| 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 | ||
| <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 <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 | <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 |