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Class: StandardizedScheduleInitialMargin

URI: common_domain_model:StandardizedScheduleInitialMargin

 classDiagram
    class StandardizedScheduleInitialMargin
    click StandardizedScheduleInitialMargin href "../StandardizedScheduleInitialMargin/"
      StandardizedScheduleInitialMargin : netInitialMargin





        StandardizedScheduleInitialMargin --> "1" Money : netInitialMargin
        click Money href "../Money/"



      StandardizedScheduleInitialMargin : tradeInfo





        StandardizedScheduleInitialMargin --> "*" StandardizedScheduleTradeInfo : tradeInfo
        click StandardizedScheduleTradeInfo href "../StandardizedScheduleTradeInfo/"

Slots

Name Cardinality and Range Description Inheritance
tradeInfo *
StandardizedScheduleTradeInfo		 direct
netInitialMargin 1
Money		 direct

In Subsets

Comments

  • Rosetta condition: NonNegativeNetInitialMargin — netInitialMargin -> value >= 0
  • Rosetta func: GetNetInitialMarginFromExposure — Computes the net initial margin, taking the gross initial margin result and the mark to market value for each trade in the portfolio.

Identifier and Mapping Information

Annotations

property value
rosetta_functions [{"name":"GetNetInitialMarginFromExposure","description":"Computes the net initial margin, taking the gross initial margin result and the mark to market value for each trade in the portfolio.","inputs":[{"name":"exposure","type":"Exposure","cardinality":"0..1"}],"output":{"name":"initialMargin","type":"StandardizedScheduleInitialMargin","cardinality":"0..1"}}]

Schema Source

Mappings

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

LinkML Source

Direct

name: StandardizedScheduleInitialMargin
annotations:
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"GetNetInitialMarginFromExposure","description":"Computes the
      net initial margin, taking the gross initial margin result and the mark to market
      value for each trade in the portfolio.","inputs":[{"name":"exposure","type":"Exposure","cardinality":"0..1"}],"output":{"name":"initialMargin","type":"StandardizedScheduleInitialMargin","cardinality":"0..1"}}]'
comments:
- 'Rosetta condition: NonNegativeNetInitialMargin — netInitialMargin -> value >= 0'
- 'Rosetta func: GetNetInitialMarginFromExposure — Computes the net initial margin,
  taking the gross initial margin result and the mark to market value for each trade
  in the portfolio.'
in_subset:
- cdm_margin_schedule
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- tradeInfo
- netInitialMargin

Induced

name: StandardizedScheduleInitialMargin
annotations:
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"GetNetInitialMarginFromExposure","description":"Computes the
      net initial margin, taking the gross initial margin result and the mark to market
      value for each trade in the portfolio.","inputs":[{"name":"exposure","type":"Exposure","cardinality":"0..1"}],"output":{"name":"initialMargin","type":"StandardizedScheduleInitialMargin","cardinality":"0..1"}}]'
comments:
- 'Rosetta condition: NonNegativeNetInitialMargin — netInitialMargin -> value >= 0'
- 'Rosetta func: GetNetInitialMarginFromExposure — Computes the net initial margin,
  taking the gross initial margin result and the mark to market value for each trade
  in the portfolio.'
in_subset:
- cdm_margin_schedule
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  tradeInfo:
    name: tradeInfo
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: StandardizedScheduleInitialMargin
    domain_of:
    - StandardizedScheduleInitialMargin
    range: StandardizedScheduleTradeInfo
    multivalued: true
    inlined: true
    inlined_as_list: true
  netInitialMargin:
    name: netInitialMargin
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: StandardizedScheduleInitialMargin
    domain_of:
    - StandardizedScheduleInitialMargin
    range: Money
    required: true