Class: CollateralInterestHandlingParameters

Represents parameters that describe how calculated interest amounts are handled, i.e. are they transferred/distributed, or is the collateral balance adjusted, is netting done, and any other special handling.

URI: common_domain_model:CollateralInterestHandlingParameters

 classDiagram
    class CollateralInterestHandlingParameters
    click CollateralInterestHandlingParameters href "../CollateralInterestHandlingParameters/"
      CollateralInterestHandlingParameters : accrueInterestOnUnsettledInterest

      CollateralInterestHandlingParameters : alternativeProvision

      CollateralInterestHandlingParameters : alternativeToInterestAmount





        CollateralInterestHandlingParameters --> "0..1" AlternativeToInterestAmountEnum : alternativeToInterestAmount
        click AlternativeToInterestAmountEnum href "../AlternativeToInterestAmountEnum/"



      CollateralInterestHandlingParameters : cutoffTime

      CollateralInterestHandlingParameters : includeAccrualInMarginCalc

      CollateralInterestHandlingParameters : interestAmountApplication





        CollateralInterestHandlingParameters --> "0..1" InterestAmountApplication : interestAmountApplication
        click InterestAmountApplication href "../InterestAmountApplication/"



      CollateralInterestHandlingParameters : interestPaymentHandling





        CollateralInterestHandlingParameters --> "1" CollateralInterestHandlingEnum : interestPaymentHandling
        click CollateralInterestHandlingEnum href "../CollateralInterestHandlingEnum/"



      CollateralInterestHandlingParameters : interestRolloverLimit





        CollateralInterestHandlingParameters --> "0..1" NumberBound : interestRolloverLimit
        click NumberBound href "../NumberBound/"



      CollateralInterestHandlingParameters : netInterestWithMarginCalls

      CollateralInterestHandlingParameters : netPostedAndHeldInterest

      CollateralInterestHandlingParameters : notification





        CollateralInterestHandlingParameters --> "0..1" CollateralInterestNotification : notification
        click CollateralInterestNotification href "../CollateralInterestNotification/"



      CollateralInterestHandlingParameters : onFullReturn

      CollateralInterestHandlingParameters : onPartialReturn

      CollateralInterestHandlingParameters : paymentBusinessCenter

      CollateralInterestHandlingParameters : writeoffLimit





        CollateralInterestHandlingParameters --> "0..1" NumberBound : writeoffLimit
        click NumberBound href "../NumberBound/"

Slots

Name	Cardinality and Range	Description	Inheritance
interestPaymentHandling	1 CollateralInterestHandlingEnum	Specifies how the collateral interest is to be handled	direct
paymentBusinessCenter	* BusinessCenter	Specifies applicable business centers for payments	direct
netPostedAndHeldInterest	1 Boolean	Indicates whether to net Held and Posted Interest Payments (i	direct
netInterestWithMarginCalls	1 Boolean	Indicates whether the interest amount may be offset against any margin call d...	direct
includeAccrualInMarginCalc	1 Boolean	Indicates whether or not to include the open interest accrual in the margin c...	direct
accrueInterestOnUnsettledInterest	0..1 Boolean	Indicates whether interest accruing on unsettled interest amount is included ...	direct
onFullReturn	1 Boolean	Indicates the option that accrued interest should be calculated and distribut...	direct
onPartialReturn	1 Boolean	Indicates the option that accrued interest should be calculated and distribut...	direct
interestAmountApplication	0..1 InterestAmountApplication	The application of Interest Amount with respect to the Delivery Amount and th...	direct
interestRolloverLimit	0..1 NumberBound	Specifies the level below which the interest will be rolled over	direct
writeoffLimit	0..1 NumberBound	Specifies the level below which the interest will be written off; if omitted ...	direct
alternativeToInterestAmount	0..1 AlternativeToInterestAmountEnum	Specifies the alternative to interest amounts	direct
alternativeProvision	0..1 string	Specifies an alternative to interest amount, when the alternative provision c...	direct
cutoffTime	0..1 time	Specifies the time of day that interest needs to be confirmed by	direct
notification	0..1 CollateralInterestNotification	Specifies the terms describing notification requirements	direct

Usages

used by	used in	type	used
CollateralInterestParameters	interestHandlingParameters	range	CollateralInterestHandlingParameters

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	`{'alternativeToInterestAmount': {'equals_string': 'Other'}}`	`{'alternativeProvision': {'required': True}}`

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	`{'alternativeToInterestAmount': {'none_of': [{'equals_string_in': ['Other']}]}}`	`{'alternativeProvision': {'required': False}}`

In Subsets

CdmProductCollateral

Comments

Rosetta condition: Alternative — if alternativeToInterestAmount = AlternativeToInterestAmountEnum -> Other then alternativeProvision exists
Rosetta condition: Alternative2 — if alternativeToInterestAmount <> AlternativeToInterestAmountEnum -> Other then alternativeProvision is absent

