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_LIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_LIBOR_BBA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_LIBOR_BBA_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_LIBOR_ISDA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_LIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_OIS_11_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_SARON a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_SARON_AVERAGE_12_M a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_SARON_AVERAGE_1_M a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_SARON_AVERAGE_1_W a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_SARON_AVERAGE_2_M a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_SARON_AVERAGE_3_M a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_SARON_AVERAGE_6_M a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_SARON_AVERAGE_9_M a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_SARON_COMPOUNDED_INDEX a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_SARON_OIS_COMPOUND_1 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_SARON_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_TOIS_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CHF_USD_BASIS_SWAPS_11_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CL_CLICP_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CLP_ICP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CLP_TNA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Refers to the Indice Camara Promedio ('ICP') rate for Chilean Pesos which, for a Reset Date, is determined and published by the Asociacion de Bancos e Instituciones Financieras de Chile A.G. ('ABIF') in accordance with the 'Reglamento Indice de Camara Promedio' of the ABIF as published in the Diario Oficial de la Republica de Chile (the 'ICP Rules') and which is reported on the ABIF website by not later than 10:00 a.m., Santiago time, on that Reset Date." .
common_domain_model:FloatingRateIndexEnum.CNH_HIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CNH_HIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CNH_HIBOR_TMA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CNY_7_REPO_COMPOUNDING_DATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CNY_CNREPOFIX_CFXS_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CNY_DEPOSIT_RATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CNY_FIXING_REPO_RATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CNY_LPR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CNY_PBOCB_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CNY_QUARTERLY_7_DAY_REPO_NON_DELIVERABLE_SWAP_RATE_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CNY_QUARTERLY_7_DAY_REPO_NON_DELIVERABLE_SWAP_RATE_TRADITION_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CNY_QUARTERLY_7_D_REPO_NDS_RATE_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CNY_SEMI_ANNUAL_SWAP_RATE_11_00_BGCANTOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CNY_SEMI_ANNUAL_SWAP_RATE_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CNY_SHIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CNY_SHIBOR_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CNY_SHIBOR_OIS_COMPOUNDING a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CNY_SHIBOR_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.." .
common_domain_model:FloatingRateIndexEnum.COP_IBR_OIS_COMPOUND_1 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.COP_IBR_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CZK_ANNUAL_SWAP_RATE_11_00_BGCANTOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CZK_ANNUAL_SWAP_RATE_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CZK_CZEONIA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CZK_CZEONIA_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CZK_PRIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CZK_PRIBOR_PRBO a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.CZK_PRIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.DKK_CIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.DKK_CIBOR_2 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.DKK_CIBOR_2_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.DKK_CIBOR_2_DKNA_13 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.DKK_CIBOR_DKNA_13 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.DKK_CIBOR_DKNA_13_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.DKK_CIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.DKK_CITA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.DKK_CITA_DKNA_14_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.DKK_DESTR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.DKK_DESTR_COMPOUNDED_INDEX a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.DKK_DESTR_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.DKK_DKKOIS_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.DKK_TOM_NEXT_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_3_M_EURIBOR_SWAP_CME_VS_LCH_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_3_M_EURIBOR_SWAP_CME_VS_LCH_ICAP_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_3_M_EURIBOR_SWAP_EUREX_VS_LCH_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_3_M_EURIBOR_SWAP_EUREX_VS_LCH_ICAP_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_6_M_EURIBOR_SWAP_CME_VS_LCH_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_6_M_EURIBOR_SWAP_CME_VS_LCH_ICAP_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_6_M_EURIBOR_SWAP_EUREX_VS_LCH_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_6_M_EURIBOR_SWAP_EUREX_VS_LCH_ICAP_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_ANNUAL_SWAP_RATE_10_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_ANNUAL_SWAP_RATE_10_00_BGCANTOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_ANNUAL_SWAP_RATE_10_00_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_ANNUAL_SWAP_RATE_10_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_ANNUAL_SWAP_RATE_10_00_SWAP_MARKER a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_ANNUAL_SWAP_RATE_10_00_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_ANNUAL_SWAP_RATE_11_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_ANNUAL_SWAP_RATE_11_00_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_ANNUAL_SWAP_RATE_11_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_ANNUAL_SWAP_RATE_11_00_SWAP_MARKER a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_ANNUAL_SWAP_RATE_3_MONTH a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_ANNUAL_SWAP_RATE_3_MONTH_SWAP_MARKER a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_ANNUAL_SWAP_RATE_4_15_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_ANNUAL_SWAP_RATE_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_BASIS_SWAP_EONIA_VS_3_M_EUR_IBOR_SWAP_RATES_A_360_10_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_CNO_TEC_10 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EONIA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EONIA_AVERAGE_1 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EONIA_AVERAGE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EONIA_OIS_10_00_BGCANTOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EONIA_OIS_10_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EONIA_OIS_10_00_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EONIA_OIS_11_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EONIA_OIS_4_15_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EONIA_OIS_COMPOUND_1 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EONIA_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EONIA_OIS_COMPOUND_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EONIA_SWAP_INDEX a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURIBOR_ACT_365 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURIBOR_ACT_365_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURIBOR_ANNUAL_BOND_SWAP_VS_1_M_11_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURIBOR_BASIS_SWAP_1_M_VS_3_M_EURIBOR_11_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURIBOR_BASIS_SWAP_3_M_VS_6_M_11_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURIBOR_ICE_SWAP_RATE_11_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURIBOR_ICE_SWAP_RATE_12_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURIBOR_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURIBOR_TELERATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURONIA_OIS_COMPOUND_1 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURONIA_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURO_STR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURO_STR_AVERAGE_12_M a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURO_STR_AVERAGE_1_M a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURO_STR_AVERAGE_1_W a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURO_STR_AVERAGE_3_M a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURO_STR_AVERAGE_6_M a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURO_STR_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURO_STR_COMPOUNDED_INDEX a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURO_STR_FTSE_TERM a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURO_STR_ICE_COMPOUNDED_INDEX a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURO_STR_ICE_COMPOUNDED_INDEX_0_FLOOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURO_STR_ICE_COMPOUNDED_INDEX_0_FLOOR_2_D_LAG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURO_STR_ICE_COMPOUNDED_INDEX_0_FLOOR_5_D_LAG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURO_STR_ICE_COMPOUNDED_INDEX_2_D_LAG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURO_STR_ICE_COMPOUNDED_INDEX_5_D_LAG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURO_STR_ICE_SWAP_RATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURO_STR_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_EURO_STR_TERM a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_ISDA_EURIBOR_SWAP_RATE_11_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_ISDA_EURIBOR_SWAP_RATE_12_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_ISDA_LIBOR_SWAP_RATE_10_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_ISDA_LIBOR_SWAP_RATE_11_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_LIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_LIBOR_BBA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_LIBOR_BBA_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_LIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_TAM_CDC a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_TEC_10_CNO a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_TEC_10_CNO_SWAP_MARKER a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_TEC_10_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_TEC_5_CNO a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_TEC_5_CNO_SWAP_MARKER a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_TEC_5_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_TMM_CDC_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.EUR_USD_BASIS_SWAPS_11_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_6_M_LIBOR_SWAP_CME_VS_LCH_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_6_M_LIBOR_SWAP_CME_VS_LCH_ICAP_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_6_M_LIBOR_SWAP_EUREX_VS_LCH_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_6_M_LIBOR_SWAP_EUREX_VS_LCH_ICAP_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_ISDA_SWAP_RATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_LIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_LIBOR_BBA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_LIBOR_BBA_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_LIBOR_ICE_SWAP_RATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_LIBOR_ISDA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_LIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_RONIA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_RONIA_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SEMI_ANNUAL_SWAP_RATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SEMI_ANNUAL_SWAP_RATE_11_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SEMI_ANNUAL_SWAP_RATE_11_00_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SEMI_ANNUAL_SWAP_RATE_4_15_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SEMI_ANNUAL_SWAP_RATE_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SEMI_ANNUAL_SWAP_RATE_SWAP_MARKER_26 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SONIA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SONIA_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SONIA_COMPOUNDED_INDEX a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SONIA_FTSE_TERM a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SONIA_ICE_COMPOUNDED_INDEX a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SONIA_ICE_COMPOUNDED_INDEX_0_FLOOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SONIA_ICE_COMPOUNDED_INDEX_0_FLOOR_2_D_LAG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SONIA_ICE_COMPOUNDED_INDEX_0_FLOOR_5_D_LAG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SONIA_ICE_COMPOUNDED_INDEX_2_D_LAG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SONIA_ICE_COMPOUNDED_INDEX_5_D_LAG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SONIA_ICE_SWAP_RATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SONIA_ICE_TERM