Class: CalculationAndTimingCollateralTransferAgreement

Specification of the Calculation, Valuation and Timing terms specific to the Initial Margin Credit Support Annex.

URI: common_domain_model:CalculationAndTimingCollateralTransferAgreement

 classDiagram
    class CalculationAndTimingCollateralTransferAgreement
    click CalculationAndTimingCollateralTransferAgreement href "../CalculationAndTimingCollateralTransferAgreement/"
      CalculationAndTimingBase <|-- CalculationAndTimingCollateralTransferAgreement
        click CalculationAndTimingBase href "../CalculationAndTimingBase/"
      
      CalculationAndTimingCollateralTransferAgreement : bespokeCalculationDate
        
          
    
        
        
        CalculationAndTimingCollateralTransferAgreement --> "0..1" BespokeCalculationDate : bespokeCalculationDate
        click BespokeCalculationDate href "../BespokeCalculationDate/"
    

        
      CalculationAndTimingCollateralTransferAgreement : bespokeCalculationTime
        
          
    
        
        
        CalculationAndTimingCollateralTransferAgreement --> "0..1" BespokeCalculationTime : bespokeCalculationTime
        click BespokeCalculationTime href "../BespokeCalculationTime/"
    

        
      CalculationAndTimingCollateralTransferAgreement : calculationAgentTerms
        
          
    
        
        
        CalculationAndTimingCollateralTransferAgreement --> "0..1" CalculationAgentTerms : calculationAgentTerms
        click CalculationAgentTerms href "../CalculationAgentTerms/"
    

        
      CalculationAndTimingCollateralTransferAgreement : calculationDateLocation
        
          
    
        
        
        CalculationAndTimingCollateralTransferAgreement --> "0..1" ValuationCalculationDateLocation : calculationDateLocation
        click ValuationCalculationDateLocation href "../ValuationCalculationDateLocation/"
    

        
      CalculationAndTimingCollateralTransferAgreement : cashSettlementDay
        
      CalculationAndTimingCollateralTransferAgreement : notificationTime
        
          
    
        
        
        CalculationAndTimingCollateralTransferAgreement --> "1" NotificationTime : notificationTime
        click NotificationTime href "../NotificationTime/"
    

        
      CalculationAndTimingCollateralTransferAgreement : securitiesSettlementDay
        
      

Inheritance

• CalculationAndTimingBase
  • CalculationAndTimingCollateralTransferAgreement

Slots

Name	Cardinality and Range	Description	Inheritance
calculationAgentTerms	0..1 CalculationAgentTerms	Details of the party calculating the value of collateral to be delivered or r…	direct
bespokeCalculationDate	0..1 BespokeCalculationDate	The specification of bespoke Calculation Date terms for the purposes of Initi…	direct
bespokeCalculationTime	0..1 BespokeCalculationTime	Bespoke terms to describe the time as of which such party (or the Calculation…	direct
calculationDateLocation	0..1 ValuationCalculationDateLocation	The specified location where the credit exposure will be calculated by the re…	direct
cashSettlementDay	0..1 string		direct
securitiesSettlementDay	0..1 string		direct
notificationTime	1 NotificationTime	The time by which a demand for the Transfer of Eligible Credit Support (IM) o…	CalculationAndTimingBase

Usages

used by	used in	type	used
CollateralTransferAgreementElections	calculationAndTiming	range	CalculationAndTimingCollateralTransferAgreement

