Class: Collateral

A type for defining the obligations of the counterparty subject to credit support requirements.

 classDiagram
    class Collateral
    click Collateral href "../Collateral/"
      Collateral : collateralPortfolio





        Collateral --> "*" CollateralPortfolio : collateralPortfolio
        click CollateralPortfolio href "../CollateralPortfolio/"



      Collateral : collateralProvisions





        Collateral --> "0..1" CollateralProvisions : collateralProvisions
        click CollateralProvisions href "../CollateralProvisions/"



      Collateral : independentAmount





        Collateral --> "0..1" IndependentAmount : independentAmount
        click IndependentAmount href "../IndependentAmount/"



      Collateral : portfolioIdentifier





        Collateral --> "*" Identifier : portfolioIdentifier
        click Identifier href "../Identifier/"

Slots

Name	Cardinality and Range	Description	Inheritance
independentAmount	0..1 IndependentAmount	Independent Amount is an amount that usually less creditworthy counterparties...	direct
portfolioIdentifier	* Identifier	A list of identifiers pointing to the collateral portfolios which contain the...	direct
collateralPortfolio	* CollateralPortfolio	The collateral portfolios which contain the collateral which covers a trade	direct
collateralProvisions	0..1 CollateralProvisions	specifies the collateral provisions of the product	direct

Usages

used by	used in	type	used
ExecutionInstruction	collateral	range	Collateral
Trade	collateral	range	Collateral
ContractBase	collateral	range	Collateral
CounterpartyPosition	collateral	range	Collateral
EconomicTerms	collateral	range	Collateral

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	`{'collateralPortfolio': {'required': True}}`	`{'collateralProvisions': {'required': True}}`

Rule Applied	Preconditions	Postconditions	Elseconditions

In Subsets

CdmProductCollateral

Comments

Rosetta condition: CollateralExists — independentAmount exists or collateralPortfolio exists
Rosetta condition: CollateralProvisions — if collateralPortfolio exists then collateralProvisions exists
Rosetta condition: Collateralchoice — optional choice independentAmount, portfolioIdentifier, collateralPortfolio

Identifier and Mapping Information

Annotations

property	value
metadata_key	True

Schema Source

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

Mappings

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

LinkML Source

Direct

name: Collateral
annotations:
  metadata_key:
    tag: metadata_key
    value: true
description: A type for defining the obligations of the counterparty subject to credit
  support requirements.
comments:
- 'Rosetta condition: CollateralExists — independentAmount exists or collateralPortfolio
  exists'
- 'Rosetta condition: CollateralProvisions — if collateralPortfolio exists then collateralProvisions
  exists'
- 'Rosetta condition: Collateralchoice — optional choice independentAmount, portfolioIdentifier,
  collateralPortfolio'
in_subset:
- cdm_product_collateral
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:Collateral
slots:
- independentAmount
- portfolioIdentifier
- collateralPortfolio
- collateralProvisions
slot_usage:
  independentAmount:
    name: independentAmount
    description: 'Independent Amount is an amount that usually less creditworthy counterparties
      are asked to provide. It can either be a fixed amount or a percentage of the
      Transaction''s value. The Independent Amount can be: (i) transferred before
      any trading between the parties occurs (as a deposit at a third party''s account
      or with the counterparty) or (ii) callable after trading has occurred (typically
      because a downgrade has occurred). In situation (i), the Independent Amount
      is not included in the calculation of Exposure, but in situation (ii), it is
      included in the calculation of Exposure. Thus, for situation (ii), the Independent
      Amount may be transferred along with any collateral call. Independent Amount
      is a defined term in the ISDA Credit Support Annex. (''with respect to a party,
      the amount specified as such for that party in Paragraph 13; if no amount is
      specified, zero'').'
    range: IndependentAmount
    required: false
  portfolioIdentifier:
    name: portfolioIdentifier
    description: A list of identifiers pointing to the collateral portfolios which
      contain the collateral which covers a trade.
    multivalued: true
  collateralPortfolio:
    name: collateralPortfolio
    description: 'The collateral portfolios which contain the collateral which covers
      a trade. (NB: this can be provided by reference to a global key for each CollateralPortfolio
      object)'
    multivalued: true
rules:
- postconditions:
    any_of:
    - slot_conditions:
        independentAmount:
          name: independentAmount
          required: true
    - slot_conditions:
        collateralPortfolio:
          name: collateralPortfolio
          required: true
  description: Collateral must represent either a simple independent amount or full
    collateral portfolio.
- preconditions:
    slot_conditions:
      collateralPortfolio:
        name: collateralPortfolio
        required: true
  postconditions:
    slot_conditions:
      collateralProvisions:
        name: collateralProvisions
        required: true
  description: When a collateral portfolio is provided, collateral provisions must
    exists that govern this collateral.
- postconditions:
    any_of:
    - slot_conditions:
        independentAmount:
          name: independentAmount
          required: true
    - slot_conditions:
        portfolioIdentifier:
          name: portfolioIdentifier
          required: true
    - slot_conditions:
        collateralPortfolio:
          name: collateralPortfolio
          required: true
  description: Collateralchoice

