Class: CalculationAndTimingLegacy

Specification of the Calculation, Valuation and Timing terms specific to the Legacy (1994/95) Credit Support Annex.

URI: common_domain_model:CalculationAndTimingLegacy

 classDiagram
    class CalculationAndTimingLegacy
    click CalculationAndTimingLegacy href "../CalculationAndTimingLegacy/"
      CalculationAndTimingBase <|-- CalculationAndTimingLegacy
        click CalculationAndTimingBase href "../CalculationAndTimingBase/"

      CalculationAndTimingLegacy : notificationTime





        CalculationAndTimingLegacy --> "1" NotificationTime : notificationTime
        click NotificationTime href "../NotificationTime/"



      CalculationAndTimingLegacy : valuationAgent





        CalculationAndTimingLegacy --> "1" ValuationAgent : valuationAgent
        click ValuationAgent href "../ValuationAgent/"



      CalculationAndTimingLegacy : valuationDate





        CalculationAndTimingLegacy --> "1" CSAValuationDate : valuationDate
        click CSAValuationDate href "../CSAValuationDate/"



      CalculationAndTimingLegacy : valuationTime





        CalculationAndTimingLegacy --> "1" ValuationTime : valuationTime
        click ValuationTime href "../ValuationTime/"

Inheritance

CalculationAndTimingBase
- CalculationAndTimingLegacy

Slots

Name	Cardinality and Range	Description	Inheritance
valuationDate	1 CSAValuationDate	Details of the days on which calculations are to be made to determine the Del...	direct
valuationTime	1 ValuationTime	Specifies the time on which the value of collateral or exposure are calculate...	direct
valuationAgent	1 ValuationAgent	Details of the party calculating the value of collateral to be delivered or r...	direct
notificationTime	1 NotificationTime	The time by which a demand for the Transfer of Eligible Credit Support (IM) o...	CalculationAndTimingBase

Usages

used by	used in	type	used
CreditSupportAgreementLegacyElections	calculationAndTiming	range	CalculationAndTimingLegacy

In Subsets

CdmLegaldocumentationCsa

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: CalculationAndTimingLegacy
description: Specification of the Calculation, Valuation and Timing terms specific
  to the Legacy (1994/95) Credit Support Annex.
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculationAndTimingLegacy
is_a: CalculationAndTimingBase
slots:
- valuationDate
- valuationTime
- valuationAgent

Induced

name: CalculationAndTimingLegacy
description: Specification of the Calculation, Valuation and Timing terms specific
  to the Legacy (1994/95) Credit Support Annex.
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculationAndTimingLegacy
is_a: CalculationAndTimingBase
attributes:
  valuationDate:
    name: valuationDate
    description: Details of the days on which calculations are to be made to determine
      the Delivery Amount and/or Return Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationAndTimingLegacy.valuationDate
    rank: 1000
    owner: CalculationAndTimingLegacy
    domain_of:
    - CalculationAndTimingLegacy
    - CalculationAndTimingVariationMargin
    - NonDeliverableSubstitute
    - PerformanceValuationDates
    - ValuationDate
    - CashSettlementTerms
    range: CSAValuationDate
    required: true
  valuationTime:
    name: valuationTime
    description: Specifies the time on which the value of collateral or exposure are
      calculated in accordance with the agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationAndTimingLegacy.valuationTime
    rank: 1000
    owner: CalculationAndTimingLegacy
    domain_of:
    - CalculationAndTimingLegacy
    - CalculationAndTimingVariationMargin
    - PerformanceValuationDates
    - CashSettlementTerms
    range: ValuationTime
    required: true
  valuationAgent:
    name: valuationAgent
    description: Details of the party calculating the value of collateral to be delivered
      or returned.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationAndTimingLegacy.valuationAgent
    rank: 1000
    owner: CalculationAndTimingLegacy
    domain_of:
    - CalculationAndTimingLegacy
    - CalculationAndTimingVariationMargin
    - ValuationAgent
    range: ValuationAgent
    required: true
  notificationTime:
    name: notificationTime
    description: The time by which a demand for the Transfer of Eligible Credit Support
      (IM) or Posted Credit Support (IM) needs to be made in order for the transfer
      to take place in accordance with the Transfer Timing provisions.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CalculationAndTimingLegacy
    domain_of:
    - CalculationAndTimingBase
    - NotificationTimeElection
    - CollateralSpecification
    - CollateralInterestNotification
    - RecallProvision
    range: NotificationTime
    required: true