GeneralTerms

Type CDM 7.2.0

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.

Extends —

Extended by —

Attributes 6

Namespace cdm.product.asset

Attributes

All 6 declared on GeneralTerms. Cardinality in amber is required.

Name	Type	Card.	Description
referenceInformation	ReferenceInformation	0..1	This attribute contains all the terms relevant to defining the reference entity and reference obligation(s).
indexReferenceInformation	CreditIndex	0..1	This attribute contains all the terms relevant to the underlying Index.
basketReferenceInformation	BasketReferenceInformation	0..1	This attribute contains all the terms relevant to defining the Credit Default Swap Basket.
additionalTerm	string	0..*	This attribute is used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm.
substitution	boolean	0..1	Value of this attribute set to 'true' indicates that substitution is applicable.
modifiedEquityDelivery	boolean	0..1	Value of this attribute set to 'true' indicates that modified equity delivery is applicable.

Conditions

Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.

GeneralTermsChoice Condition

Choice rule to represent an FpML choice construct.

required choice referenceInformation, indexReferenceInformation, basketReferenceInformation

FpML_cd_41 Condition

FpML validation rule cd-41 - If indexReferenceInformation/tranche does not exist, then modifiedEquityDelivery must not exist.

if indexReferenceInformation -> tranche is absent
then modifiedEquityDelivery is absent

FpML_cd_42 Condition

FpML validation rule cd-42 - If basketReferenceInformation does not exist, then substitution must not exist.

if basketReferenceInformation is absent
then substitution is absent

BasketReferenceInformationNameOrId Condition

The BasketReferenceInformation requires either a basket name or a basket identifier.

if basketReferenceInformation exists
then basketReferenceInformation -> basketName exists
        or basketReferenceInformation -> basketId exists

Referenced by

1 type holds a GeneralTerms as an attribute.

CreditDefaultPayout

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Parsed from CDM 7.2.0 · product-asset-type.rosetta cdm.product.asset