a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SONIA_OIS_11_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SONIA_OIS_11_00_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SONIA_OIS_4_15_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SONIA_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_SONIA_SWAP_RATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_UK_BASE_RATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_USD_BASIS_SWAPS_11_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_WMBA_RONIA_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GBP_WMBA_SONIA_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GRD_ATHIBOR_ATHIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GRD_ATHIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GRD_ATHIBOR_TELERATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GRD_ATHIMID_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.GRD_ATHIMID_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HKD_HIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HKD_HIBOR_HIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HKD_HIBOR_HIBOR_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HKD_HIBOR_HKAB a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HKD_HIBOR_HKAB_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HKD_HIBOR_ISDC a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HKD_HIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HKD_HONIA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HKD_HONIA_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HKD_HONIX_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HKD_ISDA_SWAP_RATE_11_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HKD_ISDA_SWAP_RATE_4_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HKD_QUARTERLY_ANNUAL_SWAP_RATE_11_00_BGCANTOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HKD_QUARTERLY_ANNUAL_SWAP_RATE_11_00_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HKD_QUARTERLY_ANNUAL_SWAP_RATE_4_00_BGCANTOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HKD_QUARTERLY_ANNUAL_SWAP_RATE_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HKD_QUARTERLY_QUARTERLY_SWAP_RATE_11_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HKD_QUARTERLY_QUARTERLY_SWAP_RATE_4_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HKD_QUARTERLY_QUARTERLY_SWAP_RATE_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HUF_BUBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HUF_BUBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HUF_BUBOR_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HUF_HUFONIA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.HUF_HUFONIA_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.IDR_IDMA_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.IDR_IDRFIX a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.IDR_INDONIA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.IDR_INDONIA_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.IDR_JIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.IDR_JIBOR_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.IDR_SBI_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.IDR_SEMI_ANNUAL_SWAP_RATE_11_00_BGCANTOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.IDR_SEMI_ANNUAL_SWAP_RATE_NON_DELIVERABLE_16_00_TULLETT_PREBON a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.IDR_SEMI_ANNUAL_SWAP_RATE_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.IDR_SOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.IDR_SOR_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.IDR_SOR_TELERATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.ILS_SHIR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.ILS_SHIR_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.ILS_TELBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.ILS_TELBOR_01_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.ILS_TELBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.INR_BMK a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.INR_CMT a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.INR_FBIL_MIBOR_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.INR_INBMK_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.INR_MIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.INR_MIBOR_OIS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.INR_MIBOR_OIS_COMPOUND_1 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.INR_MIBOR_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.INR_MIFOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.INR_MIOIS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.INR_MITOR_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.INR_MODIFIED_MIFOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.INR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.INR_SEMI_ANNUAL_SWAP_RATE_11_30_BGCANTOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.INR_SEMI_ANNUAL_SWAP_RATE_NON_DELIVERABLE_16_00_TULLETT_PREBON a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.INR_SEMI_ANNUAL_SWAP_RATE_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.INR_SORR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.INR_SORR_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.ISK_REIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.ISK_REIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.ISK_REIBOR_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_ANNUAL_SWAP_RATE_11_00_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_ANNUAL_SWAP_RATE_3_00_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_BBSF_BLOOMBERG_10_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_BBSF_BLOOMBERG_15_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_EUROYEN_TIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_ISDA_SWAP_RATE_10_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_ISDA_SWAP_RATE_15_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_LIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_LIBOR_BBA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_LIBOR_BBA_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_LIBOR_FRASETT a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_LIBOR_ISDA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_LIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_LIBOR_TSR_10_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_LIBOR_TSR_15_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_LTPR_MHBK a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_LTPR_MHCB a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_LTPR_TBC a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_MUTANCALL_TONAR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_OIS_11_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_OIS_11_00_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_OIS_3_00_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_QUOTING_BANKS_LIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_STPR_QUOTING_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TIBOR_17096 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TIBOR_17097 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TIBOR_DTIBOR_01 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TIBOR_TIBM a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TIBOR_TIBM_10_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TIBOR_TIBM_5_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TIBOR_TIBM_ALL_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TIBOR_TIBM_ALL_BANKS_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TIBOR_TIBM_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TIBOR_ZTIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TONA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TONA_AVERAGE_180_D a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TONA_AVERAGE_30_D a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TONA_AVERAGE_90_D a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TONA_COMPOUNDED_INDEX a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TONA_ICE_COMPOUNDED_INDEX a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TONA_ICE_COMPOUNDED_INDEX_0_FLOOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TONA_ICE_COMPOUNDED_INDEX_0_FLOOR_2_D_LAG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TONA_ICE_COMPOUNDED_INDEX_0_FLOOR_5_D_LAG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TONA_ICE_COMPOUNDED_INDEX_2_D_LAG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TONA_ICE_COMPOUNDED_INDEX_5_D_LAG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TONA_OIS_COMPOUND_1 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TONA_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TONA_TSR_10_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TONA_TSR_15_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TORF_QUICK a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TSR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TSR_REUTERS_10_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TSR_REUTERS_15_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TSR_TELERATE_10_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_TSR_TELERATE_15_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.JPY_USD_BASIS_SWAPS_11_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.KRW_BOND_3222 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.KRW_CD_3220 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.KRW_CD_91_D a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.KRW_CD_KSDA_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.KRW_KOFR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.KRW_KOFR_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.KRW_QUARTERLY_ANNUAL_SWAP_RATE_3_30_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.MXN_TIIE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.MXN_TIIE_BANXICO a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.MXN_TIIE_BANXICO_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.MXN_TIIE_BANXICO_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.MXN_TIIE_ON a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.MXN_TIIE_ON_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.MXN_TIIE_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.MYR_KLIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.MYR_KLIBOR_BNM a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.MYR_KLIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.MYR_MYOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.MYR_MYOR_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.MYR_QUARTERLY_SWAP_RATE_11_00_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.MYR_QUARTERLY_SWAP_RATE_TRADITION_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.NOK_NIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.NOK_NIBOR_NIBR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.NOK_NIBOR_NIBR_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.NOK_NIBOR_NIBR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.NOK_NIBOR_OIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.NOK_NIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.NOK_NOWA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.NOK_NOWA_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.NZD_BBR_BID a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.NZD_BBR_FRA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.NZD_BBR_ISDC a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.NZD_BBR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.NZD_BBR_TELERATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.NZD_BKBM_BID a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.NZD_BKBM_FRA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.NZD_BKBM_FRA_SWAP_RATE_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.NZD_NZIONA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction. NOTE: In accordance with Section 2.1.11(ii) (New Zealand Business Days), from the date on which the New Zealand Financial Markets Association's 'New Zealand Business Day Guidance' (proposed effective date of October 6, 2025) becomes effective, the reference to a 'Wellington and Auckland Business Day' will be deemed to be replaced with a reference to a 'New Zealand Business Day' for all Transactions entered into from (and including) that effective date." .
common_domain_model:FloatingRateIndexEnum.NZD_NZIONA_OIS_COMPOUND_1 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction. NOTE: In accordance with Section 2.1.11(ii) (New Zealand Business Days), from the date on which the New Zealand Financial Markets Association's 'New Zealand Business Day Guidance' (proposed effective date of October 6, 2025) becomes effective, the reference to a 'Wellington and Auckland Business Day' will be deemed to be replaced with a reference to a 'New Zealand Business Day' for all Transactions entered into from (and including) that effective date." .
