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common-domain-model

Class: MarginCallIssuance

Represents common attributes required for a Margin Call Issuance under a legal agreement such as a credit support document or equivalent.

URI: common_domain_model:MarginCallIssuance

 classDiagram
    class MarginCallIssuance
    click MarginCallIssuance href "../MarginCallIssuance/"
      MarginCallBase <|-- MarginCallIssuance
        click MarginCallBase href "../MarginCallBase/"
      
      MarginCallIssuance : agreementMinimumTransferAmount
        
          
    
        
        
        MarginCallIssuance --> "0..1" Money : agreementMinimumTransferAmount
        click Money href "../Money/"
    

        
      MarginCallIssuance : agreementRounding
        
          
    
        
        
        MarginCallIssuance --> "0..1" Money : agreementRounding
        click Money href "../Money/"
    

        
      MarginCallIssuance : agreementThreshold
        
          
    
        
        
        MarginCallIssuance --> "0..1" Money : agreementThreshold
        click Money href "../Money/"
    

        
      MarginCallIssuance : baseCurrencyExposure
        
          
    
        
        
        MarginCallIssuance --> "0..1" MarginCallExposure : baseCurrencyExposure
        click MarginCallExposure href "../MarginCallExposure/"
    

        
      MarginCallIssuance : callAgreementType
        
          
    
        
        
        MarginCallIssuance --> "1" AgreementName : callAgreementType
        click AgreementName href "../AgreementName/"
    

        
      MarginCallIssuance : callAmountInBaseCurrency
        
          
    
        
        
        MarginCallIssuance --> "1" Money : callAmountInBaseCurrency
        click Money href "../Money/"
    

        
      MarginCallIssuance : callIdentifier
        
          
    
        
        
        MarginCallIssuance --> "0..1" Identifier : callIdentifier
        click Identifier href "../Identifier/"
    

        
      MarginCallIssuance : clearingBroker
        
          
    
        
        
        MarginCallIssuance --> "0..1" Party : clearingBroker
        click Party href "../Party/"
    

        
      MarginCallIssuance : collateralPortfolio
        
          
    
        
        
        MarginCallIssuance --> "0..1" CollateralPortfolio : collateralPortfolio
        click CollateralPortfolio href "../CollateralPortfolio/"
    

        
      MarginCallIssuance : independentAmountBalance
        
          
    
        
        
        MarginCallIssuance --> "0..1" CollateralBalance : independentAmountBalance
        click CollateralBalance href "../CollateralBalance/"
    

        
      MarginCallIssuance : instructionType
        
          
    
        
        
        MarginCallIssuance --> "1" MarginCallInstructionType : instructionType
        click MarginCallInstructionType href "../MarginCallInstructionType/"
    

        
      MarginCallIssuance : party
        
          
    
        
        
        MarginCallIssuance --> "*" Party : party
        click Party href "../Party/"
    

        
      MarginCallIssuance : partyRole
        
          
    
        
        
        MarginCallIssuance --> "*" PartyRole : partyRole
        click PartyRole href "../PartyRole/"
    

        
      MarginCallIssuance : recallNonCashCollateralDescription
        
          
    
        
        
        MarginCallIssuance --> "*" EligibleCollateralCriteria : recallNonCashCollateralDescription
        click EligibleCollateralCriteria href "../EligibleCollateralCriteria/"
    

        
      MarginCallIssuance : regIMRole
        
          
    
        
        
        MarginCallIssuance --> "0..1" RegIMRoleEnum : regIMRole
        click RegIMRoleEnum href "../RegIMRoleEnum/"
    

        
      MarginCallIssuance : regMarginType
        
          
    
        
        
        MarginCallIssuance --> "1" RegMarginTypeEnum : regMarginType
        click RegMarginTypeEnum href "../RegMarginTypeEnum/"

Inheritance

Section titled “Inheritance”

