Skip to content

Class: CreditEvent

Specifies the relevant data regarding a credit event.

URI: common_domain_model:CreditEvent

 classDiagram
    class CreditEvent
    click CreditEvent href "../CreditEvent/"
      CreditEvent : auctionDate

      CreditEvent : creditEventType





        CreditEvent --> "1" CreditEventTypeEnum : creditEventType
        click CreditEventTypeEnum href "../CreditEventTypeEnum/"



      CreditEvent : eventDeterminationDate

      CreditEvent : finalPrice





        CreditEvent --> "0..1" Price : finalPrice
        click Price href "../Price/"



      CreditEvent : publiclyAvailableInformation





        CreditEvent --> "*" Resource : publiclyAvailableInformation
        click Resource href "../Resource/"



      CreditEvent : recoveryPercent

      CreditEvent : referenceInformation





        CreditEvent --> "1" ReferenceInformation : referenceInformation
        click ReferenceInformation href "../ReferenceInformation/"



Slots

Name Cardinality and Range Description Inheritance
creditEventType 1
CreditEventTypeEnum
The type of credit event taking place direct
eventDeterminationDate 1
date
The date in which the credit event is determined by the Credit Derivatives De... direct
auctionDate 0..1
date
The date on which the auction is scheduled to occur direct
finalPrice 0..1
Price
The final price resulting from the auction direct
recoveryPercent 0..1
Decimal
The percentage of the original value of the asset affected by the credit even... direct
publiclyAvailableInformation *
Resource
A public information source, e direct
referenceInformation 1
ReferenceInformation
The reference entity, part of a credit basket, impacted by the credit event direct

Usages

used by used in type used
ObservationEvent creditEvent range CreditEvent

In Subsets

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: CreditEvent
description: Specifies the relevant data regarding a credit event.
in_subset:
- cdm_event_common
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- creditEventType
- eventDeterminationDate
- auctionDate
- finalPrice
- recoveryPercent
- publiclyAvailableInformation
- referenceInformation

Induced

name: CreditEvent
description: Specifies the relevant data regarding a credit event.
in_subset:
- cdm_event_common
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  creditEventType:
    name: creditEventType
    description: The type of credit event taking place.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditEvent
    domain_of:
    - CreditEvent
    range: CreditEventTypeEnum
    required: true
  eventDeterminationDate:
    name: eventDeterminationDate
    description: The date in which the credit event is determined by the Credit Derivatives
      Determinations Comitee.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditEvent
    domain_of:
    - CreditEvent
    range: date
    required: true
  auctionDate:
    name: auctionDate
    description: The date on which the auction is scheduled to occur.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditEvent
    domain_of:
    - CreditEvent
    range: date
  finalPrice:
    name: finalPrice
    description: The final price resulting from the auction.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditEvent
    domain_of:
    - CreditEvent
    range: Price
  recoveryPercent:
    name: recoveryPercent
    description: The percentage of the original value of the asset affected by the
      credit event that can be recovered.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditEvent
    domain_of:
    - CreditEvent
    range: decimal
  publiclyAvailableInformation:
    name: publiclyAvailableInformation
    description: A public information source, e.g. a particular newspaper or electronic
      news service, that may publish relevant information used in the determination
      of whether or not a credit event has occurred.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditEvent
    domain_of:
    - CreditEvent
    - CreditEventNotice
    range: Resource
    multivalued: true
    inlined: true
    inlined_as_list: true
  referenceInformation:
    name: referenceInformation
    description: The reference entity, part of a credit basket, impacted by the credit
      event.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditEvent
    domain_of:
    - CreditEvent
    - GeneralTerms
    range: ReferenceInformation
    required: true