Class: MarginCallIssuance

Represents common attributes required for a Margin Call Issuance under a legal agreement such as a credit support document or equivalent.

URI: common_domain_model:MarginCallIssuance

 classDiagram
    class MarginCallIssuance
    click MarginCallIssuance href "../MarginCallIssuance/"
      MarginCallBase <|-- MarginCallIssuance
        click MarginCallBase href "../MarginCallBase/"

      MarginCallIssuance : agreementMinimumTransferAmount





        MarginCallIssuance --> "0..1" Money : agreementMinimumTransferAmount
        click Money href "../Money/"



      MarginCallIssuance : agreementRounding





        MarginCallIssuance --> "0..1" Money : agreementRounding
        click Money href "../Money/"



      MarginCallIssuance : agreementThreshold





        MarginCallIssuance --> "0..1" Money : agreementThreshold
        click Money href "../Money/"



      MarginCallIssuance : baseCurrencyExposure





        MarginCallIssuance --> "0..1" MarginCallExposure : baseCurrencyExposure
        click MarginCallExposure href "../MarginCallExposure/"



      MarginCallIssuance : callAgreementType





        MarginCallIssuance --> "1" AgreementName : callAgreementType
        click AgreementName href "../AgreementName/"



      MarginCallIssuance : callAmountInBaseCurrency





        MarginCallIssuance --> "1" Money : callAmountInBaseCurrency
        click Money href "../Money/"



      MarginCallIssuance : callIdentifier





        MarginCallIssuance --> "0..1" Identifier : callIdentifier
        click Identifier href "../Identifier/"



      MarginCallIssuance : clearingBroker





        MarginCallIssuance --> "0..1" Party : clearingBroker
        click Party href "../Party/"



      MarginCallIssuance : collateralPortfolio





        MarginCallIssuance --> "0..1" CollateralPortfolio : collateralPortfolio
        click CollateralPortfolio href "../CollateralPortfolio/"



      MarginCallIssuance : independentAmountBalance





        MarginCallIssuance --> "0..1" CollateralBalance : independentAmountBalance
        click CollateralBalance href "../CollateralBalance/"



      MarginCallIssuance : instructionType





        MarginCallIssuance --> "1" MarginCallInstructionType : instructionType
        click MarginCallInstructionType href "../MarginCallInstructionType/"



      MarginCallIssuance : party





        MarginCallIssuance --> "*" Party : party
        click Party href "../Party/"



      MarginCallIssuance : partyRole





        MarginCallIssuance --> "*" PartyRole : partyRole
        click PartyRole href "../PartyRole/"



      MarginCallIssuance : recallNonCashCollateralDescription





        MarginCallIssuance --> "*" EligibleCollateralCriteria : recallNonCashCollateralDescription
        click EligibleCollateralCriteria href "../EligibleCollateralCriteria/"



      MarginCallIssuance : regIMRole





        MarginCallIssuance --> "0..1" RegIMRoleEnum : regIMRole
        click RegIMRoleEnum href "../RegIMRoleEnum/"



      MarginCallIssuance : regMarginType





        MarginCallIssuance --> "1" RegMarginTypeEnum : regMarginType
        click RegMarginTypeEnum href "../RegMarginTypeEnum/"

Inheritance

MarginCallBase
- MarginCallIssuance

Slots

Name	Cardinality and Range	Description	Inheritance
callAmountInBaseCurrency	1 Money	Specifies the amount of margin being called for which accounts for margin cal...	direct
recallNonCashCollateralDescription	* EligibleCollateralCriteria	Specifies the details to describe or identify non-cash collateral eligible as...	direct
instructionType	1 MarginCallInstructionType	Identifies the enumeration values to specify the call notification type, dire...	MarginCallBase
party	* Party	Represents the parties to the margin call	MarginCallBase
partyRole	* PartyRole	Represents the role each specified party takes in the margin call	MarginCallBase
clearingBroker	0..1 Party	Indicates the name of the Clearing Broker FCM/DCM	MarginCallBase
callIdentifier	0..1 Identifier	Represents a unique Identifier for a margin call message, that can be referen...	MarginCallBase
callAgreementType	1 AgreementName	Specifies the legal agreement type the margin call is generated from and gove...	MarginCallBase
agreementMinimumTransferAmount	0..1 Money	Specifies the collateral legal agreement minimum transfer amount in base curr...	MarginCallBase
agreementThreshold	0..1 Money	Specifies the collateral legal agreement threshold amount in base currency	MarginCallBase
agreementRounding	0..1 Money	Specifies the collateral legal agreement rounding in base currency	MarginCallBase
regMarginType	1 RegMarginTypeEnum	Identifies margin type and if related regulatory mandate	MarginCallBase
regIMRole	0..1 RegIMRoleEnum	Indicates the role of the party in an regulatory initial margin call instruct...	MarginCallBase
baseCurrencyExposure	0..1 MarginCallExposure	Represents the current mark to market value or IM calculation value of the tr...	MarginCallBase
collateralPortfolio	0..1 CollateralPortfolio	Represents attributes to define the details of collateral assets within a col...	MarginCallBase
independentAmountBalance	0..1 CollateralBalance	Represents additional credit support amount over and above mark to market val...	MarginCallBase

In Subsets

CdmEventCommon

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: MarginCallIssuance
description: Represents common attributes required for a Margin Call Issuance under
  a legal agreement such as a credit support document or equivalent.
in_subset:
- cdm_event_common
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: MarginCallBase
slots:
- callAmountInBaseCurrency
- recallNonCashCollateralDescription

