Class: CollateralSpecification

The definitions regarding collateral relating to the GMSLA.

URI: common_domain_model:CollateralSpecification

 classDiagram
    class CollateralSpecification
    click CollateralSpecification href "../CollateralSpecification/"
      CollateralSpecification : aggregation
        
          
    
        
        
        CollateralSpecification --> "1" Aggregation : aggregation
        click Aggregation href "../Aggregation/"
    

        
      CollateralSpecification : definitionOfMarketValueNonStandard
        
      CollateralSpecification : failureToDevliverIndemnityApplies
        
          
    
        
        
        CollateralSpecification --> "1" ApplicabilityOfElectionEnum : failureToDevliverIndemnityApplies
        click ApplicabilityOfElectionEnum href "../ApplicabilityOfElectionEnum/"
    

        
      CollateralSpecification : nettingObligationsApply
        
          
    
        
        
        CollateralSpecification --> "1" ApplicabilityOfElectionEnum : nettingObligationsApply
        click ApplicabilityOfElectionEnum href "../ApplicabilityOfElectionEnum/"
    

        
      CollateralSpecification : notificationTime
        
          
    
        
        
        CollateralSpecification --> "1" BusinessCenterTime : notificationTime
        click BusinessCenterTime href "../BusinessCenterTime/"
    

        
      CollateralSpecification : standardDefinitionOfMarketValueUsed
        
      

Slots

Name	Cardinality and Range	Description	Inheritance
standardDefinitionOfMarketValueUsed	1 Boolean	Is the standard definition of ‘Market Value’ used in the GMSLA?	direct
definitionOfMarketValueNonStandard	0..1 string	If the definition of ‘Market Value’ is non standard, it can be specified here	direct
aggregation	1 Aggregation	How does paragraph 5	direct
nettingObligationsApply	1 ApplicabilityOfElectionEnum	Does paragraph 5	direct
failureToDevliverIndemnityApplies	1 ApplicabilityOfElectionEnum	Does paragraph 6	direct
notificationTime	1 BusinessCenterTime	What is the notification time of the GMSLA?	direct

Usages

used by	used in	type	used
GlobalMasterSecuritiesLendingAgreement	collateral	range	CollateralSpecification

Comments

• Rosetta condition StandardMarketCondition is not stated in LinkML: if standardDefinitionOfMarketValueUsed <> True then definitionOfMarketValueNonStandard exists

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: CollateralSpecification
description: The definitions regarding collateral relating to the GMSLA.
comments:
- 'Rosetta condition StandardMarketCondition is not stated in LinkML: if standardDefinitionOfMarketValueUsed
  <> True then definitionOfMarketValueNonStandard exists'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  standardDefinitionOfMarketValueUsed:
    name: standardDefinitionOfMarketValueUsed
    description: Is the standard definition of 'Market Value' used in the GMSLA?
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_master_isla
    rank: 1000
    domain_of:
    - CollateralSpecification
    range: boolean
    required: true
  definitionOfMarketValueNonStandard:
    name: definitionOfMarketValueNonStandard
    description: If the definition of 'Market Value' is non standard, it can be specified
      here.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_master_isla
    rank: 1000
    domain_of:
    - CollateralSpecification
    range: string
  aggregation:
    name: aggregation
    description: How does paragraph 5.4 (aggregation) apply to the GMSLA?
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_master_isla
    rank: 1000
    domain_of:
    - CollateralSpecification
    range: Aggregation
    required: true
  nettingObligationsApply:
    name: nettingObligationsApply
    description: Does paragraph 5.6 (netting of obligations to deliver Collateral
      and redeliver Equivalent Collateral) apply to the GMSLA?
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_master_isla
    rank: 1000
    domain_of:
    - CollateralSpecification
    range: ApplicabilityOfElectionEnum
    required: true
  failureToDevliverIndemnityApplies:
    name: failureToDevliverIndemnityApplies
    description: Does paragraph 6.4 (indemnity for failure to redeliver Equivalent
      Non-Cash Collateral) apply to the GMSLA?
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_master_isla
    rank: 1000
    domain_of:
    - CollateralSpecification
    range: ApplicabilityOfElectionEnum
    required: true
  notificationTime:
    name: notificationTime
    description: What is the notification time of the GMSLA?
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_master_isla
    domain_of:
    - CalculationAndTimingBase
    - NotificationTimeElection
    - CollateralSpecification
    - CollateralInterestNotification
    - RecallProvision
    range: BusinessCenterTime
    required: true

Induced

name: CollateralSpecification
description: The definitions regarding collateral relating to the GMSLA.
comments:
- 'Rosetta condition StandardMarketCondition is not stated in LinkML: if standardDefinitionOfMarketValueUsed
  <> True then definitionOfMarketValueNonStandard exists'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  standardDefinitionOfMarketValueUsed:
    name: standardDefinitionOfMarketValueUsed
    description: Is the standard definition of 'Market Value' used in the GMSLA?
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_master_isla
    rank: 1000
    owner: CollateralSpecification
    domain_of:
    - CollateralSpecification
    range: boolean
    required: true
  definitionOfMarketValueNonStandard:
    name: definitionOfMarketValueNonStandard
    description: If the definition of 'Market Value' is non standard, it can be specified
      here.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_master_isla
    rank: 1000
    owner: CollateralSpecification
    domain_of:
    - CollateralSpecification
    range: string
  aggregation:
    name: aggregation
    description: How does paragraph 5.4 (aggregation) apply to the GMSLA?
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_master_isla
    rank: 1000
    owner: CollateralSpecification
    domain_of:
    - CollateralSpecification
    range: Aggregation
    required: true
  nettingObligationsApply:
    name: nettingObligationsApply
    description: Does paragraph 5.6 (netting of obligations to deliver Collateral
      and redeliver Equivalent Collateral) apply to the GMSLA?
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_master_isla
    rank: 1000
    owner: CollateralSpecification
    domain_of:
    - CollateralSpecification
    range: ApplicabilityOfElectionEnum
    required: true
  failureToDevliverIndemnityApplies:
    name: failureToDevliverIndemnityApplies
    description: Does paragraph 6.4 (indemnity for failure to redeliver Equivalent
      Non-Cash Collateral) apply to the GMSLA?
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_master_isla
    rank: 1000
    owner: CollateralSpecification
    domain_of:
    - CollateralSpecification
    range: ApplicabilityOfElectionEnum
    required: true
  notificationTime:
    name: notificationTime
    description: What is the notification time of the GMSLA?
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_master_isla
    owner: CollateralSpecification
    domain_of:
    - CalculationAndTimingBase
    - NotificationTimeElection
    - CollateralSpecification
    - CollateralInterestNotification
    - RecallProvision
    range: BusinessCenterTime
    required: true