Class: Valuation

Defines the value of an investment, asset, or security

 classDiagram
    class Valuation
    click Valuation href "../Valuation/"
      Valuation : amount





        Valuation --> "1" Money : amount
        click Money href "../Money/"



      Valuation : delta

      Valuation : method





        Valuation --> "0..1" ValuationTypeEnum : method
        click ValuationTypeEnum href "../ValuationTypeEnum/"



      Valuation : priceComponent





        Valuation --> "0..1" Price : priceComponent
        click Price href "../Price/"



      Valuation : scope





        Valuation --> "1" ValuationScopeEnum : scope
        click ValuationScopeEnum href "../ValuationScopeEnum/"



      Valuation : source





        Valuation --> "0..1" ValuationSourceEnum : source
        click ValuationSourceEnum href "../ValuationSourceEnum/"



      Valuation : timestamp

      Valuation : valuationTiming





        Valuation --> "0..1" PriceTimingEnum : valuationTiming
        click PriceTimingEnum href "../PriceTimingEnum/"

Slots

Name	Cardinality and Range	Description	Inheritance
amount	1 Money	Current value of the outstanding contract	direct
timestamp	1 Datetime	Date and time of the last valuation marked to market, provided by the central...	direct
method	0..1 ValuationTypeEnum	Method used for the valuation of the transaction by the valuation party	direct
source	0..1 ValuationSourceEnum	Source of the valuation of the transaction by the valuation party	direct
scope	1 ValuationScopeEnum	Defines the scope of the valuation, what it applies to e	direct
delta	0..1 Decimal	The ratio of the change in the price of a derivative transaction to the chang...	direct
valuationTiming	0..1 PriceTimingEnum	Denotes when the valuation was sourced during a business day	direct
priceComponent	0..1 Price	Denotes the price used to compute the valuation	direct

Usages

used by	used in	type	used
ValuationInstruction	valuation	range	Valuation
TradeState	valuationHistory	range	Valuation
CounterpartyPositionState	valuationHistory	range	Valuation

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions

In Subsets

CdmEventCommon

Comments

Rosetta condition: ValuationType — required choice method, source

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: Valuation
description: Defines the value of an investment, asset, or security
comments:
- 'Rosetta condition: ValuationType — required choice method, source'
in_subset:
- cdm_event_common
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- amount
- timestamp
- method
- source
- scope
- delta
- valuationTiming
- priceComponent
slot_usage:
  source:
    name: source
    description: Source of the valuation of the transaction by the valuation party.
    range: ValuationSourceEnum
    required: false
rules:
- postconditions:
    exactly_one_of:
    - slot_conditions:
        method:
          name: method
          required: true
    - slot_conditions:
        source:
          name: source
          required: true
  description: 'The below condition ensures one and only one of the two attributes:
    ''Valuation Method'' or ''Valuation Source'' is allowed. Valuation of a trade
    or a portfolio is either internally calculated (via M2Market or M2Model methods)
    or supplied from an external source (e.g Central Counterparty''s Valuation). Valuation
    cannot be based upon internal calculations and external source at the same time.'

Induced

name: Valuation
description: Defines the value of an investment, asset, or security
comments:
- 'Rosetta condition: ValuationType — required choice method, source'
in_subset:
- cdm_event_common
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  source:
    name: source
    description: Source of the valuation of the transaction by the valuation party.
    range: ValuationSourceEnum
    required: false
attributes:
  amount:
    name: amount
    description: Current value of the outstanding contract
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Valuation
    domain_of:
    - Valuation
    - ElectiveAmountElection
    - CSAThresholdVariableSet
    - ThresholdMinimumTransferAmountFixedAmount
    - CSAMinimumTransferAmountVariableSet
    - LegacyResolutionAlternative
    - RatingAgencyAmount
    - FeaturePayment
    - ComputedAmount
    range: Money
    required: true
  timestamp:
    name: timestamp
    description: Date and time of the last valuation marked to market, provided by
      the central counterparty (CCP) or calculated using the current or last available
      market price of the inputs.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Valuation
    domain_of:
    - Valuation
    - WorkflowStepApproval
    - WorkflowStep
    range: datetime
    required: true
  method:
    name: method
    description: Method used for the valuation of the transaction by the valuation
      party.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Valuation
    domain_of:
    - Valuation
    - FloatingRateIndexCalculationDefaults
    range: ValuationTypeEnum
  source:
    name: source
    description: Source of the valuation of the transaction by the valuation party.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Valuation
    domain_of:
    - ProductIdentifier
    - Taxonomy
    - CodeValue
    - Valuation
    range: ValuationSourceEnum
    required: false
  scope:
    name: scope
    description: ' Defines the scope of the valuation, what it applies to e.g. the
      collateral or the trade'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Valuation
    domain_of:
    - Valuation
    range: ValuationScopeEnum
    required: true
  delta:
    name: delta
    description: The ratio of the change in the price of a derivative transaction
      to the change in the price of the underlying. This field is applicable only
      to options and swaptions.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Valuation
    domain_of:
    - Valuation
    range: decimal
  valuationTiming:
    name: valuationTiming
    description: Denotes when the valuation was sourced during a business day.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Valuation
    domain_of:
    - Valuation
    range: PriceTimingEnum
  priceComponent:
    name: priceComponent
    description: Denotes the price used to compute the valuation.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Valuation
    domain_of:
    - Valuation
    range: Price
rules:
- postconditions:
    exactly_one_of:
    - slot_conditions:
        method:
          name: method
          required: true
    - slot_conditions:
        source:
          name: source
          required: true
  description: 'The below condition ensures one and only one of the two attributes:
    ''Valuation Method'' or ''Valuation Source'' is allowed. Valuation of a trade
    or a portfolio is either internally calculated (via M2Market or M2Model methods)
    or supplied from an external source (e.g Central Counterparty''s Valuation). Valuation
    cannot be based upon internal calculations and external source at the same time.'