Class: CollateralInterestHandlingParameters

Represents parameters that describe how calculated interest amounts are handled, i.e. are they transferred/distributed, or is the collateral balance adjusted, is netting done, and any other special handling.

URI: common_domain_model:CollateralInterestHandlingParameters

 classDiagram
    class CollateralInterestHandlingParameters
    click CollateralInterestHandlingParameters href "../CollateralInterestHandlingParameters/"
      CollateralInterestHandlingParameters : accrueInterestOnUnsettledInterest
        
      CollateralInterestHandlingParameters : alternativeProvision
        
      CollateralInterestHandlingParameters : alternativeToInterestAmount
        
          
    
        
        
        CollateralInterestHandlingParameters --> "0..1" AlternativeToInterestAmountEnum : alternativeToInterestAmount
        click AlternativeToInterestAmountEnum href "../AlternativeToInterestAmountEnum/"
    

        
      CollateralInterestHandlingParameters : cutoffTime
        
      CollateralInterestHandlingParameters : includeAccrualInMarginCalc
        
      CollateralInterestHandlingParameters : interestAmountApplication
        
          
    
        
        
        CollateralInterestHandlingParameters --> "0..1" InterestAmountApplication : interestAmountApplication
        click InterestAmountApplication href "../InterestAmountApplication/"
    

        
      CollateralInterestHandlingParameters : interestPaymentHandling
        
          
    
        
        
        CollateralInterestHandlingParameters --> "1" CollateralInterestHandlingEnum : interestPaymentHandling
        click CollateralInterestHandlingEnum href "../CollateralInterestHandlingEnum/"
    

        
      CollateralInterestHandlingParameters : interestRolloverLimit
        
          
    
        
        
        CollateralInterestHandlingParameters --> "0..1" NumberBound : interestRolloverLimit
        click NumberBound href "../NumberBound/"
    

        
      CollateralInterestHandlingParameters : netInterestWithMarginCalls
        
      CollateralInterestHandlingParameters : netPostedAndHeldInterest
        
      CollateralInterestHandlingParameters : notification
        
          
    
        
        
        CollateralInterestHandlingParameters --> "0..1" CollateralInterestNotification : notification
        click CollateralInterestNotification href "../CollateralInterestNotification/"
    

        
      CollateralInterestHandlingParameters : onFullReturn
        
      CollateralInterestHandlingParameters : onPartialReturn
        
      CollateralInterestHandlingParameters : paymentBusinessCenter
        
          
    
        
        
        CollateralInterestHandlingParameters --> "*" BusinessCenter : paymentBusinessCenter
        click BusinessCenter href "../BusinessCenter/"
    

        
      CollateralInterestHandlingParameters : writeoffLimit
        
          
    
        
        
        CollateralInterestHandlingParameters --> "0..1" NumberBound : writeoffLimit
        click NumberBound href "../NumberBound/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
interestPaymentHandling	1 CollateralInterestHandlingEnum	Specifies how the collateral interest is to be handled	direct
paymentBusinessCenter	* BusinessCenter	Specifies applicable business centers for payments	direct
netPostedAndHeldInterest	1 Boolean	Indicates whether to net Held and Posted Interest Payments (i	direct
netInterestWithMarginCalls	1 Boolean	Indicates whether the interest amount may be offset against any margin call d…	direct
includeAccrualInMarginCalc	1 Boolean	Indicates whether or not to include the open interest accrual in the margin c…	direct
accrueInterestOnUnsettledInterest	0..1 Boolean	Indicates whether interest accruing on unsettled interest amount is included …	direct
onFullReturn	1 Boolean	Indicates the option that accrued interest should be calculated and distribut…	direct
onPartialReturn	1 Boolean	Indicates the option that accrued interest should be calculated and distribut…	direct
interestAmountApplication	0..1 InterestAmountApplication	The application of Interest Amount with respect to the Delivery Amount and th…	direct
interestRolloverLimit	0..1 NumberBound	Specifies the level below which the interest will be rolled over	direct
writeoffLimit	0..1 NumberBound	Specifies the level below which the interest will be written off; if omitted …	direct
alternativeToInterestAmount	0..1 AlternativeToInterestAmountEnum	Specifies the alternative to interest amounts	direct
alternativeProvision	0..1 string	Specifies an alternative to interest amount, when the alternative provision c…	direct
cutoffTime	0..1 time	Specifies the time of day that interest needs to be confirmed by	direct
notification	0..1 CollateralInterestNotification	Specifies the terms describing notification requirements	direct

