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Subset: CdmLegaldocumentationCsa

Classes defined in the cdm_legaldocumentation_csa module.

URI: CdmLegaldocumentationCsa

Identifier and Mapping Information

Schema Source

Classes in subset

Class Description
AdditionalObligations The election of party specific additional obligations applicable to the agree...
AdditionalRepresentation A class to specify the Additional Representation
AdditionalRepresentationElection A class to specify the parties' Additional Representation(s) election
AdditionalRepresentations A class to specify Additional Representations that may be applicable to an ag...
AdditionalRightsEvent A class to specify the Pledgor/Obligor/Chargor Additional Rights Event electi...
AdditionalTerminationEvent A class to specify an optional termination event, additional to the Terminati...
AdditionalType The specification of the Additional Type of transaction that can require the ...
AddressesForTransfer Specifies the address for transfer as specified by the respective parties to ...
AllDirectionRating Used to combine two or more Ratings and associated direction using AND logic
AllEligibilityToHoldCollateralCriteria Used to combine two or more Criteria using AND logic
AmendmentEffectiveDate A class to specify the effective date of the Amendment to Termination Currenc...
AmountOfNetCapital The amount of net capital
AnyDirectionRating Used to combine two or more Ratings and associated direction using OR logic
AnyEligibilityToHoldCollateralCriteria Used to combine two or more Criteria using OR logic
ApplicableRegime A class to specify the applicable regulatory regime(s) that parties to a lega...
AppropriatedCollateralValuation A class to specify the Valuation of Appropriated Collateral
BaseAndEligibleCurrency The base and eligible currency(ies) for the document as specified by the part...
BespokeCalculationDate A class to specify bespoke Calculation Date terms for the purposes of Initial...
BespokeCalculationTime A class to specify additional Calculation Time terms for the purposes of Init...
BespokeTransferTiming A class to specify any bespoke Transfer Timing language by each party to the ...
CalculationAgentTerms Details of the party calculating the value of collateral to be delivered or r...
CalculationAndTimingBase A logical container designed to hold a set of related data
CalculationAndTimingCollateralTransferAgreement Specification of the Calculation, Valuation and Timing terms specific to the ...
CalculationAndTimingInitialMargin Specification of the Calculation, Valuation and Timing terms specific to the ...
CalculationAndTimingLegacy Specification of the Calculation, Valuation and Timing terms specific to the ...
CalculationAndTimingVariationMargin Specification of the Calculation, Valuation and Timing terms specific to the ...
CalculationCurrencyElection A class to specify the ISDA SIMM Calculation Currency
CollateralAccessBreach A class to specify Collateral Access Breach language
CollateralManagementAgreement A class to specify the Collateral Management Agreement election
CollateralManagementAgreementElection A class to specify the Collateral Management Agreement election
CollateralRounding A class to specify the rounding methodology applicable to the Delivery Amount...
CollateralTransferAgreementElections The set of elections which specify a Collateral Transfer Agreement
CollateralTransferTiming Specification of transfer / settlement timing for cash and securities collate...
CollateralTransferTimingDefinition Bespoke language removing the pre-print requirement to transfer legal title o...
CollateralValueMethod Details how particular types of collateral are valued (other than in respect ...
ConditionsPrecedent A class to specify the two set of elections that may overwrite the default Co...
ControlAgreement A class to specify the relationship between the Control Agreement and the Cre...
ControlAgreementElections A class to specify the Control Agreement election sby each party to the agree...
ControlAgreementNecEvent A class to specify Control Agreement language related to delivery of a Notice...
ControlAgreementNecEventElection A class to specify party specific Control Agreement language related to deliv...
CoveredTransactions Specification of Transactions covered by the legal agreement
CreditSupportAgreementElections The set of elections which specify a Credit Support Annex or Deed
CreditSupportAgreementElectionsBase A logical container designed to hold a set of related data
CreditSupportAgreementInitialMarginElections The set of elections which specify an Initial Margin Credit Support Annex or ...
CreditSupportAgreementLegacyElections The set of elections which specify a Legacy (1994 or 1995) Credit Support Ann...
CreditSupportAgreementVariationMarginElections The set of elections which specify a Variation Margin Credit Support Annex or...
CreditSupportAmount The total amount one counterparty must deliver to the other at any time: the ...
CreditSupportDocument Identification of party specific Credit Support Documents applicable to the d...
CreditSupportDocumentElection The party election of Credit Support Provider(s), if any
CreditSupportObligationsBase A logical container designed to hold a set of related data
CreditSupportObligationsCollateralTransferAgreement Specification of the Credit Support Obligations applicable to the Initial Mar...
CreditSupportObligationsInitialMargin Specification of the Credit Support Obligations applicable to the Initial Mar...
