FxHaircutCurrency
Type CDM 7.2.0A class to specify the reference currency for the purpose of specifying the FX Haircut relating to a posting obligation, as being either the Termination Currency or an FX Designated Currency.
Extends —
Extended by —
Attributes 2
Namespace cdm.legaldocumentation.csa
Attributes
All 2 declared on FxHaircutCurrency. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| isTerminationCurrency | boolean | 1..1 | The reference currency for the purpose of specifying the FX Haircut relating to a posting obligation is the Termination Currency when the Boolean value is set to True. |
| fxDesignatedCurrency | string | 0..1 | When specified, the reference currency for the purpose of specifying the FX Haircut relating to a posting obligation. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes. |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
TerminationCurrency Condition
The FX Designated Currency shouldn't be specified when the reference currency for the purpose of specifying the FX Haircut relating to a posting obligation is specified as the Termination Currency.
if isTerminationCurrency = True
then fxDesignatedCurrency is absent FxDesignatedCurrency Condition
The FX Designated Currency should be specified when the reference currency for the purpose of specifying the FX Haircut relating to a posting obligation is specified as not being the Termination Currency.
if isTerminationCurrency = False
then fxDesignatedCurrency existsReferenced by
3 types hold a FxHaircutCurrency as an attribute.
CollateralTransferAgreementElectionsCreditSupportAgreementInitialMarginElectionsCreditSupportAgreementVariationMarginElections
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