Class: CollateralPortfolio

Represents common attributes to define the details of collateral assets, to be used in margin call messaging and contribute to collateral balances e.g securities in a collateral account.

URI: common_domain_model:CollateralPortfolio

 classDiagram
    class CollateralPortfolio
    click CollateralPortfolio href "../CollateralPortfolio/"
      CollateralPortfolio : collateralBalance





        CollateralPortfolio --> "*" CollateralBalance : collateralBalance
        click CollateralBalance href "../CollateralBalance/"



      CollateralPortfolio : collateralPosition





        CollateralPortfolio --> "*" CollateralPosition : collateralPosition
        click CollateralPosition href "../CollateralPosition/"



      CollateralPortfolio : legalAgreement





        CollateralPortfolio --> "0..1" LegalAgreement : legalAgreement
        click LegalAgreement href "../LegalAgreement/"



      CollateralPortfolio : portfolioIdentifier





        CollateralPortfolio --> "0..1" Identifier : portfolioIdentifier
        click Identifier href "../Identifier/"

Class Properties

Property	Value
Tree Root	Yes

Slots

Name	Cardinality and Range	Description	Inheritance
portfolioIdentifier	0..1 Identifier	Specifies a unique identifier for a set of collateral positions in a portfoli...	direct
collateralPosition	* CollateralPosition	Specifies the individual components of the collateral positions in the collat...	direct
collateralBalance	* CollateralBalance	Represents the populated or calculated collateral aggregate balance amount fo...	direct
legalAgreement	0..1 LegalAgreement	The specification of a legal agreement between two parties governing the col...	direct

Usages

used by	used in	type	used
MarginCallBase	collateralPortfolio	range	CollateralPortfolio
MarginCallExposure	collateralPortfolio	range	CollateralPortfolio
MarginCallIssuance	collateralPortfolio	range	CollateralPortfolio
MarginCallResponse	collateralPortfolio	range	CollateralPortfolio
Collateral	collateralPortfolio	range	CollateralPortfolio

In Subsets

CdmEventCommon

Comments

Rosetta func: Create_SubstitutionPrimitiveInstruction — Creates the primitive instructions for a substitution of collateral by replacing the assetpayout of the trade.
Rosetta func: Create_SubstitutionInstruction — Creates the terms change instruction that updates the payout with the new substitution payout.

Identifier and Mapping Information

Annotations

property

value

metadata_key

True

rosetta_functions

[{"name":"Create_SubstitutionPrimitiveInstruction","description":"Creates the primitive instructions for a substitution of collateral by replacing the assetpayout of the trade.","inputs":[{"name":"tradeState","type":"TradeState","cardinality":"1..1"},{"name":"effectiveDate","type":"AdjustableOrRelativeDate","cardinality":"1..1"},{"name":"newCollateralPortfolio","type":"CollateralPortfolio","cardinality":"1..1"},{"name":"priceQuantity","type":"PriceQuantity","cardinality":"1..*"}],"output":{"name":"instruction","type":"PrimitiveInstruction","cardinality":"1..1"}},{"name":"Create_SubstitutionInstruction","description":"Creates the terms change instruction that updates the payout with the new substitution payout.","inputs":[{"name":"product","type":"NonTransferableProduct","cardinality":"1..1"},{"name":"effectiveDate","type":"AdjustableOrRelativeDate","cardinality":"1..1"},{"name":"newCollateralPortfolio","type":"CollateralPortfolio","cardinality":"1..1"}],"output":{"name":"termsChangeInstruction","type":"TermsChangeInstruction","cardinality":"1..1"}}]

Schema Source

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

Mappings

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

LinkML Source

Direct

name: CollateralPortfolio
annotations:
  metadata_key:
    tag: metadata_key
    value: true
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"Create_SubstitutionPrimitiveInstruction","description":"Creates
      the primitive instructions for a substitution of collateral by replacing the
      assetpayout of the trade.","inputs":[{"name":"tradeState","type":"TradeState","cardinality":"1..1"},{"name":"effectiveDate","type":"AdjustableOrRelativeDate","cardinality":"1..1"},{"name":"newCollateralPortfolio","type":"CollateralPortfolio","cardinality":"1..1"},{"name":"priceQuantity","type":"PriceQuantity","cardinality":"1..*"}],"output":{"name":"instruction","type":"PrimitiveInstruction","cardinality":"1..1"}},{"name":"Create_SubstitutionInstruction","description":"Creates
      the terms change instruction that updates the payout with the new substitution
      payout.","inputs":[{"name":"product","type":"NonTransferableProduct","cardinality":"1..1"},{"name":"effectiveDate","type":"AdjustableOrRelativeDate","cardinality":"1..1"},{"name":"newCollateralPortfolio","type":"CollateralPortfolio","cardinality":"1..1"}],"output":{"name":"termsChangeInstruction","type":"TermsChangeInstruction","cardinality":"1..1"}}]'
description: Represents common attributes to define the details of collateral assets,
  to be used in margin call messaging and contribute to collateral balances e.g securities
  in a collateral account.
comments:
- 'Rosetta func: Create_SubstitutionPrimitiveInstruction — Creates the primitive instructions
  for a substitution of collateral by replacing the assetpayout of the trade.'
- 'Rosetta func: Create_SubstitutionInstruction — Creates the terms change instruction
  that updates the payout with the new substitution payout.'
in_subset:
- cdm_event_common
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CollateralPortfolio
slots:
- portfolioIdentifier
- collateralPosition
- collateralBalance
- legalAgreement
slot_usage:
  legalAgreement:
    name: legalAgreement
    description: ' The specification of a legal agreement between two parties governing
      the collateral relationship such as Credit Support Agreement or Collateral Transfer
      Agreement etc. (NB: this can be provided by reference to a global key for each
      LegalAgreement object).'
    multivalued: false
tree_root: true

