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Class: Threshold

Represents the amount of unsecured risk that a party is willing to tolerate without holding any posted collateral provided by the other party.

URI: common_domain_model:Threshold

 classDiagram
    class Threshold
    click Threshold href "../Threshold/"
      Threshold : partyElection





        Threshold --> "1..*" ThresholdElection : partyElection
        click ThresholdElection href "../ThresholdElection/"

Slots

Name Cardinality and Range Description Inheritance
partyElection 1..*
ThresholdElection		 The party specific election for the threshold clause direct

Usages

used by used in type used
CreditSupportObligationsLegacy threshold range Threshold
CreditSupportObligationsInitialMargin threshold range Threshold
CreditSupportObligationsCollateralTransferAgreement threshold range Threshold

In Subsets

See Also

Notes

  • ISDA CSA_NewYork_1994 name "Threshold"

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: Threshold
description: Represents the amount of unsecured risk that a party is willing to tolerate
  without holding any posted collateral provided by the other party.
notes:
- ISDA CSA_NewYork_1994 name "Threshold"
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
see_also:
- isda:CSA_NewYork_1994
slots:
- partyElection
slot_usage:
  partyElection:
    name: partyElection
    description: The party specific election for the threshold clause.
    range: ThresholdElection

Induced

name: Threshold
description: Represents the amount of unsecured risk that a party is willing to tolerate
  without holding any posted collateral provided by the other party.
notes:
- ISDA CSA_NewYork_1994 name "Threshold"
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
see_also:
- isda:CSA_NewYork_1994
slot_usage:
  partyElection:
    name: partyElection
    description: The party specific election for the threshold clause.
    range: ThresholdElection
attributes:
  partyElection:
    name: partyElection
    description: The party specific election for the threshold clause.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AdditionalRepresentation.partyElection
    rank: 1000
    owner: Threshold
    domain_of:
    - AdditionalRepresentation
    - ValuationCalculationDateLocation
    - CollateralManagementAgreement
    - ControlAgreement
    - Custodian
    - CustodianRisk
    - FrenchLawAddendum
    - HoldingAndUsingPostedCollateral
    - PostingObligations
    - ProcessAgent
    - RecalculationOfValue
    - SecurityProviderRightsEvent
    - SensitivityMethodologies
    - SimmCalculationCurrency
    - Substitution
    - TerminationCurrencyAmendment
    - EligibleCreditSupport
    - Threshold
    - MinimumTransferAmount
    - ExposureScope
    - SpecifiedConditionOrAccessCondition
    - LegacyIndependentAmount
    - DemandsAndNotices
    - AddressesForTransfer
    - AutomaticEarlyTermination
    - TerminationCurrencySelection
    - EventsOfDefault
    range: ThresholdElection
    required: true
    multivalued: true
    inlined: true
    inlined_as_list: true