ReferencePair
Type CDM 7.2.0The model carries no description for this type.
Extends —
Extended by —
Attributes 4
Namespace cdm.product.asset
Attributes
All 4 declared on ReferencePair. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| referenceEntity | LegalEntity | 1..1 | 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. |
| referenceObligation | ReferenceObligation | 0..1 | 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. |
| noReferenceObligation | boolean | 0..1 | Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one. |
| entityType | EntityTypeEnum | 1..1 | Defines the reference entity types corresponding to a list of types in the ISDA First to Default documentation. |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
ReferenceChoice Condition
Choice rule to represent an FpML choice construct.
required choice referenceObligation, noReferenceObligationReferenced by
1 type holds a ReferencePair as an attribute.
Functions
Model functions that produce or consume this type. These are the CDM's own behaviour — the logic a correct implementation has to match.
| Function | Role | Description |
|---|---|---|
| MapReferencePair | returns | — |
Open ReferencePair in the Model Browser
Walk the tree and the reference graph interactively, and switch releases to see how the type has changed. Free, no signup.