InterestPaymentStatementV03

colr.015.001.03

Scope This message is sent by either the collateral giver or its collateral manager to the collateral taker or its collateral manager. It is used to report the interest amounts calculated based on the effective posted collateral amount, over a specific period of time agreed by both parties.

The message definition is intended for use with the ISO20022 Business Application Header.

Usage The InterestPaymentStatement message is used for reporting the interest per period on collateral held.

Message Construction

Every ISO20022 message has at the highest level what we call ‘building blocks’. Because the message is constructed as immutable records, the association is by composition. Below you can see the relationship between the message and its constituent building blocks: For comparison, see the ISO20022 official specification

classDiagram
     direction LR
%% InterestPaymentStatementV03 recursion level 0 with max 0
class InterestPaymentStatementV03{
    TransactionIdentification IsoMax35Text
}
InterestPaymentStatementV03 *-- "0..1" Agreement2 : Agreement
InterestPaymentStatementV03 *-- "1..1" Obligation3 : Obligation
InterestPaymentStatementV03 *-- "1..1" Statement32 : StatementParameters
InterestPaymentStatementV03 *-- "0..1" Pagination : Pagination
InterestPaymentStatementV03 *-- "1..1" InterestStatement3 : InterestStatement
InterestPaymentStatementV03 *-- "0..1" SupplementaryData1 : SupplementaryData
  

Now, we will zero-in one-by-one on each of these building blocks.

TransactionIdentification building block

Unambiguous identification of the transaction as know by the instructing party. Specifies a character string with a maximum length of 35 characters. For comparison, see the ISO20022 official specification This message is declared as Max35Text in the ISO specification. In our implementation, it is represented in source code as IsoMax35Text. Due to global using directives, it is treated as a System.String by the compiler and runtime.

Agreement building block

Agreement details for the over the counter market. Agreement details for the over the counter market. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% Agreement2 recursion level 0 with max 1
class Agreement2{
    AgreementDetails IsoMax140Text
    AgreementIdentification IsoMax140Text
    AgreementDate IsoISODate
    BaseCurrency CurrencyCode
}
Agreement2 *-- "0..1" IAgreementFramework1Choice : AgreementFramework
%% IAgreementFramework1Choice recursion level 1 with max 1
  

Agreement2 members

Obligation building block

Provides information like the identification of the party or parties associated with the collateral agreement, the exposure type and the valuation date. Provides information like the identification of the party or parties associated with the collateral agreement, the exposure type and the valuation date. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% Obligation3 recursion level 0 with max 1
class Obligation3{
    ExposureType ExposureType5Code
}
Obligation3 *-- "1..1" IPartyIdentification33Choice : PartyA
Obligation3 *-- "0..1" IPartyIdentification33Choice : ServicingPartyA
Obligation3 *-- "1..1" IPartyIdentification33Choice : PartyB
Obligation3 *-- "0..1" IPartyIdentification33Choice : ServicingPartyB
Obligation3 *-- "0..1" CollateralAccount1 : CollateralAccountIdentification
Obligation3 *-- "1..1" IDateAndDateTimeChoice : ValuationDate
%% IPartyIdentification33Choice recursion level 1 with max 1
%% IPartyIdentification33Choice recursion level 1 with max 1
%% IPartyIdentification33Choice recursion level 1 with max 1
%% IPartyIdentification33Choice recursion level 1 with max 1
%% CollateralAccount1 recursion level 1 with max 1
class CollateralAccount1{
    Identification IsoMax35Text
    Name IsoMax70Text
}
CollateralAccount1 *-- "0..1" ICollateralAccountIdentificationType1Choice : Type
%% IDateAndDateTimeChoice recursion level 1 with max 1
  

Obligation3 members

StatementParameters building block

Provides general information on the report such as the statement identification. Characteristics of the statement. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% Statement32 recursion level 0 with max 1
class Statement32{
    StatementIdentification IsoMax35Text
    ActivityIndicator IsoYesNoIndicator
    Frequency Frequency1Code
}
Statement32 *-- "1..1" IDateAndDateTimeChoice : StatementDateTime
%% IDateAndDateTimeChoice recursion level 1 with max 1
  