CreditSupportObligationsLegacy Specification of the Credit Support Obligations applicable to the Legacy (199...
CreditSupportObligationsVariationMargin Specification of the Credit Support Obligations applicable to the Variation M...
CreditSupportProvider Identification of party specific Credit Support Providers applicable to the d...
CreditSupportProviderElection The party election of Credit Support Provider(s), if any
CSADeliveryAmount In respect of a Valuation Date, the amount of collateral which a party is ent...
CSAMinimumTransferAmountVariableSet Defines a combination of Rating Agency, Rating Value, amount and Currency cod...
CSAReturnAmount In respect of a Valuation Date, the amount of collateral which a party is ent...
CSAThresholdVariableSet Defines a combination of Rating Agency, Rating Value, Threshold amount and Cu...
CSAValuationDate Specifies the date on which the value of collateral or exposure are calculate...
Custodian A class to specify the custodian and custody account details for each party t...
CustodianElection A class to specify the custodian and custody account details for each party t...
CustodianEvent A class to specify the Custodian Event
CustodianEventEndDate A class to specify the Custodian Event
CustodianRisk A class to specify the Custodian Risk elections specific to a Credit Support ...
CustodianRiskElection A class to specify the Custodian Risk
CustodianTerms A class to specify the requirements applicable to the custodian with respect ...
CustodyArrangements Describes how posted collateral is held, maintained, and safeguarded by a cus...
DemandsAndNotices Specifies the address where the demands, specifications and notices will be c...
DirectionRating A logical container to hold a defined set of related data
DirectionRatingMultiplier A logical container to hold a defined set of related data
DirectionRatingSet A logical container to hold a defined set of related data
DisputeResolution A class to specify the election terms under which a party disputes the Value ...
ElectiveAmountElection A class to specify the party elective amounts which can be used for the purpo...
EligibilityToHoldCollateral Specifies the conditions under which a party and its custodian(s) are entitle...
EligibilityToHoldCollateralCriteria Defines a set of Criteria required by the party and its custodian to hold the...
EligibleCollateralElection Specifies the collateral posting obligations for the security provider party(...
EligibleCreditSupport Specifies the collateral posting obligations of the security provider or secu...
EnforcementEvent A class to specify Enforcement Events specific to Security Agreements
ExcludedProducts Description of the relevant derivative transactions excluded from the calcula...
ExecutionLanguage A class to specify execution language terms of a Security Agreement
ExecutionLocation A class to specify execution location terms of a Security Agreement
ExecutionTerms A class to specify execution location and language of execution to determine ...
ExposureScope Optionally, for each party, specifies the amendments to the included coverage...
FinalReturns A clause providing that final return collateral is to be provided without con...
FrenchLawAddendum A class to specify party specific elections when a Collateral Transfer Agreem...
FrenchLawAddendumElection A class to specify party specific French Law Addendum language
FxHaircutCurrency A class to specify the reference currency for the purpose of specifying the F...
GeneralSimmElections A class to specify the ISDA SIMM as the Method for all Covered Transactions w...
HoldingAndUsingPostedCollateral Specifies the conditions that need to be satisfied before the Secured Party o...
HoldingAndUsingPostedCollateralElection Specifies the parties' elections related to the holding and using of posted c...
IndependentAmountRatings A logical container designed to hold a set of related data
IneligibleCreditSupport Identifies collateral that has been designated as not meeting the eligibility...
InterestAdjustment A class to specify whether the Interest Adjustment is applicable and what its...
InterestAdjustmentPeriodicity A class to specify the Interest Adjustment periodicity
InterestAmount A class to specify the application of Interest Amount with respect to the Del...
JapaneseSecuritiesProvisions A class to specify Japanese Securities Provision elections
JurisdictionRelatedTerms A class to specify terms jurisdiction related terms
LegacyExposureScopeElection Specification of amendments to the calculation of Exposure in terms of the Tr...
LegacyIndependentAmount Sets out the additional amount of collateral that is required to be delivered...
LegacyIndependentAmountParty The party specific elections for the Independent Amount clause
LegacyIndependentAmountRatingsBased Specifies that the Independent Amount is determined using a credit rating
LegacyIndependentAmountRatingsXExposure Specifies that the Independent Amount is determined using both credit rating ...
LegacyResolutionAlternative Alternative procedures to those in the pre-print for resolving collateral rel...
MarginApproach A class for selection of Margin Approach
MasterAgreementDatedAsOfDate Defines the dates agreed by the parties as the date of the Credit Support Ann...
MinimumTransferAmount Represents the threshold specified in the agreement below which collateral ne...
MinimumTransferAmountAmendment A class to specify whether Amendment to Minimum Transfer Amount language is ...
