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Class: CollateralRounding

A class to specify the rounding methodology applicable to the Delivery Amount and the Return Amount.

URI: common_domain_model:CollateralRounding

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





        CollateralRounding --> "1" ISOCurrencyCodeEnum : currency
        click ISOCurrencyCodeEnum href "../ISOCurrencyCodeEnum/"



      CollateralRounding : deliveryAmount

      CollateralRounding : deliveryDirection





        CollateralRounding --> "1" RoundingModeEnum : deliveryDirection
        click RoundingModeEnum href "../RoundingModeEnum/"



      CollateralRounding : other

      CollateralRounding : returnAmount

      CollateralRounding : returnDirection





        CollateralRounding --> "1" RoundingModeEnum : returnDirection
        click RoundingModeEnum href "../RoundingModeEnum/"

Slots

Name Cardinality and Range Description Inheritance
deliveryAmount 1
Decimal		 The nearest integral multiple of Base Currency units to which the Delivery Am... direct
deliveryDirection 1
RoundingModeEnum		 The rounding rule applicable to the Delivery Amount (which can be (i) up to n... direct
returnAmount 1
Decimal		 The nearest integral multiple of Base Currency units to which the Return Amou... direct
returnDirection 1
RoundingModeEnum		 The rounding rule applicable to the Return Amount (which can be (i) up to nea... direct
currency 1
ISOCurrencyCodeEnum		 The currency in which the Delivery Amount and Return Amount rounding amounts ... direct
other 0..1
string		 Utilised where the clause data structure is not able to capture a material as... direct

Usages

used by used in type used
CreditSupportObligationsLegacy rounding range CollateralRounding
CreditSupportObligationsInitialMargin rounding range CollateralRounding
CreditSupportObligationsCollateralTransferAgreement rounding range CollateralRounding
CreditSupportObligationsVariationMargin rounding range CollateralRounding

In Subsets

Comments

  • Rosetta func: ReturnAmount
  • Rosetta func: DeliveryAmount

See Also

Notes

  • ISDA CSD_IM_English_2016 paragraph "13 General Principles" clause "(c)(vi)( C )" name "Rounding"
  • ISDA CSA_IM_Japanese_2016 paragraph "13 General Principles" clause "(d)(vi)( C )" name "Rounding"
  • ISDA CSA_IM_NewYork_2016 paragraph "13 General Principles" clause "(c)(vi)( C )" name "Rounding"

Identifier and Mapping Information

Annotations

property value
rosetta_functions [{"name":"ReturnAmount","inputs":[{"name":"postedCreditSupportItems","type":"PostedCreditSupportItem","cardinality":"0.."},{"name":"priorDeliveryAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"priorReturnAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"disputedTransferredPostedCreditSupportAmount","type":"Money","cardinality":"1..1"},{"name":"marginAmount","type":"Money","cardinality":"1..1"},{"name":"threshold","type":"Money","cardinality":"1..1"},{"name":"marginApproach","type":"MarginApproachEnum","cardinality":"1..1"},{"name":"marginAmountIA","type":"Money","cardinality":"0..1"},{"name":"minimumTransferAmount","type":"Money","cardinality":"1..1"},{"name":"rounding","type":"CollateralRounding","cardinality":"1..1"},{"name":"disputedReturnAmount","type":"Money","cardinality":"1..1"},{"name":"baseCurrency","type":"string","cardinality":"1..1"}],"output":{"name":"result","type":"Money","cardinality":"1..1"}},{"name":"DeliveryAmount","inputs":[{"name":"postedCreditSupportItems","type":"PostedCreditSupportItem","cardinality":"0.."},{"name":"priorDeliveryAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"priorReturnAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"disputedTransferredPostedCreditSupportAmount","type":"Money","cardinality":"1..1"},{"name":"marginAmount","type":"Money","cardinality":"1..1"},{"name":"threshold","type":"Money","cardinality":"1..1"},{"name":"marginApproach","type":"MarginApproachEnum","cardinality":"1..1"},{"name":"marginAmountIA","type":"Money","cardinality":"0..1"},{"name":"minimumTransferAmount","type":"Money","cardinality":"1..1"},{"name":"rounding","type":"CollateralRounding","cardinality":"1..1"},{"name":"disputedDeliveryAmount","type":"Money","cardinality":"1..1"},{"name":"baseCurrency","type":"string","cardinality":"1..1"}],"output":{"name":"result","type":"Money","cardinality":"1..1"}}]

