StandardizedScheduleInitialMargin
Type CDM 7.2.0The model carries no description for this type.
Extends —
Extended by —
Attributes 2
Namespace cdm.margin.schedule
Attributes
All 2 declared on StandardizedScheduleInitialMargin. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| tradeInfo | StandardizedScheduleTradeInfo | 0..* | — |
| netInitialMargin | Money | 1..1 | — |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
NonNegativeNetInitialMargin Condition
Ensure net initial margin is non-negative
netInitialMargin -> value >= 0Functions
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 |
|---|---|---|
| GetNetInitialMarginFromExposure | returns | Computes the net initial margin, taking the gross initial margin result and the mark to market value for each trade in the portfolio. |
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