Slot: asCalculationAgent
If set to True, the Calculation Time for Initial Margin is the time as of which the Calculation Agent (IM) computes its end of day valuations of derivatives transactions.
URI: common_domain_model:asCalculationAgent
Applicable Classes
| Name |
Description |
Modifies Slot |
| BespokeCalculationTime |
A class to specify additional Calculation Time terms for the purposes of Init... |
no |
Properties
Type and Range
Cardinality and Requirements
| Property |
Value |
| Required |
Yes |
Schema Source
Mappings
| Mapping Type |
Mapped Value |
| self |
common_domain_model:asCalculationAgent |
| native |
common_domain_model:asCalculationAgent |
| close |
fpml_5_10:BespokeCalculationTime.asCalculationAgent |
LinkML Source
name: asCalculationAgent
description: If set to True, the Calculation Time for Initial Margin is the time as
of which the Calculation Agent (IM) computes its end of day valuations of derivatives
transactions.
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:BespokeCalculationTime.asCalculationAgent
rank: 1000
domain_of:
- BespokeCalculationTime
range: boolean
required: true