common_domain_model:FloatingRateIndexEnum.NZD_NZIONA_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.NZD_SEMI_ANNUAL_SWAP_RATE_11_00_BGCANTOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.NZD_SEMI_ANNUAL_SWAP_RATE_BGCANTOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.NZD_SWAP_RATE_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.NZD_SWAP_RATE_ICAP_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.PHP_ORR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.PHP_PHIREF a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.PHP_PHIREF_BAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.PHP_PHIREF_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.PHP_PHIREF_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.PHP_SEMI_ANNUAL_SWAP_RATE_11_00_BGCANTOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.PHP_SEMI_ANNUAL_SWAP_RATE_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.PLN_POLONIA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.PLN_POLONIA_OIS_COMPOUND_1 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.PLN_POLONIA_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.PLN_POLSTR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.PLN_POLSTR_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.PLN_WIBID a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.PLN_WIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.PLN_WIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.PLN_WIBOR_WIBO a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.PLN_WIRON a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.PLN_WIRON_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.PLZ_WIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.PLZ_WIBOR_WIBO a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.REPOFUNDS_RATE_FRANCE_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.REPOFUNDS_RATE_GERMANY_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.REPOFUNDS_RATE_ITALY_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.RON_ANNUAL_SWAP_RATE_11_00_BGCANTOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.RON_ANNUAL_SWAP_RATE_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.RON_RBOR_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.RON_ROBID a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.RON_ROBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.RUB_ANNUAL_SWAP_RATE_11_00_BGCANTOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.RUB_ANNUAL_SWAP_RATE_12_45_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.RUB_ANNUAL_SWAP_RATE_4_15_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.RUB_ANNUAL_SWAP_RATE_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.RUB_ANNUAL_SWAP_RATE_TRADITION_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.RUB_KEY_RATE_CBRF a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.RUB_MOS_PRIME a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.RUB_MOSPRIME_NFEA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.RUB_MOSPRIME_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.RUB_RUONIA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.RUB_RUONIA_OIS_COMPOUND_1 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.RUB_RUONIA_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SAR_SAIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SAR_SRIOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SAR_SRIOR_SUAA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SEK_ANNUAL_SWAP_RATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SEK_ANNUAL_SWAP_RATE_SESWFI a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SEK_SIOR_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SEK_STIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SEK_STIBOR_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SEK_STIBOR_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SEK_STIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SEK_STIBOR_SIDE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SEK_SWESTR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SEK_SWESTR_AVERAGE_1_M a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SEK_SWESTR_AVERAGE_1_W a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SEK_SWESTR_AVERAGE_2_M a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SEK_SWESTR_AVERAGE_3_M a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SEK_SWESTR_AVERAGE_6_M a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SEK_SWESTR_COMPOUNDED_INDEX a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SEK_SWESTR_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SEMI_ANNUAL_CURRENCY_BASIS_SWAP_RATE_11_00_TULLETT_PREBON a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SEMI_ANNUAL_CURRENCY_BASIS_SWAP_RATE_16_00_TULLETT_PREBON a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SEMI_ANNUAL_SWAP_RATE_11_00_BGCANTOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SEMI_ANNUAL_SWAP_RATE_11_00_TULLETT_PREBON a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SEMI_ANNUAL_SWAP_RATE_11_00_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SEMI_ANNUAL_SWAP_RATE_16_00_TULLETT_PREBON a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SEMI_ANNUAL_SWAP_RATE_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SEMI_ANNUAL_SWAP_RATE_ICAP_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SEMI_ANNUAL_SWAP_RATE_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SEMI_ANNUAL_SWAP_RATE_TRADITION_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SIBOR_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SIBOR_TELERATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SONAR_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SONAR_OIS_VWAP_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SORA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SORA_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SORA_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SOR_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SOR_TELERATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SOR_VWAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SGD_SOR_VWAP_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SKK_BRIBOR_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SKK_BRIBOR_BRBO a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SKK_BRIBOR_NBSK_07 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.SKK_BRIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.THB_SEMI_ANNUAL_SWAP_RATE_11_00_BGCANTOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.THB_SEMI_ANNUAL_SWAP_RATE_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.THB_SOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.THB_SOR_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.THB_SOR_TELERATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.THB_THBFIX a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.THB_THBFIX_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.THB_THBFIX_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.THB_THOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.THB_THOR_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.THB_THOR_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.TRY_ANNUAL_SWAP_RATE_11_00_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.TRY_ANNUAL_SWAP_RATE_11_15_BGCANTOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.TRY_ANNUAL_SWAP_RATE_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.TRY_SEMI_ANNUAL_SWAP_RATE_TRADITION_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.TRY_TLREF a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.TRY_TLREF_OIS_COMPOUND_1 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.TRY_TLREF_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.TRY_TRLIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.TRY_TRYIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.TRY_TRYIBOR_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.TWD_QUARTERLY_ANNUAL_SWAP_RATE_11_00_BGCANTOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.TWD_QUARTERLY_ANNUAL_SWAP_RATE_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.TWD_REFERENCE_DEALERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.TWD_REUTERS_6165 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.TWD_TAIBIR_01 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.TWD_TAIBIR_02 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.TWD_TAIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.TWD_TAIBOR_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.TWD_TAIBOR_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.TWD_TELERATE_6165 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.TWD_TWCPBA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.UK_BASE_RATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_3_M_LIBOR_SWAP_CME_VS_LCH_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_3_M_LIBOR_SWAP_CME_VS_LCH_ICAP_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_6_M_LIBOR_SWAP_CME_VS_LCH_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_6_M_LIBOR_SWAP_CME_VS_LCH_ICAP_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_AMERIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_AMERIBOR_AVERAGE_30_D a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_AMERIBOR_AVERAGE_90_D a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_AMERIBOR_TERM a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_AMERIBOR_TERM_STRUCTURE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_ANNUAL_SWAP_RATE_11_00_BGCANTOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_ANNUAL_SWAP_RATE_11_00_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_ANNUAL_SWAP_RATE_4_00_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_AXI_TERM a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_BA_H_15 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_BA_REFERENCE_DEALERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_BMA_MUNICIPAL_SWAP_INDEX a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_BSBY a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_CD_H_15 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_CD_REFERENCE_DEALERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_CMS_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_CMS_REFERENCE_BANKS_ICAP_SWAP_PX a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_CMS_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_CMS_TELERATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_CMT a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_CMT_AVERAGE_1_W a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_CMT_T_7051 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_CMT_T_7052 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_COF_11_FHLBSF a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_COF_11_REUTERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_COF_11_TELERATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_COFI a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_CP_H_15 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_CP_MONEY_MARKET_YIELD a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_CP_REFERENCE_DEALERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_CRITR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_FEDERAL_FUNDS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_FEDERAL_FUNDS_H_15 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_FEDERAL_FUNDS_H_15_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_FEDERAL_FUNDS_H_15_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_FEDERAL_FUNDS_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_FEDERAL_FUNDS_REFERENCE_DEALERS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_FFCB_DISCO a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_FXI_TERM a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_ISDAFIX_3_SWAP_RATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_ISDAFIX_3_SWAP_RATE_3_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_ISDA_SWAP_RATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_ISDA_SWAP_RATE_3_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_LIBOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_LIBOR_BBA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_LIBOR_BBA_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_LIBOR_ICE_SWAP_RATE_11_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_LIBOR_ICE_SWAP_RATE_15_00 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_LIBOR_ISDA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_LIBOR_LIBO a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_LIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_MUNICIPAL_SWAP_INDEX a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_MUNICIPAL_SWAP_LIBOR_RATIO_11_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_MUNICIPAL_SWAP_RATE_11_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_OIS_11_00_BGCANTOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_OIS_11_00_LON_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_OIS_11_00_NY_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_OIS_11_00_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_OIS_3_00_BGCANTOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_OIS_3_00_NY_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_OIS_4_00_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_OVERNIGHT_BANK_FUNDING_RATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_PRIME a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_PRIME_H_15 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_PRIME_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_S_P_INDEX_HIGH_GRADE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_SAND_P_INDEX_HIGH_GRADE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_SIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_SIBOR_SIBO a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_SIFMA_MUNICIPAL_SWAP_INDEX a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_SOFR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_SOFR_AVERAGE_180_D a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_SOFR_AVERAGE_30_D a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_SOFR_AVERAGE_90_D a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_SOFR_CME_TERM a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_SOFR_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_SOFR_COMPOUNDED_INDEX a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_SOFR_ICE_COMPOUNDED_INDEX a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_SOFR_ICE_COMPOUNDED_INDEX_0_FLOOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_SOFR_ICE_COMPOUNDED_INDEX_0_FLOOR_2_D_LAG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_SOFR_ICE_COMPOUNDED_INDEX_0_FLOOR_5_D_LAG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_SOFR_ICE_COMPOUNDED_INDEX_2_D_LAG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_SOFR_ICE_COMPOUNDED_INDEX_5_D_LAG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_SOFR_ICE_SWAP_RATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_SOFR_ICE_SWAP_RATE_SPREADS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_SOFR_ICE_TERM a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_SOFR_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_SWAP_RATE_BCMP_1 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_TBILL_AUCTION_HIGH_RATE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_TBILL_H_15 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_TBILL_H_15_BLOOMBERG a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_TBILL_SECONDARY_MARKET a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_TBILL_SECONDARY_MARKET_BOND_EQUIVALENT_YIELD a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_TIBOR_ISDC a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_TIBOR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_TREASURY_19901_3_00_ICAP a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_TREASURY_RATE_BCMP_1 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_TREASURY_RATE_ICAP_BROKER_TEC a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_TREASURY_RATE_SWAP_MARKER_100 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_TREASURY_RATE_SWAP_MARKER_99 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_TREASURY_RATE_T_19901 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.USD_TREASURY_RATE_T_500 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.VND_SEMI_ANNUAL_SWAP_RATE_11_00_BGCANTOR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.VND_SEMI_ANNUAL_SWAP_RATE_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.ZAR_DEPOSIT_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.ZAR_DEPOSIT_SAFEX a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.ZAR_JIBAR a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.ZAR_JIBAR_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.ZAR_JIBAR_SAFEX a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.ZAR_PRIME_AVERAGE_1 a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.ZAR_PRIME_AVERAGE a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.ZAR_PRIME_AVERAGE_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.ZAR_QUARTERLY_SWAP_RATE_1_00_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.ZAR_QUARTERLY_SWAP_RATE_5_30_TRADITION a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.ZAR_QUARTERLY_SWAP_RATE_TRADITION_REFERENCE_BANKS a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.ZAR_ZARONIA a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:FloatingRateIndexEnum.ZAR_ZARONIA_OIS_COMPOUND a common_domain_model:FloatingRateIndexEnum ;
rdfs:comment "Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction." .
