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Class: CollateralTreatment

Specifies the treatment terms for the eligible collateral criteria specified.

URI: common_domain_model:CollateralTreatment

 classDiagram
    class CollateralTreatment
    click CollateralTreatment href "../CollateralTreatment/"
      CollateralTreatment : concentrationLimit





        CollateralTreatment --> "*" ConcentrationLimit : concentrationLimit
        click ConcentrationLimit href "../ConcentrationLimit/"



      CollateralTreatment : isIncluded

      CollateralTreatment : valuationTreatment





        CollateralTreatment --> "0..1" CollateralValuationTreatment : valuationTreatment
        click CollateralValuationTreatment href "../CollateralValuationTreatment/"

Slots

Name Cardinality and Range Description Inheritance
valuationTreatment 0..1
CollateralValuationTreatment		 Specification of the valuation treatment for the specified collateral direct
concentrationLimit *
ConcentrationLimit		 Specification of concentration limits applicable to the collateral criteria direct
isIncluded 1
Boolean		 A boolean attribute to specify whether collateral critieria are inclusion (Tr... direct

Usages

used by used in type used
CollateralPosition treatment range CollateralTreatment
EligibleCollateralCriteria treatment range CollateralTreatment

In Subsets

Comments

  • Rosetta func: CloneEligibleCollateralWithChangedTreatment — Creates a new Eligible Collateral Specification based on an input specification but with one changed criteria and with one changed treatment.

Identifier and Mapping Information

Annotations

property value
rosetta_functions [{"name":"CloneEligibleCollateralWithChangedTreatment","description":"Creates a new Eligible Collateral Specification based on an input specification but with one changed criteria and with one changed treatment.","inputs":[{"name":"inputSpecification","type":"EligibleCollateralSpecification","cardinality":"1..1"},{"name":"changedCriteria","type":"CollateralCriteria","cardinality":"1..1"},{"name":"changedTreatment","type":"CollateralTreatment","cardinality":"1..1"}],"output":{"name":"outputSpecification","type":"EligibleCollateralSpecification","cardinality":"1..1"}}]

Schema Source

Mappings

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

LinkML Source

Direct

name: CollateralTreatment
annotations:
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"CloneEligibleCollateralWithChangedTreatment","description":"Creates
      a new Eligible Collateral Specification based on an input specification but
      with one changed criteria and with one changed treatment.","inputs":[{"name":"inputSpecification","type":"EligibleCollateralSpecification","cardinality":"1..1"},{"name":"changedCriteria","type":"CollateralCriteria","cardinality":"1..1"},{"name":"changedTreatment","type":"CollateralTreatment","cardinality":"1..1"}],"output":{"name":"outputSpecification","type":"EligibleCollateralSpecification","cardinality":"1..1"}}]'
description: Specifies the treatment terms for the eligible collateral criteria specified.
comments:
- 'Rosetta func: CloneEligibleCollateralWithChangedTreatment — Creates a new Eligible
  Collateral Specification based on an input specification but with one changed criteria
  and with one changed treatment.'
in_subset:
- cdm_product_collateral
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CollateralTreatment
slots:
- valuationTreatment
- concentrationLimit
- isIncluded

Induced

name: CollateralTreatment
annotations:
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"CloneEligibleCollateralWithChangedTreatment","description":"Creates
      a new Eligible Collateral Specification based on an input specification but
      with one changed criteria and with one changed treatment.","inputs":[{"name":"inputSpecification","type":"EligibleCollateralSpecification","cardinality":"1..1"},{"name":"changedCriteria","type":"CollateralCriteria","cardinality":"1..1"},{"name":"changedTreatment","type":"CollateralTreatment","cardinality":"1..1"}],"output":{"name":"outputSpecification","type":"EligibleCollateralSpecification","cardinality":"1..1"}}]'
description: Specifies the treatment terms for the eligible collateral criteria specified.
comments:
- 'Rosetta func: CloneEligibleCollateralWithChangedTreatment — Creates a new Eligible
  Collateral Specification based on an input specification but with one changed criteria
  and with one changed treatment.'
in_subset:
- cdm_product_collateral
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CollateralTreatment
attributes:
  valuationTreatment:
    name: valuationTreatment
    description: Specification of the valuation treatment for the specified collateral.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralTreatment.valuationTreatment
    related_mappings:
    - icma:GMRA#marginRatio
    rank: 1000
    owner: CollateralTreatment
    domain_of:
    - CollateralTreatment
    range: CollateralValuationTreatment
  concentrationLimit:
    name: concentrationLimit
    description: Specification of concentration limits applicable to the collateral
      criteria.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralTreatment.concentrationLimit
    rank: 1000
    owner: CollateralTreatment
    domain_of:
    - CollateralTreatment
    range: ConcentrationLimit
    multivalued: true
    inlined: true
    inlined_as_list: true
  isIncluded:
    name: isIncluded
    description: A boolean attribute to specify whether collateral critieria are inclusion
      (True) or exclusion (False) criteria.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralTreatment.isIncluded
    rank: 1000
    owner: CollateralTreatment
    domain_of:
    - CollateralTreatment
    range: boolean
    required: true