Statement32 members

Pagination building block

Page number of the message (within a statement) and continuation indicator to indicate that the statement is to continue or that the message is the last page of the statement. Number used to sequence pages when it is not possible for data to be conveyed in a single message and the data has to be split across several pages (messages). For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% Pagination recursion level 0 with max 1
class Pagination{
    PageNumber IsoMax5NumericText
    LastPageIndicator IsoYesNoIndicator
}
  

Pagination members

InterestStatement building block

Provides details on the interest statement. Provides details on the interest statement. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% InterestStatement3 recursion level 0 with max 1
class InterestStatement3{
    TotalInterestAmountDueToA IsoActiveCurrencyAndAmount
    TotalInterestAmountDueToB IsoActiveCurrencyAndAmount
    ValueDate IsoISODate
    InterestPaymentRequestIdentification IsoMax35Text
}
InterestStatement3 *-- "1..1" DatePeriodDetails : InterestPeriod
InterestStatement3 *-- "0..0" InterestCalculation3 : InterestCalculation
%% DatePeriodDetails recursion level 1 with max 1
class DatePeriodDetails{
    FromDate IsoISODate
    ToDate IsoISODate
}
%% InterestCalculation3 recursion level 1 with max 1
class InterestCalculation3{
    CalculationDate IsoISODate
    NumberOfDays IsoNumber
    EffectiveRate IsoPercentageRate
    InterestRate IsoPercentageRate
    Spread IsoPercentageRate
    AggregatedInterestAmount IsoActiveCurrencyAndAmount
}
InterestCalculation3 *-- "0..1" AccountIdentification26 : CollateralAccountIdentification
InterestCalculation3 *-- "1..1" AmountAndDirection20 : EffectivePrincipalAmount
InterestCalculation3 *-- "0..1" AmountAndDirection20 : PrincipalAmount
InterestCalculation3 *-- "0..1" AmountAndDirection20 : MovementAmount
InterestCalculation3 *-- "1..1" AmountAndDirection20 : AccruedInterestAmount
  

InterestStatement3 members

SupplementaryData building block

Additional information that can not be captured in the structured fields and/or any other specific block. Additional information that can not be captured in the structured fields and/or any other specific block. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% SupplementaryData1 recursion level 0 with max 1
class SupplementaryData1{
    PlaceAndName IsoMax350Text
}
SupplementaryData1 *-- "1..1" IsoSupplementaryDataEnvelope1 : Envelope
%% IsoSupplementaryDataEnvelope1 recursion level 1 with max 1
  

SupplementaryData1 members

Extensibility and generalization considerations

To facilitate generalized design patterns in the system, the InterestPaymentStatementV03 implementation follows a specific implementaiton pattern. First of all, InterestPaymentStatementV03 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, InterestPaymentStatementV03Document implements IOuterDocument. Because InterestPaymentStatementV03 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type InterestPaymentStatementV03.

classDiagram
    class IOuterRecord
    InterestPaymentStatementV03 --|> IOuterRecord : Implements
    InterestPaymentStatementV03Document --|> IOuterDocument~InterestPaymentStatementV03~ : Implements
    class IOuterDocument~InterestPaymentStatementV03~ {
        InterestPaymentStatementV03 Message
     }
  

Document wrapper for serialization

The only real purpose InterestPaymentStatementV03Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:colr.015.001.03’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using InterestPaymentStatementV03.ToDocument() method. The returned InterestPaymentStatementV03Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    InterestPaymentStatementV03Document *-- InterestPaymentStatementV03 : Document
  

Sample of message format

This is an abbreviated version of what the message should look like.

