Class: CollateralInterestParameters

Represents the floating interest calculation and distribution parameters for a single currency.

URI: common_domain_model:CollateralInterestParameters

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

      CollateralInterestParameters : interestCalculationFrequency





        CollateralInterestParameters --> "0..1" CalculationFrequency : interestCalculationFrequency
        click CalculationFrequency href "../CalculationFrequency/"



      CollateralInterestParameters : interestCalculationParameters





        CollateralInterestParameters --> "0..1" CollateralInterestCalculationParameters : interestCalculationParameters
        click CollateralInterestCalculationParameters href "../CollateralInterestCalculationParameters/"



      CollateralInterestParameters : interestHandlingParameters





        CollateralInterestParameters --> "0..1" CollateralInterestHandlingParameters : interestHandlingParameters
        click CollateralInterestHandlingParameters href "../CollateralInterestHandlingParameters/"



      CollateralInterestParameters : marginType





        CollateralInterestParameters --> "0..1" CollateralMarginTypeEnum : marginType
        click CollateralMarginTypeEnum href "../CollateralMarginTypeEnum/"



      CollateralInterestParameters : postingParty





        CollateralInterestParameters --> "0..1" CounterpartyRoleEnum : postingParty
        click CounterpartyRoleEnum href "../CounterpartyRoleEnum/"

Slots

Name	Cardinality and Range	Description	Inheritance
postingParty	0..1 CounterpartyRoleEnum	Represents the party to which these parameters apply (the applicable party)	direct
marginType	0..1 CollateralMarginTypeEnum	Specifies the type of margin for which interest is being calculated, if the p...	direct
currency	0..1 string	Specifies the currency for which the parameters are captured	direct
interestCalculationParameters	0..1 CollateralInterestCalculationParameters	Represents the basic interest calculation parameters	direct
interestCalculationFrequency	0..1 CalculationFrequency	Represents how often and when interest is calculated	direct
interestHandlingParameters	0..1 CollateralInterestHandlingParameters	Represents the parameters describing how and when interest transfer occurs	direct

Usages

used by	used in	type	used
DistributionAndInterestPayment	interestParameters	range	CollateralInterestParameters

In Subsets

CdmProductCollateral

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: CollateralInterestParameters
description: Represents the floating interest calculation and distribution parameters
  for a single currency.
in_subset:
- cdm_product_collateral
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CollateralInterestParameters
slots:
- postingParty
- marginType
- currency
- interestCalculationParameters
- interestCalculationFrequency
- interestHandlingParameters
slot_usage:
  postingParty:
    name: postingParty
    description: Represents the party to which these parameters apply (the applicable
      party).  In other words, if the parameters are different depending on which
      party is posting/holding the collateral, for which party to the Collateral Agreement
      (Party 1 or Party 2) that is posting the collateral do these parameters apply?
  currency:
    name: currency
    description: Specifies the currency for which the parameters are captured.

Induced

name: CollateralInterestParameters
description: Represents the floating interest calculation and distribution parameters
  for a single currency.
in_subset:
- cdm_product_collateral
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CollateralInterestParameters
slot_usage:
  postingParty:
    name: postingParty
    description: Represents the party to which these parameters apply (the applicable
      party).  In other words, if the parameters are different depending on which
      party is posting/holding the collateral, for which party to the Collateral Agreement
      (Party 1 or Party 2) that is posting the collateral do these parameters apply?
  currency:
    name: currency
    description: Specifies the currency for which the parameters are captured.
attributes:
  postingParty:
    name: postingParty
    description: Represents the party to which these parameters apply (the applicable
      party).  In other words, if the parameters are different depending on which
      party is posting/holding the collateral, for which party to the Collateral Agreement
      (Party 1 or Party 2) that is posting the collateral do these parameters apply?
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CollateralInterestParameters
    domain_of:
    - OneWayProvisions
    - CollateralInterestParameters
    range: CounterpartyRoleEnum
  marginType:
    name: marginType
    description: Specifies the type of margin for which interest is being calculated,
      if the parameters are different depending on type of margin (initial or variation).
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralInterestParameters.marginType
    rank: 1000
    owner: CollateralInterestParameters
    domain_of:
    - CollateralInterestParameters
    range: CollateralMarginTypeEnum
  currency:
    name: currency
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: Specifies the currency for which the parameters are captured.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CollateralInterestParameters
    domain_of:
    - UnitType
    - CommodityReferenceFramework
    - NotDomesticCurrency
    - SpecifiedCurrency
    - LimitApplicable
    - CalculationCurrencyElection
    - CollateralRounding
    - TerminationCurrencyElection
    - ThresholdRatingsBased
    - MinimumTransferAmountRatingsBased
    - LegacyIndependentAmountRatingsBased
    - FloatingRateIndexIdentification
    - FeaturePayment
    - DividendCurrency
    - FutureValueAmount
    - AmountSchedule
    - CollateralInterestParameters
    - ComputedAmount
    range: string
  interestCalculationParameters:
    name: interestCalculationParameters
    description: Represents the basic interest calculation parameters.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralInterestParameters.interestCalculationParameters
    rank: 1000
    owner: CollateralInterestParameters
    domain_of:
    - CollateralInterestParameters
    range: CollateralInterestCalculationParameters
  interestCalculationFrequency:
    name: interestCalculationFrequency
    description: Represents how often and when interest is calculated.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralInterestParameters.interestCalculationFrequency
    rank: 1000
    owner: CollateralInterestParameters
    domain_of:
    - CollateralInterestParameters
    range: CalculationFrequency
  interestHandlingParameters:
    name: interestHandlingParameters
    description: Represents the parameters describing how and when interest transfer
      occurs.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralInterestParameters.interestHandlingParameters
    rank: 1000
    owner: CollateralInterestParameters
    domain_of:
    - CollateralInterestParameters
    range: CollateralInterestHandlingParameters