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common-domain-model

Class: CollateralRounding

A class to specify the rounding methodology applicable to the Delivery Amount and the Return Amount.

URI: common_domain_model:CollateralRounding

 classDiagram
    class CollateralRounding
    click CollateralRounding href "../CollateralRounding/"
      CollateralRounding : currency
        
          
    
        
        
        CollateralRounding --> "1" ISOCurrencyCodeEnum : currency
        click ISOCurrencyCodeEnum href "../ISOCurrencyCodeEnum/"
    

        
      CollateralRounding : deliveryAmount
        
      CollateralRounding : deliveryDirection
        
          
    
        
        
        CollateralRounding --> "1" RoundingModeEnum : deliveryDirection
        click RoundingModeEnum href "../RoundingModeEnum/"
    

        
      CollateralRounding : other
        
      CollateralRounding : returnAmount
        
      CollateralRounding : returnDirection
        
          
    
        
        
        CollateralRounding --> "1" RoundingModeEnum : returnDirection
        click RoundingModeEnum href "../RoundingModeEnum/"

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
deliveryAmount 1
Decimal		 The nearest integral multiple of Base Currency units to which the Delivery Am… direct
deliveryDirection 1
RoundingModeEnum		 The rounding rule applicable to the Delivery Amount (which can be (i) up to n… direct
returnAmount 1
Decimal		 The nearest integral multiple of Base Currency units to which the Return Amou… direct
returnDirection 1
RoundingModeEnum		 The rounding rule applicable to the Return Amount (which can be (i) up to nea… direct
currency 1
ISOCurrencyCodeEnum		 The currency in which the Delivery Amount and Return Amount rounding amounts … direct
other 0..1
string		 Utilised where the clause data structure is not able to capture a material as… direct

Usages

Section titled “Usages”
used by used in type used
CreditSupportObligationsCollateralTransferAgreement rounding range CollateralRounding
CreditSupportObligationsInitialMargin rounding range CollateralRounding
CreditSupportObligationsLegacy rounding range CollateralRounding
CreditSupportObligationsVariationMargin rounding range CollateralRounding

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Annotations

Section titled “Annotations”
property value
doc_reference ISDA CSD_IM_English_2016 paragraph 13 General Principles clause (c)(vi)( C ) name Rounding

Schema Source

Section titled “Schema Source”

Mappings

Section titled “Mappings”
Mapping Type Mapped Value
self common_domain_model:CollateralRounding
native common_domain_model:CollateralRounding

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: CollateralRounding
annotations:
  doc_reference:
    tag: doc_reference
    value: ISDA CSD_IM_English_2016 paragraph 13 General Principles clause (c)(vi)(
      C ) name Rounding | ISDA CSA_IM_Japanese_2016 paragraph 13 General Principles
      clause (d)(vi)( C ) name Rounding | ISDA CSA_IM_NewYork_2016 paragraph 13 General
      Principles clause (c)(vi)( C ) name Rounding
description: A class to specify the rounding methodology applicable to the Delivery
  Amount and the Return Amount.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  deliveryAmount:
    name: deliveryAmount
    description: The nearest integral multiple of Base Currency units to which the
      Delivery Amount will be rounded in accordance with the specified rounding direction.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    domain_of:
    - CSADeliveryAmount
    - CollateralRounding
    - CreditSupportObligationsBase
    - InterestAmount
    - InterestAmountApplication
    range: decimal
    required: true
  deliveryDirection:
    name: deliveryDirection
    description: The rounding rule applicable to the Delivery Amount (which can be
      (i) up to nearest; (ii) down to nearest).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    domain_of:
    - CollateralRounding
    range: RoundingModeEnum
    required: true
  returnAmount:
    name: returnAmount
    description: The nearest integral multiple of Base Currency units to which the
      Return Amount will be rounded in accordance with the specified rounding direction.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    domain_of:
    - CSAReturnAmount
    - CollateralRounding
    - CreditSupportObligationsBase
    - InterestAmount
    - InterestAmountApplication
    range: decimal
    required: true
  returnDirection:
    name: returnDirection
    description: The rounding rule applicable to the Return Amount (which can be (i)
      up to nearest; (ii) down to nearest).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    domain_of:
    - CollateralRounding
    range: RoundingModeEnum
    required: true
  currency:
    name: currency
    description: The currency in which the Delivery Amount and Return Amount rounding
      amounts are specified.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    domain_of:
    - UnitType
    - CommodityReferenceFramework
    - NotDomesticCurrency
    - SpecifiedCurrency
    - FloatingRateIndexIdentification
    - AmountScheduleWithInitialValue
    - LimitApplicable
    - CalculationCurrencyElection
    - CollateralRounding
    - LegacyIndependentAmountRatingsBased
    - MinimumTransferAmountRatingsBased
    - TerminationCurrencyElection
    - ThresholdRatingsBased
    - FeaturePayment
    - DividendCurrency
    - FutureValueAmount
    - CollateralInterestParameters
    - ComputedAmount
    range: ISOCurrencyCodeEnum
    required: true
  other:
    name: other
    description: Utilised where the clause data structure is not able to capture a
      material aspect of the clause.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    domain_of:
    - CollateralRounding
    - MinimumTransferAmountElection
    - SecurityInterestForObligations
    - SinglePostingParty
    - ThresholdElection
    range: string