Induced

name: CollateralPortfolio
annotations:
  metadata_key:
    tag: metadata_key
    value: true
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"Create_SubstitutionPrimitiveInstruction","description":"Creates
      the primitive instructions for a substitution of collateral by replacing the
      assetpayout of the trade.","inputs":[{"name":"tradeState","type":"TradeState","cardinality":"1..1"},{"name":"effectiveDate","type":"AdjustableOrRelativeDate","cardinality":"1..1"},{"name":"newCollateralPortfolio","type":"CollateralPortfolio","cardinality":"1..1"},{"name":"priceQuantity","type":"PriceQuantity","cardinality":"1..*"}],"output":{"name":"instruction","type":"PrimitiveInstruction","cardinality":"1..1"}},{"name":"Create_SubstitutionInstruction","description":"Creates
      the terms change instruction that updates the payout with the new substitution
      payout.","inputs":[{"name":"product","type":"NonTransferableProduct","cardinality":"1..1"},{"name":"effectiveDate","type":"AdjustableOrRelativeDate","cardinality":"1..1"},{"name":"newCollateralPortfolio","type":"CollateralPortfolio","cardinality":"1..1"}],"output":{"name":"termsChangeInstruction","type":"TermsChangeInstruction","cardinality":"1..1"}}]'
description: Represents common attributes to define the details of collateral assets,
  to be used in margin call messaging and contribute to collateral balances e.g securities
  in a collateral account.
comments:
- 'Rosetta func: Create_SubstitutionPrimitiveInstruction — Creates the primitive instructions
  for a substitution of collateral by replacing the assetpayout of the trade.'
- 'Rosetta func: Create_SubstitutionInstruction — Creates the terms change instruction
  that updates the payout with the new substitution payout.'
in_subset:
- cdm_event_common
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CollateralPortfolio
slot_usage:
  legalAgreement:
    name: legalAgreement
    description: ' The specification of a legal agreement between two parties governing
      the collateral relationship such as Credit Support Agreement or Collateral Transfer
      Agreement etc. (NB: this can be provided by reference to a global key for each
      LegalAgreement object).'
    multivalued: false
attributes:
  portfolioIdentifier:
    name: portfolioIdentifier
    description: Specifies a unique identifier for a set of collateral positions in
      a portfolio.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralPortfolio.portfolioIdentifier
    rank: 1000
    owner: CollateralPortfolio
    domain_of:
    - CollateralPortfolio
    - Collateral
    range: Identifier
  collateralPosition:
    name: collateralPosition
    description: Specifies the individual components of the collateral positions in
      the collateral portfolio.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralPortfolio.collateralPosition
    rank: 1000
    owner: CollateralPortfolio
    domain_of:
    - CollateralPortfolio
    range: CollateralPosition
    multivalued: true
    inlined: true
    inlined_as_list: true
  collateralBalance:
    name: collateralBalance
    description: Represents the populated or calculated collateral aggregate balance
      amount for the collateral portfolio.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralPortfolio.collateralBalance
    rank: 1000
    owner: CollateralPortfolio
    domain_of:
    - CollateralPortfolio
    range: CollateralBalance
    multivalued: true
    inlined: true
    inlined_as_list: true
  legalAgreement:
    name: legalAgreement
    description: ' The specification of a legal agreement between two parties governing
      the collateral relationship such as Credit Support Agreement or Collateral Transfer
      Agreement etc. (NB: this can be provided by reference to a global key for each
      LegalAgreement object).'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CollateralPortfolio
    domain_of:
    - ContractFormationInstruction
    - CollateralPortfolio
    range: LegalAgreement
    multivalued: false
    inlined: true
    inlined_as_list: true
tree_root: true