Induced

name: Collateral
annotations:
  metadata_key:
    tag: metadata_key
    value: true
description: A type for defining the obligations of the counterparty subject to credit
  support requirements.
comments:
- 'Rosetta condition: CollateralExists — independentAmount exists or collateralPortfolio
  exists'
- 'Rosetta condition: CollateralProvisions — if collateralPortfolio exists then collateralProvisions
  exists'
- 'Rosetta condition: Collateralchoice — optional choice independentAmount, portfolioIdentifier,
  collateralPortfolio'
in_subset:
- cdm_product_collateral
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:Collateral
slot_usage:
  independentAmount:
    name: independentAmount
    description: 'Independent Amount is an amount that usually less creditworthy counterparties
      are asked to provide. It can either be a fixed amount or a percentage of the
      Transaction''s value. The Independent Amount can be: (i) transferred before
      any trading between the parties occurs (as a deposit at a third party''s account
      or with the counterparty) or (ii) callable after trading has occurred (typically
      because a downgrade has occurred). In situation (i), the Independent Amount
      is not included in the calculation of Exposure, but in situation (ii), it is
      included in the calculation of Exposure. Thus, for situation (ii), the Independent
      Amount may be transferred along with any collateral call. Independent Amount
      is a defined term in the ISDA Credit Support Annex. (''with respect to a party,
      the amount specified as such for that party in Paragraph 13; if no amount is
      specified, zero'').'
    range: IndependentAmount
    required: false
  portfolioIdentifier:
    name: portfolioIdentifier
    description: A list of identifiers pointing to the collateral portfolios which
      contain the collateral which covers a trade.
    multivalued: true
  collateralPortfolio:
    name: collateralPortfolio
    description: 'The collateral portfolios which contain the collateral which covers
      a trade. (NB: this can be provided by reference to a global key for each CollateralPortfolio
      object)'
    multivalued: true
attributes:
  independentAmount:
    name: independentAmount
    description: 'Independent Amount is an amount that usually less creditworthy counterparties
      are asked to provide. It can either be a fixed amount or a percentage of the
      Transaction''s value. The Independent Amount can be: (i) transferred before
      any trading between the parties occurs (as a deposit at a third party''s account
      or with the counterparty) or (ii) callable after trading has occurred (typically
      because a downgrade has occurred). In situation (i), the Independent Amount
      is not included in the calculation of Exposure, but in situation (ii), it is
      included in the calculation of Exposure. Thus, for situation (ii), the Independent
      Amount may be transferred along with any collateral call. Independent Amount
      is a defined term in the ISDA Credit Support Annex. (''with respect to a party,
      the amount specified as such for that party in Paragraph 13; if no amount is
      specified, zero'').'
    notes:
    - ISDA CSA_NewYork_1994
    - ISDA CSA_English_1995
    - ISDA CSD_English_1995
    - ISDA CSA_VM_English_2016
    - ISDA CSA_VM_NewYork_2016
    - ISDA CSD_IM_English_2016
    - ISDA CSA_IM_NewYork_2016
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Collateral
    domain_of:
    - CreditSupportObligationsLegacy
    - Collateral
    range: IndependentAmount
    required: false
  portfolioIdentifier:
    name: portfolioIdentifier
    description: A list of identifiers pointing to the collateral portfolios which
      contain the collateral which covers a trade.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralPortfolio.portfolioIdentifier
    rank: 1000
    owner: Collateral
    domain_of:
    - CollateralPortfolio
    - Collateral
    range: Identifier
    multivalued: true
  collateralPortfolio:
    name: collateralPortfolio
    annotations:
      metadata_reference:
        tag: metadata_reference
        value: true
    description: 'The collateral portfolios which contain the collateral which covers
      a trade. (NB: this can be provided by reference to a global key for each CollateralPortfolio
      object)'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Collateral
    domain_of:
    - MarginCallBase
    - Collateral
    range: CollateralPortfolio
    multivalued: true
  collateralProvisions:
    name: collateralProvisions
    description: specifies the collateral provisions of the product.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:Collateral.collateralProvisions
    rank: 1000
    owner: Collateral
    domain_of:
    - Collateral
    range: CollateralProvisions
rules:
- postconditions:
    any_of:
    - slot_conditions:
        independentAmount:
          name: independentAmount
          required: true
    - slot_conditions:
        collateralPortfolio:
          name: collateralPortfolio
          required: true
  description: Collateral must represent either a simple independent amount or full
    collateral portfolio.
- preconditions:
    slot_conditions:
      collateralPortfolio:
        name: collateralPortfolio
        required: true
  postconditions:
    slot_conditions:
      collateralProvisions:
        name: collateralProvisions
        required: true
  description: When a collateral portfolio is provided, collateral provisions must
    exists that govern this collateral.
- postconditions:
    any_of:
    - slot_conditions:
        independentAmount:
          name: independentAmount
          required: true
    - slot_conditions:
        portfolioIdentifier:
          name: portfolioIdentifier
          required: true
    - slot_conditions:
        collateralPortfolio:
          name: collateralPortfolio
          required: true
  description: Collateralchoice