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: CollateralInterestHandlingParameters
description: Represents parameters that describe how calculated interest amounts are
  handled, i.e. are they transferred/distributed, or is the collateral balance adjusted,
  is netting done, and any other special handling.
comments:
- 'Rosetta condition: Alternative — if alternativeToInterestAmount = AlternativeToInterestAmountEnum
  -> Other then alternativeProvision exists'
- 'Rosetta condition: Alternative2 — if alternativeToInterestAmount <> AlternativeToInterestAmountEnum
  -> Other then alternativeProvision is absent'
in_subset:
- cdm_product_collateral
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CollateralInterestHandlingParameters
slots:
- interestPaymentHandling
- paymentBusinessCenter
- netPostedAndHeldInterest
- netInterestWithMarginCalls
- includeAccrualInMarginCalc
- accrueInterestOnUnsettledInterest
- onFullReturn
- onPartialReturn
- interestAmountApplication
- interestRolloverLimit
- writeoffLimit
- alternativeToInterestAmount
- alternativeProvision
- cutoffTime
- notification
rules:
- preconditions:
    slot_conditions:
      alternativeToInterestAmount:
        name: alternativeToInterestAmount
        equals_string: Other
  postconditions:
    slot_conditions:
      alternativeProvision:
        name: alternativeProvision
        required: true
  description: Alternative
- preconditions:
    slot_conditions:
      alternativeToInterestAmount:
        name: alternativeToInterestAmount
        none_of:
        - equals_string_in:
          - Other
  postconditions:
    slot_conditions:
      alternativeProvision:
        name: alternativeProvision
        required: false
  description: Alternative2
  comments:
  - 'Rosetta negation: alternativeToInterestAmount <> AlternativeToInterestAmountEnum
    -> Other'

Induced

name: CollateralInterestHandlingParameters
description: Represents parameters that describe how calculated interest amounts are
  handled, i.e. are they transferred/distributed, or is the collateral balance adjusted,
  is netting done, and any other special handling.
comments:
- 'Rosetta condition: Alternative — if alternativeToInterestAmount = AlternativeToInterestAmountEnum
  -> Other then alternativeProvision exists'
- 'Rosetta condition: Alternative2 — if alternativeToInterestAmount <> AlternativeToInterestAmountEnum
  -> Other then alternativeProvision is absent'
in_subset:
- cdm_product_collateral
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CollateralInterestHandlingParameters
attributes:
  interestPaymentHandling:
    name: interestPaymentHandling
    description: Specifies how the collateral interest is to be handled.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralInterestHandlingParameters.interestPaymentHandling
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: CollateralInterestHandlingEnum
    required: true
  paymentBusinessCenter:
    name: paymentBusinessCenter
    description: Specifies applicable business centers for payments.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralInterestHandlingParameters.paymentBusinessCenter
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: BusinessCenter
    multivalued: true
    inlined: true
    inlined_as_list: true
  netPostedAndHeldInterest:
    name: netPostedAndHeldInterest
    description: Indicates whether to net Held and Posted Interest Payments (i.e.
      whether interest payable for a period can be netted with interest receivable).
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralInterestHandlingParameters.netPostedAndHeldInterest
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: boolean
    required: true
  netInterestWithMarginCalls:
    name: netInterestWithMarginCalls
    description: Indicates whether the interest amount may be offset against any margin
      call deliver or return amounts?   (aka 'net payments' indicator).
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralInterestHandlingParameters.netInterestWithMarginCalls
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: boolean
    required: true
  includeAccrualInMarginCalc:
    name: includeAccrualInMarginCalc
    description: Indicates whether or not to include the open interest accrual in
      the margin calculation.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralInterestHandlingParameters.includeAccrualInMarginCalc
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: boolean
    required: true
  accrueInterestOnUnsettledInterest:
    name: accrueInterestOnUnsettledInterest
    description: Indicates whether interest accruing on unsettled interest amount
      is included (continues to be accrued) in the following period.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralInterestHandlingParameters.accrueInterestOnUnsettledInterest
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: boolean
  onFullReturn:
    name: onFullReturn
    description: Indicates the option that accrued interest should be calculated and
      distributed when a full return of collateral occurs.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralInterestHandlingParameters.onFullReturn
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: boolean
    required: true
  onPartialReturn:
    name: onPartialReturn
    description: Indicates the option that accrued interest should be calculated and
      distributed when a partial return collateral occurs.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralInterestHandlingParameters.onPartialReturn
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: boolean
    required: true
  interestAmountApplication:
    name: interestAmountApplication
    description: The application of Interest Amount with respect to the Delivery Amount
      and the Return Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralInterestHandlingParameters.interestAmountApplication
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: InterestAmountApplication
  interestRolloverLimit:
    name: interestRolloverLimit
    description: Specifies the level below which the interest will be rolled over.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralInterestHandlingParameters.interestRolloverLimit
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: NumberBound
  writeoffLimit:
    name: writeoffLimit
    description: Specifies the level below which the interest will be written off;
      if omitted write-off is not applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralInterestHandlingParameters.writeoffLimit
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: NumberBound
  alternativeToInterestAmount:
    name: alternativeToInterestAmount
    description: Specifies the alternative to interest amounts.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralInterestHandlingParameters.alternativeToInterestAmount
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: AlternativeToInterestAmountEnum
  alternativeProvision:
    name: alternativeProvision
    description: Specifies an alternative to interest amount, when the alternative
      provision clause is specified.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralInterestHandlingParameters.alternativeProvision
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: string
  cutoffTime:
    name: cutoffTime
    description: Specifies the time of day that interest needs to be confirmed by.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralInterestHandlingParameters.cutoffTime
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: time
  notification:
    name: notification
    description: Specifies the terms describing notification requirements.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralInterestHandlingParameters.notification
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: CollateralInterestNotification
rules:
- preconditions:
    slot_conditions:
      alternativeToInterestAmount:
        name: alternativeToInterestAmount
        equals_string: Other
  postconditions:
    slot_conditions:
      alternativeProvision:
        name: alternativeProvision
        required: true
  description: Alternative
- preconditions:
    slot_conditions:
      alternativeToInterestAmount:
        name: alternativeToInterestAmount
        none_of:
        - equals_string_in:
          - Other
  postconditions:
    slot_conditions:
      alternativeProvision:
        name: alternativeProvision
        required: false
  description: Alternative2
  comments:
  - 'Rosetta negation: alternativeToInterestAmount <> AlternativeToInterestAmountEnum
    -> Other'