Class: CreditSupportObligationsBase

A logical container designed to hold a set of related data. In this case, designed to hold a set of clauses that are common amongst Legacy (1994/95), Variation Margin and Initial Margin Credit Support Documents in regards to Credit Support Obligations.

URI: common_domain_model:CreditSupportObligationsBase

 classDiagram
    class CreditSupportObligationsBase
    click CreditSupportObligationsBase href "../CreditSupportObligationsBase/"
      CreditSupportObligationsBase <|-- CreditSupportObligationsLegacy
        click CreditSupportObligationsLegacy href "../CreditSupportObligationsLegacy/"
      CreditSupportObligationsBase <|-- CreditSupportObligationsInitialMargin
        click CreditSupportObligationsInitialMargin href "../CreditSupportObligationsInitialMargin/"
      CreditSupportObligationsBase <|-- CreditSupportObligationsCollateralTransferAgreement
        click CreditSupportObligationsCollateralTransferAgreement href "../CreditSupportObligationsCollateralTransferAgreement/"
      CreditSupportObligationsBase <|-- CreditSupportObligationsVariationMargin
        click CreditSupportObligationsVariationMargin href "../CreditSupportObligationsVariationMargin/"

      CreditSupportObligationsBase : bespokeTransferTiming





        CreditSupportObligationsBase --> "0..1" BespokeTransferTiming : bespokeTransferTiming
        click BespokeTransferTiming href "../BespokeTransferTiming/"



      CreditSupportObligationsBase : collateralTransferTiming





        CreditSupportObligationsBase --> "0..1" CollateralTransferTiming : collateralTransferTiming
        click CollateralTransferTiming href "../CollateralTransferTiming/"



      CreditSupportObligationsBase : deliveryAmount





        CreditSupportObligationsBase --> "1" CSADeliveryAmount : deliveryAmount
        click CSADeliveryAmount href "../CSADeliveryAmount/"



      CreditSupportObligationsBase : minimumTransferAmount





        CreditSupportObligationsBase --> "1" MinimumTransferAmount : minimumTransferAmount
        click MinimumTransferAmount href "../MinimumTransferAmount/"



      CreditSupportObligationsBase : returnAmount





        CreditSupportObligationsBase --> "1" CSAReturnAmount : returnAmount
        click CSAReturnAmount href "../CSAReturnAmount/"

Inheritance

CreditSupportObligationsBase

Slots

Name	Cardinality and Range	Description	Inheritance
deliveryAmount	1 CSADeliveryAmount	In respect of a Valuation Date, the amount of collateral which a party is ent...	direct
returnAmount	1 CSAReturnAmount	In respect of a Valuation Date, the amount of collateral which a party is ent...	direct
minimumTransferAmount	1 MinimumTransferAmount	Represents the threshold specified in the agreement below which collateral ne...	direct
collateralTransferTiming	0..1 CollateralTransferTiming	Specification of transfer / settlement timing for cash and securities collate...	direct
bespokeTransferTiming	0..1 BespokeTransferTiming	The time by which the transfer of collateral must take place when different f...	direct

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:CreditSupportObligationsBase
native	common_domain_model:CreditSupportObligationsBase

LinkML Source

Direct

name: CreditSupportObligationsBase
description: A logical container designed to hold a set of related data. In this case,
  designed to hold a set of clauses that are common amongst Legacy (1994/95), Variation
  Margin and Initial Margin Credit Support Documents in regards to Credit Support
  Obligations.
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- deliveryAmount
- returnAmount
- minimumTransferAmount
- collateralTransferTiming
- bespokeTransferTiming
slot_usage:
  deliveryAmount:
    name: deliveryAmount
    description: In respect of a Valuation Date, the amount of collateral which a
      party is entitled to demand to be transferred to it as a Delivery Amount.
    range: CSADeliveryAmount
  returnAmount:
    name: returnAmount
    description: In respect of a Valuation Date, the amount of collateral which a
      party is entitled to demand to be recalled to it as a Return Amount.
    range: CSAReturnAmount

Induced

name: CreditSupportObligationsBase
description: A logical container designed to hold a set of related data. In this case,
  designed to hold a set of clauses that are common amongst Legacy (1994/95), Variation
  Margin and Initial Margin Credit Support Documents in regards to Credit Support
  Obligations.
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  deliveryAmount:
    name: deliveryAmount
    description: In respect of a Valuation Date, the amount of collateral which a
      party is entitled to demand to be transferred to it as a Delivery Amount.
    range: CSADeliveryAmount
  returnAmount:
    name: returnAmount
    description: In respect of a Valuation Date, the amount of collateral which a
      party is entitled to demand to be recalled to it as a Return Amount.
    range: CSAReturnAmount
attributes:
  deliveryAmount:
    name: deliveryAmount
    description: In respect of a Valuation Date, the amount of collateral which a
      party is entitled to demand to be transferred to it as a Delivery Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralRounding.deliveryAmount
    rank: 1000
    owner: CreditSupportObligationsBase
    domain_of:
    - CollateralRounding
    - InterestAmount
    - CreditSupportObligationsBase
    - CSADeliveryAmount
    - InterestAmountApplication
    range: CSADeliveryAmount
    required: true
  returnAmount:
    name: returnAmount
    description: In respect of a Valuation Date, the amount of collateral which a
      party is entitled to demand to be recalled to it as a Return Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralRounding.returnAmount
    rank: 1000
    owner: CreditSupportObligationsBase
    domain_of:
    - CollateralRounding
    - InterestAmount
    - CreditSupportObligationsBase
    - CSAReturnAmount
    - InterestAmountApplication
    range: CSAReturnAmount
    required: true
  minimumTransferAmount:
    name: minimumTransferAmount
    description: Represents the threshold specified in the agreement below which collateral
      need not be delivered, and represents the smallest incremental value of exposure
      that must be reached before the parties are obliged to transfer collateral.
    notes:
    - ISDA CSA_NewYork_1994
    - ISDA CSA_English_1995
    - ISDA CSD_English_1995
    - ISDA CSA_VM_English_2016
    - ISDA CSA_VM_NewYork_2016
    - 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"
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportObligationsBase
    domain_of:
    - CreditSupportObligationsBase
    range: MinimumTransferAmount
    required: true
  collateralTransferTiming:
    name: collateralTransferTiming
    description: Specification of transfer / settlement timing for cash and securities
      collateral assuming that the notice is provided before the Notification Time
      (and with a 1LBD lag introduced if the notice is delivered after the Notification
      Time), and that securities allow for a further Local Business Day for transfer
      / settlement.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportObligationsBase
    domain_of:
    - CreditSupportObligationsBase
    range: CollateralTransferTiming
  bespokeTransferTiming:
    name: bespokeTransferTiming
    description: The time by which the transfer of collateral must take place when
      different from the Regular Settlement Day as a result of parties' election.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportObligationsBase
    domain_of:
    - CreditSupportObligationsBase
    range: BespokeTransferTiming