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
callAmountInBaseCurrency 1
Money		 Specifies the amount of margin being called for which accounts for margin cal… direct
recallNonCashCollateralDescription *
EligibleCollateralCriteria		 Specifies the details to describe or identify non-cash collateral eligible as… direct
instructionType 1
MarginCallInstructionType		 Identifies the enumeration values to specify the call notification type, dire… MarginCallBase
party *
Party		 Represents the parties to the margin call MarginCallBase
partyRole *
PartyRole		 Represents the role each specified party takes in the margin call MarginCallBase
clearingBroker 0..1
Party		 Indicates the name of the Clearing Broker FCM/DCM MarginCallBase
callIdentifier 0..1
Identifier		 Represents a unique Identifier for a margin call message, that can be referen… MarginCallBase
callAgreementType 1
AgreementName		 Specifies the legal agreement type the margin call is generated from and gove… MarginCallBase
agreementMinimumTransferAmount 0..1
Money		 Specifies the collateral legal agreement minimum transfer amount in base curr… MarginCallBase
agreementThreshold 0..1
Money		 Specifies the collateral legal agreement threshold amount in base currency MarginCallBase
agreementRounding 0..1
Money		 Specifies the collateral legal agreement rounding in base currency MarginCallBase
regMarginType 1
RegMarginTypeEnum		 Identifies margin type and if related regulatory mandate MarginCallBase
regIMRole 0..1
RegIMRoleEnum		 Indicates the role of the party in an regulatory initial margin call instruct… MarginCallBase
baseCurrencyExposure 0..1
MarginCallExposure		 Represents the current mark to market value or IM calculation value of the tr… MarginCallBase
collateralPortfolio 0..1
CollateralPortfolio		 Represents attributes to define the details of collateral assets within a col… MarginCallBase
independentAmountBalance 0..1
CollateralBalance		 Represents additional credit support amount over and above mark to market val… MarginCallBase

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:MarginCallIssuance
native common_domain_model:MarginCallIssuance

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: MarginCallIssuance
description: Represents common attributes required for a Margin Call Issuance under
  a legal agreement such as a credit support document or equivalent.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: MarginCallBase
attributes:
  callAmountInBaseCurrency:
    name: callAmountInBaseCurrency
    description: Specifies the amount of margin being called for which accounts for
      margin calculation inclusive of exposure, independent amount,threshold,collateral
      balance, MTA, rounding increments (in base currency detailed in supporting collateral
      agreement).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    domain_of:
    - MarginCallIssuance
    range: Money
    required: true
  recallNonCashCollateralDescription:
    name: recallNonCashCollateralDescription
    description: Specifies the details to describe or identify non-cash collateral
      eligible assets for recall purposes.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    domain_of:
    - MarginCallIssuance
    range: EligibleCollateralCriteria
    multivalued: true

