Class: FxHaircutCurrency

A class to specify 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.

URI: common_domain_model:FxHaircutCurrency

 classDiagram
    class FxHaircutCurrency
    click FxHaircutCurrency href "../FxHaircutCurrency/"
      FxHaircutCurrency : fxDesignatedCurrency

      FxHaircutCurrency : isTerminationCurrency

Slots

Name	Cardinality and Range	Description	Inheritance
isTerminationCurrency	1 Boolean	The reference currency for the purpose of specifying the FX Haircut relating ...	direct
fxDesignatedCurrency	0..1 string	When specified, the reference currency for the purpose of specifying the FX H...	direct

Usages

used by	used in	type	used
CreditSupportAgreementInitialMarginElections	fxHaircutCurrency	range	FxHaircutCurrency
CreditSupportAgreementVariationMarginElections	fxHaircutCurrency	range	FxHaircutCurrency
CollateralTransferAgreementElections	fxHaircutCurrency	range	FxHaircutCurrency

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	`{'isTerminationCurrency': {'equals_string': 'True'}}`	`{'fxDesignatedCurrency': {'required': False}}`

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	`{'isTerminationCurrency': {'equals_string': 'False'}}`	`{'fxDesignatedCurrency': {'required': True}}`

In Subsets

CdmLegaldocumentationCsa

Comments

Rosetta condition: TerminationCurrency — if isTerminationCurrency = True then fxDesignatedCurrency is absent
Rosetta condition: FxDesignatedCurrency — if isTerminationCurrency = False then fxDesignatedCurrency 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:FxHaircutCurrency
native	common_domain_model:FxHaircutCurrency

LinkML Source

Direct

name: FxHaircutCurrency
description: A class to specify 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.
comments:
- 'Rosetta condition: TerminationCurrency — if isTerminationCurrency = True then fxDesignatedCurrency
  is absent'
- 'Rosetta condition: FxDesignatedCurrency — if isTerminationCurrency = False then
  fxDesignatedCurrency exists'
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- isTerminationCurrency
- fxDesignatedCurrency
rules:
- preconditions:
    slot_conditions:
      isTerminationCurrency:
        name: isTerminationCurrency
        equals_string: 'True'
  postconditions:
    slot_conditions:
      fxDesignatedCurrency:
        name: fxDesignatedCurrency
        required: false
  description: The FX Designated Currency shouldn't be specified when the reference
    currency for the purpose of specifying the FX Haircut relating to a posting obligation
    is specified as the Termination Currency.
- preconditions:
    slot_conditions:
      isTerminationCurrency:
        name: isTerminationCurrency
        equals_string: 'False'
  postconditions:
    slot_conditions:
      fxDesignatedCurrency:
        name: fxDesignatedCurrency
        required: true
  description: The FX Designated Currency should be specified when the reference currency
    for the purpose of specifying the FX Haircut relating to a posting obligation
    is specified as not being the Termination Currency.

Induced

name: FxHaircutCurrency
description: A class to specify 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.
comments:
- 'Rosetta condition: TerminationCurrency — if isTerminationCurrency = True then fxDesignatedCurrency
  is absent'
- 'Rosetta condition: FxDesignatedCurrency — if isTerminationCurrency = False then
  fxDesignatedCurrency exists'
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  isTerminationCurrency:
    name: isTerminationCurrency
    description: The reference currency for the purpose of specifying the FX Haircut
      relating to a posting obligation is the Termination Currency when the Boolean
      value is set to True.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FxHaircutCurrency
    domain_of:
    - FxHaircutCurrency
    range: boolean
    required: true
  fxDesignatedCurrency:
    name: fxDesignatedCurrency
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: When specified, the reference currency for the purpose of specifying
      the FX Haircut relating to a posting obligation. The list of valid currencies
      is not presently positioned as an enumeration as part of the CDM because that
      scope is limited to the values specified by ISDA and FpML. As a result, implementers
      have to make reference to the relevant standard, such as the ISO 4217 standard
      for currency codes.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FxHaircutCurrency
    domain_of:
    - FxHaircutCurrency
    range: string
rules:
- preconditions:
    slot_conditions:
      isTerminationCurrency:
        name: isTerminationCurrency
        equals_string: 'True'
  postconditions:
    slot_conditions:
      fxDesignatedCurrency:
        name: fxDesignatedCurrency
        required: false
  description: The FX Designated Currency shouldn't be specified when the reference
    currency for the purpose of specifying the FX Haircut relating to a posting obligation
    is specified as the Termination Currency.
- preconditions:
    slot_conditions:
      isTerminationCurrency:
        name: isTerminationCurrency
        equals_string: 'False'
  postconditions:
    slot_conditions:
      fxDesignatedCurrency:
        name: fxDesignatedCurrency
        required: true
  description: The FX Designated Currency should be specified when the reference currency
    for the purpose of specifying the FX Haircut relating to a posting obligation
    is specified as not being the Termination Currency.