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common-domain-model

Class: Exposure

Represents the current mark to market value or IM calculation value of the trade portfolio as recorded by the principle (in base currency).

URI: common_domain_model:Exposure

 classDiagram
    class Exposure
    click Exposure href "../Exposure/"
      Exposure : aggregateValue
        
          
    
        
        
        Exposure --> "1" Money : aggregateValue
        click Money href "../Money/"
    

        
      Exposure : calculationDateTime
        
      Exposure : tradePortfolio
        
          
    
        
        
        Exposure --> "1" PortfolioState : tradePortfolio
        click PortfolioState href "../PortfolioState/"
    

        
      Exposure : valuationDateTime

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
tradePortfolio 1
PortfolioState		 Represents a Portfolio that describes all the positions held at a given time,… direct
aggregateValue 1
Money		 Represents the aggregate value of the portfolio in base currency direct
calculationDateTime 0..1
Datetime		 Indicates the date when the exposure is calculated if different from valuatio… direct
valuationDateTime 1
Datetime		 Indicates the valuation date of the exposure underlying the calculation direct

Usages

Section titled “Usages”
used by used in type used
MarginCallExposure overallExposure range Exposure
MarginCallExposure simmIMExposure range Exposure
MarginCallExposure scheduleGridIMExposure range Exposure

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:Exposure
native common_domain_model:Exposure

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: Exposure
description: Represents the current mark to market value or IM calculation value of
  the trade portfolio as recorded by the principle (in base currency).
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  tradePortfolio:
    name: tradePortfolio
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: Represents a Portfolio that describes all the positions held at a
      given time, in various states which can be either traded, settled, etc., with
      lineage information to the previous state.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    domain_of:
    - Exposure
    range: PortfolioState
    required: true
  aggregateValue:
    name: aggregateValue
    description: Represents the aggregate value of the portfolio in base currency.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    domain_of:
    - Exposure
    - CalculatedRateDetails
    range: Money
    required: true
  calculationDateTime:
    name: calculationDateTime
    description: Indicates the date when the exposure is calculated if different from
      valuation date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    domain_of:
    - Exposure
    range: datetime
  valuationDateTime:
    name: valuationDateTime
    description: Indicates the valuation date of the exposure underlying the calculation.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    domain_of:
    - Exposure
    range: datetime
    required: true

Induced

Section titled “Induced”
name: Exposure
description: Represents the current mark to market value or IM calculation value of
  the trade portfolio as recorded by the principle (in base currency).
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  tradePortfolio:
    name: tradePortfolio
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: Represents a Portfolio that describes all the positions held at a
      given time, in various states which can be either traded, settled, etc., with
      lineage information to the previous state.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: Exposure
    domain_of:
    - Exposure
    range: PortfolioState
    required: true
  aggregateValue:
    name: aggregateValue
    description: Represents the aggregate value of the portfolio in base currency.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: Exposure
    domain_of:
    - Exposure
    - CalculatedRateDetails
    range: Money
    required: true
  calculationDateTime:
    name: calculationDateTime
    description: Indicates the date when the exposure is calculated if different from
      valuation date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: Exposure
    domain_of:
    - Exposure
    range: datetime
  valuationDateTime:
    name: valuationDateTime
    description: Indicates the valuation date of the exposure underlying the calculation.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: Exposure
    domain_of:
    - Exposure
    range: datetime
    required: true