common_domain_model:SpreadCalculationMethodEnum a rdfs:Class ;
rdfs:comment "Method by which spread is calculated. For example on an asset swap: 'ParPar' or 'Proceeds' may be the method indicated." .
common_domain_model:SpreadCalculationMethodEnum.PAR_PAR a common_domain_model:SpreadCalculationMethodEnum .
common_domain_model:SpreadCalculationMethodEnum.PROCEEDS a common_domain_model:SpreadCalculationMethodEnum .
common_domain_model:PersonIdentifierTypeEnum a rdfs:Class ;
rdfs:comment "The enumeration values associated with person identifier sources." .
common_domain_model:PersonIdentifierTypeEnum.ARNU a common_domain_model:PersonIdentifierTypeEnum ;
rdfs:comment "Alien Registration Number, number assigned by a social security agency to identify a non-resident person." .
common_domain_model:PersonIdentifierTypeEnum.CCPT a common_domain_model:PersonIdentifierTypeEnum ;
rdfs:comment "Passport Number, number assigned by an authority to identify the passport number of a person." .
common_domain_model:PersonIdentifierTypeEnum.CUST a common_domain_model:PersonIdentifierTypeEnum ;
rdfs:comment "Customer Identification Number, number assigned by an issuer to identify a customer." .
common_domain_model:PersonIdentifierTypeEnum.DRLC a common_domain_model:PersonIdentifierTypeEnum ;
rdfs:comment "Drivers License Number, number assigned by an authority to identify a driver's license." .
common_domain_model:PersonIdentifierTypeEnum.EMPL a common_domain_model:PersonIdentifierTypeEnum ;
rdfs:comment "Employee Identification Number, number assigned by a registration authority to an employee." .
common_domain_model:PersonIdentifierTypeEnum.NIDN a common_domain_model:PersonIdentifierTypeEnum ;
rdfs:comment "National Identity Number, number assigned by an authority to identify the national identity number of a person.." .
common_domain_model:PersonIdentifierTypeEnum.SOSE a common_domain_model:PersonIdentifierTypeEnum ;
rdfs:comment "Social Security Number, number assigned by an authority to identify the social security number of a person." .
common_domain_model:PersonIdentifierTypeEnum.TXID a common_domain_model:PersonIdentifierTypeEnum ;
rdfs:comment "Tax Identification Number, number assigned by a tax authority to identify a person." .
common_domain_model:PersonIdentifierTypeEnum.NPID a common_domain_model:PersonIdentifierTypeEnum ;
rdfs:comment "Natural Person Identifier. To identify the person who is acting as private individual, not as business entity. Used for regulatory reporting." .
common_domain_model:PersonIdentifierTypeEnum.PLID a common_domain_model:PersonIdentifierTypeEnum ;
rdfs:comment "Privacy Law Identifier. It refers to the DMO Letter No. 17-16, http://www.cftc.gov/idc/groups/public/@lrlettergeneral/documents/letter/17-16.pdf" .
common_domain_model:CompareOp a rdfs:Class .
common_domain_model:CompareOp.GREATER_THAN a common_domain_model:CompareOp .
common_domain_model:CompareOp.GREATER_THAN_OR_EQUALS a common_domain_model:CompareOp .
common_domain_model:CompareOp.EQUALS a common_domain_model:CompareOp .
common_domain_model:CompareOp.LESS_THAN_OR_EQUALS a common_domain_model:CompareOp .
common_domain_model:CompareOp.LESS_THAN a common_domain_model:CompareOp .
common_domain_model:TimeUnitEnum a rdfs:Class ;
rdfs:comment "The enumeration values to qualify the allowed units of time." .
common_domain_model:TimeUnitEnum.SECOND a common_domain_model:TimeUnitEnum ;
rdfs:comment "Second" .
common_domain_model:TimeUnitEnum.MINUTE a common_domain_model:TimeUnitEnum ;
rdfs:comment "Minute" .
common_domain_model:TimeUnitEnum.HOUR a common_domain_model:TimeUnitEnum ;
rdfs:comment "Hour" .
common_domain_model:TimeUnitEnum.DAY a common_domain_model:TimeUnitEnum ;
rdfs:comment "Day" .
common_domain_model:TimeUnitEnum.WEEK a common_domain_model:TimeUnitEnum ;
rdfs:comment "Week" .
common_domain_model:TimeUnitEnum.MONTH a common_domain_model:TimeUnitEnum ;
rdfs:comment "Month" .
common_domain_model:TimeUnitEnum.YEAR a common_domain_model:TimeUnitEnum ;
rdfs:comment "Year" .
common_domain_model:CommodityInformationPublisherEnum a rdfs:Class ;
rdfs:comment "Defines a publication in which the price can be found. (e.g Gas Daily, Platts Bloomberg." .
common_domain_model:CommodityInformationPublisherEnum.ARGUS a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.ARGUS_MC_CLOSKEYS a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.ARGUS_AMERICAS_CRUDE_REPORT a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.ARGUS_BIOFUEL_REPORT a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.ARGUS_CRUDE_REPORT a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.ARGUS_EUROPEAN_PRODUCTS_REPORT a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.ARGUS_FMB a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.ARGUS_INTERNATIONAL_LPG_REPORT a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.ARGUS_LPG a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.ARGUS_NAT_GAS a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.ASSOC_BANKS_SINGAPORE a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.BAND_D a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.BALTIC_EXCHANGE a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.BANK_OF_CANADA a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.BANK_OF_ENGLAND a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.BANK_OF_JAPAN a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.BLOOMBERG a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.BLUENEXT a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.CAISO a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.CANADIAN_GAS_PRICE_REPORTER a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.CANADIAN_GAS_REPORTER a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.CHEMICAL_MARKETS_ASSOCIATION a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.CMAI_AROMATICS_MARKET_REPORT a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.CMAI_WEEKLY_METHANOL_MARKET_REPORT a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.CRU_STEEL_LONG_PRODUCT_MONITOR a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.CRU_STEEL_SHEET_PRODUCTS_MONITOR a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.DOW_JONES_ENERGY_SERVICE a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.DOW_JONES_ENERGY_SERVICE_SCREEN a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.DOW_JONES_NAT_GAS a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.EEX a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.ERCOT a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.EURO_CENTRAL_BANK a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.EURONEXMATIF a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.FEDERAL_RESERVE a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.FERTECON a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.FERTILIZER_WEEK a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.FHLBSF a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.GAS_DAILY a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.GAS_DAILY_PRICE_GUIDE a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.GLOBAL_COALE a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.GME a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.HEREN_REPORT a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.ICE a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.ICE_10_X_DAILY_NATURAL_GAS a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.ICE_10_X_DAILY_POWER a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.ICE_10_X_MONTHLY a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.ICE_DAY_AHEAD_INDEX a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.ICEECX a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.ICIS a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.INSIDE_FERC a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.IPE a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.ISDA a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.ISO_NEW_ENGLAND a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.JAPANMOFTSRR a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.LEBA a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.LONDON_BULLION_MARKET_ASSOCIATION a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.LONDONPLATINUMPALLADIUMMARKET a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.MEGAWATT_DAILY a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.METAL_BULLETIN a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.MISO a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.NATURAL_GAS_WEEK a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.NGI_BIDWEEK_SURVEY a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.NYISO a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.OBM a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.OMEL a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.OPIS a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PAPER_TRADER a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PIX a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PJM a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PLATTS_ASIA_PACIFIC a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PLATTS_ASIA_PACIFIC_ARAB_MARKETSCAN a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PLATTS_CLEAN_TANKERWIRE a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PLATTS_COAL_TRADER a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PLATTS_CRUDE_OIL_MARKETWIRE a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PLATTS_DIRTY_TAKERWIRE a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PLATTS_ENGR a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PLATTS_EUROPEAN a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PLATTS_EUROPEAN_MARKETSCAN a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PLATTS_GAS_DAILY a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PLATTS_GAS_DAILY_PRICE_GUIDE a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PLATTS_INSIDE_FERC a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PLATTS_LPG a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PLATTS_MARKETWIRE a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PLATTS_MEGAWATT_DAILY a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PLATTS_METALS_ALERT a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PLATTS_OILGRAM a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PLATTS_OILGRAM_BUNKERWIRE a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PLATTS_POLYMERSCAN a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PLATTS_TSI_IRON_ORE a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.TSI_SCRAP a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.TSI_STEEL a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PLATTS_US a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PLATTS_US_MARKETSCAN a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PPM a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PPM_EUROPE a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.PPW a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.RESERVE_BANK_AUSTRALIA a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.RESERVE_BANK_NEW_ZEALAND a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.REUTERS a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.REUTERS_SCREEN a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.RIM_INTELLIGENCE_PRODUCTS a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.SEA_PAC a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.TELERATE a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.TELERATE_SCREEN a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.UXWEEKLY a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.WORLD_CRUDE_REPORT a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:CommodityInformationPublisherEnum.WORLD_PULP_MONTHLY a common_domain_model:CommodityInformationPublisherEnum .
