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common-domain-model

Class: CollateralInterestCalculationParameters

Represents parameters for calculating the amount the floating interest calculation, e.g. for a single currency or defaults for all currencies.

URI: common_domain_model:CollateralInterestCalculationParameters

 classDiagram
    class CollateralInterestCalculationParameters
    click CollateralInterestCalculationParameters href "../CollateralInterestCalculationParameters/"
      CollateralInterestCalculationParameters : compoundingBusinessCenter
        
          
    
        
        
        CollateralInterestCalculationParameters --> "*" BusinessCenter : compoundingBusinessCenter
        click BusinessCenter href "../BusinessCenter/"
    

        
      CollateralInterestCalculationParameters : compoundingType
        
          
    
        
        
        CollateralInterestCalculationParameters --> "0..1" CompoundingTypeEnum : compoundingType
        click CompoundingTypeEnum href "../CompoundingTypeEnum/"
    

        
      CollateralInterestCalculationParameters : dayCountFraction
        
          
    
        
        
        CollateralInterestCalculationParameters --> "1" DayCountFractionEnum : dayCountFraction
        click DayCountFractionEnum href "../DayCountFractionEnum/"
    

        
      CollateralInterestCalculationParameters : fixedRate
        
      CollateralInterestCalculationParameters : floatingRate
        
          
    
        
        
        CollateralInterestCalculationParameters --> "0..1" CollateralAgreementFloatingRate : floatingRate
        click CollateralAgreementFloatingRate href "../CollateralAgreementFloatingRate/"
    

        
      CollateralInterestCalculationParameters : inBaseCurrency
        
      CollateralInterestCalculationParameters : rounding
        
          
    
        
        
        CollateralInterestCalculationParameters --> "0..1" Rounding : rounding
        click Rounding href "../Rounding/"
    

        
      CollateralInterestCalculationParameters : roundingFrequency
        
          
    
        
        
        CollateralInterestCalculationParameters --> "0..1" RoundingFrequencyEnum : roundingFrequency
        click RoundingFrequencyEnum href "../RoundingFrequencyEnum/"
    

        
      CollateralInterestCalculationParameters : withholdingTaxRate

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
fixedRate 0..1
Decimal		 Specifies the applicable fixed rate if used direct
floatingRate 0..1
CollateralAgreementFloatingRate		 Specifies the floating interest rate to be used direct
inBaseCurrency 1
Boolean		 If True, specifies that the interest transfers should be converted to base cu… direct
compoundingType 0..1
CompoundingTypeEnum		 Specifies the type of compounding to be applied (None, Business, Calendar) direct
compoundingBusinessCenter *
BusinessCenter		 Specifies the applicable business centers for compounding direct
dayCountFraction 1
DayCountFractionEnum		 Specifies the day count fraction to use for that currency direct
rounding 0..1
Rounding		 Specifies the rounding rules for settling in that currency direct
roundingFrequency 0..1
RoundingFrequencyEnum		 Specifies when/how often is rounding applied? direct
withholdingTaxRate 0..1
Decimal		 Specifies the withholding tax rate if a withholding tax is applicable direct
Expressions & Logic

All Of

Section titled “All Of”

The class must satisfy all of:

  • AnonymousClassExpression({ ‘description’: ‘InterestRate’, ‘exactly_one_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘fixedRate’: SlotDefinition({‘name’: ‘fixedRate’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘floatingRate’: SlotDefinition({‘name’: ‘floatingRate’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} })] })
  • AnonymousClassExpression({ ‘description’: ‘DCF’, ‘any_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘dayCountFraction’: SlotDefinition({‘name’: ‘dayCountFraction’, ‘equals_string’: ‘ACT/360’})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘dayCountFraction’: SlotDefinition({‘name’: ‘dayCountFraction’, ‘equals_string’: ‘ACT/365.FIXED’})} })] })

Usages

Section titled “Usages”
used by used in type used
CollateralInterestParameters interestCalculationParameters range CollateralInterestCalculationParameters

Rules

Section titled “Rules”

Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {'compoundingType': {'value_presence': 'PRESENT', 'equals_string': 'Business'}} {'compoundingBusinessCenter': {'value_presence': 'PRESENT'}}

