| Securities Data Management Documentazione UML |
Riepilogo:AttributiProprietà | Dettagli:Attributi |
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 | ![]() | |
<Primitive Type> Integer | ![]() | |
<<Entity>> <Class> Currency | ![]() | |
<<Boundary>> <Class> Securities Position Valuation | ![]() | |
<<Boundary>> <Class> Settlement Transaction | ![]() | |
<<Entity>> <Class> Securities Valuation Party | ![]() |
Proprietà:
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 |
Dettagli attributo |
Private <<Boundary>> <Class> Securities Position Valuation computes
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 |
Private <<Entity>> <Class> Currency is given in
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 |
Public <Primitive Type> Integer Price
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 |
Private <<Boundary>> <Class> Settlement Transaction prices
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 |
Public <Primitive Type> Date Securities Valuation Date
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 |
Private <<Entity>> <Class> Securities Valuation Party securities Valuation Party
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 |
| Securities Data Management Documentazione UML |
Riepilogo:AttributiProprietà | Dettagli:Attributi |