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common-domain-model

Slot: fxHaircut

The alternative definition for FX haircut percentage that applies to each party and item of Eligible Collateral unless this item is denominated in a Major Currency or in the Base Currency.

URI: common_domain_model:fxHaircut

Applicable Classes

Section titled “Applicable Classes”
Name Description Modifies Slot
CreditSupportObligationsVariationMargin Specification of the Credit Support Obligations applicable to the Variation M… no

Properties

Section titled “Properties”

Type and Range

Section titled “Type and Range”
Property Value
Range string
Domain Of CreditSupportObligationsVariationMargin

Slot Characteristics

Section titled “Slot Characteristics”
Property Value
Owner CreditSupportObligationsVariationMargin

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Annotations

Section titled “Annotations”
property value
doc_reference ISDA CSA_VM_2016 paragraph 13 clause (c)(v)(B) name FX Haircut Percentage

Schema Source

Section titled “Schema Source”

Mappings

Section titled “Mappings”
Mapping Type Mapped Value
self common_domain_model:fxHaircut
native common_domain_model:fxHaircut

LinkML Source

Section titled “LinkML Source”
name: fxHaircut
annotations:
  doc_reference:
    tag: doc_reference
    value: ISDA CSA_VM_2016 paragraph 13 clause (c)(v)(B) name FX Haircut Percentage
description: The alternative definition for FX haircut percentage that applies to
  each party and item of Eligible Collateral unless this item is denominated in a
  Major Currency or in the Base Currency.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: CreditSupportObligationsVariationMargin
domain_of:
- CreditSupportObligationsVariationMargin
range: string