Class: PostedCreditSupportItem

Posted Credit Support item with corresponding Valuation Percentage, FX Haircut Percentage and any related disputed Posted Credit Support valuation.

URI: common_domain_model:PostedCreditSupportItem

 classDiagram
    class PostedCreditSupportItem
    click PostedCreditSupportItem href "../PostedCreditSupportItem/"
      PostedCreditSupportItem : additionalHaircutPercentage

      PostedCreditSupportItem : cashOrSecurityValue





        PostedCreditSupportItem --> "1" Money : cashOrSecurityValue
        click Money href "../Money/"



      PostedCreditSupportItem : disputedCashOrSecurityValue





        PostedCreditSupportItem --> "1" Money : disputedCashOrSecurityValue
        click Money href "../Money/"



      PostedCreditSupportItem : fxHaircutPercentage

      PostedCreditSupportItem : haircutPercentage

Slots

Name	Cardinality and Range	Description	Inheritance
cashOrSecurityValue	1 Money	The Base Currency Equivalent of Cash or Security	direct
haircutPercentage	1 Decimal	Valuation Percentage means, for any item of Eligible Collateral (IM), the per...	direct
fxHaircutPercentage	0..1 Decimal	FX Haircut Percentage means, for any item of Eligible Collateral (IM), the pe...	direct
additionalHaircutPercentage	0..1 Decimal	Percentage value of any additional haircut to be applied to a collateral asse...	direct
disputedCashOrSecurityValue	1 Money	Paragraph 5	direct

In Subsets

CdmLegaldocumentationCsa

Comments

Rosetta func: PostedCreditSupportItemAmount — Calculates the Value for the given Posted Credit Support item.
Rosetta func: UndisputedAdjustedPostedCreditSupportAmount — Calculates the value for Undisputed Adjusted Posted Credit Support Item.
Rosetta func: ReturnAmount
Rosetta func: DeliveryAmount

Identifier and Mapping Information

Annotations

property

value

rosetta_functions

[{"name":"PostedCreditSupportItemAmount","description":"Calculates the Value for the given Posted Credit Support item.","inputs":[{"name":"postedItem","type":"PostedCreditSupportItem","cardinality":"1..1"},{"name":"baseCurrency","type":"string","cardinality":"1..1"}],"output":{"name":"result","type":"Money","cardinality":"1..1"}},{"name":"UndisputedAdjustedPostedCreditSupportAmount","description":"Calculates the value for Undisputed Adjusted Posted Credit Support Item.","inputs":[{"name":"postedCreditSupportItems","type":"PostedCreditSupportItem","cardinality":"0.."},{"name":"priorDeliveryAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"priorReturnAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"disputedTransferredPostedCreditSupportAmount","type":"Money","cardinality":"1..1"},{"name":"baseCurrency","type":"string","cardinality":"1..1"}],"output":{"name":"result","type":"Money","cardinality":"1..1"}},{"name":"ReturnAmount","inputs":[{"name":"postedCreditSupportItems","type":"PostedCreditSupportItem","cardinality":"0.."},{"name":"priorDeliveryAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"priorReturnAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"disputedTransferredPostedCreditSupportAmount","type":"Money","cardinality":"1..1"},{"name":"marginAmount","type":"Money","cardinality":"1..1"},{"name":"threshold","type":"Money","cardinality":"1..1"},{"name":"marginApproach","type":"MarginApproachEnum","cardinality":"1..1"},{"name":"marginAmountIA","type":"Money","cardinality":"0..1"},{"name":"minimumTransferAmount","type":"Money","cardinality":"1..1"},{"name":"rounding","type":"CollateralRounding","cardinality":"1..1"},{"name":"disputedReturnAmount","type":"Money","cardinality":"1..1"},{"name":"baseCurrency","type":"string","cardinality":"1..1"}],"output":{"name":"result","type":"Money","cardinality":"1..1"}},{"name":"DeliveryAmount","inputs":[{"name":"postedCreditSupportItems","type":"PostedCreditSupportItem","cardinality":"0..*"},{"name":"priorDeliveryAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"priorReturnAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"disputedTransferredPostedCreditSupportAmount","type":"Money","cardinality":"1..1"},{"name":"marginAmount","type":"Money","cardinality":"1..1"},{"name":"threshold","type":"Money","cardinality":"1..1"},{"name":"marginApproach","type":"MarginApproachEnum","cardinality":"1..1"},{"name":"marginAmountIA","type":"Money","cardinality":"0..1"},{"name":"minimumTransferAmount","type":"Money","cardinality":"1..1"},{"name":"rounding","type":"CollateralRounding","cardinality":"1..1"},{"name":"disputedDeliveryAmount","type":"Money","cardinality":"1..1"},{"name":"baseCurrency","type":"string","cardinality":"1..1"}],"output":{"name":"result","type":"Money","cardinality":"1..1"}}]

