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common-domain-model

Class: CreditSupportObligationsBase

A logical container designed to hold a set of related data. In this case, designed to hold a set of clauses that are common amongst Legacy (1994/95), Variation Margin and Initial Margin Credit Support Documents in regards to Credit Support Obligations.

URI: common_domain_model:CreditSupportObligationsBase

 classDiagram
    class CreditSupportObligationsBase
    click CreditSupportObligationsBase href "../CreditSupportObligationsBase/"
      CreditSupportObligationsBase <|-- CreditSupportObligationsCollateralTransferAgreement
        click CreditSupportObligationsCollateralTransferAgreement href "../CreditSupportObligationsCollateralTransferAgreement/"
      CreditSupportObligationsBase <|-- CreditSupportObligationsInitialMargin
        click CreditSupportObligationsInitialMargin href "../CreditSupportObligationsInitialMargin/"
      CreditSupportObligationsBase <|-- CreditSupportObligationsLegacy
        click CreditSupportObligationsLegacy href "../CreditSupportObligationsLegacy/"
      CreditSupportObligationsBase <|-- CreditSupportObligationsVariationMargin
        click CreditSupportObligationsVariationMargin href "../CreditSupportObligationsVariationMargin/"
      
      CreditSupportObligationsBase : bespokeTransferTiming
        
          
    
        
        
        CreditSupportObligationsBase --> "0..1" BespokeTransferTiming : bespokeTransferTiming
        click BespokeTransferTiming href "../BespokeTransferTiming/"
    

        
      CreditSupportObligationsBase : collateralTransferTiming
        
          
    
        
        
        CreditSupportObligationsBase --> "0..1" CollateralTransferTiming : collateralTransferTiming
        click CollateralTransferTiming href "../CollateralTransferTiming/"
    

        
      CreditSupportObligationsBase : deliveryAmount
        
          
    
        
        
        CreditSupportObligationsBase --> "1" CSADeliveryAmount : deliveryAmount
        click CSADeliveryAmount href "../CSADeliveryAmount/"
    

        
      CreditSupportObligationsBase : minimumTransferAmount
        
          
    
        
        
        CreditSupportObligationsBase --> "1" MinimumTransferAmount : minimumTransferAmount
        click MinimumTransferAmount href "../MinimumTransferAmount/"
    

        
      CreditSupportObligationsBase : returnAmount
        
          
    
        
        
        CreditSupportObligationsBase --> "1" CSAReturnAmount : returnAmount
        click CSAReturnAmount href "../CSAReturnAmount/"

Inheritance

Section titled “Inheritance”

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
deliveryAmount 1
CSADeliveryAmount		 In respect of a Valuation Date, the amount of collateral which a party is ent… direct
returnAmount 1
CSAReturnAmount		 In respect of a Valuation Date, the amount of collateral which a party is ent… direct
minimumTransferAmount 1
MinimumTransferAmount		 Represents the threshold specified in the agreement below which collateral ne… direct
collateralTransferTiming 0..1
CollateralTransferTiming		 Specification of transfer / settlement timing for cash and securities collate… direct
bespokeTransferTiming 0..1
BespokeTransferTiming		 The time by which the transfer of collateral must take place when different f… direct

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:CreditSupportObligationsBase
native common_domain_model:CreditSupportObligationsBase

