BespokeCalculationTime
Type CDM 7.2.0A class to specify additional Calculation Time terms for the purposes of Initial Margin.
Extends —
Extended by —
Attributes 2
Namespace cdm.legaldocumentation.csa
Attributes
All 2 declared on BespokeCalculationTime. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| asCalculationAgent | boolean | 1..1 | If set to True, the Calculation Time for Initial Margin is the time as of which the Calculation Agent (IM) computes its end of day valuations of derivatives transactions. |
| bespokeCalculationTimeTerms | string | 0..1 | Additional Terms applicable to Calculation Time for Initial Margin. |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
AsCalculationAgentIm Condition
A data rule to enforce that the terms applicable to Calculation Time for Initial Margin should be specified when the computation time is not as per Calculation Agent.
if asCalculationAgent = True
then bespokeCalculationTimeTerms is absent BespokeCalculationTimeTerms Condition
A data rule to enforce that the Calculation Time for Initial Margin shouldn't be specified when the Control Agreement isn't deemed a Credit Support Document with respect to the party(ies).
if asCalculationAgent = False
then bespokeCalculationTimeTerms existsReferenced by
2 types hold a BespokeCalculationTime as an attribute.
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