Class: CreditSupportAgreementVariationMarginElections

The set of elections which specify a Variation Margin Credit Support Annex or Deed.

URI: common_domain_model:CreditSupportAgreementVariationMarginElections

 classDiagram
    class CreditSupportAgreementVariationMarginElections
    click CreditSupportAgreementVariationMarginElections href "../CreditSupportAgreementVariationMarginElections/"
      CreditSupportAgreementElectionsBase <|-- CreditSupportAgreementVariationMarginElections
        click CreditSupportAgreementElectionsBase href "../CreditSupportAgreementElectionsBase/"

      CreditSupportAgreementVariationMarginElections : additionalRepresentations





        CreditSupportAgreementVariationMarginElections --> "0..1" AdditionalRepresentations : additionalRepresentations
        click AdditionalRepresentations href "../AdditionalRepresentations/"



      CreditSupportAgreementVariationMarginElections : addressesForTransfer





        CreditSupportAgreementVariationMarginElections --> "0..1" AddressesForTransfer : addressesForTransfer
        click AddressesForTransfer href "../AddressesForTransfer/"



      CreditSupportAgreementVariationMarginElections : baseAndEligibleCurrency





        CreditSupportAgreementVariationMarginElections --> "1" BaseAndEligibleCurrency : baseAndEligibleCurrency
        click BaseAndEligibleCurrency href "../BaseAndEligibleCurrency/"



      CreditSupportAgreementVariationMarginElections : calculationAndTiming





        CreditSupportAgreementVariationMarginElections --> "1" CalculationAndTimingVariationMargin : calculationAndTiming
        click CalculationAndTimingVariationMargin href "../CalculationAndTimingVariationMargin/"



      CreditSupportAgreementVariationMarginElections : conditionsPrecedent





        CreditSupportAgreementVariationMarginElections --> "0..1" ConditionsPrecedent : conditionsPrecedent
        click ConditionsPrecedent href "../ConditionsPrecedent/"



      CreditSupportAgreementVariationMarginElections : coveredTransactions





        CreditSupportAgreementVariationMarginElections --> "1" CoveredTransactions : coveredTransactions
        click CoveredTransactions href "../CoveredTransactions/"



      CreditSupportAgreementVariationMarginElections : creditSupportObligations





        CreditSupportAgreementVariationMarginElections --> "1" CreditSupportObligationsVariationMargin : creditSupportObligations
        click CreditSupportObligationsVariationMargin href "../CreditSupportObligationsVariationMargin/"



      CreditSupportAgreementVariationMarginElections : creditSupportOffsets

      CreditSupportAgreementVariationMarginElections : custodyArrangements





        CreditSupportAgreementVariationMarginElections --> "0..1" CustodyArrangements : custodyArrangements
        click CustodyArrangements href "../CustodyArrangements/"



      CreditSupportAgreementVariationMarginElections : demandsAndNotices





        CreditSupportAgreementVariationMarginElections --> "0..1" DemandsAndNotices : demandsAndNotices
        click DemandsAndNotices href "../DemandsAndNotices/"



      CreditSupportAgreementVariationMarginElections : disputeResolution





        CreditSupportAgreementVariationMarginElections --> "1" DisputeResolution : disputeResolution
        click DisputeResolution href "../DisputeResolution/"



      CreditSupportAgreementVariationMarginElections : distributionAndInterestPayment





        CreditSupportAgreementVariationMarginElections --> "0..1" DistributionAndInterestPayment : distributionAndInterestPayment
        click DistributionAndInterestPayment href "../DistributionAndInterestPayment/"



      CreditSupportAgreementVariationMarginElections : exchangeDate

      CreditSupportAgreementVariationMarginElections : finalReturns





        CreditSupportAgreementVariationMarginElections --> "1" FinalReturns : finalReturns
        click FinalReturns href "../FinalReturns/"



      CreditSupportAgreementVariationMarginElections : fxHaircutCurrency





        CreditSupportAgreementVariationMarginElections --> "0..1" FxHaircutCurrency : fxHaircutCurrency
        click FxHaircutCurrency href "../FxHaircutCurrency/"



      CreditSupportAgreementVariationMarginElections : holdingAndUsingPostedCollateral





        CreditSupportAgreementVariationMarginElections --> "0..1" HoldingAndUsingPostedCollateral : holdingAndUsingPostedCollateral
        click HoldingAndUsingPostedCollateral href "../HoldingAndUsingPostedCollateral/"



