Class: ConcentrationLimit

Represents a class to describe concentration limits that may be applicable to eligible collateral criteria.

URI: common_domain_model:ConcentrationLimit

 classDiagram
    class ConcentrationLimit
    click ConcentrationLimit href "../ConcentrationLimit/"
      ConcentrationLimit : concentrationLimitCriteria





        ConcentrationLimit --> "0..1" ConcentrationLimitCriteria : concentrationLimitCriteria
        click ConcentrationLimitCriteria href "../ConcentrationLimitCriteria/"



      ConcentrationLimit : percentageLimit





        ConcentrationLimit --> "0..1" NumberRange : percentageLimit
        click NumberRange href "../NumberRange/"



      ConcentrationLimit : valueLimit





        ConcentrationLimit --> "0..1" MoneyRange : valueLimit
        click MoneyRange href "../MoneyRange/"

Slots

Name	Cardinality and Range	Description	Inheritance
concentrationLimitCriteria	0..1 ConcentrationLimitCriteria	Specifies a set of criteria to describe the assets that the concentration lim...	direct
valueLimit	0..1 MoneyRange	Specifies the value of collateral limit represented as a range	direct
percentageLimit	0..1 NumberRange	Specifies the perecentage of collateral limit represented as a decimal number...	direct

Usages

used by	used in	type	used
CollateralTreatment	concentrationLimit	range	ConcentrationLimit

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions

In Subsets

CdmProductCollateral

Comments

Rosetta condition: ConcentrationLimitValueChoice — required choice valueLimit, percentageLimit
Rosetta condition: PercentageConcentrationLimit — if concentrationLimitCriteria -> concentrationLimitType = ConcentrationLimitTypeEnum -> MarketCapitalisation then percentageLimit exists

Identifier and Mapping Information

Schema Source

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

Mappings

Mapping Type	Mapped Value
self	common_domain_model:ConcentrationLimit
native	common_domain_model:ConcentrationLimit

LinkML Source

Direct

name: ConcentrationLimit
description: Represents a class to describe concentration limits that may be applicable
  to eligible collateral criteria.
comments:
- 'Rosetta condition: ConcentrationLimitValueChoice — required choice valueLimit,
  percentageLimit'
- 'Rosetta condition: PercentageConcentrationLimit — if concentrationLimitCriteria
  -> concentrationLimitType = ConcentrationLimitTypeEnum -> MarketCapitalisation then
  percentageLimit exists'
in_subset:
- cdm_product_collateral
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- concentrationLimitCriteria
- valueLimit
- percentageLimit
rules:
- postconditions:
    exactly_one_of:
    - slot_conditions:
        valueLimit:
          name: valueLimit
          required: true
    - slot_conditions:
        percentageLimit:
          name: percentageLimit
          required: true
  description: Either a value or percentage concentration limit must be specified.

Induced

name: ConcentrationLimit
description: Represents a class to describe concentration limits that may be applicable
  to eligible collateral criteria.
comments:
- 'Rosetta condition: ConcentrationLimitValueChoice — required choice valueLimit,
  percentageLimit'
- 'Rosetta condition: PercentageConcentrationLimit — if concentrationLimitCriteria
  -> concentrationLimitType = ConcentrationLimitTypeEnum -> MarketCapitalisation then
  percentageLimit exists'
in_subset:
- cdm_product_collateral
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  concentrationLimitCriteria:
    name: concentrationLimitCriteria
    description: Specifies a set of criteria to describe the assets that the concentration
      limits apply to.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ConcentrationLimit
    domain_of:
    - ConcentrationLimit
    range: ConcentrationLimitCriteria
  valueLimit:
    name: valueLimit
    description: Specifies the value of collateral limit represented as a range.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ConcentrationLimit
    domain_of:
    - ConcentrationLimit
    range: MoneyRange
  percentageLimit:
    name: percentageLimit
    description: Specifies the perecentage of collateral limit represented as a decimal
      number - example 25% is 0.25.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ConcentrationLimit
    domain_of:
    - ConcentrationLimit
    range: NumberRange
rules:
- postconditions:
    exactly_one_of:
    - slot_conditions:
        valueLimit:
          name: valueLimit
          required: true
    - slot_conditions:
        percentageLimit:
          name: percentageLimit
          required: true
  description: Either a value or percentage concentration limit must be specified.