Class: CashCollateralValuationMethod

This type is a generic structure that can represent the parameters of several mid-market valuation and replacement value methods described in the 2021 ISDA Definitions.

URI: common_domain_model:CashCollateralValuationMethod

 classDiagram
    class CashCollateralValuationMethod
    click CashCollateralValuationMethod href "../CashCollateralValuationMethod/"
      CashCollateralValuationMethod : agreedDiscountRate
        
      CashCollateralValuationMethod : applicableCsa
        
          
    
        
        
        CashCollateralValuationMethod --> "0..1" CsaTypeEnum : applicableCsa
        click CsaTypeEnum href "../CsaTypeEnum/"
    

        
      CashCollateralValuationMethod : cashCollateralCurrency
        
      CashCollateralValuationMethod : cashCollateralInterestRate
        
      CashCollateralValuationMethod : prescribedDocumentationAdjustment
        
      CashCollateralValuationMethod : protectedParty
        
          
    
        
        
        CashCollateralValuationMethod --> "*" PartyDeterminationEnum : protectedParty
        click PartyDeterminationEnum href "../PartyDeterminationEnum/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
applicableCsa	0..1 CsaTypeEnum	This may be used to specify what type of CSA (credit support annex/agreement)…	direct
cashCollateralCurrency	0..1 string	This may be used to indicate the currency of cash collateral for cash settlem…	direct
cashCollateralInterestRate	0..1 string	This may be used to indicate the interest rate to be used for cash collateral…	direct
agreedDiscountRate	0..1 string	This may be used to indicate the discount rate to be used for cash collateral…	direct
protectedParty	* PartyDeterminationEnum	This may be used to specify which party is protected (e	direct
prescribedDocumentationAdjustment	0..1 Boolean	This may be used to indicate that ‘prescribed documentation adjustment’ is ap…	direct

Usages

used by	used in	type	used
ValuationMethod	cashCollateralValuationMethod	range	CashCollateralValuationMethod

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: CashCollateralValuationMethod
description: This type is a generic structure that can represent the parameters of
  several mid-market valuation and replacement value methods described in the 2021
  ISDA Definitions.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  applicableCsa:
    name: applicableCsa
    description: This may be used to specify what type of CSA (credit support annex/agreement)
      is to be used for cash settlement purposes.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - CashCollateralValuationMethod
    range: CsaTypeEnum
  cashCollateralCurrency:
    name: cashCollateralCurrency
    description: This may be used to indicate the currency of cash collateral for
      cash settlement purposes.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - CashCollateralValuationMethod
    range: string
  cashCollateralInterestRate:
    name: cashCollateralInterestRate
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: This may be used to indicate the interest rate to be used for cash
      collateral for cash settlement purposes.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - CashCollateralValuationMethod
    range: string
  agreedDiscountRate:
    name: agreedDiscountRate
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: This may be used to indicate the discount rate to be used for cash
      collateral for cash settlement purposes.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - CashCollateralValuationMethod
    range: string
  protectedParty:
    name: protectedParty
    description: This may be used to specify which party is protected (e.g. under
      Replacement Value cash settlement methods).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - CashCollateralValuationMethod
    range: PartyDeterminationEnum
    multivalued: true
    maximum_cardinality: 2
  prescribedDocumentationAdjustment:
    name: prescribedDocumentationAdjustment
    description: This may be used to indicate that 'prescribed documentation adjustment'
      is applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - CashCollateralValuationMethod
    range: boolean

Induced

name: CashCollateralValuationMethod
description: This type is a generic structure that can represent the parameters of
  several mid-market valuation and replacement value methods described in the 2021
  ISDA Definitions.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  applicableCsa:
    name: applicableCsa
    description: This may be used to specify what type of CSA (credit support annex/agreement)
      is to be used for cash settlement purposes.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: CashCollateralValuationMethod
    domain_of:
    - CashCollateralValuationMethod
    range: CsaTypeEnum
  cashCollateralCurrency:
    name: cashCollateralCurrency
    description: This may be used to indicate the currency of cash collateral for
      cash settlement purposes.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: CashCollateralValuationMethod
    domain_of:
    - CashCollateralValuationMethod
    range: string
  cashCollateralInterestRate:
    name: cashCollateralInterestRate
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: This may be used to indicate the interest rate to be used for cash
      collateral for cash settlement purposes.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: CashCollateralValuationMethod
    domain_of:
    - CashCollateralValuationMethod
    range: string
  agreedDiscountRate:
    name: agreedDiscountRate
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: This may be used to indicate the discount rate to be used for cash
      collateral for cash settlement purposes.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: CashCollateralValuationMethod
    domain_of:
    - CashCollateralValuationMethod
    range: string
  protectedParty:
    name: protectedParty
    description: This may be used to specify which party is protected (e.g. under
      Replacement Value cash settlement methods).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: CashCollateralValuationMethod
    domain_of:
    - CashCollateralValuationMethod
    range: PartyDeterminationEnum
    multivalued: true
    maximum_cardinality: 2
  prescribedDocumentationAdjustment:
    name: prescribedDocumentationAdjustment
    description: This may be used to indicate that 'prescribed documentation adjustment'
      is applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: CashCollateralValuationMethod
    domain_of:
    - CashCollateralValuationMethod
    range: boolean