Induced

name: MarginCallIssuance
description: Represents common attributes required for a Margin Call Issuance under
  a legal agreement such as a credit support document or equivalent.
in_subset:
- cdm_event_common
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: MarginCallBase
attributes:
  callAmountInBaseCurrency:
    name: callAmountInBaseCurrency
    description: Specifies the amount of margin being called for which accounts for
      margin calculation inclusive of exposure, independent amount,threshold,collateral
      balance, MTA, rounding increments (in base currency detailed in supporting collateral
      agreement).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallIssuance
    range: Money
    required: true
  recallNonCashCollateralDescription:
    name: recallNonCashCollateralDescription
    description: Specifies the details to describe or identify non-cash collateral
      eligible assets for recall purposes.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallIssuance
    range: EligibleCollateralCriteria
    multivalued: true
    inlined: true
    inlined_as_list: true
  instructionType:
    name: instructionType
    description: Identifies the enumeration values to specify the call notification
      type, direction, specific action type.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    range: MarginCallInstructionType
    required: true
  party:
    name: party
    description: Represents the parties to the margin call. The cardinality is optional
      to address the case where both parties of the event are specified and a third
      party if applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - DebtRedemption
    - Trade
    - MarginCallBase
    - CounterpartyPosition
    - AggregationParameters
    - AvailableInventory
    - WorkflowStepApproval
    - WorkflowStep
    - UmbrellaAgreementParty
    - UmbrellaAgreementSet
    - AdditionalRepresentationElection
    - CalculationAgentTerms
    - CalculationCurrencyElection
    - ValuationCalculationDateLocationElection
    - CollateralManagementAgreementElection
    - ControlAgreementElections
    - ControlAgreementNecEventElection
    - CustodianElection
    - CustodianRiskElection
    - ElectiveAmountElection
    - FrenchLawAddendumElection
    - HoldingAndUsingPostedCollateralElection
    - NotificationTimeElection
    - PostingObligationsElection
    - RecalculationOfValueElection
    - RegimeTerms
    - PledgeeRepresentativeRider
    - SecuredPartyRightsEventElection
    - SecurityProviderRightsEventElection
    - SensitivityMethodologiesPartyElection
    - SubstitutedRegimeTerms
    - SubstitutionPartyElection
    - TerminationCurrencyElection
    - AdditionalObligations
    - SecurityInterestForObligations
    - SinglePostingParty
    - ThresholdElection
    - MinimumTransferAmountElection
    - ValuationAgent
    - LegacyExposureScopeElection
    - CreditSupportDocumentElection
    - CreditSupportProviderElection
    - SpecifiedOrAccessConditionPartyElection
    - LegacyIndependentAmountParty
    - AutomaticEarlyTerminationElection
    - PartyTerminationCurrencySelection
    - SpecifiedEntity
    - EventsOfDefaultElection
    - EligibleCollateralSpecification
    range: Party
    multivalued: true
  partyRole:
    name: partyRole
    description: Represents the role each specified party takes in the margin call.
      further to the principal roles, payer and receiver.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - PartyChangeInstruction
    - Trade
    - MarginCallBase
    - CounterpartyPosition
    - AvailableInventory
    - AvailableInventoryRecord
    - UmbrellaAgreementParty
    - EligibleCollateralSpecification
    range: PartyRole
    multivalued: true
  clearingBroker:
    name: clearingBroker
    description: Indicates the name of the Clearing Broker FCM/DCM.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    range: Party
  callIdentifier:
    name: callIdentifier
    description: Represents a unique Identifier for a margin call message, that can
      be referenced throughout all points of the process.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    range: Identifier
  callAgreementType:
    name: callAgreementType
    description: Specifies the legal agreement type the margin call is generated from
      and governed by.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    range: AgreementName
    required: true
  agreementMinimumTransferAmount:
    name: agreementMinimumTransferAmount
    description: Specifies the collateral legal agreement minimum transfer amount
      in base currency.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    range: Money
  agreementThreshold:
    name: agreementThreshold
    description: Specifies the collateral legal agreement threshold amount in base
      currency.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    range: Money
  agreementRounding:
    name: agreementRounding
    description: Specifies the collateral legal agreement rounding in base currency.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    range: Money
  regMarginType:
    name: regMarginType
    description: Identifies margin type and if related regulatory mandate
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    range: RegMarginTypeEnum
    required: true
  regIMRole:
    name: regIMRole
    description: Indicates the role of the party in an regulatory initial margin call
      instruction (i.e Pledgor party or Secured party).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    range: RegIMRoleEnum
  baseCurrencyExposure:
    name: baseCurrencyExposure
    description: Represents the current mark to market value or IM calculation value
      of the trade portfolio as recorded by the principle (in base currency), to be
      referenced in a margin call.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    range: MarginCallExposure
  collateralPortfolio:
    name: collateralPortfolio
    annotations:
      metadata_reference:
        tag: metadata_reference
        value: true
    description: Represents attributes to define the details of collateral assets
      within a collateral portfolio to be used in margin call messaging and contribute
      to collateral balances e.g securities in a collateral account recorded by the
      principal as held or posted.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    - Collateral
    range: CollateralPortfolio
  independentAmountBalance:
    name: independentAmountBalance
    description: Represents additional credit support amount over and above mark to
      market value.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    range: CollateralBalance