Schema Source

Mappings

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

LinkML Source

Direct

name: CollateralRounding
annotations:
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"ReturnAmount","inputs":[{"name":"postedCreditSupportItems","type":"PostedCreditSupportItem","cardinality":"0..*"},{"name":"priorDeliveryAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"priorReturnAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"disputedTransferredPostedCreditSupportAmount","type":"Money","cardinality":"1..1"},{"name":"marginAmount","type":"Money","cardinality":"1..1"},{"name":"threshold","type":"Money","cardinality":"1..1"},{"name":"marginApproach","type":"MarginApproachEnum","cardinality":"1..1"},{"name":"marginAmountIA","type":"Money","cardinality":"0..1"},{"name":"minimumTransferAmount","type":"Money","cardinality":"1..1"},{"name":"rounding","type":"CollateralRounding","cardinality":"1..1"},{"name":"disputedReturnAmount","type":"Money","cardinality":"1..1"},{"name":"baseCurrency","type":"string","cardinality":"1..1"}],"output":{"name":"result","type":"Money","cardinality":"1..1"}},{"name":"DeliveryAmount","inputs":[{"name":"postedCreditSupportItems","type":"PostedCreditSupportItem","cardinality":"0..*"},{"name":"priorDeliveryAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"priorReturnAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"disputedTransferredPostedCreditSupportAmount","type":"Money","cardinality":"1..1"},{"name":"marginAmount","type":"Money","cardinality":"1..1"},{"name":"threshold","type":"Money","cardinality":"1..1"},{"name":"marginApproach","type":"MarginApproachEnum","cardinality":"1..1"},{"name":"marginAmountIA","type":"Money","cardinality":"0..1"},{"name":"minimumTransferAmount","type":"Money","cardinality":"1..1"},{"name":"rounding","type":"CollateralRounding","cardinality":"1..1"},{"name":"disputedDeliveryAmount","type":"Money","cardinality":"1..1"},{"name":"baseCurrency","type":"string","cardinality":"1..1"}],"output":{"name":"result","type":"Money","cardinality":"1..1"}}]'
description: A class to specify the rounding methodology applicable to the Delivery
  Amount and the Return Amount.
notes:
- ISDA CSD_IM_English_2016 paragraph "13 General Principles" clause "(c)(vi)( C )"
  name "Rounding"
- ISDA CSA_IM_Japanese_2016 paragraph "13 General Principles" clause "(d)(vi)( C )"
  name "Rounding"
- ISDA CSA_IM_NewYork_2016 paragraph "13 General Principles" clause "(c)(vi)( C )"
  name "Rounding"
comments:
- 'Rosetta func: ReturnAmount'
- 'Rosetta func: DeliveryAmount'
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
see_also:
- isda:CSD_IM_English_2016
- isda:CSA_IM_Japanese_2016
- isda:CSA_IM_NewYork_2016
close_mappings:
- fpml_5_10:CollateralRounding
slots:
- deliveryAmount
- deliveryDirection
- returnAmount
- returnDirection
- currency
- other
slot_usage:
  currency:
    name: currency
    description: The currency in which the Delivery Amount and Return Amount rounding
      amounts are specified.
    range: ISOCurrencyCodeEnum
    required: true