common_domain_model:NumberOfRatingAgenciesEnum a rdfs:Class ;
rdfs:comment "The enumerated values to define the number of Rating Agencies that must be considered to meet the rating condition." .
common_domain_model:NumberOfRatingAgenciesEnum.ALL a common_domain_model:NumberOfRatingAgenciesEnum ;
rdfs:comment "Ratings for all defined Rating Agencies will be considered." .
common_domain_model:NumberOfRatingAgenciesEnum.ANY_ONE a common_domain_model:NumberOfRatingAgenciesEnum ;
rdfs:comment "Ratings for Any 1 stated Rating Agency will be applicable." .
common_domain_model:NumberOfRatingAgenciesEnum.ANY_TWO a common_domain_model:NumberOfRatingAgenciesEnum ;
rdfs:comment "Ratings for Any 2 stated Rating Agencies will be applicable." .
common_domain_model:NumberOfRatingAgenciesEnum.OTHER a common_domain_model:NumberOfRatingAgenciesEnum ;
rdfs:comment "Utilised where the clause data structure is not able to capture a material aspect of the clause." .
common_domain_model:FxForceMajeureOrActOfSStateEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify whether such terms i.e. Force Majeure or Act Of State shall be treated either as defined per the documents applicable to the FX transaction." .
common_domain_model:FxForceMajeureOrActOfSStateEnum.TO_BE_TREATED_AS_DISRUPTION_EVENT a common_domain_model:FxForceMajeureOrActOfSStateEnum .
common_domain_model:FxForceMajeureOrActOfSStateEnum.TO_BE_TREATED_AS_FORCE_MAJEURE_OR_ACT_OF_S_STATE a common_domain_model:FxForceMajeureOrActOfSStateEnum .
common_domain_model:ProductGradeEnum a rdfs:Class ;
rdfs:comment "Identifies the grade of physical commodity product to be delivered." .
common_domain_model:ProductGradeEnum.0_1_PERCENT a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Fuel Oil." .
common_domain_model:ProductGradeEnum.0_5_PERCENT a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Fuel Oil." .
common_domain_model:ProductGradeEnum.1_0_PERCENT a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Fuel Oil." .
common_domain_model:ProductGradeEnum.10_PPM a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Gasoline." .
common_domain_model:ProductGradeEnum.10_PPM_95_R a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Gasoline." .
common_domain_model:ProductGradeEnum.10_PPM_PREMIUM_UNLEADED a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Gasoline." .
common_domain_model:ProductGradeEnum.10_PPM_REGULAR_UNLEADED a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Gasoline." .
common_domain_model:ProductGradeEnum.180_CST a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Fuel Oil." .
common_domain_model:ProductGradeEnum.3_5_PERCENT a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Fuel Oil." .
common_domain_model:ProductGradeEnum.380_CST a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Fuel Oil." .
common_domain_model:ProductGradeEnum.50_PPM a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Fuel Oil." .
common_domain_model:ProductGradeEnum.54 a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Jet Fuel." .
common_domain_model:ProductGradeEnum.55 a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Jet Fuel." .
common_domain_model:ProductGradeEnum.87_M a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Gasoline." .
common_domain_model:ProductGradeEnum.87_UNLEADED a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Gasoline." .
common_domain_model:ProductGradeEnum.87_UNLEADED_ULS_30 a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Gasoline." .
common_domain_model:ProductGradeEnum.92_UNLEADED a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Gasoline." .
common_domain_model:ProductGradeEnum.93_UNLEADED a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Gasoline." .
common_domain_model:ProductGradeEnum.95_UNLEADED a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Gasoline." .
common_domain_model:ProductGradeEnum.97_UNLEADED a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Gasoline." .
common_domain_model:ProductGradeEnum.98_UNLEADED a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Gasoline." .
common_domain_model:ProductGradeEnum.ARABIAN_LIGHT a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
common_domain_model:ProductGradeEnum.BRASS_BLEND a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Gasoline." .
a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Gasoline." .
common_domain_model:ProductGradeEnum.COLD_LAKE a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
common_domain_model:ProductGradeEnum.EDMONTON_HIGH_SULPHUR_SOUR a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Gasoline." .
common_domain_model:ProductGradeEnum.GERMAN_10_PPM a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Diesel Fuel." .
common_domain_model:ProductGradeEnum.GULF_COAST_SWEET a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
common_domain_model:ProductGradeEnum.HARDISTY_LIGHT a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
common_domain_model:ProductGradeEnum.IRANIAN_LIGHT_1 a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
common_domain_model:ProductGradeEnum.IRANIAN_LIGHT a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Jet Fuel." .
common_domain_model:ProductGradeEnum.KIRKUK_LIGHT a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
common_domain_model:ProductGradeEnum.LIGHT_LOUISIANA_SWEET a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
common_domain_model:ProductGradeEnum.LOW_SULPHUR a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Diesel Fuel." .
common_domain_model:ProductGradeEnum.LOW_SULPHUR_JET a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Jet Fuel." .
a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
common_domain_model:ProductGradeEnum.MIXED_SOUR_BLEND a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
common_domain_model:ProductGradeEnum.MIXED_SWEET_BLEND a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
common_domain_model:ProductGradeEnum.NATURAL_GASOLINE a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Gasoline." .
common_domain_model:ProductGradeEnum.NO_2 a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Diesel Fuel." .
common_domain_model:ProductGradeEnum.NO_6_0_3_PERCENT a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Fuel Oil." .
common_domain_model:ProductGradeEnum.NO_6_0_3_PERCENT_HP a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Fuel Oil." .
common_domain_model:ProductGradeEnum.NO_6_0_3_PERCENT_LP a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Fuel Oil." .
common_domain_model:ProductGradeEnum.NO_6_0_7_PERCENT a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Fuel Oil." .
common_domain_model:ProductGradeEnum.NO_6_1_0_PERCENT a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Fuel Oil." .
common_domain_model:ProductGradeEnum.NO_6_2_2_PERCENT a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Fuel Oil." .
common_domain_model:ProductGradeEnum.NO_6_3_PERCENT a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Fuel Oil." .
common_domain_model:ProductGradeEnum.NORMAL_BUTANE a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Butane." .
common_domain_model:ProductGradeEnum.NORTH_DAKOTA_LIGHT a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
common_domain_model:ProductGradeEnum.POLYMER_GRADE a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Propylene." .
a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Gasoline." .
a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
common_domain_model:ProductGradeEnum.SOUTHERN_GREEN_CANYON a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
common_domain_model:ProductGradeEnum.THUNDER_HORSE a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
common_domain_model:ProductGradeEnum.ULTRA_LOW_SULPHUR a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Diesel Fuel." .
