.cdm-java.6.0.0-dev.82.source-code.cdm-event-common-MarginCallExposure.schema.json Maven / Gradle / Ivy

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{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.event.common",
  "type": "object",
  "title": "MarginCallExposure",
  "description": "Represents attributes required for mark to market value or IM calculation value of the trade portfolio as recorded by the principle (in base currency).",
  "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"
    },
    "overallExposure": {
      "description": "Represents the whole overall mark to market value or IM calculation value of the trade portfolio as recorded by the principle (in base currency).",
      "$ref": "cdm-event-common-Exposure.schema.json"
    },
    "simmIMExposure": {
      "description": "Represents Initial Margin (IM) exposure derived from ISDA SIMM calculation.",
      "$ref": "cdm-event-common-Exposure.schema.json"
    },
    "scheduleGridIMExposure": {
      "description": "Represents Initial Margin (IM) exposure derived from schedule or Grid calculation.",
      "$ref": "cdm-event-common-Exposure.schema.json"
    }
  },
  "required": [
    "overallExposure"
  ]
}