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Class: CSAThresholdVariableSet

Defines a combination of Rating Agency, Rating Value, Threshold amount and Currency code.

URI: common_domain_model:CSAThresholdVariableSet

 classDiagram
    class CSAThresholdVariableSet
    click CSAThresholdVariableSet href "../CSAThresholdVariableSet/"
      CSAThresholdVariableSet : amount

      CSAThresholdVariableSet : name





        CSAThresholdVariableSet --> "0..1" CreditRatingAgencyEnum : name
        click CreditRatingAgencyEnum href "../CreditRatingAgencyEnum/"



      CSAThresholdVariableSet : value

Slots

Name Cardinality and Range Description Inheritance
name 0..1
CreditRatingAgencyEnum		 The relevant rating agency direct
value 0..1
string		 Rating applicable to the party from a given rating agency direct
amount 0..1
Integer		 The amount value applicable to the Threshold direct

Usages

used by used in type used
ThresholdRatingsBased variableSet range CSAThresholdVariableSet

Rules

Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {} {'value': {'required': True}}

Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {'value': {'required': True}} {}

In Subsets

Comments

  • Rosetta condition: NameMustExist — if name exists then value exists
  • Rosetta condition: ValueMustExist — if value exists then name exists

Identifier and Mapping Information

Schema Source

Mappings

Mapping Type Mapped Value
self common_domain_model:CSAThresholdVariableSet
native common_domain_model:CSAThresholdVariableSet
close fpml_5_10:CSAThresholdVariableSet

LinkML Source

Direct

name: CSAThresholdVariableSet
description: Defines a combination of Rating Agency, Rating Value, Threshold amount
  and Currency code.
comments:
- 'Rosetta condition: NameMustExist — if name exists then value exists'
- 'Rosetta condition: ValueMustExist — if value exists then name exists'
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CSAThresholdVariableSet
slots:
- name
- value
- amount
slot_usage:
  name:
    name: name
    description: The relevant rating agency.
    range: CreditRatingAgencyEnum
  value:
    name: value
    description: Rating applicable to the party from a given rating agency.
    range: string
  amount:
    name: amount
    description: The amount value applicable to the Threshold.
    range: integer
    required: false
rules:
- preconditions:
    slot_conditions:
      name:
        name: name
        required: true
  postconditions:
    slot_conditions:
      value:
        name: value
        required: true
  description: If we have a name then we must also have a value.
- preconditions:
    slot_conditions:
      value:
        name: value
        required: true
  postconditions:
    slot_conditions:
      name:
        name: name
        required: true
  description: If we have a value then we must also have a name.

Induced

name: CSAThresholdVariableSet
description: Defines a combination of Rating Agency, Rating Value, Threshold amount
  and Currency code.
comments:
- 'Rosetta condition: NameMustExist — if name exists then value exists'
- 'Rosetta condition: ValueMustExist — if value exists then name exists'
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CSAThresholdVariableSet
slot_usage:
  name:
    name: name
    description: The relevant rating agency.
    range: CreditRatingAgencyEnum
  value:
    name: value
    description: Rating applicable to the party from a given rating agency.
    range: string
  amount:
    name: amount
    description: The amount value applicable to the Threshold.
    range: integer
    required: false
attributes:
  name:
    name: name
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: The relevant rating agency.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CSAThresholdVariableSet
    domain_of:
    - TaxonomyValue
    - BusinessUnit
    - LegalEntity
    - Party
    - Resource
    - AdditionalTerminationEvent
    - CSAThresholdVariableSet
    - CSAMinimumTransferAmountVariableSet
    - MasterAgreementClause
    - MasterAgreementClauseVariant
    - MasterAgreementVariableSet
    - IndexBase
    range: CreditRatingAgencyEnum
  value:
    name: value
    description: Rating applicable to the party from a given rating agency.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CSAThresholdVariableSet
    domain_of:
    - MeasureBase
    - Schedule
    - DatedValue
    - Taxonomy
    - TaxonomyClassification
    - CodeValue
    - AdjustmentFactor
    - AccrualFactor
    - DisputeResolution
    - OtherEligibleAndPostedSupport
    - CSAThresholdVariableSet
    - CSAMinimumTransferAmountVariableSet
    - MasterAgreementVariableSet
    range: string
  amount:
    name: amount
    description: The amount value applicable to the Threshold.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CSAThresholdVariableSet
    domain_of:
    - Valuation
    - ElectiveAmountElection
    - CSAThresholdVariableSet
    - ThresholdMinimumTransferAmountFixedAmount
    - CSAMinimumTransferAmountVariableSet
    - LegacyResolutionAlternative
    - RatingAgencyAmount
    - FeaturePayment
    - ComputedAmount
    range: integer
    required: false
rules:
- preconditions:
    slot_conditions:
      name:
        name: name
        required: true
  postconditions:
    slot_conditions:
      value:
        name: value
        required: true
  description: If we have a name then we must also have a value.
- preconditions:
    slot_conditions:
      value:
        name: value
        required: true
  postconditions:
    slot_conditions:
      name:
        name: name
        required: true
  description: If we have a value then we must also have a name.