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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

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.