a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
common_domain_model:ProductGradeEnum.URALS_SOUR a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
common_domain_model:ProductGradeEnum.US_REGULAR_UNLEADED a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Gasoline." .
common_domain_model:ProductGradeEnum.WESTERN_CANADIAN_SELECT a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
a common_domain_model:ProductGradeEnum ;
rdfs:comment "Applies to Oil Product Type Oil." .
common_domain_model:DiscountingTypeEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify the method of calculating discounted payment amounts. This enumerations combines the FpML DiscountingTypeEnum and FraDiscountingEnum enumerations." .
common_domain_model:DiscountingTypeEnum.STANDARD a common_domain_model:DiscountingTypeEnum ;
rdfs:comment "As specified by the 2006 ISDA Definitions, Section 8.4. Discounting, paragraph (a)." .
common_domain_model:DiscountingTypeEnum.FRA a common_domain_model:DiscountingTypeEnum ;
rdfs:comment "As specified by the 2006 ISDA Definitions, Section 8.4. Discounting, paragraph (b)." .
common_domain_model:DiscountingTypeEnum.FRA_YIELD a common_domain_model:DiscountingTypeEnum ;
rdfs:comment "As specified by the 2006 ISDA Definitions, Section 8.4. Discounting, paragraph (e)." .
common_domain_model:DiscountingTypeEnum.AFMA a common_domain_model:DiscountingTypeEnum ;
rdfs:comment "As specified by the Australian Financial Markets Association (AFMA) OTC Financial Product Conventions. This discounting method should not be used for a trade documented under a legal framework where the 2006 ISDA Definitions have been incorporated." .
common_domain_model:StandardizedScheduleProductClassEnum a rdfs:Class .
common_domain_model:StandardizedScheduleProductClassEnum.SWAP a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.CROSS_CURRENCY_SWAP a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.SWAPTION a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.SWAPTION_STRADDLE a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.SWAP_WITH_CALLABLE_BERMUDAN_RIGHT_TO_ENTER_EXIT_SWAPS a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.IR_EXOTIC_SWAP_WITH_AN_EXOTIC_COUPON_AGAINST_A_FLOATING_LEG a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.OPTION a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.FORWARD_RATE_AGREEMENT a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.SINGLE_NAME_CREDIT_DEFAULT_SWAP a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.INDEX_CDS a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.INDEX_TRANCHE a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.CREDIT_NTH_TO_DEFAULT a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.CREDIT_TOTAL_RETURN_SWAP_ON_A_BOND a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.DELIVERABLE_SWAP a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.NON_DELIVERABLE_CROSS_CURRENCY_SWAP a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.DELIVERABLE_FORWARD a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.NON_DELIVERABLE_FORWARD a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.DELIVERABLE_OPTION a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.NON_DELIVERABLE_OPTION a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.VARIANCE_SWAP a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.VOLATILITY_SWAP a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.CORRELATION_SWAP a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.FORWARD a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.DIVIDEND_SWAP a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.DELIVERABLE_OPTION_F a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.CONTRACT_FOR_DIFFERENCE a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.SWAPS_AND_PORTFOLIO_SWAPS a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.FIXED_FLOAT_SWAP a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:StandardizedScheduleProductClassEnum.BASIS_SWAP a common_domain_model:StandardizedScheduleProductClassEnum .
common_domain_model:AveragingWeightingMethodEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify the method of calculation to be used when averaging rates. Per ISDA 2000 Definitions, Section 6.2. Certain Definitions Relating to Floating Amounts." .
common_domain_model:AveragingWeightingMethodEnum.UNWEIGHTED a common_domain_model:AveragingWeightingMethodEnum ;
rdfs:comment "The arithmetic mean of the relevant rates for each reset date." .
common_domain_model:AveragingWeightingMethodEnum.WEIGHTED a common_domain_model:AveragingWeightingMethodEnum ;
rdfs:comment "The arithmetic mean of the relevant rates in effect for each day in a calculation period calculated by multiplying each relevant rate by the number of days such relevant rate is in effect, determining the sum of such products and dividing such sum by the number of days in the calculation period." .
common_domain_model:DeliveryReturnAmountEnum a rdfs:Class ;
rdfs:comment "In respect of a Valuation Date, the amount of collateral which a party is entitled to demand to be transferred to it as a Delivery or Return Amount." .
common_domain_model:DeliveryReturnAmountEnum.STANDARD a common_domain_model:DeliveryReturnAmountEnum ;
rdfs:comment "Standard definition applies." .
common_domain_model:DeliveryReturnAmountEnum.NON_STANDARD_RATINGS a common_domain_model:DeliveryReturnAmountEnum ;
rdfs:comment "Election includes non-standard ratings-based language." .
common_domain_model:DeliveryReturnAmountEnum.NON_STANDARD_OTHER a common_domain_model:DeliveryReturnAmountEnum ;
rdfs:comment "Election includes non-standard bespoke language." .
common_domain_model:MatrixTermEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify a scheme of transaction types specified in the Equity Derivatives Settlement Matrix." .
common_domain_model:MatrixTermEnum.ASIA_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of ASIA CORPORATE." .
common_domain_model:MatrixTermEnum.ASIA_FINANCIAL_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of ASIA FINANCIAL CORPORATE." .
common_domain_model:MatrixTermEnum.ASIA_SOVEREIGN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of ASIA SOVEREIGN." .
common_domain_model:MatrixTermEnum.AUSTRALIA_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of AUSTRALIA CORPORATE." .
common_domain_model:MatrixTermEnum.AUSTRALIA_FINANCIAL_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of AUSTRALIA FINANCIAL CORPORATE." .
common_domain_model:MatrixTermEnum.AUSTRALIA_SOVEREIGN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of AUSTRALIA SOVEREIGN." .
common_domain_model:MatrixTermEnum.EMERGING_EUROPEAN_AND_MIDDLE_EASTERN_SOVEREIGN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of EMERGING EUROPEAN AND MIDDLE EASTERN SOVEREIGN." .
common_domain_model:MatrixTermEnum.EMERGING_EUROPEAN_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of EMERGING EUROPEAN CORPORATE." .
common_domain_model:MatrixTermEnum.EMERGING_EUROPEAN_CORPORATE_LPN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of EMERGING EUROPEAN CORPORATE LPN." .
common_domain_model:MatrixTermEnum.EMERGING_EUROPEAN_FINANCIAL_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of EMERGING EUROPEAN FINANCIAL CORPORATE." .
common_domain_model:MatrixTermEnum.EMERGING_EUROPEAN_FINANCIAL_CORPORATE_LPN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of EMERGING EUROPEAN FINANCIAL CORPORATE LPN." .
common_domain_model:MatrixTermEnum.EUROPEAN_CO_CO_FINANCIAL_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of EUROPEAN COCO FINANCIAL CORPORATE." .
common_domain_model:MatrixTermEnum.EUROPEAN_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of EUROPEAN CORPORATE." .
common_domain_model:MatrixTermEnum.EUROPEAN_FINANCIAL_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of EUROPEAN FINANCIAL CORPORATE." .
common_domain_model:MatrixTermEnum.EUROPEAN_SENIOR_NON_PREFERRED_FINANCIAL_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of EUROPEAN SENIOR NON PREFERRED FINANCIAL CORPORATE." .
a common_domain_model:MatrixTermEnum ;
rdfs:comment "The ISDA-published 2011 Index Volatility Swap Agreement for Open Markets." .
common_domain_model:MatrixTermEnum.JAPAN_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of JAPAN CORPORATE." .
common_domain_model:MatrixTermEnum.JAPAN_FINANCIAL_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of JAPAN FINANCIAL CORPORATE." .
common_domain_model:MatrixTermEnum.JAPAN_SOVEREIGN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of JAPAN SOVEREIGN." .
common_domain_model:MatrixTermEnum.LATIN_AMERICA_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of LATIN AMERICA CORPORATE." .
common_domain_model:MatrixTermEnum.LATIN_AMERICA_CORPORATE_BOND a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of LATIN AMERICA CORPORATE B." .
common_domain_model:MatrixTermEnum.LATIN_AMERICA_CORPORATE_BOND_OR_LOAN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of LATIN AMERICA CORPORATE BL." .
common_domain_model:MatrixTermEnum.LATIN_AMERICA_FINANCIAL_CORPORATE_BOND a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of LATIN AMERICA FINANCIAL CORPORATE B." .
common_domain_model:MatrixTermEnum.LATIN_AMERICA_FINANCIAL_CORPORATE_BOND_OR_LOAN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of LATIN AMERICA FINANCIAL CORPORATE BL." .