<Document xmlns="urn:iso:std:iso:20022:tech:xsd:colr.015.001.03">
    <IntrstPmtStmt>
        <TxId>
            <!-- TransactionIdentification inner content -->
        </TxId>
        <Agrmt>
            <!-- Agreement inner content -->
        </Agrmt>
        <Oblgtn>
            <!-- Obligation inner content -->
        </Oblgtn>
        <StmtParams>
            <!-- StatementParameters inner content -->
        </StmtParams>
        <Pgntn>
            <!-- Pagination inner content -->
        </Pgntn>
        <IntrstStmt>
            <!-- InterestStatement inner content -->
        </IntrstStmt>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </IntrstPmtStmt>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_7gWa8VnNEeSPgY23yCMQSQ"
  nextVersions="_CRyfkYFsEeWtPe6Crjmeug"
  name="InterestPaymentStatementV03"
  definition="Scope&#xD;&#xA;This message is sent by either the collateral giver or its collateral manager to the collateral taker or its collateral manager. It is used to report the interest amounts calculated based on the effective posted collateral amount, over a specific period of time agreed by both parties.&#xD;&#xA;&#xD;&#xA;The message definition is intended for use with the ISO20022 Business Application Header.&#xD;&#xA;&#xD;&#xA;Usage&#xD;&#xA;The InterestPaymentStatement message is used for reporting the interest per period on collateral held."
  registrationStatus="Registered"
  messageSet="_urpIICeJEeOCeO5e7islRQ"
  xmlTag="IntrstPmtStmt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_7gWa81nNEeSPgY23yCMQSQ"
    nextVersions="_CRyfk4FsEeWtPe6Crjmeug"
    name="TransactionIdentification"
    definition="Unambiguous identification of the transaction as know by the instructing party."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TxId"
    simpleType="_YW1tKdp-Ed-ak6NoX_4Aeg_1913463446" />
  <messageBuildingBlock
    xmi:id="_7gWa9VnNEeSPgY23yCMQSQ"
    nextVersions="_CRyflYFsEeWtPe6Crjmeug"
    name="Agreement"
    definition="Agreement details for the over the counter market."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="Agrmt"
    complexType="_Un-Otdp-Ed-ak6NoX_4Aeg_-902133760" />
  <messageBuildingBlock
    xmi:id="_8jVMoGNqEeSIWbZ6by9dnA"
    nextVersions="_CRyfl4FsEeWtPe6Crjmeug"
    name="Obligation"
    definition="Provides information like the identification of the party or parties associated with the collateral agreement, the exposure type and the valuation date."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="Oblgtn"
    complexType="_cSBe4WNeEeSLD8nyfZcLzQ" />
  <messageBuildingBlock
    xmi:id="_7gWa_1nNEeSPgY23yCMQSQ"
    nextVersions="_CRyfmYFsEeWtPe6Crjmeug"
    name="StatementParameters"
    definition="Provides general information on the report such as the statement identification."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="StmtParams"
    complexType="_QkZEgNp-Ed-ak6NoX_4Aeg_-430319811" />
  <messageBuildingBlock
    xmi:id="_7gWbAVnNEeSPgY23yCMQSQ"
    nextVersions="_CRyfm4FsEeWtPe6Crjmeug"
    name="Pagination"
    definition="Page number of the message (within a statement) and continuation indicator to indicate that the statement is to continue or that the message is the last page of the statement."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="Pgntn"
    complexType="_Q65gBdp-Ed-ak6NoX_4Aeg_-21330104" />
  <messageBuildingBlock
    xmi:id="_7gWbA1nNEeSPgY23yCMQSQ"
    nextVersions="_CRyfnYFsEeWtPe6Crjmeug"
    name="InterestStatement"
    definition="Provides details on the interest statement."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="IntrstStmt"
    complexType="_Rvb0MWjgEeSwb7MzI8qnfQ" />
  <messageBuildingBlock
    xmi:id="_7gWbBVnNEeSPgY23yCMQSQ"
    nextVersions="_CRyfn4FsEeWtPe6Crjmeug"
    name="SupplementaryData"
    definition="Additional information that can not be captured in the structured fields and/or any other specific block."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="SplmtryData"
    complexType="_Qn0zC9p-Ed-ak6NoX_4Aeg_468227563" />
  <messageDefinitionIdentifier
    businessArea="colr"
    messageFunctionality="015"
    flavour="001"
    version="03" />
</messageDefinition>

ISO Building Blocks

The following items are used as building blocks to construct this message.