Induced

Section titled “Induced”
name: CollateralRounding
annotations:
  doc_reference:
    tag: doc_reference
    value: ISDA CSD_IM_English_2016 paragraph 13 General Principles clause (c)(vi)(
      C ) name Rounding | ISDA CSA_IM_Japanese_2016 paragraph 13 General Principles
      clause (d)(vi)( C ) name Rounding | ISDA CSA_IM_NewYork_2016 paragraph 13 General
      Principles clause (c)(vi)( C ) name Rounding
description: A class to specify the rounding methodology applicable to the Delivery
  Amount and the Return Amount.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  deliveryAmount:
    name: deliveryAmount
    description: The nearest integral multiple of Base Currency units to which the
      Delivery Amount will be rounded in accordance with the specified rounding direction.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    owner: CollateralRounding
    domain_of:
    - CSADeliveryAmount
    - CollateralRounding
    - CreditSupportObligationsBase
    - InterestAmount
    - InterestAmountApplication
    range: decimal
    required: true
  deliveryDirection:
    name: deliveryDirection
    description: The rounding rule applicable to the Delivery Amount (which can be
      (i) up to nearest; (ii) down to nearest).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: CollateralRounding
    domain_of:
    - CollateralRounding
    range: RoundingModeEnum
    required: true
  returnAmount:
    name: returnAmount
    description: The nearest integral multiple of Base Currency units to which the
      Return Amount will be rounded in accordance with the specified rounding direction.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    owner: CollateralRounding
    domain_of:
    - CSAReturnAmount
    - CollateralRounding
    - CreditSupportObligationsBase
    - InterestAmount
    - InterestAmountApplication
    range: decimal
    required: true
  returnDirection:
    name: returnDirection
    description: The rounding rule applicable to the Return Amount (which can be (i)
      up to nearest; (ii) down to nearest).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: CollateralRounding
    domain_of:
    - CollateralRounding
    range: RoundingModeEnum
    required: true
  currency:
    name: currency
    description: The currency in which the Delivery Amount and Return Amount rounding
      amounts are specified.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    owner: CollateralRounding
    domain_of:
    - UnitType
    - CommodityReferenceFramework
    - NotDomesticCurrency
    - SpecifiedCurrency
    - FloatingRateIndexIdentification
    - AmountScheduleWithInitialValue
    - LimitApplicable
    - CalculationCurrencyElection
    - CollateralRounding
    - LegacyIndependentAmountRatingsBased
    - MinimumTransferAmountRatingsBased
    - TerminationCurrencyElection
    - ThresholdRatingsBased
    - FeaturePayment
    - DividendCurrency
    - FutureValueAmount
    - CollateralInterestParameters
    - ComputedAmount
    range: ISOCurrencyCodeEnum
    required: true
  other:
    name: other
    description: Utilised where the clause data structure is not able to capture a
      material aspect of the clause.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: CollateralRounding
    domain_of:
    - CollateralRounding
    - MinimumTransferAmountElection
    - SecurityInterestForObligations
    - SinglePostingParty
    - ThresholdElection
    range: string