Schema Source

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

Mappings

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

LinkML Source

Direct

name: PostedCreditSupportItem
annotations:
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"PostedCreditSupportItemAmount","description":"Calculates the
      Value for the given Posted Credit Support item.","inputs":[{"name":"postedItem","type":"PostedCreditSupportItem","cardinality":"1..1"},{"name":"baseCurrency","type":"string","cardinality":"1..1"}],"output":{"name":"result","type":"Money","cardinality":"1..1"}},{"name":"UndisputedAdjustedPostedCreditSupportAmount","description":"Calculates
      the value for Undisputed Adjusted Posted Credit Support Item.","inputs":[{"name":"postedCreditSupportItems","type":"PostedCreditSupportItem","cardinality":"0..*"},{"name":"priorDeliveryAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"priorReturnAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"disputedTransferredPostedCreditSupportAmount","type":"Money","cardinality":"1..1"},{"name":"baseCurrency","type":"string","cardinality":"1..1"}],"output":{"name":"result","type":"Money","cardinality":"1..1"}},{"name":"ReturnAmount","inputs":[{"name":"postedCreditSupportItems","type":"PostedCreditSupportItem","cardinality":"0..*"},{"name":"priorDeliveryAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"priorReturnAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"disputedTransferredPostedCreditSupportAmount","type":"Money","cardinality":"1..1"},{"name":"marginAmount","type":"Money","cardinality":"1..1"},{"name":"threshold","type":"Money","cardinality":"1..1"},{"name":"marginApproach","type":"MarginApproachEnum","cardinality":"1..1"},{"name":"marginAmountIA","type":"Money","cardinality":"0..1"},{"name":"minimumTransferAmount","type":"Money","cardinality":"1..1"},{"name":"rounding","type":"CollateralRounding","cardinality":"1..1"},{"name":"disputedReturnAmount","type":"Money","cardinality":"1..1"},{"name":"baseCurrency","type":"string","cardinality":"1..1"}],"output":{"name":"result","type":"Money","cardinality":"1..1"}},{"name":"DeliveryAmount","inputs":[{"name":"postedCreditSupportItems","type":"PostedCreditSupportItem","cardinality":"0..*"},{"name":"priorDeliveryAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"priorReturnAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"disputedTransferredPostedCreditSupportAmount","type":"Money","cardinality":"1..1"},{"name":"marginAmount","type":"Money","cardinality":"1..1"},{"name":"threshold","type":"Money","cardinality":"1..1"},{"name":"marginApproach","type":"MarginApproachEnum","cardinality":"1..1"},{"name":"marginAmountIA","type":"Money","cardinality":"0..1"},{"name":"minimumTransferAmount","type":"Money","cardinality":"1..1"},{"name":"rounding","type":"CollateralRounding","cardinality":"1..1"},{"name":"disputedDeliveryAmount","type":"Money","cardinality":"1..1"},{"name":"baseCurrency","type":"string","cardinality":"1..1"}],"output":{"name":"result","type":"Money","cardinality":"1..1"}}]'
description: Posted Credit Support item with corresponding Valuation Percentage, FX
  Haircut Percentage and any related disputed Posted Credit Support valuation.
comments:
- 'Rosetta func: PostedCreditSupportItemAmount — Calculates the Value for the given
  Posted Credit Support item.'
- 'Rosetta func: UndisputedAdjustedPostedCreditSupportAmount — Calculates the value
  for Undisputed Adjusted Posted Credit Support Item.'
- 'Rosetta func: ReturnAmount'
- 'Rosetta func: DeliveryAmount'
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- cashOrSecurityValue
- haircutPercentage
- fxHaircutPercentage
- additionalHaircutPercentage
- disputedCashOrSecurityValue

