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Class: FxHaircutCurrency

A class to specify the reference currency for the purpose of specifying the FX Haircut relating to a posting obligation, as being either the Termination Currency or an FX Designated Currency.

URI: common_domain_model:FxHaircutCurrency

 classDiagram
    class FxHaircutCurrency
    click FxHaircutCurrency href "../FxHaircutCurrency/"
      FxHaircutCurrency : fxDesignatedCurrency
        
      FxHaircutCurrency : isTerminationCurrency
        
      
Name Cardinality and Range Description Inheritance
isTerminationCurrency 1
Boolean
The reference currency for the purpose of specifying the FX Haircut relating … direct
fxDesignatedCurrency 0..1
string
When specified, the reference currency for the purpose of specifying the FX H… direct
used by used in type used
CollateralTransferAgreementElections fxHaircutCurrency range FxHaircutCurrency
CreditSupportAgreementInitialMarginElections fxHaircutCurrency range FxHaircutCurrency
CreditSupportAgreementVariationMarginElections fxHaircutCurrency range FxHaircutCurrency
  • Rosetta condition TerminationCurrency is not stated in LinkML: if isTerminationCurrency = True then fxDesignatedCurrency is absent
  • Rosetta condition FxDesignatedCurrency is not stated in LinkML: if isTerminationCurrency = False then fxDesignatedCurrency exists
Mapping Type Mapped Value
self common_domain_model:FxHaircutCurrency
native common_domain_model:FxHaircutCurrency
name: FxHaircutCurrency
description: A class to specify the reference currency for the purpose of specifying
the FX Haircut relating to a posting obligation, as being either the Termination
Currency or an FX Designated Currency.
comments:
- 'Rosetta condition TerminationCurrency is not stated in LinkML: if isTerminationCurrency
= True then fxDesignatedCurrency is absent'
- 'Rosetta condition FxDesignatedCurrency is not stated in LinkML: if isTerminationCurrency
= False then fxDesignatedCurrency exists'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
isTerminationCurrency:
name: isTerminationCurrency
description: The reference currency for the purpose of specifying the FX Haircut
relating to a posting obligation is the Termination Currency when the Boolean
value is set to True.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
rank: 1000
domain_of:
- FxHaircutCurrency
range: boolean
required: true
fxDesignatedCurrency:
name: fxDesignatedCurrency
annotations:
rosetta_metadata:
tag: rosetta_metadata
value: scheme
description: When specified, the reference currency for the purpose of specifying
the FX Haircut relating to a posting obligation. The list of valid currencies
is not presently positioned as an enumeration as part of the CDM because that
scope is limited to the values specified by ISDA and FpML. As a result, implementers
have to make reference to the relevant standard, such as the ISO 4217 standard
for currency codes.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
rank: 1000
domain_of:
- FxHaircutCurrency
range: string
name: FxHaircutCurrency
description: A class to specify the reference currency for the purpose of specifying
the FX Haircut relating to a posting obligation, as being either the Termination
Currency or an FX Designated Currency.
comments:
- 'Rosetta condition TerminationCurrency is not stated in LinkML: if isTerminationCurrency
= True then fxDesignatedCurrency is absent'
- 'Rosetta condition FxDesignatedCurrency is not stated in LinkML: if isTerminationCurrency
= False then fxDesignatedCurrency exists'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
isTerminationCurrency:
name: isTerminationCurrency
description: The reference currency for the purpose of specifying the FX Haircut
relating to a posting obligation is the Termination Currency when the Boolean
value is set to True.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
rank: 1000
owner: FxHaircutCurrency
domain_of:
- FxHaircutCurrency
range: boolean
required: true
fxDesignatedCurrency:
name: fxDesignatedCurrency
annotations:
rosetta_metadata:
tag: rosetta_metadata
value: scheme
description: When specified, the reference currency for the purpose of specifying
the FX Haircut relating to a posting obligation. The list of valid currencies
is not presently positioned as an enumeration as part of the CDM because that
scope is limited to the values specified by ISDA and FpML. As a result, implementers
have to make reference to the relevant standard, such as the ISO 4217 standard
for currency codes.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
rank: 1000
owner: FxHaircutCurrency
domain_of:
- FxHaircutCurrency
range: string