Induced

Section titled “Induced”
name: MarginCallIssuance
description: Represents common attributes required for a Margin Call Issuance under
  a legal agreement such as a credit support document or equivalent.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: MarginCallBase
attributes:
  callAmountInBaseCurrency:
    name: callAmountInBaseCurrency
    description: Specifies the amount of margin being called for which accounts for
      margin calculation inclusive of exposure, independent amount,threshold,collateral
      balance, MTA, rounding increments (in base currency detailed in supporting collateral
      agreement).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallIssuance
    range: Money
    required: true
  recallNonCashCollateralDescription:
    name: recallNonCashCollateralDescription
    description: Specifies the details to describe or identify non-cash collateral
      eligible assets for recall purposes.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallIssuance
    range: EligibleCollateralCriteria
    multivalued: true
  instructionType:
    name: instructionType
    description: Identifies the enumeration values to specify the call notification
      type, direction, specific action type.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    range: MarginCallInstructionType
    required: true
  party:
    name: party
    description: Represents the parties to the margin call. The cardinality is optional
      to address the case where both parties of the event are specified and a third
      party if applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    owner: MarginCallIssuance
    domain_of:
    - AssetBase
    - DebtRedemption
    - MarginCallBase
    - Trade
    - UmbrellaAgreementParty
    - UmbrellaAgreementSet
    - AggregationParameters
    - AvailableInventory
    - CounterpartyPosition
    - WorkflowStep
    - WorkflowStepApproval
    - AdditionalObligations
    - AdditionalRepresentationElection
    - CalculationAgentTerms
    - CalculationCurrencyElection
    - CollateralManagementAgreementElection
    - ControlAgreementElections
    - ControlAgreementNecEventElection
    - CreditSupportDocumentElection
    - CreditSupportProviderElection
    - CustodianElection
    - CustodianRiskElection
    - ElectiveAmountElection
    - FrenchLawAddendumElection
    - HoldingAndUsingPostedCollateralElection
    - LegacyExposureScopeElection
    - LegacyIndependentAmountParty
    - MinimumTransferAmountElection
    - NotificationTimeElection
    - PledgeeRepresentativeRider
    - PostingObligationsElection
    - RecalculationOfValueElection
    - RegimeTerms
    - SecuredPartyRightsEventElection
    - SecurityInterestForObligations
    - SecurityProviderRightsEventElection
    - SensitivityMethodologiesPartyElection
    - SinglePostingParty
    - SpecifiedOrAccessConditionPartyElection
    - SubstitutedRegimeElection
    - SubstitutionPartyElection
    - TerminationCurrencyElection
    - ThresholdElection
    - ValuationAgent
    - ValuationCalculationDateLocationElection
    - AdditionalTerminationEventElection
    - AutomaticEarlyTerminationElection
    - CreditEventUponMergerElection
    - PartyTerminationCurrencySelection
    - SpecifiedEntity
    - EventsOfDefaultElection
    - EligibleCollateralSpecification
    range: Party
    multivalued: true
  partyRole:
    name: partyRole
    description: Represents the role each specified party takes in the margin call.
      further to the principal roles, payer and receiver.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    owner: MarginCallIssuance
    domain_of:
    - AssetBase
    - MarginCallBase
    - PartyChangeInstruction
    - Trade
    - UmbrellaAgreementParty
    - AvailableInventory
    - AvailableInventoryRecord
    - CounterpartyPosition
    - EligibleCollateralSpecification
    range: PartyRole
    multivalued: true
  clearingBroker:
    name: clearingBroker
    description: Indicates the name of the Clearing Broker FCM/DCM.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    range: Party
  callIdentifier:
    name: callIdentifier
    description: Represents a unique Identifier for a margin call message, that can
      be referenced throughout all points of the process.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    range: Identifier
  callAgreementType:
    name: callAgreementType
    description: Specifies the legal agreement type the margin call is generated from
      and governed by.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    range: AgreementName
    required: true
  agreementMinimumTransferAmount:
    name: agreementMinimumTransferAmount
    description: Specifies the collateral legal agreement minimum transfer amount
      in base currency.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    range: Money
  agreementThreshold:
    name: agreementThreshold
    description: Specifies the collateral legal agreement threshold amount in base
      currency.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    range: Money
  agreementRounding:
    name: agreementRounding
    description: Specifies the collateral legal agreement rounding in base currency.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    range: Money
  regMarginType:
    name: regMarginType
    description: Identifies margin type and if related regulatory mandate
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    range: RegMarginTypeEnum
    required: true
  regIMRole:
    name: regIMRole
    description: Indicates the role of the party in an regulatory initial margin call
      instruction (i.e Pledgor party or Secured party).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    range: RegIMRoleEnum
  baseCurrencyExposure:
    name: baseCurrencyExposure
    description: Represents the current mark to market value or IM calculation value
      of the trade portfolio as recorded by the principle (in base currency), to be
      referenced in a margin call.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    range: MarginCallExposure
  collateralPortfolio:
    name: collateralPortfolio
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: Represents attributes to define the details of collateral assets
      within a collateral portfolio to be used in margin call messaging and contribute
      to collateral balances e.g securities in a collateral account recorded by the
      principal as held or posted.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    - Collateral
    range: CollateralPortfolio
  independentAmountBalance:
    name: independentAmountBalance
    description: Represents additional credit support amount over and above mark to
      market value.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: MarginCallIssuance
    domain_of:
    - MarginCallBase
    range: CollateralBalance