MinimumTransferAmountElection Specifies the method by which the minimum transfer amount is defined, such as...
MinimumTransferAmountRatingsBased Defines that the Minimum Transfer Amount (MTA) is based on a Ratings conditio...
NotificationTime Specifies the time by which a demand for the Transfer of Eligible Credit Supp...
NotificationTimeElection A class to specify the notification time election by the respective parties t...
OneWayProvisions A class to specify whether One Way Provisions apply
OtherAgreements The bespoke definition of other agreements or other credit support annex term...
OtherEligibleAndPostedSupport Specifies the Other Eligible Support elections
PartyAgreementIdentifier A class defining a legal agreement identifier issued by the indicated party
PledgeeRepresentativeRider The terms of the Rider for the ISDA Euroclear 2019 Collateral Transfer Agreem...
PostedCreditSupportItem Posted Credit Support item with corresponding Valuation Percentage, FX Haircu...
PostingObligations A class to specify the collateral posting obligations of the security provide...
PostingObligationsElection Specifies the collateral posting obligations for the security provider party(...
ProcessAgent Specifies the Process Agent that might be appointed by the parties as part of...
ProcessAgentElection Specifies the parties' respective elections with respect to the Process Agent
RatingAgencyAmount A logical container to hold a defined set of related data
RatingAgencyValue A logical container designed to hold a set of related data
RatingMultiplier A logical container to hold a defined set of related data
RecalculationOfValue A class to specify terms for Recalculation of the Market Value of Posted Coll...
RecalculationOfValueElection A class to specify Recalculation of Value terms that will be applicable
Regime A class to specify one or more regimes that may be specified as relevant to a...
RegimeTerms A class that is used by the ApplicableRegime and the AdditionalRegime classes...
ResolutionValue Methodology for resolving disputes in respect of the determination of the val...
RetrospectiveEffect A class to specify the retrospective effect exception to the regulatory regim...
RightsEvents A class to specify the rights of Security Taker and/or Security Provider when...
SecuredPartyRightsEvent A class to specify Secured Party Rights Event language
SecuredPartyRightsEventElection A class to specify party specific Secured Party Rights Event language
SecurityAgreementElections The set of elections which specify a Security Agremeent
SecurityInterestForObligations Security Interest for Obligations clause applicable to 1994 NY CSA, 1995 Engl...
SecurityProviderRightsEvent A class to specify the Pledgor/Obligor/Chargor Rights Event election
SecurityProviderRightsEventElection A class to specify party specific Secured Party Rights Event language
SensitivityMethodologies A class to specificy methodologies to compute sensitivities specific to the a...
SensitivityMethodologiesPartyElection A class to specificy methodologies to compute sensitivities specific to the a...
SensitivityMethodology A class to specify the methodology according to which sensitivities are compu...
SensitivityToEquity Represents risk sensitivity calculated with respect to the value of an indivi...
SimmCalculationCurrency A class to specify the SIMM Calculation Currency elections by each party to t...
SimmException A class to specify the SIMM exception to the regulatory regime clause
SimmVersion A class to specify the ISDA SIMM version that applies to the ISDA 2018 CSA fo...
SinglePostingParty Where only a single party is explicitly designated to post collateral, the p...
SpecifiedConditionOrAccessCondition Specifies the events elected by the parties that are deemed an Access Conditi...
SpecifiedOrAccessConditionPartyElection The party specific elections in respect to the Specified Condition and Access...
SubstitutedRegime A class to specify each party's election with respect to the Substituted Regi...
SubstitutedRegimeTerms Specifies the applicability of the Substituted Regime as denoted in the Subst...
Substitution A class to specify the conditions under which the Security Provider can subst...
SubstitutionPartyElection Party specific elections for substitution of posted collateral
TerminationCurrencyAmendment A class to specify the Amendment to Termination Currency elections by the par...
TerminationCurrencyElection A class to specify the Amendment to Termination Currency election by the part...
Threshold Represents the amount of unsecured risk that a party is willing to tolerate w...
ThresholdElection Specifies whether the threshold is rating based, a fixed amount, or infinity
ThresholdMinimumTransferAmountBase A logical container designed to hold a set of related data
ThresholdMinimumTransferAmountFixedAmount Defines the Threshold or the Minimum Transfer Amount (MTA) as a fixed amount
ThresholdRatingsBased Defines that the Threshold is based on Ratings condition(s)
TransferSettlementTiming Specification of transfer / settlement timing for cash and securities collate...
ValuationAgent Details of the party valuating the collateral to be delivered or returned
ValuationCalculationDateLocation Specification of the Calculation Date Location for the respective parties to ...
ValuationCalculationDateLocationElection A class to specify each of the party elections with respect to the Calculatio...
ValuationTime Specifies the time by which the value of the collateral and obligations to tr...