CollateralRounding
Type CDM 7.2.0A class to specify the rounding methodology applicable to the Delivery Amount and the Return Amount.
Extends —
Extended by —
Attributes 6
Namespace cdm.legaldocumentation.csa
Attributes
All 6 declared on CollateralRounding. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| deliveryAmount | number | 1..1 | The nearest integral multiple of Base Currency units to which the Delivery Amount will be rounded in accordance with the specified rounding direction. |
| deliveryDirection | RoundingModeEnum | 1..1 | The rounding rule applicable to the Delivery Amount (which can be (i) up to nearest; (ii) down to nearest). |
| returnAmount | number | 1..1 | The nearest integral multiple of Base Currency units to which the Return Amount will be rounded in accordance with the specified rounding direction. |
| returnDirection | RoundingModeEnum | 1..1 | The rounding rule applicable to the Return Amount (which can be (i) up to nearest; (ii) down to nearest). |
| currency | ISOCurrencyCodeEnum | 1..1 | The currency in which the Delivery Amount and Return Amount rounding amounts are specified. |
| other | string | 0..1 | Utilised where the clause data structure is not able to capture a material aspect of the clause. |
Referenced by
4 types hold a CollateralRounding as an attribute.
CreditSupportObligationsCollateralTransferAgreementCreditSupportObligationsInitialMarginCreditSupportObligationsLegacyCreditSupportObligationsVariationMargin
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 |
|---|---|---|
| ReturnAmount | takes | — |
| DeliveryAmount | takes | — |
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