Class: Collateral

A type for defining the obligations of the counterparty subject to credit support requirements.

URI: common_domain_model:Collateral

 classDiagram
    class Collateral
    click Collateral href "../Collateral/"
      Collateral : collateralPortfolio
        
          
    
        
        
        Collateral --> "*" CollateralPortfolio : collateralPortfolio
        click CollateralPortfolio href "../CollateralPortfolio/"
    

        
      Collateral : collateralProvisions
        
          
    
        
        
        Collateral --> "0..1" CollateralProvisions : collateralProvisions
        click CollateralProvisions href "../CollateralProvisions/"
    

        
      Collateral : independentAmount
        
          
    
        
        
        Collateral --> "0..1" IndependentAmount : independentAmount
        click IndependentAmount href "../IndependentAmount/"
    

        
      Collateral : portfolioIdentifier
        
          
    
        
        
        Collateral --> "*" Identifier : portfolioIdentifier
        click Identifier href "../Identifier/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
independentAmount	0..1 IndependentAmount	Independent Amount is an amount that usually less creditworthy counterparties…	direct
portfolioIdentifier	* Identifier	A list of identifiers pointing to the collateral portfolios which contain the…	direct
collateralPortfolio	* CollateralPortfolio	The collateral portfolios which contain the collateral which covers a trade	direct
collateralProvisions	0..1 CollateralProvisions	specifies the collateral provisions of the product	direct

Expressions & Logic

All Of

The class must satisfy all of:

• AnonymousClassExpression({ ‘description’: (’CollateralExists: Collateral must represent either a simple independent ’ ‘amount or full collateral portfolio.’), ‘any_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘independentAmount’: SlotDefinition({‘name’: ‘independentAmount’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘collateralPortfolio’: SlotDefinition({‘name’: ‘collateralPortfolio’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} })] })
• AnonymousClassExpression({ ‘description’: ‘Collateralchoice’, ‘exactly_one_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘independentAmount’: SlotDefinition({‘name’: ‘independentAmount’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘portfolioIdentifier’: SlotDefinition({‘name’: ‘portfolioIdentifier’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘collateralPortfolio’: SlotDefinition({‘name’: ‘collateralPortfolio’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘all_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘independentAmount’: SlotDefinition({‘name’: ‘independentAmount’, ‘value_presence’: PresenceEnum(text=‘ABSENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘portfolioIdentifier’: SlotDefinition({‘name’: ‘portfolioIdentifier’, ‘value_presence’: PresenceEnum(text=‘ABSENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘collateralPortfolio’: SlotDefinition({‘name’: ‘collateralPortfolio’, ‘value_presence’: PresenceEnum(text=‘ABSENT’)})} })] })] })

Usages

used by	used in	type	used
ExecutionInstruction	collateral	range	Collateral
Trade	collateral	range	Collateral
ContractBase	collateral	range	Collateral
CounterpartyPosition	collateral	range	Collateral
EconomicTerms	collateral	range	Collateral

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	{'collateralPortfolio': {'value_presence': 'PRESENT'}}	{'collateralProvisions': {'value_presence': 'PRESENT'}}

Identifier and Mapping Information

Annotations

property	value
rosetta_metadata	key

Schema Source

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

Mappings

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

LinkML Source

Direct

name: Collateral
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: A type for defining the obligations of the counterparty subject to credit
  support requirements.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  independentAmount:
    name: independentAmount
    description: 'Independent Amount is an amount that usually less creditworthy counterparties
      are asked to provide. It can either be a fixed amount or a percentage of the
      Transaction''s value. The Independent Amount can be: (i) transferred before
      any trading between the parties occurs (as a deposit at a third party''s account
      or with the counterparty) or (ii) callable after trading has occurred (typically
      because a downgrade has occurred). In situation (i), the Independent Amount
      is not included in the calculation of Exposure, but in situation (ii), it is
      included in the calculation of Exposure. Thus, for situation (ii), the Independent
      Amount may be transferred along with any collateral call. Independent Amount
      is a defined term in the ISDA Credit Support Annex. (''with respect to a party,
      the amount specified as such for that party in Paragraph 13; if no amount is
      specified, zero'').'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    domain_of:
    - CreditSupportObligationsLegacy
    - CreditSupportObligationsVariationMargin
    - Collateral
    range: IndependentAmount
  portfolioIdentifier:
    name: portfolioIdentifier
    description: A list of identifiers pointing to the collateral portfolios which
      contain the collateral which covers a trade.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    domain_of:
    - CollateralPortfolio
    - Collateral
    range: Identifier
    multivalued: true
  collateralPortfolio:
    name: collateralPortfolio
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: 'The collateral portfolios which contain the collateral which covers
      a trade. (NB: this can be provided by reference to a global key for each CollateralPortfolio
      object)'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    domain_of:
    - MarginCallBase
    - Collateral
    range: CollateralPortfolio
    multivalued: true
  collateralProvisions:
    name: collateralProvisions
    description: specifies the collateral provisions of the product.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - Collateral
    range: CollateralProvisions
rules:
- preconditions:
    slot_conditions:
      collateralPortfolio:
        name: collateralPortfolio
        value_presence: PRESENT
  postconditions:
    slot_conditions:
      collateralProvisions:
        name: collateralProvisions
        value_presence: PRESENT
  description: 'CollateralProvisions: When a collateral portfolio is provided, collateral
    provisions must exists that govern this collateral.'
all_of:
- description: 'CollateralExists: Collateral must represent either a simple independent
    amount or full collateral portfolio.'
  any_of:
  - slot_conditions:
      independentAmount:
        name: independentAmount
        value_presence: PRESENT
  - slot_conditions:
      collateralPortfolio:
        name: collateralPortfolio
        value_presence: PRESENT
- description: Collateralchoice
  exactly_one_of:
  - slot_conditions:
      independentAmount:
        name: independentAmount
        value_presence: PRESENT
  - slot_conditions:
      portfolioIdentifier:
        name: portfolioIdentifier
        value_presence: PRESENT
  - slot_conditions:
      collateralPortfolio:
        name: collateralPortfolio
        value_presence: PRESENT
  - all_of:
    - slot_conditions:
        independentAmount:
          name: independentAmount
          value_presence: ABSENT
    - slot_conditions:
        portfolioIdentifier:
          name: portfolioIdentifier
          value_presence: ABSENT
    - slot_conditions:
        collateralPortfolio:
          name: collateralPortfolio
          value_presence: ABSENT