Usages

used by	used in	type	used
CollateralInterestParameters	interestHandlingParameters	range	CollateralInterestHandlingParameters

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	{'alternativeToInterestAmount': {'value_presence': 'PRESENT', 'equals_string': 'Other'}}	{'alternativeProvision': {'value_presence': 'PRESENT'}}

Rule Applied	Preconditions	Postconditions	Elseconditions
none_of	[{'slot_conditions': {'alternativeToInterestAmount': {'value_presence': 'PRESENT', 'equals_string': 'Other'}}}]
slot_conditions		{'alternativeProvision': {'value_presence': 'ABSENT'}}

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: CollateralInterestHandlingParameters
description: Represents parameters that describe how calculated interest amounts are
  handled, i.e. are they transferred/distributed, or is the collateral balance adjusted,
  is netting done, and any other special handling.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  interestPaymentHandling:
    name: interestPaymentHandling
    description: Specifies how the collateral interest is to be handled.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestHandlingParameters
    range: CollateralInterestHandlingEnum
    required: true
  paymentBusinessCenter:
    name: paymentBusinessCenter
    description: Specifies applicable business centers for payments.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestHandlingParameters
    range: BusinessCenter
    multivalued: true
  netPostedAndHeldInterest:
    name: netPostedAndHeldInterest
    description: Indicates whether to net Held and Posted Interest Payments (i.e.
      whether interest payable for a period can be netted with interest receivable).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestHandlingParameters
    range: boolean
    required: true
  netInterestWithMarginCalls:
    name: netInterestWithMarginCalls
    description: Indicates whether the interest amount may be offset against any margin
      call deliver or return amounts? (aka 'net payments' indicator).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestHandlingParameters
    range: boolean
    required: true
  includeAccrualInMarginCalc:
    name: includeAccrualInMarginCalc
    description: Indicates whether or not to include the open interest accrual in
      the margin calculation.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestHandlingParameters
    range: boolean
    required: true
  accrueInterestOnUnsettledInterest:
    name: accrueInterestOnUnsettledInterest
    description: Indicates whether interest accruing on unsettled interest amount
      is included (continues to be accrued) in the following period.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestHandlingParameters
    range: boolean
  onFullReturn:
    name: onFullReturn
    description: Indicates the option that accrued interest should be calculated and
      distributed when a full return of collateral occurs.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestHandlingParameters
    range: boolean
    required: true
  onPartialReturn:
    name: onPartialReturn
    description: Indicates the option that accrued interest should be calculated and
      distributed when a partial return collateral occurs.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestHandlingParameters
    range: boolean
    required: true
  interestAmountApplication:
    name: interestAmountApplication
    description: The application of Interest Amount with respect to the Delivery Amount
      and the Return Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestHandlingParameters
    range: InterestAmountApplication
  interestRolloverLimit:
    name: interestRolloverLimit
    description: Specifies the level below which the interest will be rolled over.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestHandlingParameters
    range: NumberBound
  writeoffLimit:
    name: writeoffLimit
    description: Specifies the level below which the interest will be written off;
      if omitted write-off is not applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestHandlingParameters
    range: NumberBound
  alternativeToInterestAmount:
    name: alternativeToInterestAmount
    description: Specifies the alternative to interest amounts.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestHandlingParameters
    range: AlternativeToInterestAmountEnum
  alternativeProvision:
    name: alternativeProvision
    description: Specifies an alternative to interest amount, when the alternative
      provision clause is specified.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestHandlingParameters
    range: string
  cutoffTime:
    name: cutoffTime
    description: Specifies the time of day that interest needs to be confirmed by.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestHandlingParameters
    range: time
  notification:
    name: notification
    description: Specifies the terms describing notification requirements.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestHandlingParameters
    range: CollateralInterestNotification
rules:
- preconditions:
    slot_conditions:
      alternativeToInterestAmount:
        name: alternativeToInterestAmount
        value_presence: PRESENT
        equals_string: Other
  postconditions:
    slot_conditions:
      alternativeProvision:
        name: alternativeProvision
        value_presence: PRESENT
  description: Alternative
- preconditions:
    none_of:
    - slot_conditions:
        alternativeToInterestAmount:
          name: alternativeToInterestAmount
          value_presence: PRESENT
          equals_string: Other
  postconditions:
    slot_conditions:
      alternativeProvision:
        name: alternativeProvision
        value_presence: ABSENT
  description: Alternative2