      CreditSupportAgreementVariationMarginElections : masterAgreementDatedAsOfDate





        CreditSupportAgreementVariationMarginElections --> "0..1" MasterAgreementDatedAsOfDate : masterAgreementDatedAsOfDate
        click MasterAgreementDatedAsOfDate href "../MasterAgreementDatedAsOfDate/"



      CreditSupportAgreementVariationMarginElections : otherAgreements





        CreditSupportAgreementVariationMarginElections --> "0..1" OtherAgreements : otherAgreements
        click OtherAgreements href "../OtherAgreements/"



      CreditSupportAgreementVariationMarginElections : otherEligibleAndPostedSupport





        CreditSupportAgreementVariationMarginElections --> "0..1" OtherEligibleAndPostedSupport : otherEligibleAndPostedSupport
        click OtherEligibleAndPostedSupport href "../OtherEligibleAndPostedSupport/"



      CreditSupportAgreementVariationMarginElections : securityInterestForObligations





        CreditSupportAgreementVariationMarginElections --> "1" SecurityInterestForObligations : securityInterestForObligations
        click SecurityInterestForObligations href "../SecurityInterestForObligations/"



      CreditSupportAgreementVariationMarginElections : substitution





        CreditSupportAgreementVariationMarginElections --> "0..1" Substitution : substitution
        click Substitution href "../Substitution/"

Inheritance

CreditSupportAgreementElectionsBase
- CreditSupportAgreementVariationMarginElections

Slots

Name	Cardinality and Range	Description	Inheritance
fxHaircutCurrency	0..1 FxHaircutCurrency	The reference currency for the purpose of specifying the FX Haircut relating ...	direct
exchangeDate	0..1 string	The bespoke exchange date terms that might be specified by the parties to the...	direct
coveredTransactions	1 CoveredTransactions	The specification of transactions covered by the terms of the agreement	direct
creditSupportOffsets	1 Boolean	The specification of whether the standard Credit Support Offset provisions ar...	direct
custodyArrangements	0..1 CustodyArrangements	The Custodian and Segregated Account details in respect of each party to the ...	direct
addressesForTransfer	0..1 AddressesForTransfer	The optional specification of address for transfer as specified by the respec...	direct
otherAgreements	0..1 OtherAgreements	The bespoke definition of other agreement terms as specified by the parties t...	direct
securityInterestForObligations	1 SecurityInterestForObligations	The party to whom obligations under the Master Agreement are owed and secured...	direct
creditSupportObligations	1 CreditSupportObligationsVariationMargin	The Credit Support Obligations applicable to the agreement	direct
calculationAndTiming	1 CalculationAndTimingVariationMargin	The set of elections for determining Valuation and Timing terms specific to t...	direct
baseAndEligibleCurrency	1 BaseAndEligibleCurrency	The base and eligible currency(ies) for the document as specified by the part...	CreditSupportAgreementElectionsBase
conditionsPrecedent	0..1 ConditionsPrecedent	The set of elections that may overwrite the default Condition Precedent provi...	CreditSupportAgreementElectionsBase
substitution	0..1 Substitution	The conditions under which the Security Provider can substitute posted collat...	CreditSupportAgreementElectionsBase
disputeResolution	1 DisputeResolution	The election terms under which a party disputes (i) the Calculation Agents ca...	CreditSupportAgreementElectionsBase
holdingAndUsingPostedCollateral	0..1 HoldingAndUsingPostedCollateral	The elections for the holding and using of posted collateral by the respectiv...	CreditSupportAgreementElectionsBase
distributionAndInterestPayment	0..1 DistributionAndInterestPayment	The Distributions and Interest Payment terms specified as part of the agreeme...	CreditSupportAgreementElectionsBase
otherEligibleAndPostedSupport	0..1 OtherEligibleAndPostedSupport	The Other Eligible Support elections associated with margin agreements	CreditSupportAgreementElectionsBase
demandsAndNotices	0..1 DemandsAndNotices	The optional specification of address where the demands, specifications and n...	CreditSupportAgreementElectionsBase
additionalRepresentations	0..1 AdditionalRepresentations	The specification Additional Representations that may be applicable to the ag...	CreditSupportAgreementElectionsBase
masterAgreementDatedAsOfDate	0..1 MasterAgreementDatedAsOfDate	Defines the dates agreed by the parties as the date of the Credit Support Ann...	CreditSupportAgreementElectionsBase
finalReturns	1 FinalReturns	A clause providing that final return collateral is to be provided without con...	CreditSupportAgreementElectionsBase

Usages

used by	used in	type	used
Agreement	creditSupportAgreementElections	any_of[range]	CreditSupportAgreementVariationMarginElections