Induced

name: CollateralRounding
annotations:
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"ReturnAmount","inputs":[{"name":"postedCreditSupportItems","type":"PostedCreditSupportItem","cardinality":"0..*"},{"name":"priorDeliveryAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"priorReturnAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"disputedTransferredPostedCreditSupportAmount","type":"Money","cardinality":"1..1"},{"name":"marginAmount","type":"Money","cardinality":"1..1"},{"name":"threshold","type":"Money","cardinality":"1..1"},{"name":"marginApproach","type":"MarginApproachEnum","cardinality":"1..1"},{"name":"marginAmountIA","type":"Money","cardinality":"0..1"},{"name":"minimumTransferAmount","type":"Money","cardinality":"1..1"},{"name":"rounding","type":"CollateralRounding","cardinality":"1..1"},{"name":"disputedReturnAmount","type":"Money","cardinality":"1..1"},{"name":"baseCurrency","type":"string","cardinality":"1..1"}],"output":{"name":"result","type":"Money","cardinality":"1..1"}},{"name":"DeliveryAmount","inputs":[{"name":"postedCreditSupportItems","type":"PostedCreditSupportItem","cardinality":"0..*"},{"name":"priorDeliveryAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"priorReturnAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"disputedTransferredPostedCreditSupportAmount","type":"Money","cardinality":"1..1"},{"name":"marginAmount","type":"Money","cardinality":"1..1"},{"name":"threshold","type":"Money","cardinality":"1..1"},{"name":"marginApproach","type":"MarginApproachEnum","cardinality":"1..1"},{"name":"marginAmountIA","type":"Money","cardinality":"0..1"},{"name":"minimumTransferAmount","type":"Money","cardinality":"1..1"},{"name":"rounding","type":"CollateralRounding","cardinality":"1..1"},{"name":"disputedDeliveryAmount","type":"Money","cardinality":"1..1"},{"name":"baseCurrency","type":"string","cardinality":"1..1"}],"output":{"name":"result","type":"Money","cardinality":"1..1"}}]'
description: A class to specify the rounding methodology applicable to the Delivery
  Amount and the Return Amount.
notes:
- ISDA CSD_IM_English_2016 paragraph "13 General Principles" clause "(c)(vi)( C )"
  name "Rounding"
- ISDA CSA_IM_Japanese_2016 paragraph "13 General Principles" clause "(d)(vi)( C )"
  name "Rounding"
- ISDA CSA_IM_NewYork_2016 paragraph "13 General Principles" clause "(c)(vi)( C )"
  name "Rounding"
comments:
- 'Rosetta func: ReturnAmount'
- 'Rosetta func: DeliveryAmount'
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
see_also:
- isda:CSD_IM_English_2016
- isda:CSA_IM_Japanese_2016
- isda:CSA_IM_NewYork_2016
close_mappings:
- fpml_5_10:CollateralRounding
slot_usage:
  currency:
    name: currency
    description: The currency in which the Delivery Amount and Return Amount rounding
      amounts are specified.
    range: ISOCurrencyCodeEnum
    required: true
attributes:
  deliveryAmount:
    name: deliveryAmount
    description: The nearest integral multiple of Base Currency units to which the
      Delivery Amount will be rounded in accordance with the specified rounding direction.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralRounding.deliveryAmount
    rank: 1000
    owner: CollateralRounding
    domain_of:
    - CollateralRounding
    - InterestAmount
    - CreditSupportObligationsBase
    - CSADeliveryAmount
    - InterestAmountApplication
    range: decimal
    required: true
  deliveryDirection:
    name: deliveryDirection
    description: The rounding rule applicable to the Delivery Amount (which can be
      (i) up to nearest; (ii) down to nearest).
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralRounding.deliveryDirection
    rank: 1000
    owner: CollateralRounding
    domain_of:
    - CollateralRounding
    range: RoundingModeEnum
    required: true
  returnAmount:
    name: returnAmount
    description: The nearest integral multiple of Base Currency units to which the
      Return Amount will be rounded in accordance with the specified rounding direction.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralRounding.returnAmount
    rank: 1000
    owner: CollateralRounding
    domain_of:
    - CollateralRounding
    - InterestAmount
    - CreditSupportObligationsBase
    - CSAReturnAmount
    - InterestAmountApplication
    range: decimal
    required: true
  returnDirection:
    name: returnDirection
    description: The rounding rule applicable to the Return Amount (which can be (i)
      up to nearest; (ii) down to nearest).
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralRounding.returnDirection
    rank: 1000
    owner: CollateralRounding
    domain_of:
    - CollateralRounding
    range: RoundingModeEnum
    required: true
  currency:
    name: currency
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: The currency in which the Delivery Amount and Return Amount rounding
      amounts are specified.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CollateralRounding
    domain_of:
    - UnitType
    - CommodityReferenceFramework
    - NotDomesticCurrency
    - SpecifiedCurrency
    - LimitApplicable
    - CalculationCurrencyElection
    - CollateralRounding
    - TerminationCurrencyElection
    - ThresholdRatingsBased
    - MinimumTransferAmountRatingsBased
    - LegacyIndependentAmountRatingsBased
    - FloatingRateIndexIdentification
    - FeaturePayment
    - DividendCurrency
    - FutureValueAmount
    - AmountSchedule
    - CollateralInterestParameters
    - ComputedAmount
    range: ISOCurrencyCodeEnum
    required: true
  other:
    name: other
    description: Utilised where the clause data structure is not able to capture a
      material aspect of the clause.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralRounding.other
    rank: 1000
    owner: CollateralRounding
    domain_of:
    - CollateralRounding
    - SecurityInterestForObligations
    - SinglePostingParty
    - ThresholdElection
    - MinimumTransferAmountElection
    range: string