Induced

name: PostedCreditSupportItem
annotations:
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"PostedCreditSupportItemAmount","description":"Calculates the
      Value for the given Posted Credit Support item.","inputs":[{"name":"postedItem","type":"PostedCreditSupportItem","cardinality":"1..1"},{"name":"baseCurrency","type":"string","cardinality":"1..1"}],"output":{"name":"result","type":"Money","cardinality":"1..1"}},{"name":"UndisputedAdjustedPostedCreditSupportAmount","description":"Calculates
      the value for Undisputed Adjusted Posted Credit Support Item.","inputs":[{"name":"postedCreditSupportItems","type":"PostedCreditSupportItem","cardinality":"0..*"},{"name":"priorDeliveryAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"priorReturnAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"disputedTransferredPostedCreditSupportAmount","type":"Money","cardinality":"1..1"},{"name":"baseCurrency","type":"string","cardinality":"1..1"}],"output":{"name":"result","type":"Money","cardinality":"1..1"}},{"name":"ReturnAmount","inputs":[{"name":"postedCreditSupportItems","type":"PostedCreditSupportItem","cardinality":"0..*"},{"name":"priorDeliveryAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"priorReturnAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"disputedTransferredPostedCreditSupportAmount","type":"Money","cardinality":"1..1"},{"name":"marginAmount","type":"Money","cardinality":"1..1"},{"name":"threshold","type":"Money","cardinality":"1..1"},{"name":"marginApproach","type":"MarginApproachEnum","cardinality":"1..1"},{"name":"marginAmountIA","type":"Money","cardinality":"0..1"},{"name":"minimumTransferAmount","type":"Money","cardinality":"1..1"},{"name":"rounding","type":"CollateralRounding","cardinality":"1..1"},{"name":"disputedReturnAmount","type":"Money","cardinality":"1..1"},{"name":"baseCurrency","type":"string","cardinality":"1..1"}],"output":{"name":"result","type":"Money","cardinality":"1..1"}},{"name":"DeliveryAmount","inputs":[{"name":"postedCreditSupportItems","type":"PostedCreditSupportItem","cardinality":"0..*"},{"name":"priorDeliveryAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"priorReturnAmountAdjustment","type":"Money","cardinality":"1..1"},{"name":"disputedTransferredPostedCreditSupportAmount","type":"Money","cardinality":"1..1"},{"name":"marginAmount","type":"Money","cardinality":"1..1"},{"name":"threshold","type":"Money","cardinality":"1..1"},{"name":"marginApproach","type":"MarginApproachEnum","cardinality":"1..1"},{"name":"marginAmountIA","type":"Money","cardinality":"0..1"},{"name":"minimumTransferAmount","type":"Money","cardinality":"1..1"},{"name":"rounding","type":"CollateralRounding","cardinality":"1..1"},{"name":"disputedDeliveryAmount","type":"Money","cardinality":"1..1"},{"name":"baseCurrency","type":"string","cardinality":"1..1"}],"output":{"name":"result","type":"Money","cardinality":"1..1"}}]'
description: Posted Credit Support item with corresponding Valuation Percentage, FX
  Haircut Percentage and any related disputed Posted Credit Support valuation.
comments:
- 'Rosetta func: PostedCreditSupportItemAmount — Calculates the Value for the given
  Posted Credit Support item.'
- 'Rosetta func: UndisputedAdjustedPostedCreditSupportAmount — Calculates the value
  for Undisputed Adjusted Posted Credit Support Item.'
- 'Rosetta func: ReturnAmount'
- 'Rosetta func: DeliveryAmount'
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  cashOrSecurityValue:
    name: cashOrSecurityValue
    description: The Base Currency Equivalent of Cash or Security.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PostedCreditSupportItem
    domain_of:
    - PostedCreditSupportItem
    range: Money
    required: true
  haircutPercentage:
    name: haircutPercentage
    description: Valuation Percentage means, for any item of Eligible Collateral (IM),
      the percentage specified in accordance with Paragraph 13.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PostedCreditSupportItem
    domain_of:
    - PostedCreditSupportItem
    - CollateralValuationTreatment
    range: decimal
    required: true
  fxHaircutPercentage:
    name: fxHaircutPercentage
    description: FX Haircut Percentage means, for any item of Eligible Collateral
      (IM), the percentage specified in accordance with Paragraph 13.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PostedCreditSupportItem
    domain_of:
    - PostedCreditSupportItem
    - CollateralValuationTreatment
    range: decimal
  additionalHaircutPercentage:
    name: additionalHaircutPercentage
    description: Percentage value of any additional haircut to be applied to a collateral
      asset,the percentage value is expressed as the discount haircut to the value
      of the collateral- as an example a 5% haircut would be expressed as 0.05.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PostedCreditSupportItem
    domain_of:
    - PostedCreditSupportItem
    - CollateralValuationTreatment
    range: decimal
  disputedCashOrSecurityValue:
    name: disputedCashOrSecurityValue
    description: Paragraph 5. If a party (a 'Disputing Party') disputes the Value
      of any Posted Credit Support (IM).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PostedCreditSupportItem
    domain_of:
    - PostedCreditSupportItem
    range: Money
    required: true