Utility.Collateral.App.Types

Data Types

data CollateralPosition

A pledged collateral position.

CollateralPosition

Field	Type	Description
pledgor	Party	The party for the pledgor.
securedParty	Party	The party for the secured party.
instrument	InstrumentId	The collateral instrument identifier.
amount	Decimal	The pledged amount.

data EligibilitySchedule

An eligibility schedule, i.e. the set of eligible collateral instruments for a specific Collateral Agreement.

EligibilitySchedule

Field	Type	Description
eligibleInstruments	[EligibleInstrument]	Eligible instruments.

data EligibleInstrument

An eligible collateral instrument and the corresponding haircut. We do not use InstrumentId directly for extensibility. We might add e.g. haircuts in a future iteration of the app. InstrumentId is fixed by the standard.

EligibleInstrument

Field	Type	Description
instrument	InstrumentId	Instrument identifier.

data InstrumentQuantity

Data type representing a position on an Instrument.

InstrumentQuantity

Field	Type	Description
instrument	InstrumentId	Instrument identifier.
amount	Decimal	Amount.

data Terms

Terms of a Collateral Agreement. This is the subset of terms of the relevant Credit Support Annex (CSA) that is relevant for on-ledger workflows.

Terms

Field	Type	Description
eligibleCollateral	EligibilitySchedule	The set of eligible collateral instruments.