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Slot: fxHaircut

The alternative definition for FX haircut percentage that applies to each party and item of Eligible Collateral unless this item is denominated in a Major Currency or in the Base Currency.

URI: common_domain_model:fxHaircut

Applicable Classes

Name Description Modifies Slot
CreditSupportObligationsVariationMargin Specification of the Credit Support Obligations applicable to the Variation M... no

Properties

Type and Range

Property Value
Range string
Domain Of CreditSupportObligationsVariationMargin

Cardinality and Requirements

Property Value

Notes

  • ISDA CSA_VM_2016 paragraph "13" clause "(c)(v)(B)" name "FX Haircut Percentage"

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

name: fxHaircut
description: The alternative definition for FX haircut percentage that applies to
  each party and item of Eligible Collateral unless this item is denominated in a
  Major Currency or in the Base Currency.
notes:
- ISDA CSA_VM_2016 paragraph "13" clause "(c)(v)(B)" name "FX Haircut Percentage"
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- CreditSupportObligationsVariationMargin
range: string