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common-domain-model

Class: CalculationCurrencyElection

A class to specify the ISDA SIMM Calculation Currency.

URI: common_domain_model:CalculationCurrencyElection

 classDiagram
    class CalculationCurrencyElection
    click CalculationCurrencyElection href "../CalculationCurrencyElection/"
      CalculationCurrencyElection : currency
        
      CalculationCurrencyElection : isBaseCurrency
        
      CalculationCurrencyElection : party
        
          
    
        
        
        CalculationCurrencyElection --> "1" CounterpartyRoleEnum : party
        click CounterpartyRoleEnum href "../CounterpartyRoleEnum/"

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
party 1
CounterpartyRoleEnum		 The party which the SIMM Calculation Currency qualification applies to direct
isBaseCurrency 1
Boolean		 The SIMM Calculation Currency (also known as SIMM Reporting Currency) means t… direct
currency 0..1
string		 The currency in which the ISDA SIMM Calculation is denominated, when differen… direct

Usages

Section titled “Usages”
used by used in type used
SimmCalculationCurrency partyElection range CalculationCurrencyElection

Comments

Section titled “Comments”
  • Rosetta condition BaseCurrency is not stated in LinkML: if isBaseCurrency = True then currency is absent else currency exists

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Annotations

Section titled “Annotations”
property value
doc_reference ISDA CSA_IM_2016 paragraph 13 General Principles clause (ee)(3

Schema Source

Section titled “Schema Source”

Mappings

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

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: CalculationCurrencyElection
annotations:
  doc_reference:
    tag: doc_reference
    value: ISDA CSA_IM_2016 paragraph 13 General Principles clause (ee)(3
description: A class to specify the ISDA SIMM Calculation Currency.
comments:
- 'Rosetta condition BaseCurrency is not stated in LinkML: if isBaseCurrency = True
  then currency is absent else currency exists'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  party:
    name: party
    description: The party which the SIMM Calculation Currency qualification applies
      to.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    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: CounterpartyRoleEnum
    required: true
  isBaseCurrency:
    name: isBaseCurrency
    description: The SIMM Calculation Currency (also known as SIMM Reporting Currency)
      means the Base Currency when True. It means a different currency when False.
      In that latter case, the SIMM Calculation Currency is specified as part of the
      currency attribute.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    domain_of:
    - CalculationCurrencyElection
    range: boolean
    required: true
  currency:
    name: currency
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: The currency in which the ISDA SIMM Calculation is denominated, when
      different from the Base Currency. The list of valid currencies is not presently
      positioned as an enumeration as part of the CDM because that scope is limited
      to the values specified by ISDA and FpML. As a result, implementers have to
      make reference to the relevant standard, such as the ISO 4217 standard for currency
      codes.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    domain_of:
    - UnitType
    - CommodityReferenceFramework
    - NotDomesticCurrency
    - SpecifiedCurrency
    - FloatingRateIndexIdentification
    - AmountScheduleWithInitialValue
    - LimitApplicable
    - CalculationCurrencyElection
    - CollateralRounding
    - LegacyIndependentAmountRatingsBased
    - MinimumTransferAmountRatingsBased
    - TerminationCurrencyElection
    - ThresholdRatingsBased
    - FeaturePayment
    - DividendCurrency
    - FutureValueAmount
    - CollateralInterestParameters
    - ComputedAmount
    range: string

Induced

Section titled “Induced”
name: CalculationCurrencyElection
annotations:
  doc_reference:
    tag: doc_reference
    value: ISDA CSA_IM_2016 paragraph 13 General Principles clause (ee)(3
description: A class to specify the ISDA SIMM Calculation Currency.
comments:
- 'Rosetta condition BaseCurrency is not stated in LinkML: if isBaseCurrency = True
  then currency is absent else currency exists'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  party:
    name: party
    description: The party which the SIMM Calculation Currency qualification applies
      to.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    owner: CalculationCurrencyElection
    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: CounterpartyRoleEnum
    required: true
  isBaseCurrency:
    name: isBaseCurrency
    description: The SIMM Calculation Currency (also known as SIMM Reporting Currency)
      means the Base Currency when True. It means a different currency when False.
      In that latter case, the SIMM Calculation Currency is specified as part of the
      currency attribute.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: CalculationCurrencyElection
    domain_of:
    - CalculationCurrencyElection
    range: boolean
    required: true
  currency:
    name: currency
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: The currency in which the ISDA SIMM Calculation is denominated, when
      different from the Base Currency. The list of valid currencies is not presently
      positioned as an enumeration as part of the CDM because that scope is limited
      to the values specified by ISDA and FpML. As a result, implementers have to
      make reference to the relevant standard, such as the ISO 4217 standard for currency
      codes.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    owner: CalculationCurrencyElection
    domain_of:
    - UnitType
    - CommodityReferenceFramework
    - NotDomesticCurrency
    - SpecifiedCurrency
    - FloatingRateIndexIdentification
    - AmountScheduleWithInitialValue
    - LimitApplicable
    - CalculationCurrencyElection
    - CollateralRounding
    - LegacyIndependentAmountRatingsBased
    - MinimumTransferAmountRatingsBased
    - TerminationCurrencyElection
    - ThresholdRatingsBased
    - FeaturePayment
    - DividendCurrency
    - FutureValueAmount
    - CollateralInterestParameters
    - ComputedAmount
    range: string