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common-domain-model

Class: AggregationParameters

Parameters to be used to filter events that are relevant to a given portfolio in order to calculate the state of this portfolio. The attributes correspond to all the possible aggregation criteria that can be used and these criteria can be combined. All the attributes are optional.

URI: common_domain_model:AggregationParameters

 classDiagram
    class AggregationParameters
    click AggregationParameters href "../AggregationParameters/"
      AggregationParameters : dateTime
        
      AggregationParameters : party
        
          
    
        
        
        AggregationParameters --> "*" Party : party
        click Party href "../Party/"
    

        
      AggregationParameters : positionStatus
        
          
    
        
        
        AggregationParameters --> "0..1" PositionStatusEnum : positionStatus
        click PositionStatusEnum href "../PositionStatusEnum/"
    

        
      AggregationParameters : product
        
          
    
        
        
        AggregationParameters --> "*" NonTransferableProduct : product
        click NonTransferableProduct href "../NonTransferableProduct/"
    

        
      AggregationParameters : productQualifier
        
      AggregationParameters : totalPosition
        
      AggregationParameters : tradeReference
        
          
    
        
        
        AggregationParameters --> "*" Trade : tradeReference
        click Trade href "../Trade/"

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
dateTime 1
Datetime		 To aggregate as of a particular date direct
totalPosition 0..1
Boolean		 Specifies whether to calculate total position to given date, or only daily po… direct
positionStatus 0..1
PositionStatusEnum		 To aggregate based on position status (EXECUTED, SETTLED etc) direct
party *
Party		 To aggregate based on a selection of party(ies) / legal entity(ies) direct
product *
NonTransferableProduct		 To aggregate based on a selection of products direct
productQualifier *
string		 To aggregate based on a selection of product type(s) direct
tradeReference *
Trade		 direct

Usages

Section titled “Usages”
used by used in type used
Portfolio aggregationParameters range AggregationParameters

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Schema Source

Section titled “Schema Source”

Mappings

Section titled “Mappings”
Mapping Type Mapped Value
self common_domain_model:AggregationParameters
native common_domain_model:AggregationParameters

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: AggregationParameters
description: Parameters to be used to filter events that are relevant to a given portfolio
  in order to calculate the state of this portfolio. The attributes correspond to
  all the possible aggregation criteria that can be used and these criteria can be
  combined. All the attributes are optional.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  dateTime:
    name: dateTime
    description: To aggregate as of a particular date
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_position
    domain_of:
    - DateTimeList
    - WeightedAveragingObservation
    - AggregationParameters
    - EventTimestamp
    range: datetime
    required: true
  totalPosition:
    name: totalPosition
    description: Specifies whether to calculate total position to given date, or only
      daily position for the given date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_position
    rank: 1000
    domain_of:
    - AggregationParameters
    range: boolean
  positionStatus:
    name: positionStatus
    description: To aggregate based on position status (EXECUTED, SETTLED etc)
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_position
    rank: 1000
    domain_of:
    - AggregationParameters
    range: PositionStatusEnum
  party:
    name: party
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: To aggregate based on a selection of party(ies) / legal entity(ies).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_position
    domain_of:
    - AssetBase
    - DebtRedemption
    - MarginCallBase
    - Trade
    - UmbrellaAgreementParty
    - UmbrellaAgreementSet
    - AggregationParameters
    - AvailableInventory
    - CounterpartyPosition
    - WorkflowStep
    - WorkflowStepApproval
    - AdditionalObligations
    - AdditionalRepresentationElection
    - CalculationAgentTerms
    - CalculationCurrencyElection
    - CollateralManagementAgreementElection
    - ControlAgreementElections
    - ControlAgreementNecEventElection
    - CreditSupportDocumentElection
    - CreditSupportProviderElection
    - CustodianElection
    - CustodianRiskElection
    - ElectiveAmountElection
    - FrenchLawAddendumElection
    - HoldingAndUsingPostedCollateralElection
    - LegacyExposureScopeElection
    - LegacyIndependentAmountParty
    - MinimumTransferAmountElection
    - NotificationTimeElection
    - PledgeeRepresentativeRider
    - PostingObligationsElection
    - RecalculationOfValueElection
    - RegimeTerms
    - SecuredPartyRightsEventElection
    - SecurityInterestForObligations
    - SecurityProviderRightsEventElection
    - SensitivityMethodologiesPartyElection
    - SinglePostingParty
    - SpecifiedOrAccessConditionPartyElection
    - SubstitutedRegimeElection
    - SubstitutionPartyElection
    - TerminationCurrencyElection
    - ThresholdElection
    - ValuationAgent
    - ValuationCalculationDateLocationElection
    - AdditionalTerminationEventElection
    - AutomaticEarlyTerminationElection
    - CreditEventUponMergerElection
    - PartyTerminationCurrencySelection
    - SpecifiedEntity
    - EventsOfDefaultElection
    - EligibleCollateralSpecification
    range: Party
    multivalued: true
  product:
    name: product
    description: To aggregate based on a selection of products.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_position
    domain_of:
    - ExecutionInstruction
    - TermsChangeInstruction
    - AggregationParameters
    - PositionBase
    - ExcludedProducts
    - TradableProduct
    range: NonTransferableProduct
    multivalued: true
  productQualifier:
    name: productQualifier
    description: To aggregate based on a selection of product type(s).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_position
    rank: 1000
    domain_of:
    - AggregationParameters
    range: string
    multivalued: true
  tradeReference:
    name: tradeReference
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_position
    domain_of:
    - Lineage
    - AggregationParameters
    - CounterpartyPosition
    - PositionBase
    range: Trade
    multivalued: true

