Class: ValuationTime

Specifies the time by which the value of the collateral and obligations to transfer or return collateral are to be calculated relative to the Valuation Date.

URI: common_domain_model:ValuationTime

 classDiagram
    class ValuationTime
    click ValuationTime href "../ValuationTime/"
      ValuationTime : additionalLanguage

      ValuationTime : day





        ValuationTime --> "0..1" ValuationTimeDayEnum : day
        click ValuationTimeDayEnum href "../ValuationTimeDayEnum/"



      ValuationTime : hourminutetime

      ValuationTime : location

      ValuationTime : time





        ValuationTime --> "0..1" ValuationTimeEnum : time
        click ValuationTimeEnum href "../ValuationTimeEnum/"



      ValuationTime : timezone

Slots

Name	Cardinality and Range	Description	Inheritance
day	0..1 ValuationTimeDayEnum	The day in respect of which the Valuation Time is being specified	direct
location	* BusinessCenter	The location relevant to the timezone for the Valuation Time	direct
time	0..1 ValuationTimeEnum	The type of time specified for the Valuation Time	direct
hourminutetime	0..1 time	A time specified in a 24-hour notation, e	direct
timezone	0..1 BusinessCenter	Any relevant time zone where specified	direct
additionalLanguage	0..1 string	The additional language that might be specified by the parties to the legal a...	direct

Usages

used by	used in	type	used
CalculationAndTimingLegacy	valuationTime	range	ValuationTime
CalculationAndTimingVariationMargin	valuationTime	range	ValuationTime

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	`{'day': {'required': False}}`	`{'additionalLanguage': {'required': True}}`

In Subsets

CdmLegaldocumentationCsa

Comments

Rosetta condition: AdditionalLanguage — if day is absent then additionalLanguage exists
Rosetta condition: DayAndTime — if day exists then time exists else time is absent and item -> location is absent and hourminutetime is absent and timezone is absent

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: ValuationTime
description: Specifies the time by which the value of the collateral and obligations
  to transfer or return collateral are to be calculated relative to the Valuation
  Date.
comments:
- 'Rosetta condition: AdditionalLanguage — if day is absent then additionalLanguage
  exists'
- 'Rosetta condition: DayAndTime — if day exists then time exists else time is absent
  and item -> location is absent and hourminutetime is absent and timezone is absent'
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- day
- location
- time
- hourminutetime
- timezone
- additionalLanguage
slot_usage:
  location:
    name: location
    description: The location relevant to the timezone for the Valuation Time.
    range: BusinessCenter
    multivalued: true
  time:
    name: time
    description: The type of time specified for the Valuation Time.
    range: ValuationTimeEnum
    required: false
  additionalLanguage:
    name: additionalLanguage
    description: The additional language that might be specified by the parties to
      the legal agreement.
rules:
- preconditions:
    slot_conditions:
      day:
        name: day
        required: false
  postconditions:
    slot_conditions:
      additionalLanguage:
        name: additionalLanguage
        required: true
  description: If no Day valuation methodology is defined, additional language must
    be specified.

Induced

name: ValuationTime
description: Specifies the time by which the value of the collateral and obligations
  to transfer or return collateral are to be calculated relative to the Valuation
  Date.
comments:
- 'Rosetta condition: AdditionalLanguage — if day is absent then additionalLanguage
  exists'
- 'Rosetta condition: DayAndTime — if day exists then time exists else time is absent
  and item -> location is absent and hourminutetime is absent and timezone is absent'
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  location:
    name: location
    description: The location relevant to the timezone for the Valuation Time.
    range: BusinessCenter
    multivalued: true
  time:
    name: time
    description: The type of time specified for the Valuation Time.
    range: ValuationTimeEnum
    required: false
  additionalLanguage:
    name: additionalLanguage
    description: The additional language that might be specified by the parties to
      the legal agreement.
attributes:
  day:
    name: day
    description: The day in respect of which the Valuation Time is being specified.
      If not specified, addional language must be used to define the methodology.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ValuationTime
    domain_of:
    - ValuationTime
    - CSAValuationDate
    range: ValuationTimeDayEnum
  location:
    name: location
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: The location relevant to the timezone for the Valuation Time.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ValuationTime
    domain_of:
    - TimeZone
    - ValuationTime
    - AssetDeliveryInformation
    range: BusinessCenter
    multivalued: true
  time:
    name: time
    description: The type of time specified for the Valuation Time.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ValuationTime
    domain_of:
    - TimeZone
    - ValuationTime
    - FeaturePayment
    range: ValuationTimeEnum
    required: false
  hourminutetime:
    name: hourminutetime
    description: A time specified in a 24-hour notation, e.g. 3pm would be represented
      as 15:00.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ValuationTime
    domain_of:
    - ValuationTime
    range: time
  timezone:
    name: timezone
    description: Any relevant time zone where specified.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ValuationTime
    domain_of:
    - ValuationTime
    range: BusinessCenter
  additionalLanguage:
    name: additionalLanguage
    description: The additional language that might be specified by the parties to
      the legal agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ValuationTime
    domain_of:
    - UmbrellaAgreementSet
    - AdditionalRepresentationElection
    - CustodianElection
    - HoldingAndUsingPostedCollateral
    - PostingObligationsElection
    - MasterAgreementDatedAsOfDate
    - CSADeliveryAmount
    - ValuationTime
    - FinalReturns
    - CSAValuationDate
    - ValuationAgent
    - LegacyExposureScopeElection
    - CreditSupportAmount
    - LegacyResolutionAlternative
    - ResolutionValue
    - TransferSettlementTiming
    - CollateralTransferTimingDefinition
    - CollateralValueMethod
    - SpecifiedConditionOrAccessCondition
    - LegacyIndependentAmount
    range: string
rules:
- preconditions:
    slot_conditions:
      day:
        name: day
        required: false
  postconditions:
    slot_conditions:
      additionalLanguage:
        name: additionalLanguage
        required: true
  description: If no Day valuation methodology is defined, additional language must
    be specified.