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: CreditSupportObligationsBase
description: A logical container designed to hold a set of related data. In this case,
  designed to hold a set of clauses that are common amongst Legacy (1994/95), Variation
  Margin and Initial Margin Credit Support Documents in regards to Credit Support
  Obligations.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  deliveryAmount:
    name: deliveryAmount
    description: In respect of a Valuation Date, the amount of collateral which a
      party is entitled to demand to be transferred to it as a Delivery Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    domain_of:
    - CSADeliveryAmount
    - CollateralRounding
    - CreditSupportObligationsBase
    - InterestAmount
    - InterestAmountApplication
    range: CSADeliveryAmount
    required: true
  returnAmount:
    name: returnAmount
    description: In respect of a Valuation Date, the amount of collateral which a
      party is entitled to demand to be recalled to it as a Return Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    domain_of:
    - CSAReturnAmount
    - CollateralRounding
    - CreditSupportObligationsBase
    - InterestAmount
    - InterestAmountApplication
    range: CSAReturnAmount
    required: true
  minimumTransferAmount:
    name: minimumTransferAmount
    annotations:
      doc_reference:
        tag: doc_reference
        value: ISDA CSA_NewYork_1994 | ISDA CSA_English_1995 | ISDA CSD_English_1995
          | ISDA CSA_VM_English_2016 | ISDA CSA_VM_NewYork_2016 | 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: Represents the threshold specified in the agreement below which collateral
      need not be delivered, and represents the smallest incremental value of exposure
      that must be reached before the parties are obliged to transfer collateral.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    domain_of:
    - CreditSupportObligationsBase
    range: MinimumTransferAmount
    required: true
  collateralTransferTiming:
    name: collateralTransferTiming
    description: Specification of transfer / settlement timing for cash and securities
      collateral assuming that the notice is provided before the Notification Time
      (and with a 1LBD lag introduced if the notice is delivered after the Notification
      Time), and that securities allow for a further Local Business Day for transfer
      / settlement.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    domain_of:
    - CreditSupportObligationsBase
    range: CollateralTransferTiming
  bespokeTransferTiming:
    name: bespokeTransferTiming
    description: The time by which the transfer of collateral must take place when
      different from the Regular Settlement Day as a result of parties' election.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    domain_of:
    - CreditSupportObligationsBase
    range: BespokeTransferTiming

Induced

Section titled “Induced”
name: CreditSupportObligationsBase
description: A logical container designed to hold a set of related data. In this case,
  designed to hold a set of clauses that are common amongst Legacy (1994/95), Variation
  Margin and Initial Margin Credit Support Documents in regards to Credit Support
  Obligations.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  deliveryAmount:
    name: deliveryAmount
    description: In respect of a Valuation Date, the amount of collateral which a
      party is entitled to demand to be transferred to it as a Delivery Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    owner: CreditSupportObligationsBase
    domain_of:
    - CSADeliveryAmount
    - CollateralRounding
    - CreditSupportObligationsBase
    - InterestAmount
    - InterestAmountApplication
    range: CSADeliveryAmount
    required: true
  returnAmount:
    name: returnAmount
    description: In respect of a Valuation Date, the amount of collateral which a
      party is entitled to demand to be recalled to it as a Return Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    owner: CreditSupportObligationsBase
    domain_of:
    - CSAReturnAmount
    - CollateralRounding
    - CreditSupportObligationsBase
    - InterestAmount
    - InterestAmountApplication
    range: CSAReturnAmount
    required: true
  minimumTransferAmount:
    name: minimumTransferAmount
    annotations:
      doc_reference:
        tag: doc_reference
        value: ISDA CSA_NewYork_1994 | ISDA CSA_English_1995 | ISDA CSD_English_1995
          | ISDA CSA_VM_English_2016 | ISDA CSA_VM_NewYork_2016 | 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: Represents the threshold specified in the agreement below which collateral
      need not be delivered, and represents the smallest incremental value of exposure
      that must be reached before the parties are obliged to transfer collateral.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: CreditSupportObligationsBase
    domain_of:
    - CreditSupportObligationsBase
    range: MinimumTransferAmount
    required: true
  collateralTransferTiming:
    name: collateralTransferTiming
    description: Specification of transfer / settlement timing for cash and securities
      collateral assuming that the notice is provided before the Notification Time
      (and with a 1LBD lag introduced if the notice is delivered after the Notification
      Time), and that securities allow for a further Local Business Day for transfer
      / settlement.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: CreditSupportObligationsBase
    domain_of:
    - CreditSupportObligationsBase
    range: CollateralTransferTiming
  bespokeTransferTiming:
    name: bespokeTransferTiming
    description: The time by which the transfer of collateral must take place when
      different from the Regular Settlement Day as a result of parties' election.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: CreditSupportObligationsBase
    domain_of:
    - CreditSupportObligationsBase
    range: BespokeTransferTiming