CalculationAndTimingVariationMargin
Type CDM 7.2.0Specification of the Calculation, Valuation and Timing terms specific to the Variation Margin Credit Support Annex.
Extends CalculationAndTimingBase
Extended by —
Attributes 5 (4 own)
Namespace cdm.legaldocumentation.csa
Attributes
4 declared on CalculationAndTimingVariationMargin, 1 inherited. Cardinality in amber is required.
| Name | Type | Card. | Description | From |
|---|---|---|---|---|
| notificationTime | NotificationTime | 1..1 | The time by which a demand for the Transfer of Eligible Credit Support (IM) or Posted Credit Support (IM) needs to be made in order for the transfer to take place in accordance with the Transfer Timing provisions. | CalculationAndTimingBase |
| valuationDate | CSAValuationDate | 1..1 | Details of the days on which calculations are to be made to determine the Delivery Amount and/or Return Amount. | — |
| valuationTime | ValuationTime | 1..1 | Specifies the time on which the value of collateral or exposure are calculated in accordance with the agreement. | — |
| valuationAgent | ValuationAgent | 1..1 | Details of the party valuating the collateral to be delivered or returned. | — |
| valuationDateLocation | ValuationCalculationDateLocation | 1..1 | The specified location where the credit exposure will be calculated by the respective parties. | — |
Referenced by
1 type holds a CalculationAndTimingVariationMargin as an attribute.
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