In Subsets

CdmLegaldocumentationCsa

Identifier and Mapping Information

Schema Source

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

Mappings

Mapping Type	Mapped Value
self	common_domain_model:CreditSupportAgreementVariationMarginElections
native	common_domain_model:CreditSupportAgreementVariationMarginElections

LinkML Source

Direct

name: CreditSupportAgreementVariationMarginElections
description: The set of elections which specify a Variation Margin Credit Support
  Annex or Deed.
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: CreditSupportAgreementElectionsBase
slots:
- fxHaircutCurrency
- exchangeDate
- coveredTransactions
- creditSupportOffsets
- custodyArrangements
- addressesForTransfer
- otherAgreements
- securityInterestForObligations
- creditSupportObligations
- calculationAndTiming
slot_usage:
  coveredTransactions:
    name: coveredTransactions
    required: true
  creditSupportObligations:
    name: creditSupportObligations
    range: CreditSupportObligationsVariationMargin
  calculationAndTiming:
    name: calculationAndTiming
    range: CalculationAndTimingVariationMargin

Induced

name: CreditSupportAgreementVariationMarginElections
description: The set of elections which specify a Variation Margin Credit Support
  Annex or Deed.
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: CreditSupportAgreementElectionsBase
slot_usage:
  coveredTransactions:
    name: coveredTransactions
    required: true
  creditSupportObligations:
    name: creditSupportObligations
    range: CreditSupportObligationsVariationMargin
  calculationAndTiming:
    name: calculationAndTiming
    range: CalculationAndTimingVariationMargin
attributes:
  fxHaircutCurrency:
    name: fxHaircutCurrency
    description: The reference currency for the purpose of specifying the FX Haircut
      relating to a posting obligation, as being either the Termination Currency or
      an FX Designated Currency.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportAgreementVariationMarginElections
    domain_of:
    - CreditSupportAgreementInitialMarginElections
    - CreditSupportAgreementVariationMarginElections
    - CollateralTransferAgreementElections
    range: FxHaircutCurrency
  exchangeDate:
    name: exchangeDate
    description: The bespoke exchange date terms that might be specified by the parties
      to the agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportAgreementVariationMarginElections
    domain_of:
    - CreditSupportAgreementVariationMarginElections
    - CreditSupportAgreementLegacyElections
    range: string
  coveredTransactions:
    name: coveredTransactions
    description: The specification of transactions covered by the terms of the agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportAgreementVariationMarginElections
    domain_of:
    - CreditSupportAgreementInitialMarginElections
    - CreditSupportAgreementVariationMarginElections
    - CoveredTransactions
    range: CoveredTransactions
    required: true
  creditSupportOffsets:
    name: creditSupportOffsets
    description: The specification of whether the standard Credit Support Offset provisions
      are applicable (true) or not applicable (false).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportAgreementVariationMarginElections
    domain_of:
    - CreditSupportAgreementVariationMarginElections
    range: boolean
    required: true
  custodyArrangements:
    name: custodyArrangements
    description: The Custodian and Segregated Account details in respect of each party
      to the agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportAgreementVariationMarginElections
    domain_of:
    - CreditSupportAgreementInitialMarginElections
    - CreditSupportAgreementVariationMarginElections
    - CollateralTransferAgreementElections
    range: CustodyArrangements
  addressesForTransfer:
    name: addressesForTransfer
    description: The optional specification of address for transfer as specified by
      the respective parties to the agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportAgreementVariationMarginElections
    domain_of:
    - CreditSupportAgreementVariationMarginElections
    - CreditSupportAgreementLegacyElections
    - CollateralTransferAgreementElections
    range: AddressesForTransfer
  otherAgreements:
    name: otherAgreements
    description: The bespoke definition of other agreement terms as specified by the
      parties to the agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportAgreementVariationMarginElections
    domain_of:
    - CreditSupportAgreementInitialMarginElections
    - CreditSupportAgreementVariationMarginElections
    - CollateralTransferAgreementElections
    range: OtherAgreements
  securityInterestForObligations:
    name: securityInterestForObligations
    description: The party to whom obligations under the Master Agreement are owed
      and secured by the credit support arrangements. Applicable to 1994 NY CSA, 1995
      English Law CSD and 2016 New York Law VM CSA.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportAgreementVariationMarginElections
    domain_of:
    - CreditSupportAgreementVariationMarginElections
    - CreditSupportAgreementLegacyElections
    range: SecurityInterestForObligations
    required: true
  creditSupportObligations:
    name: creditSupportObligations
    description: The Credit Support Obligations applicable to the agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportAgreementVariationMarginElections
