Skip to content
common-domain-model

Class: Substitution

A class to specify the conditions under which the Security Provider can substitute posted collateral. The details required for ‘Legacy’ agreements are substantially different to those required for newer agreements; where the agreement is a 1994 or 1995 CSA, or 1995 CSD, the legacyConsent attribute needs to be used which contains additional values beyond a simple true/false value.

URI: common_domain_model:Substitution

 classDiagram
    class Substitution
    click Substitution href "../Substitution/"
      Substitution : partyElection
        
          
    
        
        
        Substitution --> "*" SubstitutionPartyElection : partyElection
        click SubstitutionPartyElection href "../SubstitutionPartyElection/"

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
partyElection *
SubstitutionPartyElection		 Party specific elections for substitution of posted collateral direct

Usages

Section titled “Usages”
used by used in type used
CollateralTransferAgreementElections substitution range Substitution
CreditSupportAgreementElectionsBase substitution range Substitution
CreditSupportAgreementInitialMarginElections substitution range Substitution
CreditSupportAgreementLegacyElections substitution range Substitution
CreditSupportAgreementVariationMarginElections substitution range Substitution

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:Substitution
native common_domain_model:Substitution

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: Substitution
description: A class to specify the conditions under which the Security Provider can
  substitute posted collateral. The details required for 'Legacy' agreements are substantially
  different to those required for newer agreements; where the agreement is a 1994
  or 1995 CSA, or 1995 CSD, the legacyConsent attribute needs to be used which contains
  additional values beyond a simple true/false value.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  partyElection:
    name: partyElection
    description: Party specific elections for substitution of posted collateral.
    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: SubstitutionPartyElection
    multivalued: true
    maximum_cardinality: 2

Induced

Section titled “Induced”
name: Substitution
description: A class to specify the conditions under which the Security Provider can
  substitute posted collateral. The details required for 'Legacy' agreements are substantially
  different to those required for newer agreements; where the agreement is a 1994
  or 1995 CSA, or 1995 CSD, the legacyConsent attribute needs to be used which contains
  additional values beyond a simple true/false value.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  partyElection:
    name: partyElection
    description: Party specific elections for substitution of posted collateral.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    owner: Substitution
    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: SubstitutionPartyElection
    multivalued: true
    maximum_cardinality: 2