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common-domain-model

Class: CalculationAndTimingLegacy

Specification of the Calculation, Valuation and Timing terms specific to the Legacy (1994/95) Credit Support Annex.

URI: common_domain_model:CalculationAndTimingLegacy

 classDiagram
    class CalculationAndTimingLegacy
    click CalculationAndTimingLegacy href "../CalculationAndTimingLegacy/"
      CalculationAndTimingBase <|-- CalculationAndTimingLegacy
        click CalculationAndTimingBase href "../CalculationAndTimingBase/"
      
      CalculationAndTimingLegacy : notificationTime
        
          
    
        
        
        CalculationAndTimingLegacy --> "1" NotificationTime : notificationTime
        click NotificationTime href "../NotificationTime/"
    

        
      CalculationAndTimingLegacy : valuationAgent
        
          
    
        
        
        CalculationAndTimingLegacy --> "1" ValuationAgent : valuationAgent
        click ValuationAgent href "../ValuationAgent/"
    

        
      CalculationAndTimingLegacy : valuationDate
        
          
    
        
        
        CalculationAndTimingLegacy --> "1" CSAValuationDate : valuationDate
        click CSAValuationDate href "../CSAValuationDate/"
    

        
      CalculationAndTimingLegacy : valuationTime
        
          
    
        
        
        CalculationAndTimingLegacy --> "1" ValuationTime : valuationTime
        click ValuationTime href "../ValuationTime/"

Inheritance

Section titled “Inheritance”

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
valuationDate 1
CSAValuationDate		 Details of the days on which calculations are to be made to determine the Del… direct
valuationTime 1
ValuationTime		 Specifies the time on which the value of collateral or exposure are calculate… direct
valuationAgent 1
ValuationAgent		 Details of the party calculating the value of collateral to be delivered or r… direct
notificationTime 1
NotificationTime		 The time by which a demand for the Transfer of Eligible Credit Support (IM) o… CalculationAndTimingBase

Usages

Section titled “Usages”
used by used in type used
CreditSupportAgreementLegacyElections calculationAndTiming range CalculationAndTimingLegacy

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:CalculationAndTimingLegacy
native common_domain_model:CalculationAndTimingLegacy

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: CalculationAndTimingLegacy
description: Specification of the Calculation, Valuation and Timing terms specific
  to the Legacy (1994/95) Credit Support Annex.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: CalculationAndTimingBase
attributes:
  valuationDate:
    name: valuationDate
    description: Details of the days on which calculations are to be made to determine
      the Delivery Amount and/or Return Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    domain_of:
    - PerformanceValuationDates
    - CalculationAndTimingLegacy
    - CalculationAndTimingVariationMargin
    - NonDeliverableSubstitute
    - CashSettlementTerms
    - ValuationDate
    range: CSAValuationDate
    required: true
  valuationTime:
    name: valuationTime
    description: Specifies the time on which the value of collateral or exposure are
      calculated in accordance with the agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    domain_of:
    - PerformanceValuationDates
    - CalculationAndTimingLegacy
    - CalculationAndTimingVariationMargin
    - CashSettlementTerms
    range: ValuationTime
    required: true
  valuationAgent:
    name: valuationAgent
    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:
    - CalculationAndTimingLegacy
    - CalculationAndTimingVariationMargin
    - ValuationAgent
    range: ValuationAgent
    required: true

Induced

Section titled “Induced”
name: CalculationAndTimingLegacy
description: Specification of the Calculation, Valuation and Timing terms specific
  to the Legacy (1994/95) Credit Support Annex.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: CalculationAndTimingBase
attributes:
  valuationDate:
    name: valuationDate
    description: Details of the days on which calculations are to be made to determine
      the Delivery Amount and/or Return Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    owner: CalculationAndTimingLegacy
    domain_of:
    - PerformanceValuationDates
    - CalculationAndTimingLegacy
    - CalculationAndTimingVariationMargin
    - NonDeliverableSubstitute
    - CashSettlementTerms
    - ValuationDate
    range: CSAValuationDate
    required: true
  valuationTime:
    name: valuationTime
    description: Specifies the time on which the value of collateral or exposure are
      calculated in accordance with the agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    owner: CalculationAndTimingLegacy
    domain_of:
    - PerformanceValuationDates
    - CalculationAndTimingLegacy
    - CalculationAndTimingVariationMargin
    - CashSettlementTerms
    range: ValuationTime
    required: true
  valuationAgent:
    name: valuationAgent
    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: CalculationAndTimingLegacy
    domain_of:
    - CalculationAndTimingLegacy
    - CalculationAndTimingVariationMargin
    - ValuationAgent
    range: ValuationAgent
    required: true
  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: CalculationAndTimingLegacy
    domain_of:
    - CalculationAndTimingBase
    - NotificationTimeElection
    - CollateralSpecification
    - CollateralInterestNotification
    - RecallProvision
    range: NotificationTime
    required: true