InterestPaymentStatementV05

colr.015.001.05

Scope The InterestPaymentStatement 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
%% InterestPaymentStatementV05 recursion level 0 with max 0
class InterestPaymentStatementV05{
    TransactionIdentification IsoMax35Text
}
InterestPaymentStatementV05 *-- "0..1" Agreement4 : Agreement
InterestPaymentStatementV05 *-- "1..1" Obligation9 : Obligation
InterestPaymentStatementV05 *-- "1..1" Statement85 : StatementParameters
InterestPaymentStatementV05 *-- "0..1" Pagination1 : Pagination
InterestPaymentStatementV05 *-- "1..1" InterestStatement5 : InterestStatement
InterestPaymentStatementV05 *-- "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
%% Agreement4 recursion level 0 with max 1
class Agreement4{
    AgreementDetails IsoMax140Text
    AgreementIdentification IsoMax140Text
    AgreementDate IsoISODate
    BaseCurrency ActiveCurrencyCode
}
Agreement4 *-- "0..1" IAgreementFramework1Choice : AgreementFramework
%% IAgreementFramework1Choice recursion level 1 with max 1
  

Agreement4 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
%% Obligation9 recursion level 0 with max 1
class Obligation9{
    ExposureType ExposureType11Code
}
Obligation9 *-- "1..1" IPartyIdentification178Choice : PartyA
Obligation9 *-- "0..1" IPartyIdentification178Choice : ServicingPartyA
Obligation9 *-- "1..1" IPartyIdentification178Choice : PartyB
Obligation9 *-- "0..1" IPartyIdentification178Choice : ServicingPartyB
Obligation9 *-- "0..1" CollateralAccount3 : CollateralAccountIdentification
Obligation9 *-- "0..1" BlockChainAddressWallet5 : BlockChainAddressOrWallet
Obligation9 *-- "1..1" IDateAndDateTime2Choice : ValuationDate
%% IPartyIdentification178Choice recursion level 1 with max 1
%% IPartyIdentification178Choice recursion level 1 with max 1
%% IPartyIdentification178Choice recursion level 1 with max 1
%% IPartyIdentification178Choice recursion level 1 with max 1
%% CollateralAccount3 recursion level 1 with max 1
class CollateralAccount3{
    Identification IsoMax35Text
    Name IsoMax70Text
}
CollateralAccount3 *-- "0..1" ICollateralAccountIdentificationType3Choice : Type
%% BlockChainAddressWallet5 recursion level 1 with max 1
class BlockChainAddressWallet5{
    Identification IsoMax140Text
    Name IsoMax70Text
}
BlockChainAddressWallet5 *-- "0..1" ICollateralAccountIdentificationType3Choice : Type
%% IDateAndDateTime2Choice recursion level 1 with max 1
  

Obligation9 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
%% Statement85 recursion level 0 with max 1
class Statement85{
    StatementIdentification IsoMax35Text
    ActivityIndicator IsoYesNoIndicator
    Frequency Frequency1Code
}
Statement85 *-- "1..1" IDateAndDateTime2Choice : StatementDateTime
%% IDateAndDateTime2Choice recursion level 1 with max 1
  

Statement85 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
%% Pagination1 recursion level 0 with max 1
class Pagination1{
    PageNumber IsoMax5NumericText
    LastPageIndicator IsoYesNoIndicator
}
  