Induced

Section titled “Induced”
name: AggregationParameters
description: Parameters to be used to filter events that are relevant to a given portfolio
  in order to calculate the state of this portfolio. The attributes correspond to
  all the possible aggregation criteria that can be used and these criteria can be
  combined. All the attributes are optional.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  dateTime:
    name: dateTime
    description: To aggregate as of a particular date
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_position
    owner: AggregationParameters
    domain_of:
    - DateTimeList
    - WeightedAveragingObservation
    - AggregationParameters
    - EventTimestamp
    range: datetime
    required: true
  totalPosition:
    name: totalPosition
    description: Specifies whether to calculate total position to given date, or only
      daily position for the given date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_position
    rank: 1000
    owner: AggregationParameters
    domain_of:
    - AggregationParameters
    range: boolean
  positionStatus:
    name: positionStatus
    description: To aggregate based on position status (EXECUTED, SETTLED etc)
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_position
    rank: 1000
    owner: AggregationParameters
    domain_of:
    - AggregationParameters
    range: PositionStatusEnum
  party:
    name: party
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: To aggregate based on a selection of party(ies) / legal entity(ies).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_position
    owner: AggregationParameters
    domain_of:
    - AssetBase
    - DebtRedemption
    - MarginCallBase
    - Trade
    - UmbrellaAgreementParty
    - UmbrellaAgreementSet
    - AggregationParameters
    - AvailableInventory
    - CounterpartyPosition
    - WorkflowStep
    - WorkflowStepApproval
    - AdditionalObligations
    - AdditionalRepresentationElection
    - CalculationAgentTerms
    - CalculationCurrencyElection
    - CollateralManagementAgreementElection
    - ControlAgreementElections
    - ControlAgreementNecEventElection
    - CreditSupportDocumentElection
    - CreditSupportProviderElection
    - CustodianElection
    - CustodianRiskElection
    - ElectiveAmountElection
    - FrenchLawAddendumElection
    - HoldingAndUsingPostedCollateralElection
    - LegacyExposureScopeElection
    - LegacyIndependentAmountParty
    - MinimumTransferAmountElection
    - NotificationTimeElection
    - PledgeeRepresentativeRider
    - PostingObligationsElection
    - RecalculationOfValueElection
    - RegimeTerms
    - SecuredPartyRightsEventElection
    - SecurityInterestForObligations
    - SecurityProviderRightsEventElection
    - SensitivityMethodologiesPartyElection
    - SinglePostingParty
    - SpecifiedOrAccessConditionPartyElection
    - SubstitutedRegimeElection
    - SubstitutionPartyElection
    - TerminationCurrencyElection
    - ThresholdElection
    - ValuationAgent
    - ValuationCalculationDateLocationElection
    - AdditionalTerminationEventElection
    - AutomaticEarlyTerminationElection
    - CreditEventUponMergerElection
    - PartyTerminationCurrencySelection
    - SpecifiedEntity
    - EventsOfDefaultElection
    - EligibleCollateralSpecification
    range: Party
    multivalued: true
  product:
    name: product
    description: To aggregate based on a selection of products.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_position
    owner: AggregationParameters
    domain_of:
    - ExecutionInstruction
    - TermsChangeInstruction
    - AggregationParameters
    - PositionBase
    - ExcludedProducts
    - TradableProduct
    range: NonTransferableProduct
    multivalued: true
  productQualifier:
    name: productQualifier
    description: To aggregate based on a selection of product type(s).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_position
    rank: 1000
    owner: AggregationParameters
    domain_of:
    - AggregationParameters
    range: string
    multivalued: true
  tradeReference:
    name: tradeReference
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_position
    owner: AggregationParameters
    domain_of:
    - Lineage
    - AggregationParameters
    - CounterpartyPosition
    - PositionBase
    range: Trade
    multivalued: true