CollateralInterestHandlingParameters
Type CDM 7.2.0Represents parameters that describe how calculated interest amounts are handled, i.e. are they transferred/distributed, or is the collateral balance adjusted, is netting done, and any other special handling.
Extends —
Extended by —
Attributes 15
Namespace cdm.product.collateral
Attributes
All 15 declared on CollateralInterestHandlingParameters. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| interestPaymentHandling | CollateralInterestHandlingEnum | 1..1 | Specifies how the collateral interest is to be handled. |
| paymentBusinessCenter | BusinessCenter | 0..* | Specifies applicable business centers for payments. |
| netPostedAndHeldInterest | boolean | 1..1 | Indicates whether to net Held and Posted Interest Payments (i.e. whether interest payable for a period can be netted with interest receivable). |
| netInterestWithMarginCalls | boolean | 1..1 | Indicates whether the interest amount may be offset against any margin call deliver or return amounts? (aka 'net payments' indicator). |
| includeAccrualInMarginCalc | boolean | 1..1 | Indicates whether or not to include the open interest accrual in the margin calculation. |
| accrueInterestOnUnsettledInterest | boolean | 0..1 | Indicates whether interest accruing on unsettled interest amount is included (continues to be accrued) in the following period. |
| onFullReturn | boolean | 1..1 | Indicates the option that accrued interest should be calculated and distributed when a full return of collateral occurs. |
| onPartialReturn | boolean | 1..1 | Indicates the option that accrued interest should be calculated and distributed when a partial return collateral occurs. |
| interestAmountApplication | InterestAmountApplication | 0..1 | The application of Interest Amount with respect to the Delivery Amount and the Return Amount. |
| interestRolloverLimit | NumberBound | 0..1 | Specifies the level below which the interest will be rolled over. |
| writeoffLimit | NumberBound | 0..1 | Specifies the level below which the interest will be written off; if omitted write-off is not applicable. |
| alternativeToInterestAmount | AlternativeToInterestAmountEnum | 0..1 | Specifies the alternative to interest amounts. |
| alternativeProvision | string | 0..1 | Specifies an alternative to interest amount, when the alternative provision clause is specified. |
| cutoffTime | time | 0..1 | Specifies the time of day that interest needs to be confirmed by. |
| notification | CollateralInterestNotification | 0..1 | Specifies the terms describing notification requirements. |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
Alternative Condition
if alternativeToInterestAmount = AlternativeToInterestAmountEnum -> Other
then alternativeProvision exists Alternative2 Condition
if alternativeToInterestAmount <> AlternativeToInterestAmountEnum -> Other
then alternativeProvision is absentReferenced by
1 type holds a CollateralInterestHandlingParameters as an attribute.
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