Induced

name: Collateral
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: A type for defining the obligations of the counterparty subject to credit
  support requirements.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  independentAmount:
    name: independentAmount
    description: 'Independent Amount is an amount that usually less creditworthy counterparties
      are asked to provide. It can either be a fixed amount or a percentage of the
      Transaction''s value. The Independent Amount can be: (i) transferred before
      any trading between the parties occurs (as a deposit at a third party''s account
      or with the counterparty) or (ii) callable after trading has occurred (typically
      because a downgrade has occurred). In situation (i), the Independent Amount
      is not included in the calculation of Exposure, but in situation (ii), it is
      included in the calculation of Exposure. Thus, for situation (ii), the Independent
      Amount may be transferred along with any collateral call. Independent Amount
      is a defined term in the ISDA Credit Support Annex. (''with respect to a party,
      the amount specified as such for that party in Paragraph 13; if no amount is
      specified, zero'').'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    owner: Collateral
    domain_of:
    - CreditSupportObligationsLegacy
    - CreditSupportObligationsVariationMargin
    - Collateral
    range: IndependentAmount
  portfolioIdentifier:
    name: portfolioIdentifier
    description: A list of identifiers pointing to the collateral portfolios which
      contain the collateral which covers a trade.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    owner: Collateral
    domain_of:
    - CollateralPortfolio
    - Collateral
    range: Identifier
    multivalued: true
  collateralPortfolio:
    name: collateralPortfolio
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: 'The collateral portfolios which contain the collateral which covers
      a trade. (NB: this can be provided by reference to a global key for each CollateralPortfolio
      object)'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    owner: Collateral
    domain_of:
    - MarginCallBase
    - Collateral
    range: CollateralPortfolio
    multivalued: true
  collateralProvisions:
    name: collateralProvisions
    description: specifies the collateral provisions of the product.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: Collateral
    domain_of:
    - Collateral
    range: CollateralProvisions
rules:
- preconditions:
    slot_conditions:
      collateralPortfolio:
        name: collateralPortfolio
        value_presence: PRESENT
  postconditions:
    slot_conditions:
      collateralProvisions:
        name: collateralProvisions
        value_presence: PRESENT
  description: 'CollateralProvisions: When a collateral portfolio is provided, collateral
    provisions must exists that govern this collateral.'
all_of:
- description: 'CollateralExists: Collateral must represent either a simple independent
    amount or full collateral portfolio.'
  any_of:
  - slot_conditions:
      independentAmount:
        name: independentAmount
        value_presence: PRESENT
  - slot_conditions:
      collateralPortfolio:
        name: collateralPortfolio
        value_presence: PRESENT
- description: Collateralchoice
  exactly_one_of:
  - slot_conditions:
      independentAmount:
        name: independentAmount
        value_presence: PRESENT
  - slot_conditions:
      portfolioIdentifier:
        name: portfolioIdentifier
        value_presence: PRESENT
  - slot_conditions:
      collateralPortfolio:
        name: collateralPortfolio
        value_presence: PRESENT
  - all_of:
    - slot_conditions:
        independentAmount:
          name: independentAmount
          value_presence: ABSENT
    - slot_conditions:
        portfolioIdentifier:
          name: portfolioIdentifier
          value_presence: ABSENT
    - slot_conditions:
        collateralPortfolio:
          name: collateralPortfolio
          value_presence: ABSENT