common_domain_model:MatrixTermEnum.LATIN_AMERICA_SOVEREIGN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of LATIN AMERICA SOVEREIGN." .
common_domain_model:MatrixTermEnum.NEW_ZEALAND_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of NEW ZEALAND CORPORATE." .
common_domain_model:MatrixTermEnum.NEW_ZEALAND_FINANCIAL_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of NEW ZEALAND FINANCIAL CORPORATE." .
common_domain_model:MatrixTermEnum.NEW_ZEALAND_SOVEREIGN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of NEW ZEALAND SOVEREIGN." .
common_domain_model:MatrixTermEnum.NORTH_AMERICAN_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of NORTH AMERICAN CORPORATE." .
common_domain_model:MatrixTermEnum.NORTH_AMERICAN_FINANCIAL_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of NORTH AMERICAN FINANCIAL CORPORATE." .
common_domain_model:MatrixTermEnum.SINGAPORE_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of SINGAPORE CORPORATE." .
common_domain_model:MatrixTermEnum.SINGAPORE_FINANCIAL_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of SINGAPORE FINANCIAL CORPORATE." .
common_domain_model:MatrixTermEnum.SINGAPORE_SOVEREIGN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of SINGAPORE SOVEREIGN." .
common_domain_model:MatrixTermEnum.STANDARD_ASIA_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD ASIA CORPORATE." .
common_domain_model:MatrixTermEnum.STANDARD_ASIA_FINANCIAL_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD ASIA FINANCIAL CORPORATE." .
common_domain_model:MatrixTermEnum.STANDARD_ASIA_SOVEREIGN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD ASIA SOVEREIGN." .
common_domain_model:MatrixTermEnum.STANDARD_AUSTRALIA_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD AUSTRALIA CORPORATE." .
common_domain_model:MatrixTermEnum.STANDARD_AUSTRALIA_FINANCIAL_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD AUSTRALIA FINANCIAL CORPORATE." .
common_domain_model:MatrixTermEnum.STANDARD_AUSTRALIA_SOVEREIGN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD AUSTRALIA SOVEREIGN." .
common_domain_model:MatrixTermEnum.STANDARD_EMERGING_EUROPEAN_AND_MIDDLE_EASTERN_SOVEREIGN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD EMERGING EUROPEAN AND MIDDLE EASTERN SOVEREIGN." .
common_domain_model:MatrixTermEnum.STANDARD_EMERGING_EUROPEAN_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD EMERGING EUROPEAN CORPORATE." .
common_domain_model:MatrixTermEnum.STANDARD_EMERGING_EUROPEAN_CORPORATE_LPN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD EMERGING EUROPEAN CORPORATE LPN." .
common_domain_model:MatrixTermEnum.STANDARD_EMERGING_EUROPEAN_FINANCIAL_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD EMERGING EUROPEAN FINANCIAL CORPORATE." .
common_domain_model:MatrixTermEnum.STANDARD_EMERGING_EUROPEAN_FINANCIAL_CORPORATE_LPN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD EMERGING EUROPEAN FINANCIAL CORPORATE LPN." .
common_domain_model:MatrixTermEnum.STANDARD_EUROPEAN_CO_CO_FINANCIAL_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD EUROPEAN COCO FINANCIAL CORPORATE." .
common_domain_model:MatrixTermEnum.STANDARD_EUROPEAN_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD EUROPEAN CORPORATE." .
common_domain_model:MatrixTermEnum.STANDARD_EUROPEAN_FINANCIAL_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD EUROPEAN FINANCIAL CORPORATE." .
common_domain_model:MatrixTermEnum.STANDARD_EUROPEAN_SENIOR_NON_PREFERRED_FINANCIAL_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD EUROPEAN SENIOR NON PREFERRED FINANCIAL CORPORATE." .
common_domain_model:MatrixTermEnum.STANDARD_JAPAN_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD JAPAN CORPORATE." .
common_domain_model:MatrixTermEnum.STANDARD_JAPAN_FINANCIAL_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD JAPAN FINANCIAL CORPORATE." .
common_domain_model:MatrixTermEnum.STANDARD_JAPAN_SOVEREIGN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD JAPAN SOVEREIGN." .
common_domain_model:MatrixTermEnum.STANDARD_LATIN_AMERICA_CORPORATE_BOND a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD LATIN AMERICA CORPORATE B." .
common_domain_model:MatrixTermEnum.STANDARD_LATIN_AMERICA_CORPORATE_BOND_OR_LOAN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD LATIN AMERICA CORPORATE BL." .
common_domain_model:MatrixTermEnum.STANDARD_LATIN_AMERICA_FINANCIAL_CORPORATE_BOND a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD LATIN AMERICA FINANCIAL CORPORATE B." .
common_domain_model:MatrixTermEnum.STANDARD_LATIN_AMERICA_FINANCIAL_CORPORATE_BOND_OR_LOAN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD LATIN AMERICA FINANCIAL CORPORATE BL." .
common_domain_model:MatrixTermEnum.STANDARD_LATIN_AMERICA_SOVEREIGN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD LATIN AMERICA SOVEREIGN." .
common_domain_model:MatrixTermEnum.STANDARD_NEW_ZEALAND_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD NEW ZEALAND CORPORATE." .
common_domain_model:MatrixTermEnum.STANDARD_NEW_ZEALAND_FINANCIAL_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD NEW ZEALAND FINANCIAL CORPORATE." .
common_domain_model:MatrixTermEnum.STANDARD_NEW_ZEALAND_SOVEREIGN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD NEW ZEALAND SOVEREIGN." .
common_domain_model:MatrixTermEnum.STANDARD_NORTH_AMERICAN_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD NORTH AMERICAN CORPORATE." .
common_domain_model:MatrixTermEnum.STANDARD_NORTH_AMERICAN_FINANCIAL_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD NORTH AMERICAN FINANCIAL CORPORATE." .
common_domain_model:MatrixTermEnum.STANDARD_SINGAPORE_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD SINGAPORE CORPORATE." .
common_domain_model:MatrixTermEnum.STANDARD_SINGAPORE_FINANCIAL_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD SINGAPORE FINANCIAL CORPORATE." .
common_domain_model:MatrixTermEnum.STANDARD_SINGAPORE_SOVEREIGN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD SINGAPORE SOVEREIGN." .
common_domain_model:MatrixTermEnum.STANDARD_SUBORDINATED_EUROPEAN_INSURANCE_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Transaction Type of STANDARD SUBORDINATED EUROPEAN INSURANCE CORPORATE." .
common_domain_model:MatrixTermEnum.STANDARD_SUKUK_FINANCIAL_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD SUKUK FINANCIAL CORPORATE." .
common_domain_model:MatrixTermEnum.STANDARD_US_MUNICIPAL_FULL_FAITH_AND_CREDIT a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD U.S. MUNICIPAL FULL FAITH AND CREDIT." .
common_domain_model:MatrixTermEnum.STANDARD_US_MUNICIPAL_GENERAL_FUND a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD U.S. MUNICIPAL GENERAL FUND." .
common_domain_model:MatrixTermEnum.STANDARD_US_MUNICIPAL_REVENUE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD U.S. MUNICIPAL REVENUE." .
common_domain_model:MatrixTermEnum.STANDARD_WESTERN_EUROPEAN_SOVEREIGN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of STANDARD WESTERN EUROPEAN SOVEREIGN." .
common_domain_model:MatrixTermEnum.SUBORDINATED_EUROPEAN_INSURANCE_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of SUBORDINATED EUROPEAN INSURANCE CORPORATE." .
common_domain_model:MatrixTermEnum.SUKUK_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of SUKUK CORPORATE." .
common_domain_model:MatrixTermEnum.SUKUK_FINANCIAL_CORPORATE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of SUKUK FINANCIAL CORPORATE." .
common_domain_model:MatrixTermEnum.SUKUK_SOVEREIGN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of SUKUK SOVEREIGN." .
common_domain_model:MatrixTermEnum.US_MUNICIPAL_FULL_FAITH_AND_CREDIT a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of U.S. MUNICIPAL FULL FAITH AND CREDIT." .
common_domain_model:MatrixTermEnum.US_MUNICIPAL_GENERAL_FUND a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of U.S. MUNICIPAL GENERAL FUND." .
common_domain_model:MatrixTermEnum.US_MUNICIPAL_REVENUE a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of U.S. MUNICIPAL REVENUE." .
common_domain_model:MatrixTermEnum.WESTERN_EUROPEAN_SOVEREIGN a common_domain_model:MatrixTermEnum ;
rdfs:comment "Matrix Transaction Type of WESTERN EUROPEAN SOVEREIGN." .
