Class: CollateralInterestParameters

Represents the floating interest calculation and distribution parameters for a single currency.

URI: common_domain_model:CollateralInterestParameters

 classDiagram
    class CollateralInterestParameters
    click CollateralInterestParameters href "../CollateralInterestParameters/"
      CollateralInterestParameters : currency
        
      CollateralInterestParameters : interestCalculationFrequency
        
          
    
        
        
        CollateralInterestParameters --> "0..1" CalculationFrequency : interestCalculationFrequency
        click CalculationFrequency href "../CalculationFrequency/"
    

        
      CollateralInterestParameters : interestCalculationParameters
        
          
    
        
        
        CollateralInterestParameters --> "0..1" CollateralInterestCalculationParameters : interestCalculationParameters
        click CollateralInterestCalculationParameters href "../CollateralInterestCalculationParameters/"
    

        
      CollateralInterestParameters : interestHandlingParameters
        
          
    
        
        
        CollateralInterestParameters --> "0..1" CollateralInterestHandlingParameters : interestHandlingParameters
        click CollateralInterestHandlingParameters href "../CollateralInterestHandlingParameters/"
    

        
      CollateralInterestParameters : marginType
        
          
    
        
        
        CollateralInterestParameters --> "0..1" CollateralMarginTypeEnum : marginType
        click CollateralMarginTypeEnum href "../CollateralMarginTypeEnum/"
    

        
      CollateralInterestParameters : postingParty
        
          
    
        
        
        CollateralInterestParameters --> "0..1" CounterpartyRoleEnum : postingParty
        click CounterpartyRoleEnum href "../CounterpartyRoleEnum/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
postingParty	0..1 CounterpartyRoleEnum	Represents the party to which these parameters apply (the applicable party)	direct
marginType	0..1 CollateralMarginTypeEnum	Specifies the type of margin for which interest is being calculated, if the p…	direct
currency	0..1 string	Specifies the currency for which the parameters are captured	direct
interestCalculationParameters	0..1 CollateralInterestCalculationParameters	Represents the basic interest calculation parameters	direct
interestCalculationFrequency	0..1 CalculationFrequency	Represents how often and when interest is calculated	direct
interestHandlingParameters	0..1 CollateralInterestHandlingParameters	Represents the parameters describing how and when interest transfer occurs	direct

Usages

used by	used in	type	used
DistributionAndInterestPayment	interestParameters	range	CollateralInterestParameters

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: CollateralInterestParameters
description: Represents the floating interest calculation and distribution parameters
  for a single currency.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  postingParty:
    name: postingParty
    description: Represents the party to which these parameters apply (the applicable
      party). In other words, if the parameters are different depending on which party
      is posting/holding the collateral, for which party to the Collateral Agreement
      (Party 1 or Party 2) that is posting the collateral do these parameters apply?
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    domain_of:
    - OneWayProvisions
    - CollateralInterestParameters
    range: CounterpartyRoleEnum
  marginType:
    name: marginType
    description: Specifies the type of margin for which interest is being calculated,
      if the parameters are different depending on type of margin (initial or variation).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestParameters
    range: CollateralMarginTypeEnum
  currency:
    name: currency
    description: Specifies the currency for which the parameters are captured.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    domain_of:
    - UnitType
    - CommodityReferenceFramework
    - NotDomesticCurrency
    - SpecifiedCurrency
    - FloatingRateIndexIdentification
    - AmountScheduleWithInitialValue
    - LimitApplicable
    - CalculationCurrencyElection
    - CollateralRounding
    - LegacyIndependentAmountRatingsBased
    - MinimumTransferAmountRatingsBased
    - TerminationCurrencyElection
    - ThresholdRatingsBased
    - FeaturePayment
    - DividendCurrency
    - FutureValueAmount
    - CollateralInterestParameters
    - ComputedAmount
    range: string
  interestCalculationParameters:
    name: interestCalculationParameters
    description: Represents the basic interest calculation parameters.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestParameters
    range: CollateralInterestCalculationParameters
  interestCalculationFrequency:
    name: interestCalculationFrequency
    description: Represents how often and when interest is calculated.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestParameters
    range: CalculationFrequency
  interestHandlingParameters:
    name: interestHandlingParameters
    description: Represents the parameters describing how and when interest transfer
      occurs.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - CollateralInterestParameters
    range: CollateralInterestHandlingParameters

Induced

name: CollateralInterestParameters
description: Represents the floating interest calculation and distribution parameters
  for a single currency.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  postingParty:
    name: postingParty
    description: Represents the party to which these parameters apply (the applicable
      party). In other words, if the parameters are different depending on which party
      is posting/holding the collateral, for which party to the Collateral Agreement
      (Party 1 or Party 2) that is posting the collateral do these parameters apply?
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    owner: CollateralInterestParameters
    domain_of:
    - OneWayProvisions
    - CollateralInterestParameters
    range: CounterpartyRoleEnum
  marginType:
    name: marginType
    description: Specifies the type of margin for which interest is being calculated,
      if the parameters are different depending on type of margin (initial or variation).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestParameters
    domain_of:
    - CollateralInterestParameters
    range: CollateralMarginTypeEnum
  currency:
    name: currency
    description: Specifies the currency for which the parameters are captured.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    owner: CollateralInterestParameters
    domain_of:
    - UnitType
    - CommodityReferenceFramework
    - NotDomesticCurrency
    - SpecifiedCurrency
    - FloatingRateIndexIdentification
    - AmountScheduleWithInitialValue
    - LimitApplicable
    - CalculationCurrencyElection
    - CollateralRounding
    - LegacyIndependentAmountRatingsBased
    - MinimumTransferAmountRatingsBased
    - TerminationCurrencyElection
    - ThresholdRatingsBased
    - FeaturePayment
    - DividendCurrency
    - FutureValueAmount
    - CollateralInterestParameters
    - ComputedAmount
    range: string
  interestCalculationParameters:
    name: interestCalculationParameters
    description: Represents the basic interest calculation parameters.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestParameters
    domain_of:
    - CollateralInterestParameters
    range: CollateralInterestCalculationParameters
  interestCalculationFrequency:
    name: interestCalculationFrequency
    description: Represents how often and when interest is calculated.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestParameters
    domain_of:
    - CollateralInterestParameters
    range: CalculationFrequency
  interestHandlingParameters:
    name: interestHandlingParameters
    description: Represents the parameters describing how and when interest transfer
      occurs.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: CollateralInterestParameters
    domain_of:
    - CollateralInterestParameters
    range: CollateralInterestHandlingParameters