.cdm-java.6.0.0-dev.72.source-code.cdm-event-common-MarginCallBase.schema.json Maven / Gradle / Ivy
{
"$schema": "http://json-schema.org/draft-04/schema#",
"$anchor": "cdm.event.common",
"type": "object",
"title": "MarginCallBase",
"description": "Represents common attributes required for Issuance and Response to a Margin Call action as a result of a demand for delivery or return of collateral determined under a legal agreement such as a credit support document or equivalent.",
"properties": {
"instructionType": {
"description": "Identifies the enumeration values to specify the call notification type, direction, specific action type.",
"$ref": "cdm-event-common-MarginCallInstructionType.schema.json"
},
"party": {
"description": "Represents the parties to the margin call. The cardinality is optional to address the case where both parties of the event are specified and a third party if applicable.",
"type": "array",
"items": {
"$ref": "cdm-base-staticdata-party-Party.schema.json"
},
"minItems": 0
},
"partyRole": {
"description": "Represents the role each specified party takes in the margin call. further to the principal roles, payer and receiver.",
"type": "array",
"items": {
"$ref": "cdm-base-staticdata-party-PartyRole.schema.json"
},
"minItems": 0
},
"clearingBroker": {
"description": "Indicates the name of the Clearing Broker FCM/DCM.",
"$ref": "cdm-base-staticdata-party-Party.schema.json"
},
"callIdentifier": {
"description": "Represents a unique Identifier for a margin call message, that can be referenced throughout all points of the process.",
"$ref": "cdm-base-staticdata-identifier-Identifier.schema.json"
},
"callAgreementType": {
"description": "Specifies the legal agreement type the margin call is generated from and governed by.",
"$ref": "cdm-legaldocumentation-common-AgreementName.schema.json"
},
"agreementMinimumTransferAmount": {
"description": "Specifies the collateral legal agreement minimum transfer amount in base currency.",
"$ref": "cdm-observable-asset-Money.schema.json"
},
"agreementThreshold": {
"description": "Specifies the collateral legal agreement threshold amount in base currency.",
"$ref": "cdm-observable-asset-Money.schema.json"
},
"agreementRounding": {
"description": "Specifies the collateral legal agreement rounding in base currency.",
"$ref": "cdm-observable-asset-Money.schema.json"
},
"regMarginType": {
"description": "Identifies margin type and if related regulatory mandate",
"$ref": "cdm-event-common-RegMarginTypeEnum.schema.json"
},
"regIMRole": {
"description": "Indicates the role of the party in an regulatory initial margin call instruction (i.e Pledgor party or Secured party).",
"$ref": "cdm-event-common-RegIMRoleEnum.schema.json"
},
"baseCurrencyExposure": {
"description": "Represents the current mark to market value or IM calculation value of the trade portfolio as recorded by the principle (in base currency), to be referenced in a margin call.",
"$ref": "cdm-event-common-MarginCallExposure.schema.json"
},
"collateralPortfolio": {
"description": "Represents attributes to define the details of collateral assets within a collateral portfolio to be used in margin call messaging and contribute to collateral balances e.g securities in a collateral account recorded by the principal as held or posted.",
"$ref": "cdm-event-common-metafields-ReferenceWithMetaCollateralPortfolio.schema.json"
},
"independentAmountBalance": {
"description": "Represents additional credit support amount over and above mark to market value.",
"$ref": "cdm-event-common-CollateralBalance.schema.json"
}
},
"required": [
"instructionType",
"callAgreementType",
"regMarginType"
]
}
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