Section titled “”
Rule Applied Preconditions Postconditions Elseconditions
none_of [{'slot_conditions': {'compoundingType': {'value_presence': 'PRESENT', 'equals_string': 'Business'}}}]
slot_conditions {'compoundingBusinessCenter': {'value_presence': 'ABSENT'}}

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:CollateralInterestCalculationParameters
native common_domain_model:CollateralInterestCalculationParameters

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: CollateralInterestCalculationParameters
description: Represents parameters for calculating the amount the floating interest
  calculation, e.g. for a single currency or defaults for all currencies.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  fixedRate:
    name: fixedRate
    description: Specifies the applicable fixed rate if used.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    domain_of:
    - CalculationPeriod
    - FixedAmountCalculationDetails
    - CollateralInterestCalculationParameters
    range: decimal
  floatingRate:
    name: floatingRate
    description: Specifies the floating interest rate to be used.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    domain_of:
    - StubValue
    - FloatingAmountCalculationDetails
    - FloatingRateSettingDetails
    - CollateralInterestCalculationParameters
    range: CollateralAgreementFloatingRate
  inBaseCurrency:
    name: inBaseCurrency
    description: If True, specifies that the interest transfers should be converted
      to base currency equivalent, or if False specifies that the transfer should
      be in the currency of the collateral.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestCalculationParameters
    range: boolean
    required: true
  compoundingType:
    name: compoundingType
    description: Specifies the type of compounding to be applied (None, Business,
      Calendar).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestCalculationParameters
    range: CompoundingTypeEnum
  compoundingBusinessCenter:
    name: compoundingBusinessCenter
    description: Specifies the applicable business centers for compounding.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestCalculationParameters
    range: BusinessCenter
    multivalued: true
  dayCountFraction:
    name: dayCountFraction
    description: Specifies the day count fraction to use for that currency.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    domain_of:
    - AccrualFactorCalculationTerms
    - FloatingRateIndexCalculationDefaults
    - InterestRatePayout
    - CollateralInterestCalculationParameters
    range: DayCountFractionEnum
    required: true
  rounding:
    name: rounding
    description: Specifies the rounding rules for settling in that currency.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    domain_of:
    - RelativeTimeOffset
    - FloatingRateIndexDefinition
    - CreditSupportObligationsCollateralTransferAgreement
    - CreditSupportObligationsInitialMargin
    - CreditSupportObligationsLegacy
    - CreditSupportObligationsVariationMargin
    - FloatingRateProcessingParameters
    - CollateralInterestCalculationParameters
    - CommodityPriceReturnTerms
    range: Rounding
  roundingFrequency:
    name: roundingFrequency
    description: Specifies when/how often is rounding applied?
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestCalculationParameters
    range: RoundingFrequencyEnum
  withholdingTaxRate:
    name: withholdingTaxRate
    description: Specifies the withholding tax rate if a withholding tax is applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestCalculationParameters
    range: decimal
rules:
- preconditions:
    slot_conditions:
      compoundingType:
        name: compoundingType
        value_presence: PRESENT
        equals_string: Business
  postconditions:
    slot_conditions:
      compoundingBusinessCenter:
        name: compoundingBusinessCenter
        value_presence: PRESENT
  description: CompoundingBC1
- preconditions:
    none_of:
    - slot_conditions:
        compoundingType:
          name: compoundingType
          value_presence: PRESENT
          equals_string: Business
  postconditions:
    slot_conditions:
      compoundingBusinessCenter:
        name: compoundingBusinessCenter
        value_presence: ABSENT
  description: CompoundingBC2
all_of:
- description: InterestRate
  exactly_one_of:
  - slot_conditions:
      fixedRate:
        name: fixedRate
        value_presence: PRESENT
  - slot_conditions:
      floatingRate:
        name: floatingRate
        value_presence: PRESENT
- description: DCF
  any_of:
  - slot_conditions:
      dayCountFraction:
        name: dayCountFraction
        equals_string: ACT/360
  - slot_conditions:
      dayCountFraction:
        name: dayCountFraction
        equals_string: ACT/365.FIXED