Pagination1 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
%% InterestStatement5 recursion level 0 with max 1
class InterestStatement5{
    TotalInterestAmountDueToA IsoActiveCurrencyAndAmount
    TotalInterestAmountDueToB IsoActiveCurrencyAndAmount
    ValueDate IsoISODate
    InterestPaymentRequestIdentification IsoMax35Text
}
InterestStatement5 *-- "1..1" DatePeriod2 : InterestPeriod
InterestStatement5 *-- "0..0" InterestCalculation5 : InterestCalculation
%% DatePeriod2 recursion level 1 with max 1
class DatePeriod2{
    FromDate IsoISODate
    ToDate IsoISODate
}
%% InterestCalculation5 recursion level 1 with max 1
class InterestCalculation5{
    CalculationDate IsoISODate
    NumberOfDays IsoNumber
    EffectiveRate IsoPercentageRate
    InterestRate IsoPercentageRate
    Spread IsoPercentageRate
    AggregatedInterestAmount IsoActiveCurrencyAndAmount
}
InterestCalculation5 *-- "0..1" CollateralAccount3 : CollateralAccountIdentification
InterestCalculation5 *-- "0..1" BlockChainAddressWallet5 : BlockChainAddressOrWallet
InterestCalculation5 *-- "1..1" AmountAndDirection20 : EffectivePrincipalAmount
InterestCalculation5 *-- "0..1" AmountAndDirection20 : PrincipalAmount
InterestCalculation5 *-- "0..1" AmountAndDirection20 : MovementAmount
InterestCalculation5 *-- "1..1" AmountAndDirection20 : AccruedInterestAmount
  

InterestStatement5 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 InterestPaymentStatementV05 implementation follows a specific implementaiton pattern. First of all, InterestPaymentStatementV05 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, InterestPaymentStatementV05Document implements IOuterDocument. Because InterestPaymentStatementV05 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type InterestPaymentStatementV05.

classDiagram
    class IOuterRecord
    InterestPaymentStatementV05 --|> IOuterRecord : Implements
    InterestPaymentStatementV05Document --|> IOuterDocument~InterestPaymentStatementV05~ : Implements
    class IOuterDocument~InterestPaymentStatementV05~ {
        InterestPaymentStatementV05 Message
     }
  

Document wrapper for serialization

The only real purpose InterestPaymentStatementV05Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:colr.015.001.05’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using InterestPaymentStatementV05.ToDocument() method. The returned InterestPaymentStatementV05Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    InterestPaymentStatementV05Document *-- InterestPaymentStatementV05 : 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.015.001.05">
    <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="_J4Yk4SgrEeyB747fKu7_rw"
  previousVersion="_CRyfkYFsEeWtPe6Crjmeug"
  name="InterestPaymentStatementV05"
  definition="Scope&#xD;&#xA;The InterestPaymentStatement 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="_L9Kq4XoIEeSUmamj3OpPWw"
  xmlTag="IntrstPmtStmt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_J4Yk6SgrEeyB747fKu7_rw"
    previousVersion="_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="_J4Yk6ygrEeyB747fKu7_rw"
    previousVersion="_CRyflYFsEeWtPe6Crjmeug"
    name="Agreement"
    definition="Agreement details for the over the counter market."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="Agrmt"
    complexType="_6T7_AYbEEeWguotXa4lFgg" />
  <messageBuildingBlock
    xmi:id="_J4Yk7SgrEeyB747fKu7_rw"
    previousVersion="_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="_wc_c4SgsEeyB747fKu7_rw" />
  <messageBuildingBlock
    xmi:id="_J4Yk7ygrEeyB747fKu7_rw"
    previousVersion="_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="_XdISgStMEeyOa655cLd-DQ" />
  <messageBuildingBlock
    xmi:id="_J4Yk8SgrEeyB747fKu7_rw"
    previousVersion="_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="_xhMHQa6XEees_ufOy2ci-g" />
  <messageBuildingBlock
    xmi:id="_J4Yk8ygrEeyB747fKu7_rw"
    previousVersion="_CRyfnYFsEeWtPe6Crjmeug"
    name="InterestStatement"
    definition="Provides details on the interest statement."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="IntrstStmt"
    complexType="_WxUNESqWEeyR9JrVGfaMKw" />
  <messageBuildingBlock
    xmi:id="_J4Yk9SgrEeyB747fKu7_rw"
    previousVersion="_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="05" />
</messageDefinition>

ISO Building Blocks

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