Class: Exposure

Represents the current mark to market value or IM calculation value of the trade portfolio as recorded by the principle (in base currency).

URI: common_domain_model:Exposure

 classDiagram
    class Exposure
    click Exposure href "../Exposure/"
      Exposure : aggregateValue





        Exposure --> "1" Money : aggregateValue
        click Money href "../Money/"



      Exposure : calculationDateTime

      Exposure : tradePortfolio





        Exposure --> "1" PortfolioState : tradePortfolio
        click PortfolioState href "../PortfolioState/"



      Exposure : valuationDateTime

Slots

Name	Cardinality and Range	Description	Inheritance
tradePortfolio	1 PortfolioState	Represents a Portfolio that describes all the positions held at a given time,...	direct
aggregateValue	1 Money	Represents the aggregate value of the portfolio in base currency	direct
calculationDateTime	0..1 Datetime	Indicates the date when the exposure is calculated if different from valuatio...	direct
valuationDateTime	1 Datetime	Indicates the valuation date of the exposure underlying the calculation	direct

Usages

used by	used in	type	used
MarginCallExposure	overallExposure	range	Exposure
MarginCallExposure	simmIMExposure	range	Exposure
MarginCallExposure	scheduleGridIMExposure	range	Exposure

In Subsets

CdmEventCommon

Comments

Rosetta func: Create_ExposureFromTrades — Builds an Exposure structure from a list of trades.

Identifier and Mapping Information

Annotations

property	value
rosetta_functions	[{"name":"Create_ExposureFromTrades","description":"Builds an Exposure structure from a list of trades.","inputs":[{"name":"trades","type":"TradeState","cardinality":"0..*"}],"output":{"name":"exposure","type":"Exposure","cardinality":"0..1"}}]

Schema Source

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

Mappings

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

LinkML Source

Direct

name: Exposure
annotations:
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"Create_ExposureFromTrades","description":"Builds an Exposure
      structure from a list of trades.","inputs":[{"name":"trades","type":"TradeState","cardinality":"0..*"}],"output":{"name":"exposure","type":"Exposure","cardinality":"0..1"}}]'
description: Represents the current mark to market value or IM calculation value of
  the trade portfolio as recorded by the principle (in base currency).
comments:
- 'Rosetta func: Create_ExposureFromTrades — Builds an Exposure structure from a list
  of trades.'
in_subset:
- cdm_event_common
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- tradePortfolio
- aggregateValue
- calculationDateTime
- valuationDateTime

Induced

name: Exposure
annotations:
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"Create_ExposureFromTrades","description":"Builds an Exposure
      structure from a list of trades.","inputs":[{"name":"trades","type":"TradeState","cardinality":"0..*"}],"output":{"name":"exposure","type":"Exposure","cardinality":"0..1"}}]'
description: Represents the current mark to market value or IM calculation value of
  the trade portfolio as recorded by the principle (in base currency).
comments:
- 'Rosetta func: Create_ExposureFromTrades — Builds an Exposure structure from a list
  of trades.'
in_subset:
- cdm_event_common
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  tradePortfolio:
    name: tradePortfolio
    annotations:
      metadata_reference:
        tag: metadata_reference
        value: true
    description: Represents a Portfolio that describes all the positions held at a
      given time, in various states which can be either traded, settled, etc., with
      lineage information to the previous state.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Exposure
    domain_of:
    - Exposure
    range: PortfolioState
    required: true
  aggregateValue:
    name: aggregateValue
    description: Represents the aggregate value of the portfolio in base currency.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Exposure
    domain_of:
    - Exposure
    - CalculatedRateDetails
    range: Money
    required: true
  calculationDateTime:
    name: calculationDateTime
    description: Indicates the date when the exposure is calculated if different from
      valuation date.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Exposure
    domain_of:
    - Exposure
    range: datetime
  valuationDateTime:
    name: valuationDateTime
    description: Indicates the valuation date of the exposure underlying the calculation.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Exposure
    domain_of:
    - Exposure
    range: datetime
    required: true