CollateralPortfolio
Type CDM 7.2.0Represents common attributes to define the details of collateral assets, to be used in margin call messaging and contribute to collateral balances e.g securities in a collateral account.
Extends —
Extended by —
Attributes 4
Namespace cdm.event.common
Attributes
All 4 declared on CollateralPortfolio. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| portfolioIdentifier | Identifier | 0..1 | Specifies a unique identifier for a set of collateral positions in a portfolio. |
| collateralPosition | CollateralPosition | 0..* | Specifies the individual components of the collateral positions in the collateral portfolio. |
| collateralBalance | CollateralBalance | 0..* | Represents the populated or calculated collateral aggregate balance amount for the collateral portfolio. |
| legalAgreement | LegalAgreement | 0..1 | The specification of a legal agreement between two parties governing the collateral relationship such as Credit Support Agreement or Collateral Transfer Agreement etc. (NB: this can be provided by reference to a global key for each LegalAgreement object). |
Referenced by
2 types hold a CollateralPortfolio as an attribute.
Functions
Model functions that produce or consume this type. These are the CDM's own behaviour — the logic a correct implementation has to match.
| Function | Role | Description |
|---|---|---|
| Create_SubstitutionPrimitiveInstruction | takes | Creates the primitive instructions for a substitution of collateral by replacing the assetpayout of the trade. |
| Create_SubstitutionInstruction | takes | Creates the terms change instruction that updates the payout with the new substitution payout. |
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