Class: CollateralCriteriaBase

Represents a set of criteria used to specify and describe collateral.

URI: common_domain_model:CollateralCriteriaBase

 classDiagram
    class CollateralCriteriaBase
    click CollateralCriteriaBase href "../CollateralCriteriaBase/"
      CollateralCriteriaBase <|-- EligibleCollateralCriteria
        click EligibleCollateralCriteria href "../EligibleCollateralCriteria/"
      CollateralCriteriaBase <|-- ConcentrationLimitCriteria
        click ConcentrationLimitCriteria href "../ConcentrationLimitCriteria/"

      CollateralCriteriaBase : appliesTo





        CollateralCriteriaBase --> "*" CounterpartyRoleEnum : appliesTo
        click CounterpartyRoleEnum href "../CounterpartyRoleEnum/"



      CollateralCriteriaBase : collateralCriteria





        CollateralCriteriaBase --> "0..1" CollateralCriteria : collateralCriteria
        click CollateralCriteria href "../CollateralCriteria/"



      CollateralCriteriaBase : ratingPriorityResolution





        CollateralCriteriaBase --> "0..1" RatingPriorityResolutionEnum : ratingPriorityResolution
        click RatingPriorityResolutionEnum href "../RatingPriorityResolutionEnum/"



      CollateralCriteriaBase : restrictTo





        CollateralCriteriaBase --> "0..1" CollateralMarginTypeEnum : restrictTo
        click CollateralMarginTypeEnum href "../CollateralMarginTypeEnum/"

Inheritance

CollateralCriteriaBase
- EligibleCollateralCriteria
- ConcentrationLimitCriteria

Slots

Name	Cardinality and Range	Description	Inheritance
collateralCriteria	0..1 CollateralCriteria or AllCriteria or AnyCriteria or NegativeCriteria or CollateralIssuerType or CollateralGuarantorType or AssetType or IssuerCountryOfOrigin or AssetCountryOfOrigin or CurrencyCodeEnum or IssuerName or IssuerAgencyRating or SovereignAgencyRating or AssetAgencyRating or AssetMaturity or SpecificAsset or CollateralTaxonomy or ListingExchange or ListingSector or IndexType or CounterpartyOwnIssuePermitted or DomesticCurrencyIssued	The specific criteria that applies	direct
appliesTo	* CounterpartyRoleEnum	Specifies which of the two counterparties the criteria applies to (either one...	direct
restrictTo	0..1 CollateralMarginTypeEnum	Restrict the criteria to only apply to a specific type of margin, ie IM or VM	direct
ratingPriorityResolution	0..1 RatingPriorityResolutionEnum	Denotes which Criteria has priority if more than one agency rating applies	direct

In Subsets

CdmProductCollateral

Identifier and Mapping Information

Schema Source

from schema: https://w3id.org/lmodel/common-domain-model

Mappings

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

LinkML Source

Direct

name: CollateralCriteriaBase
description: Represents a set of criteria used to specify and describe collateral.
in_subset:
- cdm_product_collateral
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CollateralCriteriaBase
slots:
- collateralCriteria
- appliesTo
- restrictTo
- ratingPriorityResolution

Induced

name: CollateralCriteriaBase
description: Represents a set of criteria used to specify and describe collateral.
in_subset:
- cdm_product_collateral
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CollateralCriteriaBase
attributes:
  collateralCriteria:
    name: collateralCriteria
    description: The specific criteria that applies. It can be created using AND,
      OR and NOT logic, and both asset and issuer characteristics.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralCriteriaBase.collateralCriteria
    rank: 1000
    owner: CollateralCriteriaBase
    domain_of:
    - CollateralCriteriaBase
    range: CollateralCriteria
    any_of:
    - range: AllCriteria
    - range: AnyCriteria
    - range: NegativeCriteria
    - range: CollateralIssuerType
    - range: CollateralGuarantorType
    - range: AssetType
    - range: IssuerCountryOfOrigin
    - range: AssetCountryOfOrigin
    - range: CurrencyCodeEnum
    - range: IssuerName
    - range: IssuerAgencyRating
    - range: SovereignAgencyRating
    - range: AssetAgencyRating
    - range: AssetMaturity
    - range: SpecificAsset
    - range: CollateralTaxonomy
    - range: ListingExchange
    - range: ListingSector
    - range: IndexType
    - range: CounterpartyOwnIssuePermitted
    - range: DomesticCurrencyIssued
  appliesTo:
    name: appliesTo
    description: Specifies which of the two counterparties the criteria applies to
      (either one or both counterparties). This attribute is optional, in case the
      applicable party is already specified elsewhere within a party election.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralCriteriaBase.appliesTo
    rank: 1000
    owner: CollateralCriteriaBase
    domain_of:
    - CollateralCriteriaBase
    range: CounterpartyRoleEnum
    multivalued: true
  restrictTo:
    name: restrictTo
    description: Restrict the criteria to only apply to a specific type of margin,
      ie IM or VM.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralCriteriaBase.restrictTo
    rank: 1000
    owner: CollateralCriteriaBase
    domain_of:
    - CollateralCriteriaBase
    range: CollateralMarginTypeEnum
  ratingPriorityResolution:
    name: ratingPriorityResolution
    description: Denotes which Criteria has priority if more than one agency rating
      applies.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralCriteriaBase.ratingPriorityResolution
    rank: 1000
    owner: CollateralCriteriaBase
    domain_of:
    - CollateralCriteriaBase
    range: RatingPriorityResolutionEnum