Class: CalculationAgent
A class defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
URI: common_domain_model:CalculationAgent
classDiagram
class CalculationAgent
click CalculationAgent href "../CalculationAgent/"
CalculationAgent : calculationAgentBusinessCenter
CalculationAgent : calculationAgentParty
CalculationAgent --> "0..1" AncillaryRoleEnum : calculationAgentParty
click AncillaryRoleEnum href "../AncillaryRoleEnum/"
CalculationAgent : calculationAgentPartyEnum
CalculationAgent --> "0..1" PartyDeterminationEnum : calculationAgentPartyEnum
click PartyDeterminationEnum href "../PartyDeterminationEnum/"
Slots
| Name | Cardinality and Range | Description | Inheritance |
|---|---|---|---|
| calculationAgentParty | 0..1 AncillaryRoleEnum |
Specifies the party which is the ISDA Calculation Agent for the trade | direct |
| calculationAgentPartyEnum | 0..1 PartyDeterminationEnum |
Specifies the ISDA calculation agent responsible for performing duties as def... | direct |
| calculationAgentBusinessCenter | 0..1 BusinessCenter |
The city in which the office through which ISDA Calculation Agent is acting f... | direct |
Usages
| used by | used in | type | used |
|---|---|---|---|
| FallbackReferencePrice | calculationAgentDetermination | range | CalculationAgent |
| EconomicTerms | calculationAgent | range | CalculationAgent |
| MandatoryEarlyTermination | calculationAgent | range | CalculationAgent |
| OptionalEarlyTermination | calculationAgent | range | CalculationAgent |
Rules
| Rule Applied | Preconditions | Postconditions | Elseconditions |
|---|---|---|---|
In Subsets
Comments
- Rosetta condition: CalculationAgentChoice — optional choice calculationAgentParty, calculationAgentPartyEnum
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
Mappings
| Mapping Type | Mapped Value |
|---|---|
| self | common_domain_model:CalculationAgent |
| native | common_domain_model:CalculationAgent |
| close | fpml_5_10:CalculationAgent |
LinkML Source
Direct
name: CalculationAgent
description: A class defining the ISDA calculation agent responsible for performing
duties as defined in the applicable product definitions.
comments:
- 'Rosetta condition: CalculationAgentChoice — optional choice calculationAgentParty,
calculationAgentPartyEnum'
in_subset:
- cdm_observable_asset
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculationAgent
slots:
- calculationAgentParty
- calculationAgentPartyEnum
- calculationAgentBusinessCenter
rules:
- postconditions:
any_of:
- slot_conditions:
calculationAgentParty:
name: calculationAgentParty
required: true
- slot_conditions:
calculationAgentPartyEnum:
name: calculationAgentPartyEnum
required: true
description: Choice rule to represent an FpML choice construct.
Induced
name: CalculationAgent
description: A class defining the ISDA calculation agent responsible for performing
duties as defined in the applicable product definitions.
comments:
- 'Rosetta condition: CalculationAgentChoice — optional choice calculationAgentParty,
calculationAgentPartyEnum'
in_subset:
- cdm_observable_asset
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculationAgent
attributes:
calculationAgentParty:
name: calculationAgentParty
description: Specifies the party which is the ISDA Calculation Agent for the trade.
If more than one party is referenced then the parties are assumed to be co-calculation
agents, i.e. they have joint responsibility.
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculationAgent.calculationAgentParty
rank: 1000
owner: CalculationAgent
domain_of:
- CalculationAgent
range: AncillaryRoleEnum
calculationAgentPartyEnum:
name: calculationAgentPartyEnum
description: Specifies the ISDA calculation agent responsible for performing duties
as defined in the applicable product definitions. For example, the Calculation
Agent may be defined as being the Non-exercising Party.
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculationAgent.calculationAgentPartyEnum
rank: 1000
owner: CalculationAgent
domain_of:
- CalculationAgent
range: PartyDeterminationEnum
calculationAgentBusinessCenter:
name: calculationAgentBusinessCenter
annotations:
metadata_scheme:
tag: metadata_scheme
value: true
description: The city in which the office through which ISDA Calculation Agent
is acting for purposes of the transaction is located The short-form confirm
for a trade that is executed under a Sovereign or Asia Pacific Master Confirmation
Agreement ( MCA ), does not need to specify the Calculation Agent. However,
the confirm does need to specify the Calculation Agent City. This is due to
the fact that the MCA sets the value for Calculation Agent but does not set
the value for Calculation Agent City.
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculationAgent.calculationAgentBusinessCenter
rank: 1000
owner: CalculationAgent
domain_of:
- CalculationAgent
range: BusinessCenter
rules:
- postconditions:
any_of:
- slot_conditions:
calculationAgentParty:
name: calculationAgentParty
required: true
- slot_conditions:
calculationAgentPartyEnum:
name: calculationAgentPartyEnum
required: true
description: Choice rule to represent an FpML choice construct.