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Class: CollateralTaxonomy

Specifies the collateral taxonomy, which is composed of a taxonomy value and a taxonomy source.

URI: common_domain_model:CollateralTaxonomy

 classDiagram
    class CollateralTaxonomy
    click CollateralTaxonomy href "../CollateralTaxonomy/"
      CollateralTaxonomy : taxonomySource





        CollateralTaxonomy --> "1" TaxonomySourceEnum : taxonomySource
        click TaxonomySourceEnum href "../TaxonomySourceEnum/"



      CollateralTaxonomy : taxonomyValue





        CollateralTaxonomy --> "1" CollateralTaxonomyValue : taxonomyValue
        click CollateralTaxonomyValue href "../CollateralTaxonomyValue/"



Slots

Name Cardinality and Range Description Inheritance
taxonomyValue 1
CollateralTaxonomyValue
Specifies the taxonomy value direct
taxonomySource 1
TaxonomySourceEnum
Specifies the taxonomy source direct

Usages

used by used in type used
CollateralCriteriaBase collateralCriteria any_of[range] CollateralTaxonomy
EligibleCollateralCriteria collateralCriteria any_of[range] CollateralTaxonomy
ConcentrationLimitCriteria collateralCriteria any_of[range] CollateralTaxonomy
NegativeCriteria negativeCriteria any_of[range] CollateralTaxonomy

In Subsets

Comments

  • Rosetta condition: Eu_EligibleCollateralTaxonomy — if taxonomySource = TaxonomySourceEnum -> EU_EMIR_EligibleCollateralAssetClass then taxonomyValue -> eu_EMIR_EligibleCollateral exists
  • Rosetta condition: UkEligibleCollateralTaxonomy — if taxonomySource = TaxonomySourceEnum -> UK_EMIR_EligibleCollateralAssetClass then taxonomyValue -> uk_EMIR_EligibleCollateral exists
  • Rosetta condition: UsEligibleCollateralTaxonomy — if taxonomySource = TaxonomySourceEnum -> US_CFTC_PR_EligibleCollateralAssetClass then taxonomyValue -> us_CFTC_PR_EligibleCollateral exists
  • Rosetta condition: TaxonomyValue — if taxonomyValue -> nonEnumeratedTaxonomyValue exists then taxonomySource <> TaxonomySourceEnum -> EU_EMIR_EligibleCollateralAssetClass and taxonomySource <> TaxonomySourceEnum -> UK_EMIR_EligibleCollateralAssetClass and taxonomySource <> TaxonomySourceEnum -> US_CFTC_PR_EligibleCollateralAssetClass

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: CollateralTaxonomy
description: Specifies the collateral taxonomy, which is composed of a taxonomy value
  and a taxonomy source.
comments:
- 'Rosetta condition: Eu_EligibleCollateralTaxonomy  if taxonomySource = TaxonomySourceEnum
  -> EU_EMIR_EligibleCollateralAssetClass then taxonomyValue -> eu_EMIR_EligibleCollateral
  exists'
- 'Rosetta condition: UkEligibleCollateralTaxonomy  if taxonomySource = TaxonomySourceEnum
  -> UK_EMIR_EligibleCollateralAssetClass then taxonomyValue -> uk_EMIR_EligibleCollateral
  exists'
- 'Rosetta condition: UsEligibleCollateralTaxonomy  if taxonomySource = TaxonomySourceEnum
  -> US_CFTC_PR_EligibleCollateralAssetClass then taxonomyValue -> us_CFTC_PR_EligibleCollateral
  exists'
- 'Rosetta condition: TaxonomyValue  if taxonomyValue -> nonEnumeratedTaxonomyValue
  exists then taxonomySource <> TaxonomySourceEnum -> EU_EMIR_EligibleCollateralAssetClass
  and taxonomySource <> TaxonomySourceEnum -> UK_EMIR_EligibleCollateralAssetClass
  and taxonomySource <> TaxonomySourceEnum -> US_CFTC_PR_EligibleCollateralAssetClass'
in_subset:
- cdm_base_staticdata_asset_common
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CollateralTaxonomy
slots:
- taxonomyValue
- taxonomySource

Induced

name: CollateralTaxonomy
description: Specifies the collateral taxonomy, which is composed of a taxonomy value
  and a taxonomy source.
comments:
- 'Rosetta condition: Eu_EligibleCollateralTaxonomy  if taxonomySource = TaxonomySourceEnum
  -> EU_EMIR_EligibleCollateralAssetClass then taxonomyValue -> eu_EMIR_EligibleCollateral
  exists'
- 'Rosetta condition: UkEligibleCollateralTaxonomy  if taxonomySource = TaxonomySourceEnum
  -> UK_EMIR_EligibleCollateralAssetClass then taxonomyValue -> uk_EMIR_EligibleCollateral
  exists'
- 'Rosetta condition: UsEligibleCollateralTaxonomy  if taxonomySource = TaxonomySourceEnum
  -> US_CFTC_PR_EligibleCollateralAssetClass then taxonomyValue -> us_CFTC_PR_EligibleCollateral
  exists'
- 'Rosetta condition: TaxonomyValue  if taxonomyValue -> nonEnumeratedTaxonomyValue
  exists then taxonomySource <> TaxonomySourceEnum -> EU_EMIR_EligibleCollateralAssetClass
  and taxonomySource <> TaxonomySourceEnum -> UK_EMIR_EligibleCollateralAssetClass
  and taxonomySource <> TaxonomySourceEnum -> US_CFTC_PR_EligibleCollateralAssetClass'
in_subset:
- cdm_base_staticdata_asset_common
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CollateralTaxonomy
attributes:
  taxonomyValue:
    name: taxonomyValue
    description: Specifies the taxonomy value.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralTaxonomy.taxonomyValue
    rank: 1000
    owner: CollateralTaxonomy
    domain_of:
    - CollateralTaxonomy
    range: CollateralTaxonomyValue
    required: true
  taxonomySource:
    name: taxonomySource
    description: Specifies the taxonomy source.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralTaxonomy.taxonomySource
    rank: 1000
    owner: CollateralTaxonomy
    domain_of:
    - CollateralTaxonomy
    range: TaxonomySourceEnum
    required: true