common_domain_model:BrokerConfirmationTypeEnum a rdfs:Class ;
rdfs:comment "The enumerated values to specify the type of Broker Confirm that the FpML trade represents." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type representing ABX index trades." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of Asia Corporate." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of Asia Sovereign." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of Australia Corporate." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of Australia Sovereign." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for use with Credit Derivative Transactions on Leveraged Loans." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for use with Credit Derivative Transactions on Mortgage-backed Security with Pay-As-You-Go or Physical Settlement." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for CDX Emerging Markets Untranched Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for CDX Emerging Markets Diversified Untranched Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for CDX Swaption Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for Dow Jones CDX Tranche Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type representing CMBX index trades." .
common_domain_model:BrokerConfirmationTypeEnum.DJ_CDX_EM a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for CDS Index trades relating to Dow Jones CDX.EM index series." .
common_domain_model:BrokerConfirmationTypeEnum.DJ_CDX_NA a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for CDS Index trades relating to Dow Jones CDX.NA.IG and Dow Jones CDX.NA.HY index series." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of Emerging European and Middle Eastern Sovereign." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for EMERGING EUROPEAN CORPORATE." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for EMERGING EUROPEAN CORPORATE LPN." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for Single Name European CMBS Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of European Corporate." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for Single Name European RMBS Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of Japan Corporate." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of Japan Sovereign." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of Latin America Corporate." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for LATIN AMERICA CORPORATE B." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for LATIN AMERICA CORPORATE BL." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of Latin America Sovereign." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for MBX Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for Municipal CDX Untranched Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of New Zealand Corporate." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of New Zealand Sovereign." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker ConfirmationType of North American Corporate." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for PO Index Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of Singapore Corporate." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of Singapore Sovereign." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of STANDARD ASIA CORPORATE." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of STANDARD ASIA SOVEREIGN." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of STANDARD AUSTRALIA CORPORATE." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of STANDARD AUSTRALIA SOVEREIGN." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for Standard CDX Tranche Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of STANDARD EMERGING EUROPEAN AND MIDDLE EASTERN SOVEREIGN." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of STANDARD EMERGING EUROPEAN CORPORATE." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of STANDARD EMERGING EUROPEAN CORPORATE LPN." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for STANDARD EUROPEAN CORPORATE." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of STANDARD JAPAN CORPORATE." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of STANDARD JAPAN SOVEREIGN." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Standard Syndicated Secured Loan Credit Default Swap Broker Confirmation Type." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for Standard Syndicated Secured Loan Credit Default Swap Bullet Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for Standard Syndicated Secured Loan Credit Default Swap Index Bullet Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for Standard Syndicated Secured Loan Credit Default Swap Index Bullet Tranche Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of STANDARD LATIN AMERICA CORPORATE B." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of STANDARD LATIN AMERICA CORPORATE BL." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of STANDARD LATIN AMERICA SOVEREIGN." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of STANDARD NEW ZEALAND CORPORATE." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of STANDARD NEW ZEALAND SOVEREIGN." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for STANDARD NORTH AMERICAN CORPORATE." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of STANDARD SINGAPORE CORPORATE." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of STANDARD SINGAPORE SOVEREIGN." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for STANDARD SUBORDINATED EUROPEAN INSURANCE CORPORATE." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for STANDARD WESTERN EUROPEAN SOVEREIGN." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for Standard iTraxx Europe Tranched Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of Subordinated European Insurance Corporate." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of SUKUK CORPORATE." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of SUKUK SOVEREIGN." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Syndicated Secured Loan Credit Default Swap Broker Confirmation Type." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for TRX Transactions." .
common_domain_model:BrokerConfirmationTypeEnum.TRX_II a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for TRX.II Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for U.S. MUNICIPAL FULL FAITH AND CREDIT." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for U.S. MUNICIPAL GENERAL FUND." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for U.S. MUNICIPAL REVENUE." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type of Western European Sovereign." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for iTraxx Asia Excluding Japan." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for iTraxx Asia Ex-Japan Swaption Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for iTraxx Asia Excluding Japan Tranched Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for iTraxx Australia." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for iTraxx Australia Swaption Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for iTraxx Australia Tranched Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for iTraxx CJ." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for iTraxx CJ Tranched Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for iTraxx Europe Transactions" .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for iTraxx Europe Swaption Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for iTraxx Europe Tranched Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for iTraxx Japan." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for iTraxx Japan Swaption Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for iTraxx Japan Tranched Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for iTraxx LevX." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for iTraxx SDI 75 Transactions." .
a common_domain_model:BrokerConfirmationTypeEnum ;
rdfs:comment "Broker Confirmation Type for iTraxx SovX." .
common_domain_model:CommodityBusinessCalendarEnum a rdfs:Class .
a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Abu Dhabi Securities Exchange https://www.adx.ae/" .
common_domain_model:CommodityBusinessCalendarEnum.AGRUS_FMB a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Argus Media Fertilizer Reports. http://www.argusmedia.com/Fertilizer" .
a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices." .
common_domain_model:CommodityBusinessCalendarEnum.ARGUS_CRUDE a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices." .
common_domain_model:CommodityBusinessCalendarEnum.ARGUS_EUROPEAN_GAS a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices." .
common_domain_model:CommodityBusinessCalendarEnum.ARGUS_EUROPEAN_PRODUCTS a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices." .
common_domain_model:CommodityBusinessCalendarEnum.ARGUS_INTERNATIONAL_LPG a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices." .
common_domain_model:CommodityBusinessCalendarEnum.ARGUS_MCCLOSKEYS_COAL_REPORT a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices." .
common_domain_model:CommodityBusinessCalendarEnum.ARGUS_US_PRODUCTS a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "The Argus US Products report. http://www.argusmedia.com/Petroleum/Petroleum-Products/Argus-US-Products" .
a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Australian Securities Exchange http://www.asx.com.au/" .
a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Australian Wheat Board. www.awb.com.au" .
a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Australian Wool Exchange. http://www.awex.com.au/home.html" .
common_domain_model:CommodityBusinessCalendarEnum.BALTIC_EXCHANGE a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices." .
common_domain_model:CommodityBusinessCalendarEnum.BANK_NEGARA_MALAYSIA_POLICY_COMMITTEE a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "The business calendar of the Bank Negara Malaysia Policy Committee." .
a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "The business calendar for the Belpex power exchange (www.belpex.be)." .
a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "BlueNext Power Market." .
common_domain_model:CommodityBusinessCalendarEnum.BM_F a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices." .
common_domain_model:CommodityBusinessCalendarEnum.BURSA_MALAYSIA_SETTLEMENT a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "The settlement business calendar for Bursa Malaysia." .
common_domain_model:CommodityBusinessCalendarEnum.BURSA_MALAYSIA_TRADING a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "The trading business calendar for Bursa Malaysia." .
common_domain_model:CommodityBusinessCalendarEnum.CANADIAN_GAS_PRICE_REPORTER a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices." .
common_domain_model:CommodityBusinessCalendarEnum.CBOT_SOFT a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices." .
common_domain_model:CommodityBusinessCalendarEnum.CMAI_AROMATICS_MARKET_REPORT a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices." .
common_domain_model:CommodityBusinessCalendarEnum.CMAI_GLOBAL_PLASTICS_AND_POLYMERS_MARKET_REPORT a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "CMAI Global Plastics and Polymers Market Report. http://www.ihs.com/products/chemical/index.aspx?pu=1&rd=cmai" .
common_domain_model:CommodityBusinessCalendarEnum.CMAI_METHANOL_MARKET_REPORT a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices." .
common_domain_model:CommodityBusinessCalendarEnum.CMAI_MONOMERS_MARKET_REPORT a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "CMAI Monomers Market Report. http://www.ihs.com/products/chemical/index.aspx?pu=1&rd=cmai" .
common_domain_model:CommodityBusinessCalendarEnum.CME_DAIRY a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices." .
common_domain_model:CommodityBusinessCalendarEnum.CME_NON_DAIRY_SOFT a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices." .
a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices." .
a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices." .
common_domain_model:CommodityBusinessCalendarEnum.CRU_LONG a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices." .
common_domain_model:CommodityBusinessCalendarEnum.DEPARTMENT_OF_ENERGY a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "The business calendar for statistical publications by the by the United States Department of Energy (DOE)." .
common_domain_model:CommodityBusinessCalendarEnum.DEWITT_BENZENE_DERIVATIVES a common_domain_model:CommodityBusinessCalendarEnum ;
rdfs:comment "Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices." .