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Class: CreditSupportObligationsLegacy

Specification of the Credit Support Obligations applicable to the Legacy (1994/95) Credit Support Annex.

URI: common_domain_model:CreditSupportObligationsLegacy

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

      CreditSupportObligationsLegacy : bespokeTransferTiming





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



      CreditSupportObligationsLegacy : collateralTransferTiming





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



      CreditSupportObligationsLegacy : creditSupportAmount





        CreditSupportObligationsLegacy --> "1" CreditSupportAmount : creditSupportAmount
        click CreditSupportAmount href "../CreditSupportAmount/"



      CreditSupportObligationsLegacy : deliveryAmount





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



      CreditSupportObligationsLegacy : eligibleCreditSupport





        CreditSupportObligationsLegacy --> "1" EligibleCreditSupport : eligibleCreditSupport
        click EligibleCreditSupport href "../EligibleCreditSupport/"



      CreditSupportObligationsLegacy : independentAmount





        CreditSupportObligationsLegacy --> "1" LegacyIndependentAmount : independentAmount
        click LegacyIndependentAmount href "../LegacyIndependentAmount/"



      CreditSupportObligationsLegacy : minimumTransferAmount





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



      CreditSupportObligationsLegacy : returnAmount





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



      CreditSupportObligationsLegacy : rounding





        CreditSupportObligationsLegacy --> "1" CollateralRounding : rounding
        click CollateralRounding href "../CollateralRounding/"



      CreditSupportObligationsLegacy : threshold





        CreditSupportObligationsLegacy --> "1" Threshold : threshold
        click Threshold href "../Threshold/"

Inheritance

Slots

Name Cardinality and Range Description Inheritance
threshold 1
Threshold		 Represents the amount of unsecured risk that a party is willing to tolerate w... direct
rounding 1
CollateralRounding		 The rounding methodology applicable to the Delivery Amount and the Return Amo... direct
independentAmount 1
LegacyIndependentAmount		 Specifies the additional amount of collateral that is required to be delivere... direct
creditSupportAmount 1
CreditSupportAmount		 The total amount one counterparty must deliver to the other at any time: the ... direct
eligibleCreditSupport 1
EligibleCreditSupport		 Specification of the Eligible Collateral or Credit Support applicable to the ... direct
deliveryAmount 1
CSADeliveryAmount		 In respect of a Valuation Date, the amount of collateral which a party is ent... CreditSupportObligationsBase
returnAmount 1
CSAReturnAmount		 In respect of a Valuation Date, the amount of collateral which a party is ent... CreditSupportObligationsBase
minimumTransferAmount 1
MinimumTransferAmount		 Represents the threshold specified in the agreement below which collateral ne... CreditSupportObligationsBase
collateralTransferTiming 0..1
CollateralTransferTiming		 Specification of transfer / settlement timing for cash and securities collate... CreditSupportObligationsBase
bespokeTransferTiming 0..1
BespokeTransferTiming		 The time by which the transfer of collateral must take place when different f... CreditSupportObligationsBase

Usages

used by used in type used
CreditSupportAgreementLegacyElections creditSupportObligations range CreditSupportObligationsLegacy

In Subsets

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: CreditSupportObligationsLegacy
description: Specification of the Credit Support Obligations applicable to the Legacy
  (1994/95) Credit Support Annex.
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: CreditSupportObligationsBase
slots:
- threshold
- rounding
- independentAmount
- creditSupportAmount
- eligibleCreditSupport
slot_usage:
  rounding:
    name: rounding
    description: The rounding methodology applicable to the Delivery Amount and the
      Return Amount in terms of nearest integral multiple of Base Currency units.
    range: CollateralRounding
    required: true

Induced

name: CreditSupportObligationsLegacy
description: Specification of the Credit Support Obligations applicable to the Legacy
  (1994/95) Credit Support Annex.
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: CreditSupportObligationsBase
slot_usage:
  rounding:
    name: rounding
    description: The rounding methodology applicable to the Delivery Amount and the
      Return Amount in terms of nearest integral multiple of Base Currency units.
    range: CollateralRounding
    required: true
attributes:
  threshold:
    name: threshold
    description: Represents the amount of unsecured risk that a party is willing to
      tolerate without holding any posted collateral provided by the other party.
    notes:
    - ISDA CSA_NewYork_1994
    - ISDA CSA_English_1995
    - ISDA CSD_English_1995
    - ISDA CSA_VM_English_2016
    - ISDA CSA_VM_NewYork_2016
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportObligationsLegacy
    domain_of:
    - CreditSupportObligationsLegacy
    - CreditSupportObligationsInitialMargin
    - CreditSupportObligationsCollateralTransferAgreement
    range: Threshold
    required: true
  rounding:
    name: rounding
    description: The rounding methodology applicable to the Delivery Amount and the
      Return Amount in terms of nearest integral multiple of Base Currency units.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportObligationsLegacy
    domain_of:
    - RelativeTimeOffset
    - CreditSupportObligationsLegacy
    - CreditSupportObligationsInitialMargin
    - CreditSupportObligationsCollateralTransferAgreement
    - CreditSupportObligationsVariationMargin
    - FloatingRateProcessingParameters
    - CollateralInterestCalculationParameters
    - CommodityPriceReturnTerms
    range: CollateralRounding
    required: true
  independentAmount:
    name: independentAmount
    description: Specifies the additional amount of collateral that is required to
      be delivered by a party irrespective of the mark-to-market exposure under the
      related Transactions. It may take the form of a fixed amount or may be determined
      using ratings.
    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
    - ISDA CSA_IM_NewYork_2016
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportObligationsLegacy
    domain_of:
    - CreditSupportObligationsLegacy
    - Collateral
    range: LegacyIndependentAmount
    required: true
  creditSupportAmount:
    name: creditSupportAmount
    description: 'The total amount one counterparty must deliver to the other at any
      time: the combination of the Exposure to that party and the net Independent
      Amounts it must post, minus any agreed Threshold.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportObligationsLegacy
    domain_of:
    - CreditSupportObligationsLegacy
    - CreditSupportObligationsInitialMargin
    - CreditSupportObligationsCollateralTransferAgreement
    - CreditSupportAmount
    range: CreditSupportAmount
    required: true
  eligibleCreditSupport:
    name: eligibleCreditSupport
    description: Specification of the Eligible Collateral or Credit Support applicable
      to the Agreement.
    notes:
    - ISDA CSA_NewYork_1994
    - ISDA CSA_English_1995
    - ISDA CSD_English_1995
    - ISDA CSA_VM_English_2016
    - ISDA CSA_VM_NewYork_2016
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportObligationsLegacy
    domain_of:
    - CreditSupportObligationsLegacy
    - CreditSupportObligationsVariationMargin
    range: EligibleCreditSupport
    required: true
  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: CreditSupportObligationsLegacy
    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: CreditSupportObligationsLegacy
    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: CreditSupportObligationsLegacy
    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: CreditSupportObligationsLegacy
    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: CreditSupportObligationsLegacy
    domain_of:
    - CreditSupportObligationsBase
    range: BespokeTransferTiming