Static Data Management::Securities Data Management
Classe 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.

Attributi
<Primitive Type> Date Securities Valuation Date Securities Valuation Date

Date for which the valuation applies.

<Primitive Type> Integer Price Price

Price of the securities.

<<Entity>> <Class> Currency is given in is given in
<<Boundary>> <Class> Securities Position Valuation computes computes
<<Boundary>> <Class> Settlement Transaction prices prices
<<Entity>> <Class> Securities Valuation Party securities Valuation Party securities Valuation Party

Proprietà:

Is Abstractfalse
Is Activefalse
Is Leaffalse
NameSecurities Valuation
Namespace<Package> Securities Data Management
Owner<Package> Securities Data Management
Package<Package> Securities Data Management
Qualified NameT2S Data Model::Static Data Management::Securities Data Management::Securities Valuation
StereotypeEntity
VisibilityPublic

Dettagli attributo

 computes
Private <<Boundary>> <Class> Securities Position Valuation computes
Vincoli:
Proprietà:

AggregationNone
Association<Association> A_computes_is computed with
Class<<Entity>> <Class> Securities Valuation
Is Compositefalse
Is Derivedfalse
Is Derived Unionfalse
Is Leaffalse
Is Orderedfalse
Is Read Onlyfalse
Is Staticfalse
Is Uniquetrue
Lower0
Lower Value<Literal Integer> 0
Multiplicity*
Namecomputes
Namespace<<Entity>> <Class> Securities Valuation
Opposite<Property> is computed with : Securities Valuation
Owner<<Entity>> <Class> Securities Valuation
Qualified NameT2S Data Model::Static Data Management::Securities Data Management::Securities Valuation::computes
Type<<Boundary>> <Class> Securities Position Valuation
Upper*
Upper Value<Literal Unlimited Natural> *
VisibilityPrivate


 is given in
Private <<Entity>> <Class> Currency is given in
Vincoli:
Proprietà:

AggregationNone
Association<Association> A_is given in_securities Valuation
Class<<Entity>> <Class> Securities Valuation
Is Compositefalse
Is Derivedfalse
Is Derived Unionfalse
Is Leaffalse
Is Orderedfalse
Is Read Onlyfalse
Is Staticfalse
Is Uniquetrue
Lower1
Lower Value<Literal Integer> 1
Multiplicity1
Nameis given in
Namespace<<Entity>> <Class> Securities Valuation
Owner<<Entity>> <Class> Securities Valuation
Qualified NameT2S Data Model::Static Data Management::Securities Data Management::Securities Valuation::is given in
Type<<Entity>> <Class> Currency
Upper1
Upper Value<Literal Unlimited Natural> 1
VisibilityPrivate


 Price
Public <Primitive Type> Integer Price

Price of the securities.

Vincoli:
Proprietà:

AggregationNone
Class<<Entity>> <Class> Securities Valuation
Is Compositefalse
Is Derivedfalse
Is Derived Unionfalse
Is Leaffalse
Is Orderedfalse
Is Read Onlyfalse
Is Staticfalse
Is Uniquetrue
Lower1
Multiplicity1
NamePrice
Namespace<<Entity>> <Class> Securities Valuation
Owner<<Entity>> <Class> Securities Valuation
Qualified NameT2S Data Model::Static Data Management::Securities Data Management::Securities Valuation::Price
Type<Primitive Type> Integer
Upper1
VisibilityPublic


 prices
Private <<Boundary>> <Class> Settlement Transaction prices
Vincoli:
Proprietà:

AggregationNone
Association<Association> A_is priced with_prices
Class<<Entity>> <Class> Securities Valuation
Is Compositefalse
Is Derivedfalse
Is Derived Unionfalse
Is Leaffalse
Is Orderedfalse
Is Read Onlyfalse
Is Staticfalse
Is Uniquetrue
Lower0
Lower Value<Literal Integer> 0
Multiplicity*
Nameprices
Namespace<<Entity>> <Class> Securities Valuation
Opposite<Property> is priced with : Securities Valuation [0..*]
Owner<<Entity>> <Class> Securities Valuation
Qualified NameT2S Data Model::Static Data Management::Securities Data Management::Securities Valuation::prices
Type<<Boundary>> <Class> Settlement Transaction
Upper*
Upper Value<Literal Unlimited Natural> *
VisibilityPrivate


 Securities Valuation Date
Public <Primitive Type> Date Securities Valuation Date

Date for which the valuation applies.

Vincoli:
Proprietà:

AggregationNone
Class<<Entity>> <Class> Securities Valuation
Is Compositefalse
Is Derivedfalse
Is Derived Unionfalse
Is Leaffalse
Is Orderedfalse
Is Read Onlyfalse
Is Staticfalse
Is Uniquetrue
Lower1
Multiplicity1
NameSecurities Valuation Date
Namespace<<Entity>> <Class> Securities Valuation
Owner<<Entity>> <Class> Securities Valuation
Qualified NameT2S Data Model::Static Data Management::Securities Data Management::Securities Valuation::Securities Valuation Date
Type<Primitive Type> Date
Upper1
VisibilityPublic


 securities Valuation Party
Private <<Entity>> <Class> Securities Valuation Party securities Valuation Party
Vincoli:
Proprietà:

AggregationNone
Association<Association> A_securities Valuation Party_applies
Class<<Entity>> <Class> Securities Valuation
Is Compositefalse
Is Derivedfalse
Is Derived Unionfalse
Is Leaffalse
Is Orderedfalse
Is Read Onlyfalse
Is Staticfalse
Is Uniquetrue
Lower0
Lower Value<Literal Integer> 0
Multiplicity*
Namesecurities Valuation Party
Namespace<<Entity>> <Class> Securities Valuation
Opposite<Property> applies : Securities Valuation
Owner<<Entity>> <Class> Securities Valuation
Qualified NameT2S 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> *
VisibilityPrivate