Class: CalculationAndTimingVariationMargin

Specification of the Calculation, Valuation and Timing terms specific to the Variation Margin Credit Support Annex.

URI: common_domain_model:CalculationAndTimingVariationMargin

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

      CalculationAndTimingVariationMargin : notificationTime





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



      CalculationAndTimingVariationMargin : valuationAgent





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



      CalculationAndTimingVariationMargin : valuationDate





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



      CalculationAndTimingVariationMargin : valuationDateLocation





        CalculationAndTimingVariationMargin --> "1" ValuationCalculationDateLocation : valuationDateLocation
        click ValuationCalculationDateLocation href "../ValuationCalculationDateLocation/"



      CalculationAndTimingVariationMargin : valuationTime





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

Inheritance

CalculationAndTimingBase
- CalculationAndTimingVariationMargin

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 valuating the collateral to be delivered or returned	direct
valuationDateLocation	1 ValuationCalculationDateLocation	The specified location where the credit exposure will be calculated by the re...	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
CreditSupportAgreementVariationMarginElections	calculationAndTiming	range	CalculationAndTimingVariationMargin

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:CalculationAndTimingVariationMargin
native	common_domain_model:CalculationAndTimingVariationMargin
close	fpml_5_10:CalculationAndTimingVariationMargin

LinkML Source

Direct

name: CalculationAndTimingVariationMargin
description: Specification of the Calculation, Valuation and Timing terms specific
  to the Variation Margin Credit Support Annex.
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculationAndTimingVariationMargin
is_a: CalculationAndTimingBase
slots:
- valuationDate
- valuationTime
- valuationAgent
- valuationDateLocation
slot_usage:
  valuationAgent:
    name: valuationAgent
    description: Details of the party valuating the collateral to be delivered or
      returned.

Induced

name: CalculationAndTimingVariationMargin
description: Specification of the Calculation, Valuation and Timing terms specific
  to the Variation Margin Credit Support Annex.
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculationAndTimingVariationMargin
is_a: CalculationAndTimingBase
slot_usage:
  valuationAgent:
    name: valuationAgent
    description: Details of the party valuating the collateral to be delivered or
      returned.
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: CalculationAndTimingVariationMargin
    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: CalculationAndTimingVariationMargin
    domain_of:
    - CalculationAndTimingLegacy
    - CalculationAndTimingVariationMargin
    - PerformanceValuationDates
    - CashSettlementTerms
    range: ValuationTime
    required: true
  valuationAgent:
    name: valuationAgent
    description: Details of the party valuating the 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: CalculationAndTimingVariationMargin
    domain_of:
    - CalculationAndTimingLegacy
    - CalculationAndTimingVariationMargin
    - ValuationAgent
    range: ValuationAgent
    required: true
  valuationDateLocation:
    name: valuationDateLocation
    description: The specified location where the credit exposure will be calculated
      by the respective parties.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationAndTimingVariationMargin.valuationDateLocation
    rank: 1000
    owner: CalculationAndTimingVariationMargin
    domain_of:
    - CalculationAndTimingVariationMargin
    range: ValuationCalculationDateLocation
    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: CalculationAndTimingVariationMargin
    domain_of:
    - CalculationAndTimingBase
    - NotificationTimeElection
    - CollateralSpecification
    - CollateralInterestNotification
    - RecallProvision
    range: NotificationTime
    required: true