Class: AggregationParameters

_ 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._

URI: common_domain_model:AggregationParameters

 classDiagram
    class AggregationParameters
    click AggregationParameters href "../AggregationParameters/"
      AggregationParameters : dateTime

      AggregationParameters : party





        AggregationParameters --> "*" Party : party
        click Party href "../Party/"



      AggregationParameters : positionStatus





        AggregationParameters --> "0..1" PositionStatusEnum : positionStatus
        click PositionStatusEnum href "../PositionStatusEnum/"



      AggregationParameters : product





        AggregationParameters --> "*" NonTransferableProduct : product
        click NonTransferableProduct href "../NonTransferableProduct/"



      AggregationParameters : productQualifier

      AggregationParameters : totalPosition

      AggregationParameters : tradeReference





        AggregationParameters --> "*" Trade : tradeReference
        click Trade href "../Trade/"

Slots

Name	Cardinality and Range	Description	Inheritance
dateTime	1 Datetime	To aggregate as of a particular date	direct
totalPosition	0..1 Boolean	Specifies whether to calculate total position to given date, or only daily po...	direct
positionStatus	0..1 PositionStatusEnum	To aggregate based on position status (EXECUTED, SETTLED etc)	direct
party	* Party	To aggregate based on a selection of party(ies) / legal entity(ies)	direct
product	* NonTransferableProduct	To aggregate based on a selection of products	direct
productQualifier	* string	To aggregate based on a selection of product type(s)	direct
tradeReference	* Trade		direct

Usages

used by	used in	type	used
Portfolio	aggregationParameters	range	AggregationParameters

In Subsets

CdmEventPosition

Identifier and Mapping Information

Schema Source

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

Mappings

Mapping Type	Mapped Value
self	common_domain_model:AggregationParameters
native	common_domain_model:AggregationParameters
close	fpml_5_10:AggregationParameters

LinkML Source

Direct

name: AggregationParameters
description: ' 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.'
in_subset:
- cdm_event_position
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:AggregationParameters
slots:
- dateTime
- totalPosition
- positionStatus
- party
- product
- productQualifier
- tradeReference
slot_usage:
  dateTime:
    name: dateTime
    description: To aggregate as of a particular date
    multivalued: false
  party:
    name: party
    description: To aggregate based on a selection of party(ies) / legal entity(ies).
    range: Party
    multivalued: true
  product:
    name: product
    description: To aggregate based on a selection of products.
    required: false
    multivalued: true
  productQualifier:
    name: productQualifier
    description: To aggregate based on a selection of product type(s).
    multivalued: true

Induced

name: AggregationParameters
description: ' 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.'
in_subset:
- cdm_event_position
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:AggregationParameters
slot_usage:
  dateTime:
    name: dateTime
    description: To aggregate as of a particular date
    multivalued: false
  party:
    name: party
    description: To aggregate based on a selection of party(ies) / legal entity(ies).
    range: Party
    multivalued: true
  product:
    name: product
    description: To aggregate based on a selection of products.
    required: false
    multivalued: true
  productQualifier:
    name: productQualifier
    description: To aggregate based on a selection of product type(s).
    multivalued: true
attributes:
  dateTime:
    name: dateTime
    description: To aggregate as of a particular date
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: AggregationParameters
    domain_of:
    - DateTimeList
    - AggregationParameters
    - EventTimestamp
    - WeightedAveragingObservation
    range: datetime
    required: true
    multivalued: false
  totalPosition:
    name: totalPosition
    description: Specifies whether to calculate total position to given date, or only
      daily position for the given date.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AggregationParameters.totalPosition
    rank: 1000
    owner: AggregationParameters
    domain_of:
    - AggregationParameters
    range: boolean
  positionStatus:
    name: positionStatus
    description: To aggregate based on position status (EXECUTED, SETTLED etc)
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AggregationParameters.positionStatus
    rank: 1000
    owner: AggregationParameters
    domain_of:
    - AggregationParameters
    range: PositionStatusEnum
  party:
    name: party
    description: To aggregate based on a selection of party(ies) / legal entity(ies).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: AggregationParameters
    domain_of:
    - DebtRedemption
    - Trade
    - MarginCallBase
    - CounterpartyPosition
    - AggregationParameters
    - AvailableInventory
    - WorkflowStepApproval
    - WorkflowStep
    - UmbrellaAgreementParty
    - UmbrellaAgreementSet
    - AdditionalRepresentationElection
    - CalculationAgentTerms
    - CalculationCurrencyElection
    - ValuationCalculationDateLocationElection
    - CollateralManagementAgreementElection
    - ControlAgreementElections
    - ControlAgreementNecEventElection
    - CustodianElection
    - CustodianRiskElection
    - ElectiveAmountElection
    - FrenchLawAddendumElection
    - HoldingAndUsingPostedCollateralElection
    - NotificationTimeElection
    - PostingObligationsElection
    - RecalculationOfValueElection
    - RegimeTerms
    - PledgeeRepresentativeRider
    - SecuredPartyRightsEventElection
    - SecurityProviderRightsEventElection
    - SensitivityMethodologiesPartyElection
    - SubstitutedRegimeTerms
    - SubstitutionPartyElection
    - TerminationCurrencyElection
    - AdditionalObligations
    - SecurityInterestForObligations
    - SinglePostingParty
    - ThresholdElection
    - MinimumTransferAmountElection
    - ValuationAgent
    - LegacyExposureScopeElection
    - CreditSupportDocumentElection
    - CreditSupportProviderElection
    - SpecifiedOrAccessConditionPartyElection
    - LegacyIndependentAmountParty
    - AutomaticEarlyTerminationElection
    - PartyTerminationCurrencySelection
    - SpecifiedEntity
    - EventsOfDefaultElection
    - EligibleCollateralSpecification
    range: Party
    multivalued: true
  product:
    name: product
    description: To aggregate based on a selection of products.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: AggregationParameters
    domain_of:
    - ExecutionInstruction
    - TermsChangeInstruction
    - PositionBase
    - AggregationParameters
    - ExcludedProducts
    - TradableProduct
    range: NonTransferableProduct
    required: false
    multivalued: true
  productQualifier:
    name: productQualifier
    description: To aggregate based on a selection of product type(s).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: AggregationParameters
    domain_of:
    - ProductTaxonomy
    - AggregationParameters
    range: string
    multivalued: true
  tradeReference:
    name: tradeReference
    annotations:
      metadata_reference:
        tag: metadata_reference
        value: true
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: AggregationParameters
    domain_of:
    - Lineage
    - CounterpartyPosition
    - PositionBase
    - AggregationParameters
    range: Trade
    multivalued: true
    inlined: true
    inlined_as_list: true