Skip to content

Class: SensitivityMethodologiesPartyElection

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

URI: common_domain_model:SensitivityMethodologiesPartyElection

 classDiagram
    class SensitivityMethodologiesPartyElection
    click SensitivityMethodologiesPartyElection href "../SensitivityMethodologiesPartyElection/"
      SensitivityMethodologiesPartyElection : party
        
          
    
        
        
        SensitivityMethodologiesPartyElection --> "1" CounterpartyRoleEnum : party
        click CounterpartyRoleEnum href "../CounterpartyRoleEnum/"
    

        
      SensitivityMethodologiesPartyElection : sensitivityToCommodity
        
          
    
        
        
        SensitivityMethodologiesPartyElection --> "1" SensitivityMethodology : sensitivityToCommodity
        click SensitivityMethodology href "../SensitivityMethodology/"
    

        
      SensitivityMethodologiesPartyElection : sensitivityToEquity
        
          
    
        
        
        SensitivityMethodologiesPartyElection --> "1" SensitivityToEquity : sensitivityToEquity
        click SensitivityToEquity href "../SensitivityToEquity/"
    

        
      
Name Cardinality and Range Description Inheritance
party 1
CounterpartyRoleEnum
The party to which the election applies direct
sensitivityToEquity 1
SensitivityToEquity
The methodology to compute sensitivities to equity indices, funds and ETFs fo… direct
sensitivityToCommodity 1
SensitivityMethodology
The methodology to compute sensitivities to commodity indices for the purpose… direct
used by used in type used
SensitivityMethodologies partyElection range SensitivityMethodologiesPartyElection
Mapping Type Mapped Value
self common_domain_model:SensitivityMethodologiesPartyElection
native common_domain_model:SensitivityMethodologiesPartyElection
name: SensitivityMethodologiesPartyElection
description: A class to specificy methodologies to compute sensitivities specific
to the agreement.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
party:
name: party
description: The party to which the election applies.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
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: CounterpartyRoleEnum
required: true
sensitivityToEquity:
name: sensitivityToEquity
description: The methodology to compute sensitivities to equity indices, funds
and ETFs for the purpose of Initial Margin agreements.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
rank: 1000
domain_of:
- SensitivityMethodologiesPartyElection
range: SensitivityToEquity
required: true
sensitivityToCommodity:
name: sensitivityToCommodity
description: The methodology to compute sensitivities to commodity indices for
the purpose of Initial Margin agreements.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
rank: 1000
domain_of:
- SensitivityMethodologiesPartyElection
range: SensitivityMethodology
required: true
name: SensitivityMethodologiesPartyElection
description: A class to specificy methodologies to compute sensitivities specific
to the agreement.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
party:
name: party
description: The party to which the election applies.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
owner: SensitivityMethodologiesPartyElection
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: CounterpartyRoleEnum
required: true
sensitivityToEquity:
name: sensitivityToEquity
description: The methodology to compute sensitivities to equity indices, funds
and ETFs for the purpose of Initial Margin agreements.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
rank: 1000
owner: SensitivityMethodologiesPartyElection
domain_of:
- SensitivityMethodologiesPartyElection
range: SensitivityToEquity
required: true
sensitivityToCommodity:
name: sensitivityToCommodity
description: The methodology to compute sensitivities to commodity indices for
the purpose of Initial Margin agreements.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
rank: 1000
owner: SensitivityMethodologiesPartyElection
domain_of:
- SensitivityMethodologiesPartyElection
range: SensitivityMethodology
required: true