Class: CollateralSpecification

The definitions regarding collateral relating to the GMSLA.

URI: common_domain_model:CollateralSpecification

 classDiagram
    class CollateralSpecification
    click CollateralSpecification href "../CollateralSpecification/"
      CollateralSpecification : aggregation





        CollateralSpecification --> "1" Aggregation : aggregation
        click Aggregation href "../Aggregation/"



      CollateralSpecification : definitionOfMarketValueNonStandard

      CollateralSpecification : failureToDevliverIndemnityApplies





        CollateralSpecification --> "1" ApplicabilityOfElectionEnum : failureToDevliverIndemnityApplies
        click ApplicabilityOfElectionEnum href "../ApplicabilityOfElectionEnum/"



      CollateralSpecification : nettingObligationsApply





        CollateralSpecification --> "1" ApplicabilityOfElectionEnum : nettingObligationsApply
        click ApplicabilityOfElectionEnum href "../ApplicabilityOfElectionEnum/"



      CollateralSpecification : notificationTime





        CollateralSpecification --> "1" BusinessCenterTime : notificationTime
        click BusinessCenterTime href "../BusinessCenterTime/"



      CollateralSpecification : standardDefinitionOfMarketValueUsed

Slots

Name	Cardinality and Range	Description	Inheritance
standardDefinitionOfMarketValueUsed	1 Boolean	Is the standard definition of 'Market Value' used in the GMSLA?	direct
definitionOfMarketValueNonStandard	0..1 string	If the definition of 'Market Value' is non standard, it can be specified here	direct
aggregation	1 Aggregation	How does paragraph 5	direct
nettingObligationsApply	1 ApplicabilityOfElectionEnum	Does paragraph 5	direct
failureToDevliverIndemnityApplies	1 ApplicabilityOfElectionEnum	Does paragraph 6	direct
notificationTime	1 BusinessCenterTime	What is the notification time of the GMSLA?	direct

Usages

used by	used in	type	used
GlobalMasterSecuritiesLendingAgreement	collateral	range	CollateralSpecification

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	`{'standardDefinitionOfMarketValueUsed': {'none_of': [{'equals_string_in': ['True']}]}}`	`{'definitionOfMarketValueNonStandard': {'required': True}}`

In Subsets

CdmLegaldocumentationMasterIsla

Comments

Rosetta condition: StandardMarketCondition — if standardDefinitionOfMarketValueUsed <> True then definitionOfMarketValueNonStandard exists

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: CollateralSpecification
description: The definitions regarding collateral relating to the GMSLA.
comments:
- 'Rosetta condition: StandardMarketCondition — if standardDefinitionOfMarketValueUsed
  <> True then definitionOfMarketValueNonStandard exists'
in_subset:
- cdm_legaldocumentation_master_isla
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CollateralSpecification
slots:
- standardDefinitionOfMarketValueUsed
- definitionOfMarketValueNonStandard
- aggregation
- nettingObligationsApply
- failureToDevliverIndemnityApplies
- notificationTime
slot_usage:
  notificationTime:
    name: notificationTime
    description: What is the notification time of the GMSLA?
    range: BusinessCenterTime
rules:
- preconditions:
    slot_conditions:
      standardDefinitionOfMarketValueUsed:
        name: standardDefinitionOfMarketValueUsed
        none_of:
        - equals_string_in:
          - 'True'
  postconditions:
    slot_conditions:
      definitionOfMarketValueNonStandard:
        name: definitionOfMarketValueNonStandard
        required: true
  description: A validation rule to ensure that if the standard definition of market
    value is not used, then the definition is provided.
  comments:
  - 'Rosetta negation: standardDefinitionOfMarketValueUsed <> True'

Induced

name: CollateralSpecification
description: The definitions regarding collateral relating to the GMSLA.
comments:
- 'Rosetta condition: StandardMarketCondition — if standardDefinitionOfMarketValueUsed
  <> True then definitionOfMarketValueNonStandard exists'
in_subset:
- cdm_legaldocumentation_master_isla
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CollateralSpecification
slot_usage:
  notificationTime:
    name: notificationTime
    description: What is the notification time of the GMSLA?
    range: BusinessCenterTime
attributes:
  standardDefinitionOfMarketValueUsed:
    name: standardDefinitionOfMarketValueUsed
    description: Is the standard definition of 'Market Value' used in the GMSLA?
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralSpecification.standardDefinitionOfMarketValueUsed
    rank: 1000
    owner: CollateralSpecification
    domain_of:
    - CollateralSpecification
    range: boolean
    required: true
  definitionOfMarketValueNonStandard:
    name: definitionOfMarketValueNonStandard
    description: If the definition of 'Market Value' is non standard, it can be specified
      here.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralSpecification.definitionOfMarketValueNonStandard
    rank: 1000
    owner: CollateralSpecification
    domain_of:
    - CollateralSpecification
    range: string
  aggregation:
    name: aggregation
    description: How does paragraph 5.4 (aggregation) apply to the GMSLA?
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralSpecification.aggregation
    rank: 1000
    owner: CollateralSpecification
    domain_of:
    - CollateralSpecification
    range: Aggregation
    required: true
  nettingObligationsApply:
    name: nettingObligationsApply
    description: Does paragraph 5.6 (netting of obligations to deliver Collateral
      and redeliver Equivalent Collateral) apply to the GMSLA?
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralSpecification.nettingObligationsApply
    rank: 1000
    owner: CollateralSpecification
    domain_of:
    - CollateralSpecification
    range: ApplicabilityOfElectionEnum
    required: true
  failureToDevliverIndemnityApplies:
    name: failureToDevliverIndemnityApplies
    description: Does paragraph 6.4 (indemnity for failure to redeliver Equivalent
      Non-Cash Collateral) apply to the GMSLA?
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralSpecification.failureToDevliverIndemnityApplies
    rank: 1000
    owner: CollateralSpecification
    domain_of:
    - CollateralSpecification
    range: ApplicabilityOfElectionEnum
    required: true
  notificationTime:
    name: notificationTime
    description: What is the notification time of the GMSLA?
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CollateralSpecification
    domain_of:
    - CalculationAndTimingBase
    - NotificationTimeElection
    - CollateralSpecification
    - CollateralInterestNotification
    - RecallProvision
    range: BusinessCenterTime
    required: true
rules:
- preconditions:
    slot_conditions:
      standardDefinitionOfMarketValueUsed:
        name: standardDefinitionOfMarketValueUsed
        none_of:
        - equals_string_in:
          - 'True'
  postconditions:
    slot_conditions:
      definitionOfMarketValueNonStandard:
        name: definitionOfMarketValueNonStandard
        required: true
  description: A validation rule to ensure that if the standard definition of market
    value is not used, then the definition is provided.
  comments:
  - 'Rosetta negation: standardDefinitionOfMarketValueUsed <> True'