Class: CSAValuationDate

Specifies the date on which the value of collateral or exposure are calculated in accordance with the agreement.

URI: common_domain_model:CSAValuationDate

 classDiagram
    class CSAValuationDate
    click CSAValuationDate href "../CSAValuationDate/"
      CSAValuationDate : additionalLanguage

      CSAValuationDate : calendarDay

      CSAValuationDate : date





        CSAValuationDate --> "0..1" ValuationDateDateEnum : date
        click ValuationDateDateEnum href "../ValuationDateDateEnum/"



      CSAValuationDate : day





        CSAValuationDate --> "0..1" ValuationDateDayEnum : day
        click ValuationDateDayEnum href "../ValuationDateDayEnum/"



      CSAValuationDate : frequency





        CSAValuationDate --> "0..1" ValuationDateFrequencyEnum : frequency
        click ValuationDateFrequencyEnum href "../ValuationDateFrequencyEnum/"

Slots

Name	Cardinality and Range	Description	Inheritance
date	0..1 ValuationDateDateEnum	Defines whether a date is defined by a certain day of the week or a particula...	direct
day	0..1 ValuationDateDayEnum	Specific day(s) or day of the week, if any, specified for Valuation Time	direct
calendarDay	0..1 Decimal	Defines the day of the calendar if this is specified for in the ValuationDate...	direct
frequency	0..1 ValuationDateFrequencyEnum	Defines the regularity of the date specified for the Valuation Date	direct
additionalLanguage	0..1 string	The additional language that might be specified by the parties to the legal a...	direct

Usages

used by	used in	type	used
CalculationAndTimingLegacy	valuationDate	range	CSAValuationDate
CalculationAndTimingVariationMargin	valuationDate	range	CSAValuationDate

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	`{'date': {'equals_string': 'CalendarDay'}}`	`{'calendarDay': {'required': True}}`

Rule Applied	Preconditions	Postconditions	Elseconditions
any_of	`[{'slot_conditions': {'date': {'required': False}}}, {'slot_conditions': {'frequency': {'required': False}}}]`

In Subsets

CdmLegaldocumentationCsa

Comments

Rosetta condition: CalendarDay — if date = ValuationDateDateEnum -> CalendarDay then calendarDay exists else calendarDay is absent
Rosetta condition: AdditionalLanguage — if date is absent or frequency is absent then additionalLanguage exists

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: CSAValuationDate
description: Specifies the date on which the value of collateral or exposure are calculated
  in accordance with the agreement.
comments:
- 'Rosetta condition: CalendarDay — if date = ValuationDateDateEnum -> CalendarDay
  then calendarDay exists else calendarDay is absent'
- 'Rosetta condition: AdditionalLanguage — if date is absent or frequency is absent
  then additionalLanguage exists'
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CSAValuationDate
slots:
- date
- day
- calendarDay
- frequency
- additionalLanguage
slot_usage:
  date:
    name: date
    description: 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.
    range: ValuationDateDateEnum
    required: false
    multivalued: false
  day:
    name: day
    description: Specific day(s) or day of the week, if any, specified for Valuation
      Time.
    range: ValuationDateDayEnum
  frequency:
    name: frequency
    description: Defines the regularity of the date specified for the Valuation Date.
    range: ValuationDateFrequencyEnum
  additionalLanguage:
    name: additionalLanguage
    description: The additional language that might be specified by the parties to
      the legal agreement.
rules:
- preconditions:
    slot_conditions:
      date:
        name: date
        equals_string: CalendarDay
  postconditions:
    slot_conditions:
      calendarDay:
        name: calendarDay
        required: true
  description: If a specific calendar day is specified, it must be defined.
- preconditions:
    any_of:
    - slot_conditions:
        date:
          name: date
          required: false
    - slot_conditions:
        frequency:
          name: frequency
          required: false
  postconditions:
    slot_conditions:
      additionalLanguage:
        name: additionalLanguage
        required: true
  description: If no methodology is defined, additional language must be specified.

Induced

name: CSAValuationDate
description: Specifies the date on which the value of collateral or exposure are calculated
  in accordance with the agreement.
comments:
- 'Rosetta condition: CalendarDay — if date = ValuationDateDateEnum -> CalendarDay
  then calendarDay exists else calendarDay is absent'
- 'Rosetta condition: AdditionalLanguage — if date is absent or frequency is absent
  then additionalLanguage exists'
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CSAValuationDate
slot_usage:
  date:
    name: date
    description: 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.
    range: ValuationDateDateEnum
    required: false
    multivalued: false
  day:
    name: day
    description: Specific day(s) or day of the week, if any, specified for Valuation
      Time.
    range: ValuationDateDayEnum
  frequency:
    name: frequency
    description: Defines the regularity of the date specified for the Valuation Date.
    range: ValuationDateFrequencyEnum
  additionalLanguage:
    name: additionalLanguage
    description: The additional language that might be specified by the parties to
      the legal agreement.
attributes:
  date:
    name: date
    description: 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.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CSAValuationDate
    domain_of:
    - DateList
    - DatedValue
    - CalculateTransferInstruction
    - OtherAgreement
    - AmendmentEffectiveDate
    - CSAValuationDate
    range: ValuationDateDateEnum
    required: false
    multivalued: false
  day:
    name: day
    description: Specific day(s) or day of the week, if any, specified for Valuation
      Time.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CSAValuationDate
    domain_of:
    - ValuationTime
    - CSAValuationDate
    range: ValuationDateDayEnum
  calendarDay:
    name: calendarDay
    description: Defines the day of the calendar if this is specified for in the ValuationDateDateEnum.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CSAValuationDate.calendarDay
    rank: 1000
    owner: CSAValuationDate
    domain_of:
    - CSAValuationDate
    range: decimal
  frequency:
    name: frequency
    description: Defines the regularity of the date specified for the Valuation Date.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CSAValuationDate
    domain_of:
    - QuantitySchedule
    - CSAValuationDate
    range: ValuationDateFrequencyEnum
  additionalLanguage:
    name: additionalLanguage
    description: The additional language that might be specified by the parties to
      the legal agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CSAValuationDate
    domain_of:
    - UmbrellaAgreementSet
    - AdditionalRepresentationElection
    - CustodianElection
    - HoldingAndUsingPostedCollateral
    - PostingObligationsElection
    - MasterAgreementDatedAsOfDate
    - CSADeliveryAmount
    - ValuationTime
    - FinalReturns
    - CSAValuationDate
    - ValuationAgent
    - LegacyExposureScopeElection
    - CreditSupportAmount
    - LegacyResolutionAlternative
    - ResolutionValue
    - TransferSettlementTiming
    - CollateralTransferTimingDefinition
    - CollateralValueMethod
    - SpecifiedConditionOrAccessCondition
    - LegacyIndependentAmount
    range: string
rules:
- preconditions:
    slot_conditions:
      date:
        name: date
        equals_string: CalendarDay
  postconditions:
    slot_conditions:
      calendarDay:
        name: calendarDay
        required: true
  description: If a specific calendar day is specified, it must be defined.
- preconditions:
    any_of:
    - slot_conditions:
        date:
          name: date
          required: false
    - slot_conditions:
        frequency:
          name: frequency
          required: false
  postconditions:
    slot_conditions:
      additionalLanguage:
        name: additionalLanguage
        required: true
  description: If no methodology is defined, additional language must be specified.