Induced

name: CollateralInterestHandlingParameters
description: Represents parameters that describe how calculated interest amounts are
  handled, i.e. are they transferred/distributed, or is the collateral balance adjusted,
  is netting done, and any other special handling.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  interestPaymentHandling:
    name: interestPaymentHandling
    description: Specifies how the collateral interest is to be handled.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: CollateralInterestHandlingEnum
    required: true
  paymentBusinessCenter:
    name: paymentBusinessCenter
    description: Specifies applicable business centers for payments.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: BusinessCenter
    multivalued: true
  netPostedAndHeldInterest:
    name: netPostedAndHeldInterest
    description: Indicates whether to net Held and Posted Interest Payments (i.e.
      whether interest payable for a period can be netted with interest receivable).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: boolean
    required: true
  netInterestWithMarginCalls:
    name: netInterestWithMarginCalls
    description: Indicates whether the interest amount may be offset against any margin
      call deliver or return amounts? (aka 'net payments' indicator).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: boolean
    required: true
  includeAccrualInMarginCalc:
    name: includeAccrualInMarginCalc
    description: Indicates whether or not to include the open interest accrual in
      the margin calculation.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: boolean
    required: true
  accrueInterestOnUnsettledInterest:
    name: accrueInterestOnUnsettledInterest
    description: Indicates whether interest accruing on unsettled interest amount
      is included (continues to be accrued) in the following period.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: boolean
  onFullReturn:
    name: onFullReturn
    description: Indicates the option that accrued interest should be calculated and
      distributed when a full return of collateral occurs.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: boolean
    required: true
  onPartialReturn:
    name: onPartialReturn
    description: Indicates the option that accrued interest should be calculated and
      distributed when a partial return collateral occurs.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: boolean
    required: true
  interestAmountApplication:
    name: interestAmountApplication
    description: The application of Interest Amount with respect to the Delivery Amount
      and the Return Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: InterestAmountApplication
  interestRolloverLimit:
    name: interestRolloverLimit
    description: Specifies the level below which the interest will be rolled over.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: NumberBound
  writeoffLimit:
    name: writeoffLimit
    description: Specifies the level below which the interest will be written off;
      if omitted write-off is not applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: NumberBound
  alternativeToInterestAmount:
    name: alternativeToInterestAmount
    description: Specifies the alternative to interest amounts.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: AlternativeToInterestAmountEnum
  alternativeProvision:
    name: alternativeProvision
    description: Specifies an alternative to interest amount, when the alternative
      provision clause is specified.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: string
  cutoffTime:
    name: cutoffTime
    description: Specifies the time of day that interest needs to be confirmed by.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: time
  notification:
    name: notification
    description: Specifies the terms describing notification requirements.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestHandlingParameters
    domain_of:
    - CollateralInterestHandlingParameters
    range: CollateralInterestNotification
rules:
- preconditions:
    slot_conditions:
      alternativeToInterestAmount:
        name: alternativeToInterestAmount
        value_presence: PRESENT
        equals_string: Other
  postconditions:
    slot_conditions:
      alternativeProvision:
        name: alternativeProvision
        value_presence: PRESENT
  description: Alternative
- preconditions:
    none_of:
    - slot_conditions:
        alternativeToInterestAmount:
          name: alternativeToInterestAmount
          value_presence: PRESENT
          equals_string: Other
  postconditions:
    slot_conditions:
      alternativeProvision:
        name: alternativeProvision
        value_presence: ABSENT
  description: Alternative2