    domain_of:
    - CreditSupportAgreementInitialMarginElections
    - CreditSupportAgreementVariationMarginElections
    - CreditSupportAgreementLegacyElections
    - CollateralTransferAgreementElections
    range: CreditSupportObligationsVariationMargin
    required: true
  calculationAndTiming:
    name: calculationAndTiming
    description: The set of elections for determining Valuation and Timing terms specific
      to the agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportAgreementVariationMarginElections
    domain_of:
    - CreditSupportAgreementInitialMarginElections
    - CreditSupportAgreementVariationMarginElections
    - CreditSupportAgreementLegacyElections
    - CollateralTransferAgreementElections
    range: CalculationAndTimingVariationMargin
    required: true
  baseAndEligibleCurrency:
    name: baseAndEligibleCurrency
    description: The base and eligible currency(ies) for the document as specified
      by the parties to the agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportAgreementVariationMarginElections
    domain_of:
    - CreditSupportAgreementElectionsBase
    - CollateralTransferAgreementElections
    range: BaseAndEligibleCurrency
    required: true
  conditionsPrecedent:
    name: conditionsPrecedent
    description: The set of elections that may overwrite the default Condition Precedent
      provision, and the set of provisions that are deemed Access Condition.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportAgreementVariationMarginElections
    domain_of:
    - CreditSupportAgreementElectionsBase
    - CollateralTransferAgreementElections
    range: ConditionsPrecedent
  substitution:
    name: substitution
    description: The conditions under which the Security Provider can substitute posted
      collateral.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportAgreementVariationMarginElections
    domain_of:
    - CreditSupportAgreementElectionsBase
    - CollateralTransferAgreementElections
    - GeneralTerms
    range: Substitution
  disputeResolution:
    name: disputeResolution
    description: The election terms under which a party disputes (i) the Calculation
      Agents calculation of a Delivery Amount or a Return Amount, or (ii) the Value
      of any Transfer of Eligible Credit Support or Posted Credit Support.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportAgreementVariationMarginElections
    domain_of:
    - CreditSupportAgreementElectionsBase
    - CollateralTransferAgreementElections
    range: DisputeResolution
    required: true
  holdingAndUsingPostedCollateral:
    name: holdingAndUsingPostedCollateral
    description: The elections for the holding and using of posted collateral by the
      respective parties to the Credit Support Annex for Variation Margin.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportAgreementVariationMarginElections
    domain_of:
    - CreditSupportAgreementElectionsBase
    range: HoldingAndUsingPostedCollateral
  distributionAndInterestPayment:
    name: distributionAndInterestPayment
    description: The Distributions and Interest Payment terms specified as part of
      the agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportAgreementVariationMarginElections
    domain_of:
    - CreditSupportAgreementElectionsBase
    range: DistributionAndInterestPayment
  otherEligibleAndPostedSupport:
    name: otherEligibleAndPostedSupport
    description: The Other Eligible Support elections associated with margin agreements.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportAgreementVariationMarginElections
    domain_of:
    - CreditSupportAgreementElectionsBase
    range: OtherEligibleAndPostedSupport
  demandsAndNotices:
    name: demandsAndNotices
    description: The optional specification of address where the demands, specifications
      and notices will be communicated to for each of the parties to the agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportAgreementVariationMarginElections
    domain_of:
    - CreditSupportAgreementElectionsBase
    - CollateralTransferAgreementElections
    range: DemandsAndNotices
  additionalRepresentations:
    name: additionalRepresentations
    description: The specification Additional Representations that may be applicable
      to the agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportAgreementVariationMarginElections
    domain_of:
    - CreditSupportAgreementElectionsBase
    - CollateralTransferAgreementElections
    range: AdditionalRepresentations
  masterAgreementDatedAsOfDate:
    name: masterAgreementDatedAsOfDate
    description: Defines the dates agreed by the parties as the date of the Credit
      Support Annex or Credit Support Deed.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportAgreementVariationMarginElections
    domain_of:
    - CreditSupportAgreementElectionsBase
    - MasterAgreementDatedAsOfDate
    range: MasterAgreementDatedAsOfDate
  finalReturns:
    name: finalReturns
    description: A clause providing that final return collateral is to be provided
      without consideration of any Minimum Transfer Amount and collateral haircut.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportAgreementVariationMarginElections
    domain_of:
    - CreditSupportAgreementElectionsBase
    - CollateralTransferAgreementElections
    range: FinalReturns
    required: true