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: CalculationAndTimingCollateralTransferAgreement
description: Specification of the Calculation, Valuation and Timing terms specific
  to the Initial Margin Credit Support Annex.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: CalculationAndTimingBase
attributes:
  calculationAgentTerms:
    name: calculationAgentTerms
    description: Details of the party calculating the value of collateral to be delivered
      or returned.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    domain_of:
    - CalculationAndTimingCollateralTransferAgreement
    - CalculationAndTimingInitialMargin
    range: CalculationAgentTerms
  bespokeCalculationDate:
    name: bespokeCalculationDate
    description: The specification of bespoke Calculation Date terms for the purposes
      of Initial or Variation Margin by the parties to the agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    domain_of:
    - CalculationAndTimingCollateralTransferAgreement
    - CalculationAndTimingInitialMargin
    range: BespokeCalculationDate
  bespokeCalculationTime:
    name: bespokeCalculationTime
    description: Bespoke terms to describe the time as of which such party (or the
      Calculation Agent (IM) (if applicale)) computes its end of day valuations of
      derivatives transactions.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    domain_of:
    - CalculationAndTimingCollateralTransferAgreement
    - CalculationAndTimingInitialMargin
    range: BespokeCalculationTime
  calculationDateLocation:
    name: calculationDateLocation
    description: The specified location where the credit exposure will be calculated
      by the respective parties.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    domain_of:
    - CalculationAndTimingCollateralTransferAgreement
    - CalculationAndTimingInitialMargin
    range: ValuationCalculationDateLocation
  cashSettlementDay:
    name: cashSettlementDay
    annotations:
      doc_reference:
        tag: doc_reference
        value: ISDA CSA_IM_Japanese_2016 paragraph 4 clause (b)(i)
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    domain_of:
    - CalculationAndTimingCollateralTransferAgreement
    - CalculationAndTimingInitialMargin
    range: string
  securitiesSettlementDay:
    name: securitiesSettlementDay
    annotations:
      doc_reference:
        tag: doc_reference
        value: ISDA CSA_IM_Japanese_2016 paragraph 12
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    domain_of:
    - CalculationAndTimingCollateralTransferAgreement
    - CalculationAndTimingInitialMargin
    range: string

Induced

name: CalculationAndTimingCollateralTransferAgreement
description: Specification of the Calculation, Valuation and Timing terms specific
  to the Initial Margin Credit Support Annex.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: CalculationAndTimingBase
attributes:
  calculationAgentTerms:
    name: calculationAgentTerms
    description: Details of the party calculating the value of collateral to be delivered
      or returned.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: CalculationAndTimingCollateralTransferAgreement
    domain_of:
    - CalculationAndTimingCollateralTransferAgreement
    - CalculationAndTimingInitialMargin
    range: CalculationAgentTerms
  bespokeCalculationDate:
    name: bespokeCalculationDate
    description: The specification of bespoke Calculation Date terms for the purposes
      of Initial or Variation Margin by the parties to the agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: CalculationAndTimingCollateralTransferAgreement
    domain_of:
    - CalculationAndTimingCollateralTransferAgreement
    - CalculationAndTimingInitialMargin
    range: BespokeCalculationDate
  bespokeCalculationTime:
    name: bespokeCalculationTime
    description: Bespoke terms to describe the time as of which such party (or the
      Calculation Agent (IM) (if applicale)) computes its end of day valuations of
      derivatives transactions.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: CalculationAndTimingCollateralTransferAgreement
    domain_of:
    - CalculationAndTimingCollateralTransferAgreement
    - CalculationAndTimingInitialMargin
    range: BespokeCalculationTime
  calculationDateLocation:
    name: calculationDateLocation
    description: The specified location where the credit exposure will be calculated
      by the respective parties.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: CalculationAndTimingCollateralTransferAgreement
    domain_of:
    - CalculationAndTimingCollateralTransferAgreement
    - CalculationAndTimingInitialMargin
    range: ValuationCalculationDateLocation
  cashSettlementDay:
    name: cashSettlementDay
    annotations:
      doc_reference:
        tag: doc_reference
        value: ISDA CSA_IM_Japanese_2016 paragraph 4 clause (b)(i)
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: CalculationAndTimingCollateralTransferAgreement
    domain_of:
    - CalculationAndTimingCollateralTransferAgreement
    - CalculationAndTimingInitialMargin
    range: string
  securitiesSettlementDay:
    name: securitiesSettlementDay
    annotations:
      doc_reference:
        tag: doc_reference
        value: ISDA CSA_IM_Japanese_2016 paragraph 12
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: CalculationAndTimingCollateralTransferAgreement
    domain_of:
    - CalculationAndTimingCollateralTransferAgreement
    - CalculationAndTimingInitialMargin
    range: string
  notificationTime:
    name: notificationTime
    description: The time by which a demand for the Transfer of Eligible Credit Support
      (IM) or Posted Credit Support (IM) needs to be made in order for the transfer
      to take place in accordance with the Transfer Timing provisions.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: CalculationAndTimingCollateralTransferAgreement
    domain_of:
    - CalculationAndTimingBase
    - NotificationTimeElection
    - CollateralSpecification
    - CollateralInterestNotification
    - RecallProvision
    range: NotificationTime
    required: true