Class: ConcentrationLimitCriteria

Respresents a class to describe a set of criteria to describe specific assets that the concentration limits apply to.

URI: common_domain_model:ConcentrationLimitCriteria

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

      ConcentrationLimitCriteria : appliesTo





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



      ConcentrationLimitCriteria : averageTradingVolume





        ConcentrationLimitCriteria --> "0..1" AverageTradingVolume : averageTradingVolume
        click AverageTradingVolume href "../AverageTradingVolume/"



      ConcentrationLimitCriteria : collateralCriteria





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



      ConcentrationLimitCriteria : concentrationLimitType





        ConcentrationLimitCriteria --> "0..1" ConcentrationLimitTypeEnum : concentrationLimitType
        click ConcentrationLimitTypeEnum href "../ConcentrationLimitTypeEnum/"



      ConcentrationLimitCriteria : ratingPriorityResolution





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



      ConcentrationLimitCriteria : restrictTo





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

Inheritance

CollateralCriteriaBase
- ConcentrationLimitCriteria

Slots

Name	Cardinality and Range	Description	Inheritance
concentrationLimitType	0..1 ConcentrationLimitTypeEnum	Specifies the type of concentration limit to be applied	direct
averageTradingVolume	0..1 AverageTradingVolume	Specifies an average trading volume on an exchange in relation to Equity prod...	direct
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	CollateralCriteriaBase
appliesTo	* CounterpartyRoleEnum	Specifies which of the two counterparties the criteria applies to (either one...	CollateralCriteriaBase
restrictTo	0..1 CollateralMarginTypeEnum	Restrict the criteria to only apply to a specific type of margin, ie IM or VM	CollateralCriteriaBase
ratingPriorityResolution	0..1 RatingPriorityResolutionEnum	Denotes which Criteria has priority if more than one agency rating applies	CollateralCriteriaBase

Usages

used by	used in	type	used
ConcentrationLimit	concentrationLimitCriteria	range	ConcentrationLimitCriteria

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions

In Subsets

CdmProductCollateral

Comments

Rosetta condition: ConcentrationLimitTypeChoice — required choice concentrationLimitType, averageTradingVolume, collateralCriteria

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: ConcentrationLimitCriteria
description: Respresents a class to describe a set of criteria to describe specific
  assets that the concentration limits apply to.
comments:
- 'Rosetta condition: ConcentrationLimitTypeChoice — required choice concentrationLimitType,
  averageTradingVolume, collateralCriteria'
in_subset:
- cdm_product_collateral
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: CollateralCriteriaBase
slots:
- concentrationLimitType
- averageTradingVolume
rules:
- postconditions:
    exactly_one_of:
    - slot_conditions:
        concentrationLimitType:
          name: concentrationLimitType
          required: true
    - slot_conditions:
        averageTradingVolume:
          name: averageTradingVolume
          required: true
    - slot_conditions:
        collateralCriteria:
          name: collateralCriteria
          required: true
  description: Either a limit type or limit criteria must be specified.

Induced

name: ConcentrationLimitCriteria
description: Respresents a class to describe a set of criteria to describe specific
  assets that the concentration limits apply to.
comments:
- 'Rosetta condition: ConcentrationLimitTypeChoice — required choice concentrationLimitType,
  averageTradingVolume, collateralCriteria'
in_subset:
- cdm_product_collateral
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: CollateralCriteriaBase
attributes:
  concentrationLimitType:
    name: concentrationLimitType
    description: Specifies the type of concentration limit to be applied.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ConcentrationLimitCriteria
    domain_of:
    - ConcentrationLimitCriteria
    range: ConcentrationLimitTypeEnum
  averageTradingVolume:
    name: averageTradingVolume
    description: Specifies an average trading volume on an exchange in relation to
      Equity products.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ConcentrationLimitCriteria
    domain_of:
    - ConcentrationLimitCriteria
    range: AverageTradingVolume
  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: ConcentrationLimitCriteria
    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: ConcentrationLimitCriteria
    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: ConcentrationLimitCriteria
    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: ConcentrationLimitCriteria
    domain_of:
    - CollateralCriteriaBase
    range: RatingPriorityResolutionEnum
rules:
- postconditions:
    exactly_one_of:
    - slot_conditions:
        concentrationLimitType:
          name: concentrationLimitType
          required: true
    - slot_conditions:
        averageTradingVolume:
          name: averageTradingVolume
          required: true
    - slot_conditions:
        collateralCriteria:
          name: collateralCriteria
          required: true
  description: Either a limit type or limit criteria must be specified.