Class: SensitivityMethodologies

A class to specificy methodologies to compute sensitivities specific to the agreement.

URI: common_domain_model:SensitivityMethodologies

 classDiagram
    class SensitivityMethodologies
    click SensitivityMethodologies href "../SensitivityMethodologies/"
      SensitivityMethodologies : partyElection
        
          
    
        
        
        SensitivityMethodologies --> "1..*" SensitivityMethodologiesPartyElection : partyElection
        click SensitivityMethodologiesPartyElection href "../SensitivityMethodologiesPartyElection/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
partyElection	1..* SensitivityMethodologiesPartyElection	Party specific elections for Sensitivity Methodology for Equity and Commoditi…	direct

Usages

used by	used in	type	used
CollateralTransferAgreementElections	sensitivityMethodologies	range	SensitivityMethodologies
CreditSupportAgreementInitialMarginElections	sensitivityMethodologies	range	SensitivityMethodologies

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: SensitivityMethodologies
description: A class to specificy methodologies to compute sensitivities specific
  to the agreement.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  partyElection:
    name: partyElection
    description: Party specific elections for Sensitivity Methodology for Equity and
      Commodities.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    domain_of:
    - AdditionalRepresentation
    - AddressesForTransfer
    - CSAIndependentAmount
    - CollateralManagementAgreement
    - ControlAgreement
    - Custodian
    - CustodianRisk
    - DemandsAndNotices
    - EligibleCreditSupport
    - ExposureScope
    - FrenchLawAddendum
    - HoldingAndUsingPostedCollateral
    - MinimumTransferAmount
    - PostingObligations
    - ProcessAgent
    - RecalculationOfValue
    - SecurityProviderRightsEvent
    - SensitivityMethodologies
    - SimmCalculationCurrency
    - SpecifiedConditionOrAccessCondition
    - SubstitutedRegime
    - Substitution
    - TerminationCurrencyAmendment
    - Threshold
    - ValuationCalculationDateLocation
    - AutomaticEarlyTermination
    - CreditEventUponMerger
    - IsdaAdditionalTerminationEvent
    - TerminationCurrencySelection
    - EventsOfDefault
    range: SensitivityMethodologiesPartyElection
    required: true
    multivalued: true
    minimum_cardinality: 2
    maximum_cardinality: 2

Induced

name: SensitivityMethodologies
description: A class to specificy methodologies to compute sensitivities specific
  to the agreement.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  partyElection:
    name: partyElection
    description: Party specific elections for Sensitivity Methodology for Equity and
      Commodities.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    owner: SensitivityMethodologies
    domain_of:
    - AdditionalRepresentation
    - AddressesForTransfer
    - CSAIndependentAmount
    - CollateralManagementAgreement
    - ControlAgreement
    - Custodian
    - CustodianRisk
    - DemandsAndNotices
    - EligibleCreditSupport
    - ExposureScope
    - FrenchLawAddendum
    - HoldingAndUsingPostedCollateral
    - MinimumTransferAmount
    - PostingObligations
    - ProcessAgent
    - RecalculationOfValue
    - SecurityProviderRightsEvent
    - SensitivityMethodologies
    - SimmCalculationCurrency
    - SpecifiedConditionOrAccessCondition
    - SubstitutedRegime
    - Substitution
    - TerminationCurrencyAmendment
    - Threshold
    - ValuationCalculationDateLocation
    - AutomaticEarlyTermination
    - CreditEventUponMerger
    - IsdaAdditionalTerminationEvent
    - TerminationCurrencySelection
    - EventsOfDefault
    range: SensitivityMethodologiesPartyElection
    required: true
    multivalued: true
    minimum_cardinality: 2
    maximum_cardinality: 2