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Class: CalculationCurrencyElection

A class to specify the ISDA SIMM Calculation Currency.

URI: common_domain_model:CalculationCurrencyElection

 classDiagram
    class CalculationCurrencyElection
    click CalculationCurrencyElection href "../CalculationCurrencyElection/"
      CalculationCurrencyElection : currency

      CalculationCurrencyElection : isBaseCurrency

      CalculationCurrencyElection : party





        CalculationCurrencyElection --> "1" CounterpartyRoleEnum : party
        click CounterpartyRoleEnum href "../CounterpartyRoleEnum/"

Slots

Name Cardinality and Range Description Inheritance
party 1
CounterpartyRoleEnum		 The party which the SIMM Calculation Currency qualification applies to direct
isBaseCurrency 1
Boolean		 The SIMM Calculation Currency (also known as SIMM Reporting Currency) means t... direct
currency 0..1
string		 The currency in which the ISDA SIMM Calculation is denominated, when differen... direct

Usages

used by used in type used
SimmCalculationCurrency partyElection range CalculationCurrencyElection

Rules

Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {'isBaseCurrency': {'equals_string': 'True'}} {'currency': {'required': False}}

In Subsets

Comments

  • Rosetta condition: BaseCurrency — if isBaseCurrency = True then currency is absent else currency exists

See Also

Notes

  • ISDA CSA_IM_2016 paragraph "13 General Principles" clause "(ee)(3"

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: CalculationCurrencyElection
description: A class to specify the ISDA SIMM Calculation Currency.
notes:
- ISDA CSA_IM_2016 paragraph "13 General Principles" clause "(ee)(3"
comments:
- 'Rosetta condition: BaseCurrency — if isBaseCurrency = True then currency is absent
  else currency exists'
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
see_also:
- isda:CSA_IM_2016
close_mappings:
- fpml_5_10:CalculationCurrencyElection
slots:
- party
- isBaseCurrency
- currency
slot_usage:
  party:
    name: party
    description: The party which the SIMM Calculation Currency qualification applies
      to.
    range: CounterpartyRoleEnum
    required: true
  currency:
    name: currency
    description: The currency in which the ISDA SIMM Calculation is denominated, when
      different from the Base Currency. The list of valid currencies is not presently
      positioned as an enumeration as part of the CDM because that scope is limited
      to the values specified by ISDA and FpML. As a result, implementers have to
      make reference to the relevant standard, such as the ISO 4217 standard for currency
      codes.
rules:
- preconditions:
    slot_conditions:
      isBaseCurrency:
        name: isBaseCurrency
        equals_string: 'True'
  postconditions:
    slot_conditions:
      currency:
        name: currency
        required: false
  description: A data rule to enforce that, when the SIMM calculation currency is
    specified as the Base Currency and vice versa.

Induced

name: CalculationCurrencyElection
description: A class to specify the ISDA SIMM Calculation Currency.
notes:
- ISDA CSA_IM_2016 paragraph "13 General Principles" clause "(ee)(3"
comments:
- 'Rosetta condition: BaseCurrency — if isBaseCurrency = True then currency is absent
  else currency exists'
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
see_also:
- isda:CSA_IM_2016
close_mappings:
- fpml_5_10:CalculationCurrencyElection
slot_usage:
  party:
    name: party
    description: The party which the SIMM Calculation Currency qualification applies
      to.
    range: CounterpartyRoleEnum
    required: true
  currency:
    name: currency
    description: The currency in which the ISDA SIMM Calculation is denominated, when
      different from the Base Currency. The list of valid currencies is not presently
      positioned as an enumeration as part of the CDM because that scope is limited
      to the values specified by ISDA and FpML. As a result, implementers have to
      make reference to the relevant standard, such as the ISO 4217 standard for currency
      codes.
attributes:
  party:
    name: party
    description: The party which the SIMM Calculation Currency qualification applies
      to.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CalculationCurrencyElection
    domain_of:
    - DebtRedemption
    - Trade
    - MarginCallBase
    - CounterpartyPosition
    - AggregationParameters
    - AvailableInventory
    - WorkflowStepApproval
    - WorkflowStep
    - UmbrellaAgreementParty
    - UmbrellaAgreementSet
    - AdditionalRepresentationElection
    - CalculationAgentTerms
    - CalculationCurrencyElection
    - ValuationCalculationDateLocationElection
    - CollateralManagementAgreementElection
    - ControlAgreementElections
    - ControlAgreementNecEventElection
    - CustodianElection
    - CustodianRiskElection
    - ElectiveAmountElection
    - FrenchLawAddendumElection
    - HoldingAndUsingPostedCollateralElection
    - NotificationTimeElection
    - PostingObligationsElection
    - RecalculationOfValueElection
    - RegimeTerms
    - PledgeeRepresentativeRider
    - SecuredPartyRightsEventElection
    - SecurityProviderRightsEventElection
    - SensitivityMethodologiesPartyElection
    - SubstitutedRegimeTerms
    - SubstitutionPartyElection
    - TerminationCurrencyElection
    - AdditionalObligations
    - SecurityInterestForObligations
    - SinglePostingParty
    - ThresholdElection
    - MinimumTransferAmountElection
    - ValuationAgent
    - LegacyExposureScopeElection
    - CreditSupportDocumentElection
    - CreditSupportProviderElection
    - SpecifiedOrAccessConditionPartyElection
    - LegacyIndependentAmountParty
    - AutomaticEarlyTerminationElection
    - PartyTerminationCurrencySelection
    - SpecifiedEntity
    - EventsOfDefaultElection
    - EligibleCollateralSpecification
    range: CounterpartyRoleEnum
    required: true
  isBaseCurrency:
    name: isBaseCurrency
    description: The SIMM Calculation Currency (also known as SIMM Reporting Currency)
      means the Base Currency when True. It means a different currency when False.
      In that latter case, the SIMM Calculation Currency is specified as part of the
      currency attribute.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationCurrencyElection.isBaseCurrency
    rank: 1000
    owner: CalculationCurrencyElection
    domain_of:
    - CalculationCurrencyElection
    range: boolean
    required: true
  currency:
    name: currency
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: The currency in which the ISDA SIMM Calculation is denominated, when
      different from the Base Currency. The list of valid currencies is not presently
      positioned as an enumeration as part of the CDM because that scope is limited
      to the values specified by ISDA and FpML. As a result, implementers have to
      make reference to the relevant standard, such as the ISO 4217 standard for currency
      codes.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CalculationCurrencyElection
    domain_of:
    - UnitType
    - CommodityReferenceFramework
    - NotDomesticCurrency
    - SpecifiedCurrency
    - LimitApplicable
    - CalculationCurrencyElection
    - CollateralRounding
    - TerminationCurrencyElection
    - ThresholdRatingsBased
    - MinimumTransferAmountRatingsBased
    - LegacyIndependentAmountRatingsBased
    - FloatingRateIndexIdentification
    - FeaturePayment
    - DividendCurrency
    - FutureValueAmount
    - AmountSchedule
    - CollateralInterestParameters
    - ComputedAmount
    range: string
rules:
- preconditions:
    slot_conditions:
      isBaseCurrency:
        name: isBaseCurrency
        equals_string: 'True'
  postconditions:
    slot_conditions:
      currency:
        name: currency
        required: false
  description: A data rule to enforce that, when the SIMM calculation currency is
    specified as the Base Currency and vice versa.