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| Securities Data Management UML Documentation

Summary:Attributes Properties | Detail:Attributes

Static Data Management::Securities Data Management
Class Securities Valuation

This entity stores dirty prices for securities, with the haircut already deducted, for the valuation of securities positions for auto-collateralisation in T2S. Both NCBs and payment banks offering auto-collateralisation, provide prices for the securities each has identified as eligible for auto-collateralisation. {T2S.16.520}The Securities Valuation entity inherits a currency identifier attribute for the currency of the valuation price from the Currency entity. The entity also inherits a securities identifier attribute from the Securities entity to link a valuation price to the underlying security. Finally, each Securities Valuation is linked to all the parties applying the price, i.e. either a non-euro NCB or a payment bank, or to all the NCBs of the euro area in the case of Eurosystem collateral.

Attributes
<Primitive Type> Date | Securities Valuation Date | Date for which the valuation applies.
<Primitive Type> Integer | Price | Price of the securities.
<<Entity>> <Class> Currency | is given in |
<<Boundary>> <Class> Securities Position Valuation | computes |
<<Boundary>> <Class> Settlement Transaction | prices |
<<Entity>> <Class> Securities Valuation Party | securities Valuation Party |

Properties:

Is Abstract | false
Is Active | false
Is Leaf | false
Name | Securities Valuation
Namespace | <Package> Securities Data Management
Owner | <Package> Securities Data Management
Package | <Package> Securities Data Management
Qualified Name | T2S Data Model::Static Data Management::Securities Data Management::Securities Valuation
Stereotype | Entity
Visibility | Public

Attribute Details

computes

    Private <<Boundary>> <Class> Securities Position Valuation computes

Constraints:
Properties:

  Aggregation | None
  Association | <Association> A_computes_is computed with
  Class | <<Entity>> <Class> Securities Valuation
  Is Composite | false
  Is Derived | false
  Is Derived Union | false
  Is Leaf | false
  Is Ordered | false
  Is Read Only | false
  Is Static | false
  Is Unique | true
  Lower | 0
  Lower Value | <Literal Integer> 0
  Multiplicity | *
  Name | computes
  Namespace | <<Entity>> <Class> Securities Valuation
  Opposite | <Property> is computed with : Securities Valuation
  Owner | <<Entity>> <Class> Securities Valuation
  Qualified Name | T2S Data Model::Static Data Management::Securities Data Management::Securities Valuation::computes
  Type | <<Boundary>> <Class> Securities Position Valuation
  Upper | *
  Upper Value | <Literal Unlimited Natural> *
  Visibility | Private

is given in

    Private <<Entity>> <Class> Currency is given in

Constraints:
Properties:

  Aggregation | None
  Association | <Association> A_is given in_securities Valuation
  Class | <<Entity>> <Class> Securities Valuation
  Is Composite | false
  Is Derived | false
  Is Derived Union | false
  Is Leaf | false
  Is Ordered | false
  Is Read Only | false
  Is Static | false
  Is Unique | true
  Lower | 1
  Lower Value | <Literal Integer> 1
  Multiplicity | 1
  Name | is given in
  Namespace | <<Entity>> <Class> Securities Valuation
  Owner | <<Entity>> <Class> Securities Valuation
  Qualified Name | T2S Data Model::Static Data Management::Securities Data Management::Securities Valuation::is given in
  Type | <<Entity>> <Class> Currency
  Upper | 1
  Upper Value | <Literal Unlimited Natural> 1
  Visibility | Private

Price

    Public <Primitive Type> Integer Price

  Price of the securities.

Constraints:
Properties:

  Aggregation | None
  Class | <<Entity>> <Class> Securities Valuation
  Is Composite | false
  Is Derived | false
  Is Derived Union | false
  Is Leaf | false
  Is Ordered | false
  Is Read Only | false
  Is Static | false
  Is Unique | true
  Lower | 1
  Multiplicity | 1
  Name | Price
  Namespace | <<Entity>> <Class> Securities Valuation
  Owner | <<Entity>> <Class> Securities Valuation
  Qualified Name | T2S Data Model::Static Data Management::Securities Data Management::Securities Valuation::Price
  Type | <Primitive Type> Integer
  Upper | 1
  Visibility | Public

prices

    Private <<Boundary>> <Class> Settlement Transaction prices

Constraints:
Properties:

  Aggregation | None
  Association | <Association> A_is priced with_prices
  Class | <<Entity>> <Class> Securities Valuation
  Is Composite | false
  Is Derived | false
  Is Derived Union | false
  Is Leaf | false
  Is Ordered | false
  Is Read Only | false
  Is Static | false
  Is Unique | true
  Lower | 0
  Lower Value | <Literal Integer> 0
  Multiplicity | *
  Name | prices
  Namespace | <<Entity>> <Class> Securities Valuation
  Opposite | <Property> is priced with : Securities Valuation [0..*]
  Owner | <<Entity>> <Class> Securities Valuation
  Qualified Name | T2S Data Model::Static Data Management::Securities Data Management::Securities Valuation::prices
  Type | <<Boundary>> <Class> Settlement Transaction
  Upper | *
  Upper Value | <Literal Unlimited Natural> *
  Visibility | Private

Securities Valuation Date

    Public <Primitive Type> Date Securities Valuation Date

  Date for which the valuation applies.

Constraints:
Properties:

  Aggregation | None
  Class | <<Entity>> <Class> Securities Valuation
  Is Composite | false
  Is Derived | false
  Is Derived Union | false
  Is Leaf | false
  Is Ordered | false
  Is Read Only | false
  Is Static | false
  Is Unique | true
  Lower | 1
  Multiplicity | 1
  Name | Securities Valuation Date
  Namespace | <<Entity>> <Class> Securities Valuation
  Owner | <<Entity>> <Class> Securities Valuation
  Qualified Name | T2S Data Model::Static Data Management::Securities Data Management::Securities Valuation::Securities Valuation Date
  Type | <Primitive Type> Date
  Upper | 1
  Visibility | Public

securities Valuation Party

    Private <<Entity>> <Class> Securities Valuation Party securities Valuation Party

Constraints:
Properties:

  Aggregation | None
  Association | <Association> A_securities Valuation Party_applies
  Class | <<Entity>> <Class> Securities Valuation
  Is Composite | false
  Is Derived | false
  Is Derived Union | false
  Is Leaf | false
  Is Ordered | false
  Is Read Only | false
  Is Static | false
  Is Unique | true
  Lower | 0
  Lower Value | <Literal Integer> 0
  Multiplicity | *
  Name | securities Valuation Party
  Namespace | <<Entity>> <Class> Securities Valuation
  Opposite | <Property> applies : Securities Valuation
  Owner | <<Entity>> <Class> Securities Valuation
  Qualified Name | T2S Data Model::Static Data Management::Securities Data Management::Securities Valuation::securities Valuation Party
  Type | <<Entity>> <Class> Securities Valuation Party
  Upper | *
  Upper Value | <Literal Unlimited Natural> *
  Visibility | Private

Overview | Top | Package | Element
| Securities Data Management UML Documentation

Summary:Attributes Properties | Detail:Attributes