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Class: BespokeCalculationTime

A class to specify additional Calculation Time terms for the purposes of Initial Margin.

URI: common_domain_model:BespokeCalculationTime

 classDiagram
    class BespokeCalculationTime
    click BespokeCalculationTime href "../BespokeCalculationTime/"
      BespokeCalculationTime : asCalculationAgent

      BespokeCalculationTime : bespokeCalculationTimeTerms

Slots

Name Cardinality and Range Description Inheritance
asCalculationAgent 1
Boolean		 If set to True, the Calculation Time for Initial Margin is the time as of whi... direct
bespokeCalculationTimeTerms 0..1
string		 Additional Terms applicable to Calculation Time for Initial Margin direct

Usages

used by used in type used
CalculationAndTimingInitialMargin bespokeCalculationTime range BespokeCalculationTime
CalculationAndTimingCollateralTransferAgreement bespokeCalculationTime range BespokeCalculationTime

Rules

Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {'asCalculationAgent': {'equals_string': 'True'}} {'bespokeCalculationTimeTerms': {'required': False}}

Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {'asCalculationAgent': {'equals_string': 'False'}} {'bespokeCalculationTimeTerms': {'required': True}}

In Subsets

Comments

  • Rosetta condition: AsCalculationAgentIm — if asCalculationAgent = True then bespokeCalculationTimeTerms is absent
  • Rosetta condition: BespokeCalculationTimeTerms — if asCalculationAgent = False then bespokeCalculationTimeTerms exists

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: BespokeCalculationTime
description: A class to specify additional Calculation Time terms for the purposes
  of Initial Margin.
comments:
- 'Rosetta condition: AsCalculationAgentIm — if asCalculationAgent = True then bespokeCalculationTimeTerms
  is absent'
- 'Rosetta condition: BespokeCalculationTimeTerms — if asCalculationAgent = False
  then bespokeCalculationTimeTerms exists'
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:BespokeCalculationTime
slots:
- asCalculationAgent
- bespokeCalculationTimeTerms
rules:
- preconditions:
    slot_conditions:
      asCalculationAgent:
        name: asCalculationAgent
        equals_string: 'True'
  postconditions:
    slot_conditions:
      bespokeCalculationTimeTerms:
        name: bespokeCalculationTimeTerms
        required: false
  description: A data rule to enforce that the terms applicable to Calculation Time
    for Initial Margin should be specified when the computation time is not as per
    Calculation Agent.
- preconditions:
    slot_conditions:
      asCalculationAgent:
        name: asCalculationAgent
        equals_string: 'False'
  postconditions:
    slot_conditions:
      bespokeCalculationTimeTerms:
        name: bespokeCalculationTimeTerms
        required: true
  description: A data rule to enforce that the Calculation Time for Initial Margin
    shouldn't be specified when the Control Agreement isn't deemed a Credit Support
    Document with respect to the party(ies).

Induced

name: BespokeCalculationTime
description: A class to specify additional Calculation Time terms for the purposes
  of Initial Margin.
comments:
- 'Rosetta condition: AsCalculationAgentIm — if asCalculationAgent = True then bespokeCalculationTimeTerms
  is absent'
- 'Rosetta condition: BespokeCalculationTimeTerms — if asCalculationAgent = False
  then bespokeCalculationTimeTerms exists'
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:BespokeCalculationTime
attributes:
  asCalculationAgent:
    name: asCalculationAgent
    description: 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.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BespokeCalculationTime.asCalculationAgent
    rank: 1000
    owner: BespokeCalculationTime
    domain_of:
    - BespokeCalculationTime
    range: boolean
    required: true
  bespokeCalculationTimeTerms:
    name: bespokeCalculationTimeTerms
    description: Additional Terms applicable to Calculation Time for Initial Margin.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BespokeCalculationTime.bespokeCalculationTimeTerms
    rank: 1000
    owner: BespokeCalculationTime
    domain_of:
    - BespokeCalculationTime
    range: string
rules:
- preconditions:
    slot_conditions:
      asCalculationAgent:
        name: asCalculationAgent
        equals_string: 'True'
  postconditions:
    slot_conditions:
      bespokeCalculationTimeTerms:
        name: bespokeCalculationTimeTerms
        required: false
  description: A data rule to enforce that the terms applicable to Calculation Time
    for Initial Margin should be specified when the computation time is not as per
    Calculation Agent.
- preconditions:
    slot_conditions:
      asCalculationAgent:
        name: asCalculationAgent
        equals_string: 'False'
  postconditions:
    slot_conditions:
      bespokeCalculationTimeTerms:
        name: bespokeCalculationTimeTerms
        required: true
  description: A data rule to enforce that the Calculation Time for Initial Margin
    shouldn't be specified when the Control Agreement isn't deemed a Credit Support
    Document with respect to the party(ies).