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Class: CollateralPosition

Specifies the individual components of collateral positions.

URI: common_domain_model:CollateralPosition

 classDiagram
    class CollateralPosition
    click CollateralPosition href "../CollateralPosition/"
      PositionBase <|-- CollateralPosition
        click PositionBase href "../PositionBase/"

      CollateralPosition : asset





        CollateralPosition --> "0..1" Asset : asset
        click Asset href "../Asset/"



      CollateralPosition : cashBalance





        CollateralPosition --> "0..1" Money : cashBalance
        click Money href "../Money/"



      CollateralPosition : collateralPositionStatus





        CollateralPosition --> "0..1" CollateralStatusEnum : collateralPositionStatus
        click CollateralStatusEnum href "../CollateralStatusEnum/"



      CollateralPosition : priceQuantity





        CollateralPosition --> "1..*" PriceQuantity : priceQuantity
        click PriceQuantity href "../PriceQuantity/"



      CollateralPosition : product





        CollateralPosition --> "0..1" Product : product
        click Product href "../Product/"



      CollateralPosition : tradeReference





        CollateralPosition --> "0..1" TradeState : tradeReference
        click TradeState href "../TradeState/"



      CollateralPosition : treatment





        CollateralPosition --> "0..1" CollateralTreatment : treatment
        click CollateralTreatment href "../CollateralTreatment/"

Inheritance

Slots

Name Cardinality and Range Description Inheritance
treatment 0..1
CollateralTreatment		 Specifies if there is any treatment to be applied to collateral, such as perc... direct
collateralPositionStatus 0..1
CollateralStatusEnum		 Indicates the collateral positions settlement status direct
priceQuantity 1..*
PriceQuantity		 Position with many price quantities PositionBase
product 0..1
Product		 The product underlying the position PositionBase
asset 0..1
Asset or 
Cash or 
Commodity or 
DigitalAsset or 
Instrument		 The asset that underlies the position PositionBase
cashBalance 0..1
Money		 The aggregate cost of proceeds PositionBase
tradeReference 0..1
TradeState		 Reference to the Contract, in case product is contractual and the contract ha... PositionBase

Usages

used by used in type used
CollateralPortfolio collateralPosition range CollateralPosition
MarginCallResponseAction collateralPositionComponent range CollateralPosition

In Subsets

Comments

  • Rosetta condition: CollateralPositionStatusSettledOrInTransitOnly — if collateralPositionStatus exists then collateralPositionStatus = CollateralStatusEnum -> SettledAmount or collateralPositionStatus = CollateralStatusEnum -> InTransitAmount

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: CollateralPosition
description: Specifies the individual components of collateral positions.
comments:
- 'Rosetta condition: CollateralPositionStatusSettledOrInTransitOnly — if collateralPositionStatus
  exists then collateralPositionStatus = CollateralStatusEnum -> SettledAmount or
  collateralPositionStatus = CollateralStatusEnum -> InTransitAmount'
in_subset:
- cdm_event_common
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CollateralPosition
is_a: PositionBase
slots:
- treatment
- collateralPositionStatus

Induced

name: CollateralPosition
description: Specifies the individual components of collateral positions.
comments:
- 'Rosetta condition: CollateralPositionStatusSettledOrInTransitOnly — if collateralPositionStatus
  exists then collateralPositionStatus = CollateralStatusEnum -> SettledAmount or
  collateralPositionStatus = CollateralStatusEnum -> InTransitAmount'
in_subset:
- cdm_event_common
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CollateralPosition
is_a: PositionBase
attributes:
  treatment:
    name: treatment
    description: Specifies if there is any treatment to be applied to collateral,
      such as percentage discount which will impact collateral value.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralPosition.treatment
    rank: 1000
    owner: CollateralPosition
    domain_of:
    - CollateralPosition
    - FloatingRateProcessingParameters
    - EligibleCollateralCriteria
    range: CollateralTreatment
  collateralPositionStatus:
    name: collateralPositionStatus
    description: Indicates the collateral positions settlement status.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralPosition.collateralPositionStatus
    rank: 1000
    owner: CollateralPosition
    domain_of:
    - CollateralPosition
    range: CollateralStatusEnum
  priceQuantity:
    name: priceQuantity
    description: Position with many price quantities.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CollateralPosition
    domain_of:
    - ExecutionInstruction
    - IndexTransitionInstruction
    - PositionBase
    - PayoutBase
    - TradeLot
    range: PriceQuantity
    required: true
    multivalued: true
    inlined: true
    inlined_as_list: true
  product:
    name: product
    description: The product underlying the position.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CollateralPosition
    domain_of:
    - ExecutionInstruction
    - TermsChangeInstruction
    - PositionBase
    - AggregationParameters
    - ExcludedProducts
    - TradableProduct
    range: Product
    required: false
  asset:
    name: asset
    description: The asset that underlies the position.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CollateralPosition
    domain_of:
    - PositionBase
    - AssetFlowBase
    range: Asset
    any_of:
    - range: Cash
    - range: Commodity
    - range: DigitalAsset
    - range: Instrument
  cashBalance:
    name: cashBalance
    description: The aggregate cost of proceeds.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CollateralPosition
    domain_of:
    - PositionBase
    range: Money
  tradeReference:
    name: tradeReference
    annotations:
      metadata_reference:
        tag: metadata_reference
        value: true
    description: Reference to the Contract, in case product is contractual and the
      contract has been formed.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CollateralPosition
    domain_of:
    - Lineage
    - CounterpartyPosition
    - PositionBase
    - AggregationParameters
    range: TradeState
    multivalued: false
    inlined: true
    inlined_as_list: true