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@regnosys-ops regnosys-ops released this 05 Dec 16:53
7.0.0-dev.62
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Legal Agreements - High-level refactoring of CSA and CTA Elections

Background

This contribution enhances the Legal Agreements in CDM. Members of the Legal Agreement Working Group have approved the changes below as it streamlines this part of the model and reduces validation errors while improving data integrity and enforcement of conditions and cardinality.

What is being released?

  1. Refactoring CreditSupportAgreementElections into CreditSupportAgreementElectionsBase, CreditSupportAgreementInitialMarginElections, CreditSupportAgreementVariationMarginElections and CreditSupportAgreementLegacyElections. These new types extend the base type.
  2. Refactoring CreditSupportObligations into CreditSupportObligationsBase, CreditSupportObligationsInitialMargin, CreditSupportObligationsVariationMargin, CreditSupportObligationsCollateralTransferAgreement and CreditSupportObligationsLegacy. These new types extend the base type.
  3. Refactoring CalculationandTiming into CalculationandTimingBase, CalculationAndTimingInitialMargin, CalculationAndTimingVariationMargin, CalculationAndTimingCollateralTransferAgreement and CalculationandTimingLegacy. These new types extend the base type.
  4. Updates to cardinality and descriptions.

Review Directions

Changes can be reviewed in PR: #4215

Legal Agreements - High-Level CSA and CTA Refactoring Clause Updates

Background

This contribution enhances Legal Agreements in CDM. Members of the Legal Agreement Working Group have approved the changes below as it streamlines this part of the model and reduces validation errors while improving data integrity and enforcement of conditions and cardinality.

What is being released?

  • SpecifiedCondition and AccessCondition merged into same structure.
  • Updated description for CalculationAgentTerms.
  • Updated description for CustodyArrangements and cardinality for CustodianEvent.
  • Updated docReference and description for NotificationTime.
  • Updated description for OtherAgreements.
  • Moved value into OtherEligibleandPostedSupport.
  • Updated cardinality for TerminationCurrencyElection.
  • Updated cardinalities within CoveredTransactions.
  • Updated cardinality for ThresholdElection.
  • Updated cardinality for MTAElection.
  • Removed CSADatedasofDate and CSAMadeOn date (as they are already covered) and renamed type to MasterAgreementDatedAsOfDate.
  • LegacyDeliveryAmount and LegacyReturnAmount are renamed to DeliveryAmount and ReturnAmount.
  • Updated description for ValuationAgent.
  • Type name and Enum name updates.

Review Directions

Changes can be reviewed in PR: #4216

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