Entity to capture the calculable and queryable methods and practices of determining and transferring collateral to a counterparty as part of margining of transactions. These typically come from a particular ISDA agreement that is in place between the two counterparties.
| Name | Type | Description | Notes |
|---|---|---|---|
| reference_currency | str | The base, or reference, currency against which MtM value and exposure should be calculated and in which the CSA parameters are defined if the currency is not otherwise explicitly stated. | |
| collateral_currencies | List[str] | The set of currencies within which it is acceptable to post cash collateral. | |
| isda_agreement_version | str | The transactions will take place with reference to a particular ISDA master agreement. This will likely be either the ISDA 1992 or ISDA 2002 agremeents or ISDA close-out 2009. | |
| margin_call_frequency | str | The tenor, e.g. daily (1D) or biweekly (2W), at which frequency a margin call will be made, calculations made and money transferred to readjust. The calculation might also require a specific time for valuation and notification. | |
| valuation_agent | str | Are the calculations performed by the institutions's counterparty or the institution trading with them. | |
| threshold_amount | float | At what level of exposure does collateral need to be posted. Will typically be zero for banks. Should be stated in reference currency | |
| rounding_decimal_places | int | Where a calculation needs to be rounded to a specific number of decimal places, this states the number that that requires. | |
| initial_margin_amount | float | The initial margin that is required. In the reference currency | |
| minimum_transfer_amount | float | The minimum amount, in the reference currency, that must be transferred when required. | |
| id | ResourceId |
from lusid.models.credit_support_annex import CreditSupportAnnex
# TODO update the JSON string below
json = "{}"
# create an instance of CreditSupportAnnex from a JSON string
credit_support_annex_instance = CreditSupportAnnex.from_json(json)
# print the JSON string representation of the object
print CreditSupportAnnex.to_json()
# convert the object into a dict
credit_support_annex_dict = credit_support_annex_instance.to_dict()
# create an instance of CreditSupportAnnex from a dict
credit_support_annex_form_dict = credit_support_annex.from_dict(credit_support_annex_dict)