Induced

Section titled “Induced”
name: CollateralInterestCalculationParameters
description: Represents parameters for calculating the amount the floating interest
  calculation, e.g. for a single currency or defaults for all currencies.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  fixedRate:
    name: fixedRate
    description: Specifies the applicable fixed rate if used.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    owner: CollateralInterestCalculationParameters
    domain_of:
    - CalculationPeriod
    - FixedAmountCalculationDetails
    - CollateralInterestCalculationParameters
    range: decimal
  floatingRate:
    name: floatingRate
    description: Specifies the floating interest rate to be used.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    owner: CollateralInterestCalculationParameters
    domain_of:
    - StubValue
    - FloatingAmountCalculationDetails
    - FloatingRateSettingDetails
    - CollateralInterestCalculationParameters
    range: CollateralAgreementFloatingRate
  inBaseCurrency:
    name: inBaseCurrency
    description: If True, specifies that the interest transfers should be converted
      to base currency equivalent, or if False specifies that the transfer should
      be in the currency of the collateral.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestCalculationParameters
    domain_of:
    - CollateralInterestCalculationParameters
    range: boolean
    required: true
  compoundingType:
    name: compoundingType
    description: Specifies the type of compounding to be applied (None, Business,
      Calendar).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestCalculationParameters
    domain_of:
    - CollateralInterestCalculationParameters
    range: CompoundingTypeEnum
  compoundingBusinessCenter:
    name: compoundingBusinessCenter
    description: Specifies the applicable business centers for compounding.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestCalculationParameters
    domain_of:
    - CollateralInterestCalculationParameters
    range: BusinessCenter
    multivalued: true
  dayCountFraction:
    name: dayCountFraction
    description: Specifies the day count fraction to use for that currency.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    owner: CollateralInterestCalculationParameters
    domain_of:
    - AccrualFactorCalculationTerms
    - FloatingRateIndexCalculationDefaults
    - InterestRatePayout
    - CollateralInterestCalculationParameters
    range: DayCountFractionEnum
    required: true
  rounding:
    name: rounding
    description: Specifies the rounding rules for settling in that currency.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    owner: CollateralInterestCalculationParameters
    domain_of:
    - RelativeTimeOffset
    - FloatingRateIndexDefinition
    - CreditSupportObligationsCollateralTransferAgreement
    - CreditSupportObligationsInitialMargin
    - CreditSupportObligationsLegacy
    - CreditSupportObligationsVariationMargin
    - FloatingRateProcessingParameters
    - CollateralInterestCalculationParameters
    - CommodityPriceReturnTerms
    range: Rounding
  roundingFrequency:
    name: roundingFrequency
    description: Specifies when/how often is rounding applied?
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestCalculationParameters
    domain_of:
    - CollateralInterestCalculationParameters
    range: RoundingFrequencyEnum
  withholdingTaxRate:
    name: withholdingTaxRate
    description: Specifies the withholding tax rate if a withholding tax is applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestCalculationParameters
    domain_of:
    - CollateralInterestCalculationParameters
    range: decimal
rules:
- preconditions:
    slot_conditions:
      compoundingType:
        name: compoundingType
        value_presence: PRESENT
        equals_string: Business
  postconditions:
    slot_conditions:
      compoundingBusinessCenter:
        name: compoundingBusinessCenter
        value_presence: PRESENT
  description: CompoundingBC1
- preconditions:
    none_of:
    - slot_conditions:
        compoundingType:
          name: compoundingType
          value_presence: PRESENT
          equals_string: Business
  postconditions:
    slot_conditions:
      compoundingBusinessCenter:
        name: compoundingBusinessCenter
        value_presence: ABSENT
  description: CompoundingBC2
all_of:
- description: InterestRate
  exactly_one_of:
  - slot_conditions:
      fixedRate:
        name: fixedRate
        value_presence: PRESENT
  - slot_conditions:
      floatingRate:
        name: floatingRate
        value_presence: PRESENT
- description: DCF
  any_of:
  - slot_conditions:
      dayCountFraction:
        name: dayCountFraction
        equals_string: ACT/360
  - slot_conditions:
      dayCountFraction:
        name: dayCountFraction
        equals_string: ACT/365.FIXED